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Quantum Moving Average - QMA (TechnoBlooms)The Quantum Moving Average (QMA) is an innovative and advanced Moving Average model designed for traders seeking a more adaptive and precise trend analysis. Unlike traditional moving averages, it integrates a multi-timeframe approach, dynamically selecting and weighting four different timeframes to provide traders with more accurate and reliable trend prediction. Key Features Multi-Timeframe averaging QMA calculates its value based on four different timeframes, offering a broader perspective on market trends. Dynamic Weighting Mechanism Unlike fixed weight Moving Averages, QMA assigns adaptive weightage to the selected timeframes, enhancing its responsiveness. Superior Trend Detection Provides a smoother and more reliable trend curve reducing noise or false signals. Enhanced Market Analysis QMA helps traders identify trend shifts earlier by incorporating multi-timeframe confluence.
Penunjuk Pine Script®
oleh TechnoBlooms
17
Enhanced ROC - Savitzky–Golay [AIBitcoinTrend]👽 Adaptive ROC - Savitzky–Golay (AIBitcoinTrend) The Adaptive ROC - Savitzky–Golay redefines traditional Rate of Change (ROC) analysis by integrating Savitzky–Golay smoothing with volatility-adaptive normalization, allowing it to dynamically adjust across different market conditions. Unlike the standard ROC, which reacts rigidly to price changes, this advanced version refines trend signals while maintaining responsiveness to volatility. Additionally, this indicator features real-time divergence detection and an ATR-based trailing stop system, equipping traders with a powerful toolset for momentum analysis, reversals, and trend-following strategies. 👽 What Makes the Adaptive ROC - Savitzky–Golay Unique? Unlike conventional ROC indicators, this enhanced version leverages volatility-adjusted scaling and Z-score normalization to improve signal consistency across different timeframes and assets. ✅ Savitzky–Golay Smoothing – Reduces noise while preserving trend structure for clearer signals. ✅ Volatility-Adaptive Normalization – Ensures that overbought and oversold thresholds remain consistent across different markets. ✅ Real-Time Divergence Detection – Identifies early bullish and bearish divergence signals for potential reversals. ✅ Crossovers & ATR-Based Trailing Stops – Implements intelligent trade management with dynamic stop levels. 👽 The Math Behind the Indicator 👾 Savitzky–Golay Smoothing The indicator applies a Savitzky–Golay filter to the raw ROC data, creating a smoother curve while preserving key inflection points. This technique prevents excessive lag while maintaining the integrity of price movements. sg_roc = (roc_raw + 3*roc_raw + 5*roc_raw + 7*roc_raw + 5*roc_raw + 3*roc_raw + roc_raw ) / 25 👾 Volatility-Adaptive Scaling By dynamically adjusting the smoothed ROC using standard deviation, the indicator ensures that momentum readings remain relative to the market’s current volatility. volatility = ta.stdev(close, rocLength) dynamicFactor = 1 / (1 + volatility / 100) advanced_sg_roc = sg_roc * dynamicFactor 👾 Z-Score Normalization To maintain a stable Overbought/Oversold structure across different markets, the ROC is normalized using a Z-score transformation, ensuring its values remain statistically relevant. rocMean = ta.wma(advanced_sg_roc, lenZ) rocStdev = ta.stdev(advanced_sg_roc, lenZ) zRoc = (advanced_sg_roc - rocMean) / rocStdev 👽 How Traders Can Use This Indicator 👾 Divergence Trading Strategy Bullish Divergence Setup: Price makes a lower low, while the ROC forms a higher low. A buy signal is confirmed when the ROC starts rising. Bearish Divergence Setup: Price makes a higher high, while the ROC forms a lower high. A sell signal is confirmed when the ROC starts declining. 👾 Buy & Sell Signals with Trailing Stop Bullish Setup: ✅ ROC crosses above the bullish trigger level → Buy Signal. ✅ A bullish trailing stop is placed at Low - (ATR × Multiplier). ✅ Exit if price crosses below the stop. Bearish Setup: ✅ ROC crosses below the bearish trigger level → Sell Signal. ✅ A bearish trailing stop is placed at High + (ATR × Multiplier). ✅ Exit if price crosses above the stop. 👽 Why It’s Useful for Traders Savitzky–Golay Filtering – Retains essential trend details while eliminating excessive noise. Volatility-Adjusted Normalization – Makes overbought/oversold levels universally reliable across markets. Real-Time Divergence Alerts – Identifies early reversal signals for optimal entries and exits. ATR-Based Risk Management – Ensures stops dynamically adapt to market conditions. Works Across Markets & Timeframes - Suitable for stocks, forex, crypto, and futures trading. 👽 Indicator Settings ROC Period – Defines the number of bars used for ROC calculation. Smoothing Strength – Adjusts the degree of Savitzky–Golay filtering. Volatility Scaling – Enables or disables the adaptive volatility factor. Enable Divergence Analysis – Turns on real-time divergence detection. Lookback Period – Specifies the pivot detection period for divergences. Enable Crosses Signals – Activates trade signals based on ROC crossovers. ATR Multiplier – Controls the sensitivity of the trailing stop. Disclaimer: This indicator is designed for educational purposes and does not constitute financial advice. Please consult a qualified financial advisor before making investment decisions.
Penunjuk Pine Script®
oleh aibitcointrend
Uptrick: Alpha TrendIntroduction Uptrick: Alpha Trend is a comprehensive technical analysis indicator designed to provide traders with detailed insights into market trends, momentum, and risk metrics. It adapts to various trading styles—from quick scalps to longer-term positions—by dynamically adjusting its calculations and visual elements. By combining multiple smoothing techniques, advanced color schemes, and customizable data tables, the indicator offers a holistic view of market behavior. Originality The Alpha Trend indicator distinguishes itself by blending established technical concepts with innovative adaptations. It employs three different smoothing techniques tailored to specific trading modes (Scalp, Swing, and Position), and it dynamically adjusts its parameters to match the chosen mode. The indicator also offers a wide range of color palettes and multiple on-screen tables that display key metrics. This unique combination of features, along with its ability to adapt in real time, sets it apart as a versatile tool for both novice and experienced traders. Features 1. Multi-Mode Trend Line The indicator automatically selects a smoothing method based on the trading mode: - Scalp Mode uses the Hull Moving Average (HMA) for rapid responsiveness. - Swing Mode employs the Exponential Moving Average (EMA) for balanced reactivity. - Position Mode applies the Weighted Moving Average (WMA) for smoother, long-term trends. Each method is chosen to best capture the price action dynamics appropriate to the trader’s timeframe. 2. Adaptive Momentum Thresholds It tracks bullish and bearish momentum with counters that increment as the trend confirms directional movement. When these counters exceed a user-defined threshold, the indicator generates optional buy or sell signals. This approach helps filter out minor fluctuations and highlights significant market moves. 3. Gradient Fills Two types of fills enhance visual clarity: - Standard Gradient Fill displays ATR-based zones above and below the trend line, indicating potential bullish and bearish areas. - Fading Gradient Fill creates a smooth transition between the trend line and the price, visually emphasizing the distance between them. 4. Bar Coloring and Signal Markers The indicator can color-code bars based on market conditions—bullish, bearish, or neutral—allowing for immediate visual assessment. Additionally, signal markers such as buy and sell arrows are plotted when momentum thresholds are breached. 5. Comprehensive Data Tables Uptrick: Alpha Trend offers several optional tables for detailed analysis: - Insider Info: Displays key metrics like the current trend value, bullish/bearish momentum counts, and ATR. - Indicator Metrics: Lists input settings such as trend length, damping, signal threshold, and net momentum. - Market Analysis: Summarizes overall trend direction, trend strength, Sortino ratio, return, and volatility. - Price & Trend Dynamics: Details price deviation from the trend, trend slope, and ATR ratio. - Momentum & Volatility Insights: Presents RSI, standard deviation (volatility), and net momentum. - Performance & Acceleration Metrics: Focuses on the Sortino ratio, trend acceleration, return, and trend strength. Each table can be positioned flexibly on the chart, allowing traders to customize the layout according to their needs. Why It Combines Specific Smoothing Techniques Smoothing techniques are essential for filtering out market noise and revealing underlying trends. The indicator combines three smoothing methods for the following reasons: - The Hull Moving Average (HMA) in Scalp Mode minimizes lag and responds quickly to price changes, which is critical for short-term trading. - The Exponential Moving Average (EMA) in Swing Mode gives more weight to recent data, striking a balance between speed and smoothness. This makes it suitable for mid-term trend analysis. - The Weighted Moving Average (WMA) in Position Mode smooths out short-term fluctuations, offering a clear view of longer-term trends and reducing the impact of transient market volatility. By using these specific methods in their respective trading modes, the indicator ensures that the trend line is appropriately responsive for the intended time frame, enhancing decision-making while maintaining clarity. Inputs 1. Trend Length (Default: 30) Defines the lookback period for the smoothing calculation. A shorter trend length results in a more responsive line, while a longer length produces a smoother, less volatile trend. 2. Trend Damping (Default: 0.75) Controls the degree of smoothing applied to the trend line. Lower values lead to a smoother curve, whereas higher values increase sensitivity to price fluctuations. 3. Signal Strength Threshold (Default: 5) Specifies the number of consecutive bullish or bearish bars required to trigger a signal. Higher thresholds reduce the frequency of signals, focusing on stronger moves. 4. Enable Bar Coloring (Default: True) Toggles whether each price bar is colored to indicate bullish, bearish, or neutral conditions. 5. Enable Signals (Default: True) When enabled, this option plots buy or sell arrows on the chart once the momentum thresholds are met. 6. Enable Standard Gradient Fill (Default: False) Activates ATR-based gradient fills around the trend line to visualize potential support and resistance zones. 7. Enable Fading Gradient Fill (Default: True) Draws a gradual color transition between the trend line and the current price, emphasizing their divergence. 8. Trading Mode (Options: Scalp, Swing, Position) Determines which smoothing method and ATR period to use, adapting the indicator’s behavior to short-term, medium-term, or long-term trading. 9. Table Position Inputs Allows users to select from nine possible chart positions (top, middle, bottom; left, center, right) for each data table. 10. Show Table Booleans Separate toggles control the display of each table (Insider Info, Indicator Metrics, Market Analysis, and the three Deep Tables), enabling a customized view of the data. Color Schemes (Default) - The colors in the preview image of the indicator. (Emerald) (Sapphire) (Golden Blaze) (Mystic) (Monochrome) (Pastel) (Vibrant) (Earth) (Neon) Calculations 1. Trend Line Methods - Scalp Mode: Utilizes the Hull Moving Average (HMA), which computes two weighted moving averages (one at half the length and one at full length), subtracts them, and then applies a final weighted average based on the square root of the length. This method minimizes lag and increases responsiveness. - Swing Mode: Uses the Exponential Moving Average (EMA), which assigns greater weight to recent prices, thus balancing quick reaction with smoothness. - Position Mode: Applies the Weighted Moving Average (WMA) to focus on longer-term trends by emphasizing the entire lookback period and reducing the impact of short-term volatility. 2. Momentum Tracking The indicator maintains separate counters for bullish and bearish momentum. These counters increase as the trend confirms directional movement and reset when the trend reverses. When a counter exceeds the defined signal strength threshold, a corresponding signal (buy or sell) is triggered. 3. Volatility and ATR Zones The Average True Range (ATR) is calculated using a period that adapts to the selected trading mode (shorter for Scalp, longer for Position). The ATR value is then used to define upper and lower zones around the trend line, highlighting the current level of market volatility. 4. Return and Trend Acceleration - Return is calculated as the difference between the current and previous closing prices, providing a simple measure of price change. - Trend Acceleration is derived from the change in the trend line’s movement (its first derivative) compared to the previous bar. This metric indicates whether the trend is gaining or losing momentum. 5. Sortino Ratio and Standard Deviation - The Sortino Ratio measures risk-adjusted performance by comparing returns to downside volatility (only considering negative price changes). - Standard Deviation is computed over the lookback period to assess the extent of price fluctuations, offering insights into market stability. Usage This indicator is suitable for various time frames and market instruments. Traders can enable or disable specific visual elements such as gradient fills, bar coloring, and signal markers based on their preference. For a minimalist approach, one might choose to display only the primary trend line. For a deeper analysis, enabling multiple tables can provide extensive data on momentum, volatility, trend dynamics, and risk metrics. Important Note on Risk Trading involves inherent risk, and no indicator can eliminate the uncertainty of the markets. Past performance is not indicative of future results. It is essential to use proper risk management, test any new tool thoroughly, and consult multiple sources or professional advice before making trading decisions. Conclusion Uptrick: Alpha Trend unifies a diverse set of calculations, adaptive smoothing techniques, and customizable visual elements into one powerful tool. By combining the Hull, Exponential, and Weighted Moving Averages, the indicator is able to provide a trend line that is both responsive and smooth, depending on the trading mode. Its advanced color schemes, gradient fills, and detailed data tables deliver a comprehensive analysis of market trends, momentum, and risk. Whether you are a short-term trader or a long-term investor, this indicator aims to clarify price action and assist you in making more informed trading decisions.
Penunjuk Pine Script®
oleh Uptrick
6
Volume Weighted HMA Index | mad_tiger_slayerTitle: 🍉 Volume Weighted HMA Index | mad_tiger_slayer 🐯 Description: The Volume Weighted HMA Index is a cutting-edge indicator designed to enhance the accuracy and responsiveness of trading signals by combining the power of volume with the Hull Moving Average (HMA). This indicator adjusts the HMA based on volume-weighted price changes, providing faster and more reliable entry and exit signals while reducing the likelihood of false signals. Intended and Best Uses: Used for Strategy Creation: Extremely Quick Entries and Exits Intended for Higher timeframe however can be used for scalping paired with additional scripts. Can be paired to create profitable strategies TREND FOLLOWING NOT MEAN REVERTING!!!! [Key Features: Volume Integration: Dynamically adjusts the HMA using volume data to prioritize higher-volume bars, ensuring that market activity plays a crucial role in signal generation. Enhanced Signal Clarity: The indicator calculates precise long and short signals by detecting volume-weighted HMA crossovers. Bar Coloring: Visually differentiate bullish and bearish conditions with customizable bar colors, making trends easier to identify. Custom Signal Plotting: Optional long and short signal markers for a clear visual representation of potential trade opportunities. Highly Configurable: Adjust parameters such as volume length and calculation source to tailor the indicator to your trading preferences and strategy. How It Works: Volume Weighting: The indicator calculates the HMA using a volume-weighted price change, amplifying the influence of high-volume periods on the moving average. Trend Identification: Crossovers of the volume-weighted HMA with zero determine trend direction, where: A bullish crossover signals a long condition. A bearish crossunder signals a short condition. Visual Feedback: Bar colors and optional signal markers provide real-time insights into trend direction and trading signals. Use Cases: Trend Following: Quickly identify emerging trends with volume-accelerated HMA calculations. Trade Confirmation: Use the indicator to confirm the strength and validity of your trade setups. Custom Signal Integration: Combine this indicator with your existing strategies to refine entries and exits. Notes: Ensure that your trading instrument provides volume data for accurate calculations. If no volume is available, the script will notify you. This script works best when combined with other indicators or trading frameworks for a comprehensive market view. Inspired by the community and designed for traders looking to stay ahead of the curve, the Volume Weighted HMA Index is a versatile tool for traders of all levels.
Penunjuk Pine Script®
oleh QuantLapse
2
Relative Risk MetricOVERVIEW The Relative Risk Metric is designed to provide a relative measure of an asset's price, within a specified range, over a log scale. PURPOSE Relative Position Assessment: Visualizes where the current price stands within a user-defined range, adjusted for log scale. Logarithmic Transformation: Utilizes the natural log to account for a log scale of prices, offering a more accurate representation of relative positions. Calculation: The indicator calculates a normalized value via the function Relative Price = / log(UpperBound) − log(LowerBound) . The result is a value between 0 and 1, where 0 corresponds to the lower bound and 1 corresponds to the upper bound on a log scale. VISUALIZATION The indicator plots three series: Risk Metric - a plot of the risk metric value that’s computed from an asset's relative price so that it lies within a logarithmic range between 0.0 & 1.0. Smoothed Risk Metric - a plot of the risk metric that’s been smoothed. Entry/Exit - a scatter plot for identified entry and exit. Values are expressed as percent and are coded as red being exit and green being entity. E.g., a red dot at 0.02 implies exit 2% of the held asset. A green dot at 0.01 implies use 1% of a designated capital reserve. USAGE Risk Metric The risk metric transformation function has several parameters. These control aspects such as decay, sensitivity, bounds and time offset. Decay - Acts as an exponent multiplier and controls how quickly dynamic bounds change as a function of the bar_index. Time Offset - provides a centering effect of the exponential transformation relative to the current bar_index. Sensitivity - controls how sensitive to time the dynamic bound adjustments should be. Baseline control - Serves as an additive offset for dynamic bounds computation which ensures that bounds never become too small or negative. UpperBound - provides headroom to accomodate growth an assets price from the baseline. For example, an upperbound of 3.5 accommodates a 3.5x growth from the baseline value (e.g., $100 -> $350). LowerBound - provides log scale compression such that the overall metric provides meaningful insights for prices well below the average whilst avoiding extreme scaling. A lowerbound of 0.25 corresponds to a price that is approx one quarter of a normalised baseline in a log context. Weighted Entry/Exit This feature provides a weighted system for identifying DCA entry and exit. This weighting mechanism adjusts the metric's interpretation to highlight conditions based on dynamic thresholds and user-defined parameters to identify high-probability zones for entry/exit actions and provide risk-adjusted insights. Weighting Parameters The weighting function supports fine-tuning of the computed weighted entry/exit values Base: determines the foundational multiplier for weighting the entry/exit value. A higher base amplifies the weighting effect, making the weighted values more pronounced. It acts as a scaling factor to control the overall magnitude of the weighting. Exponent: adjusts the curve of the weighting function. Higher exponent values increase sensitivity, emphasizing differences between risk metric values near the entry or exit thresholds. This creates a steeper gradient for the computed entry/exit value making it more responsive to subtle shifts in risk levels. Cut Off: specifies the maximum percentage (expressed as a fraction of 1.0) that the weighted entry/exit value can reach. This cap ensures the metric remains within a meaningful range and avoids skewing Exit condition: Defines a threshold for exit. When the risk metric is below the exit threshold (but above the entry threshold) then entry/exit is neutral. Entry condition: Defines a threshold for entry. When the risk metric is above the entry threshold (but below the exit threshold) then entry/exit is neutral. Weighting Behaviour For entry conditions - value is more heavily weighted as the metric approaches the entry threshold, emphasizing lower risk levels. For exit conditions - value is more heavily weighted as the metric nears the exit threshold, emphasizing increased risk levels. USE-CASES Identifying potential overbought or oversold conditions within the specified logarithmic range. Assisting in assessing how the current price compares to historical price levels on a logarithmic scale. Guiding decision-making processes by providing insights into the relative positioning of prices within a log context CONSIDERATIONS Validation: It's recommended that backtesting over historical data be done before acting on any identified entry/exit values. User Discretion: This indicator focus on price risk. Consider other risk factors and general market conditions as well.
Penunjuk Pine Script®
oleh foosmoo
4
MA Deviation Suite [InvestorUnknown]This indicator combines advanced moving average techniques with multiple deviation metrics to offer traders a versatile tool for analyzing market trends and volatility. Moving Average Types : SMA, EMA, HMA, DEMA, FRAMA, VWMA: Standard moving averages with different characteristics for smoothing price data. Corrective MA: This method corrects the MA by considering the variance, providing a more responsive average to price changes. f_cma(float src, simple int length) => ma = ta.sma(src, length) v1 = ta.variance(src, length) v2 = math.pow(nz(ma , ma) - ma, 2) v3 = v1 == 0 or v2 == 0 ? 1 : v2 / (v1 + v2) var tolerance = math.pow(10, -5) float err = 1 // Gain Factor float kPrev = 1 float k = 1 for i = 0 to 5000 by 1 if err > tolerance k := v3 * kPrev * (2 - kPrev) err := kPrev - k kPrev := k kPrev ma := nz(ma , src) + k * (ma - nz(ma , src)) Fisher Least Squares MA: Aims to reduce lag by using a Fisher Transform on residuals. f_flsma(float src, simple int len) => ma = src e = ta.sma(math.abs(src - nz(ma )), len) z = ta.sma(src - nz(ma , src), len) / e r = (math.exp(2 * z) - 1) / (math.exp(2 * z) + 1) a = (bar_index - ta.sma(bar_index, len)) / ta.stdev(bar_index, len) * r ma := ta.sma(src, len) + a * ta.stdev(src, len) Sine-Weighted MA & Cosine-Weighted MA: These give more weight to middle bars, creating a smoother curve; Cosine weights are shifted for a different focus. Deviation Metrics : Average Absolute Deviation (AAD) and Median Absolute Deviation (MAD): AAD calculates the average of absolute deviations from the MA, offering a measure of volatility. MAD uses the median, which can be less sensitive to outliers. Standard Deviation (StDev): Measures the dispersion of prices from the mean. Average True Range (ATR): Reflects market volatility by considering the day's range. Average Deviation (adev): The average of previous deviations. // Calculate deviations float aad = f_aad(src, dev_len, ma) * dev_mul float mad = f_mad(src, dev_len, ma) * dev_mul float stdev = ta.stdev(src, dev_len) * dev_mul float atr = ta.atr(dev_len) * dev_mul float avg_dev = math.avg(aad, mad, stdev, atr) // Calculated Median with +dev and -dev float aad_p = ma + aad float aad_m = ma - aad float mad_p = ma + mad float mad_m = ma - mad float stdev_p = ma + stdev float stdev_m = ma - stdev float atr_p = ma + atr float atr_m = ma - atr float adev_p = ma + avg_dev float adev_m = ma - avg_dev // upper and lower float upper = f_max4(aad_p, mad_p, stdev_p, atr_p) float upper2 = f_min4(aad_p, mad_p, stdev_p, atr_p) float lower = f_min4(aad_m, mad_m, stdev_m, atr_m) float lower2 = f_max4(aad_m, mad_m, stdev_m, atr_m) Determining Trend The indicator generates trend signals by assessing where price stands relative to these deviation-based lines. It assigns a trend score by summing individual signals from each deviation measure. For instance, if price crosses above the MAD-based upper line, it contributes a bullish point; crossing below an ATR-based lower line contributes a bearish point. When the aggregated trend score crosses above zero, it suggests a shift towards a bullish environment; crossing below zero indicates a bearish bias. // Define Trend scores var int aad_t = 0 if ta.crossover(src, aad_p) aad_t := 1 if ta.crossunder(src, aad_m) aad_t := -1 var int mad_t = 0 if ta.crossover(src, mad_p) mad_t := 1 if ta.crossunder(src, mad_m) mad_t := -1 var int stdev_t = 0 if ta.crossover(src, stdev_p) stdev_t := 1 if ta.crossunder(src, stdev_m) stdev_t := -1 var int atr_t = 0 if ta.crossover(src, atr_p) atr_t := 1 if ta.crossunder(src, atr_m) atr_t := -1 var int adev_t = 0 if ta.crossover(src, adev_p) adev_t := 1 if ta.crossunder(src, adev_m) adev_t := -1 int upper_t = src > upper ? 3 : 0 int lower_t = src < lower ? 0 : -3 int upper2_t = src > upper2 ? 1 : 0 int lower2_t = src < lower2 ? 0 : -1 float trend = aad_t + mad_t + stdev_t + atr_t + adev_t + upper_t + lower_t + upper2_t + lower2_t var float sig = 0 if ta.crossover(trend, 0) sig := 1 else if ta.crossunder(trend, 0) sig := -1 Backtesting and Performance Metrics The code integrates with a backtesting library that allows traders to: Evaluate the strategy historically Compare the indicator’s signals with a simple buy-and-hold approach Generate performance metrics (e.g., mean returns, Sharpe Ratio, Sortino Ratio) to assess historical effectiveness. Practical Usage and Calibration Default settings are not optimized: The given parameters serve as a starting point for demonstration. Users should adjust: len: Affects how smooth and lagging the moving average is. dev_len and dev_mul: Influence the sensitivity of the deviation measures. Larger multipliers widen the bands, potentially reducing false signals but introducing more lag. Smaller multipliers tighten the bands, producing quicker signals but potentially more whipsaws. This flexibility allows the trader to tailor the indicator for various markets (stocks, forex, crypto) and time frames. Disclaimer No guaranteed results: Historical performance does not guarantee future outcomes. Market conditions can vary widely. User responsibility: Traders should combine this indicator with other forms of analysis, appropriate risk management, and careful calibration of parameters.
Penunjuk Pine Script®
oleh InvestorUnknown
5
Adjust Asset for Future Interest (Brazil)Este script foi criado para ajustar o preço de um ativo com base na taxa de juros DI11!, que reflete a expectativa do mercado para os juros futuros. O objetivo é mostrar como o valor do ativo seria influenciado se fosse diretamente ajustado pela variação dessa taxa de juros. Como funciona? Preço do Ativo O script começa capturando o preço de fechamento do ativo que está sendo visualizado no gráfico. Esse é o ponto de partida para o cálculo. Taxa de Juros DI11! Em seguida, ele busca os valores diários da taxa DI11! no mercado. Esta taxa é uma referência de juros de curto prazo, usada para ajustes financeiros e projeções econômicas. Fator de Ajuste Com a taxa de juros DI11!, o script calcula um fator de ajuste simples: Fator de Ajuste = 1 + DI11 100 Fator de Ajuste=1+ 100 DI11 ​ Esse fator traduz a taxa percentual em um multiplicador aplicado ao preço do ativo. Cálculo do Ativo Ajustado Multiplica o preço do ativo pelo fator de ajuste para obter o valor ajustado do ativo. Este cálculo mostra como o preço seria se fosse diretamente influenciado pela variação da taxa DI11!. Exibição no Gráfico O script plota o preço ajustado do ativo como uma linha azul no gráfico, com maior espessura para facilitar a visualização. O resultado é uma curva que reflete o impacto teórico da taxa de juros DI11! sobre o ativo. Utilidade Este indicador é útil para entender como as taxas de juros podem influenciar ativos financeiros de forma hipotética. Ele é especialmente interessante para analistas que desejam avaliar a relação entre o mercado de renda variável e as condições de juros no curto prazo. This script was created to adjust the price of an asset based on the DI11! interest rate, which reflects the market's expectation for future interest rates. The goal is to show how the asset's value would be influenced if it were directly adjusted by the variation of this interest rate. How does it work? Asset Price The script starts by capturing the closing price of the asset that is being viewed on the chart. This is the starting point for the calculation. DI11! Interest Rate The script then searches for the daily values ​​of the DI11! rate in the market. This rate is a short-term interest reference, used for financial adjustments and economic projections. Adjustment Factor With the DI11! interest rate, the script calculates a simple adjustment factor: Adjustment Factor = 1 + DI11 100 Adjustment Factor=1+ 100 DI11 ​ This factor translates the percentage rate into a multiplier applied to the asset's price. Adjusted Asset Calculation Multiplies the asset price by the adjustment factor to obtain the adjusted asset value. This calculation shows how the price would be if it were directly influenced by the variation of the DI11! rate. Display on the Chart The script plots the adjusted asset price as a blue line on the chart, with greater thickness for easier visualization. The result is a curve that reflects the theoretical impact of the DI11! interest rate on the asset. Usefulness This indicator is useful for understanding how interest rates can hypothetically influence financial assets. It is especially interesting for analysts who want to assess the relationship between the equity market and short-term interest rate conditions.
Penunjuk Pine Script®
oleh Vinicius_Paiva
CauchyTrend [InvestorUnknown]The CauchyTrend is an experimental tool that leverages a Cauchy-weighted moving average combined with a modified Supertrend calculation. This unique approach provides traders with insight into trend direction, while also offering an optional ATR-based range analysis to understand how often the market closes within, above, or below a defined volatility band. Core Concepts Cauchy Distribution and Gamma Parameter The Cauchy distribution is a probability distribution known for its heavy tails and lack of a defined mean or variance. It is characterized by two parameters: a location parameter (x0, often 0 in our usage) and a scale parameter (γ, "gamma"). Gamma (γ): Determines the "width" or scale of the distribution. Smaller gamma values produce a distribution more concentrated near the center, giving more weight to recent data points, while larger gamma values spread the weight more evenly across the sample. In this indicator, gamma influences how much emphasis is placed on values closer to the current price versus those further away in time. This makes the resulting weighted average either more reactive or smoother, depending on gamma’s value. // Cauchy PDF formula used for weighting: // f(x; γ) = (1/(π*γ)) * f_cauchyPDF(offset, gamma) => numerator = gamma * gamma denominator = (offset * offset) + (gamma * gamma) pdf = (1 / (math.pi * gamma)) * (numerator / denominator) pdf A chart showing different Cauchy PDFs with various gamma values, illustrating how gamma affects the weight distribution. Cauchy-Weighted Moving Average (CWMA) Using the Cauchy PDF, we calculate normalized weights to create a custom Weighted Moving Average. Each bar in the lookback period receives a weight according to the Cauchy PDF. The result is a Cauchy Weighted Average (cwm_avg) that differs from typical moving averages, potentially offering unique sensitivity to price movements. // Summation of weighted prices using Cauchy distribution weights cwm_avg = 0.0 for i = 0 to length - 1 w_norm = array.get(weights, i) / sum_w cwm_avg += array.get(values, i) * w_norm Supertrend with a Cauchy Twist The indicator integrates a modified Supertrend calculation using the cwm_avg as its reference point. The Supertrend logic typically sets upper and lower bands based on volatility (ATR), and flips direction when price crosses these bands. In this case, the Cauchy-based average replaces the usual baseline, aiming to capture trend direction via a different weighting mechanism. When price closes above the upper band, the trend is considered bullish; closing below the lower band signals a bearish trend. ATR Stats Range (Optional) Beyond the fundamental trend detection, the indicator optionally computes ATR-based stats to understand price distribution relative to a volatility corridor centered on the cwm_avg line: Volatility Range: Defined as cwm_avg ± (ATR * atr_mult), this range creates upper and lower bands. Turning on atr_stats computes how often the daily close falls: Within the range, Above the upper ATR boundary, Below the lower ATR boundary, Within the range but above cwm_avg, Within the range but below cwm_avg These statistics can help traders gauge how the market behaves relative to this volatility envelope and possibly identify if the market tends to revert to the mean or break out more often. Backtesting and Performance Metrics The code is integrated with a backtesting library that allows users to assess strategy performance historically: Equity Curve Calculation: Compares CauchyTrend-based signals against the underlying asset. Performance Metrics Table: Once enabled, displays key metrics such as mean returns, Sharpe Ratio, Sortino Ratio, and more, comparing the strategy to a simple Buy & Hold approach. Alerts and Notifications The indicator provides Alerts for key events: Long Alert: Triggered when the trend flips bullish. Short Alert: Triggered when the trend flips bearish. Customization and Calibration Important: The default parameters are not optimized for any specific instrument or time frame. Traders should: Adjust the length and gamma parameters to influence how sharply or broadly the cwm_avg reacts to price changes. Tune the atr_len and atr_mult for the Supertrend logic to better match the asset’s volatility characteristics. Experiment with atr_stats on/off to see if that additional volatility distribution information provides helpful insights. Traders may find certain sets of parameters that align better with their preferred trading style, risk tolerance, or asset volatility profile. Disclaimer: This indicator is for educational and informational purposes only. Past performance in backtesting does not guarantee future results. Always perform due diligence, and consider consulting a qualified financial advisor before trading.
Penunjuk Pine Script®
oleh InvestorUnknown
3
Volume Weighted Jurik Moving AverageThe Jurik Moving Average (JMA) is a smoothing indicator that is designed to improve upon traditional moving averages by reducing lag while enhancing responsiveness to price movements. It was created by Jurik Research and is often used to track trends with greater accuracy and minimal delay. The JMA is based on a combination of **exponential smoothing** and **phase adjustments**, making it more adaptable to varying market conditions compared to standard moving averages like SMA (Simple Moving Average) or EMA (Exponential Moving Average). The core advantage of the JMA lies in its ability to adjust to price changes without excessively lagging, which is a common issue with traditional moving averages. It incorporates a **phase parameter** that can be adjusted to smooth out the signal further or make it more responsive to recent price action. This phase adjustment allows traders to fine-tune the JMA's sensitivity to the market, optimizing it for different timeframes and trading strategies. How JMA Works and Benefits of Adding Volume Weight The JMA works by applying a **smoothing process** to price data while allowing for adjustments through its phase and power parameters. These parameters help control the degree of smoothness and responsiveness. The result is a curve that follows price trends closely but with less lag than traditional moving averages. Adding **volume weighting** to the JMA enhances its ability to reflect market activity more accurately. Just like the **Volume-Weighted Moving Average (VWMA)**, volume-weighting adjusts the moving average based on the strength of trading volume, meaning that price movements with higher volume will have a greater influence on the JMA. This can help traders identify trends that are supported by significant market participation, making the moving average more reliable. The benefit of a volume-weighted JMA is that it responds more effectively to price movements that occur during periods of high trading volume, which are often considered more significant. This can help traders avoid false signals that may occur during low-volume periods when price changes may not reflect true market sentiment. By incorporating volume into the calculation, the JMA becomes more aligned with real market conditions, enhancing its effectiveness for trend identification and decision-making.
Penunjuk Pine Script®
oleh LuxmiAI
1
MadTrend [InvestorUnknown]The MadTrend indicator is an experimental tool that combines the Median and Median Absolute Deviation (MAD) to generate signals, much like the popular Supertrend indicator. In addition to identifying Long and Short positions, MadTrend introduces RISK-ON and RISK-OFF states for each trade direction, providing traders with nuanced insights into market conditions. Core Concepts Median and Median Absolute Deviation (MAD) Median: The middle value in a sorted list of numbers, offering a robust measure of central tendency less affected by outliers. Median Absolute Deviation (MAD): Measures the average distance between each data point and the median, providing a robust estimation of volatility. Supertrend-like Functionality MadTrend utilizes the median and MAD in a manner similar to how Supertrend uses averages and volatility measures to determine trend direction and potential reversal points. RISK-ON and RISK-OFF States RISK-ON: Indicates favorable conditions for entering or holding a position in the current trend direction. RISK-OFF: Suggests caution, signaling RISK-ON end and potential trend weakening or reversal. Calculating MAD The mad function calculates the median of the absolute deviations from the median, providing a robust measure of volatility. // Function to calculate the Median Absolute Deviation (MAD) mad(series float src, simple int length) => med = ta.median(src, length) // Calculate median abs_deviations = math.abs(src - med) // Calculate absolute deviations from median ta.median(abs_deviations, length) // Return the median of the absolute deviations MADTrend Function The MADTrend function calculates the median and MAD-based upper (med_p) and lower (med_m) bands. It determines the trend direction based on price crossing these bands. MADTrend(series float src, simple int length, simple float mad_mult) => // Calculate MAD (volatility measure) mad_value = mad(close, length) // Calculate the MAD-based moving average by scaling the price data with MAD median = ta.median(close, length) med_p = median + (mad_value * mad_mult) med_m = median - (mad_value * mad_mult) var direction = 0 if ta.crossover(src, med_p) direction := 1 else if ta.crossunder(src, med_m) direction := -1 Trend Direction and Signals Long Position (direction = 1): When the price crosses above the upper MAD band (med_p). Short Position (direction = -1): When the price crosses below the lower MAD band (med_m). RISK-ON: When the price moves further in the direction of the trend (beyond median +- MAD) after the initial signal. RISK-OFF: When the price retraces towards the median, signaling potential weakening of the trend. RISK-ON and RISK-OFF States RISK-ON LONG: Price moves above the upper band after a Long signal, indicating strengthening bullish momentum. RISK-OFF LONG: Price falls back below the upper band, suggesting potential weakness in the bullish trend. RISK-ON SHORT: Price moves below the lower band after a Short signal, indicating strengthening bearish momentum. RISK-OFF SHORT: Price rises back above the lower band, suggesting potential weakness in the bearish trend. Picture below show example RISK-ON periods which can be identified by “cloud” Note: Highlighted areas on the chart indicating RISK-ON and RISK-OFF periods for both Long and Short positions. Implementation Details Inputs and Parameters: Source (input_src): The price data used for calculations (e.g., close, open, high, low). Median Length (length): The number of periods over which the median and MAD are calculated. MAD Multiplier (mad_mult): Determines the distance of the upper and lower bands from the median. Calculations: Median and MAD are recalculated each period based on the specified length. Upper (med_p) and Lower (med_m) Bands are computed by adding and subtracting the scaled MAD from the median. Visual representation of the indicator on a price chart: Backtesting and Performance Metrics The MadTrend indicator includes a Backtesting Mode with a performance metrics table to evaluate its effectiveness compared to a simple buy-and-hold strategy. Equity Calculation: Calculates the equity curve based on the signals generated by the indicator. Performance Metrics: Metrics such as Mean Returns, Standard Deviation, Sharpe Ratio, Sortino Ratio, and Omega Ratio are computed. The metrics are displayed in a table for both the strategy and the buy-and-hold approach. Note: Due to the use of labels and plot shapes, automatic chart scaling may not function ideally in Backtest Mode. Alerts and Notifications MadTrend provides alert conditions to notify traders of significant events: Trend Change Alerts RISK-ON and RISK-OFF Alerts - Provides real-time notifications about the RISK-ON and RISK-OFF states for proactive trade management. Customization and Calibration Default Settings: The provided default settings are experimental and not optimized. They serve as a starting point for users. Parameter Adjustment: Traders are encouraged to calibrate the indicator's parameters (e.g., length, mad_mult) to suit their specific trading style and the characteristics of the asset being analyzed. Source Input: The indicator allows for different price inputs (open, high, low, close, etc.), offering flexibility in how the median and MAD are calculated. Important Notes Market Conditions: The effectiveness of the MadTrend indicator can vary across different market conditions. Regular calibration is recommended. Backtest Limitations: Backtesting results are historical and do not guarantee future performance. Risk Management: Always apply sound risk management practices when using any trading indicator.
Penunjuk Pine Script®
oleh InvestorUnknown
2
Honest Volatility Grid [Honestcowboy]The Honest Volatility Grid is an attempt at creating a robust grid trading strategy but without standard levels. Normal grid systems use price levels like 1.01;1.02;1.03;1.04... and place an order at each of these levels. In this program instead we create a grid using keltner channels using a long term moving average. 🟦 IS THIS EVEN USEFUL? The idea is to have a more fluid style of trading where levels expand and follow price and do not stick to precreated levels. This however also makes each closed trade different instead of using fixed take profit levels. In this strategy a take profit level can even be a loss. It is useful as a strategy because it works in a different way than most strategies, making it a good tool to diversify a portfolio of trading strategies. 🟦 STRATEGY There are 10 levels below the moving average and 10 above the moving average. For each side of the moving average the strategy uses 1 to 3 orders maximum (3 shorts at top, 3 longs at bottom). For instance you buy at level 2 below moving average and you increase position size when level 6 is reached (a cheaper price) in order to spread risks. By default the strategy exits all trades when the moving average is reached, this makes it a mean reversion strategy. It is specifically designed for the forex market as these in my experience exhibit a lot of ranging behaviour on all the timeframes below daily. There is also a stop loss at the outer band by default, in case price moves too far from the mean. What are the risks? In case price decides to stay below the moving average and never reaches the outer band one trade can create a very substantial loss, as the bands will keep following price and are not at a fixed level. Explanation of default parameters By default the strategy uses a starting capital of 25000$, this is realistic for retail traders. Lot sizes at each level are set to minimum lot size 0.01, there is no reason for the default to be risky, if you want to risk more or increase equity curve increase the number at your own risk. Slippage set to 20 points: that's a normal 2 pip slippage you will find on brokers. Fill limit assumtion 20 points: so it takes 2 pips to confirm a fill, normal forex spread. Commission is set to 0.00005 per contract: this means that for each contract traded there is a 5$ or whatever base currency pair has as commission. The number is set to 0.00005 because pinescript does not know that 1 contract is 100000 units. So we divide the number by 100000 to get a realistic commission. The script will also multiply lot size by 100000 because pinescript does not know that lots are 100000 units in forex. Extra safety limit Normally the script uses strategy.exit() to exit trades at TP or SL. But because these are created 1 bar after a limit or stop order is filled in pinescript. There are strategy.orders set at the outer boundaries of the script to hedge against that risk. These get deleted bar after the first order is filled. Purely to counteract news bars or huge spikes in price messing up backtest. 🟦 VISUAL GOODIES I've added a market profile feature to the edge of the grid. This so you can see in which grid zone market has been the most over X bars in the past. Some traders may wish to only turn on the strategy whenever the market profile displays specific characteristics (ranging market for instance). These simply count how many times a high, low, or close price has been in each zone for X bars in the past. it's these purple boxes at the right side of the chart. 🟦 Script can be fully automated to MT5 There are risk settings in lot sizes or % for alerts and symbol settings provided at the bottom of the indicator. The script will send alert to MT5 broker trying to mimic the execution that happens on tradingview. There are always delays when using a bridge to MT5 broker and there could be errors so be mindful of that. This script sends alerts in format so they can be read by tradingview.to which is a bridge between the platforms. Use the all alert function calls feature when setting up alerts and make sure you provide the right webhook if you want to use this approach. Almost every setting in this indicator has a tooltip added to it. So if any setting is not clear hover over the (?) icon on the right of the setting.
Strategi Pine Script®
oleh Honestcowboy
Equilibrium Candles + Pattern [Honestcowboy]The Equilibrium Candles is a very simple trend continuation or reversal strategy depending on your settings. How an Equilibrium Candle is created: We calculate the equilibrium by measuring the mid point between highest and lowest point over X amount of bars back. This now is the opening price for each bar and will be considered a green bar if price closes above equilibrium. Bars get shaded by checking if regular candle close is higher than open etc. So you still see what the normal candles are doing. Why are they useful? The equilibrium is calculated the same as Baseline in Ichimoku Cloud. Which provides a point where price is very likely to retrace to. This script visualises the distance between close and equilibrium using candles. To provide a clear visual of how price relates to this equilibrium point. This also makes it more straightforward to develop strategies based on this simple concept and makes the trader purely focus on this relationship and not think of any Ichimoku Cloud theories. Script uses a very simple pattern to enter trades: It will count how many candles have been one directional (above or below equilibrium) Based on user input after X candles (7 by default) script shows we are in a trend (bg colors) On the first pullback (candle closes on other side of equilibrium) it will look to enter a trade. Places a stop order at the high of the candle if bullish trend or reverse if bearish trend. If based on user input after X opposite candles (2 by default) order is not filled will cancel it and look for a new trend. Use Reverse Logic: There is a use reverse logic in the settings which on default is turned on. It will turn long orders into short orders making the stop orders become limit orders. It will use the normal long SL as target for the short. And TP as stop for the short. This to provide a means to reverse equity curve in case your pair is mean reverting by nature instead of trending. ATR Calculation: Averaged ATR, which is using ta.percentile_nearest_rank of 60% of a normal ATR (14 period) over the last 200 bars. This in simple words finds a value slightly above the mean ATR value over that period. Big Candle Exit Logic: Using Averaged ATR the script will check if a candle closes X times that ATR from the equilibrium point. This is then considered an overextension and all trades are closed. This is also based on user input. Simple trade management logic: Checks if the user has selected to use TP and SL, or/and big candle exit. Places a TP and SL based on averaged ATR at a multiplier based on user Input. Closes trade if there is a Big Candle Exit or an opposite direction signal from indicator. Script can be fully automated to MT5 There are risk settings in % and symbol settings provided at the bottom of the indicator. The script will send alert to MT5 broker trying to mimic the execution that happens on tradingview. There are always delays when using a bridge to MT5 broker and there could be errors so be mindful of that. This script sends alerts in format so they can be read by tradingview.to which is a bridge between the platforms. Use the all alert function calls feature when setting up alerts and make sure you provide the right webhook if you want to use this approach. There is also a simple buy and sell alert feature if you don't want to fully automate but still get alerts. These are available in the dropdown when creating an alert. Almost every setting in this indicator has a tooltip added to it. So if any setting is not clear hover over the (?) icon on the right of the setting. The backtest uses a 4% exposure per trade and a 10 point slippage. I did not include a commission cause I'm not personaly aware what the commissions are on most forex brokers. I'm only aware of minimal slippage to use in a backtest. Trading conditions vary per broker you use so always pay close attention to trading costs on your own broker. Use a full automation at your own risk and discretion and do proper backtesting.
Strategi Pine Script®
oleh Honestcowboy
Advanced Economic Indicator by USCG_VetAdvanced Economic Indicator by USCG_Vet tldr: This comprehensive TradingView indicator combines multiple economic and financial metrics into a single, customizable composite index. By integrating key indicators such as the yield spread, commodity ratios, stock indices, and the Federal Reserve's QE/QT activities, it provides a holistic view of the economic landscape. Users can adjust the components and their weights to tailor the indicator to their analysis, aiding in forecasting economic conditions and market trends. Detailed Description Overview The Advanced Economic Indicator is designed to provide traders and investors with a powerful tool to assess the overall economic environment. By aggregating a diverse set of economic indicators and financial market data into a single composite index, it helps identify potential turning points in the economy and financial markets. Key Features: Comprehensive Coverage: Includes 14 critical economic and financial indicators. Customizable Components: Users can select which indicators to include. Adjustable Weights: Assign weights to each component based on perceived significance. Visual Signals: Clear plotting with threshold lines and background highlights. Alerts: Set up alerts for when the composite index crosses user-defined thresholds. Included Indicators Yield Spread (10-Year Treasury Yield minus 3-Month Treasury Yield) Copper/Gold Ratio High Yield Spread (HYG/IEF Ratio) Stock Market Performance (S&P 500 Index - SPX) Bitcoin Performance (BLX) Crude Oil Prices (CL1!) Volatility Index (VIX) U.S. Dollar Index (DXY) Inflation Expectations (TIP ETF) Consumer Confidence (XLY ETF) Housing Market Index (XHB) Manufacturing PMI (XLI ETF) Unemployment Rate (Inverse SPY as Proxy) Federal Reserve QE/QT Activities (Fed Balance Sheet - WALCL) How to Use the Indicator Configuring the Indicator: Open Settings: Click on the gear icon (⚙️) next to the indicator's name. Inputs Tab: You'll find a list of all components with checkboxes and weight inputs. Including/Excluding Components Checkboxes: Check or uncheck the box next to each component to include or exclude it from the composite index. Default State: By default, all components are included. Adjusting Component Weights: Weight Inputs: Next to each component's checkbox is a weight input field. Default Weights: Pre-assigned based on economic significance but fully adjustable. Custom Weights: Enter your desired weight for each component to reflect your analysis. Threshold Settings: Bearish Threshold: Default is -1.0. Adjust to set the level below which the indicator signals potential economic downturns. Bullish Threshold: Default is 1.0. Adjust to set the level above which the indicator signals potential economic upswings. Setting the Timeframe: Weekly Timeframe Recommended: Due to the inclusion of the Fed's balance sheet data (updated weekly), it's best to use this indicator on a weekly chart. Changing Timeframe: Select 1W (weekly) from the timeframe options at the top of the chart. Interpreting the Indicator: Composite Index Line Plot: The blue line represents the composite economic indicator. Movement: Observe how the line moves relative to the threshold lines. Threshold Lines Zero Line (Gray Dotted): Indicates the neutral point. Bearish Threshold (Red Dashed): Crossing below suggests potential economic weakness. Bullish Threshold (Green Dashed): Crossing above suggests potential economic strength. Background Highlights Red Background: When the composite index is below the bearish threshold. Green Background: When the composite index is above the bullish threshold. No Color: When the composite index is between the thresholds. Understanding the Components 1. Yield Spread Description: The difference between the 10-year and 3-month U.S. Treasury yields. Economic Significance: An inverted yield curve (negative spread) has historically preceded recessions. 2. Copper/Gold Ratio Description: The price ratio of copper to gold. Economic Significance: Copper is tied to industrial demand; gold is a safe-haven asset. The ratio indicates risk sentiment. 3. High Yield Spread (HYG/IEF Ratio) Description: Ratio of high-yield corporate bonds (HYG) to intermediate-term Treasury bonds (IEF). Economic Significance: Reflects investor appetite for risk; widening spreads can signal credit stress. 4. Stock Market Performance (SPX) Description: S&P 500 Index levels. Economic Significance: Broad measure of U.S. equity market performance. 5. Bitcoin Performance (BLX) Description: Bitcoin Liquid Index price. Economic Significance: Represents risk appetite in speculative assets. 6. Crude Oil Prices (CL1!) Description: Front-month crude oil futures price. Economic Significance: Influences inflation and consumer spending. 7. Volatility Index (VIX) Description: Market's expectation of volatility (fear gauge). Economic Significance: High VIX indicates market uncertainty; inverted in the indicator to align directionally. 8. U.S. Dollar Index (DXY) Description: Value of the U.S. dollar relative to a basket of foreign currencies. Economic Significance: Affects international trade and commodity prices; inverted in the indicator. 9. Inflation Expectations (TIP ETF) Description: iShares TIPS Bond ETF prices. Economic Significance: Reflects market expectations of inflation. 10. Consumer Confidence (XLY ETF) Description: Consumer Discretionary Select Sector SPDR Fund prices. Economic Significance: Proxy for consumer confidence and spending. 11. Housing Market Index (XHB) Description: SPDR S&P Homebuilders ETF prices. Economic Significance: Indicator of the housing market's health. 12. Manufacturing PMI (XLI ETF) Description: Industrial Select Sector SPDR Fund prices. Economic Significance: Proxy for manufacturing activity. 13. Unemployment Rate (Inverse SPY as Proxy) Description: Inverse of the SPY ETF price. Economic Significance: Represents unemployment trends; higher inverse SPY suggests higher unemployment. 14. Federal Reserve QE/QT Activities (Fed Balance Sheet - WALCL) Description: Total assets held by the Federal Reserve. Economic Significance: Indicates liquidity injections (QE) or withdrawals (QT); impacts interest rates and asset prices. Customization and Advanced Usage Adjusting Weights: Purpose: Emphasize components you believe are more predictive or relevant. Method: Increase or decrease the weight value next to each component. Example: If you think the yield spread is particularly important, you might assign it a higher weight. Disclaimer This indicator is for educational and informational purposes only. It is not financial advice. Trading and investing involve risks, including possible loss of principal. Always conduct your own analysis and consult with a professional financial advisor before making investment decisions.
Penunjuk Pine Script®
oleh USCG_Vet
Hyperbolic Tangent Volatility Stop [InvestorUnknown]The Hyperbolic Tangent Volatility Stop (HTVS) is an advanced technical analysis tool that combines the smoothing capabilities of the Hyperbolic Tangent Moving Average (HTMA) with a volatility-based stop mechanism. This indicator is designed to identify trends and reversals while accounting for market volatility. Hyperbolic Tangent Moving Average (HTMA): The HTMA is at the heart of the HTVS. This custom moving average uses a hyperbolic tangent transformation to smooth out price fluctuations, focusing on significant trends while ignoring minor noise. The transformation reduces the sensitivity to sharp price movements, providing a clearer view of the underlying market direction. The hyperbolic tangent function (tanh) is commonly used in mathematical fields like calculus, machine learning and signal processing due to its properties of “squashing” inputs into a range between -1 and 1. The function provides a non-linear transformation that can reduce the impact of extreme values while retaining a certain level of smoothness. tanh(x) => e_x = math.exp(x) e_neg_x = math.exp(-x) (e_x - e_neg_x) / (e_x + e_neg_x) The HTMA is calculated by applying a non-linear transformation to the difference between the source price and its simple moving average, then adjusting it using the standard deviation of the price data. The result is a moving average that better tracks the real market direction. htma(src, len, mul) => tanh_src = tanh((src - ta.sma(src, len)) * mul) * ta.stdev(src, len) + ta.sma(src, len) htma = ta.sma(tanh_src, len) Important Note: The Hyperbolic Tangent function becomes less accurate with very high prices. For assets priced above 100,000, the results may deteriorate, and for prices exceeding 1 million, the function may stop functioning properly. Therefore, this indicator is better suited for assets with lower prices or lower price ratios. Volatility Stop (VolStop): HTVS employs a Volatility Stop mechanism based on the Average True Range (ATR). This stop dynamically adjusts based on market volatility, ensuring that the indicator adapts to changing conditions and avoids false signals in choppy markets. The VolStop follows the price, with a higher ATR pushing the stop farther away to avoid premature exits during volatile periods. Conversely, when volatility is low, the stop tightens to lock in profits as the trend progresses. The ATR Length and ATR Multiplier are customizable, allowing traders to control how tightly or loosely the stop follows the price. pine_volStop(src, atrlen, atrfactor) => if not na(src) var max = src var min = src var uptrend = true var float stop = na atrM = nz(ta.atr(atrlen) * atrfactor, ta.tr) max := math.max(max, src) min := math.min(min, src) stop := nz(uptrend ? math.max(stop, max - atrM) : math.min(stop, min + atrM), src) uptrend := src - stop >= 0.0 if uptrend != nz(uptrend , true) max := src min := src stop := uptrend ? max - atrM : min + atrM Backtest Mode: HTVS includes a built-in backtest mode, allowing traders to evaluate the indicator's performance on historical data. In backtest mode, it calculates the cumulative equity curve and compares it to a simple buy and hold strategy. Backtesting features can be adjusted to focus on specific signal types, such as Long Only, Short Only, or Long & Short. An optional Buy and Hold Equity plot provides insight into how the indicator performs relative to simply holding the asset over time. The indicator includes a Hints Table, which provides useful recommendations on how to best display the indicator for different use cases. For example, when using the overlay mode, it suggests displaying the indicator in the same pane as price action, while backtest mode is recommended to be used in a separate pane for better clarity. The Hyperbolic Tangent Volatility Stop offers traders a balanced approach to trend-following, using the robustness of the HTMA for smoothing and the adaptability of the Volatility Stop to avoid whipsaw trades during volatile periods. With its backtesting features and alert system, this indicator provides a comprehensive toolkit for active traders.
Penunjuk Pine Script®
oleh InvestorUnknown
Power MarketPower Market Indicator Description: The Power Market Indicator is designed to help traders assess market strength and make informed decisions for entering and exiting positions. This innovative indicator provides a comprehensive view of the evolution of Simple Moving Averages (SMA) over different periods and offers a clear measure of market strength through a total score. Key Features: Multi-Period SMA Analysis: Calculates Simple Moving Averages (SMA) for 10 different periods ranging from 10 to 100. Provides detailed analysis by comparing the current closing price with these SMAs. Market Strength Measurement: Assesses market strength by calculating a total score based on the relationship between the closing price and the SMAs. The total score is displayed as a histogram with distinct colors for positive and negative values. Smoothed Curve for Better View: A smoothing of the total score is applied using a 5-period Simple Moving Average to represent the overall trend more smoothly. Dynamic Information Table: Real-time display of the maximum and minimum values among the SMAs, as well as the difference between these values, providing valuable insights into the variability of moving averages. Visual Reference Lines: Horizontal lines at zero, +50, and -50 for easy evaluation of key score levels. How to Use the Indicator: Position Entries: Use high positive scores to identify buying opportunities when market strength is strong. Position Exits: Negative scores may signal market weakness, allowing you to exit positions or wait for a better opportunity. Data Analysis: The table helps you understand the variability of SMAs, offering additional context for your trading decisions. This powerful tool provides an in-depth view of market dynamics and helps you navigate your trading strategies with greater confidence. Embrace the Power Market Indicator and optimize your trading decisions today!
Penunjuk Pine Script®
oleh imane-academy
Auto Signal Buy/SellAuto Signal Buy/Sell with Time Filter and Dynamic ZLEMA (GMT+2) 🌟 Are you looking for an indicator that combines efficiency and simplicity while integrating advanced elements like SuperTrend, ZLEMA (Zero Lag EMA), and a MACD DEMA for clear and precise buy/sell signals? 📈 Introducing Auto Signal Buy/Sell, the ultimate indicator designed for intraday and swing traders, optimized for market hours in GMT+2. 🛠️ Key Features: - **Advanced SuperTrend**: Follow the dominant trend with a robust SuperTrend, adjustable to your preferences (customizable multiplier and period). - **Dynamic ZLEMA**: Get a zero-lag EMA curve with a visual signal. Additionally, the ZLEMA turns blue when it’s nearly flat, helping you easily spot market consolidation phases. - **MACD DEMA**: An enhanced version of the traditional MACD, using the Double EMA to capture more responsive buy/sell cross signals. 📊 - **Buy/Sell Signals**: Visual arrows clearly indicate potential entry and exit points on your chart, filtered by MACD crossovers and the SuperTrend trend. - **Smart Time Filter (GMT+2)**: This script adapts to trading hours (customizable) and only displays signals during trading hours. The background turns light blue when the market is closed, preventing confusion during inactivity periods. 🕒 ⚙️ Full Customization: - Adjustable trading hours (default 9 AM to 5 PM in GMT+2) with dynamic background indicating when markets are closed. - Flexible settings for SuperTrend, ZLEMA, and MACD DEMA to suit any strategy. 🎯 Why Choose This Indicator? - Optimized for maximum precision with advanced algorithms like ZLEMA and DEMA. - Easy to use: it provides clear, visual signals directly on the chart—no need to decipher complex indicators. - A complete intraday and swing indicator that combines trend analysis and signal filtering with precise market hours. 🚀 Boost Your Trading! Add this indicator to your toolkit and enhance your decision-making. Thanks to its intuitive interface and clear visual signals, you can trade with confidence. 💡 Don't forget to like 👍 and comment if you find this indicator useful! Your feedback helps us continue improving such tools. 🚀 📌 How to Use: 1. Add the indicator to your chart. 2. Adjust the SuperTrend and ZLEMA settings to suit your needs. 3. Follow the buy/sell signals and watch for the light blue background outside of trading hours. 4. Trade effectively and stay in control, even during consolidation phases.
Penunjuk Pine Script®
oleh Tr_protocol
Dynamic Volume RSI (DVRSI) [QuantAlgo]Introducing the Dynamic Volume RSI (DVRSI) by QuantAlgo 📈✨ Elevate your trading and investing strategies with the Dynamic Volume RSI (DVRSI) , a powerful tool designed to provide clear insights into market momentum and trend shifts. This indicator is ideal for traders and investors who want to stay ahead of the curve by using volume-responsive calculations and adaptive smoothing techniques to enhance signal clarity and reliability. 🌟 Key Features: 🛠 Customizable RSI Settings: Tailor the indicator to your strategy by adjusting the RSI length and price source. Whether you’re focused on short-term trades or long-term investments, DVRSI adapts to your needs. 🌊 Adaptive Smoothing: Enable adaptive smoothing to filter out market noise and ensure cleaner signals in volatile or choppy market conditions. 🎨 Dynamic Color-Coding: Easily identify bullish and bearish trends with color-coded candles and RSI plots, offering clear visual cues to track market direction. ⚖️ Volume-Responsive Adjustments: The DVRSI reacts to volume changes, giving greater significance to high-volume price moves and improving the accuracy of trend detection. 🔔 Custom Alerts: Stay informed with alerts for key RSI crossovers and trend changes, allowing you to act quickly on emerging opportunities. 📈 How to Use: ✅ Add the Indicator: Set up the DVRSI by adding it to your chart and customizing the RSI length, price source, and smoothing options to fit your specific strategy. 👀 Monitor Visual Cues: Watch for trend shifts through the color-coded plot and candles, signaling changes in momentum as the RSI crosses key levels. 🔔 Set Alerts: Configure alerts for critical RSI crossovers, such as the 50 line, ensuring you stay on top of potential market reversals and opportunities. 🔍 How It Works: The Dynamic Volume RSI (DVRSI) is a unique indicator designed to provide more accurate and responsive signals by incorporating both price movement and volume sensitivity into the RSI framework. It begins by calculating the traditional RSI values based on a user-defined length and price source, but unlike standard RSI tools, the DVRSI applies volume-weighted adjustments to reflect the strength of market participation. The indicator dynamically adjusts its sensitivity by factoring in volume to the RSI calculation, which means that price moves backed by higher volumes carry more weight, making the signal more reliable. This method helps identify stronger trends and reduces the risk of false signals in low-volume environments. To further enhance accuracy, the DVRSI offers an adaptive smoothing option that allows users to reduce noise during periods of market volatility. This adaptive smoothing function responds to market conditions, providing a cleaner signal by reducing erratic movements or price spikes that could lead to misleading signals. Additionally, the DVRSI uses dynamic color-coding to visually represent the strength of bullish or bearish trends. The candles and RSI plots change color based on the RSI values crossing critical thresholds, such as the 50 level, offering an intuitive way to recognize trend shifts. Traders can also configure alerts for specific RSI crossovers (e.g., above 50 or below 40), ensuring that they stay informed of potential trend reversals and significant market shifts in real-time. The combination of volume sensitivity, adaptive smoothing, and dynamic trend visualization makes the DVRSI a robust and versatile tool for traders and investors looking to fine-tune their market analysis. By incorporating both price and volume data, this indicator delivers more precise signals, helping users make informed decisions with greater confidence. Disclaimer: The Dynamic Volume RSI is designed to enhance your market analysis but should not be used as a sole decision-making tool. Always consider multiple factors before making any trading or investment decisions. Past performance is not indicative of future results.
Penunjuk Pine Script®
oleh QuantAlgo
8
Dynamic Jurik RSX w/ Fisher Transform█ Introduction The Dynamic Jurik RSX with Fisher Transform is a powerful and adaptive momentum indicator designed for traders who seek a non-laggy view of price movements. This script is based on the classic Jurik RSX (Relative Strength Index). It also includes features such as the dynamic overbought and oversold limits, the Inverse Fisher Transform, trend display, slope calculations, and the ability to color extremes for better clarity. █ Key Features:  • RSX: The Relative Strength Index (RSX) in this script is based on Jurik’s RSX, which is smoother than the traditional RSI and aims to reduce noise and lag. This script calculates the RSX using an exponential smoothing technique and adaptive adjustments.  • Inverse Fisher Transform: This script can optionally apply the Inverse Fisher Transform to the RSX, which helps to normalize the RSX values, compressing them between -1 and 1. The inverse transformation makes it easier to spot extreme values (overbought and oversold conditions) by enhancing the visual clarity of those extremes. It also smooths the curve over a user-defined period in hopes of providing a more consistent signal.  • Dynamic Limits: The dynamic overbought and oversold limits are calculated based on the RSX's recent high and low values. The limits adjust dynamically depending on market conditions, making them more relevant to current price action.  • Slope Display: The slope of the RSX is calculated as the rate of change between the current and previous RSX value. The slope is displayed as dots when the slope exceeds the threshold designated by the user, providing visual cues for momentum shifts.  • Trend Coloring: Optionally, the user can also enable a trend-based display. It is simply based on current value of RSX versus the previous one. If RSX is rising then the trend is bullish, if not, then the trend is bearish.  • Coloring Extremes: Users can configure the RSX to color the chart when prices enter extreme conditions, such as overbought or oversold zones, providing visual cues for market reversals. █ Attached Chart Notes:  • Top Panel: Enabled dynamic limits, Trend display, standard Jurik RSX with 20 lookback period, and Slope display.  • Middle Panel: Enabled dynamic limits, Extremes display, and standard Jurik RSX with 20 lookback period.  • Bottom Panel: Enabled dynamic limits, Trend display, Inverse Fisher Transform with 14 lookback period and 9 smoothing period. and Slope display. █ Credits: Special thanks to Everget for providing the original script. The script was also slightly modified based on updates from outside sources. █ Disclaimer: This script is for educational purposes only and should not be considered financial advice. Always conduct your own research and consult a professional before making any trading decisions.
Penunjuk Pine Script®
oleh x_SharpVisionTraders_x
1
Gaussian Acceleration ArrayIndicators play a role in analyzing price action, trends, and potential reversals. Among many of these, velocity and acceleration have held a significant place due to their ability to provide insight into momentum and rate of change. This indicator takes the old calculation and tweaks it with gaussian smoothing and logarithmic function to ensure proper scaling. A Brief on Velocity and Acceleration: The concept of velocity in trading refers to the speed at which price changes over time, while acceleration is the rate of change(ROC) of velocity. Early momentum indicators like the RSI and MACD laid foundation for understanding price velocity. However, as markets evolve so do we as technical analysts, we seek the most advanced tools. The Acceleration/Deceleration Oscillator, introduced by Bill Williams, was one of the early attempts to measure acceleration. It helped gauge whether the market was gaining or losing momentum. Over time more specific tools like the "Awesome Oscillator"(AO) emerged, which has a set length on the datasets measured. Gaussian Functions: Named after the mathematician Carl Friedrich Gauss, the Gaussian function describes a bell-shaped curve, often referred to as the "normal distribution." In trading these functions are applied to smooth data and reduce noise, focusing on underlying patterns. The Gaussian Acceleration Array leverages this function to create a smoothed representation of market acceleration. How does it work? This indicator calculates acceleration based the highs and lows of each dataset Once the weighted average for velocity is determined, its rate of change essentially becomes the acceleration It then plots multiple lines with customizable variance from the primary selected length Practical Tips: The Gaussian Acceleration Array offers various customizable parameters, including the sample period, smoothing function, and array variance. Experiment with these settings to tailor it to preferred timeframes and styles. The color-coded lines and background zones make it easier to interpret the indicator at a glance. The backgrounds indicate increasing or decreasing momentum simply as a visual aid while the lines state how the velocity average is performing. Combining this with other tools can signal shifts in market dynamics.
Penunjuk Pine Script®
oleh NantzOS
Gaussian Kernel Smoothing EMAGaussian Kernel Smoothing EMA The Gaussian Kernel Smoothing EMA integrates the exponential moving average with kernel smoothing techniques to refine the trend tool. Kernel smoothing is a non-parametric technique used to estimate a smooth curve from a set of data points. It is particularly useful in reducing noise and capturing the underlying structure of data. The smoothed value at each point is calculated as a weighted average of neighboring points, with the weights determined by a kernel function. The Gaussian kernel is a popular choice in kernel smoothing due to its properties of being smooth, symmetric, and having infinite support. This function gives higher weights to data points closer to the target point and lower weights to those further away, resulting in a smooth and continuous estimate. Since price isn't normally distributed a logarithmic transformation is performed to remove most of its skewness to be able to fit the Gaussian kernel. This indicator also has a bandwidth, which in kernel smoothing controls the width of the window over which the smoothing is performed. It determines how much influence nearby data points have on the smoothed value. In this indicator, the bandwidth is dynamically adjusted based on the standard deviation of the log-transformed prices so that the smoothing adapts to the underlying variability and potential volatility. Bandwidth Factor: The bandwidth factor in this indicator is used to adjust the degree of the smoothing applied to the MA. In kernel smoothing, Bandwidth controls the width of the window over which the smoothing is applied. It determines how many data points around a central point are considered when calculating a smooth value. A smaller bandwidth results in less smoothing, while a larger bandwidth smooths out more noise, leading to a broader, more general trend.
Penunjuk Pine Script®
oleh Traders_Endeavors
Moving Average Z-Score Suite [BackQuant]Moving Average Z-Score Suite 1. What is this indicator The Moving Average Z-Score Suite is a versatile indicator designed to help traders identify and capitalize on market trends by utilizing a variety of moving averages. This indicator transforms selected moving averages into a Z-Score oscillator, providing clear signals for potential buy and sell opportunities. The indicator includes options to choose from eleven different moving average types, each offering unique benefits and characteristics. It also provides additional features such as standard deviation levels, extreme levels, and divergence detection, enhancing its utility in various market conditions. 2. What is a Z-Score A Z-Score is a statistical measurement that describes a value's relationship to the mean of a group of values. It is measured in terms of standard deviations from the mean. For instance, a Z-Score of 1.0 means the value is one standard deviation above the mean, while a Z-Score of -1.0 indicates it is one standard deviation below the mean. In the context of financial markets, Z-Scores can be used to identify overbought or oversold conditions by determining how far a particular value (such as a moving average) deviates from its historical mean. 3. What moving averages can be used The Moving Average Z-Score Suite allows users to select from the following eleven moving averages: Simple Moving Average (SMA) Hull Moving Average (HMA) Exponential Moving Average (EMA) Weighted Moving Average (WMA) Double Exponential Moving Average (DEMA) Running Moving Average (RMA) Linear Regression Curve (LINREG) (This script can be found standalone ) Triple Exponential Moving Average (TEMA) Arnaud Legoux Moving Average (ALMA) Kalman Hull Moving Average (KHMA) T3 Moving Average Each of these moving averages has distinct properties and reacts differently to price changes, allowing traders to select the one that best fits their trading style and market conditions. 4. Why Turning a Moving Average into a Z-Score is Innovative and Its Benefits Transforming a moving average into a Z-Score is an innovative approach because it normalizes the moving average values, making them more comparable across different periods and instruments. This normalization process helps in identifying extreme price movements and mean-reversion opportunities more effectively. By converting the moving average into a Z-Score, traders can better gauge the relative strength or weakness of a trend and detect potential reversals. This method enhances the traditional moving average analysis by adding a statistical perspective, providing clearer and more objective trading signals. 5. How It Can Be Used in the Context of a Trading System In a trading system, it can be used to generate buy and sell signals based on the Z-Score values. When the Z-Score crosses above zero, it indicates a potential buying opportunity, suggesting that the price is above its mean and possibly trending upward. Conversely, a Z-Score crossing below zero signals a potential selling opportunity, indicating that the price is below its mean and might be trending downward. Additionally, the indicator's ability to show standard deviation levels and extreme levels helps traders set profit targets and stop-loss levels, improving risk management and trade planning. 6. How It Can Be Used for Trend Following For trend-following strategies, it can be particularly useful. The Z-Score oscillator helps traders identify the strength and direction of a trend. By monitoring the Z-Score and its rate of change, traders can confirm the persistence of a trend and make informed decisions to enter or exit trades. The indicator's divergence detection feature further enhances trend-following by identifying potential reversals before they occur, allowing traders to capitalize on trend shifts. By providing a clear and quantifiable measure of trend strength, this indicator supports disciplined and systematic trend-following strategies. No backtests for this indicator due to the many options and ways it can be used, Enjoy
Penunjuk Pine Script®
oleh BackQuant
6
FX Index Curve Oscillator (FICO)We can approximate the TVC:DXY with simple multiplication, rather than using geometric weighted averages; the values will be different, but the charts will look almost the same. Because we can make a "good enough" version of DXY, we can also extend this concept to the other major currencies: AUD - Yellow CAD - Red CHF - Orange EUR - Purple GBP - Green JPY - White NZD - Lime green USD - Blue This indicator works by constructing an "index" for each currency, performing a lookback to figure out the rate of change, and then smoothing the values. These values are fed through an oscillator to normalize them between -1.00 and +1.00, before finally being smoothed again. Interestingly, using HMA to smooth them the second time will cause the values to leak past 1.00, which we can also use as a signal. If you want to change the values, I find that the biggest difference comes from the lookback and oscillator settings; the MA/smoothing is probably good enough. The default settings are for doing forex trades on the daily chart. Other timeframes are possible, but I could not find any settings that work. It might also be possible to use a similar approach on other assets (crypto, metals, indexes, etc) but I have not tried yet. In my own testing, what I found to be a good approach is to look for a currency to be above +1 and another to be below -1, and then look for color changes; ideally this will happen on the same bar/candle. You can also consider two line crosses, breaking above or below 1, etc as other entry signals. I find that price will either move immediately, or take a candle or two to retrace and then start moving. Happy trading! Unfortunately, the indicator pane can get quite crowded; if you're testing for a single currency pair, you may want to disable some of the plotted lines:
Penunjuk Pine Script®
oleh KyleBaran
1
MarketcapDefinition This indicator was designed to reveal the relationship between the price of the product and its market value. The red average marketcap line that appears on the chart is the line. And the further up this line moves from the chart, the more it shows that there is a mismatch between the price and the market value. So what does this incompatibility mean? There are purchases of the product, but since the supply of the product into circulation is constantly increasing, it means that these purchases are not reflected in the price, which means there is inflation. The main purpose of our indicator is to calculate inflation of the product. It is the understanding of whether or not the amount of supply put into circulation in response to the investment is reflected in the product price while increasing the market value. Attention: Transactions are made based on the data received via CRYPTOCAP. In cases where this data cannot be received, the "UNSUPPORTED SOURCE" warning is displayed. You can use Settings to change the source from which data can be retrieved. Labels The labels are explained one by one below. MARKETCAP: Shows the current market value. ATH MARKETCAP: Shows the highest market value of all time. MARKETCAP RATIO: It gives the ratio between the highest level and the lowest level of the market value. PRICE RATIO: Gives the ratio between the highest level and the lowest level of the crypto price. ALL INFLATION PERCENT: It refers to the percentage of all inflation that has developed so far. It is also the percentage difference between market value and price. MONTHLY INFLATION PERCENT: It refers to the monthly estimated inflation percentage. CIRCULATING SUPPLY: It refers to the estimated circulation supply of the product. Best Use It should bring to mind the idea that the further the indicator curve moves away from the price, the higher the inflation will be. In order for a product to reach its previous peak, its market value must normally increase by the "MARKETCAP RATIO" value and the "PRICE RATIO" value. This should make you think that this product needs more investment to reach its former peak. And it is necessary to be careful when purchasing such products. Disclaimer This indicator is for informational purposes only and should be used for educational purposes only. You may lose money if you rely on this to trade without additional information. Use at your own risk. Version v1.0
Penunjuk Pine Script®
oleh KriptoSezonu
3