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Standardized Leveraged ETF Fund of FlowsThis indicator tracks and standardizes the 3-month fund flows of major leveraged ETFs across different asset classes, including equities, gold, and bonds. The fund flows are summed over a 3-month period (63 trading days) and then standardized using a 500-day rolling mean and standard deviation. The resulting normalized fund flow values are plotted in three distinct colors: Blue for Equities Fund Flows Yellow for Gold Fund Flows Green for Bond Fund Flows
Penunjuk Pine Script®
oleh valentin_au
CE - 42MACRO Fixed Income and Macro This is Part 2 of 2 from the 42MACRO Recreation Series However, there will be a bonus Indicator coming soon! The CE - 42MACRO Fixed Income and Macro Table is a next level Macroeconomic and market analysis indicator. It aims to provide a probabilistic insight into the market realized GRID Macro regimes, track a multiplex of important Assets, Indices, Bonds and ETF's to derive extra market insights by showing the most important aggregates and their performance over multiple timeframes... and what that might mean for the whole market direction. For traders and especially investors, the unique functionalities will be of high value. Quick guide on how to use it: docs.google.com WARNING By the nature of the macro regimes, the outcomes are more accurate over longer Chart Timeframes (Week to Months). However, it is also a valuable tool to form an advanced, market realized, short to medium term bias. NOTE This Indicator is intended to be used alongside the 1nd part "CE - 42MACRO Equity Factor" for a more wholistic approach and higher accuracy. Methodology: The Equity Factor Table tracks specifically chosen Assets to identify their performance and add the combined performances together to visualize 42MACRO's GRID Equity Model. For this it uses the below Assets: Convertibles ( AMEX:CWB ) Leveraged Loans ( AMEX:BKLN ) High Yield Credit ( AMEX:HYG ) Preferreds ( NASDAQ:PFF ) Emerging Market US$ Bonds ( NASDAQ:EMB ) Long Bond ( NASDAQ:TLT ) 5-10yr Treasurys ( NASDAQ:IEF ) 5-10yr TIPS ( AMEX:TIP ) 0-5yr TIPS ( AMEX:STIP ) EM Local Currency Bonds ( AMEX:EMLC ) BDCs ( AMEX:BIZD ) Barclays Agg ( AMEX:AGG ) Investment Grade Credit ( AMEX:LQD ) MBS ( NASDAQ:MBB ) 1-3yr Treasurys ( NASDAQ:SHY ) Bitcoin ( AMEX:BITO ) Industrial Metals ( AMEX:DBB ) Commodities ( AMEX:DBC ) Gold ( AMEX:GLD ) Equity Volatility ( AMEX:VIXM ) Interest Rate Volatility ( AMEX:PFIX ) Energy ( AMEX:USO ) Precious Metals ( AMEX:DBP ) Agriculture ( AMEX:DBA ) US Dollar ( AMEX:UUP ) Inverse US Dollar ( AMEX:UDN ) Functionalities: Fixed Income and Macro Table Shows relative market Asset performance Comes with different Calculation options like RoC, Sharpe ratio, Sortino ratio, Omega ratio and Normalization Allows for advanced market (health) performance Provides the calculated, realized GRID market regimes Informs about "Risk ON" and "Risk OFF" market states Visuals - for your best experience only use one (+ BarColoring) at a time: You can visualize all important metrics: - GRID regimes of the currently chosen calculation type - Risk On/Risk Off with background colouring and additional +1/-1 values - a smoother GRID model - a smoother Risk On/ Risk Off metric - Barcoloring for enabled metric of the above If you have more suggestions, please write me Fixed Income and Macro: The visualisation of the relative performance of the different assets provides valuable information about the current market environment and the actual market performance. It furthermore makes it possible to obtain a deeper understanding of how the interconnected market works and makes it simple to identify the actual market direction, thus also providing all the information to derive overall market health, market strength or weakness. Utility: The Fixed Income and Macro Table is divided in 4 Columns which are the GRID regimes: Economic Growth: Goldilocks Reflation Economic Contraction: Inflation Deflation Top 5 Fixed Income/ Macro Factors: Are the values green for a specific Column? If so then the market reflects the corresponding GRID behavior. Bottom 5 Fixed Income/ Macro Factors: Are the values red for a specific Column? If so then the market reflects the corresponding GRID behavior. So if we have Goldilocks as current regime we would see green values in the Top 5 Goldilocks Cells and red values in the Bottom 5 Goldilocks Cells. You will find that Reflation will look similar, as it is also a sign of Economic Growth. Same is the case for the two Contraction regimes. ****** This Indicator again is based to a majority on 42MACRO's models. I only brought them into TV and added things on top of it. If you have questions or need a more in-depth guide DM me. GM
Penunjuk Pine Script®
oleh Celestial-Eye
4
SMC IndicatorTitle: Smart Money Concepts Market Structure Description: This is a technical analysis tool designed to map Market Structure using Smart Money Concepts (SMC) logic. Unlike standard ZigZag indicators that often clutter the chart with repainting lines, this script focuses on delivering a clean, objective view of Trend Structure (Highs/Lows) and Structural Breaks. The Problem It Solves: Traders often struggle to identify the valid "Swing High" or "Swing Low" in real-time. This indicator automates that process using a non-repainting detection engine, helping traders objectively spot Trend Continuations (BoS) and Potential Reversals (CHoCH). How It Works: 1. Pivot Detection (The ZigZag Engine): The script identifies Swing Points based on a user-defined Depth and Deviation %. High (H): A peak is confirmed when price retraces by the deviation percentage. Low (L): A trough is confirmed when price rallies by the deviation percentage. Ghost Line: A dotted line connects the last confirmed pivot to the current live price, allowing you to visualize the developing structure before it locks in. 2. Structure Mapping: Once pivots are confirmed, the script analyzes price action relative to those points: BoS (Break of Structure): Trend Continuation. Triggered when price breaks a confirmed pivot in the direction of the trend (e.g., breaking a Higher High in an uptrend). CHoCH (Change of Character): Trend Reversal. Triggered when price breaks a major pivot in the opposite direction (e.g., breaking a Higher Low in an uptrend). Visual Features: Minimalist Design: Uses floating text labels (no background boxes) to keep price action visible. Color Coded: Blue/Maroon for Continuation (BoS), Aqua/Orange for Reversal (CHoCH). Settings Guide: ZigZag Deviation %: Set this to 5.0 for Higher Timeframes (Daily/4H) or lower it to 0.2 - 0.5 for Intraday Scalping (1m/5m). Ghost Line: Toggle on/off to see the real-time projection. Alerts: Full alert support included for Bullish/Bearish BoS and CHoCH signals. Credits: Logic based on standard Price Action and Market Structure theory.
Penunjuk Pine Script®
oleh tonngnh3
Squeeze Momentum OscillatorTitle: Squeeze Momentum Oscillator Description: This indicator is a panel-based oscillator designed to visualize the relationship between market volatility and momentum. Based on the classic TTM Squeeze concept, it helps traders identify periods of consolidation ("The Squeeze") and the subsequent release of energy ("The Breakout"). Originality & Enhancements: Standard squeeze oscillators only show when a squeeze fires (turning from red to green). This enhanced version adds a specific Breakout Validation layer. It changes the center-line dot color to Fuchsia or Blue only if the squeeze release is confirmed by the slope of the 20-period Moving Average, filtering out weak or false fires. How It Works: 1. The Center Line (Volatility State): The dots along the zero line tell you the current volatility condition: 🔴 Red Dot: Squeeze ON. Bollinger Bands are inside Keltner Channels. Volatility is compressed. The market is charging up. 🟣 Fuchsia Dot: Bullish Breakout. The squeeze has fired upward, and the underlying trend (20 SMA slope) is positive. 🔵 Blue Dot: Bearish Breakout. The squeeze has fired downward, and the underlying trend (20 SMA slope) is negative. 🟢 Green Dot: Squeeze OFF. Normal volatility conditions. 2. The Histogram (Momentum): The bars indicate the strength and direction of the price movement using Linear Regression logic: Cyan/Green: Bullish momentum. (Darker = weakening). Red/Maroon: Bearish momentum. (Darker = weakening). Visual Guide: Setup: Wait for a series of Red Dots. Trigger: Look for the first Fuchsia (Bullish) or Blue (Bearish) dot accompanied by an expanding Histogram in the same direction. Settings: Feature Toggle: You can turn the "Breakout Colors" (Fuchsia/Blue) on or off if you prefer the classic look. Sensitivity: Fully customizable lengths and multipliers for Bollinger Bands and Keltner Channels. Credits: Based on the foundational TTM Squeeze oscillator logic. Linear regression momentum calculation adapted from standard open-source methods. Breakout validation logic added for enhanced reliability.
Penunjuk Pine Script®
oleh tonngnh3
Ultimate Squeeze & BreakoutTitle: Ultimate Squeeze & Breakout Description: This indicator is a volatility analysis tool designed to identify periods of market compression ("The Squeeze") and validate subsequent breakouts using momentum logic. It builds upon the classic relation between Bollinger Bands and Keltner Channels but adds a directional filter to reduce false signals. The Problem It Solves: Standard squeeze indicators often signal a breakout the moment price exits the bands, even if the underlying trend is weak or flat. This can lead to entering "wicks" or fakeouts. This script solves this by requiring the Basis Line Slope to align with the breakout direction before generating a signal. How It Works: 1. Compression (The Setup) The script monitors the relationship between Bollinger Bands (Standard Deviation) and Keltner Channels (ATR). Red Cloud: When the Bollinger Bands contract completely inside the Keltner Channels, it indicates a critical drop in volatility. The market is coiling and storing energy. 2. The Momentum Filter (The Validation) Unlike basic squeeze indicators, a breakout is not signaled solely by price closing outside the bands. Logic: The script calculates the slope of the 20-period Basis Line (Simple Moving Average). Bullish Validation: Price > Upper Band AND Basis Line is sloping UP. Bearish Validation: Price < Lower Band AND Basis Line is sloping DOWN. Visual Guide: 🟥 Red Cloud: Squeeze ON. Volatility is compressed. Do not trade; wait for expansion. 🟣 Fuchsia Cloud: Bullish Breakout (Price released upward + Positive Momentum). 🔵 Blue Cloud: Bearish Breakout (Price released downward + Negative Momentum). ⬜ Gray/Green Cloud: Standard Trending phase (Volatility is normal). Features: Precision Inputs: Multipliers for Standard Deviation and ATR can be adjusted in 0.01 increments for fine-tuning sensitivity. Visual Toggles: Option to color the neutral trending cloud Green or Gray based on preference. Alerts: Built-in alerts for "Squeeze Started" and validated "Bullish/Bearish Breakouts." Credits: Core mechanics based on the TTM Squeeze concept popularized by John Carter. Momentum filtering logic added for enhanced signal reliability.
Penunjuk Pine Script®
oleh tonngnh3
Simple Gap IndicatorTitle: Simple Gap Indicator Description: This is a utility script designed to automate the tracking and management of price gaps (also known as "Windows") on the chart. Unlike static drawings, this indicator dynamically monitors open gaps and automatically "closes" them (stops drawing) once price has filled the area, keeping your chart clean and focused on active levels only. Why Use This Tool? Traders often mark gaps manually, but charts quickly become cluttered with old, invalid levels. This script solves that problem by using an array-based management system to track every open gap in real-time and remove it the moment it is invalidated by price action. Technical Methodology: Gap Detection: The script identifies "Full Gaps" where the Low of the current candle is higher than the High of the previous candle (Bullish), or vice versa (Bearish). This indicates a total disconnect in price delivery. Dynamic Filtering: ATR Filter: Users can filter out insignificant "noise" gaps by setting a minimum size threshold based on the Average True Range (ATR). Time Filter: Option to restrict gap detection to specific session hours (e.g., ignoring overnight gaps on 24h charts). Auto-Closure: The script loops through all active gaps on every new bar. If the current price wick touches an open gap, the box is visually terminated at that specific bar index and removed from the tracking array. Visuals: Green Box: Bullish Gap (Support Zone). Red Box: Bearish Gap (Resistance Zone). Labels: Optional text displaying the precise Top/Bottom price coordinates of the gap. How to Use: Enable "Auto-Close Gap on Retest" to keep your chart clean. Use the ATR Filter if you are getting too many signals on lower timeframes (e.g., set to 0.5x ATR). Set alerts for "New Gap" or "Gap Filled" to automate your workflow. Credits: Calculations based on standard Gap/Window price action theory. Array management logic custom-coded for Pine Script v6.
Penunjuk Pine Script®
oleh tonngnh3
WOLFGATEWOLFGATE is a clean, session-aware market structure and regime framework designed to help traders contextualize price action using widely accepted institutional references. The indicator focuses on structure, momentum alignment, and mean interaction, without generating trade signals or predictions. This script is built for clarity and decision support. It provides a consistent way to evaluate market conditions across different environments while remaining flexible to individual trading styles. What This Indicator Displays Momentum & Structure Averages 9 EMA — Short-term momentum driver 21 EMA — Structural control and trend confirmation 200 SMA — Primary regime boundary 400 SMA (optional) — Deep regime / macro bias reference These averages are intended to help assess directional alignment, trend strength, and structural consistency. Session VWAP (Institutional Mean) Session-based VWAP with a clean daily reset Default session: 09:30–16:00 ET Uses HLC3 as the VWAP source for balanced price input Rendered in a high-contrast institutional blue for visibility VWAP can be used to evaluate mean interaction, acceptance, or rejection during the active session. How to Use WOLFGATE This framework is designed for context, not signals. Traders may use WOLFGATE to: Identify bullish or bearish market regimes Evaluate momentum alignment across multiple time horizons Observe price behavior relative to VWAP Maintain directional bias during trending conditions Avoid low-quality conditions when structure is misaligned The indicator does not generate buy or sell signals and does not include alerts or automated execution logic. Important Notes Volume must be added separately using TradingView’s built-in Volume indicator (Volume cannot be embedded directly into this script due to platform limitations.) This script is intended for educational and analytical purposes only No financial advice is provided Users are responsible for their own risk management and trade decisions
Penunjuk Pine Script®
oleh Capitalwithluke
Optimal Daily MA Suite [MTF]Title: Optimal Daily MA Suite Description: This is a comprehensive Multi-Timeframe (MTF) analysis suite designed to streamline chart layouts. Instead of loading multiple separate indicators to track various trend lines, this single tool allows traders to overlay higher-timeframe Moving Averages and key support/resistance levels directly onto their intraday charts. Utility & Workflow: Swing traders and day traders often need to monitor "Big Picture" Daily Moving Averages (like the Daily 200 SMA or Daily 50 EMA) while executing trades on lower timeframes like the 15m or 1H. This tool automates that process, ensuring the major trend context is always visible without cluttering the indicator list. Key Features: Multi-Timeframe Engine: By default, all MAs are calculated on the Daily ("D") timeframe, regardless of the chart's current timeframe. This creates a stable "anchor" for trend analysis. The timeframe is fully customizable in the settings (e.g., set to "W" for Weekly analysis). 10 Customizable Slots: Toggle up to 10 different Moving Averages on/off individually. Flexible Calculation Types: Supports SMA, EMA, WMA, VWMA, RMA (SMMA), and SWMA for every single line. Trend Cloud Crossovers: Includes two dedicated "Cloud" setups to visualize crossovers (e.g., Golden Cross or Death Cross) with fill shading between the fast and slow lines. Price Action Crossovers: Optional markers to highlight when the closing price crosses specific MAs. Contextual Levels: Includes Previous Day High (PDH) and Previous Day Low (PDL) markers for immediate intraday support/resistance context. How to Use: Settings: Open the settings menu to select your "Indicator Timeframe" (Default: Daily). Customization: Enable only the MAs relevant to your strategy (e.g., Enable MA 8 for the 50 SMA and MA 10 for the 200 SMA). Clouds: Use the "Crossover Set" inputs to define a Bullish/Bearish trend cloud between two moving averages of your choice. Technical Note: This script uses request.security with lookahead=barmerge.lookahead_off to ensure no repainting of historical data while providing accurate higher-timeframe values on closed bars. Credits: Standard Moving Average calculations based on TradingView built-in functions.
Penunjuk Pine Script®
oleh tonngnh3
Alertes Trading Manuel//@version=6 indicator("Signal simple +0.5% LONG", overlay = true) // --- Paramètres --- tpPctInput = input.float(0.5, "TP (%)", step = 0.1) // objectif pour toi : 0.5% slPctInput = input.float(0.3, "SL (%)", step = 0.1) // SL indicatif : 0.3% tpPct = tpPctInput / 100.0 slPct = slPctInput / 100.0 emaLenFast = input.int(50, "EMA rapide (intraday)", minval = 1) emaLenSlow = input.int(200, "EMA lente (intraday)", minval = 1) volLen = input.int(20, "Période moyenne Volume", minval = 1) // --- Tendance daily : MA200 jours --- ma200D = request.security(syminfo.tickerid, "D", ta.sma(close, 200)) above200D = close > ma200D // --- Tendance intraday --- emaFast = ta.ema(close, emaLenFast) emaSlow = ta.ema(close, emaLenSlow) upTrendIntraday = close > emaFast and emaFast > emaSlow // --- MACD & RSI --- = ta.macd(close, 12, 26, 9) rsi = ta.rsi(close, 14) macdOK = macdLine > macdSignal rsiOK = rsi > 49 and rsi < 75 // --- Volume --- volMa = ta.sma(volume, volLen) volOK = volume > volume and volume > volMa // --- Signal LONG simple --- longSignal = above200D and upTrendIntraday and macdOK and rsiOK and volOK // --- Affichage du signal --- plotshape( longSignal, title = "Signal LONG", location = location.belowbar, style = shape.triangleup, color = color.lime, size = size.small, text = "LONG" ) // --- Lignes TP / SL indicatives basées sur le dernier signal --- var float tpLine = na var float slLine = na if longSignal tpLine := close * (1 + tpPct) slLine := close * (1 - slPct) // Les lignes restent jusqu'au prochain signal plot(tpLine, "TP indicatif", color = color.new(color.green, 50), style = plot.style_linebr) plot(slLine, "SL indicatif", color = color.new(color.red, 50), style = plot.style_linebr) // --- Affichage des moyennes --- plot(emaFast, "EMA rapide", color = color.new(color.blue, 40)) plot(emaSlow, "EMA lente", color = color.new(color.orange, 40)) plot(ma200D, "MA200 jours (daily)", color = color.new(color.fuchsia, 0), linewidth = 2)
Penunjuk Pine Script®
oleh jeremyzaghdoun
TrendStrike: The Pullback EngineTrendStrike: The Pullback Engine - The Ultimate Pullback entry System ApexFlow: Sniper Pro is a complete day-trading system designed to filter out market noise and identify high-probability entries. It combines institutional trend filters, structural support & resistance, and volatility checks to ensure you only trade when the odds are stacked in your favor. 🎯 How It Works: The "King" Filter (EMA 200): White Line: The script forces you to trade with the major trend. Rule: If price is Above the White Line, it only looks for LONGS. If Below, it only looks for SHORTS. The Trend Cloud (SMA 50 vs SMA 100): 🔵 Blue Cloud: Bullish Trend. Look for buys on dips. 🟠 Orange Cloud: Bearish Trend. Look for sells on rallies. ⛔ The "Chop" Safety (ADX Filter): The system includes an ADX volatility filter. If the market is chopping sideways (ADX < 20), the dashboard will go gray and ALL signals are blocked to save you from fake-outs. 🌊 Structural Support & Resistance: Purple Lines: Major Resistance zones. Blue Lines: Major Support zones. Use these to take profits. 🚀 The Signals (Entry Guide): The script waits for a Pullback to the trend line (SMA 50) and only fires if the price bounces with strong momentum and volume. 🚀 LONG SIGNAL (Green Rocket): Trend is UP, Price dipped to the 50 SMA, then bounced with a Green Candle + High Volume. Exit: A red Stop Loss line is drawn automatically below the candle. 🩸 SHORT SIGNAL (Red Drop): Trend is DOWN, Price rallied to the 50 SMA, then rejected with a Red Candle + High Volume. Exit: A green Stop Loss line is drawn automatically above the candle. 📊 The Dashboard: Located on the left, it gives you a live readout of the market health: MAJOR TREND: Tells you if you are in an UPTREND or DOWNTREND. VOLUME: Shows the current candle's volume. It lights up Green for buying pressure and Red for selling pressure.
Penunjuk Pine Script®
oleh iliashossain
DR/IDR fractals break candle (ChadAnt)This indicator is an Opening Range Breakout (ORB) tool. It identifies the high and low price range established during a specific time window (e.g., the first hour of trading, 9:30–10:30 AM NY time). Once that time window closes, it watches for the price to "break out" of that range and projects profit targets based on the size of the initial range. Key Features & How They Work 1. The Opening Range (The Box) Time Window: The indicator waits for your specific start time (default 9:30 AM NY). It does not draw anything before this time. The "Wicks": It tracks the absolute highest and lowest prices reached during this time (the Wicks). These act as your Breakout Triggers. The "Body": It tracks the highest and lowest candle closes/opens during this time. This creates a shaded "zone" on your chart, representing the core area where most trading occurred. Shading: To keep your chart clean, the background shading only appears during the forming time window. 2. Breakout Signals Once the time window ends (e.g., 10:30 AM), the indicator "locks" the levels. It then waits for a candle to move above the Wick High or below the Wick Low. The Signal: When this happens, a label ("BREAK") appears on the chart. Green Label: Bullish breakout (price went above the range). Red Label: Bearish breakout (price went below the range). Note: It only signals the first breakout of the day to avoid false alarms during choppy markets. 3. Extension Targets (Profit Levels) When a breakout signal occurs, the indicator automatically draws target lines (extensions). Calculation: These targets are based on the height of the "Body" zone (the shaded area). Example: If your setting is 1.0, the indicator measures the height of the shaded body range and projects that exact distance above the breakout point. This is often used as a "Measured Move" target. You can customize how many lines appear and how far apart they are (e.g., 0.5, 1.0, 1.5 times the range size). 4. Williams Fractals During the opening range time, the indicator looks for specific price patterns called "Williams Fractals" (a 5-candle pattern that highlights potential turning points). If a fractal peak or valley occurs inside your opening range, it marks it with a small triangle (▲ or ▼). Traders often use these as early signs of support or resistance forming inside the range. 5. Clean Visuals Line Cutoff: You can set a "Stop Time" (e.g., 16:00 or 4:00 PM). The lines will stop drawing at that time so they don't clutter your chart overnight. Gap Handling: The lines are programmed to break cleanly between days, so you don't see messy diagonal lines connecting yesterday's close to today's open. Summary of Settings You Can Change Session Time: When the range starts and ends. Line Stop Time: When the lines should disappear for the day. Visuals: Colors, line width, and style (solid, dotted, dashed). Extensions: How many target lines to draw and the step size (e.g., 0.5x, 1.0x). Fractals: Toggle the triangle icons on/off.
Penunjuk Pine Script®
oleh ChadAnt
Custom Timeframe SMAsThis indicator plots up to three Simple Moving Averages (SMAs), each calculated from a user-selected timeframe and displayed on the current chart. This allows you to visualize higher- or lower-timeframe SMAs without switching charts. Features Three fully customizable SMAs with alerts Each SMA has its own: Length Timeframe Color Line thickness On/Off toggle Use Cases View higher timeframe SMAs (e.g., 1-hour 50 SMA on a 5-minute chart) Combine trend signals across multiple timeframes Track dynamic support/resistance from different timeframes Enhance scalping, day trading, or swing trading setups
Penunjuk Pine Script®
oleh ECar95
ADR% / ATR / Dynamic LoD–HoD TableThis indicator displays a clean data table showing ADR%, ATR, and a dynamic LoD/HoD distance value based on daily trend conditions. When price is above the 21-day or 50-day moving average, the indicator shows the distance from the Low of Day. When price is below BOTH daily moving averages, it automatically switches to showing distance from the High of Day. The table updates in real-time and gives a fast, volatility-based view of where price sits inside the day’s range. Features • ADR% (Average Daily Range Percentage) • ATR (Average True Range) • Automatic LoD → HoD switching based on daily trend • Customizable colors and layout • Clean, space-efficient table format • Designed for intraday and volatility-focused traders
Penunjuk Pine Script®
oleh InsiderTradingCuh
EMA & SMA StackA clean, lightweight trend-structure tool that overlays six moving averages on price so you can instantly see direction, momentum, and trend health. Includes 3 Exponential Moving Averages with adjustable lengths 3 Simple Moving Averages with adjustable lengths Thin, color-coded lines for fast visual clarity Default layout: 8 EMA (red), 21 EMA (orange), 34 EMA (yellow), 50 SMA (green), 100 SMA (blue), 200 SMA (purple) How to use When faster EMAs are above slower EMAs and price is above all lines, trend strength is bullish. When faster EMAs fall below slower SMAs and price is under all lines, trend strength is bearish. Tight stacking = compression and potential breakout zones. Wide separation = strong trend or exhaustion risk. Why it helps This removes guesswork. You get immediate confirmation of trend direction, support and resistance, and momentum shift on any timeframe. Minimal clutter. Maximum signal.
Penunjuk Pine Script®
oleh ThetaDaddy
RV − IV Spread Alert (SPY vs VIX)Realized vs Implied Volatility Spread (RV − IV) for the S&P 500 / SPY. Plots the daily difference between 30-day realized volatility (SPY) and implied volatility (VIX) in basis points. Key insight from the research: when the spread turns and stays above ≈ +50 bps, forward returns historically degrade and volatility of returns rises sharply — a useful early-warning regime flag. Features: - Clean daily plot of RV − IV in bps - Horizontal lines at 0, −50 bps and +50 bps - Red background when spread > +50 bps - Built-in alert condition that fires once per bar close when spread closes above +50 bps - Optional “all-clear” alert when it drops back below Use on SPY or ES1! daily chart. Perfect for anyone wanting a simple notification when the market enters the “risk-on” volatility regime highlighted by Machina Quanta and the original Bali & Hovakimian (2007) paper.
Penunjuk Pine Script®
oleh embarrassedEgg50248