Mulakan

Cari dalam skrip untuk "机械革命无界15+时不时闪屏"

RVOL - R4RocketRelative volume or RVOL for short is an indicator that is used to measure how 'In Play' the stock is. Simply put, it helps to quantify how interested everybody is in the given stock - higher the value, higher the interest and hence higher is the probability for movement in the stock. I have tried to create RVOL (Relative Volume ) Indicator as per the description that I read on SMB Capital blog. The blog is a great resource. ................................................................................................................................................................................... How to use the indicator - The indicator is meant for INTRADAY ONLY. The indicator has following inputs - 1. RVOL Period - Value from 3 to 14 (Default Value = 4) This is used to calculate the average volume over the given period of days. e.g. average volume for the last 5 days, last 3 days, last 10 days etc. NOTE - If you use higher RVOL Period on smaller timeframes, the code will give an error. So I recommend using 4 or lower for 5 min timeframe. (Nothing will work on 1 min chart and you can experiment for other timeframes.) 2. RVOL Sectional - True / False (Default Value = False) If you check this box then you will be able to calculate the RVOL for a particular session (or between particular sessions) in that trading day. What do I mean by session? Well I have divided the trading day into 6 (almost) equally spaced sessions in time, i.e. 6 hours and 15 mins (for NSE - India) of trading day is divided into 1 hr - 1st session, 1 hr - 2nd session, 1 hr - 3rd session, 1 hr - 4th session, 1 hr - 5th session, 1 hr and 15 min - 6th session. Before using 3rd and 4th inputs of indicator, RVOL Sectional box MUST BE CHECKED FIRST. 3. RVOL From Session - 1 to 6 (Default Value = 1) 4. RVOL To Session - 1 to 6 (Default Value = 2) Now if you select 2 in "RVOL From Session" input and 3 in "RVOL To Session" input, the indicator will calculate RVOL for the 2nd and 3rd hour of the trading day. If you select 3 in both the inputs, then the indicator will give RVOL for the 3rd hour of the trading day. 5. RVOL Trigger - 0.2 to 10 (Default Value = 2) Filter to find days having RVOL above that value. The indicator turns green (or colour of your choice) when RVOL is more than "RVOL Trigger". ................................................................................................................................................................................... Hope this indicator will add some value in your trading endeavor. “Only The Game, Can Teach You The Game” – Jesse Livermore Yours sincerely, R4Rocket **If you have some awesome idea for improvement of the indicator - request you to update the code and share the same.
Penunjuk Pine Script®
oleh R4Rocket
21
Sexy RSI for sexy tradersHello fellow sexy traders. I was tired of constantly having to add my own horizontals/MAs to the default RSI so I decided to make this modification. The default settings include channels from 40-80 (green horizontals) for a bullish range, and 20-60 (red horizontals) for the bearish range. Also includes white line at 50 level, and blue horizontals at extremes (90 and 10). If RSI stays in one of the red or green range that can signify the trend direction, as directed by Andrew Cardwell (inventor of the RSI). If you wish for other levels to be included, just let me know! Comment on here or dm me on twitter @boss_charts and I can add the settings for you, so all you have to do is click a button and it will set it to your desired config. I want this to be a tool that is useful for heavy traders to save them time. Additionally, in order to tell the level of the RSI and how overextended it might be, I added the setting for the RSI to change color depending on its level. Current settings are as follows: Normal RSI (30-70) = PURPLE Conventional Overbought/Oversold (30-20 + 70-80) = RED 1st extended (20-15 + 80-85) = PINK 2nd extended (15-10 + 85-90) = ORANGE VERY EXTENDED (<10 + >90) = YELLOW That way you can get an idea of how drastic a move is by the color alone. According to Dr. Cardwell, a drastic move to over/under extended can be a sign of strength. Finally, there are the default MAs added that Mr. Cardwell defines as useful for defining the trend. These being the 9 MA and 45 EMA/WMA. The strategy with these is to have the MAs on both price and RSI. If the 9MA is above the 45 MA on both price and RSI, then this is bullish and you can look for longs. Conversely, if the 9 is below the 45 on both RSI and price that is bearish, and you can look for shorts. I added the background color change for the points where the MAs cross each other, so you do not have to have the MAs fogging up your charts to know where they are relative to one another. This is similar to my MA cross indicator which contains the same functionality. Never financial advice. Backtest it for yourself and find MA configurations that work for you. Enjoy! Feel free to send feedback/requests whenever.
Penunjuk Pine Script®
oleh number_juan
ADX +- DiThis Adx +-Di is just a complete version of what the ADX is supposed to signal. So you have: 15 (contraction), 20 (threshold), 30 (expansion), 40 (resistance) levels. Below 20 the price is not trending Above 30 the price is trending Below 15 price has been in contraction for too long Between 20 and 30 price is in a "transition zone". I finally added a "Resistance" level (40), which has to be adapted to best represent the historical levels where price usually encounters resistance, and where the price can be declared "overtrending", which means a return to lower levels is likely to happen. I've chosen mild colors, and set the Adx Color to White, because I use black background, you can easily change that. Enjoy -Maurice
Penunjuk Pine Script®
oleh MauriceEverthin
GoTiT|Simple Auto Fib v1.0Simple Auto Fib! Notes: 1. Always set the trend manually! Don't rely on the auto trend detection. 2. The first parameter Length sets the number of candles back (left) to search for highs and lows from the current candle. 3. The High Offset parameter sets the number of candles back (left) to ignore/skip before searching for highs. 4. The Low Offset parameter sets the number of candles back (left) to ignore/skip before searching for lows. 5. The offset parameters change the behavior of the Length parameter. Example 1: Length = 100 High Offset = 0 Low Offset = 0 This is the default behavior, and the search for highs and lows occurs on the last 100 candles. Example 2: Length = 50 High Offset = 20 (Ignore the last 20 candles, and search for highs starting at candle 21 to 71 (or 50 candles back) Low Offset = 15 (Ignore the last 15 candles, and search for lows starting at candle 16 to 66 (or 50 candles back) In example 2, search starts on candle 21 for highs, and candle 16 for lows and extends 50 candles further back from there. 6. The Trend Detection parameter sets the number of candles back (left) to use in the trend calculations. Larger values give better "marco trend" detection. Smaller values give better "micro trend" detection. See note #1. 7. The white fib line is fib0. Assuming you correctly set the trend manually (or the trend is auto detected correctly), in a downtrend fib0 should be bellow the red fib line, and in an uptrend fib0 should be above the red fib line.
Penunjuk Pine Script®
oleh gotit
Fractal Resonance BarLazyBear's WaveTrend port has been praised for highlighting trend reversals with precision and punctuality (minimal lag). But strong "3rd Wave" trends can "embed" or saturate any oscillator flashing several premature crosses while stuck overbought/oversold. This happens when the trend stretches over a longer timescale than the oscillator's averaging window or filter time constant. Our solution: monitor many timescales. With Fractal Resonance Bar's rich color codings, strong wavefronts form across timescales and jump out like an approaching line of thunderclouds! Fractal Resonance Bar color-codes the status of eight underlying stochastic oscillators, with each row averaging over twice the time of the row above. Fractal Resonance Bar shifts its timescales along with your choice of main chart timescale: 1 minute chart: 1 minute through 128 minute (~2 hour) oscillators. 15 minute chart: 15 minute through 1920 minute (~32 hour) oscillators. 1 hour chart: 1 hour through 128 hour (~2 week) oscillators. Daily chart: 1 day through 128 day (~4 month) oscillators. The color map is configured as follows: Hot Pink: Extreme Overbought (> 100%) rolled over to sell, but oscillators probably embedded with more upside (revert to Dark Green) possible after a pause. Deep Red: Overbought (> 75%) crossover ripe for selling (validated when red spreads to timescales below). Brown: Minor (< 75%) crossover sell from which could bounce back green or start a plunge toward gray/black. Gray/Black: Mature (< -75%) sells turning full black in a plunge before the dawn. Lime Green: Extreme Oversold (< -100%) and bouncing, though may yet bottom even lower. Green: Oversold (< -75%) crossover ripe for buy. Green spreading to all timescales below will validate bottom is in. Dark Green/Teal: Mature buy in overbought (> 75%) range, waiting for sell crossover to Hot Pink for a pause or correction. White Stripes are Impulsive Trend Warning Fractal Resonance Bar warns of oscillator embedding by showing white stripes when it detects strong, early surges in the timescale rows below.The white stripes usually accompany Hot Pink warning it's too early to go short, or Lime Green warning it's too early to go long. Heeding these warnings will probably miss the exact top or bottom, but you're less likely to get overrun in a momentum move. Usually the market gives us a second opportunity to short very close to the top or buy very close to the bottom after the warning white stripes have subsided. NOTE: Recently rolled over Futures contracts may not have enough history for all oscillator calculations, in which case no bar colors will appear. Tweakable Attributes The default Channel Length, Stochastic Ratio Length and Lag Length work reasonably well on all timescales in our experience. Minor tweaks don't hurt but this may just overfit to a particular chart history. We don't recommend changing the 75% Overbought and 100% Extreme Overbought default levels as these are ideal numbers relative to the underlying oscillator statistic calculations. But these settings can shift the color transition levels. Embedded attribute controls the sensitivity/conservativeness of the white strip embedding detectors. Closer to 75 increases the warning sensitivity while closer to 100 decreases the aggressiveness of blocking white stripes. Embed Separation also affects the white stripe sensitivity. Row width increases each row's thickness to fill the available screen height you've afforded the bar.
Penunjuk Pine Script®
oleh pythagoras
12
extended session - Regular Opening-Range- JayyOpening Range and some other scripts updated to plot correctly (see comments below.) There are three variations of the fibonacci expansion beyond the opening range and retracements within the opening range of the US Market session - I have not put in the script for the other markets yet. The three scripts have different uses and strengths: The extended session script (with the script here below) will plot the opening range whether you are using the extended session or the regular session. (that is to say whether "ext" in the lower right hand corner is highlighted or not.). While in the extended session the opening range has some plotting issues with periods like 13 minutes or any period that is not divisible into 330 mins with a round number outcome (eg 330/60 =5.5. Therefore an hour long opening range has problems in the extended session. The pre session script is only for the premarket. You can select any opening range period you like. I have set the opening range to be the full premarket session. If you select a different session you will have to unselect "pre open to 9:30 EST for Opening Range?" in the format section. The script defaults to 15 minutes in the "period Of Pre Opening Range?". To go back to the 4 am to 9:30 pre opening range select "pre open to 9:30 EST for Opening Range?" there is no automatic 330 minute selection. The past days offset script only works in 5 min or 15 minute period. It will show the opening range from up to 20 days past over the current days price action. Use this for the regular session only. 0 shows the current day's opening range. Use the positive integers for number of days back ie 1, 2, 3 etc not -1, -2, -3 etc. The script is preprogrammed to use the current day (0). Scripts updated to plot correctly: One thing they all have in common is a way of they deal with a somewhat random problem that shifts the plots 4 hours in one direction or the other ie the plot started at 9:30 EST or 1:30PM EST. This issue started to occur approximately June 22, 2015 and impacts any script that tried to use "session" times to manage a plot in my scripts. The issue now seems to have been resolved during this past week. Just in case the problem reoccurs I have added a "Switch session plot?" to each script. If the plot looks funny check or uncheck the "Switch session plot?" and see the difference. Of course if a new issue crops up it will likely require a different fix. I have updated all of the scripts shown on this chart. If you are using a script of mine that suffers from the compiler issue then you will find an update on this chart. You can get any and all of the scripts by clicking on the small sideways wishbone on the left middle of the chart. You will see a dialogue box. Then click "make it mine". This will import all of the scripts to your computer and you can play around with them all to decide what you want and what you don't want. This is the easiest way to get all of the scripts in one fell swoop. It is also the easiest way for me to make all of the scripts available. I do not have all of the plots visible since it is too messy and one of the scripts (pre OR) is only for the regular session. To view the scripts click on the blue eye to the right of the script title to show it on this script. If you can only use the regular session. The scripts will all (with the exception of the pre OR) work fine. If for any reason this script seems flakey refresh the page r try a slightly different period. I have noticed that sometimes randomly the script loves to return to the 5 min OR. This is a very new issue transient issue. As always if you see an issue please let me know. Cheers Jayy
Penunjuk Pine Script®
oleh jayy
1
BB 100 with Barcolors6/19/15 I added confirmation highlight bars to the code. In other words, if a candle bounced off the lower Bollinger band, it needed one more close above the previous candle to confirm a higher probability that a change in investor sentiment has reversed. Same is true for upper Bollinger band bounces. I also added confirmation highlight bars to the 100 sma (the basis). The idea is that lower and upper bands are potential points of support and resistance. The same is true of the basis if a trend is to continue. 6/28/15 I added a plotshape to identify closes above/below TLine. One thing this system points out is it operates best in a trend reversal. Consolidations will whipsaw the indicator too much. I have found that when this happens, if using daily candles, switch to hourly, 30 min, etc., to catch a better signal. Nothing moves in a straight line. As with any indicator, it is a tool to be used in conjunction with the art AND science of trading. As always, try the indicator for a time so that you are comfortable enough to use real money. This is designed to be used with "BB 25 with Barcolors".
Penunjuk Pine Script®
oleh rmwaddelljr
BB 25 with Barcolors6/19/15 I added confirmation highlight bars to the code. In other words, if a candle bounced off the lower Bollinger band, it needed one more close above the previous candle to confirm a higher probability that a change in investor sentiment has reversed. Same is true for upper Bollinger band bounces. I also added confirmation highlight bars to the 100 sma (the basis). The idea is that lower and upper bands are potential points of support and resistance. The same is true of the basis if a trend is to continue. 6/28/15 I added a plotshape to identify closes above/below TLine. One thing this system points out is it operates best in a trend reversal. Consolidations will whipsaw the indicator too much. I have found that when this happens, if using daily candles, switch to hourly, 30 min, etc., to catch a better signal. Nothing moves in a straight line. As with any indicator, it is a tool to be used in conjunction with the art AND science of trading. As always, try the indicator for a time so that you are comfortable enough to use real money. This is designed to be used with "BB 100 with Barcolors".
Penunjuk Pine Script®
oleh rmwaddelljr
1
KK_Intraday MAsHey guys, today I was browsing through intraday Charts looking at some moving averages. Basically what I wanted to see was whether the currency pair was trading below or above the moving average of the day/week/month. For a better understanding: The daily MA on a 15 minute Forex Chart would be the 96 MA. I encountered the problem that i always had to change the settings for my MAs when changing the Time Interval, so I coded this here up. It is pretty simple but maybe somebody else has the same problem and can put it to use. The script has some settings as listed below: Choice which MAs to plot, (Daily, Weekly, Monthly) Choice which type of MA to use (Simple, Exponential, Weighted) Neccesary Settings for the correct calculation (e.g. Number of trading hours per day). These settings depend on the instrument you are using and should always be checked before using this script. There are a few things to Note when using this script: This script works for intraday charts only. The monthly MA doesn't work on any Time Interval smaller than 15 minutes. Can't do anything about it unfortunately. This is my first published Script, use it with caution and let me know what you think about it!
Penunjuk Pine Script®
oleh Kurbelklaus
2
Opening Range Breakout with 2 Profit Targets.Opening Range Breakout with 2 Profit Targets. Updated Indicator now works on all Symbols with Many Different Session Options. ***Known PineScript Issue…While the Opening Range is being Formed the lines only adjust for that individual bar. Just reset Indicator after Opening Range Completes. ***All Times are Based on New York Time Session Options Forex U.S. Banks Open (8:00), Gold U.S. Open (8:20), Oil U.S. Open (9:00), U.S. Cash Session - Stocks (9:30), NY Forex Open (17:00) , Europe Open (02:00), or if you choose Setting 0 the Session Runs from 00:00 to 00:00 (Midnight to Midnight). ***Ability to use 60 minute Opening Range, 30 minute, 15 minute, and many other options. ***However you can manually change the times in the Inputs Tab to adjust for any session you prefer. This is useful for Day Light Savings Adjustments. Also the default times work if your charts are set to EST Time. If you use A different time zone in your settings you need to Adjust the times in the inputs tab. Initially Opening Range High and Low plot as Yellow Lines. If Price Goes Above Opening Range then Line Turns Green. If Price Goes Below Opening Range Line Turns Red. By default the First Profit Target is 1/2 the Width of the Opening Range and the 2nd Profit Target is 1 Times the Opening Range. However these are Adjustable in the Inputs Tab. By Default the Opening Range Length is 1 Hour. However, you can Change the Opening Range Length to 15 min, 30 min, 2 hours etc. in the Inputs Tab. Plots a 1 Above or Below Candle when 1st Profit Target is Achieved, and a 2 when 2nd Profit Target is Achieved.
Penunjuk Pine Script®
oleh ChrisMoody
91
Indicator: Trend Trigger FactorIntroduced by M.H.Pee, Trend Trigger Factor is designed to keep the trader trading with the trend. System rules according to the developer: * If the 15-day TTF is above 100 (indicating an uptrend), you will want to be in long positions. * If the 15-day TTF is below -100, you will want to be short. * If it is between -100 and 100, you should remain with the current position. More info: Original Article by Mr.Pee: drive.google.com
Penunjuk Pine Script®
oleh LazyBear
15
v2.0—Tristan's Multi-Indicator Reversal Strategy🎯 Multi-Indicator Reversal Strategy - Optimized for High Win Rates A powerful confluence-based strategy that combines RSI, MACD, Williams %R, Bollinger Bands, and Volume analysis to identify high-probability reversal points . Designed to let winners run with no stop loss or take profit - positions close only when opposite signals occur. Also, the 3 hour timeframe works VERY well—just a lot less trades. 📈 Proven Performance This strategy has been backtested and optimized on multiple blue-chip stocks with 80-90%+ win rates on 1-hour timeframes from Aug 2025 through Oct 2025: ✅ V (Visa) - Payment processor ✅ MSFT (Microsoft) - Large-cap tech ✅ WMT (Walmart) - Retail leader ✅ IWM (Russell 2000 ETF) - Small-cap index ✅ NOW (ServiceNow) - Enterprise software ✅ WM (Waste Management) - Industrial services These stocks tend to mean-revert at extremes, making them ideal candidates for this reversal-based approach. I only list these as a way to show you the performance of the script. These values and stock choices may change over time as the market shifts. Keep testing! 🔑 How to Use This Strategy Successfully Step 1: Apply to Chart Open your desired stock (V, MSFT, WMT, IWM, NOW, WM recommended) Set timeframe to 1 Hour Apply this strategy Check that the Williams %R is set to -20 and -80, and "Flip All Signals" is OFF (can flip this for some stocks to perform better.) Step 2: Understand the Signals 🟢 Green Triangle (BUY) Below Candle: Multiple indicators (RSI, Williams %R, MACD, Bollinger Bands) show oversold conditions Enter LONG position Strategy will pyramid up to 10 entries if more buy signals occur Hold until red triangle appears 🔴 Red Triangle (SELL) Above Candle: Multiple indicators show overbought conditions Enter SHORT position (or close existing long) Strategy will pyramid up to 10 entries if more sell signals occur Hold until green triangle appears 🟣 Purple Labels (EXIT): Shows when positions close Displays count if multiple entries were pyramided (e.g., "Exit Long x5") Step 3: Let the Strategy Work Key Success Principles: ✅ Be Patient - Signals don't occur every day, wait for quality setups ✅ Trust the Process - Don't manually close positions, let opposite signals exit ✅ Watch Pyramiding - The strategy can add up to 10 positions in the same direction ✅ No Stop Loss - Positions ride through drawdowns until reversal confirmed ✅ Session Filter - Only trades during NY session (9:30 AM - 4:00 PM ET) ⚙️ Winning Settings (Already Set as Defaults) INDICATOR SETTINGS: - RSI Length: 14 - RSI Overbought: 70 - RSI Oversold: 30 - MACD: 12, 26, 9 (standard) - Williams %R Length: 14 - Williams %R Overbought: -20 ⭐ (check this! And adjust to your liking) - Williams %R Oversold: -80 ⭐ (check this! And adjust to your liking) - Bollinger Bands: 20, 2.0 - Volume MA: 20 periods - Volume Multiplier: 1.5x SIGNAL REQUIREMENTS: - Min Indicators Aligned: 2 - Require Divergence: OFF - Require Volume Spike: OFF - Require Reversal Candle: OFF - Flip All Signals: OFF ⭐ RISK MANAGEMENT: - Use Stop Loss: OFF ⭐⭐⭐ - Use Take Profit: OFF ⭐⭐⭐ - Allow Pyramiding: ON ⭐⭐⭐ - Max Pyramid Entries: 10 ⭐⭐⭐ SESSION FILTER: - Trade Only NY Session: ON - NY Session: 9:30 AM - 4:00 PM ET **⭐ = Critical settings for success** ## 🎓 Strategy Logic Explained ### **How It Works:** 1. **Multi-Indicator Confluence**: Waits for at least 2 out of 4 technical indicators to align before generating signals 2. **Oversold = Buy**: When RSI < 30, Williams %R < -80, price below lower Bollinger Band, and/or MACD turning bullish → BUY signal 3. **Overbought = Sell**: When RSI > 70, Williams %R > -20, price above upper Bollinger Band, and/or MACD turning bearish → SELL signal 4. **Pyramiding Power**: As trend continues and more signals fire in the same direction, adds up to 10 positions to maximize gains 5. **Exit Only on Reversal**: No arbitrary stops or targets - only exits when opposite signal confirms trend change 6. **Session Filter**: Only trades during liquid NY session hours to avoid overnight gaps and low-volume periods ### **Why No Stop Loss Works:** Traditional reversal strategies fail because they: - Get stopped out too early during normal volatility - Miss the actual reversal that happens later - Cut winners short with tight take profits This strategy succeeds because it: - ✅ Rides through temporary noise - ✅ Captures full reversal moves - ✅ Uses multiple indicators for confirmation - ✅ Pyramids into winning positions - ✅ Only exits when technical picture completely reverses --- ## 📊 Understanding the Display **Live Indicator Counter (Top Corner / end of current candles):** Bull: 2/4 Bear: 0/4 (STANDARD) Shows how many indicators currently align bullish/bearish "STANDARD" = normal reversal mode (buy oversold, sell overbought) "FLIPPED" = momentum mode if you toggle that setting Visual Indicators: 🔵 Blue background = NY session active (trading window) 🟡 Yellow candle tint = Volume spike detected 💎 Aqua diamond = Bullish divergence (price vs RSI) 💎 Fuchsia diamond = Bearish divergence ⚡ Advanced Tips Optimizing for Different Stocks: If Win Rate is Low (<50%): Try toggling "Flip All Signals" to ON (switches to momentum mode) Increase "Min Indicators Aligned" to 3 or 4 Turn ON "Require Divergence" Test on different timeframe (4-hour or daily) If Too Few Signals: Decrease "Min Indicators Aligned" to 2 Turn OFF all requirement filters Widen Williams %R bands to -15 and -85 If Too Many False Signals: Increase "Min Indicators Aligned" to 3 or 4 Turn ON "Require Divergence" Turn ON "Require Volume Spike" Reduce Max Pyramid Entries to 5 Stock Selection Guidelines: Best Suited For: Large-cap stable stocks (V, MSFT, WMT) ETFs (IWM, SPY, QQQ) Stocks with clear support/resistance Mean-reverting instruments Avoid: Ultra low-volume penny stocks Extremely volatile crypto (try traditional settings first) Stocks in strong one-directional trends lasting months 🔄 The "Flip All Signals" Feature If backtesting shows poor results on a particular stock, try toggling "Flip All Signals" to ON: STANDARD Mode (OFF): Buy when oversold (reversal strategy) Sell when overbought May work best for: V, MSFT, WMT, IWM, NOW, WM FLIPPED Mode (ON): Buy when overbought (momentum strategy) Sell when oversold May work best for: Strong trending stocks, momentum plays, crypto Test both modes on your stock to see which performs better! 📱 Alert Setup Create alerts to notify you of signals: 📊 Performance Expectations With optimized settings on recommended stocks: Typical results we are looking for: Win Rate: 70-90% Average Winner: 3-5% Average Loser: 1-3% Signals Per Week: 1-3 on 1-hour timeframe Hold Time: Several hours to days Remember: Past performance doesn't guarantee future results. Always use proper risk management.
Strategi Pine Script®
oleh OhRayOhRay
Scientific Correlation Testing FrameworkScientific Correlation Testing Framework - Comprehensive Guide Introduction to Correlation Analysis What is Correlation? Correlation is a statistical measure that describes the degree to which two assets move in relation to each other. Think of it like measuring how closely two dancers move together on a dance floor. Perfect Positive Correlation (+1.0): Both dancers move in perfect sync, same direction, same speed Perfect Negative Correlation (-1.0): Both dancers move in perfect sync but in opposite directions Zero Correlation (0): The dancers move completely independently of each other In financial markets, correlation helps us understand relationships between different assets, which is crucial for: Portfolio diversification Risk management Pairs trading strategies Hedging positions Market analysis Why This Script is Special This script goes beyond simple correlation calculations by providing: Two different correlation methods (Pearson and Spearman) Statistical significance testing to ensure results are meaningful Rolling correlation analysis to track how relationships change over time Visual representation for easy interpretation Comprehensive statistics table with detailed metrics Deep Dive into the Script's Components 1. Input Parameters Explained- Symbol Selection: This allows you to select the second asset to compare with the chart's primary asset Default is Apple (NASDAQ:AAPL), but you can change this to any symbol Example: If you're viewing a Bitcoin chart, you might set this to "NASDAQ:TSLA" to see if Bitcoin and Tesla are correlated Correlation Window (60): This is the number of periods used to calculate the main correlation Larger values (e.g., 100-500) provide more stable, long-term correlation measures Smaller values (e.g., 10-50) are more responsive to recent price movements 60 is a good balance for most daily charts (about 3 months of trading days) Rolling Correlation Window (20): A shorter window to detect recent changes in correlation This helps identify when the relationship between assets is strengthening or weakening Default of 20 is roughly one month of trading days Return Type: This determines how price changes are calculated Simple Returns: (Today's Price - Yesterday's Price) / Yesterday's Price Easy to understand: "The asset went up 2% today" Log Returns: Natural logarithm of (Today's Price / Yesterday's Price) More mathematically elegant for statistical analysis Better for time-additive properties (returns over multiple periods) Less sensitive to extreme values. Confidence Level (95%): This determines how certain we want to be about our results 95% confidence means we accept a 5% chance of being wrong (false positive) Higher confidence (e.g., 99%) makes the test more strict Lower confidence (e.g., 90%) makes the test more lenient 95% is the standard in most scientific research Show Statistical Significance: When enabled, the script will test if the correlation is statistically significant or just due to random chance. Display options control what you see on the chart: Show Pearson/Spearman/Rolling Correlation: Toggle each correlation type on/off Show Scatter Plot: Displays a scatter plot of returns (limited to recent points to avoid performance issues) Show Statistical Tests: Enables the detailed statistics table Table Text Size: Adjusts the size of text in the statistics table 2.Functions explained- calcReturns(): This function calculates price returns based on your selected method: Log Returns: Formula: ln(Price_t / Price_t-1) Example: If a stock goes from $100 to $101, the log return is ln(101/100) = ln(1.01) ≈ 0.00995 or 0.995% Benefits: More symmetric, time-additive, and better for statistical modeling Simple Returns: Formula: (Price_t - Price_t-1) / Price_t-1 Example: If a stock goes from $100 to $101, the simple return is (101-100)/100 = 0.01 or 1% Benefits: More intuitive and easier to understand rankArray(): This function calculates the rank of each value in an array, which is used for Spearman correlation: How ranking works: The smallest value gets rank 1 The second smallest gets rank 2, and so on For ties (equal values), they get the average of their ranks Example: For values Sorted: Ranks: (the two 2s tie for ranks 1 and 2, so they both get 1.5) Why this matters: Spearman correlation uses ranks instead of actual values, making it less sensitive to outliers and non-linear relationships. pearsonCorr(): This function calculates the Pearson correlation coefficient: Mathematical Formula: r = (nΣxy - ΣxΣy) / √ Where x and y are the two variables, and n is the sample size What it measures: The strength and direction of the linear relationship between two variables Values range from -1 (perfect negative linear relationship) to +1 (perfect positive linear relationship) 0 indicates no linear relationship Example: If two stocks have a Pearson correlation of 0.8, they have a strong positive linear relationship When one stock goes up, the other tends to go up in a fairly consistent proportion spearmanCorr(): This function calculates the Spearman rank correlation: How it works: Convert each value in both datasets to its rank Calculate the Pearson correlation on the ranks instead of the original values What it measures: The strength and direction of the monotonic relationship between two variables A monotonic relationship is one where as one variable increases, the other either consistently increases or decreases It doesn't require the relationship to be linear When to use it instead of Pearson: When the relationship is monotonic but not linear When there are significant outliers in the data When the data is ordinal (ranked) rather than interval/ratio Example: If two stocks have a Spearman correlation of 0.7, they have a strong positive monotonic relationship When one stock goes up, the other tends to go up, but not necessarily in a straight-line relationship tStatistic(): This function calculates the t-statistic for correlation: Mathematical Formula: t = r × √((n-2)/(1-r²)) Where r is the correlation coefficient and n is the sample size What it measures: How many standard errors the correlation is away from zero Used to test the null hypothesis that the true correlation is zero Interpretation: Larger absolute t-values indicate stronger evidence against the null hypothesis Generally, a t-value greater than 2 (in absolute terms) is considered statistically significant at the 95% confidence level criticalT() and pValue(): These functions provide approximations for statistical significance testing: criticalT(): Returns the critical t-value for a given degrees of freedom (df) and significance level The critical value is the threshold that the t-statistic must exceed to be considered statistically significant Uses approximations since Pine Script doesn't have built-in statistical distribution functions pValue(): Estimates the p-value for a given t-statistic and degrees of freedom The p-value is the probability of observing a correlation as strong as the one calculated, assuming the true correlation is zero Smaller p-values indicate stronger evidence against the null hypothesis Standard interpretation: p < 0.01: Very strong evidence (marked with **) p < 0.05: Strong evidence (marked with *) p ≥ 0.05: Weak evidence, not statistically significant stdev(): This function calculates the standard deviation of a dataset: Mathematical Formula: σ = √(Σ(x-μ)²/(n-1)) Where x is each value, μ is the mean, and n is the sample size What it measures: The amount of variation or dispersion in a set of values A low standard deviation indicates that the values tend to be close to the mean A high standard deviation indicates that the values are spread out over a wider range Why it matters for correlation: Standard deviation is used in calculating the correlation coefficient It also provides information about the volatility of each asset's returns Comparing standard deviations helps understand the relative riskiness of the two assets. 3.Getting Price Data- price1: The closing price of the primary asset (the chart you're viewing) price2: The closing price of the secondary asset (the one you selected in the input parameters) Returns are used instead of raw prices because: Returns are typically stationary (mean and variance stay constant over time) Returns normalize for price levels, allowing comparison between assets of different values Returns represent what investors actually care about: percentage changes in value 4.Information Table- Creates a table to display statistics Only shows on the last bar to avoid performance issues Positioned in the top right of the chart Has 2 columns and 15 rows Populating the Table The script then populates the table with various statistics: Header Row: "Metric" and "Value" Sample Information: Sample size and return type Pearson Correlation: Value, t-statistic, p-value, and significance Spearman Correlation: Value, t-statistic, p-value, and significance Rolling Correlation: Current value Standard Deviations: For both assets Interpretation: Text description of the correlation strength The table uses color coding to highlight important information: Green for significant positive results Red for significant negative results Yellow for borderline significance Color-coded headers for each section => Practical Applications and Interpretation How to Interpret the Results Correlation Strength 0.0 to 0.3 (or 0.0 to -0.3): Weak or no correlation The assets move mostly independently of each other Good for diversification purposes 0.3 to 0.7 (or -0.3 to -0.7): Moderate correlation The assets show some tendency to move together (or in opposite directions) May be useful for certain trading strategies but not extremely reliable 0.7 to 1.0 (or -0.7 to -1.0): Strong correlation The assets show a strong tendency to move together (or in opposite directions) Can be useful for pairs trading, hedging, or as a market indicator Statistical Significance p < 0.01: Very strong evidence that the correlation is real Marked with ** in the table Very unlikely to be due to random chance p < 0.05: Strong evidence that the correlation is real Marked with * in the table Unlikely to be due to random chance p ≥ 0.05: Weak evidence that the correlation is real Not marked in the table Could easily be due to random chance Rolling Correlation The rolling correlation shows how the relationship between assets changes over time If the rolling correlation is much different from the long-term correlation, it suggests the relationship is changing This can indicate: A shift in market regime Changing fundamentals of one or both assets Temporary market dislocations that might present trading opportunities Trading Applications 1. Portfolio Diversification Goal: Reduce overall portfolio risk by combining assets that don't move together Strategy: Look for assets with low or negative correlations Example: If you hold tech stocks, you might add some utilities or bonds that have low correlation with tech 2. Pairs Trading Goal: Profit from the relative price movements of two correlated assets Strategy: Find two assets with strong historical correlation When their prices diverge (one goes up while the other goes down) Buy the underperforming asset and short the outperforming asset Close the positions when they converge back to their normal relationship Example: If Coca-Cola and Pepsi are highly correlated but Coca-Cola drops while Pepsi rises, you might buy Coca-Cola and short Pepsi 3. Hedging Goal: Reduce risk by taking an offsetting position in a negatively correlated asset Strategy: Find assets that tend to move in opposite directions Example: If you hold a portfolio of stocks, you might buy some gold or government bonds that tend to rise when stocks fall 4. Market Analysis Goal: Understand market dynamics and interrelationships Strategy: Analyze correlations between different sectors or asset classes Example: If tech stocks and semiconductor stocks are highly correlated, movements in one might predict movements in the other If the correlation between stocks and bonds changes, it might signal a shift in market expectations 5. Risk Management Goal: Understand and manage portfolio risk Strategy: Monitor correlations to identify when diversification benefits might be breaking down Example: During market crises, many assets that normally have low correlations can become highly correlated (correlation convergence), reducing diversification benefits Advanced Interpretation and Caveats Correlation vs. Causation Important Note: Correlation does not imply causation Example: Ice cream sales and drowning incidents are correlated (both increase in summer), but one doesn't cause the other Implication: Just because two assets move together doesn't mean one causes the other to move Solution: Look for fundamental economic reasons why assets might be correlated Non-Stationary Correlations Problem: Correlations between assets can change over time Causes: Changing market conditions Shifts in monetary policy Structural changes in the economy Changes in the underlying businesses Solution: Use rolling correlations to monitor how relationships change over time Outliers and Extreme Events Problem: Extreme market events can distort correlation measurements Example: During a market crash, many assets may move in the same direction regardless of their normal relationship Solution: Use Spearman correlation, which is less sensitive to outliers Be cautious when interpreting correlations during extreme market conditions Sample Size Considerations Problem: Small sample sizes can produce unreliable correlation estimates Rule of Thumb: Use at least 30 data points for a rough estimate, 60+ for more reliable results Solution: Use the default correlation length of 60 or higher Be skeptical of correlations calculated with small samples Timeframe Considerations Problem: Correlations can vary across different timeframes Example: Two assets might be positively correlated on a daily basis but negatively correlated on a weekly basis Solution: Test correlations on multiple timeframes Use the timeframe that matches your trading horizon Look-Ahead Bias Problem: Using information that wouldn't have been available at the time of trading Example: Calculating correlation using future data Solution: This script avoids look-ahead bias by using only historical data Best Practices for Using This Script 1. Appropriate Parameter Selection Correlation Window: For short-term trading: 20-50 periods For medium-term analysis: 50-100 periods For long-term analysis: 100-500 periods Rolling Window: Should be shorter than the main correlation window Typically 1/3 to 1/2 of the main window Return Type: For most applications: Log Returns (better statistical properties) For simplicity: Simple Returns (easier to interpret) 2. Validation and Testing Out-of-Sample Testing: Calculate correlations on one time period Test if they hold in a different time period Multiple Timeframes: Check if correlations are consistent across different timeframes Economic Rationale: Ensure there's a logical reason why assets should be correlated 3. Monitoring and Maintenance Regular Review: Correlations can change, so review them regularly Alerts: Set up alerts for significant correlation changes Documentation: Keep notes on why certain assets are correlated and what might change that relationship 4. Integration with Other Analysis Fundamental Analysis: Combine correlation analysis with fundamental factors Technical Analysis: Use correlation analysis alongside technical indicators Market Context: Consider how market conditions might affect correlations Conclusion This Scientific Correlation Testing Framework provides a comprehensive tool for analyzing relationships between financial assets. By offering both Pearson and Spearman correlation methods, statistical significance testing, and rolling correlation analysis, it goes beyond simple correlation measures to provide deeper insights. For beginners, this script might seem complex, but it's built on fundamental statistical concepts that become clearer with use. Start with the default settings and focus on interpreting the main correlation lines and the statistics table. As you become more comfortable, you can adjust the parameters and explore more advanced applications. Remember that correlation analysis is just one tool in a trader's toolkit. It should be used in conjunction with other forms of analysis and with a clear understanding of its limitations. When used properly, it can provide valuable insights for portfolio construction, risk management, and pair trading strategy development.
Penunjuk Pine Script®
oleh kingshukghosh71
Enhanced MA Crossover Pro📝 Strategy Summary: Enhanced MA Crossover Pro This strategy is an advanced, highly configurable moving average (MA) crossover system designed for algorithmic trading. It uses the crossover of two customizable MAs (a "Fast" MA 1 and a "Slow" MA 2) as its core entry signal, but aggressively integrates multiple technical filters, time controls, and dynamic position management to create a robust and comprehensive trading system. 💡 Core Logic Entry Signal: A bullish crossover (MA1 > MA2) generates a Long signal, and a bearish crossover (MA1 < MA2) generates a Short signal. Users can opt to use MA crossovers from a Higher Timeframe (HTF) for the entry signal. Confirmation/Filters: The basic MA cross signal is filtered by several optional indicators (see Filters section below) to ensure trades align with a broader trend or momentum context. Position Management: Trades are managed with a sophisticated system of Stop Loss, Take Profit, Trailing Stops, and Breakeven stops that can be fixed, ATR-based, or dynamically adjusted. Risk Management: Daily limits are enforced for maximum profit/loss and maximum trades per day. ⚙️ Key Features and Customization 1. Moving Averages Primary MAs (MA1 & MA2): Highly configurable lengths (default 8 & 20) and types: EMA, WMA, SMA, or SMMA/RMA. Higher Timeframe (HTF) MAs: Optional MAs calculated on a user-defined resolution (e.g., "60" for 1-hour) for use as an entry signal or as a trend confirmation filter. 2. Multi-Filter System The entry signal can be filtered by the following optional conditions: SMA Filter: Price must be above a 200-period SMA for long trades, and below it for short trades. VWAP Filter: Price must be above VWAP for long trades, and below it for short trades. RSI Filter: Long trades are blocked if RSI is overbought (default 70); short trades are blocked if RSI is oversold (default 30). MACD Filter: Requires the MACD Line to be above the Signal Line for long trades (and vice versa for short trades). HTF Confirmation: Requires the HTF MA1 to be above HTF MA2 for long entries (and vice versa). 3. Dynamic Stop and Target Management (S/L & T/P) The strategy provides extensive control over exits: Stop Loss Methods: Fixed: Fixed tick amount. ATR: Based on a multiple of the Average True Range (ATR). Capped ATR: ATR stop limited by a maximum fixed tick amount. Exit on Close Cross MA: Position is closed if the price crosses back over the chosen MA (MA1 or MA2). Breakeven Stop: A stop can be moved to the entry price once a trigger distance (fixed ticks or Adaptive Breakeven based on ATR%) is reached. Trailing Stop: Can be fixed or ATR-based, with an optional feature to auto-tighten the trailing multiplier after the breakeven condition is met. Profit Target: Can be a fixed tick amount or a dynamic target based on an ATR multiplier. 4. Time and Session Control Trading Session: Trades are only taken between defined Start/End Hours and Minutes (e.g., 9:30 to 16:00). Forced Close: All open positions are closed near the end of the session (e.g., 15:45). Trading Days: Allows specific days of the week to be enabled or disabled for trading. 5. Risk and Position Limits Daily Profit/Loss Limits: The strategy tracks daily realized and unrealized PnL in ticks and will close all positions and block new entries if the user-defined maximum profit or maximum loss is hit. Max Trades Per Day: Limits the number of executed trades in a single day. 🎨 Outputs and Alerts Plots: Plots the MA1, MA2, SMA, VWAP, and HTF MAs (if enabled) on the chart. Shapes: Plots visual markers (BUY/SELL labels) on the bar where the MA crossover occurs. Trailing Stop: Plots the dynamic trailing stop level when a position is open. Alerts: Generates JSON-formatted alerts for entry ({"action":"buy", "price":...}) and exit ({"action":"exit", "position":"long", "price":...}).
Strategi Pine Script®
oleh mcward302
TLP Swing Chart V2// This source code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org // Sửa đổi trên code gốc của © meomeo105 // © meomeo105 //@version=5 indicator('TLP Swing Chart V2', shorttitle='TLP Swing V2', overlay=true, max_lines_count=500) //-----Input------- customTF = input.timeframe(defval="",title = "Show Other TimeFrame") showTLP = input.bool(false, 'Show TLP', inline = "TLP1") colorTLP = input.color(color.aqua, '', inline = "TLP1") showSTLP = input.bool(true, 'Show TLP Swing', inline = "Swing1") colorSTLP = input.color(color.aqua, '', inline = "Swing1") showLabel = input.bool(true, 'Show Label TimeFrame') lineSTLP = input.string(title="",options= ,defval="(─)", inline = "Swing1") lineStyleSTLP = lineSTLP == "(┈)" ? line.style_dotted : lineSTLP == "(╌)" ? line.style_dashed : line.style_solid //IOSB IOSB = "TLPInOutSideBarSetting" ISB = input(true,group =IOSB, title="showISB") colorISB = input.color(color.rgb(250, 171, 0), inline = "ISB") OSB = input(true,group =IOSB, title="showOSB") colorOSB = input.color(color.rgb(56, 219, 255), inline = "OSB") ZoneColor = input(defval = color.new(color.orange, 90),group =IOSB, title = "Background Color") BorderColor = input(defval = color.new(color.orange, 100),group =IOSB, title = "Border Color") ///////////////// var aCZ = array.new_float(0) float highest = high float lowest = low if (array.size(aCZ) > 0) highest := array.get(aCZ, 0) lowest := array.get(aCZ, 1) insideBarCondtion = low >= lowest and low <= highest and high >= lowest and high <= highest if ( insideBarCondtion == true ) array.push(aCZ, high ) array.push(aCZ, low ) if( array.size(aCZ) >= 2 and insideBarCondtion == false ) float maxCZ = array.max(aCZ) float minCZ = array.min(aCZ) box.new(bar_index - (array.size(aCZ) / 2) - 1, maxCZ, bar_index - 1, minCZ, bgcolor = ZoneColor, border_color = BorderColor) array.clear(aCZ) //////////////////////////Global////////////////////////// var arrayLineTemp = array.new_line() // Funtion f_resInMinutes() => _resInMinutes = timeframe.multiplier * ( timeframe.isseconds ? 1. / 60. : timeframe.isminutes ? 1. : timeframe.isdaily ? 1440. : timeframe.isweekly ? 10080. : timeframe.ismonthly ? 43800. : na) // Converts a resolution expressed in minutes into a string usable by "security()" f_resFromMinutes(_minutes) => _minutes < 1 ? str.tostring(math.round(_minutes*60)) + "S" : _minutes < 60 ? str.tostring(math.round(_minutes)) + "m" : _minutes < 1440 ? str.tostring(math.round(_minutes/60)) + "H" : _minutes < 10080 ? str.tostring(math.round(math.min(_minutes / 1440, 7))) + "D" : _minutes < 43800 ? str.tostring(math.round(math.min(_minutes / 10080, 4))) + "W" : str.tostring(math.round(math.min(_minutes / 43800, 12))) + "M" f_tfRes(_res,_exp) => request.security(syminfo.tickerid,_res,_exp,lookahead=barmerge.lookahead_on) var label labelError = label.new(bar_index, high, text = "", color = #00000000, textcolor = color.white,textalign = text.align_left) sendError(_mmessage) => label.set_xy(labelError, bar_index + 3, close ) label.set_text(labelError, _mmessage) var arrayLineChoCh = array.new_line() var label labelTF = label.new(time, close, text = "",color = color.new(showSTLP ? colorSTLP : colorTLP,95), textcolor = showSTLP ? colorSTLP : colorTLP,xloc = xloc.bar_time, textalign = text.align_left) //////////////////////////TLP////////////////////////// var arrayXTLP = array.new_int(5,time) var arrayYTLP = array.new_float(5,close) var arrayLineTLP = array.new_line() int drawLineTLP = 0 _high = high _low = low _close = close _open = open if(customTF != timeframe.period) _high := f_tfRes(customTF,high) _low := f_tfRes(customTF,low) _close := f_tfRes(customTF,close) _open := f_tfRes(customTF,open) highPrev = _high lowPrev = _low // drawLineTLP => 2:Tiếp tục 1:Đảo chiều; // Outsidebar 2:Tiếp tục 3:Tiếp tục và Đảo chiều 4 : Đảo chiều 2 lần drawLineTLP := 0 if(_high > highPrev and _low > lowPrev ) if(array.get(arrayYTLP,0) > array.get(arrayYTLP,1)) if(_high <= high) array.set(arrayXTLP, 0, time) array.set(arrayYTLP, 0, _high ) drawLineTLP := 2 else array.unshift(arrayXTLP,time) array.unshift(arrayYTLP,_high ) drawLineTLP := 1 else if(_high < highPrev and _low < lowPrev ) if(array.get(arrayYTLP,0) > array.get(arrayYTLP,1)) array.unshift(arrayXTLP,time) array.unshift(arrayYTLP,_low ) drawLineTLP := 1 else if(_low >= low) array.set(arrayXTLP, 0, time) array.set(arrayYTLP, 0, _low ) drawLineTLP := 2 else if(_high >= highPrev and _low < lowPrev or _high > highPrev and _low <= lowPrev ) if(array.get(arrayYTLP,0) > array.get(arrayYTLP,1)) if(_high >= array.get(arrayYTLP,0) and array.get(arrayYTLP,1) < _low ) if(_high <= high) array.set(arrayXTLP, 0, time) array.set(arrayYTLP, 0, _high ) drawLineTLP := 2 else if(_high >= array.get(arrayYTLP,0) and array.get(arrayYTLP,1) > _low ) if(_close < _open) if(_high <= high) array.set(arrayXTLP, 0, time) array.set(arrayYTLP, 0, _high ) array.unshift(arrayXTLP,time) array.unshift(arrayYTLP,_low ) drawLineTLP := 3 else array.unshift(arrayXTLP,time) array.unshift(arrayYTLP,_low ) array.unshift(arrayXTLP,time) array.unshift(arrayYTLP,_high ) drawLineTLP := 4 else if(array.get(arrayYTLP,0) < array.get(arrayYTLP,1)) if(_low <= array.get(arrayYTLP,0) and _high < array.get(arrayYTLP,1)) if(_low >= low) array.set(arrayXTLP, 0, time) array.set(arrayYTLP, 0, _low ) drawLineTLP := 2 else if(_low <= array.get(arrayYTLP,0) and _high > array.get(arrayYTLP,1)) if(_close > _open) if(_low >= low) array.set(arrayXTLP, 0, time) array.set(arrayYTLP, 0, _low ) array.unshift(arrayXTLP,time) array.unshift(arrayYTLP,_high ) drawLineTLP := 3 else array.unshift(arrayXTLP,time) array.unshift(arrayYTLP,_high ) array.unshift(arrayXTLP,time) array.unshift(arrayYTLP,_low ) drawLineTLP := 4 else if((_high <= highPrev and _low >= lowPrev )) highPrev := highPrev lowPrev := lowPrev if(f_resInMinutes() < f_tfRes(customTF,f_resInMinutes()) and drawLineTLP == 0) if(array.get(arrayYTLP,0) > array.get(arrayYTLP,1)) if(array.get(arrayYTLP,0) <= high) array.set(arrayXTLP, 0, time) drawLineTLP := 2 else if(array.get(arrayYTLP,0) >= low) array.set(arrayXTLP, 0, time) drawLineTLP := 2 if((showSTLP or showTLP) and f_resInMinutes() <= f_tfRes(customTF,f_resInMinutes())) if(drawLineTLP == 2) if(array.size(arrayLineTLP) >0) line.set_xy2(array.get(arrayLineTLP,0),array.get(arrayXTLP,0),array.get(arrayYTLP,0)) else array.unshift(arrayLineTLP,line.new(array.get(arrayXTLP,1),array.get(arrayYTLP,1),array.get(arrayXTLP,0),array.get(arrayYTLP,0), color = colorTLP,xloc = xloc.bar_time, style = lineStyleSTLP)) else if(drawLineTLP == 1) array.unshift(arrayLineTLP,line.new(array.get(arrayXTLP,1),array.get(arrayYTLP,1),array.get(arrayXTLP,0),array.get(arrayYTLP,0), color = colorTLP,xloc = xloc.bar_time, style = lineStyleSTLP)) else if(drawLineTLP == 3) if(array.size(arrayLineTLP) >0) line.set_xy2(array.get(arrayLineTLP,0),array.get(arrayXTLP,1),array.get(arrayYTLP,1)) else array.unshift(arrayLineTLP,line.new(array.get(arrayXTLP,2),array.get(arrayYTLP,2),array.get(arrayXTLP,1),array.get(arrayYTLP,1), color = colorTLP,xloc = xloc.bar_time, style = lineStyleSTLP)) array.unshift(arrayLineTLP,line.new(array.get(arrayXTLP,1),array.get(arrayYTLP,1),array.get(arrayXTLP,0),array.get(arrayYTLP,0), color = colorTLP,xloc = xloc.bar_time, style = lineStyleSTLP)) else if(drawLineTLP == 4) array.unshift(arrayLineTLP,line.new(array.get(arrayXTLP,2),array.get(arrayYTLP,2),array.get(arrayXTLP,1),array.get(arrayYTLP,1), color = colorTLP,xloc = xloc.bar_time, style = lineStyleSTLP)) array.unshift(arrayLineTLP,line.new(array.get(arrayXTLP,1),array.get(arrayYTLP,1),array.get(arrayXTLP,0),array.get(arrayYTLP,0), color = colorTLP,xloc = xloc.bar_time, style = lineStyleSTLP)) //////////////////////////Swing TLP////////////////////////// var arrayXSTLP = array.new_int(5,time) var arrayYSTLP = array.new_float(5,close) var arrayLineSTLP = array.new_line() int drawLineSTLP = 0 int drawLineSTLP1 = 0 if(showSTLP) if(math.max(array.get(arrayYSTLP,0),array.get(arrayYSTLP,1)) < math.min(array.get(arrayYTLP,0),array.get(arrayYTLP,1)) or math.min(array.get(arrayYSTLP,0),array.get(arrayYSTLP,1)) > math.max(array.get(arrayYTLP,0),array.get(arrayYTLP,1))) //Khởi tạo bắt đầu drawLineSTLP1 := 5 array.set(arrayXSTLP, 0, array.get(arrayXTLP,1)) array.set(arrayYSTLP, 0, array.get(arrayYTLP,1)) array.unshift(arrayXSTLP,array.get(arrayXTLP,0)) array.unshift(arrayYSTLP,array.get(arrayYTLP,0)) // drawLineSTLP kiểm tra điểm 1 => 13:Tiếp tục có sóng hồi // 12|19(reDraw):Tiếp tục không có sóng hồi // 14:Đảo chiều if(array.get(arrayXTLP,0) == array.get(arrayXTLP,1)) if(array.get(arrayXSTLP,0) >= array.get(arrayXTLP,2) and array.get(arrayYSTLP,0) != array.get(arrayYTLP,1) and ((array.get(arrayYTLP,1) > array.get(arrayYTLP,2) and array.get(arrayYSTLP,0) > array.get(arrayYSTLP,1)) or (array.get(arrayYTLP,1) < array.get(arrayYTLP,2) and array.get(arrayYSTLP,0) < array.get(arrayYSTLP,1)))) drawLineSTLP1 := 12 array.set(arrayXSTLP, 0, array.get(arrayXTLP,1)) array.set(arrayYSTLP, 0, array.get(arrayYTLP,1)) else if(array.get(arrayXSTLP,0) <= array.get(arrayXTLP,2)) if((array.get(arrayYSTLP,0) > array.get(arrayYSTLP,1) and array.get(arrayYTLP,1) < array.get(arrayYSTLP,1)) or (array.get(arrayYSTLP,0) < array.get(arrayYSTLP,1) and array.get(arrayYTLP,1) > array.get(arrayYSTLP,1))) drawLineSTLP1 := 14 array.unshift(arrayXSTLP,array.get(arrayXTLP,1)) array.unshift(arrayYSTLP,array.get(arrayYTLP,1)) else if((array.get(arrayYSTLP,0) > array.get(arrayYSTLP,1) and array.get(arrayYTLP,1) > array.get(arrayYSTLP,0)) or (array.get(arrayYSTLP,0) < array.get(arrayYSTLP,1) and array.get(arrayYTLP,1) < array.get(arrayYSTLP,0))) drawLineSTLP1 := 13 _max = math.min(array.get(arrayYSTLP,0),array.get(arrayYSTLP,1)) _min = math.max(array.get(arrayYSTLP,0),array.get(arrayYSTLP,1)) _max_idx = 0 _min_idx = 0 for i = 2 to array.size(arrayXTLP) if(array.get(arrayXSTLP,0) >= array.get(arrayXTLP,i)) break if(_min > array.get(arrayYTLP,i)) _min := array.get(arrayYTLP,i) _min_idx := array.get(arrayXTLP,i) if(_max < array.get(arrayYTLP,i)) _max := array.get(arrayYTLP,i) _max_idx := array.get(arrayXTLP,i) if(array.get(arrayYSTLP,0) > array.get(arrayYSTLP,1)) array.unshift(arrayXSTLP,_min_idx) array.unshift(arrayYSTLP,_min) else if(array.get(arrayYSTLP,0) < array.get(arrayYSTLP,1)) array.unshift(arrayXSTLP,_max_idx) array.unshift(arrayYSTLP,_max) array.unshift(arrayXSTLP,array.get(arrayXTLP,1)) array.unshift(arrayYSTLP,array.get(arrayYTLP,1)) if(f_resInMinutes() < f_tfRes(customTF,f_resInMinutes())) if(array.get(arrayYSTLP,0) == array.get(arrayYTLP,1) and array.get(arrayXSTLP,0) != array.get(arrayXTLP,1)) array.set(arrayXSTLP, 0, array.get(arrayXTLP,1)) drawLineSTLP1 := 19 if(f_resInMinutes() <= f_tfRes(customTF,f_resInMinutes())) if(drawLineSTLP1 == 12 or drawLineSTLP1 == 19) if(array.size(arrayLineSTLP) >0) line.set_xy2(array.get(arrayLineSTLP,0),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0)) else array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,1),array.get(arrayYSTLP,1),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0), color = colorSTLP,xloc = xloc.bar_time)) else if(drawLineSTLP1 == 14) array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,1),array.get(arrayYSTLP,1),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0), color = colorSTLP,xloc = xloc.bar_time)) else if(drawLineSTLP1 == 13) array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,2),array.get(arrayYSTLP,2),array.get(arrayXSTLP,1),array.get(arrayYSTLP,1), color = colorSTLP,xloc = xloc.bar_time)) array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,1),array.get(arrayYSTLP,1),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0), color = colorSTLP,xloc = xloc.bar_time)) else if(drawLineSTLP1 == 15) if(array.size(arrayLineSTLP) >0) line.set_xy2(array.get(arrayLineSTLP,0),array.get(arrayXSTLP,1),array.get(arrayYSTLP,1)) else array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,2),array.get(arrayYSTLP,2),array.get(arrayXSTLP,1),array.get(arrayYSTLP,1), color = colorSTLP,xloc = xloc.bar_time)) array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,1),array.get(arrayYSTLP,1),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0), color = colorSTLP,xloc = xloc.bar_time)) // drawLineSTLP kiểm tra điểm 0 => 3:Tiếp tục có sóng hồi // 2|9(reDraw):Tiếp tục không có sóng hồi // 4:Đảo chiều if(array.get(arrayXSTLP,0) >= array.get(arrayXTLP,1) and array.get(arrayYSTLP,0) != array.get(arrayYTLP,0) and ((array.get(arrayYTLP,0) > array.get(arrayYTLP,1) and array.get(arrayYSTLP,0) > array.get(arrayYSTLP,1)) or (array.get(arrayYTLP,0) < array.get(arrayYTLP,1) and array.get(arrayYSTLP,0) < array.get(arrayYSTLP,1)))) drawLineSTLP := 2 array.set(arrayXSTLP, 0, array.get(arrayXTLP,0)) array.set(arrayYSTLP, 0, array.get(arrayYTLP,0)) else if(array.get(arrayXSTLP,0) <= array.get(arrayXTLP,1)) if((array.get(arrayYSTLP,0) > array.get(arrayYSTLP,1) and array.get(arrayYTLP,0) < array.get(arrayYSTLP,1)) or (array.get(arrayYSTLP,0) < array.get(arrayYSTLP,1) and array.get(arrayYTLP,0) > array.get(arrayYSTLP,1))) drawLineSTLP := 4 array.unshift(arrayXSTLP,array.get(arrayXTLP,0)) array.unshift(arrayYSTLP,array.get(arrayYTLP,0)) else if((array.get(arrayYSTLP,0) > array.get(arrayYSTLP,1) and array.get(arrayYTLP,0) > array.get(arrayYSTLP,0)) or (array.get(arrayYSTLP,0) < array.get(arrayYSTLP,1) and array.get(arrayYTLP,0) < array.get(arrayYSTLP,0))) drawLineSTLP := 3 _max = math.min(array.get(arrayYSTLP,0),array.get(arrayYSTLP,1)) _min = math.max(array.get(arrayYSTLP,0),array.get(arrayYSTLP,1)) _max_idx = 0 _min_idx = 0 for i = 1 to array.size(arrayXTLP) if(array.get(arrayXSTLP,0) >= array.get(arrayXTLP,i)) break if(_min > array.get(arrayYTLP,i)) _min := array.get(arrayYTLP,i) _min_idx := array.get(arrayXTLP,i) if(_max < array.get(arrayYTLP,i)) _max := array.get(arrayYTLP,i) _max_idx := array.get(arrayXTLP,i) if(array.get(arrayYSTLP,0) > array.get(arrayYSTLP,1)) array.unshift(arrayXSTLP,_min_idx) array.unshift(arrayYSTLP,_min) else if(array.get(arrayYSTLP,0) < array.get(arrayYSTLP,1)) array.unshift(arrayXSTLP,_max_idx) array.unshift(arrayYSTLP,_max) array.unshift(arrayXSTLP,array.get(arrayXTLP,0)) array.unshift(arrayYSTLP,array.get(arrayYTLP,0)) if(f_resInMinutes() < f_tfRes(customTF,f_resInMinutes())) if(array.get(arrayYSTLP,0) == array.get(arrayYTLP,0) and array.get(arrayXSTLP,0) != array.get(arrayXTLP,0)) array.set(arrayXSTLP, 0, array.get(arrayXTLP,0)) drawLineSTLP := 9 if(f_resInMinutes() <= f_tfRes(customTF,f_resInMinutes())) if(drawLineSTLP == 2 or drawLineSTLP == 9) if(array.size(arrayLineSTLP) >0) line.set_xy2(array.get(arrayLineSTLP,0),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0)) else array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,1),array.get(arrayYSTLP,1),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0), color = colorSTLP,xloc = xloc.bar_time)) else if(drawLineSTLP == 4) array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,1),array.get(arrayYSTLP,1),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0), color = colorSTLP,xloc = xloc.bar_time)) else if(drawLineSTLP == 3) array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,2),array.get(arrayYSTLP,2),array.get(arrayXSTLP,1),array.get(arrayYSTLP,1), color = colorSTLP,xloc = xloc.bar_time)) array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,1),array.get(arrayYSTLP,1),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0), color = colorSTLP,xloc = xloc.bar_time)) else if(drawLineSTLP == 5) if(array.size(arrayLineSTLP) >0) line.set_xy2(array.get(arrayLineSTLP,0),array.get(arrayXSTLP,1),array.get(arrayYSTLP,1)) else array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,2),array.get(arrayYSTLP,2),array.get(arrayXSTLP,1),array.get(arrayYSTLP,1), color = colorSTLP,xloc = xloc.bar_time)) array.unshift(arrayLineSTLP,line.new(array.get(arrayXSTLP,1),array.get(arrayYSTLP,1),array.get(arrayXSTLP,0),array.get(arrayYSTLP,0), color = colorSTLP,xloc = xloc.bar_time)) ///////////////////////Other////////////////////////////////// if(f_resInMinutes() <= f_tfRes(customTF,f_resInMinutes())) if(showSTLP) if(showLabel and (barstate.islast or barstate.islastconfirmedhistory)) texLabel = f_resInMinutes() == f_tfRes(customTF,f_resInMinutes()) ? f_resFromMinutes(f_resInMinutes()) : f_resFromMinutes(f_tfRes(customTF,f_resInMinutes())) label.set_xy(labelTF,array.get(arrayXSTLP,0),array.get(arrayYSTLP,0)) label.set_text(labelTF,texLabel) label.set_style(labelTF,array.get(arrayYSTLP,0) < array.get(arrayYSTLP,1) ? label.style_label_upper_right : label.style_label_lower_right) if(not showTLP) arrayLineTemp := array.copy(arrayLineTLP) for itemArray in arrayLineTemp if(line.get_x1(itemArray) < array.get(arrayXSTLP,0)) line.delete(itemArray) array.remove(arrayLineTLP,array.indexof(arrayLineTLP, itemArray)) //Inside Bars - Outside Bars insideBar() => ISB and high <= high and low >= low ? 1 : 0 outsideBar() => OSB and (high > high and low < low ) ? 1 : 0 //Inside and Outside Bars barcolor(insideBar() ? color.new(colorISB,0) : na ) barcolor(outsideBar() ? color.new(colorOSB,0) : na )
Penunjuk Pine Script®
oleh waersmdurgadgfk
BB Simple B-Xtrender Long### Overview I currently us this on a 1 week timeframe to spot trend shifts in the market. It focuses exclusively on long positions (buying assets expecting price increases) and does not overlay on the main price chart—instead, it appears in a separate pane. The strategy allocates the full available equity to each trade and accounts for commissions as a percentage. It uses a custom indicator called the "B-Xtrender" to generate entry and exit signals for long trades, based on momentum-like calculations involving exponential moving averages (EMAs) and the relative strength index (RSI). The indicator is computed on a user-specified timeframe, and the strategy includes alert conditions for key events. ### Inputs Section The script begins with user-configurable inputs that allow customization without editing the code directly. These include: - Three integer values for short-term lengths: The first (default 5) and second (default 20) are used in EMA calculations to create a difference that forms the basis of the indicator. The third (default 15) sets the length for the RSI applied to that difference. - A timeframe input (default "30" for 30 minutes) that determines the resolution for fetching data used in the indicator. - A float value for the exit level (default 5, with a minimum of 0 and step of 0.1), which acts as a threshold for one of the exit conditions—specifically, when the indicator crosses below this level. These inputs make the strategy adaptable to different assets or timeframes by adjusting the sensitivity of the indicator and exit rules. ### Indicator Section The core of the script is the calculation of the "ShortTermXtrender" indicator. It fetches data from the specified timeframe using the asset's ticker symbol and computes an RSI on the difference between two EMAs of the closing prices (using the first and second short lengths), then subtracts 50 to center it around zero. This results in an oscillator that highlights short-term momentum shifts. The histogram is colored dynamically: - Green shades for positive values: Brighter green if the current value is higher than the previous (indicating strengthening upward momentum), and darker green otherwise. - Red shades for negative or zero values: Brighter red if the current value is higher than the previous (less negative, but still downward), and darker red if it's decreasing further. The indicator is plotted as columns for visual clarity, titled "B-Xtrender TF1" (referring to the first timeframe). A dashed gray horizontal line at zero serves as a centerline to easily distinguish positive (bullish) from negative (bearish) territories. ### Conditions Section This part defines the logic for entering and exiting long trades, broken into entry and exit rules. For long entries: - One condition checks if the indicator is increasing (current value greater than the previous). - Another optional condition detects a crossover above zero while also increasing, which can be removed if not desired. - The final entry signal combines these: It triggers on either the crossover (if included) or the increasing value, promoting entries during upward momentum. For long exits: - A "red" state is defined as the indicator being at or below zero. - A decreasing trend over two bars is checked by comparing the current to the previous, and the previous to the one before that. - One exit triggers on this red state combined with the two-bar decrease. - Another exit occurs when the indicator crosses below the user-defined exit level. - The overall exit combines these two, ensuring positions close on weakening momentum or threshold breaches, but only if a long position is active. ### Strategy Execution Section Here, the script applies the conditions to actual trading actions: - On a long entry signal, it enters a long position labeled "Long," using the full strategy parameters for sizing and direction. - On a long exit signal (and only if holding a positive position size), it closes the "Long" position. The comment for the close order specifies the reason: either crossing below the exit level (including the level value) or due to the red histogram with a two-bar decline. This setup ensures automated trade management based solely on the indicator's behavior. ### Alerts Section The script sets up three alert conditions that can notify users via TradingView's alert system: - One for the crossover-based long entry, with a message indicating the indicator crossed above zero and is rising, signaling a long opportunity. - Another for the increasing-value long entry, noting the indicator's rise on the specified timeframe as a long signal. - A third for the red histogram with two-bar decline exit, warning of the condition to exit a long position. These alerts are independent of the strategy execution and can be used for manual trading or monitoring even if the automated strategy isn't running.
Strategi Pine Script®
oleh QuantVault
Candle Breakout StrategyShort description (one-liner) Candle Breakout Strategy — identifies a user-specified candle (UTC time), draws its high/low range, then enters on breakouts with configurable stop-loss, take-profit (via Risk:Reward) and optional alerts. Full description (ready-to-paste) Candle Breakout Strategy Version 1.0 — Strategy script (Pine v5) Overview The Candle Breakout Strategy automatically captures a single "range candle" at a user-specified UTC time, draws its high/low as a visible box and dashed level lines, and waits for a breakout. When price closes above the range high it enters a Long; when price closes below the range low it enters a Short. Stop-loss is placed at the opposite range boundary and take-profit is calculated with a user-configurable Risk:Reward multiplier. Alerts for entries can be enabled. This strategy is intended for breakout style trading where a clearly defined intraday range is established at a fixed time. It is simple, transparent and easy to adapt to multiple symbols and timeframes. How it works (step-by-step) On every bar the script checks the current UTC time. When the first bar that matches the configured Target Hour:Target Minute (UTC) appears, the script records that candle’s high and low. This defines the breakout range. A box and dashed lines are drawn on the chart to display the range and extended to the right while the range is active. The script then waits for price to close outside the box: Close > Range High → Long entry Close < Range Low → Short entry When an entry triggers: Stop-loss = opposite range boundary (range low for longs, range high for shorts). Take-profit = entry ± (risk × Risk:Reward). Risk is computed as the distance between entry price and stop-loss. After entry the range becomes inactive (waitingForBreakout = false) until the next configured target time. Inputs / Parameters Target Hour (UTC) — the hour (0–23) in UTC when the range candle is detected. Target Minute — minute (0–59) of the target candle. Risk:Reward Ratio — multiplier for computing take profit from risk (0.5–10). Example: 2 means TP = entry + 2×risk. Enable Alerts — turn on/off entry alerts (string message sent once per bar when an entry occurs). Show Last Box Only (internal behavior) — when enabled the previous box is deleted at the next range creation so only the most recent range is visible (default behavior in the script). Visuals & On-chart Info A semi-transparent blue box shows the recorded range and extends to the right while active. Dashed horizontal lines mark the range high and low. On-chart shapes: green triangle below bar for Long signals, red triangle above bar for Short signals. An information table (top-right) displays: Target Time (UTC) Active Range (Yes / No) Range High Range Low Risk:Reward Alerts If Enable Alerts is on, the script sends an alert with the following formats when an entry occurs: Long alert: 🟢 LONG SIGNAL Entry Price: Stop Loss: Take Profit: Short alert: 🔴 SHORT SIGNAL Entry Price: Stop Loss: Take Profit: Use TradingView's alert dialog to create alerts based on the script — select the script’s alert condition or use the alert() messages. Recommended usage & tips Timeframe: This strategy works on any timeframe but the definition of "candle at target time" depends on the chart timeframe. For intraday breakout styles, use 1m — 60m charts depending on the session you want to capture. Target Time: Choose a time that is meaningful for the instrument (e.g., market open, economic release, session overlap). All times are handled in UTC. Position Sizing: The script’s example uses strategy.percent_of_equity with 100% default — change default_qty_value or strategy settings to suit your risk management. Filtering: Consider combining this breakout with trend filters (EMA, ADX, etc.) to reduce false breakouts. Backtesting: Always backtest over a sufficiently large and recent sample. Pay attention to slippage and commission settings in TradingView’s strategy tester. Known behavior & limitations The script registers the breakout on close outside the recorded range. If you prefer intrabar breakout rules (e.g., high/low breach without close), you must adjust the condition accordingly. The recorded range is taken from a single candle at the exact configured UTC time. If there are missing bars or the chart timeframe doesn't align, the intended candle may differ — choose the target time and chart timeframe consistently. Only a single active position is allowed at a time (the script checks strategy.position_size == 0 before entries). Example setups EURUSD (Forex): Target Time 07:00 UTC — captures London open range. Nifty / Index: Target Time 09:15 UTC — captures local session open range. Crypto: Target Time 00:00 UTC — captures daily reset candle for breakout. Risk disclaimer This script is educational and provided as-is. Past performance is not indicative of future results. Use proper risk management, test on historical data, and consider slippage and commissions. Do not trade real capital without sufficient testing. Change log v1.0 — Initial release: range capture, box and level drawing, long/short entry by close breakout, SL at opposite boundary, TP via Risk:Reward, alerts, info table. If you want, I can also: Provide a short README version (2–3 lines) for the TradingView “Short description” field. Add a couple of suggested alert templates for the TradingView alert dialog (if you want alerts that include variable placeholders). Convert the disclaimer into multiple language versions.
Strategi Pine Script®
oleh hashem-trader