The Butterfly [theUltimator5]This is a technical analysis tool designed to automatically detect and visualize Butterfly harmonic patterns based on recent market pivot structures. This indicator uses a unique plotting and detection algorithm to find and display valid Butterfly patterns on the chart.
The indicator works in real-time and historically by identifying major swing highs and lows (pivots) based on a user-defined ZigZag length. It then evaluates whether the most recent price structure conforms to the ideal proportions of a bullish or bearish Butterfly pattern. If the ratios between price legs XA, AB, BC, and projected CD meet defined tolerances, the pattern is plotted on the chart along with a projected D point for potential reversal.
Key Features:
Automatic Pivot Detection: The script analyzes recent price action to construct a ZigZag pattern, identifying swing points as potential X, A, B, and C coordinates.
Butterfly Pattern Validation: The pattern is validated against traditional Fibonacci ratios:
--AB should be approximately 78.6% of XA.
--BC must lie between 38.2% and 88.6% of AB.
--CD is projected as a multiple of BC, with user control over the ratio (e.g., 1.618–2.24).
Bullish and Bearish Recognition: The pattern logic detects both bullish and bearish Butterflies, automatically adjusting plotting direction and color themes.
Custom Ratio Tolerance: Users can define how strictly the AB/XA and BC/AB legs must adhere to ideal ratios, using a percentage-based tolerance slider.
Fallback Detection Logic: If a new pattern is not identified in recent bars, the script performs a backward search on the last four pivots to find the most recent valid pattern.
Force Mode: A toggle allows users to force the drawing of a Butterfly pattern on the most recent pivot structure, regardless of whether the ideal Fibonacci rules are satisfied.
Dynamic Visualization:
--Clear labeling of X, A, B, C, and D points.
--Colored connecting lines and filled triangles to visualize structure.
--Optional table displaying key Fibonacci ratios and how close each leg is to ideal values.
Inputs:
Length: Controls the sensitivity of the ZigZag pivots. Smaller values result in more frequent pivots.
Tolerance (%): Adjustable threshold for acceptable deviation in AB/XA and BC/AB ratios.
CD Length Multiplier: Projects point D by multiplying the BC leg using a value between 1.618 and 2.24.
Force New Pattern: Overrides validation checks to display a Butterfly structure on recent pivots regardless of ratio accuracy.
Show Table: Enables a table showing calculated ratios and deviations from the ideal.
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SHYY TFC SPX Sectors list This script provides a clean, configurable table displaying real-time data for the major SPX sectors, key indices, and market sentiment indicators such as VIX and the 10-year yield (US10Y).
It includes 16 columns with two rows:
* The top row shows the sector/asset symbol.
* The bottom row shows the most recent daily close price.
Each price cell is dynamically color-coded based on:
* Direction (green/red) during regular trading hours
* Separate colors during extended hours (pre-market or post-market)
* VIX values greater than 30 trigger a distinct background highlight
Users can fully control the position of the table on the chart via input settings. This flexibility allows traders to place the table in any screen corner or center without overlapping key price action.
The script is designed for:
* Monitoring broad market health at a glance
* Understanding sector performance in real-time
* Spotting risk-on/risk-off behavior (via SPY, QQQ, VIX, US10Y)
Unlike traditional watchlists, this table visually encodes directional movement and trading session context (regular vs. extended hours), making it highly actionable for intraday, swing, or macro-level analysis.
All data is pulled using `request.security()` on daily candles and uses pure Pine logic without external dependencies.
To use:
1. Add the indicator to your chart.
2. Adjust the table position via the input dropdown.
3. Read sector strength or weakness directly from the table.
SMT Time Windows# SMT Time Windows
SMT Time Windows is a Pine Script v6 indicator by **Originalsauce1** that automates ICT-style Smart Money Technique (SMT) divergences between two correlated symbols. It detects bullish and bearish SMT divergences using swing highs/lows (pivot logic) across both instruments. Bullish SMT occurs when one symbol makes a higher low while the other forms a lower low; bearish SMT is when one symbol prints a higher high while the other records a lower high. These divergences highlight imbalances in correlated markets and can signal potential momentum shifts. SMT Time Windows plots clear labels for each divergence event and offers comprehensive filtering by custom time sessions.
## Key Features
* **Time Window Filters:** Define up to three custom time windows (e.g. 2:00–4:00 AM, 6:00–8:30 AM, 9:00–10:30 AM) with individual enable/disable toggles. Active windows can be highlighted on the chart with optional background shading for visual cueing.
* **Timezone Support:** User-selectable time zone ensures that time windows align correctly across different session schedules (global session alignment).
* **Adjustable Detection:** Set the pivot **length** (sensitivity of swing detection) and the signal **timeframe**. This pivot-based approach confirms valid swing highs/lows before marking divergences.
* **Clean SMT Labels:** The indicator plots “Bullish SMT” or “Bearish SMT” labels at the relevant pivots, clearly marking each divergence event. Label color and style are customizable, providing a clean visual cue of SMT signals.
* **Chart Highlights:** Optionally shade the chart background during active time windows, making it easy to see when the session filter is in effect.
* **Session Status Table:** An on-chart table shows which time windows are currently active (e.g. shows “Open”/“Closed” status). This real-time session table provides live feedback similar to other TradingView session trackers.
* **Comparison Symbol & Alerts:** Optionally overlay the comparison symbol on your chart. Built-in alerts notify you when bullish or bearish SMT divergences occur, allowing timely review.
## How It Works
SMT Time Windows checks for divergences between two positively correlated markets (for example, equity futures like S\&P 500 (ES) vs Nasdaq 100 (NQ), or FX pairs like US Dollar Index vs EUR/USD). When one instrument’s swing high/low is not confirmed by the other, it flags this as an SMT event. For instance, a **Bearish SMT** is identified when one symbol makes a higher high but the other fails to keep pace (prints a lower high); a **Bullish SMT** is when one symbol’s low is higher while the other’s low is lower. These divergences are interpreted as signs of uneven buying/selling pressure and can precede shifts in momentum.
The indicator is designed for use with correlated markets (e.g. ES/NQ, DXY/EURUSD, etc.) to enhance your market structure analysis. It is not a “set and forget” signal but a tool to spot potential imbalances. Use SMT Time Windows alongside your discretionary analysis and higher-timeframe context for best results.
## Disclaimer
This script is provided *“for educational and informational purposes only”*. It is **not** financial or trading advice. Always perform your own analysis and risk management before making trading decisions.
*Created by Originalsauce1. For educational and informational purposes only.*
TBL HTF Highs&LowsThis script plots the previous Daily, Weekly, and Monthly High and Low levels directly on your chart, helping you identify key higher-timeframe support and resistance zones.
Features:
Daily, Weekly, Monthly Lines: Toggle visibility for each timeframe's high/low levels.
Customization Options:
Choose color, style (Solid, Dashed, Dotted), width, and transparency for each line type.
Automatic Updates: Lines update at the start of each new session (day, week, or month).
Summary Table: Displays the latest Pre-Daily High/Low (PDH/PDL), Pre-Weekly High/Low (PWH/PWL), and Pre-Monthly High/Low (PMH/PML) in the top-right corner of the chart.
Configurable Table Font Size: Choose between Tiny, Small, Medium, or Large text.
Use Case:
Ideal for traders who rely on key higher-timeframe levels for confluence, breakout trading, or mean-reversion strategies. The visual lines and summary table provide instant context without cluttering your chart.
Crypto Long RSI Entry with AveragingIndicator Name:
04 - Crypto Long RSI Entry with Averaging + Info Table + Lines (03 style lines)
Description:
This indicator is designed for crypto trading on the long side only, using RSI-based entry signals combined with a multi-step averaging strategy and a visual information panel. It aims to capture price rebounds from oversold RSI levels and manage position entries with two staged averaging points, optimizing the average entry price and take-profit targets.
Key Features:
RSI-Based Entry: Enters a long position when the RSI crosses above a defined oversold level (default 25), with an optional faster entry if RSI crosses above 20 after being below it.
Two-Stage Averaging: Allows up to two averaging entries at user-defined price drop percentages (default 5% and 14%), increasing position size to improve average entry price.
Dynamic Take Profit: Adjusts take profit targets after each averaging stage, with customizable percentage levels.
Visual Signals: Marks entries, averaging points, and exits on the chart using colored labels and lines for easy tracking.
Info Table: Displays current trade status, averaging stages, total profit, number of wins, and maximum drawdown percentage in a table on the chart.
Graphical Lines: Shows horizontal lines for entry price, take profit, and averaging prices to visually track trade management.
BG Ichimoku Tenkan MTFBG Ichimoku Tenkan MTF: Your Multi-Timeframe Trend Compass
Elevate your Ichimoku analysis with the BG Ichimoku Tenkan MTF indicator. This powerful tool provides a comprehensive view of the Tenkan-sen (Conversion Line) across multiple timeframes, helping you identify trends and potential shifts with greater clarity. It's ideal for all markets, including stocks, cryptocurrencies, Forex, and futures.
Key Features:
Main Tenkan-sen Plot: Visualize the Tenkan-sen for your active chart timeframe with adjustable color.
Multi-Timeframe Table: A dynamic table displays the Tenkan-sen's relationship to price (🔼 for above, 🔽 for below) and its current value for up to 7 timeframes.
Continuous MTF Lines: Plot the Tenkan-sen from higher timeframes directly on your current chart, providing clear support/resistance levels and trend confluence.
Fully Customizable Colors: Personalize the color for each individual timeframe in the table and for its corresponding MTF line, ensuring a clean and intuitive visual experience. You can also adjust the main Tenkan-sen color and the MTF line offset.
Gain a deeper understanding of market dynamics by analyzing the Tenkan-sen across different time scales, all in one intuitive indicator.
We created this indicator to help you better navigate the markets. Thank you for using it, and we hope it brings you value. Enjoy it in your daily analysis!
Bab
PhenLabs - Market Fluid Dynamics📊 Market Fluid Dynamics -
Version: PineScript™ v6
📌 Description
The Market Fluid Dynamics - Phen indicator is a new thinking regarding market analysis by modeling price action, volume, and volatility using a fluid system. It attempts to offer traders control over more profound market forces, such as momentum (speed), resistance (thickness), and buying/selling pressure. By visualizing such dynamics, the script allows the traders to decide on the prevailing market flow, its power, likely continuations, and zones of calmness and chaos, and thereby allows improved decision-making.
This measure avoids the usual difficulty of reconciling multiple, often contradictory, market indications by including them within a single overarching model. It moves beyond traditional binary indicators by providing a multi-dimensional view of market behavior, employing fluid dynamic analogs to describe complex interactions in an accessible manner.
🚀 Points of Innovation
Integrated Fluid Dynamics Model: Combines velocity, viscosity, pressure, and turbulence into a single indicator.
Normalized Metrics: Uses ATR and other normalization techniques for consistent readings across different assets and timeframes.
Dynamic Flow Visualization: Main flow line changes color and intensity based on direction and strength.
Turbulence Background: Visually represents market stability with a gradient background, from calm to turbulent.
Comprehensive Dashboard: Provides an at-a-glance summary of key fluid dynamic metrics.
Multi-Layer Smoothing: Employs several layers of EMA smoothing for a clearer, more responsive main flow line.
🔧 Core Components
Velocity Component: Measures price momentum (first derivative of price), normalized by ATR. It indicates the speed and direction of price changes.
Viscosity Component: Represents market resistance to price changes, derived from ATR relative to its historical average. Higher viscosity suggests it’s harder for prices to move.
Pressure Component: Quantifies the force created by volume and price range (close - open), normalized by ATR. It reflects buying or selling pressure.
Turbulence Detection: Calculates a Reynolds number equivalent to identify market stability, ranging from laminar (stable) to turbulent (chaotic).
Main Flow Indicator: Combines the above components, applying sensitivity and smoothing, to generate a primary signal of market direction and strength.
🔥 Key Features
Advanced Smoothing Algorithm: Utilizes multiple EMA layers on the raw flow calculation for a fluid and responsive main flow line, reducing noise while maintaining sensitivity.
Gradient Flow Coloring: The main flow line dynamically changes color from light to deep blue for bullish flow and light to deep red for bearish flow, with intensity reflecting flow strength. This provides an immediate visual cue of market sentiment and momentum.
Turbulence Level Background: The chart background changes color based on calculated turbulence (from calm gray to vibrant orange), offering an intuitive understanding of market stability and potential for erratic price action.
Informative Dashboard: A customizable on-screen table displays critical metrics like Flow State, Flow Strength, Market Viscosity, Turbulence, Pressure Force, Flow Acceleration, and Flow Continuity, allowing traders to quickly assess current market conditions.
Configurable Lookback and Sensitivity: Users can adjust the base lookback period for calculations and the sensitivity of the flow to viscosity, tailoring the indicator to different trading styles and market conditions.
Alert Conditions: Pre-defined alerts for flow direction changes (positive/negative crossover of zero line) and detection of high turbulence states.
🎨 Visualization
Main Flow Line: A smoothed line plotted below the main chart, colored blue for bullish flow and red for bearish flow. The intensity of the color (light to dark) indicates the strength of the flow. This line crossing the zero line can signal a change in market direction.
Zero Line: A dotted horizontal line at the zero level, serving as a baseline to gauge whether the market flow is positive (bullish) or negative (bearish).
Turbulence Background: The indicator pane’s background color changes based on the calculated turbulence level. A calm, almost transparent gray indicates low turbulence (laminar flow), while a more vibrant, semi-transparent orange signifies high turbulence. This helps traders visually assess market stability.
Dashboard Table: An optional table displayed on the chart, showing key metrics like ‘Flow State’, ‘Flow Strength’, ‘Market Viscosity’, ‘Turbulence’, ‘Pressure Force’, ‘Flow Acceleration’, and ‘Flow Continuity’ with their current values and qualitative descriptions (e.g., ‘Bullish Flow’, ‘Laminar (Stable)’).
📖 Usage Guidelines
Setting Categories
Show Dashboard - Default: true; Range: true/false; Description: Toggles the visibility of the Market Fluid Dynamics dashboard on the chart. Enable to see key metrics at a glance.
Base Lookback Period - Default: 14; Range: 5 - (no upper limit, practical limits apply); Description: Sets the primary lookback period for core calculations like velocity, ATR, and volume SMA. Shorter periods make the indicator more sensitive to recent price action, while longer periods provide a smoother, slower signal.
Flow Sensitivity - Default: 0.5; Range: 0.1 - 1.0 (step 0.1); Description: Adjusts how much the market viscosity dampens the raw flow. A lower value means viscosity has less impact (flow is more sensitive to raw velocity/pressure), while a higher value means viscosity has a greater dampening effect.
Flow Smoothing - Default: 5; Range: 1 - 20; Description: Controls the length of the EMA smoothing applied to the main flow line. Higher values result in a smoother flow line but with more lag; lower values make it more responsive but potentially noisier.
Dashboard Position - Default: ‘Top Right’; Range: ‘Top Right’, ‘Top Left’, ‘Bottom Right’, ‘Bottom Left’, ‘Middle Right’, ‘Middle Left’; Description: Determines the placement of the dashboard on the chart.
Header Size - Default: ‘Normal’; Range: ‘Tiny’, ‘Small’, ‘Normal’, ‘Large’, ‘Huge’; Description: Sets the text size for the dashboard header.
Values Size - Default: ‘Small’; Range: ‘Tiny’, ‘Small’, ‘Normal’, ‘Large’; Description: Sets the text size for the metric values in the dashboard.
✅ Best Use Cases
Trend Identification: Identifying the dominant market flow (bullish or bearish) and its strength to trade in the direction of the prevailing trend.
Momentum Confirmation: Using the flow strength and acceleration to confirm the conviction behind price movements.
Volatility Assessment: Utilizing the turbulence metric to gauge market stability, helping to adjust position sizing or avoid choppy conditions.
Reversal Spotting: Watching for divergences between price and flow, or crossovers of the main flow line above/below the zero line, as potential reversal signals, especially when combined with changes in pressure or viscosity.
Swing Trading: Leveraging the smoothed flow line to capture medium-term market swings, entering when flow aligns with the desired trade direction and exiting when flow weakens or reverses.
Intraday Scalping: Using shorter lookback periods and higher sensitivity to identify quick shifts in flow and turbulence for short-term trading opportunities, particularly in liquid markets.
⚠️ Limitations
Lagging Nature: Like many indicators based on moving averages and lookback periods, the main flow line can lag behind rapid price changes, potentially leading to delayed signals.
Whipsaws in Ranging Markets: During periods of low volatility or sideways price action (high viscosity, low flow strength), the indicator might produce frequent buy/sell signals (whipsaws) as the flow oscillates around the zero line.
Not a Standalone System: While comprehensive, it should be used in conjunction with other forms of analysis (e.g., price action, support/resistance levels, other indicators) and not as a sole basis for trading decisions.
Subjectivity in Interpretation: While the dashboard provides quantitative values, the interpretation of “strong” flow, “high” turbulence, or “significant” acceleration can still have a subjective element depending on the trader’s strategy and risk tolerance.
💡 What Makes This Unique
Fluid Dynamics Analogy: Its core strength lies in translating complex market interactions into an intuitive fluid dynamics framework, making concepts like momentum, resistance, and pressure easier to visualize and understand.
Market View: Instead of focusing on a single aspect (like just momentum or just volatility), it integrates multiple factors (velocity, viscosity, pressure, turbulence) to provide a more comprehensive picture of market conditions.
Adaptive Visualization: The dynamic coloring of the flow line and the turbulence background provide immediate, adaptive visual feedback that changes with market conditions.
🔬 How It Works
Price Velocity Calculation: The indicator first calculates price velocity by measuring the rate of change of the closing price over a given ‘lookback’ period. The raw velocity is then normalized by the Average True Range (ATR) of the same lookback period. Normalization enables comparison of momentum between assets or timeframes by scaling for volatility. This is the direction and speed of initial price movement.
Viscosity Calculation: Market ‘viscosity’ or resistance to price movement is determined by looking at the current ATR relative to its longer-term average (SMA of ATR over lookback * 2). The further the current ATR is above its average, the lower the viscosity (less resistance to price movement), and vice-versa. The script inverts this relationship and bounds it so that rising viscosity means more resistance.
Pressure Force Measurement: A ‘pressure’ variable is calculated as a function of the ratio of current volume to its simple moving average, multiplied by the price range (close - open) and normalized by ATR. This is designed to measure the force behind price movement created by volume and intraday price thrusts. This pressure is smoothed by an EMA.
Turbulence State Evaluation: A equivalent ‘Reynolds number’ is calculated by dividing the absolute normalized velocity by the viscosity. This is the proclivity of the market to move in a chaotic or orderly fashion. This ‘reynoldsValue’ is smoothed with an EMA to get the ‘turbulenceState’, which indicates if the market is laminar (stable), transitional, or turbulent.
Main Flow Derivation: The ‘rawFlow’ is calculated by taking the normalized velocity, dampening its impact based on the ‘viscosity’ and user-input ‘sensitivity’, and orienting it by the sign of the smoothed ‘pressureSmooth’. The ‘rawFlow’ is then put through multiple layers of exponential moving average (EMA) smoothing (with ‘smoothingLength’ and derived values) to reach the final ‘mainFlow’ line. The extensive smoothing is designed to give a smooth and clear visualization of the overall market direction and magnitude.
Dashboard Metrics Compilation: Additional metrics like flow acceleration (derivative of mainFlow), and flow continuity (correlation between close and volume) are calculated. All primary components (Flow State, Strength, Viscosity, Turbulence, Pressure, Acceleration, Continuity) are then presented in a user-configurable dashboard for ease of monitoring.
💡 Note:
The “Market Fluid Dynamics - Phen” indicator is designed to offer a unique perspective on market behavior by applying principles from fluid dynamics. It’s most effective when used to understand the underlying forces driving price rather than as a direct buy/sell signal generator in isolation. Experiment with the settings, particularly the ‘Base Lookback Period’, ‘Flow Sensitivity’, and ‘Flow Smoothing’, to find what best suits your trading style and the specific asset you are analyzing. Always combine its insights with robust risk management practices.
Risk Calculator PRO — manual lot size + auto lot-suggestionWhy risk management?
90 % of traders blow up because they size positions emotionally. This tool forces Risk-First Thinking: choose the amount you’re willing to lose, and the script reverse-engineers everything else.
Key features
1. Manual or Market Entry – click “Use current price” or type a custom entry.
2. Setup-based ₹-Risk – four presets (A/B/C/D). Edit to your workflow.
3. Lot-Size Input + Auto Lot Suggestion – you tell the contract size ⇒ script tells you how many lots.
4. Auto-SL (optional) – tick to push stop-loss to exactly 1-lot risk.
5. Instant Targets – 1 : 2, 1 : 3, 1 : 4, 1 : 5 plotted and alert-ready.
6. P&L Preview – table shows potential profit at each R-multiple plus real ₹ at SL.
7. Margin Column – enter per-lot margin once; script totals it for any size.
8. Clean Table UI – dark/light friendly; updates every 5 bars.
9. Alert Pack – SL, each target, plus copy-paste journal line on the chart.
How to use
1. Add to chart > “Format”.
2. Type the lot size for the symbol (e.g., 1250 for Natural Gas, 1 for cash equity).
3. Pick Side (Buy / Sell) & Setup grade.
4. ✅ If you want the script to place SL for you, tick Auto-SL (risk = 1 lot).
5. Otherwise type your own Stop-loss.
6. Read the table:
• Suggested lots = how many to trade so risk ≤ setup ₹.
• Risk (currency) = real money lost if SL hits.
7. Set TradingView alerts on the built-in conditions (T1_2, SL_hit, etc.) if you’d like push / email.
8. Copy the orange CSV label to Excel / Sheets for journalling.
Best practices
• Never raise risk to “fit” a trade. Lower size instead.
• Review win-rate vs. R multiple monthly; adjust setups A–D accordingly.
• Test Auto-SL in replay before going live.
Disclaimer
This script is educational. Past performance ≠ future results. The author isn’t responsible for trading losses.
Yearly History Calendar-Aligned Price up to 10 Years)Overview
This indicator helps traders compare historical price patterns from the past 10 calendar years with the current price action. It overlays translucent lines (polylines) for each year’s price data on the same calendar dates, providing a visual reference for recurring trends. A dynamic table at the top of the chart summarizes the active years, their price sources, and history retention settings.
Key Features
Historical Projections
Displays price data from the last 10 years (e.g., January 5, 2023 vs. January 5, 2024).
Price Source Selection
Choose from Open, Low, High, Close, or HL2 ((High + Low)/2) for historical alignment.
The selected source is shown in the legend table.
Bulk Control Toggles
Show All Years : Display all 10 years simultaneously.
Keep History for All : Preserve historical lines on year transitions.
Hide History for All : Automatically delete old lines to update with current data.
Individual Year Settings
Toggle visibility for each year (-1 to -10) independently.
Customize color and line width for each year.
Control whether to keep or delete historical lines for specific years.
Visual Alignment Aids
Vertical lines mark yearly transitions for reference.
Polylines are semi-transparent for clarity.
Dynamic Legend Table
Shows active years, their price sources, and history status (On/Off).
Updates automatically when settings change.
How to Use
Configure Settings
Projection Years : Select how many years to display (1–10).
Price Source : Choose Open, Low, High, Close, or HL2 for historical alignment.
History Precision : Set granularity (Daily, 60m, or 15m).
Daily (D) is recommended for long-term analysis (covers 10 years).
60m/15m provides finer precision but may only cover 1–3 years due to data limits.
Adjust Visibility & History
Show Year -X : Enable/disable specific years for comparison.
Keep History for Year -X : Choose whether to retain historical lines or delete them on new year transitions.
Bulk Controls
Show All Years : Display all 10 years at once (overrides individual toggles).
Keep History for All / Hide History for All : Globally enable/disable history retention for all years.
Customize Appearance
Line Width : Adjust polyline thickness for better visibility.
Colors : Assign unique colors to each year for easy identification.
Interpret the Legend Table
The table shows:
Year : Label (e.g., "Year -1").
Source : The selected price type (e.g., "Close", "HL2").
Keep History : Indicates whether lines are preserved (On) or deleted (Off).
Tips for Optimal Use
Use Daily Timeframes for Long-Term Analysis :
Daily (1D) allows 10+ years of data. Smaller timeframes (60m/15m) may have limited historical coverage.
Compare Recurring Patterns :
Look for overlaps between historical polylines and current price to identify potential support/resistance levels.
Customize Colors & Widths :
Use contrasting colors for years you want to highlight. Adjust line widths to avoid clutter.
Leverage Global Toggles :
Enable Show All Years for a quick overview. Use Keep History for All to maintain continuity across transitions.
Example Workflow
Set Up :
Select Projection Years = 5.
Choose Price Source = Close.
Set History Precision = 1D for long-term data.
Customize :
Enable Show Year -1 to Show Year -5.
Assign distinct colors to each year.
Disable Keep History for All to ensure lines update on year transitions.
Analyze :
Observe how the 2023 close prices align with 2024’s price action.
Use vertical lines to identify yearly boundaries.
Common Questions
Why are some years missing?
Ensure the chart has sufficient historical data (e.g., daily charts cover 10 years, 60m/15m may only cover 1–3 years).
How do I update the data?
Adjust the Price Source or toggle years/history settings. The legend table updates automatically.
ItsGuarantee Instrument Speed & Close MomentumItsGuarantee Instrument Speed & Close Momentum
Overview
Exclusively engineered for premier hedge funds, the ItsGuarantee Instrument Speed & Close Momentum indicator is a vital tool that unlocks the speed of an instrument and how fast it’s going since the start of the current year, powered by proprietary physics-based calculations. These calculations preview the guaranteed net profit or loss of an instrument every day since the year’s start, using real-time data to deliver unmatched precision. It forecasts unmanipulated closing prices for today, the month, and the year, displayed on a sleek, customizable dashboard with lines, labels, and a table. With real-time alerts, manipulation detection, and global timezone support, this indicator is indispensable for maximizing returns.
Key Features
Real-Time Speed Analysis: Uses physics-based math to reveal an instrument’s speed and daily profit/loss preview since January 1 with live data.
Accurate Price Forecasts: Predicts unmanipulated daily, monthly, and yearly closing prices with precision.
Manipulation Detection: Spots price irregularities instantly, safeguarding your trades.
Clear Visuals: Features Sea Blue (daily), Purple (monthly), and Red (yearly) lines and labels for quick insights.
Instant Alerts: Sends real-time notifications when prices cross key levels.
Global Compatibility: Works in any market timezone with adjustable open times.
Custom Dashboard: Tailor table position, colors, and sizes to fit your needs.
How It Works
Driven by proprietary physics calculations, the indicator tracks an instrument’s price speed since January 1 using real-time data, previewing the guaranteed net profit or loss every day since the year’s start. It predicts unmanipulated closing prices for daily, monthly, and yearly periods, shown on a clear table, lines, and labels. Real-time alerts signal price crossings, and manipulation detection ensures market integrity, making it a cornerstone for hedge funds worldwide.
Ideal For
Hedge fund managers tracking daily profit/loss and instrument speed with live data.
Funds combating price manipulation to seize market opportunities.
Any Monday-to-Friday market globally.
Customization Options
Set market open time (e.g., 9:30 AM for NYSE).
Adjust table colors, borders, and text sizes (tiny to huge).
Customize Sea Blue (daily), Purple (monthly), and Red (yearly) visuals.
Choose from six table positions (e.g., Top Right, Bottom Left).
Setting Up Alerts
Add the indicator to your chart.
Enable alerts like “Daily Close Crossover” for key price movements.
Use “Once Per Bar Close” on daily charts for accurate alerts.
Note
Adapts to any chart timezone; align with your market’s settings.
Assumes 264 trading days per year and 22 trading days per month.
Includes debugging labels for NA values at the top of the chart.
Secure Your Advantage
Trusted by elite hedge funds, ItsGuarantee Instrument Speed & Close Momentum is your key to mastering market speed and daily profit/loss with real-time precision. Add it to your chart, set your market time, customize the dashboard, and enable alerts to trade with the confidence of the world’s top funds.
SMA PLOTS & ANCHORED VWAP & CONSOLIDATION FINDERHi traders,
SMA Plots, Anchored VWAP & Consolidation Finder
This Pine Script indicator combines multiple technical analysis tools to provide traders with a comprehensive view of price trends, volume-weighted price levels, and consolidation periods. It includes Simple Moving Averages (SMAs) for daily and chart timeframes, an Anchored Volume-Weighted Average Price (VWAP) with standard deviation bands, and a consolidation detection system based on Bollinger Bands (BB), Average True Range (ATR), and Relative Strength Index (RSI). Designed for versatility, it caters to both trend-following and range-bound trading strategies.
Indicators and Logic
Simple Moving Averages (SMAs):
Daily SMAs: 50-period and 200-period SMAs are calculated on the daily timeframe, plotted on the chart for trend identification. These are ideal for long-term trend analysis, with the 50-SMA acting as a short-term trend indicator and the 200-SMA as a long-term trend indicator.
Chart SMAs: 50-period and 200-period SMAs are calculated on the current chart timeframe, offering flexibility for intraday or swing trading. These are toggleable and disabled by default to reduce chart clutter.
Labeling: Customizable labels for SMA lines and their values (toggleable) provide clear visual cues, showing the exact price levels of the SMAs on the chart.
Anchored VWAP with Standard Deviation Bands:
The VWAP is anchored to a user-defined date (default: March 20, 2020), calculating the volume-weighted average price from that point. It serves as a dynamic support/resistance level, reflecting the average price traders have paid.
Three standard deviation bands (1σ, 2σ, 3σ) are plotted around the VWAP, helping identify overbought/oversold conditions or potential breakout zones. These bands are toggleable for user convenience.
A 1-period EMA is included (toggleable, disabled by default) for traders who prefer a fast-moving average for short-term price tracking.
Consolidation Detection:
The consolidation finder uses three indicators to identify low-volatility periods, which often precede breakouts:
Bollinger Bands (BB): Measures price range tightness using the BB width (upper band - lower band / SMA). A low BB width (< user-defined threshold) indicates consolidation.
ATR (Average True Range): Assesses volatility as a percentage of the closing price. A low ATR % (< user-defined threshold) confirms reduced market activity.
RSI (Relative Strength Index): A low RSI (< user-defined threshold) suggests weak momentum, typical of consolidation phases.
Two consolidation signals are generated:
New Signal: Detects consolidation if at least a user-defined number of bars (default: 3) within a lookback period (default: 10) meet the criteria.
Standard Signal: Detects instant consolidation based on the current bar’s conditions.
A dynamic table displays historical data (min/max/average) for BB width, ATR %, and RSI within a user-defined date range, aiding in parameter optimization.
Trading Strategies
Trend-Following with SMAs:
Use the 50/200 SMA crossover on the daily timeframe to identify bullish (50 > 200) or bearish (50 < 200) trends.
On the chart timeframe, enable the 50/200 SMAs for shorter-term trend confirmation, aligning trades with the dominant trend.
Example: Enter long positions when the price is above both SMAs and short positions when below, using SMA value labels to confirm price proximity.
Mean-Reversion with Anchored VWAP:
Treat the VWAP as a mean price level. Enter long trades when the price dips to the lower 1σ/2σ bands and short trades when it rises to the upper 1σ/2σ bands, expecting a reversion to the VWAP.
Use the 3σ bands to identify extreme conditions for potential breakout or reversal trades.
Example: If the price touches the lower 2σ band and the RSI is oversold, consider a long trade targeting the VWAP.
Breakout Trading with Consolidation Detection:
Monitor the consolidation signals (new or standard) to identify low-volatility periods. These often precede significant price movements.
Enter breakout trades when the price breaks above/below key levels (e.g., VWAP, SMA, or BB bands) after a consolidation signal.
Example: If the “New Signal” is active and the price breaks above the VWAP with increasing volume, initiate a long trade targeting the upper BB band.
User-Friendly Features
Customizable Inputs: Users can adjust SMA lengths, VWAP anchor date, band multipliers, and consolidation thresholds to suit their trading style.
Toggleable Plots and Labels: Enable/disable SMAs, VWAP bands, EMA, and labels to declutter the chart and focus on relevant data.
Dynamic Table: Displays historical BB width, ATR %, and RSI metrics for the selected date range, helping users fine-tune parameters.
Alert Conditions: Two alert conditions (new and standard consolidation signals) allow users to set notifications for trading opportunities.
Visual Clarity: Color-coded plots (green for bullish, red for bearish) and clear labels enhance readability and decision-making.
How to Use
Add the indicator to your chart and adjust input parameters (e.g., SMA lengths, VWAP anchor date, consolidation thresholds) based on your trading preferences.
Enable/disable plots and labels to customize the chart display.
Monitor the dynamic table for historical data to optimize consolidation detection settings.
Set alerts for consolidation signals to stay informed of potential trading opportunities.
Combine SMA trends, VWAP levels, and consolidation signals to develop a robust trading strategy.
Notes
This indicator is best used in conjunction with other technical/fundamental analysis to confirm signals.
Backtest any strategy thoroughly before live trading, as past performance does not guarantee future results.
The default settings are optimized for general use but may require adjustment for specific markets or timeframes.
Disclaimer
This script is provided for educational purposes and should not be considered financial advice. Always conduct your own research and consult a financial advisor before trading.
VWAP Momentum and Volatility IndicatorVWAP Momentum and Volatility Indicator
Merges VWAP trend, momentum oscillators (RSI & Stochastic), volatility measures (ATR & Bollinger Bands) and an optional volume filter into one overlay to generate more reliable buy/sell signals.
1) Components & Rationale
VWAP (Session/Day/Week/Month): Shows the volume-weighted average price trend with selectable reset periods.
VWAP ±1/±2/±3 StdDev Bands: Highlight volatility expansions or contractions—price moves outside these bands can signal breakouts or reversals.
RSI (14): Confirms overbought (>70) and oversold (<30) momentum, reducing false entries.
Stochastic (14, SlowK=3, SlowD=3): Captures momentum shifts; used alongside RSI for stronger confirmation.
ATR (14): Measures absolute price movement to aid in risk sizing and contextualizing band widths.
Bollinger Bands (20, 2σ): Identifies “squeeze” (low volatility) and “expansion” phases.
Volume Filter (optional): Ensures signals are backed by above-average volume.
2) Default Settings
VWAP Reset: Session
StdDev Multiplier: 2.0
VWAP Lookback: 20 bars
RSI: 14 period, Overbought = 70, Oversold = 30
Stochastic: 14 period, SlowK = 3, SlowD = 3
ATR: 14 period
Bollinger Bands: 20 period, Multiplier = 2
Volume Filter: 10-bar SMA threshold at 1.5× average
Visuals: VWAP bands, signal markers, and info table enabled; table positioned top-right at small size.
3) How to Use
Add to chart: Select “VWAP Momentum and Volatility Indicator.”
Adjust inputs: Set reset period, band multiplier, momentum thresholds and volume filter to match your asset and timeframe.
Buy signal: Price crosses above VWAP + (RSI < 50 or Stochastic in oversold) + volume filter pass.
Sell signal: Price crosses below VWAP + (RSI > 50 or Stochastic in overbought) + volume filter pass.
Info table: Review VWAP status, distance (%), band region, RSI, Stochastic, ATR%, Bollinger width, squeeze/expansion, relative volume, and the most recent signal.
4) Warnings & Disclaimer
This indicator is provided for educational purposes only. Always backtest with real funding and volume data, apply your own risk management, and recognize that past performance does not guarantee future results. Use the settings and signals as part of a broader trading plan.
High Threshold Volume BarHigh Threshold Volume Bar (HP Vol Bar) has the following features highlighted below.
Overview:
The High Threshold Volume Bar (HP Vol Bar) is an advanced technical analysis tool designed to identify statistically significant price bars based on volume, range, and trend dynamics. It helps traders spot high-probability continuation or reversal setups by analyzing bar size relative to historical volatility, volume spikes, and trend strength.
Key Features
1. Adaptive Threshold Detection
.Uses standard deviation bands and moving averages to dynamically adjust the significance threshold based on recent market conditions.
.Bars exceeding this threshold are flagged as "significant" and color-coded for easy identification.
2. Volume & Range Normalization
.Adjusts bar size calculations by factoring in volume spikes (relative to SMA-smoothed volume) and full price range (high-low or just body size).
.Prevents false signals by capping extreme volume outliers.
3. Trend Strength & Direction
Incorporates Directional Movement (DMI) to assess trend strength.
Classifies signals as continuation or reversal based on trend alignment.
4. Percentile Ranking
.Compares current bar size against a lookback period (default: 100 bars) to determine its statistical rarity (top 20% = high significance).
5. Consecutive Signal Filtering
.Requires multiple consecutive significant bars (configurable) to confirm high-probability setups, reducing noise.
6. Visual & Alert System
.Color-coded bars:
.Blue (Bullish Continuation) / Pink (Bearish Continuation) for high-probability signals.
.Teal (Bullish) / Maroon (Bearish) for significant but unconfirmed bars.
.Info Table: Displays real-time metrics (signal type, percentile, trend strength, volatility regime).
.Alerts: Triggers when a high-probability sequence is detected.
Input Parameters
1. Parameter Description Default
2. SMA Length Smoothing period for average bar size. 50
3. Standard Deviation Period Lookback for volatility calculation. 20
4. Standard Deviation Multiplier Adjusts sensitivity of threshold. 2.5
5. Factor in Volume Normalizes bar size using volume. true
6. Use Full Range Measures high-low instead of open-close. true
7. Min Consecutive Bars Required confirmations for high-probability signals. 2
8. Historical Comparison Period Lookback for percentile ranking. 100
9. Trend Strength Period Smoothing for DMI-based trend assessment. 14
How It Works
1. Calculates Bar Size:
.Uses either full range (high-low) or body size (open-close).
.Adjusts for volume spikes via EMA-normalized volume.
2. Determines Significance:
.Bar size must exceed:
.Adaptive threshold = SMA + (StdDev × Multiplier × Volatility Factor).
.Percentile rank > 80% (top 20% of recent bars).
.Trend strength > 20% (DMI-derived).
3. Classifies Signals:
.Continuation: Significant bar aligns with prior trend.
.Reversal: Significant bar contradicts prior trend.
4. Confirms High-Probability Setups:
.Requires consecutive significant bars (user-defined) to filter noise.
7. Usage Guidelines
.Bullish Signals: Look for blue bars (confirmed) or teal bars (unconfirmed) in uptrends.
.Bearish Signals: Look for pink bars (confirmed) or maroon bars (unconfirmed) in downtrends.
.Alerts: Use built-in alerts to notify when a high-probability sequence forms.
.Combine With: Support/resistance levels, candlestick patterns, or momentum oscillators for confluence.
8. Why This Script?
.Dynamic Adaptation: Adjusts to changing volatility and volume regimes.
.Statistical Rigor: Uses percentile ranking to avoid overfitting.
.Clear Visuals: Intuitive color-coding and table for quick analysis.
Note: This is a closed-source script, but the logic is transparently explained to ensure traders understand its methodology.
How to Use "High Threshold Volume Bar" for Trade Entries
The HP Vol Bar indicator identifies high-probability trade setups based on statistically significant price bars. Here’s how to use it for entries, exits, and trade management:
1. Trade Entry Rules (Table Values to consider to trade)
A) Bullish Continuation Setup (Trend Following)
Conditions:
✅Signal Status: Active
✅ Signal Type: bullish_cont (Blue,Teal bar)
✅Size percentile: 90%
✅ Trend Strength: > 20% (Strong trend)
✅ Consecutive Bars: ≥ 1or2
✅ Volume Regime : High
Entry:
.Buy at the close of the second (or Nth) confirmed blue bar.
.Stop Loss (SL): Below the lowest bar in the sequence.
.Take Profit (TP):
1.5× to 2× the bar size (adaptive to volatility).
Example:
Bearish Continuation Example
B) Bearish Continuation Setup (Trend Following)
Conditions:
✅Signal Status: Active
✅ Signal Type: bearish_cont (Pink bar)
✅Size percentile: 90%
✅ Trend Strength: > 20%
✅ Consecutive Bars: ≥ 1or2
✅ Volume Regime : High
Entry:
Sell Short at the close of the second (or Nth) confirmed pink bar.
Stop Loss (SL): Above the highest bar in the sequence.
Take Profit (TP): Similar to bullish (1.5-2× bar size).
C) Bullish/Bearish Reversal Setup (Counter-Trend)
Conditions:
✅Signal Status: Active
✅ Signal Type: bullish_rev or bearish_rev
✅Size percentile: 90%
✅ Trend Strength: > 20%
✅ Consecutive Bars: ≥ 1or2
✅ Volume Regime : High
Entry:
Wait for confirmation (next bar closes in reversal direction).
SL: Opposite extreme of the signal bar.
Example:
Reversal Example
2. Filtering & Confluence (Improving Accuracy)
Trend Alignment: Only trade in the direction of the higher timeframe trend (e.g., use EMA 50/200)
Support/Resistance: Enter near key levels for better risk-reward.
Volume Confirmation: Avoid signals with below-average volume.
3. Advanced Strategies
A) Breakout Confirmation
If a significant bar breaks a key level, enter on retest.
Example: Blue bar breaks resistance → Buy on pullback.
B) Mean Reversion (Range Markets)
Use low volatility mode (volRegimeText = "LOW") + reversal signals.
Fade extreme moves back to the mean (e.g., SMA).
Opening/Closing Range [Pro] (jdam18)Indicator Summary
The Opening/Closing Range indicator systematically captures and displays the Opening Range (OR) (9:30am ET) and Closing Range (CR) (3:50pm ET) for each trading session with flexible historical tracking and visual customization options.
Key functionalities include:
Opening and Closing Ranges: Dynamically plots the OR and CR session boxes with options for high/low lines, midline (equilibrium) plotting, and customizable extension to the current bar.
Extensions: Automatically generates extension levels above and below the range based on user-defined multipliers, facilitating clearer identification of price expansion levels.
Merging Logic: Optionally merges overlapping OR and CR ranges into unified boxes, enhancing clarity when sessions overlap significantly. Merged boxes may display a consolidated central line (CE) and visual extensions.
Event Horizons: Detects and highlights meaningful price gaps ("Event Horizons") between non-overlapping ranges, with optional subdivision into quarters and eighths for detailed gap structure analysis.
Weekly Extensions: Independently tracks Monday and Wednesday Opening and Closing Ranges, projecting expansion levels for the week.
Weekly Extension Table: Provides an optional summary table displaying the status of Monday and Wednesday extensions, range size, and the current location of price relative to key extension thresholds. Table positioning is customizable.
The script is designed to be performance-conscious, modular, and highly configurable, supporting intraday timeframes up to 15 minutes, and providing comprehensive visualizations to aid in market structure analysis and trading decisions.
Cointegration Buy and Sell Signals [EdgeTerminal]The Cointegration Buy And Sell Signals is a sophisticated technical analysis tool to spot high-probability market turning points — before they fully develop on price charts.
Most reversal indicators rely on raw price action, visual patterns, or basic and common indicator logic — which often suffer in noisy or trending markets. In most cases, they lag behind the actual change in trend and provide useless and late signals.
This indicator is rooted in advanced concepts from statistical arbitrage, mean reversion theory, and quantitative finance, and it packages these ideas in a user-friendly visual format that works on any timeframe and asset class.
It does this by analyzing how the short-term and long-term EMAs behave relative to each other — and uses statistical filters like Z-score, correlation, volatility normalization, and stationarity tests to issue highly selective Buy and Sell signals.
This tool provides statistical confirmation of trend exhaustion, allowing you to trade mean-reverting setups. It fades overextended moves and uses signal stacking to reduce false entries. The entire indicator is based on a very interesting mathematically grounded model which I will get into down below.
Here’s how the indicator works at a high level:
EMAs as Anchors: It starts with two Exponential Moving Averages (EMAs) — one short-term and one long-term — to track market direction.
Statistical Spread (Regression Residuals): It performs a rolling linear regression between the short and long EMA. Instead of using the raw difference (short - long), it calculates the regression residual, which better models their natural relationship.
Normalize the Spread: The spread is divided by historical price volatility (ATR) to make it scale-invariant. This ensures the indicator works on low-priced stocks, high-priced indices, and crypto alike.
Z-Score: It computes a Z-score of the normalized spread to measure how “extreme” the current deviation is from its historical average.
Dynamic Thresholds: Unlike most tools that use fixed thresholds (like Z = ±2), this one calculates dynamic thresholds using historical percentiles (e.g., top 10% and bottom 10%) so that it adapts to the asset's current behavior to reduce false signals based on market’s extreme volatility at a certain time.
Z-Score Momentum: It tracks the direction of the Z-score — if Z is extreme but still moving away from zero, it's too early. It waits for reversion to start (Z momentum flips).
Correlation Check: Uses a rolling Pearson correlation to confirm the two EMAs are still statistically related. If they diverge (low correlation), no signal is shown.
Stationarity Filter (ADF-like): Uses the volatility of the regression residual to determine if the spread is stationary (mean-reverting) — a key concept in cointegration and statistical arbitrage. It’s not possible to build an exact ADF filter in Pine Script so we used the next best thing.
Signal Control: Prevents noisy charts and overtrading by ensuring no back-to-back buy or sell signals. Each signal must alternate and respect a cooldown period so you won’t be overwhelmed and won’t get a messy chart.
Important Notes to Remember:
The whole idea behind this indicator is to try to use some stat arb models to detect shifting patterns faster than they appear on common indicators, so in some cases, some assumptions are made based on historic values.
This means that in some cases, the indicator can “jump” into the conclusion too quickly. Although we try to eliminate this by using stationary filters, correlation checks, and Z-score momentum detection, there is still a chance some signals that are generated can be too early, in the stock market, that's the same as being incorrect. So make sure to use this with other indicators to confirm the movement.
How To Use The Indicator:
You can use the indicator as a standalone reversal system, as a filter for overbought and oversold setups, in combination with other trend indicators and as a part of a signal stack with other common indicators for divergence spotting and fade trades.
The indicator produces simple buy and sell signals when all criteria is met. Based on our own testing, we recommend treating these signals as standalone and independent from each other . Meaning that if you take position after a buy signal, don’t wait for a sell signal to appear to exit the trade and vice versa.
This is why we recommend using this indicator with other advanced or even simple indicators as an early confirmation tool.
The Display Table:
The floating diagnostic table in the top-right corner of the chart is a key part of this indicator. It's a live statistical dashboard that helps you understand why a signal is (or isn’t) being triggered, and whether the market conditions are lining up for a potential reversal.
1. Z-Score
What it shows: The current Z-score value of the volatility-normalized spread between the short EMA and the regression line of the long EMA.
Why it matters: Z-score tells you how statistically extreme the current relationship is. A Z-score of:
0 = perfectly average
> +2 = very overbought
< -2 = very oversold
How to use it: Look for Z-score reaching extreme highs or lows (beyond dynamic thresholds). Watch for it to start reversing direction, especially when paired with green table rows (see below)
2. Z-Score Momentum
What it shows: The rate of change (ROC) of the Z-score:
Zmomentum=Zt − Zt − 1
Why it matters: This tells you if the Z-score is still stretching out (e.g., getting more overbought/oversold), or reverting back toward the mean.
How to use it: A positive Z-momentum after a very low Z-score = potential bullish reversal A negative Z-momentum after a very high Z-score = potential bearish reversal. Avoid signals when momentum is still pushing deeper into extremes
3. Correlation
What it shows: The rolling Pearson correlation coefficient between the short EMA and long EMA.
Why it matters: High correlation (closer to +1) means the EMAs are still statistically connected — a key requirement for cointegration or mean reversion to be valid.
How to use it: Look for correlation > 0.7 for reliable signals. If correlation drops below 0.5, ignore the Z-score — the EMAs aren’t moving together anymore
4. Stationary
What it shows: A simplified "Yes" or "No" answer to the question:
“Is the spread statistically stable (stationary) and mean-reverting right now?”
Why it matters: Mean reversion strategies only work when the spread is stationary — that is, when the distance between EMAs behaves like a rubber band, not a drifting cloud.
How to use it: A "Yes" means the indicator sees a consistent, stable spread — good for trading. "No" means the market is too volatile, disjointed, or chaotic for reliable mean reversion. Wait for this to flip to "Yes" before trusting signals
5. Last Signal
What it shows: The last signal issued by the system — either "Buy", "Sell", or "None"
Why it matters: Helps avoid confusion and repeated entries. Signals only alternate — you won’t get another Buy until a Sell happens, and vice versa.
How to use it: If the last signal was a "Buy", and you’re watching for a Sell, don’t act on more bullish signals. Great for systems where you only want one position open at a time
6. Bars Since Signal
What it shows: How many bars (candles) have passed since the last Buy or Sell signal.
Why it matters: Gives you context for how long the current condition has persisted
How to use it: If it says 1 or 2, a signal just happened — avoid jumping in late. If it’s been 10+ bars, a new opportunity might be brewing soon. You can use this to time exits if you want to fade a recent signal manually
Indicator Settings:
Short EMA: Sets the short-term EMA period. The smaller the number, the more reactive and more signals you get.
Long EMA: Sets the slow EMA period. The larger this number is, the smoother baseline, and more reliable trend bases are generated.
Z-Score Lookback: The period or bars used for mean & std deviation of spread between short and long EMAs. Larger values result in smoother signals with fewer false positives.
Volatility Window: This value normalizes the spread by historical volatility. This allows you to prevent scale distortion, showing you a cleaner and better chart.
Correlation Lookback: How many periods or how far back to test correlation between slow and long EMAs. This filters out false positives when EMAs lose alignment.
Hurst Lookback: The multiplier to approximate stationarity. Lower leads to more sensitivity to regime change, higher produces a more stricter filtering.
Z Threshold Percentile: This value sets how extreme Z-score must be to trigger a signal. For example, 90 equals only top/bottom 10% of extremes, 80 = more frequent.
Min Bars Between Signals: This hard stop prevents back-to-back signals. The idea is to avoid over-trading or whipsaws in volatile markets even when Hurst lookback and volatility window values are not enough to filter signals.
Some More Recommendations:
We recommend trying different EMA pairs (10/50, 21/100, 5/20) for different asset behaviors. You can set percentile to 85 or 80 if you want more frequent but looser signals. You can also use the Z-score reversion monitor for powerful confirmation.
Altcoin Screener | QuantumResearchAltcoin Screener | QuantumResearch
🔍 Multi-Factor Asset Ranking & Portfolio Allocator for Altcoins
This screener is an advanced tool designed to help crypto investors identify the strongest-performing altcoins among a custom selection of up to 40 assets. It evaluates multiple factors across trend strength, momentum, relative performance, and risk-adjusted returns — then allocates a portfolio accordingly.
🔬 How it Works:
Each altcoin is scored using a blend of custom-built indicators developed by QuantumResearch:
Beta (volatility relative to BTC) – Measures how much an asset moves compared to Bitcoin. Higher beta = higher volatility.
Alpha – Measures the asset’s excess return versus Bitcoin (BTC is the required benchmark for this model).
ARSI – Adaptative RSI signal score to determine directional strength.
AVWO – Adaptative Volume-weighted momentum oscillator detecting momentum
Uni1 – Universal algorithme 1
Uni2 – Universal algorithme 2
7D ROC – 7-day rate of change (short-term momentum).
Relative Strength Matrix – Evaluates price ratio behavior between all selected assets.
Omega Ratio – A refined risk/reward filter favoring stable upside.
All scores are aggregated into a Final Score, which determines each token’s overall rank in the current environment.
⚠️ Important Requirements:
This script must be applied to the BTCor TOTAL chart, as BTC/TOTAL is used as the benchmark to compute accurate Beta and Alpha values.
All selected assets must have at least 300 bars of price history to ensure the filters function properly (especially for Alpha, Beta, and Omega computations).
💼 Portfolio Allocation Modes:
Choose how you'd like to allocate based on your risk preference:
🧠 Conservative → Top 3 assets (50% / 30% / 20%)
⚖️ Mix → Top 2 assets (80% / 20%)
🔥 Aggressive → Top 1 asset (100%)
The result is a simple and powerful table showing your top allocations, backed by sound multi-factor analysis.
📊 Key Features:
Supports up to 40 customizable assets from any exchange
Displays performance stats like Beta, Alpha, and Omega
Color-coded tables highlight winners, metrics, and risk zones
Automatically updates allocation tables based on rankings
View mean & median values for deeper benchmarking
🧠 Use Cases:
Build a custom altcoin portfolio with solid statistical backing
Identify strong trends early with momentum + ratio blend
Visualize volatility and risk-adjusted strength versus BTC
Allocate based on signals, not social hype
🔧 Built by QuantumResearch
📈 Engineered for strategic signal discovery
⚠️ For research and educational purposes only — not financial advice.
DTT Yearly Volatility Grid [Pro+] (NINE/ANARR)Introduction :
This tool is designed to automate the Digital Time Theory (DTT) framework created by Ivan and Anarr and applies the DTT Yearly Volatility Grid to uncover swing trading opportunities by analyzing Time-based statistical market behavior across the 4H to Daily chart.
Description:
Built upon the proprietary Digital Time Theory (DTT) , this advanced version is tailored for traders seeking multi-day to multi-week moves . It equips swing traders with an edge by analyzing macro Time intervals and volatility behavior across higher Timeframes. Applicable to all major asset classes, including stocks, crypto, forex, and futures , this script breaks down the entire yearly range into Higher-Time Frame Time Models and statistical zones .
This version uses daily intervals to track broader volatility waves, highlight the DTT framework, and pinpoint premium/discount areas across swing cycles. Powered by Time-driven data insights, this tool assists traders in anticipating expansions, understanding long-range Time distortions, and positioning around statistically significant zones in the higher-Time frame narrative.
Key Features:
Time-Based Models and Macro Volatility Awareness:
Automatically populates the chart with DTT Yearly Time Models (4H, Daily), engineered to spotlight macro volatility events across broader market sessions. Helps swing traders identify potential inflection points, reversals, or trend continuation zones.
Average Model Range Probability (AMRP):
Measure the average volatility expected over higher Time-based models. Use AMRP Levels and Projections to assess the range potential of each Yearly Model Time window—vital for monitoring reversals, breakouts, or continuation plays across several sessions or weeks.
Digital Root Candles and HTF Liquidity Draws:
For DTT Yearly Models, the Digital Root Candles are calculated as a specific Daily candle, and can be viewed on the Daily or 4H Timeframe. Analysts can frame premium and discount zones, based on where price is trading in relation to the current or previous model's Digital Roots. These areas also act as anchors for institutional price movement, often serving as bases for accumulation/distribution periods or large impulse moves.
Extended Visualization:
Track and project prior model ranges (high, low, equilibrium) into the current swing window. This helps visualize macro support/resistance , range expansion, failure zones, and price gravitation levels for longer-term trade planning.
Lookback Periods and Model Count
Utilize adjustable lookback periods to control the number of past DTT Yearly Models displayed—ideal for swing traders and quarterly outlooks. Whether you’re reviewing one yearly model to focus on the present range or several months’ worth of data for backtesting and confluence, this feature keeps charts clean, structured, and aligned with your preferred historical perspective.
By tailoring how many previous Time-based models appear on the chart, traders can better visualize and backtest repeated behaviors, major volatility clusters, and how key levels evolve over Time.
Detailed Data Table:
View statistical AMRP data for multiple DTT Yearly Models in real-Time. The data table helps confirm whether current price movement exceeds, respects, or fails to reach historical volatility ranges—key for analyzing market compression or expansion phases.
Customization Options:
Toggle inner Time interval, calculate AMRP utilizing a custom model lookback, and display styles (solid/dotted lines), including color coordination per drawing. Easily customize your charts and settings to fit your swing trading system or macro analysis.
How Swing Traders Can Use DTT Yearly Volatility Grid Effectively
Identify Swing Premium and Discount Zones:
Use Root Candles and Yearly Time Model AMRP Zones to evaluate where price is positioned in the current Time Model. Using this tool, traders can plan trades with a longer term horizon for a minimum of 1 to 2-weeks or manage entries/exits around market structure shifts and liquidity pools
Expect Macro Volatility Shifts:
Use the HTF models to forecast when and which volatility models are historically known to create larger market impulses . These tools help spot periods of potential exhaustion or breakout, especially near key economic releases, quarterly closes , or macro liquidity zones .
Avoid Low Volatility Consolidations:
AMRP helps you detect when the market is compressing or coiling within a DTT Yearly Model. If price is trading between Digital Root Candles or the AMRP zones, analysts are likely to notice periods of consolidation, and the inability to reach their historical volatility averages.
Usage Guidance:
Add DTT Yearly Volatility Grid (NINE/ANARR) to your TradingView chart.
Make sure to be on the 4H, or Daily Timeframes depending on your asset class and analysis.
Use the DTT Model elements and the Data Table to track expansion zones, premium/discount extremes, and model range behavior.
Terms and Conditions
Our charting tools are products provided for informational and educational purposes only and do not constitute financial, investment, or trading advice. Our charting tools are not designed to predict market movements or provide specific recommendations. Users should be aware that past performance is not indicative of future results and should not be relied upon for making financial decisions. By using our charting tools, the purchaser agrees that the seller and the creator are not responsible for any decisions made based on the information provided by these charting tools. The purchaser assumes full responsibility and liability for any actions taken and the consequences thereof, including any loss of money or investments that may occur as a result of using these products. Hence, by purchasing these charting tools, the customer accepts and acknowledges that the seller and the creator are not liable nor responsible for any unwanted outcome that arises from the development, the sale, or the use of these products. Finally, the purchaser indemnifies the seller from any and all liability. If the purchaser was invited through the Friends and Family Program, they acknowledge that the provided discount code only applies to the first initial purchase of the Toodegrees Premium Suite subscription. The purchaser is therefore responsible for cancelling – or requesting to cancel – their subscription in the event that they do not wish to continue using the product at full retail price. If the purchaser no longer wishes to use the products, they must unsubscribe from the membership service, if applicable. We hold no reimbursement, refund, or chargeback policy. Once these Terms and Conditions are accepted by the Customer, before purchase, no reimbursements, refunds or chargebacks will be provided under any circumstances.
By continuing to use these charting tools, the user acknowledges and agrees to the Terms and Conditions outlined in this legal disclaimer.
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).
NEoWave Chart Cash Data The NEoWave Chart Cash Data indicator is an efficient tool for generating wave charts or cash data based on the NeoWave method, benefiting not only NeoWave analysts but also Elliott Wave practitioners. This indicator produces cash data with exceptional precision.
Developed by Glenn Neely, NeoWave is considered a more complete, scientific, and innovative iteration of the Elliott Wave theory. This method relies on a specialized chart known as a "wave chart" or "cash data," which, when drawn manually by recording the highest and lowest prices in their order of occurrence, is a complex and time-consuming process. However, this indicator automatically and in real-time identifies the highest and lowest prices for any symbol and time frame, plotting them in sequence. For instance, in a daily time frame, it separates each month's data and prepares a "monthly cash data chart" for analysis using the NeoWave method.
Fully compatible with all account types, this tool enables the creation of cash data across various time frames (from minutes to years) and customizable scales. Its standout features include real-time updates, watermarking capabilities, display of useful data in tables, detection of suspicious monowaves (where the highest and lowest prices occur within the same candlestick), simultaneous display of two cash data charts with different time frames, and the ability to view cash data for any desired time period.
CASH DATA TIMEFRAMES
The core feature of this indicator is CASH DATA TIMEFRAMES, which generates and displays Cash Data based on your base timeframe. Here’s how it works:
.1 Minute ("1"): Cash Data: 5, 10, 15, 30, 60, 120, 180 minutes
.3 Minutes ("3"): Cash Data: 30, 60, 120, 180, 240 minutes
.5 Minutes ("5"): Cash Data: 30, 60, 120, 180, 240 minutes, 1 day (1D)
.15 Minutes ("15"): Cash Data: 120, 180, 240 minutes, 1 day (1D), 2 days (2D), 3 days (3D)
.30 Minutes ("30"): Cash Data: 180, 240 minutes, 1 day (1D), 2 days (2D), 3 days (3D), 1 week (1W)
.1 Hour ("60"): Cash Data: 1 day (1D), 2 days (2D), 3 days (3D), 1 week (1W), 2 weeks (2W)
.2 Hours ("120"): Cash Data: 1 day (1D), 2 days (2D), 3 days (3D), 1 week (1W), 2 weeks (2W), 1 month (1M)
.3 Hours ("180"): Cash Data: 1 day (1D), 2 days (2D), 3 days (3D), 1 week (1W), 2 weeks (2W), 1 month (1M)
.4 Hours ("240"): Cash Data: 2 days (2D), 3 days (3D), 1 week (1W), 2 weeks (2W), 1 month (1M), 2 months (2M)
.Daily ("D"): Cash Data: 1 week (1W), 2 weeks (2W), 1 month (1M), 2 months (2M), 3 months (3M), 6 months (6M), 12 months (12M)
.Weekly ("W"): Cash Data: 2 months (2M), 3 months (3M), 6 months (6M)
.Monthly ("M"): Cash Data: 6 months (6M), 12 months (12M)
Suspicious monowaves
Suspicious monowaves, visible in the "Inputs" section under the label "Sus Monowaves," are highlighted in red upon detection. This occurs when the highest and lowest prices within a given time period appear in a single candlestick. As illustrated, suspicious monowaves are marked with red squares, and the candlestick indicated by a red arrow is the trigger for identifying these monowaves.
In such instances, our indicator automatically plots the monowaves with high precision. This feature is tailored for users seeking cash data of the utmost accuracy. Whenever these monowaves appear on the chart, it is recommended that users examine the suspicious monowaves in a lower time frame for further analysis.
Other Cash Data TF
One of the key features of this indicator is the "Other Cash Data TF" option, which, when enabled, allows you to create two cash data charts with different time frames within your base time frame. This feature becomes particularly useful when, for example, your base time frame is daily, and you’ve identified a pattern like a zigzag in the monthly cash data. To confirm this pattern, you need to examine the internal waves A and C to determine whether they are impulsive. By activating this option and setting "Other TF" to a weekly time frame, you can easily analyze the internal waves of your chosen wave without altering the base time frame.
When this option is activated, a column is added to the table, indicating that the "Base TF" is daily, "Cash Data TF" is monthly, and "Other Cash Data TF" is weekly (as shown in the image below).
Other features of the indicator include:
.A Table providing useful information such as the symbol, base time frame, cash data time frame (Cash Data TF), number of monowaves, and live price.
.Customizable options for the table (including color, size, and column removal), watermark, cash data lines, suspicious monowaves, and more.
.A Time Separator that divides the chart into equal periods.
.The ability to add a watermark.
MÈGAS ALGO : ZIG-ZAG CYCLE INSIGTH [INDICATOR]Overview
The Zig-Zag Cycle Insigth is a revisited version of the classic Zig Zag indicator, designed to provide traders with a more comprehensive and actionable view of price movements.
This advanced tool not only highlights significant price swings but also incorporates additional features such as cycle analysis, real-time data tracking, and Fibonacci retracement levels. These enhancements make it an invaluable resource for identifying trends, potential reversal points, and market structure.
This indicator adheres to TradingView's guidelines and is optimized for both technical analysts and active traders who seek deeper insights into market dynamics.
Key Features:
1. Customizable Thresholds for Price Movements:
- Users can set personalized thresholds for price movement percentages and time periods.
This ensures that only significant price swings are plotted, reducing noise and increasing
clarity.
- Straight lines connect swing highs and lows, providing a cleaner visual representation of
the trend.
2. Cycle Analysis Table:
- A dynamic table is included to analyze price cycles based on three key factors:
- Price Change: Measures the magnitude of each swing (high-to-low or low-to-high).
- Time Duration (Bar Count): Tracks the number of bars elapsed between consecutive swings,
offering precise timing insights.
- Volume: Analyzes trading volume during each segment of the cycle.
- The indicator calculates the **maximum**, **minimum**, and **mean** values for each
parameter across all completed cycles, providing deeper statistical insights into market
behavior.
- This table updates in real-time, offering traders a quantitative understanding of how price
behaves over different cycles.
3. Real-Time Data Integration:
- The indicator displays live updates of current price action relative to the last identified
swing high/low. This includes:
- Current distance from the last pivot point.
- Percentage change since the last pivot.
- Volume traded since the last pivot.
4. Fibonacci Retracement Levels:
- Integrated Fibonacci retracement levels are dynamically calculated based on the most
recent significant swing high and low.
- Key retracement levels (23.6%, 38.2%, 50%, 61.8%, and 78.6%) are plotted alongside the Zig
Zag lines, helping traders identify potential support/resistance zones.
- Extension levels (100%, 161.8%, etc.) are also included to anticipate possible breakout
targets.
5. Customizable Alerts:
- Users can configure alerts for specific real-time conditions, such as:
- Price Change
- Duration
- Volume
- Fibonacci Retracement Levels
How It Works:
1. Zig Zag Identification:
- The indicator scans historical price data to identify significant turning points where the
price moves by at least the user-defined percentage threshold.
- These turning points are connected by straight lines to form the Zig Zag pattern.
2. Cycle Analysis:
For each completed cycle (from one swing high/low to the next), the indicator calculates:
- Price Change: Difference between the start and end prices of the cycle.
- Maximum Price Change: The largest price difference observed across all cycles.
- Minimum Price Change: The smallest price difference observed across all cycles.
- Mean Price Change: The average price difference across all cycles.
- Time Duration (Bar Count): Number of bars elapsed between consecutive swings.
- Maximum Duration: The longest cycle in terms of bar count.
- Minimum Duration: The shortest cycle in terms of bar count.
- Mean Duration: The average cycle length in terms of bar count.
- Volume: Total volume traded during the cycle.
- Maximum Volume: The highest volume traded during any single cycle.
- Minimum Volume: The lowest volume traded during any single cycle.
- Mean Volume: The average volume traded across all cycles.
- These calculations provide traders with a statistical overview of market behavior, enabling
them to identify patterns and anomalies in price, time, and volume.
3. Fibonacci Integration:
- Once a new swing high or low is identified, the indicator automatically calculates Fibonacci
retracement and extension levels.
- These levels serve as reference points for potential entry/exit opportunities.
4. Real-Time Updates:
- As the market evolves, the indicator continuously monitors the relationship between the
current price and the last identified swing point.
- Real-time metrics, such as percentage change and volume, are updated dynamically.
5. Alerts Based on Real-Time Parameters:
- The indicator allows users to set customizable alerts based on real-time conditions:
- Price Change Alert: Triggered when the real-time price change is less or greater than a
predefined percentage threshold (e.g., > or < fixed value).
- Duration Alert: Triggered when the cycle duration (in bars) is less or greater than a
predefined
bar count threshold (e.g., > or < fixed value).
- Volume Alert: Triggered when the trading volume during the current cycle is less or greater
than a predefined volume threshold (e.g., > or < fixed value).
Advantages of Zig-Zag Cycle Insigth
- Comprehensive Insights: Combining cycle analysis, Fibonacci retracements, and real-time data
provides a holistic view of market conditions.
- Statistical Analysis: The inclusion of maximum, minimum, and mean values for price change,
duration, and volume offers deeper insights into market behavior.
- Actionable Signals: Customizable alerts ensure traders never miss critical market events based
on real-time price, duration, and volume parameters.
- User-Friendly Design: Clear visuals and intuitive controls make it accessible for traders of all
skill levels.
Reference:
TradingView/ZigZag
TradingView/AutofibRetracement
Please Note:
This indicator is provided for informational and educational purposes only. It is not financial advice, and it should not be considered a recommendation to buy, sell, or trade any financial instrument. Trading involves significant risks, including the potential loss of your entire investment. Always conduct your own research and consult with a licensed financial advisor before making any trading decisions.
The results and images provided are based on algorithms and historical/paid real-time market data but do not guarantee future results or accuracy. Use this tool at your own risk, and understand that past performance is not indicative of future outcomes.
Combined SMA Cross & RSI Multi-Timeframe Indicator K2Combined SMA Cross & RSI Multi-Timeframe Indicator
This Pine Script v6 indicator combines two popular technical analysis tools—Simple Moving Average (SMA) crossover and Relative Strength Index (RSI) crossover—across multiple timeframes to generate bullish and bearish trading signals. It overlays SMA lines on the chart, displays signals with shapes, and provides a table summarizing SMA crossover states across 11 timeframes.
Features:
SMA Crossover:
Compares a short SMA (default: 20 periods) with a long SMA (default: 50 periods).
Bullish signal: Short SMA crosses above Long SMA.
Bearish signal: Short SMA crosses below Long SMA.
Plotted as green (short) and red (long) lines on the chart.
RSI Crossover:
Calculates RSI (default: 14 periods) and its SMA (default: 14 periods).
Bullish signal: RSI crosses above its SMA.
Bearish signal: RSI crosses below its SMA.
Multi-Timeframe Analysis:
Evaluates SMA and RSI conditions across 11 timeframes: 1M, 5M, 15M, 30M, 1H, 2H, 4H, 8H, 12H, 1D, 1W.
User can toggle which timeframes to include via input settings.
Combined Logic:
Generates a signal only when both SMA and RSI conditions (if enabled) are met across all selected timeframes.
Bullish: All selected timeframes show bullish SMA and RSI crossovers.
Bearish: All selected timeframes show bearish SMA and RSI crossovers.
Logic toggles allow enabling/disabling SMA or RSI components.
Visuals:
Triangles: Green triangle below bar for bullish signals, red triangle above bar for bearish signals.
Arrows: Green upward arrow for "Long" signals, red downward arrow for "Short" signals, ensuring no overlap with previous signals.
Table: Displays SMA crossover states for all 11 timeframes at the bottom center of the chart (green for bullish, red for bearish).
Alerts:
Triggers alerts for combined bullish ("SMA Cross and RSI timeframes are bullish!") and bearish ("SMA Cross and RSI timeframes are bearish!") signals.
Inputs:
SMA Settings: Short SMA length (20), Long SMA length (50).
RSI Settings: RSI length (14), RSI SMA length (14).
Logic Toggles: Enable/disable SMA Cross and RSI logic.
Timeframe Toggles: Enable/disable each of the 11 timeframes.
Usage:
Add the indicator to your chart and adjust inputs as needed.
Use the signals for trend confirmation or entry/exit points, combining multi-timeframe SMA and RSI analysis.
Monitor the table to assess alignment across timeframes.
Notes:
Designed for TradingView with Pine Script v6.
Signals are confirmed on closed bars (barstate.isconfirmed) to avoid repainting.
Ideal for traders seeking a multi-timeframe confirmation tool.
Этот индикатор Pine Script v6 объединяет два популярных инструмента технического анализа — кроссовер Simple Moving Average (SMA) и кроссовер Relative Strength Index (RSI) — на нескольких таймфреймах для генерации бычьих и медвежьих торговых сигналов. Он накладывает линии SMA на график, отображает сигналы с помощью фигур и предоставляет таблицу, обобщающую состояния пересечения SMA на 11 таймфреймах.
Функции:
Кроссовер SMA :
Сравнивает короткую SMA (по умолчанию: 20 периодов) с длинной SMA (по умолчанию: 50 периодов).
Бычий сигнал: короткая SMA пересекает длинную SMA сверху вниз.
Медвежий сигнал: короткая SMA пересекает длинную SMA снизу вверх.
На графике это обозначено зеленой (короткой) и красной (длинной) линиями.
Кроссовер RSI :
Рассчитывает RSI (по умолчанию: 14 периодов) и его SMA (по умолчанию: 14 периодов).
Бычий сигнал: RSI пересекает SMA выше.
Медвежий сигнал: RSI пересекает SMA ниже.
Анализ нескольких таймфреймов :
Оценивает состояния SMA и RSI на 11 таймфреймах: 1M, 5M, 15M, 30M, 1H, 2H, 4H, 8H, 12H, 1D, 1W.
Пользователь может переключать включаемые временные интервалы с помощью настроек ввода.
Комбинированная логика :
Генерирует сигнал только тогда, когда выполняются оба условия SMA и RSI (если они включены) на всех выбранных таймфреймах.
Бычий: все выбранные таймфреймы показывают бычьи пересечения SMA и RSI.
Медвежий: все выбранные таймфреймы показывают медвежьи пересечения SMA и RSI.
Логические переключатели позволяют включать/отключать компоненты SMA или RSI.
Визуальные эффекты :
Треугольники : зеленый треугольник под полосой — бычьи сигналы, красный треугольник над полосой — медвежьи сигналы.
Стрелки : зеленая стрелка вверх для «длинных» сигналов, красная стрелка вниз для «коротких» сигналов, что гарантирует отсутствие наложения с предыдущими сигналами.
Таблица : отображает состояния пересечения SMA для всех 11 таймфреймов в нижней центральной части графика (зеленый для бычьего тренда, красный для медвежьего).
Оповещения :
Запускает оповещения для комбинированных бычьих («Таймфреймы SMA Cross и RSI являются бычьими!») и медвежьих («Таймфреймы SMA Cross и RSI являются медвежьими!») сигналов.
Входные данные:
Настройки SMA : короткая длина SMA (20), длинная длина SMA (50).
Настройки RSI : длина RSI (14), длина RSI SMA (14).
Переключатели логики : включение/выключение логики SMA Cross и RSI.
Переключение таймфреймов : включение/отключение каждого из 11 таймфреймов.
Использование:
Добавьте индикатор на свой график и при необходимости скорректируйте входные данные.
Используйте сигналы для подтверждения тренда или точек входа/выхода, комбинируя многовременной анализ SMA и RSI.
Следите за таблицей, чтобы оценить согласованность по всем временным интервалам.
Примечания:
Разработано для TradingView с использованием Pine Script v6.
Сигналы подтверждаются на закрытых барах ( barstate.isconfirmed ), чтобы избежать перерисовки.
Идеально подходит для трейдеров, которым нужен инструмент подтверждения с несколькими таймфреймами.
SMA Multi-Timeframe Trend Indicator (Enhanced)Here is the description of the "SMA Multi-Timeframe Trend Indicator (Enhanced)" in English, based on the latest version of the code:
Description of the Indicator: SMA Multi-Timeframe Trend Indicator (Enhanced)
Purpose:
The indicator is designed to identify trends based on the price crossing a Simple Moving Average (SMA) on the current timeframe, with additional confirmation of the trend direction across multiple timeframes. It assists traders in finding entry points (Long or Short), displaying signals only at the moment of the first crossing of the candle body through the SMA, avoiding repeated signals until the next opposite crossing.
Indicator Type: Overlay — displayed on top of the price chart.
Key Features:
Entry Signals:
Long (green triangle and "Long" label): Appears when the candle body fully crosses the SMA upward (the candle's low low becomes higher than the SMA) and it is the first crossing after a previous bearish signal or from the chart's start.
Short (red triangle and "Short" label): Appears when the candle body fully crosses the SMA downward (the candle's high high becomes lower than the SMA) and it is the first crossing after a previous bullish signal or from the chart's start.
Signals are shown only once until the next opposite crossing, preventing redundant notifications.
Multi-Timeframe Confirmation:
The indicator analyzes the trend state across 9 timeframes: 1M, 5M, 15M, 30M, 1H, 4H, 8H, 1D, 1W.
For each timeframe, it checks the price position relative to the SMA:
Bullish state (low > SMA) — green color.
Bearish state (high < SMA) — red color.
An entry signal is generated only if all enabled timeframes confirm the trend direction (all bullish for Long, all bearish for Short).
Visualization:
SMA Line: Displayed on the current timeframe chart (green color, RGB: 9, 247, 108, linewidth 1).
Triangles: Green below the candle for Long, red above the candle for Short.
Labels: "Long" (green) or "Short" (red) appear on the last confirmed candle below the chart.
Table: Positioned at the bottom center of the chart, containing 9 cells (one for each timeframe), showing the current state (green or red background).
Customizability:
SMA Length: Users can set the SMA period (default is 20).
Timeframe Selection: Each of the 9 timeframes can be enabled or disabled in the logic settings (default: only 1H enabled).
Alerts:
Two types of notifications are generated:
"Bullish Cross": When the price crosses above the SMA on all enabled timeframes.
"Bearish Cross": When the price crosses below the SMA on all enabled timeframes.
How the Indicator Works:
SMA Calculation:
A Simple Moving Average (SMA) is calculated on the current timeframe with the specified period.
The trend state is determined on each of the 9 timeframes based on the price's position relative to the SMA.
Signal Conditions:
For Long: The low of the current candle (low) crosses the SMA upward (ta.crossover(low, smaCurrent)), and all enabled timeframes show a bullish state.
For Short: The high of the current candle (high) crosses the SMA downward (ta.crossunder(high, smaCurrent)), and all enabled timeframes show a bearish state.
A signal triggers only if the previous signal was in the opposite direction or absent, controlled by the lastSignalWasBullish variable.
Display:
When conditions are met, a triangle and label of the corresponding direction appear on the chart.
The table updates on each candle, reflecting the current state of all timeframes.
Usage:
Timeframe: Suitable for any timeframe, but tested on 1H with all other timeframes disabled.
Default Settings:
smaLength = 20
Only 1H enabled (use1h = true), others disabled (false).
Recommendations:
For more frequent signals, reduce smaLength (e.g., to 10).
To filter noise, enable additional timeframes (e.g., 4H, 1D).
Use alerts for automatic entry point notifications.
Example of Operation:
Scenario on 1H:
The price on the previous bar was below the SMA (high < smaCurrent), and on the current bar, low > smaCurrent. If 1H is the only enabled timeframe, a green triangle and "Long" label appear immediately.
Then the price drops, and high < smaCurrent after crossing downward — a red triangle and "Short" label appear.
Signals do not repeat until the price crosses the SMA in the opposite direction.
Limitations:
If all timeframes are disabled, the indicator will not generate signals (at least one timeframe must be enabled).
On highly volatile markets or with a large smaLength, crossings may be infrequent.
The table always displays the state of all 9 timeframes, even if they are not used in the logic.
Описание индикатора: SMA Multi-Timeframe Trend Indicator (Enhanced)
Назначение:
Индикатор предназначен для определения трендов на основе пересечения цены с простой скользящей средней (SMA) на текущем таймфрейме с дополнительным подтверждением состояния тренда на нескольких таймфреймах. Он помогает трейдерам находить точки входа в позицию (Long или Short), отображая сигналы только в момент первого пересечения тела свечи через SMA, избегая повторных сигналов до следующего противоположного пересечения.
Тип индикатора: Наложение (Overlay) — отображается поверх графика цены.
Основные особенности:
Сигналы входа:
Long (зелёный треугольник и метка "Long"): Появляется, когда тело свечи полностью пересекает SMA вверх (минимум свечи low становится выше SMA) и это первое пересечение после предыдущего медвежьего сигнала или с начала графика.
Short (красный треугольник и метка "Short"): Появляется, когда тело свечи полностью пересекает SMA вниз (максимум свечи high становится ниже SMA) и это первое пересечение после предыдущего бычьего сигнала или с начала графика.
Сигналы отображаются только один раз до следующего противоположного пересечения, что предотвращает избыточные уведомления.
Мультитаймфреймовое подтверждение:
Индикатор анализирует состояние тренда на 9 таймфреймах: 1M, 5M, 15M, 30M, 1H, 4H, 8H, 1D, 1W.
Для каждого таймфрейма проверяется положение цены относительно SMA:
Бычье состояние (low > SMA) — зелёный цвет.
Медвежье состояние (high < SMA) — красный цвет.
Сигнал на вход появляется только если все включённые таймфреймы подтверждают направление тренда (все бычьи для Long, все медвежьи для Short).
Визуализация:
Линия SMA: Отображается на графике текущего таймфрейма (зелёный цвет, RGB: 9, 247, 108, толщина 1).
Треугольники: Зелёные под свечой для Long, красные над свечой для Short.
Метки: "Long" (зелёная) или "Short" (красная) появляются на последней подтверждённой свече внизу графика.
Таблица: Расположена по центру внизу графика, содержит 9 ячеек (по одной для каждого таймфрейма), показывающих текущее состояние (зелёный или красный фон).
Настраиваемость:
Длина SMA: Пользователь может задать период скользящей средней (по умолчанию 20).
Выбор таймфреймов: Каждый из 9 таймфреймов можно включить или выключить в настройках логики (по умолчанию включён только 1H).
Алерты:
Генерируются два типа уведомлений:
"Bullish Cross": Когда цена пересекает SMA вверх на всех включённых таймфреймах.
"Bearish Cross": Когда цена пересекает SMA вниз на всех включённых таймфреймах.
Как работает индикатор:
Расчёт SMA:
На текущем таймфрейме рассчитывается простая скользящая средняя (SMA) с заданным периодом.
На каждом из 9 таймфреймов определяется состояние тренда на основе положения цены относительно SMA.
Условия сигнала:
Для Long: Минимум текущей свечи (low) пересекает SMA вверх (ta.crossover(low, smaCurrent)), и все включённые таймфреймы показывают бычье состояние.
Для Short: Максимум текущей свечи (high) пересекает SMA вниз (ta.crossunder(high, smaCurrent)), и все включённые таймфреймы показывают медвежье состояние.
Сигнал срабатывает только если предыдущий сигнал был противоположным или отсутствовал, что контролируется переменной lastSignalWasBullish.
Отображение:
При выполнении условий на графике появляются треугольник и метка соответствующего направления.
Таблица обновляется на каждой свече, показывая текущее состояние всех таймфреймов.
Использование:
Таймфрейм: Подходит для любого таймфрейма, но протестирован на 1H с отключёнными остальными таймфреймами.
Настройки по умолчанию:
smaLength = 20
Только 1H включён (use1h = true), остальные выключены (false).
Рекомендации:
Для более частых сигналов уменьшите smaLength (например, до 10).
Для фильтрации шума включите дополнительные таймфреймы (например, 4H, 1D).
Используйте алерты для автоматического уведомления о точках входа.
Пример работы:
Сценарий на 1H:
Цена на предыдущем баре была ниже SMA (high < smaCurrent), а на текущем баре low > smaCurrent. Если 1H — единственный включённый таймфрейм, сразу появляется зелёный треугольник и метка "Long".
Затем цена падает, и high < smaCurrent после пересечения вниз — появляется красный треугольник и метка "Short".
Сигналы не повторяются, пока цена не пересечёт SMA в противоположном направлении.
Ограничения:
Если все таймфреймы отключены, индикатор не будет генерировать сигналы (требуется хотя бы один включённый таймфрейм).
На очень волатильных рынках или при большом значении smaLength пересечения могут быть редкими.
Таблица всегда показывает состояние всех 9 таймфреймов, даже если они не используются в логике.
FOMC Meeting DatesFOMC Meeting Dates Indicator
This indicator visualizes Federal Open Market Committee (FOMC) meeting dates on your TradingView charts, allowing you to track market performance between monetary policy decisions. By clearly marking past and future FOMC meetings with vertical lines, this tool helps you analyze how the market reacts to Fed policy changes and identify potential trading patterns.
Key Features:
Visual Timeline: Displays all FOMC meetings from 2021 onward as vertical lines on your chart (black for past meetings, blue for future meetings)
Period Performance: Color-codes periods between FOMC meetings based on price returns (green for positive, red for negative)
Comprehensive Returns Table: Shows performance statistics for each FOMC-to-FOMC period, including the current period and historical average
Future Meeting Forecasting: Displays projected future FOMC meetings through 2027, helping with long-term planning
Customizable Appearance: Adjust colors, line width, shading transparency, and more to suit your chart setup
Market Type Setting: Special optimization for stock market trading hours vs. 24/7 markets like crypto
How to Use:
Track FOMC Impact: See at a glance how markets have historically performed between Fed meetings
Identify Patterns: Analyze if certain FOMC periods consistently show similar market behavior
Plan Around Meetings: Prepare trading strategies with awareness of upcoming Fed meetings
Compare Returns: Use the table to quantify and compare returns between different policy periods
Customization Options:
Appearance: Adjust line colors, width, and extension
Date Labels: Toggle date labels on/off for cleaner charts
Table Settings: Modify position, color, transparency, and number of rows
Shading Options: Change colors or disable period shading
Start Year: Select which year to begin showing FOMC meetings from
This indicator helps traders and investors understand market behavior around monetary policy decisions and can be a valuable addition to your technical analysis toolkit.
