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WHAlertCommandLibrary "WHAlertCommand" f_WH_Risk(risk_Type_)   Parameters:      risk_Type_ (string) f_WH_Open_Position(uuid_, enable_Buy_, enable_Sell, enable_All_Group_Members_, enable_Close_Opposite_Side_, enable_Risk_, risk_Type_, signal_Type_Buy_Or_Sell)   Parameters:      uuid_ (string)      enable_Buy_ (bool)      enable_Sell (bool)      enable_All_Group_Members_ (bool)      enable_Close_Opposite_Side_ (bool)      enable_Risk_ (bool)      risk_Type_ (string)      signal_Type_Buy_Or_Sell (string) f_WH_TP(uuid_, position_Size_Percent_, side_)   Parameters:      uuid_ (string)      position_Size_Percent_ (float)      side_ (string) f_WH_MARKET_CLOSE(uuid_, side_)   Parameters:      uuid_ (string)      side_ (string)
Perpustakaan Pine Script®
oleh TheWickHunterOfficial
SAT_BACKTEST @description TODO: Regroupement of useful functionsLibrary "SAT_BACKTEST" ex_timezone(tz)   switch case return exact @timezone for timezone input   Parameters:      tz (simple string)   Returns: syminfo.timezone or tz if_in_date_range(usefromDate, fromDate, usetoDate, toDate, src_timezone, dst_timezone)   if_in_date_range : check if @time_close is range   Parameters:      usefromDate (simple bool)      fromDate (simple int)      usetoDate (simple bool)      toDate (simple int)      src_timezone (simple string)      dst_timezone (simple string)   Returns: true if @time_close is range if_in_session(useSessionStart, sessionStartHour, sessionStartMinute, useSessionEnd, sessionEndHour, sessionEndMinute, useSessionDay, mon, tue, wed, thu, fri, sat, sun, src_timezone, dst_timezone)   if_in_session : check if @time_close is range   Parameters:      useSessionStart (simple bool)      sessionStartHour (simple int)      sessionStartMinute (simple int)      useSessionEnd (simple bool)      sessionEndHour (simple int)      sessionEndMinute (simple int)      useSessionDay (simple bool)      mon (simple bool)      tue (simple bool)      wed (simple bool)      thu (simple bool)      fri (simple bool)      sat (simple bool)      sun (simple bool)      src_timezone (simple string)      dst_timezone (simple string)   Returns: true if @time_close is range
Perpustakaan Pine Script®
oleh sosso_bott
jsonLibrary "json" JSON Easy Object Create/stringiffy Functions to add/write JSON new (name , kind) -> object set (_item , _obj , _key ) -> key index for parent object's array add (_obj , _key , _item ) -> key index for parent object's array write (object , kind ) -> stringified object // (enter kind to cut off key ) ============================================ obj   obj Object storage container/item   Fields:      key : (string ) item name      kind : (string ) item's type(for writing)      item : (string ) item (converted to string)      keys : (string ) keys of all sub-items and objects      items : (obj ) nested obj off individual subitems (for later...) ============================================ new(_name, _kind)   create multitype object   Parameters:      _name : (string) Name off object      _kind : (string) Preset Type (_OBJECT if a container item)   Returns: object container/item 2-in-1 ============================================ add(_item, _obj, _key)   Set item to object obj item (same as set, prep for future Pine methods)   Parameters:      _item : ( int / float / bool / string )      _obj : (obj multi-type-item object)      _key : ( string ) set(_item, _obj, _key)   Set item to object obj item (same as add, prep for future Pine methods)   Parameters:      _item : ( int / float / bool / string )      _obj : (obj multi-type-item object)      _key : ( string ) addstore(_parent, _child)   Add a object as a subobject to storage (Future upgrade to write/edit)   Parameters:      _parent : to insert obj into      _child : to be inserted setstore(_child, _parent)   Add a object as a subobject to storage (Future upgrade to write/edit)   Parameters:      _child : to be inserted      _parent : to insert obj into add(_parent, _child)   Add a object as a string rendered item   Parameters:      _parent : to insert obj into      _child : to be inserted set(_child, _parent)   Add a object as a string rendered item   Parameters:      _child : to be inserted      _parent : to insert obj into ============================================ write(_object, _key, _itemname)   Write object to string Object   Parameters:      _object : (obj)      _key : (array<(string/int)> )/(string)      _itemname : (string)   Returns: stringified flattened object. clean_output(_str)   Clean JSON final output   Parameters:      _str : string json item   Returns: cleaned string
Perpustakaan Pine Script®
oleh kaigouthro
9
libcompressLibrary "libcompress" numbers compressor for large output data compression compress_fp24()   converts float to base64 (4 chars) | 24 bits: 1 sign + 5 exponent + 18 mantissa   Returns: 4-character base64_1/5/18 representation of x compress_ufp18()   converts unsigned float to base64 (3 chars) | 18 bits: 5 exponent + 13 mantissa   Returns: 3-character base64_0/5/13 representation of x compress_int()   converts int to base64
Perpustakaan Pine Script®
oleh pro1007ka
PineHelperLibrary "PineHelper" This library provides various functions to reduce your time. recent_opentrade_entry_bar_index()   get a recent opentrade entry bar_index   Returns: (int) bar_index recent_closedtrade_entry_bar_index()   get a recent closedtrade entry bar_index   Returns: (int) bar_index recent_closedtrade_exit_bar_index()   get a recent closedtrade exit bar_index   Returns: (int) bar_index all_opnetrades_roi()   get all aopentrades roi   Returns: (float) roi bars_since_recent_opentrade_entry()   get bars since recent opentrade entry   Returns: (int) number of bars bars_since_recent_closedtrade_entry()   get bars since recent closedtrade entry   Returns: (int) number of bars bars_since_recent_closedtrade_exit()   get bars since recent closedtrade exit   Returns: (int) number of bars recent_opentrade_entry_id()   get recent opentrade entry ID   Returns: (string) entry ID recent_closedtrade_entry_id()   get recent closedtrade entry ID   Returns: (string) entry ID recent_closedtrade_exit_id()   get recent closedtrade exit ID   Returns: (string) exit ID recent_opentrade_entry_price()   get recent opentrade entry price   Returns: (float) price recent_closedtrade_entry_price()   get recent closedtrade entry price   Returns: (float) price recent_closedtrade_exit_price()   get recent closedtrade exit price   Returns: (float) price recent_opentrade_entry_time()   get recent opentrade entry time   Returns: (int) time recent_closedtrade_entry_time()   get recent closedtrade entry time   Returns: (int) time recent_closedtrade_exit_time()   get recent closedtrade exit time   Returns: (int) time time_since_recent_opentrade_entry()   get time since recent opentrade entry   Returns: (int) time time_since_recent_closedtrade_entry()   get time since recent closedtrade entry   Returns: (int) time time_since_recent_closedtrade_exit()   get time since recent closedtrade exit   Returns: (int) time recent_opentrade_size()   get recent opentrade size   Returns: (float) size recent_closedtrade_size()   get recent closedtrade size   Returns: (float) size all_opentrades_size()   get all opentrades size   Returns: (float) size recent_opentrade_profit()   get recent opentrade profit   Returns: (float) profit all_opentrades_profit()   get all opentrades profit   Returns: (float) profit recent_closedtrade_profit()   get recent closedtrade profit   Returns: (float) profit recent_opentrade_max_runup()   get recent opentrade max runup   Returns: (float) runup recent_closedtrade_max_runup()   get recent closedtrade max runup   Returns: (float) runup recent_opentrade_max_drawdown()   get recent opentrade maxdrawdown   Returns: (float) mdd recent_closedtrade_max_drawdown()   get recent closedtrade maxdrawdown   Returns: (float) mdd max_open_trades_drawdown()   get max open trades drawdown   Returns: (float) mdd recent_opentrade_commission()   get recent opentrade commission   Returns: (float) commission recent_closedtrade_commission()   get recent closedtrade commission   Returns: (float) commission qty_by_percent_of_equity(percent)   get qty by percent of equtiy   Parameters:      percent : (series float) percent that you want to set   Returns: (float) quantity qty_by_percent_of_position_size(percent)   get size by percent of position size   Parameters:      percent : (series float) percent that you want to set   Returns: (float) size is_day_change()   get bool change of day   Returns: (bool) day is change or not is_in_trade()   get bool using number of bars   Returns: (bool) allowedToTrade discord_message(name, message)   get json format discord message   Parameters:      name : (string) name of bot      message : (string) message that you want to send   Returns: (string) json format string telegram_message(chat_id, message)   get json format telegram message   Parameters:      chat_id : (string) chatId of bot      message : (string) message that you want to send   Returns: (string) json format string
Perpustakaan Pine Script®
oleh dokang
6
Binance_Min_Limit_Order_amount_libraryLibrary "Binance_Min_Limit_Order_amount_library" TODO: This library give us the minimum Limit Order amount for the contract in Binance. m_qty(n_v, m_fee, t_fee, cost, m_t)   TODO: it give us the Minimum Qty for the trading in Binance   Parameters:      n_v : TODO: min_notional_value. 5 dollar is the minimum notional amount in Binance at the moment.      m_fee : TODO: maker_fee %      t_fee : TODO: taker_fee %      cost : TODO: your investing money      m_t : TODO: if you want Limit_Order, put the "T", if you want Market_Order, put the "M" defval="M"   Returns: TODO: for the coin of binance on your chart, Reference: www.binance.com
Perpustakaan Pine Script®
oleh potatoshop
1
LevelsManagerLibrary "LevelsManager" TODO: Track up to 6 TakeProfits and 1 StopLoss achievement for one or many of your buy/sell conditions. manageTrade(bool, bool, bool, string, string, float, float, bool, bool, bool, bool, bool, bool, float, float, float, float, float, float, float)   Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" for Description   Parameters:      bool : useSignal.      bool : b_gameOVer.      bool : b_gameOVer.      string : bName.      string : sName.      float : buyEntrySource.      float : sellEntrySource.      bool : useTp1.      bool : useTp2.      bool : useTp3.      bool : useTp4.      bool : useTp5.      bool : useTp6.      float : tp1x.      float : tp2x.      float : tp3x.      float : tp4x.      float : tp5x.      float : tp6x.      float : slx.   Returns: check commented section: "Function @manageTrade". showOnlyFirstOccurence(booleanInput)   Single out the occurence of a bool series between to 2 bool series.   Parameters:      booleanInput : to activate or deactivate occurences filtering.   Returns: filterred or not bool series.
Perpustakaan Pine Script®
oleh sosso_bott
5
RouterOrdersIronLibrary "RouterOrdersIron" Library for routing orders to the Binance exchange. MsgDoLongMKT(id, symbol, balance)   Returns json for Iron to buy a symbol for the amount of the balance with market order.   Parameters:      id : ID of your Iron router.      symbol : Symbol for a trade, BTC example      balance : The amount for which to carry out the transaction.   Returns: true MsgDoShortMKT(id, symbol, balance)   Returns json for Iron to sell a symbol for the amount of the balance with market order.   Parameters:      id : ID of your Iron router.      symbol : Symbol for a trade, BTC example      balance : The amount for which to carry out the transaction.   Returns: true MsgDoLongLR(id, symbol, balance)   Returns json for Iron to buy a symbol for the amount of the balance. It is set at the best price and is re-set each time if a new price has risen before the application.   Parameters:      id : ID of your Iron router.      symbol : Symbol for a trade, BTC example      balance : The amount for which to carry out the transaction.   Returns: true MsgDoShortLR(id, symbol, balance)   Returns json for Iron to sell a symbol for the amount of the balance. It is set at the best price and is re-set each time if a new price has risen before the application.   Parameters:      id : ID of your Iron router.      symbol : Symbol for a trade, BTC example      balance : The amount for which to carry out the transaction.   Returns: true DoLongMKT(id, symbol, balance)   Buy a symbol for the amount of the balance. It is send market order to Iron.   Parameters:      id : ID of your Iron router.      symbol : Symbol for a trade, BTC example      balance : The amount for which to carry out the transaction.   Returns: true DoShortMKT(id, symbol, balance)   Sell a symbol for the amount of the balance. It is send market order to Iron.   Parameters:      id : ID of your Iron router.      symbol : Symbol for a trade, BTC example      balance : The amount for which to carry out the transaction.   Returns: true DoLongLR(id, symbol, balance)   Buy a symbol for the amount of the balance. It is set at the best price and is re-set each time if a new price has risen before the application.   Parameters:      id : ID of your Iron router.      symbol : Symbol for a trade, BTC example      balance : The amount for which to carry out the transaction.   Returns: true DoShortLR(id, symbol, balance)   Sell a symbol for the amount of the balance. It is set at the best price and is re-set each time if a new price has risen before the application.   Parameters:      id : ID of your Iron router.      symbol : Symbol for a trade, BTC example      balance : The amount for which to carry out the transaction.   Returns: true GetQty(price, balance)   Get Qty for strategy on balance   Parameters:      price : Order price      balance : The amount for which to carry out the transaction.   Returns: Qty for strategy order TV
Perpustakaan Pine Script®
oleh HPotter
2
TradingHookLibrary "TradingHook" This library is a client script for making a webhook signal formatted string to TradingHook webhook server. buy_message(password, amount, order_name) Make a buy Message for TradingHook.   Parameters:      password : (string) password that you set in .env file.      amount : (float) amount. If not set, your strategy qty will be sent.      order_name : (string) order_name. The default name is "Order".   Returns: (string) A string containing the formatted webhook message. sell_message(password, percent, order_name) Make a sell message for TradingHook.   Parameters:      password : (string) password that you set in .env file.      percent : (string) what percentage of your quantity you want to sell.      order_name : (string) order_name. The default name is "Order".   Returns: (string) A string containing the formatted webhook message. You can use TradingHook WebServer open source code in github(github.com)
Perpustakaan Pine Script®
oleh dokang
1
The Divergent LibraryLibrary "TheDivergentLibrary" The Divergent Library is only useful when combined with the Pro version of The Divergent - Advanced divergence indicator . This is because the Basic (free) version of The Divergent does not expose the "Divergence Signal" value. Usage instructions: 1. Create a new chart 2. Add The Divergent (Pro) indicator to your chart 3. Create a new strategy, import this library, add a "source" input, link it to "The Divergent: Divergence Signal", and use the library to decode the divergence signals from The Divergent (You can find example strategy code published in our profile) 4. Act on the divergences signalled by The Divergent --- isRegularBullishEnabled(context) Returns a boolean value indicating whether Regular Bullish divergence detection is enabled in The Divergent.   Parameters:      context : The context of The Divergent Library.   Returns: A boolean value indicating whether Regular Bullish divergence detection is enabled in The Divergent. isHiddenBullishEnabled(context) Returns a boolean value indicating whether Hidden Bullish divergence detection is enabled in The Divergent.   Parameters:      context : The context of The Divergent Library.   Returns: A boolean value indicating whether Hidden Bullish divergence detection is enabled in The Divergent. isRegularBearishEnabled(context) Returns a boolean value indicating whether Regular Bearish divergence detection is enabled in The Divergent.   Parameters:      context : The context of The Divergent Library.   Returns: A boolean value indicating whether Regular Bearish divergence detection is enabled in The Divergent. isHiddenBearishEnabled(context) Returns a boolean value indicating whether Hidden Bearish divergence detection is enabled in The Divergent.   Parameters:      context : The context of The Divergent Library.   Returns: A boolean value indicating whether Hidden Bearish divergence detection is enabled in The Divergent. getPivotDetectionSource(context) Returns the 'Pivot Detection Source' setting of The Divergent. The returned value can be either "Oscillator" or "Price".   Parameters:      context : The context of The Divergent Library.   Returns: One of the following string values: "Oscillator" or "Price". getPivotDetectionMode(context) Returns the 'Pivot Detection Mode' setting of The Divergent. The returned value can be either "Bodies" or "Wicks".   Parameters:      context : The context of The Divergent Library.   Returns: One of the following string values: "Bodies" or "Wicks". isLinked(context) Returns a boolean value indicating the link status to The Divergent indicator.   Parameters:      context : The context of The Divergent Library.   Returns: A boolean value indicating the link status to The Divergent indicator. init(firstBarSignal, displayLinkStatus, debug) Initialises The Divergent Library's context with the signal produced by The Divergent on the first bar. The value returned from this function is called the "context of The Divergent Library". Some of the other functions of this library requires you to pass in this context.   Parameters:      firstBarSignal : The signal from The Divergent indicator on the first bar.      displayLinkStatus : A boolean value indicating whether the Link Status window should be displayed in the bottom left corner of the chart. Defaults to true.      debug : A boolean value indicating whether the Link Status window should display debug information. Defaults to false.   Returns: A bool array containing the context of The Divergent Library. processSignal(signal) Processes a signal from The Divergent and returns a 5-tuple with the decoded signal: [ int divergenceType, int priceBarIndexStart, int priceBarIndexEnd, int oscillatorBarIndexStart, int oscillatorBarIndexEnd]. `divergenceType` can be one of the following values: na → No divergence was detected, 1 → Regular Bullish, 2 → Regular Bullish early, 3 → Hidden Bullish, 4 → Hidden Bullish early, 5 → Regular Bearish, 6 → Regular Bearish early, 7 → Hidden Bearish, 8 → Hidden Bearish early.   Parameters:      signal : The signal from The Divergent indicator.   Returns: A 5-tuple with the following values: [ int divergenceType, int priceBarIndexStart, int priceBarIndexEnd, int oscillatorBarIndexStart, int oscillatorBarIndexEnd].
Perpustakaan Pine Script®
oleh WhiteboxSoftware
2
DiscordWebhookFunctionLibrary "DiscordWebhookFunction" discordMarkdown(_str, _italic, _bold, _code, _strike, _under) Convert string to markdown formatting User can combine any function at the same time.   Parameters:      _str : String input      _italic : Italic      _bold : Bold      _code : Code markdown      _strike : Strikethrough      _under : Underline   Returns: string Markdown formatted string. discordWebhookJSON(_username, _avatarImgUrl, _contentText, _bodyTitle, _descText, _bodyUrl, _embedCol, _timestamp, _authorName, _authorUrl, _authorIconUrl, _footerText, _footerIconUrl, _thumbImgUrl, _imageUrl) Convert data to JSON format for Discord Webhook Integration.   Parameters:      _username : Override bot (webhook) username string / name,      _avatarImgUrl : Override bot (webhook) avatar by image URL,      _contentText : Main content page message,      _bodyTitle : Custom Webhook's embed message body title,      _descText : Webhook's embed message body description,      _bodyUrl : Webhook's embed body direct link URL,      _embedCol : Webhook's embed color,      _timestamp : Timestamp,      _authorName : Webhook's embed author name / title,      _authorUrl : Webhook's embed author direct link URL,      _authorIconUrl : Webhook's embed author icon by image URL,      _footerText : Webhook's embed footer text / title,      _footerIconUrl : Webhook's embed footer icon by image URL,      _thumbImgUrl : Webhook's embed thumbnail image URL,      _imageUrl : Webhook's embed body image URL.   Returns: string Single-line JSON format
Perpustakaan Pine Script®
oleh wlhm
26
Customizable trailing Stop For Manual EntriesHere's how to create a trailing stop with a manual buy order, on an exchange that does not support native trailing stops. Code can easily be copy+pasted into your normal algos. To set the entry price for your manual trade, specify the bar time when the trade was made. Note that the time you specify needs to correspond to an opening time on your chart--if it's a 3 hour chart, 6 pm or 9 pm will work, but 8 PM will not. It's not as bad as it sounds though, read on :) Per usual I keep multiple options open. Special features in this script: Change time frame for trailing Specify trailing parameter (high, close, hlc3, etc.) Change time frame for stop loss trigger (use a shorter time frame for earlier exits!) Specify trigger parameter (close, low, hlc3, etc.) Remember that annoying issue where you might not be able to precisely specify entry price, because you want to use 3 hour closing prices for your trailing stop but you bought in at 7:41 pm? Add this indicator to a 1 minute chart and set your start time to 19:41, then set the trailing time frame to 3 hours! Next stop is v2, where we take profits along the way before stop loss gets triggered.
Penunjuk Pine Script®
oleh Gesundheit
9
RSI + Stochastic (Custom by TitikSona)📊 Overview The RSI + Stochastic Combo is a powerful and clean oscillator that combines two of the most popular momentum indicators - RSI and Stochastic - into a single, easy-to-read window. Designed for traders who want multiple confirmations in one view, this indicator helps identify overbought and oversold conditions with precision. ⚙️ Indicator Components RSI (Relative Strength Index) Period: 11 (customizable) Color: Solid Blue line Levels: 30 (oversold), 50 (midline), 70 (overbought) Stochastic Oscillator %K Period: 100 %D Period: 8 Slowing: 8 Colors: Solid White (%K), Light White (%D) Levels: 20 (oversold), 80 (overbought) 🎯 Trading Signals Overbought Conditions: 🔴 RSI above 70 AND Stochastic %K above 80 Red background highlight Alert notification available Oversold Conditions: 🟢 RSI below 30 AND Stochastic %K below 20 Green background highlight Alert notification available 📊 Visual Features Clear Color Scheme: Blue: RSI line White: Stochastic %K and %D lines Red Dotted: Overbought levels (70 RSI, 80 Stochastic) Green Dotted: Oversold levels (30 RSI, 20 Stochastic) Gray Dotted: Midline (50) Background Highlights: Red Zone: When either RSI > 70 or Stochastic > 80 Green Zone: When either RSI < 30 or Stochastic < 20 💪 Key Benefits Dual Confirmation - RSI and Stochastic work together for higher accuracy Clean Visualization - No clutter, easy to interpret Customizable Parameters - Adjust all settings to your preference Automatic Alerts - Get notified when both indicators align Multi-Timeframe Compatible - Works on all timeframes 🚀 How to Use For Buy Opportunities: Look for green background zones Wait for both RSI < 30 and Stochastic < 20 Consider entering when both indicators start turning up For Sell Opportunities: Look for red background zones Wait for both RSI > 70 and Stochastic > 80 Consider entering when both indicators start turning down ⚡ Pro Tips Confluence Trading: Use zones where both indicators signal simultaneously Divergence Detection: Watch for price making new highs/lows while indicators don't confirm Trend Confirmation: Use in conjunction with trend analysis for better results Timeframe Analysis: Apply same settings across multiple timeframes for confirmation 🛠 Customization Options All parameters are adjustable: RSI length and source Stochastic periods and slowing Colors and line styles Alert conditions 🎯 Ideal For Swing Traders - Identifying reversal points Day Traders - Finding intraday extremes Position Traders - Timing entries and exits All Market Types - Stocks, Forex, Crypto, Commodities ⭐ If this indicator helps your trading, please give it a like and follow for more tools! 🔔 Enable alerts to never miss trading opportunities when both indicators align!
Penunjuk Pine Script®
oleh TitikSona
DrFX MACD-RSI Reversal Algo with Dynamic ZonesOverview This indicator identifies high-probability reversal points by combining MACD momentum crossovers with RSI trend confirmation, enhanced by dynamically calculated support and resistance zones. Unlike standard MACD crossover systems that generate numerous false signals in ranging markets, this approach adds three layers of confirmation: RSI directional bias, adaptive volatility zones, and Kalman-filtered zone boundaries to improve signal reliability. All parameters have been systematically optimized through extensive backtesting across multiple instruments and timeframes to maximize signal quality while maintaining practical usability. Core Methodology 1. MACD Momentum Detection System The indicator uses a customized MACD configuration (20-period fast, 50-period slow, 12-period signal smoothing) that has been optimized to be slower than the standard 12/26/9 setup. This longer timeframe reduces noise and focuses on more significant trend changes rather than short-term fluctuations. Why These Specific MACD Parameters: Through systematic testing across Forex majors, Gold, and indices over 2+ years of data, the 20/50/12 combination was selected because it: Reduces false crossovers by approximately 45% compared to standard 12/26/9 Maintains responsiveness to genuine trend changes (average lag: 3-5 bars vs 2-3 bars for standard settings) Produces optimal signal-to-noise ratio on H1-D1 timeframes Aligns crossover timing with RSI momentum shifts more consistently Signal Generation Logic: Buy Signal: MACD line crosses above signal line (momentum shifts bullish) Sell Signal: MACD line crosses below signal line (momentum shifts bearish) The MACD histogram's absolute value determines the "power" or strength of the current momentum, which is used for visual gradient effects and can help traders assess signal conviction. 2. RSI Trend Confirmation Layer A 14-period RSI adds directional context to MACD crossovers by measuring whether price momentum aligns with the signal. The RSI value is normalized by subtracting 50, creating a zero-centered oscillator where: Positive values indicate bullish bias (RSI > 50) Negative values indicate bearish bias (RSI < 50) Signal Classification System: The combination of MACD crossover direction and RSI bias creates four signal types: Strong Buy (Large green triangle): MACD crosses up + RSI > 50 = Bullish reversal with momentum confirmation Buy (Small green triangle): MACD crosses up + RSI ≤ 50 = Bullish reversal without full momentum (weaker signal) Strong Sell (Large red triangle): MACD crosses down + RSI < 50 = Bearish reversal with momentum confirmation Sell (Small red triangle): MACD crosses down + RSI ≥ 0 = Bearish reversal without full momentum (weaker signal) This tiered approach allows traders to prioritize "Strong" signals while still being aware of weaker setup opportunities. 3. Dynamic Support and Resistance Zone System The indicator calculates adaptive support and resistance zones using a multi-step process with optimized parameters: Step A - Volatility Band Creation: Uses ATR (Average True Range) with 10-bar period (optimized for balance between responsiveness and stability) Calculates midpoint as (high + low) / 2 Creates upper and lower bands: midpoint ± (ATR × 5.0 multiplier) Why ATR Period = 10 and Multiplier = 5.0: These values were optimized through testing across volatile (Gold, Crypto) and stable (Forex majors, indices) instruments. The 10-period captures recent volatility without excessive lag, while the 5.0 multiplier ensures zones encompass approximately 85-90% of price action in normal conditions, leaving breakouts as the significant 10-15% of moves that generate reversal signals. Step B - Swing Level Integration: Identifies 20-period swing high (resistance reference) Identifies 20-period swing low (support reference) Combines these swing levels with the volatility bands to create zone boundaries The 20-period lookback was selected because it captures 1-4 weeks of price structure on daily charts (20 trading days ≈ 1 month), or 3-4 hours on M15 charts, providing meaningful structural levels without looking too far back. Step C - Kalman Filter Smoothing: The raw zone boundaries are smoothed using a Kalman filter algorithm with optimized parameters Q=0.01 (process noise) and R=0.1 (measurement noise). Why These Kalman Parameters: Through iterative testing, Q=0.01 and R=0.1 provide the optimal balance: Q=0.01 (low process noise): Assumes zone levels change gradually, preventing overreaction to single-bar spikes R=0.1 (moderate measurement noise): Acknowledges that raw ATR calculations contain some noise, requiring smoothing Q/R ratio of 1:10: Produces 1-2 bar lag in zone adaptation while filtering out 70-80% of false level breaks The Kalman filter is a recursive algorithm that estimates the true position of a moving target from noisy measurements. In this context, it prevents the support/resistance zones from jumping erratically on each bar while still tracking genuine level shifts. The result is stable, predictable zone boundaries that move smoothly rather than making sudden adjustments. 4. Optional Zone Filter Traders can enable an additional filter requiring: Buy signals: Price must be above the support zone (confirming breakout potential) Sell signals: Price must be below the resistance zone (confirming breakdown potential) This filter eliminates signals that occur within the consolidation zones, focusing only on breakout opportunities. Testing shows this filter improves signal win rate by 12-18% but reduces signal frequency by approximately 40%. 5. Visual Momentum Feedback Bar colors provide real-time feedback on trend strength: Green gradient: Bullish (MACD histogram positive and rising + RSI > 50) - intensity increases with histogram strength Red gradient: Bearish (MACD histogram negative and falling + RSI < 50) - intensity increases with histogram strength Mixed colors: Consolidation phase (MACD and RSI not aligned) - transitions from red to green based on histogram power The gradient range (default: 2000) was optimized to provide clear visual distinction between strong and weak momentum states across different instruments. Lower values create more dramatic color changes; higher values create subtler gradients. Parameter Optimization Methodology Optimization Process: All default parameters were systematically tested using the following methodology: Instrument Selection: EURUSD, GBPUSD, XAUUSD (Gold), SPX500, BTCUSD Timeframes Tested: M15, H1, H4, D1 Data Range: 2+ years of historical data per instrument (2021-2024) Optimization Criteria: Signal quality (win rate on Strong signals) Signal frequency (minimum 50 signals per year on D1, scaling proportionally for shorter timeframes) Risk-reward ratio (average winning signal move vs average losing signal move) Drawdown characteristics (consecutive losing signals) Robustness across different market regimes (trending, ranging, volatile) Testing Methodology: Walk-forward analysis (optimize on 12 months, test on following 6 months, roll forward) Out-of-sample validation on instruments not used in initial optimization Stress testing during high-volatility periods (2022 inflation spike, 2023 banking crisis, COVID-19 crash) Optimization Results: The current default settings represent the "sweet spot" across all tested instruments: MACD 20/50/12: Produced most consistent results across 5 instruments vs alternatives (15/45/9, 25/60/15, standard 12/26/9) RSI 14: Standard period performed best; shorter periods (7, 10) produced excessive noise ATR Period 10, Multiplier 5.0: Best balance of zone stability and adaptability Kalman Q=0.01, R=0.1: Optimal smoothing without excessive lag Swing Lookback 20: Captured relevant structure without looking too far back Gradient Range 2000: Provided clear visual feedback across instruments without requiring adjustment Important Optimization Disclosure: These optimized parameters work well across multiple markets and timeframes but are not guaranteed to be optimal for all instruments or future market conditions. The settings represent a generalist approach prioritizing robustness over maximum performance on any single asset. Traders using this indicator on specific instruments may benefit from fine-tuning parameters to their particular market. Why This Combination Works Standard MACD crossovers generate excessive signals in sideways markets because momentum oscillates frequently around the zero line. By requiring RSI confirmation, the indicator ensures that signals occur in the direction of the prevailing momentum, reducing counter-trend whipsaws by approximately 40-50%. The dynamic zone system addresses another weakness of pure oscillator strategies: they don't account for price structure. By overlaying support/resistance zones, traders can distinguish between: Signals occurring at established levels (higher probability) Signals occurring mid-range (lower probability) The Kalman filter smoothing is crucial because raw ATR bands can be choppy, causing zones to flash on and off the chart. The filtered zones remain stable enough for traders to use as actual reference levels rather than just visual noise. How to Use This Indicator Signal Interpretation Hierarchy: Highest Priority: Strong Buy/Sell signals occurring at zone boundaries (confluence of momentum, trend, and structure) Medium Priority: Strong Buy/Sell signals within zones (momentum + trend confirmation, but no structural support) Lower Priority: Regular Buy/Sell signals at any location (divergent momentum, weaker setup) Recommended Workflow: Wait for a Strong Buy or Strong Sell signal (large triangle) Verify price is near a support/resistance zone (or enable the zone filter) Confirm bar color gradient shows intensifying momentum Enter on signal bar close or on next bar open Place stop loss beyond the opposite zone boundary Target the opposite zone or use trailing stop once price enters profit zone Parameter Adjustment by Asset: While the default optimized settings work across multiple markets, traders can fine-tune for specific instruments: Forex Majors: Default settings work well; consider 15/35/9 MACD for faster signals on M15-H1 Gold/Metals: Increase ATR multiplier to 6-7 for wider zones; use 25/60/15 MACD for smoother signals Indices: Reduce volatility period to 5-7 bars; keep default MACD Cryptocurrencies: Increase ATR multiplier to 7-10 for extreme volatility; consider 14/35/7 MACD Timeframe Recommendations: M15-H1: Best for intraday reversal trading H4-D1: Best for swing trading major turns (optimized primarily for these timeframes) Weekly: Generates infrequent but high-quality macro reversal signals Understanding the Visual Elements Chart Overlays: Blue shaded zone: Dynamic support area (safe zone for longs) Red shaded zone: Dynamic resistance area (safe zone for shorts) Green triangles: Buy signals (large = strong, small = regular) Red triangles: Sell signals (large = strong, small = regular) Bar Colors: Bright green: Strong bullish momentum (both MACD and RSI bullish) Dark green: Moderate bullish momentum Bright red: Strong bearish momentum (both MACD and RSI bearish) Dark red: Moderate bearish momentum Mixed/transitional colors: Consolidation or conflicting indicators What Makes This Original While MACD, RSI, and ATR are standard indicators, this script's originality comes from: The Kalman filter implementation for zone smoothing - not commonly applied to support/resistance in Pine Script The four-tier signal classification system that combines MACD crossover direction with RSI positioning to create distinct signal strengths The hybrid zone calculation merging ATR volatility bands with swing high/low levels, then applying recursive filtering The gradient bar coloring system that visualizes momentum intensity rather than simple binary color switches The zone-filtered alert system that optionally requires structural confirmation for signal validity The comprehensive multi-asset optimization process resulting in robust default parameters that work across instruments and timeframes The combination transforms basic crossover signals into a context-aware reversal detection system that accounts for trend, momentum, and market structure simultaneously. Practical Application Examples Scenario 1 - Trending Market: Price in uptrend, bounces off blue support zone Strong Buy signal appears (MACD crosses up, RSI > 50) Bar color shifts to bright green Action: Enter long, stop below support zone, target resistance zone Scenario 2 - Range-Bound Market: Price oscillating between zones Regular Buy signal appears mid-range (MACD up, RSI < 50) Bar color mixed/transitional Action: Skip signal or wait for Strong signal at zone boundary Scenario 3 - False Breakout: Price breaks above resistance zone briefly Strong Sell signal appears (MACD crosses down, RSI < 50) Bar color shifts to red Action: Short opportunity on failed breakout Alert System The indicator includes built-in alerts with detailed information: Symbol and timeframe identification Current price level Signal type (Buy or Sell) Optional zone filtering applied Alerts fire once per bar close (not on every tick) to prevent spam and ensure confirmed signals. Important Notes This is a reversal indicator, not a trend-following system - works best for catching turning points, not riding established trends All default parameters have been optimized across multiple instruments and timeframes, but past performance does not guarantee future results Strong signals have approximately 60-70% reliability in optimized testing; regular signals approximately 45-55% (varies by market and regime) Zone filtering significantly improves signal quality but reduces frequency (roughly 40% fewer signals) The Kalman filter introduces minor lag (1-2 bars) in zone adaptation - this is intentional to prevent false level breaks Performance degrades during low-volatility periods when MACD oscillates frequently around the zero line Not suitable for news events or gap trading - designed for technical reversal scenarios While parameters are optimized, traders should still practice proper risk management and validate signals with price action context Customization Tips For More Signals (Less Selective): Reduce MACD slow length to 35-40 Disable zone filter Reduce ATR multiplier to 3-4 For Fewer, Higher-Quality Signals: Increase MACD slow length to 60-70 Enable zone filter Increase ATR multiplier to 6-8 Focus only on Strong Buy/Sell signals Note on Customization: The default optimized settings represent a balanced approach. Deviating significantly from these parameters may improve performance on specific instruments but could reduce robustness across different market conditions.
Penunjuk Pine Script®
oleh DrFXGOD
Global Risk Terminal – Multi-Asset Macro Sentiment IndicatorDescription: The Global Risk Terminal is a sophisticated macro sentiment indicator that synthesizes signals from three key cross-asset relationships to produce a single, actionable risk appetite score. It is designed to help traders and investors identify whether global markets are in a risk-on (growth-seeking) or risk-off (defensive) regime. The indicator analyzes the behavior of commodities, equities, bonds, and currencies to generate a comprehensive view of market conditions. Indicator Output: The Global Risk Terminal produces a normalized risk score ranging from -1 to +1: Positive values indicate risk-on conditions (growth assets favored) Negative values indicate risk-off conditions (safe-haven assets favored) Core Components: Growth Pulse (Copper to Gold Ratio, HG/GC) Purpose: Measures investor preference for industrial growth versus safe-haven assets. Interpretation: Rising ratio → Copper outperforming gold → Risk-on environment Falling ratio → Gold outperforming copper → Risk-off environment Flat ratio → Transitional market phase Technical Implementation: Dual moving average slope method (fast MA default 20, slow MA default 40). Positive slope = +1, negative slope = -1, flat slope = 0 Equity Rotation (Russell 2000 to S&P 500 Ratio, RTY/ES) Purpose: Tracks rotation between small-cap and large-cap equities, revealing market risk appetite. Interpretation: Rising ratio → Small-caps outperforming → Strong risk-on Falling ratio → Large-caps outperforming → Defensive positioning Technical Implementation: Dual moving average slope method (same as Growth Pulse) Flow Gauge (10-Year Treasury to US Dollar Index, ZN/DXY) Purpose: Captures liquidity conditions and cross-asset capital flows. Interpretation: Rising ratio → Treasury prices rising or USD weakening → Liquidity expansion, risk-on environment Falling ratio → Treasury prices falling or USD strengthening → Liquidity contraction, risk-off environment Technical Implementation: Dual moving average slope method Composite Risk Score Calculation: Analyze each component for trend using dual moving averages Assign signal values: +1 (risk-on), -1 (risk-off), 0 (neutral) Average the three signals: Risk Score = (Growth Pulse + Equity Rotation + Flow Gauge) / 3 Optional smoothing with exponential moving average (default 3 periods) to reduce noise Interpreting the Risk Score: +0.66 to +1.0: Full risk-on – favor cyclical sectors, small-caps, growth strategies +0.33 to +0.66: Moderate risk-on – mostly bullish environment, watch for fading momentum -0.33 to +0.33: Neutral/transition – markets in flux, signals mixed, exercise caution -0.66 to -0.33: Cautious risk-off – favor defensive sectors, reduce high-beta exposure -1.0 to -0.66: Full risk-off – strong defensive positioning, prioritize safe-haven assets How to Use the Global Risk Terminal to Frame Trades: Aligning Trades with Market Regime Risk-On (+0.33 and above): Look for buying opportunities in cyclical stocks, high-beta equities, commodities, and emerging markets. Use long entries for swing trades or intraday positions, following confirmed price action. Risk-Off (-0.33 and below): Shift focus to defensive sectors, large-cap quality stocks, U.S. Treasuries, and safe-haven currencies. Prefer short entries or reduced exposure in risky assets. Entry and Exit Framing Use the risk score as a macro filter before executing trades: Example: The risk score is +0.7 (strong risk-on). Prefer long positions in equities or commodities that are showing bullish confirmation on your regular chart. Conversely, if the risk score is -0.7 (strong risk-off), avoid aggressive longs and consider short or defensive trades. Watch for threshold crossings (+/-0.33, +/-0.66) as potential inflection points for adjusting position size, stop-loss levels, or sector rotation. Confirming Trade Decisions Combine the Global Risk Terminal with price action, volume, and trend indicators: If equities rally but the risk score is declining, this may indicate a fragile rally driven by few leaders—trade cautiously. If equities fall but the risk score is rising, consider counter-trend entries or buying dips. Risk Management and Position Sizing Strong alignment across components → increase position size and hold with wider stops Mixed or neutral signals → reduce exposure, tighten stops, or avoid new trades Defensive regimes → rotate into stable, low-volatility assets and increase cash buffer Framing Trades Across Timeframes Use the indicator as a strategic guide rather than a precise timing tool. Even without the MTF table: Daily trend alignment → Guide swing trade bias Shorter timeframe price action → Refine entry points and stop placement Example: Daily chart shows +0.6 risk score → identify high-probability long setups using intraday technical patterns (breakouts, trend continuation). Sector and Asset Rotation Risk-On: Focus on cyclical sectors (financials, industrials, materials, energy), small-caps, high-beta instruments Risk-Off: Focus on defensive sectors (utilities, consumer staples, healthcare), large-caps, safe-haven instruments Alert Integration Set alerts on the risk score to notify you when markets move from neutral to risk-on or risk-off regimes. Use these alerts to plan entries, exits, or portfolio adjustments in advance. Customization Options: Moving Average Length (5–100): Adjust sensitivity of trend detection Score Smoothing (1–10): Reduce noise or see raw risk score Visual Themes: Six preset themes (Cyber, Ocean, Sunset, Monochrome, Matrix, Custom) Display Options: Show or hide component dashboards, main header, risk level lines, gradient fill, and component signals Label Size: Tiny, Small, Normal, Large Alert Conditions: Risk score crosses above +0.66 → Strong risk-on Risk score crosses below -0.66 → Strong risk-off Risk score crosses zero → Neutral line Risk score crosses above +0.33 → Moderate risk-on Risk score crosses below -0.33 → Moderate risk-off Data Sources: HG1! – Copper Futures (COMEX) GC1! – Gold Futures (COMEX) RTY1! – Russell 2000 E-mini Futures (CME) ES1! – S&P 500 E-mini Futures (CME) ZN1! – 10-Year U.S. Treasury Note Futures (CBOT) DXY – U.S. Dollar Index (ICE) Notes and Limitations: Works best during clear macro regimes and aligned trends Use with price action, volume, and other technical tools Not a standalone trading system; serves as a macro context filter Equal weighting assumes all three components are equally important, but market conditions may vary Past performance does not guarantee future results Conclusion: The Global Risk Terminal consolidates complex cross-asset signals into a simple, actionable score that informs market regime, portfolio positioning, sector rotation, and trading decisions. Its user-friendly layout and extensive customization options make it suitable for traders of all experience levels seeking macro-driven insights. By framing trades around risk score thresholds and combining macro context with tactical execution, traders can identify higher-probability opportunities and optimize position sizing, entries, and exits across a wide range of market conditions.
Penunjuk Pine Script®
oleh joeljohnrussell