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Leverage & Liquidations (Margins) Plotter - [SANIXLAB]Leverage & Liquidations (Margins) Plotter — This indicator visualises liquidation zones across multiple leverage tiers and helps traders manage margin exposure . It dynamically plots the liquidation ranges for 5x → 100x positions, highlighting where leveraged traders could get wiped out. Add manual long / short markers , choose leverage and margin size, and the script calculates your exact liquidation prices — buffered for realism. A clean control panel shows entries, liquidation levels, and percentage distance to liquidation. Features Visual leverage zones (5x → 100x) Manual Long / Short marker system Margin-based liquidation math with buffer Toggleable entry & liq lines Compact top-right control panel Floating mid-zone leverage labels Fully customizable colors Use Case Quickly see: Where 10x / 20x traders get squeezed How far your own trade can move before margin burn Where cascading liquidations might begin Perfect for futures & leverage traders who want to keep one eye on price … and the other on survival. — MR.L ☕ Brewed with caffeine, coded with care.
Penunjuk Pine Script®
oleh SANIXLAB
BTC Flow Dashboard (Spot Premium + OI + Funding)It builds a single flows dashboard that shows whether real spot demand (fiat buyers) or leveraged perps (futures traders) are driving BTC, and then cross-checks that with Open Interest (OI) and funding pressure—all normalized so you can spot regime shifts and squeeze risk fast. How to read it (practical playbook) Continuation (healthier trend) Price ↑, premium > 0 and rising, oiZ ≥ 0 → spot sponsoring the move; perps chase → add on pullbacks. Leverage-led & vulnerable Price ↑, premium < 0, fundZ > 0 (expensive longs) → crowding → fade extensions / expect sharp pullbacks. Buyable dip / absorption Price ↓, premium ≥ 0 (spot supporting), oiZ flat/down, fundZ ≤ 0 → selling looks weak → scale into reversals. Exhaustion / mean reversion premZ ≥ +2 after a run → flows unusually hot → take profits / tighten risk. premZ ≤ −2 into key support → capitulation risk but also bounce setups if OI/funding aren’t pressuring.
Penunjuk Pine Script®
oleh FIRE_CRYPTO
Liquidations Aggregated (Lite)Liquidations Aggregated (Lite) The Liquidations Aggregated (Lite) script provides a unified cross-exchange visualization of short and long liquidation volumes, allowing traders to identify high-impact market events and sentiment reversals driven by forced position closures. It aggregates normalized liquidation data from Binance, Bybit, and OKX into a single coherent output, offering a consolidated perspective of derivative market stress across major venues. Core Concept Liquidations are involuntary closures of leveraged positions when margin requirements are breached. They represent points of structural orderflow imbalance, often triggering localized volatility spikes and price pivots. This indicator isolates and aggregates those liquidation volumes by direction (short vs. long), allowing traders to map where leveraged traders are being forced out and whether current market movement is driven by short covering or long capitulation. Underlying Methodology Each connected exchange provides liquidation feeds via standardized symbols (e.g., BTCUSDT.P_LQBUY or BTCUSD.P_LQSELL). The script differentiates between: Short Liquidations → Buy Volume: Forced covering of shorts, representing upward pressure. Long Liquidations → Sell Volume: Forced selling of longs, representing downward pressure. Bybit’s inverse data is normalized to align directional logic with Binance and OKX. Data is drawn through the request.security() function per symbol and per exchange, with per-exchange scaling adjustments applied to compensate for differences in reported nominal sizes (USD vs. coin-margined). The script is meant to match the calculation methods of professional-grade data sources (e.g., Velodata, Coinalyze). The value is denominated in the base currency at all times. Computation Logic Liquidation volumes are fetched separately for USD- and USDT-margined pairs on each exchange. Exchange-specific magnitude adjustments are applied to account for nominal denomination differences. Normalized liquidation buy and sell volumes are summed into two global aggregates: combinedBuyVolumeLiquidationsShort → aggregated buy volume from forced short positions closes (Short Liquidations) combinedSellVolumeLiquidationsLong → aggregated sell pressure from forced long position closes (Long Liquidations) Final series are plotted as mirrored column charts around a zero baseline for direct comparison. How to Use Apply the script to any crypto perpetual futures symbol (e.g., BTCUSDT, ETHUSDT). Observe teal bars (Buy Volume from Short Liquidations) for short squeezes and red bars (Sell Volume from Long Liquidations) for long wipes. Strong teal spikes during downtrends often indicate aggressive short liquidations leading to short-term bounces. Strong red spikes during uptrends often mark long unwinds that can trigger sharp retracements. Sustained asymmetry in either direction suggests systemic imbalance across leveraged positioning.
Penunjuk Pine Script®
oleh mxdvt07
2
Open Interest + Continuation/Discontinuation Patterns📈 Open Interest + Continuation/Discontinuation Patterns This indicator analyzes Open Interest data to detect four key convergence/divergence patterns that signal potential trend continuation or reversal: Buyer Continuation Seller Continuation Buyer Discontinuation Seller Discontinuation Each pattern is identified by comparing price action with Open Interest behavior, using pivot-based logic and ATR filtering for precision. When a valid pattern is detected, the indicator draws visual lines on the chart and triggers custom alert conditions for each type, enabling timely decision-making. The Open Interest data is plotted as a candle-style oscillator, offering a clear view of momentum shifts. The detection logic is fully configurable, allowing users to adjust pivot sensitivity, lookback ranges, and ATR filters to suit different market conditions. Key features: 🔍 Detects continuation and discontinuation patterns via convergence/divergence logic 🔔 Alerts for all four pattern types 🕯️ Candle-style visualization of Open Interest ⚙️ ATR-based filtering and pivot customization Perfect for traders seeking to enhance their market timing using Open Interest dynamics and divergence-based signals.
Penunjuk Pine Script®
oleh victhoreb
Divergences + Alerts (ANY Indicator)📊 Divergences + Alerts (ANY Indicator) This versatile indicator detects four types of divergences between price action and an oscillator: Buyer Exhaustion Buyer Absorption Seller Exhaustion Seller Absorption Each divergence type is automatically identified and visually marked on the chart with colored lines. The indicator also includes built-in alert conditions for all four divergence types, allowing traders to receive real-time notifications when potential reversal signals occur. By default, the oscillator is a candle-style visualization of the Money Flow Index (MFI), enhanced with volatility filtering via a VWMA-based ATR. However, users can replace the default MFI oscillator with any external source using the “Plug External Source” input, enabling full customization and compatibility with other indicators. Key features: 🔍 Detects both exhaustion and absorption divergences 🔔 Alerts for each divergence type 🕯️ Candle-style oscillator visualization 🔌 Optional input for external indicator sources ⚙️ ATR-based filtering for precision Ideal for traders seeking to spot early signs of trend reversals or momentum shifts with customizable flexibility.
Penunjuk Pine Script®
oleh victhoreb
1
Image Plotter [theUltimator5]Image Plotter is a visual alerting tool that drops fun, high-contrast ASCII (braille) art (e.g., Rocket, Cat “hang in there”, Babe Ruth, etc.) directly on your price chart when a technical trigger fires. It’s designed for quick, glanceable callouts without cluttering your chart with lines or sub-indicators. If there are any specific images you would like to be able to add to your plot, please comment with the image you want to see and if it is reasonable, I will add it. How it works On each bar close, the script evaluates your selected Trigger Source. When the condition is true, it places a label that contains the selected ASCII art at a configurable offset above or below the candle. You can choose to only keep the most recent art on the chart, or accumulate every trigger as a historical breadcrumb trail. Positioning uses either the bar’s high (for above-candle placements) or low (for below-candle placements), then applies your vertical % offset and horizontal bar shift. Inputs & Controls Trigger Source Select which condition will fire the ASCII placement: RSI Oversold / Overbought — Triggers on cross through the threshold (under/over). MACD Bullish Cross / Bearish Cross — MACD line crossing the Signal line. BB Lower Touch / BB Upper Touch — Price crossing below the lower band / above the upper band. Stochastic Oversold / Overbought — %K crossing through your thresholds. Volume Spike — Current volume > (Volume MA × Spike Multiplier). Price Cross MA — Close crossing above the chosen moving average (bullish only). Custom Condition — Optional user condition (see “Custom Condition” below). Plot Mode Latest Only — The indicator deletes the previous label and keeps only the newest trigger on chart. Every Trigger — Leaves all triggered labels on the chart (historical markers). Note: TradingView caps the number of labels per script; this indicator sets max_labels_count=500. Heavy triggering can still hit limits. Practical usage tips Choose “Latest Only” for cleanliness if your trigger is frequent. Use “Every Trigger” when you want a visual audit trail. Tune vertical offset by symbol — low-priced tickers may need a smaller %; volatile names may need more spacing. Quick start Add the indicator to any chart (any timeframe). Pick a Trigger Source (e.g., RSI Oversold) and set thresholds/lengths. Choose ASCII Image, Position Above/Below, Offsets, and Plot Mode. (Optional) Enable Custom Condition and select your Custom Plot Source. Create an Alert on “ASCII Trigger Alert” using Once Per Bar Close. Have a variant you’d like (e.g., bearish MA cross, multi-alert pack by trigger, or time-window filters)? Tell me what workflow you want and I’ll tailor the script/description to match.
Penunjuk Pine Script®
oleh TheUltimator5
2
India VIX Based Nifty/BankNifty Range Calculator (Auto Fetch)VIX-Based Expected Daily Range (Auto Volatility Forecast) Created by: Harshiv Symposium 📖 Purpose This indicator automatically fetches the India VIX value and calculates the expected daily price range for major Indian indices such as Nifty and BankNifty. It helps traders understand how much the market is likely to move today based on current volatility conditions. Designed for educational and analytical awareness, not for signals or profit-making systems. ⚙️ Core Logic Expected Daily Move (Range) = (India VIX × Current Index Price) ÷ Multiplier - Multiplier for Nifty: 1000 - Multiplier for BankNifty: 700 This calculation projects the 1-standard-deviation (≈ 68% probability) and 2-standard-deviation (≈ 95% probability) movement zones for the day. 📊 Example If India VIX = 15 and Nifty = 25,000: Expected Move ≈ (15 × 25,000) ÷ 1000 = 375 points Hence, - 68% Range: 24,625 – 25,375 - 95% Range: 24,250 – 25,750 This gives traders a realistic idea of daily volatility boundaries. 🧭 Key Features ✅ Auto-Fetch India VIX No need for manual input — automatically pulls live data from NSE:INDIAVIX. ✅ Dynamic Range Visualization Plots upper/lower boundaries for 1σ and 2σ probability zones with shaded expected-move area. ✅ Dashboard Panel Displays: - Current VIX - Expected Move (in points and %) - Upper and Lower Ranges ✅ Smart Alerts Alerts when price crosses upper or lower volatility range — potential breakout signal. 🎯 How It Helps Intraday Traders: Know the likely daily movement (e.g., ±220 pts on Nifty) and plan realistic targets or stops. Options Traders: Quickly assess whether it’s a seller-friendly (low VIX, small range) or buyer-friendly (high VIX, large range) session. Risk Managers: Use volatility context for stop-loss width and position sizing. Breakout Traders: If price breaks beyond the 2σ range → indicates potential volatility expansion. 💡 Interpretation Guide Condition Market Behavior Strategy Insight VIX ↓ ( < 14 ) Calm / Range-bound Option Selling Edge VIX ↑ ( > 20 ) Volatile Sessions Option Buying Edge Price within Range Stable Market Mean Reversion Setups Price breaks Range Volatility Expansion Breakout Trades ⚠️ Disclaimer This indicator is for educational and awareness purposes only. It does not generate buy/sell signals or guarantee returns. Always apply your own analysis and risk management.
Penunjuk Pine Script®
oleh harshivsymposium
1
Bull-Bear EfficiencyBull-Bear Efficiency This indicator measures the directional efficiency of price movement across many historical entry points to estimate overall market bias. It is designed as a trend gauge rather than a timing signal. Concept For each historical bar (tau) and a chosen lookahead horizon (h), the script evaluates how efficiently price has traveled from that starting point to the endpoint. Efficiency is defined as the net price change divided by the total absolute movement that occurred along the path. Formula: E(tau,h) = ( Price - Price ) / ( Sum from i = tau+1 to tau+h of | Price - Price | ) This measures how "straight" the path was from the entry to the current bar: If price moved steadily upward, the numerator and denominator are nearly equal, and E approaches +1 (efficient bullish trend). If price moved steadily downward, E approaches -1 (efficient bearish trend). If price chopped back and forth, the denominator grows faster than the numerator, and E approaches 0 (inefficient movement). The algorithm computes this efficiency for many past starting points and multiple horizons, optionally normalizing by ATR to account for volatility. The efficiencies are then weighted by recency to emphasize more recent behavior. From this, the script derives: Bull = weighted average of positive efficiencies Bear = weighted average of negative efficiencies (absolute value) Net = Bull - Bear (net directional efficiency) Interpretation Bull, Bear, and Net quantify how coherently the market has been trending. Bull near 1.0, Bear near 0.0, Net > 0 -> clean upward trends; long positions have been more efficient. Bear near 1.0, Bull near 0.0, Net < 0 -> clean downward trends; short positions have been more efficient. Bull and Bear both small or similar -> low-efficiency, range-bound environment. Net therefore acts as a "trend coherence index" that measures whether price action is directionally organized or noisy. Practical Use Trend filter: Apply trend-following systems only when Net is strongly positive or negative. Avoid them when Net is near zero. Regime change detection: Crossings through zero often correspond to transitions between trending and ranging regimes. Momentum loss detection: If price makes new highs but Net or Bull weakens, it suggests trend exhaustion. Settings Overview Lookback: Number of historical bars considered as entry points (tau values). Horizons: List of forward projection lengths (in bars) for measuring efficiency. Recency Decay (lambda): Exponential weighting that emphasizes recent data. Normalize by ATR: Adjusts "effort" to account for volatility changes. Display Options: Toggle Bull, Bear, Net, or Signed Average (S). Customize line colors. Notes This indicator does not produce entry or exit signals. It is a statistical tool that measures how efficiently price has trended over time. High Net values indicate smooth, coherent trends. Low or neutral Net values indicate noisy, directionless conditions.
Penunjuk Pine Script®
oleh Tradenometry
1
Background Trend Follower by exp3rtsThe Background Trend Follower indicator visually highlights the market’s daily directional bias using subtle background colors. It calculates the price change from the daily open and shades the chart background according to the current intraday momentum. 🟢 Green background → Price is significantly above the daily open (strong bullish trend) 🔴 Red background → Price is significantly below the daily open (strong bearish trend) 🟡 Yellow background → Price is trading near the daily open (neutral or consolidating phase) The script automatically detects each new trading day. It records the opening price at the start of the day. As the session progresses, it continuously measures how far the current price has moved from that open. When the move exceeds ±50 points (custom threshold), the background color adapts to reflect the trend strength. Perfect for traders who want a quick visual sense of intraday bias — bullish, bearish, or neutral — without cluttering the chart with extra indicators.
Penunjuk Pine Script®
oleh exp3rts
Inverse VIX / Custom Inverse Line🎯 Main Idea This indicator creates a line that moves opposite to the VIX (Volatility Index) — or any symbol you choose. When VIX rises (fear increases), → this line goes down. When VIX falls (market calm), → this line goes up. It helps you visually understand market sentiment — calm periods (bullish) vs fear periods (bearish). ⚙️ Input Settings Setting Description Symbol to invert The symbol to invert. Default is CBOE:VIX. Inverse mode The method used to invert the values. There are 3 options: ① Negate Simply flips the sign (multiplies by -1). Very straightforward. ② Reciprocal Uses the mathematical inverse (1 ÷ value). High values become smaller, and vice versa. ③ Inverse Normalized The most useful mode 🔥 — normalizes values between 0–100 and flips them, similar to an RSI. Normalization lookback How many bars to use for normalization (default 252 = roughly one trading year). Smoothing (SMA) Number of bars for smoothing (makes the line smoother). Use log for reciprocal Uses logarithmic scaling to stabilize big swings. Plot color / width Customize the line’s color and thickness. Show original source If enabled, shows the original VIX line for comparison. 📈 How It Works The script fetches the close price of the VIX (or your chosen symbol). It applies the selected inversion method. The inverted line is plotted on the chart. In “Inverse Normalized” mode: The range is 0–100. Values above 75 = high optimism (market often overheated). Values below 25 = high fear (potential buying opportunity). A middle line at 50 marks neutral sentiment. ⚠️ Alerts The indicator includes two default alerts when using “Inverse Normalized” mode: 🔔 Above 75: Market showing strong optimism (potential top or correction zone). 🔔 Below 25: Market showing fear (potential bottom or buy signal). 🧠 How to Use It Use it on daily or weekly charts for clearer signals. Compare it with SPX or NASDAQ: When the Inverse VIX line rises, markets often go up. When it falls, markets usually drop or consolidate. Combine it with other indicators (e.g., RSI, MACD) for confirmation.
Penunjuk Pine Script®
oleh adnan997it
Cumulative Volume DeltaCumulative Volume Delta (CVD) Indicator This indicator is a modification of the Trading View CVD indicator. Cumulative Volume Delta (CVD), which represents the net difference between up volume (volume traded as the price increases) and down volume (volume traded as the price decreases) over a chosen Anchor Period. The data for the CVD calculation is requested using the built-in ta.requestVolumeDelta function from a lower timeframe to approximate the directional volume with greater precision. This lower timeframe is either automatically selected based on the chart's timeframe or can be customized by the user. Key Features and Inputs Anchor Period: Defines the period over which the volume delta is accumulated and plotted. The default is "1D" (Daily), but it can be changed to any higher timeframe (e.g., "1W" for Weekly) to analyze CVD across different cycles. CVD Candle Plot: The calculated volume delta values are plotted as a custom candle, where: The open and close of the CVD candle represent the volume delta at the start and end of the anchor period, respectively. The high and low represent the maximum and minimum volume delta reached during that period. Up/Down Coloring Logic: The color of the CVD candle is determined by the directional movement of the price during the anchor period, allowing traders to quickly correlate volume delta with price action. Users can select between two methods via the "Strong Up/Down Coloring" input: Strong Up/Down (Default): The candle is colored bullish (Teal) if the current price closes above the previous bar's high or bearish (Red) if it closes below the previous bar's low. This logic highlights significant momentum. Regular Up/Down: The candle is colored bullish (Teal) if the close is greater than the open (price moved up) or bearish (Red) if the close is less than the open (price moved down). Lower Timeframe Selection: This determines the resolution of the up and down volume components. By default, the script automatically selects an appropriate lower timeframe (e.g., "1" minute for intraday charts, "5" minutes for daily charts) to balance historical data availability with calculation precision. An option is provided to customize this "Lower Timeframe" for advanced users seeking higher or lower resolution. The CVD indicator is a powerful tool for analyzing order flow dynamics and assessing the genuine strength of price movements by comparing the aggregate buying pressure (up volume) against the selling pressure (down volume). Technical Notes (Code Details) Language: Pine Script® //@version=6. Function: Utilizes the ta.requestVolumeDelta() function with a user-defined anchorInput (default "1D") and a determined lowerTimeframe to retrieve the relevant delta data: . Error Handling: Includes a check to confirm the symbol provides volume data, preventing runtime errors.
Penunjuk Pine Script®
oleh immediatePerso44773
Smart Money Volume Activity [AlgoAlpha]🟠 OVERVIEW This tool visualizes how Smart Money and Retail participants behave through lower-timeframe volume analysis. It detects volume spikes far beyond normal activity, classifies them as institutional or retail, and projects those zones as reactive levels. The script updates dynamically with each bar, showing when large players enter while tracking whether those events remain profitable. Each event is drawn as a horizontal line with bubble markers and summarized in a live P/L table comparing Smart Money versus Retail. 🟠 CONCEPTS The core logic uses Z-score normalization on lower-timeframe volumes (like 5m inside a 1h chart). This lets the script detect statistically extreme bursts of buying or selling activity. It classifies each detected event as: Smart Money — volume inside the candle body (suggesting hidden accumulation or distribution) Retail — volume closing at bar extremes (suggesting chase entries or panic exits) When new events appear, the script plots them as horizontal levels that persist until price interacts again. Each level acts as a potential reaction zone or liquidity footprint. The integrated P/L table then measures which class (Retail or Smart Money) is currently “winning” — comparing cumulative profitable versus losing volume. 🟠 FEATURES Classifies flows into Smart Money or Retail based on candle-body context. Displays live P/L comparison table for Smart vs Retail performance. Alerts for each detected Smart or Retail buy/sell event. 🟠 USAGE Setup : Add the script to any chart. Set Lower Timeframe Value (e.g., “5” for 5m) smaller than your main chart timeframe. The Period input controls how many bars are analyzed for the Z-score baseline. The Threshold (|Z|) decides how extreme a volume must be to plot a level. Read the chart : Horizontal lines mark where heavy Smart or Retail volume occurred. Bright bubbles show the strongest events — their size reflects Z-score intensity. The on-chart table updates live: green cells show profitable flows, red cells show losing flows. A dominant green Smart Money row suggests institutions are currently controlling price. See what others are doing : Settings that matter : Raising Threshold (|Z|) filters noise, showing only large players. Increasing Period smooths results but reacts slower to new bursts. Use Show = “Both” for full comparison or isolate “Smart Money” / “Retail” to focus on one class.
Penunjuk Pine Script®
oleh AlgoAlpha
49
Market Regime IndexThe Market Regime Index is a top-down macro regime nowcasting tool that offers a consolidated view of the market’s risk appetite. It tracks 32 of the world’s most influential markets across asset classes to determine investor sentiment by applying trend-following signals to each independent asset. It features adjustable parameters and a built-in alert system that notifies investors when conditions transition between Risk-On and Risk-Off regimes. The selected markets are grouped into equities (7), fixed income (9), currencies (7), commodities (5), and derivatives (4): Equities = S&P 500 E-mini Index Futures, Nasdaq-100 E-mini Index Futures, Russell 2000 E-mini Index Futures, STOXX Europe 600 Index Futures, Nikkei 225 Index Futures, MSCI Emerging Markets Index Futures, and S&P 500 High Beta (SPHB)/Low Beta (SPLV) Ratio. Fixed Income = US 10Y Treasury Yield, US 2Y Treasury Yield, US 10Y-02Y Yield Spread, German 10Y Bund Yield, UK 10Y Gilt Yield, US 10Y Breakeven Inflation Rate, US 10Y TIPS Yield, US High Yield Option-Adjusted Spread, and US Corporate Option-Adjusted Spread. Currencies = US Dollar Index (DXY), Australian Dollar/US Dollar, Euro/US Dollar, Chinese Yuan/US Dollar, Pound Sterling/US Dollar, Japanese Yen/US Dollar, and Bitcoin/US Dollar. Commodities = ICE Brent Crude Oil Futures, COMEX Gold Futures, COMEX Silver Futures, COMEX Copper Futures, and S&P Goldman Sachs Commodity Index (GSCI) Futures. Derivatives = CBOE S&P 500 Volatility Index (VIX), ICE US Bond Market Volatility Index (MOVE), CBOE 3M Implied Correlation Index, and CBOE VIX Volatility Index (VVIX)/VIX. All assets are directionally aligned with their historical correlation to the S&P 500. Each asset contributes equally based on its individual bullish or bearish signal. The overall market regime is calculated as the difference between the number of Risk-On and Risk-Off signals divided by the total number of assets, displayed as the percentage of markets confirming each regime. Green indicates Risk-On and occurs when the number of Risk-On signals exceeds Risk-Off signals, while red indicates Risk-Off and occurs when the number of Risk-Off signals exceeds Risk-On signals. Bullish Signal = (Fast MA – Slow MA) > (ATR × ATR Margin) Bearish Signal = (Fast MA – Slow MA) < –(ATR × ATR Margin) Market Regime = (Risk-On signals – Risk-Off signals) ÷ Total assets This indicator is designed with flexibility in mind, allowing users to include or exclude individual assets that contribute to the market regime and adjust the input parameters used for trend signal detection. These parameters apply to each independent asset, and the overall regime signal is smoothed by the signal length to reduce noise and enhance reliability. Investors can position according to the prevailing market regime by selecting factors that have historically outperformed under each regime environment to minimise downside risk and maximise upside potential: Risk-On Equity Factors = High Beta > Cyclicals > Low Volatility > Defensives. Risk-Off Equity Factors = Defensives > Low Volatility > Cyclicals > High Beta. Risk-On Fixed Income Factors = High Yield > Investment Grade > Treasuries. Risk-Off Fixed Income Factors = Treasuries > Investment Grade > High Yield. Risk-On Commodity Factors = Industrial Metals > Energy > Agriculture > Gold. Risk-Off Commodity Factors = Gold > Agriculture > Energy > Industrial Metals. Risk-On Currency Factors = Cryptocurrencies > Foreign Currencies > US Dollar. Risk-Off Currency Factors = US Dollar > Foreign Currencies > Cryptocurrencies. In summary, the Market Regime Index is a comprehensive macro risk-management tool that identifies the current market regime and helps investors align portfolio risk with the market’s underlying risk appetite. Its intuitive, color-coded design makes it an indispensable resource for investors seeking to navigate shifting market conditions and enhance risk-adjusted performance by selecting factors that have historically outperformed. While it has proven historically valuable, asset-specific characteristics and correlations evolve over time as market dynamics change.
Penunjuk Pine Script®
oleh QuantitativeAlpha
2
MTF RSI Heatmap)# MTF RSI Heatmap — v2.7.2 **Hybrid Higher-TF Trend + Intraday Impulse Detection + Smart Counters & Alerts** Turn your lower pane into a **multi-timeframe market bias dashboard**. This heatmap blends classic RSI momentum with a **hybrid Daily/Weekly MA-stack trend** and an **intraday impulse override** that flags fast moves *as they happen*. Clean, configurable, and built for real trading flow. --- ## What it shows * **6 stacked rows = 6 timeframes** (bottom → top). * **Colors**: Green = Bull, Red = Bear, Yellow = Neutral. * **Header counter**: `Bull X/6 | Bear Y/6` = live agreement across visible rows. * **Impulse markers** ▲/▼ on intraday rows (5m/15m/60m/240m) when a shock move triggers. * **Signal bar**: A thin column above the top row when at least **N of 6** rows align (configurable). --- ## Why it’s different * **Impulse Override (intraday)** Detects sharp moves using % change over the last *N* bars, optionally gated by **volume > SMA × multiplier**. This catches dumps/pops earlier than RSI alone. * **Hybrid D/W (structure over noise)** Daily/Weekly rows can use an **MA stack (8/21/55)** instead of RSI for a more stable higher-timeframe trend read. Optional **price > fast MA** filter for stricter confirmation. * **Intrabar option** Flip rows **during the bar** for early reads (accepting repaint on TF close), or keep it close-only for no surprises. --- ## Key features * 🌈 **Theme**: Classic or High-Contrast colors. * 🧠 **RSI thresholds**: Bull above 55, Bear below 45 (editable). * 🧲 **RSI smoothing** (EMA) for intraday rows to reduce flicker. * 🧰 **Compact left legend** with adjustable text size & opacity. * 🚨 **Alerts**: * **Impulse-only** (per TF and “any intraday”) * **N-of-6 confirmation** (bull/bear) --- ## Recommended settings (fast opens & news) * **Impulse**: `Bars = 1–2`, `Threshold = 0.25–0.35%`, `Vol confirm = ON`, `Multiplier = 1.3–1.5`. * **Hybrid D/W**: `ON`, `EMA 8/21/55`, `Price filter = ON`. * **Intrabar**: `ON` if you want intra-bar updates (repaints at TF close). --- ## How to read it 1. **Row scan**: Are the bottom (fast) rows aligning first? That’s early momentum. 2. **Header counter**: Look for 4+/6 agreement as momentum broadens. 3. **Signal bar**: Acts as a “go/no-go” confirmation when your threshold is met. 4. **Impulse ▲/▼**: Use as a **heads-up** for acceleration; then watch if rows cascade in that direction. --- ## Alerts (exact names) Create alerts with these built-ins: * **Impulse UP — any intraday** * **Impulse DOWN — any intraday** * **Impulse UP — TF1 / TF2 / TF3 / TF4** * **Impulse DOWN — TF1 / TF2 / TF3 / TF4** * **Bull confirmation** (N-of-6) * **Bear confirmation** (N-of-6) Tip: Use **Once per bar** or **Once per bar close** depending on whether you enabled *Intrabar*. --- ## Inputs overview * **Timeframes & visibility** per row. * **RSI**: length, bull/bear thresholds, optional EMA smoothing (intraday only). * **Impulse**: bars, %, volume confirm, SMA length, multiplier, markers. * **Hybrid D/W**: MA type (EMA/SMA/HMA), 8/21/55 lengths, price filter. * **Theme & Legend**: color theme, label size (Tiny/Small/Normal), legend opacity. * **Signal**: N required for confirmation (default 4). --- ## Pro tips * Combine with **session opens**, **VWAP**, and **liquidity levels**. * If you trade breakouts, let **impulse triggers** cue attention, then wait for **N-of-6** confirmation. * For swing bias, lean on **Hybrid D/W**—it changes slower, but with intent. --- ## Notes & limitations * **Intrabar = repaint expected** on higher-TF closes—by design for earlier context. * Colors/thresholds are general guidance, not signals by themselves. * Past performance ≠ future results; **this is not financial advice**. --- If you enjoy this, drop a ⭐ and tell me what you want next: background shading on confirmation, tooltips with RSI/ROC per row, or a MACD/RSI hybrid mode. Trade sharp! ✨
Penunjuk Pine Script®
oleh andrefox333
Crypto Exchange PremiumDescription: Crypto Exchange Premium The Crypto Exchange Premium indicator is designed to quantify and visualize price disparities between different types of crypto markets — specifically between spot and perpetual futures markets, or between any two customizable sources of price data. By consolidating live data from multiple major exchanges, it creates a unified, cross-market measure of premium (or discount), helping traders identify institutional activity (i. e. by comparing exchanges with high institutional activity against others), arbitrage opportunities, and shifts in market sentiment before they become visible in price action alone. Concept and Purpose In cryptocurrency markets, price divergence between spot and perpetual pairs reflects the real-time interaction of demand and liquidity across market segments. When perpetual prices trade above spot, it implies aggressive long positioning or bullish leverage (positive funding expectations). Conversely, when spot trades above perps, it may reflect net selling pressure in futures or strong spot accumulation. Unlike most tools that rely on funding rates or open interest alone, this indicator measures the actual traded price spread dynamically across exchanges. This allows traders to visualize the “premium curve” of the crypto market in a clear, data-driven format. How It Works The indicator aggregates real-time prices from a wide selection of exchanges, normalizes them into groups, and computes the difference (“premium”) between two chosen reference markets. 1. Exchange Aggregation: Users can toggle individual exchanges for both spot and perpetual aggregation groups. The script automatically calculates group averages by dividing the sum of all enabled exchange prices by the number of valid feeds. Non-USD exchanges (e.g., KRW pairs on Upbit or Bithumb) are automatically converted into USD using live FX data (USDKRW) for accurate normalization. 2. Flexible Comparison Logic: Each leg of the comparison (First vs. Second Source) can be chosen as one of: Local chart symbol Custom symbol Aggregated Spot group Aggregated Perpetual group This allows users to compare, for example: Binance Spot vs. Global Perp Average Coinbase Spot vs. Binance Perp BTCUSD vs. BTCUSDT.P (or any cross-exchange combination) 3. Premium Calculation: The final value is computed as: Premium = First Source Price − Second Source Price and is plotted as a histogram (positive = green, negative = red). This visual instantly shows whether the first source trades at a premium or discount relative to the second. How to Use Select Data Sources: Configure the “First Symbol” and “Second Symbol” in the settings. For most use cases: First Symbol → Perps (Aggregated) Second Symbol → Spot (Aggregated) Adjust Exchange Selection: Enable or disable individual exchanges to fine-tune your data set. For instance, disabling Korean exchanges filters out regional FX distortions. Originality and Value While many exchange difference or “premium indicators” track one or two exchanges, this script introduces multi-exchange aggregation, cross-market normalization, and user-configurable pairing, resulting in a more holistic and accurate reflection of market structure. It bridges a gap between macro market breadth and microstructural price dynamics, empowering traders to: Detect arbitrage inefficiencies between spot and perps. Track regional price dislocations (USD vs. KRW). Gauge the intensity of speculative leverage over time. Anticipate funding rate shifts and liquidation clusters before they happen.
Penunjuk Pine Script®
oleh mxdvt07
Ajay R5.41🔻 Ajay Gold 3H Power Indicator 🔻 Precision-Based Smart Sell System for Gold (XAU/USD) 💡 Overview This indicator is specifically designed for Gold (XAU/USD) and delivers best results on the 3-Hour Timeframe (3H TF). It is a Smart Money Logic-based Sell Confirmation System, combining institutional structure and candle behavior to generate highly accurate bearish signals. ⚙️ Technical Foundation The indicator uses multiple advanced confirmations: 📉 EMA Trend Filter → Confirms downtrend 💪 RSI Overbought Rejection → Momentum reversal signal 📊 MACD Bearish Cross → Confirms trend strength 🕯️ Bearish Candle Structure → Price action validation When all conditions align, a clear 🔻 Sell Signal is plotted on the chart. 💎 Hidden Feature This indicator includes a hidden feature that activates only when the correct market structure forms. It helps reduce false signals and increases accuracy without being visible on the chart — fully automated internal logic. 📆 Recommended Settings Symbol: XAU/USD (Gold) Timeframe: 3-Hour (3H) Market: Forex / Commodity Mode: Sell-Only Confirmation Indicator Performance: Best precision and consistency on 3H TF 📈 How to Use Select XAU/USD on chart and set 3H timeframe. Add the indicator to the chart. Wait for the 🔻 Sell Signal and confirm the market structure after candle close. Take entry according to your risk management. ⚠️ Disclaimer This indicator is for educational and analytical purposes only. No system is 100% accurate — always backtest and demo trade before using in real trading. 💬 Credits Developed by Ajay Sahu (India) Based on Institutional & Smart Money Logic Best results on 3H TF Hidden Algorithm for XAU/USD traders
Strategi Pine Script®
oleh Ajay_Janjgir
48
First Passage Time - Distribution AnalysisThe First Passage Time (FPT) Distribution Analysis indicator is a sophisticated probabilistic tool that answers one of the most critical questions in trading: "How long will it take for price to reach my target, and what are the odds of getting there first?" Unlike traditional technical indicators that focus on what might happen, this indicator tells you when it's likely to happen. Mathematical Foundation: First Passage Time Theory What is First Passage Time? First Passage Time (FPT) is a concept in stochastic processes that measures the time it takes for a random process to reach a specific threshold for the first time. Originally developed in physics and mathematics, FPT has applications in: Quantitative Finance: Option pricing, risk management, and algorithmic trading Neuroscience: Modeling neural firing patterns Biology: Population dynamics and disease spread Engineering: Reliability analysis and failure prediction The Mathematics Behind It This indicator uses Geometric Brownian Motion (GBM), the same stochastic model used in the Black-Scholes option pricing formula: dS = μS dt + σS dW Where: S = Asset price μ = Drift (trend component) σ = Volatility (uncertainty component) dW = Wiener process (random walk) Through Monte Carlo simulation, the indicator runs 1,000+ price path simulations to statistically determine: When each threshold (+X% or -X%) is likely to be hit Which threshold is hit first (directional bias) How often each scenario occurs (probability distribution) 🎯 How This Indicator Works Core Algorithm Workflow: Calculate Historical Statistics Measures recent price volatility (standard deviation of log returns) Calculates drift (average directional movement) Annualizes these metrics for meaningful comparison Run Monte Carlo Simulations Generates 1,000+ random price paths based on historical behavior Tracks when each path hits the upside (+X%) or downside (-X%) threshold Records which threshold was hit first in each simulation Aggregate Statistical Results Calculates percentile distributions (10th, 25th, 50th, 75th, 90th) Computes "first hit" probabilities (upside vs downside) Determines average and median time-to-target Visual Representation Displays thresholds as horizontal lines Shows gradient risk zones (purple-to-blue) Provides comprehensive statistics table 📈 Use Cases 1. Options Trading Selling Options: Determine if your strike price is likely to be hit before expiration Buying Options: Estimate probability of reaching profit targets within your time window Time Decay Management: Compare expected time-to-target vs theta decay Example: You're considering selling a 30-day call option 5% out of the money. The indicator shows there's a 72% chance price hits +5% within 12 days. This tells you the trade has high assignment risk. 2. Swing Trading Entry Timing: Wait for higher probability setups when directional bias is strong Target Setting: Use median time-to-target to set realistic profit expectations Stop Loss Placement: Understand probability of hitting your stop before target Example: The indicator shows 85% upside probability with median time of 3.2 days. You can confidently enter long positions with appropriate position sizing. 3. Risk Management Position Sizing: Larger positions when probability heavily favors one direction Portfolio Allocation: Reduce exposure when probabilities are near 50/50 (high uncertainty) Hedge Timing: Know when to add protective positions based on downside probability Example: Indicator shows 55% upside vs 45% downside—nearly neutral. This signals high uncertainty, suggesting reduced position size or wait for better setup. 4. Market Regime Detection Trending Markets: High directional bias (70%+ one direction) Range-bound Markets: Balanced probabilities (45-55% both directions) Volatility Regimes: Compare actual vs theoretical minimum time Example: Consistent 90%+ bullish bias across multiple timeframes confirms strong uptrend—stay long and avoid counter-trend trades. First Hit Rate (Most Important!) Shows which threshold is likely to be hit FIRST: Upside %: Probability of hitting upside target before downside Downside %: Probability of hitting downside target before upside These always sum to 100% ⚠️ Warning: If you see "Low Hit Rate" warning, increase this parameter! Advanced Parameters Drift Mode Allows you to explore different scenarios: Historical: Uses actual recent trend (default—most realistic) Zero (Neutral): Assumes no trend, only volatility (symmetric probabilities) 50% Reduced: Dampens trend effect (conservative scenario) Use Case: Switch to "Zero (Neutral)" to see what happens in a pure volatility environment, useful for range-bound markets. Distribution Type Percentile: Shows 10%, 25%, 50%, 75%, 90% levels (recommended for most users) Sigma: Shows standard deviation levels (1σ, 2σ)—useful for statistical analysis ⚠️ Important Limitations & Best Practices Limitations Assumes GBM: Real markets have fat tails, jumps, and regime changes not captured by GBM Historical Parameters: Uses recent volatility/drift—may not predict regime shifts No Fundamental Events: Cannot predict earnings, news, or macro shocks Computational: Runs only on last bar—doesn't give historical signals Remember: Probabilities are not certainties. Use this indicator as part of a comprehensive trading plan with proper risk management. Created by: Henrique Centieiro. feedback is more than welcome!
Penunjuk Pine Script®
oleh HenriqueCentieiro
15
Macro Momentum – 4-Theme, Vol Target, RebalanceMacro Momentum — 4-Theme, Vol Target, Rebalance Purpose. A macro-aware strategy that blends four economic “themes”—Business Cycle, Trade/USD, Monetary Policy, and Risk Sentiment—into a single, smoothed Composite signal. It then: gates entries/exits with hysteresis bands, enforces optional regime filters (200-day bias), and sizes the position via volatility targeting with caps for long/short exposure. It’s designed to run on any chart (index, ETF, futures, single stocks) while reading external macro proxies on a chosen Signal Timeframe. How it works (high level) Build four theme signals from robust macro proxies: Business Cycle: XLI/XLU and Copper/Gold momentum, confirmed by the chart’s price vs a long SMA (default 200D). Trade / USD: DXY momentum (sign-flipped so a rising USD is bearish for risk assets). Monetary Policy: 10Y–2Y curve slope momentum and 10Y yield trend (steepening & falling 10Y = risk-on; rising 10Y = risk-off). Risk Sentiment: VIX momentum (bearish if higher) and HYG/IEF momentum (bullish if credit outperforms duration). Normalize & de-noise. Optional Winsorization (MAD or stdev) clamps outliers over a lookback window. Optional Z-score → tanh mapping compresses to ~ for stable weighting. Theme lines are SMA-smoothed; the final Composite is LSMA-smoothed (linreg). Decide direction with hysteresis. Enter/hold long when Composite ≥ Entry Band; enter/hold short when Composite ≤ −Entry Band. Exit bands are tighter than entry bands to avoid whipsaws. Apply regime & direction constraints. Optional Long-only above 200MA (chart symbol) and/or Short-only below 200MA. Global Direction control (Long / Short / Both) and Invert switch. Size via volatility targeting. Realized close-to-close vol is annualized (choose 9-5 or 24/7 market profile). Target exposure = TargetVol / RealizedVol, capped by Max Long/Max Short multipliers. Quantity is computed from equity; futures are rounded to whole contracts. Rebalance cadence & execution. Trades are placed on Weekly / Monthly / Quarterly rebalance bars or when the sign of exposure flips. Optional ATR stop/TP for single-stock style risk management. Inputs you’ll actually tweak General Signal Timeframe: Where macro is sampled (e.g., D/W). Rebalance Frequency: Weekly / Monthly / Quarterly. ROC & SMA lengths: Defaults for theme momentum and the 200D regime filter. Normalization: Z-score (tanh) on/off. Winsorization Toggle, lookback, multiplier, MAD vs Stdev. Risk / Sizing Target Annualized Vol & Realized Vol Lookback. Direction (Long/Short/Both) and Invert. Max long/short exposure caps. Advanced Thresholds Theme/Composite smoothing lengths. Entry/Exit bands (hysteresis). Regime / Execution Long-only above 200MA, Short-only below 200MA. Stops/TP (optional) ATR length and SL/TP multiples. Theme Weights Per-theme scalars so you can push/pull emphasis (e.g., overweight Policy during rate cycles). Macro Proxies Symbols for each theme (XLI, XLU, HG1!, GC1!, DXY, US10Y, US02Y, VIX, HYG, IEF). Swap to alternatives as needed (e.g., UUP for DXY). Signals & logic (under the hood) Business Cycle = ½ ROC(XLI/XLU) + ½ ROC(Copper/Gold), then confirmed by (price > 200SMA ? +1 : −1). Trade / USD = −ROC(DXY). Monetary Policy = 0.6·ROC(10Y–2Y) − 0.4·ROC(10Y). Risk Sentiment = −0.6·ROC(VIX) + 0.4·ROC(HYG/IEF). Each theme → (optional Winsor) → (robust z or scaled ROC) → tanh → SMA smoothing. Composite = weighted average → LSMA smoothing → compare to bands → dir ∈ {−1,0,+1}. Rebalance & flips. Orders fire on your chosen cadence or when the sign of exposure changes. Position size. exposure = clamp(TargetVol / realizedVol, maxLong/Short) × dir. Note: The script also exposes Gross Exposure (% equity) and Signed Exposure (× equity) as diagnostics. These can help you audit how vol-targeting and caps translate into sizing over time. Visuals & alerts Composite line + columns (color/intensity reflect direction & strength). Entry/Exit bands with green/red fills for quick polarity reads. Hidden plots for each Theme if you want to show them. Optional rebalance labels (direction, gross & signed exposure, σ). Background heatmap keyed to Composite. Alerts Enter/Inc LONG when Composite crosses up (and on rebalance bars). Enter/Inc SHORT when Composite crosses down (and on rebalance bars). Exit to FLAT when Composite returns toward neutral (and on rebalance bars). Practical tips Start higher timeframes. Daily signals with Monthly rebalance are a good baseline; weekly signals with quarterly rebalances are even cleaner. Tune Entry/Exit bands before anything else. Wider bands = fewer trades and less noise. Weights reflect regime. If policy dominates markets, raise Monetary Policy weight; if credit stress drives moves, raise Risk Sentiment. Proxies are swappable. Use UUP for USD, or futures-continuous symbols that match your data plan. Futures vs ETFs. Quantity auto-rounds for futures; ETFs accept fractional shares. Check contract multipliers when interpreting exposure. Caveats Macro proxies can repaint at the selected signal timeframe as higher-TF bars form; that’s intentional for macro sampling, but test live. Vol targeting assumes reasonably stationary realized vol over the lookback; if markets regime-shift, revisit volLook and targetVol. If you disable normalization/winsorization, themes can become spikier; expect more hysteresis band crossings. What to change first (quick start) Set Signal Timeframe = D, Rebalance = Monthly, Z-score on, Winsor on (MAD). Entry/Exit bands: 0.25 / 0.12 (defaults), then nudge until trade count and turnover feel right. TargetVol: try 10% for diversified indices; lower for single stocks, higher for vol-sell strategies. Leave weights = 1.0 until you’ve inspected the four theme lines; then tilt deliberately.
Strategi Pine Script®
oleh GabrielAmadeusLau