Mulakan

Sentiment

Moon+Lunar Cycle Vertical Delineation & Projection Automatically highlights the exact candle in which Moonphase shifts occur. Optionally including shifts within the Microphases of the total Lunar Cycle. This allow traders to pre-emptively identify time-based points of volatility, focusing on mean-reversion; further simplified via the use of projections. Projections are calculated via candle count, values displayed in "Debug"; these are useful in understanding the function & underlying mechanics.
Penunjuk Pine Script®
oleh Ergotsalad
EM Yield Curve IndexThis script calculates the Emerging Markets (EM) Yield Curve Index by aggregating the 2-year and 10-year bond yields of major emerging economies. The bond yields are weighted based on each country's bond market size, with data sourced from TradingView. The yield curve is derived by subtracting the 2-year yield from the 10-year yield, providing insights into economic conditions, risk sentiment, and potential recessions in emerging markets. The resulting EM Yield Curve Index is plotted for visualization. Note: In some cases, TradingView's TVC data did not provide a 2-year bond yield. When this occurred, the best available alternative yield (such as 3-month, 1-year or 4-year yields) was used to approximate the short-term interest rate for that country.
Penunjuk Pine Script®
oleh gianbuschor
FOMO Indicator - % of Stocks Above 5-Day AvgThe FOMO Indicator plots the breadth indicators NCFD and S5FD below the price chart, representing the percentage of stocks in the Nasdaq Composite (NCFD) or S&P 500 (S5FD) trading above their respective 5-day moving averages. This indicator identifies short-term market sentiment and investor positioning. When over 85% of stocks exceed their 5-day averages, it signals widespread buying pressure and potential FOMO (Fear Of Missing Out) among investors. Conversely, levels below 15% may indicate oversold conditions. By analyzing these breadth metrics over a short time window, the FOMO Indicator helps traders gauge shifts in investor sentiment and positioning.
Penunjuk Pine Script®
oleh CarusoInsights
Volume Profile [ActiveQuants]The Volume Profile indicator visualizes the distribution of trading volume across price levels over a user-defined historical period. It identifies key liquidity zones, including the Point of Control (POC) (price level with the highest volume) and the Value Area (price range containing a specified percentage of total volume). This tool is ideal for traders analyzing support/resistance levels, market sentiment , and potential price reversals . █ CORE METHODOLOGY Vertical Price Rows: Divides the price range of the selected lookback period into equal-height rows. Volume Aggregation: Accumulates bullish/bearish or total volume within each price row. POC: The row with the highest total volume. Value Area: Expands from the POC until cumulative volume meets the user-defined threshold (e.g., 70%). Dynamic Visualization: Rows are plotted as horizontal boxes with widths proportional to their volume. █ KEY FEATURES - Customizable Lookback & Resolution Adjust the historical period ( Lookback ) and granularity ( Number of Rows ) for precise analysis. - Configurable Profile Width & Horizontal Offset Control the relative horizontal length of the profile rows, and set the distance from the current bar to the POC row’s anchor. Important: Do not set the horizontal offset too high. Indicators cannot be plotted more than 500 bars into the future. - Value Area & POC Highlighting Set the percentage of total volume required to form the Value Area , ensuring that key volume levels are clearly identified. Value Area rows are colored distinctly, while the POC is marked with a bold line. - Flexible Display Options Show bullish/bearish volume splits or total volume. Place the profile on the right or left of the chart. - Gradient Coloring Rows fade in color intensity based on their relative volume strength . - Real-Time Adjustments Modify horizontal offset, profile width, and appearance without reloading. █ USAGE EXAMPLES Example 1: Basic Volume Profile with Value Area Settings: Lookback: 500 bars Number of Rows: 100 Value Area: 70% Display Type: Up/Down Placement: Right Image Context: The profile appears on the right side of the chart. The POC (orange line) marks the highest volume row. Value Area rows (green/red) extend above/below the POC, containing 70% of total volume. Example 2: Total Volume with Gradient Colors Settings: Lookback: 800 bars Number of Rows: 100 Profile Width: 60 Horizontal Offset: 20 Display Type: Total Gradient Colors: Enabled Image Context: Rows display total volume in a single color with gradient transparency. Darker rows indicate higher volume concentration. Example 3: Left-Aligned Profile with Narrow Value Area Settings: Lookback: 600 bars Number of Rows: 100 Profile Width: 45 Horizontal Offset: 500 Value Area: 50% Profile Placement: Left Image Context: The profile shifts to the left, with a tighter Value Area (50%). █ USER INPUTS Calculation Settings Lookback: Historical bars analyzed (default: 500). Number of Rows: Vertical resolution of the profile (default: 100). Profile Width: Horizontal length of rows (default: 50). Horizontal Offset: Distance from the current bar to the POC (default: 50). Value Area (%): Cumulative volume threshold for the Value Area (default: 70%). Volume Display: Toggle between Up/Down (bullish/bearish) or Total volume. Profile Placement: Align profile to the Right or Left of the chart. Appearance Rows Border: Customize border width/color. Gradient Colors: Enable fading color effects. Value Area Colors: Set distinct colors for bullish and bearish Value Area rows. POC Line: Adjust color, width, and visibility. █ CONCLUSION The Volume Profile indicator provides a dynamic, customizable view of market liquidity. By highlighting the POC and Value Area, traders can identify high-probability reversal zones, gauge market sentiment, and align entries/exits with key volume levels. █ IMPORTANT NOTES ⚠ Lookback Period: Shorter lookbacks prioritize recent activity but may omit critical levels. ⚠ Horizontal Offset Limitation: Avoid excessively high offsets (e.g., close to ±300). TradingView restricts plotting indicators more than 500 bars into the future, which may truncate or hide the profile. ⚠ Risk Management: While the indicator highlights areas of concentrated volume, always use it in combination with other technical analysis tools and proper risk management techniques. █ RISK DISCLAIMER Trading involves substantial risk. The Volume Profile highlights historical liquidity but does not predict future price movements. Always use stop-loss orders and confirm signals with additional analysis. Past performance is not indicative of future results. 📊 Happy trading! 🚀
Penunjuk Pine Script®
oleh ActiveQuants
3
Normalized Equity/Bond RatioThis indicator calculates a normalized equity-to-bond ratio over a 252-day lookback (~1 trading year) to assess risk-on vs. risk-off sentiment. It addresses the issue of direct ratios (e.g., SPY/TLT) being visually dominated by high nominal stock prices, which can obscure bond price movements. A rising ratio indicates equities are outperforming bonds, suggesting risk-on conditions, while a declining ratio signals a shift toward bonds, often associated with risk-off behavior. The normalization ensures better visibility and comparability of the trend over time. A ratio > 1 means the equity (e.g., SPY) is outperforming the bond (e.g., AGG) since the lookback. A ratio < 1 means bonds are outperforming.
Penunjuk Pine Script®
oleh Summit2003
Display Stocks with Change%Display Stocks with Change% - Pine Script™ Indicator Overview The Display Stocks with Change% indicator is designed for TradingView to highlight specific stocks and their percentage change on a given date. The indicator allows users to input custom stock names, dates, and percentage changes, displaying relevant information directly on the chart. Additionally, it provides an option to connect the stock's high price with a label using customizable line styles. Features Custom Stock List: Users can input multiple stock names along with corresponding dates and percentage changes. Date-Specific Highlighting: The script dynamically checks if the current bar's date matches any input date and displays relevant stock data. Color-Coded Percentage Change: Stocks with a negative change are displayed in red, while positive or neutral changes are in black. Connecting Lines: An option to enable or disable dotted, dashed, or solid lines connecting the stock's high price to the label. Automatic Label Positioning: Adjusts label alignment based on recent price movement to avoid overlap and enhance visibility. Input Parameters COB (Close of Business Dates): A comma-separated list of dates in DD-MM-YYYY format. Stock Names: A comma-separated list of stock tickers. Change Percentage: Corresponding percentage changes for the listed stocks. Show Connecting Lines: Boolean toggle to enable or disable connecting lines. Line Color & Style: Customizable line color and style (solid, dotted, or dashed). How It Works Data Processing: The script splits user inputs into arrays and iterates through them. Date Matching: It checks if the current bar's date matches any of the provided COB dates. Label Formatting: When a match is found, it constructs a label containing the stock name and its percentage change. Text Alignment & Factor Adjustments: Dynamically determines label positioning based on recent price movements. Label Display: If any matching stocks are found, a label is created at the stock's high price. Connecting Line (Optional): If enabled, a line is drawn from the stock’s high to the label for better visualization. Key Benefits for Traders: Track Multiple Stocks at Once – Displays stock names and their percentage changes on specific dates automatically. Saves Time – No need to manually check historical data; the indicator overlays key stock movements. Visual Insights – Labels & color coding (red for negative, black for positive) make it easy to spot trends. Customizable & Automated – Add your own stocks, dates, and percentage changes; the script adjusts dynamically. 📌 Use Case Example: You’re tracking MRPL, CARTRADE, and JSWENERGY on specific dates. Instead of digging through historical data, this indicator automatically highlights the stock’s movement on that date, allowing you to make faster, informed trading decisions.
Penunjuk Pine Script®
oleh Saurabh_Trade007
Pivot P/N VolumesTitle: Pivot P/N Volumes Short Title: PPNV Description: The "Pivot P/N Volumes" indicator is a minimalistic volume analysis tool designed to cut through market noise and highlight key volume events in a separate pane. It strips away conventional volume clutter, focusing on four distinct volume types with clear visual cues, making it ideal for traders seeking actionable insights without distractions. Key Features: Blue Bars: Pocket Pivot Volumes (PPV) - Up-day volumes exceeding the highest down-day volume of the last 10 down-days, signaling potential bullish strength. Orange Bars: Pivot Negative Volumes - Down-day volumes greater than the highest up-day volume of the last 10 up-days, indicating significant bearish pressure. Red Bars: Down-day volumes above the 50-period EMA of volume, highlighting above-average selling activity. Green Bars: Up-day volumes above the 50-period EMA of volume, showing above-average buying interest. Noise: All other volumes are muted as dark grey (down-days) or light grey (up-days) for easy filtering.
Penunjuk Pine Script®
oleh padavans
Volume Block Order AnalyzerCore Concept The Volume Block Order Analyzer is a sophisticated Pine Script strategy designed to detect and analyze institutional money flow through large block trades. It identifies unusually high volume candles and evaluates their directional bias to provide clear visual signals of potential market movements. How It Works: The Mathematical Model 1. Volume Anomaly Detection The strategy first identifies "block trades" using a statistical approach: ``` avgVolume = ta.sma(volume, lookbackPeriod) isHighVolume = volume > avgVolume * volumeThreshold ``` This means a candle must have volume exceeding the recent average by a user-defined multiplier (default 2.0x) to be considered a significant block trade. 2. Directional Impact Calculation For each block trade identified, its price action determines direction: - Bullish candle (close > open): Positive impact - Bearish candle (close < open): Negative impact The magnitude of impact is proportional to the volume size: ``` volumeWeight = volume / avgVolume // How many times larger than average blockImpact = (isBullish ? 1.0 : -1.0) * (volumeWeight / 10) ``` This creates a normalized impact score typically ranging from -1.0 to 1.0, scaled by dividing by 10 to prevent excessive values. 3. Cumulative Impact with Time Decay The key innovation is the cumulative impact calculation with decay: ``` cumulativeImpact := cumulativeImpact * impactDecay + blockImpact ``` This mathematical model has important properties: - Recent block trades have stronger influence than older ones - Impact gradually "fades" at rate determined by decay factor (default 0.95) - Sustained directional pressure accumulates over time - Opposing pressure gradually counteracts previous momentum Trading Logic Signal Generation The strategy generates trading signals based on momentum shifts in institutional order flow: 1. Long Entry Signal: When cumulative impact crosses from negative to positive ``` if ta.crossover(cumulativeImpact, 0) strategy.entry("Long", strategy.long) ``` *Logic: Institutional buying pressure has overcome selling pressure, indicating potential upward movement* 2. Short Entry Signal: When cumulative impact crosses from positive to negative ``` if ta.crossunder(cumulativeImpact, 0) strategy.entry("Short", strategy.short) ``` *Logic: Institutional selling pressure has overcome buying pressure, indicating potential downward movement* 3. Exit Logic: Positions are closed when the cumulative impact moves against the position ``` if cumulativeImpact < 0 strategy.close("Long") ``` *Logic: The original signal is no longer valid as institutional flow has reversed* Visual Interpretation System The strategy employs multiple visualization techniques: 1. Color Gradient Bar System: - Deep green: Strong buying pressure (impact > 0.5) - Light green: Moderate buying pressure (0.1 < impact ≤ 0.5) - Yellow-green: Mild buying pressure (0 < impact ≤ 0.1) - Yellow: Neutral (impact = 0) - Yellow-orange: Mild selling pressure (-0.1 < impact ≤ 0) - Orange: Moderate selling pressure (-0.5 < impact ≤ -0.1) - Red: Strong selling pressure (impact ≤ -0.5) 2. Dynamic Impact Line: - Plots the cumulative impact as a line - Line color shifts with impact value - Line movement shows momentum and trend strength 3. Block Trade Labels: - Marks significant block trades directly on the chart - Shows direction and volume amount - Helps identify key moments of institutional activity 4. Information Dashboard: - Current impact value and signal direction - Average volume benchmark - Count of significant block trades - Min/Max impact range Benefits and Use Cases This strategy provides several advantages: 1. Institutional Flow Detection: Identifies where large players are positioning themselves 2. Early Trend Identification: Often detects institutional accumulation/distribution before major price movements 3. Market Context Enhancement: Provides deeper insight than simple price action alone 4. Objective Decision Framework: Quantifies what might otherwise be subjective observations 5. Adaptive to Market Conditions: Works across different timeframes and instruments by using relative volume rather than absolute thresholds Customization Options The strategy allows users to fine-tune its behavior: - Volume Threshold: How unusual a volume spike must be to qualify - Lookback Period: How far back to measure average volume - Impact Decay Factor: How quickly older trades lose influence - Visual Settings: Labels and line width customization This sophisticated yet intuitive strategy provides traders with a window into institutional activity, helping identify potential trend changes before they become obvious in price action alone.
Strategi Pine Script®
oleh ennoiD
12
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
ST_HTF_EMA### **ST_HTF_EMA – Higher Timeframe EMA Overlay** #### **Description:** The **ST_HTF_EMA** indicator plots a **21-period Exponential Moving Average (EMA)** from a **higher timeframe** onto the current chart. This allows traders to track key trend levels from a larger perspective while trading on a lower timeframe. #### **Features:** - **Customizable Timeframe:** The EMA is sourced from a user-defined timeframe (default: **5-minute**). - **EMA Calculation:** Uses the **21-period EMA** for smoothing price action and identifying trend direction. - **Envelope Bands (Optional):** A **0.75% envelope** can be toggled on to create upper and lower bands around the EMA for potential dynamic support/resistance zones. - **Overlay on Chart:** The EMA and envelope bands are plotted directly on the price chart for easy visibility. #### **How to Use:** - Use the **EMA as a trend guide**—price above the EMA suggests bullish momentum, while price below indicates bearish momentum. - Enable the **envelope bands** (if needed) to spot price deviations from the mean for possible reversal or continuation trades. #### **Customization:** - Modify the **timeframe** to adapt the EMA to different market structures. - Adjust the **envelope percentage** to fine-tune sensitivity. #### **Visuals:** - The **EMA is plotted in yellow** for clear visibility. - **Envelope bands (if enabled)** appear in yellow, with a subtle background highlight. This indicator is ideal for traders who rely on **higher timeframe trend confirmation** while making decisions on lower timeframes. 🚀
Penunjuk Pine Script®
oleh raheemlegend
[GYTS-CE] Market Regime Detector🧊 Market Regime Detector (Community Edition) 🌸 Part of GoemonYae Trading System (GYTS) 🌸 🌸 --------- INTRODUCTION --------- 🌸 💮 What is the Market Regime Detector? The Market Regime Detector is an advanced, consensus-based indicator that identifies the current market state to increase the probability of profitable trades. By distinguishing between trending (bullish or bearish) and cyclic (range-bound) market conditions, this detector helps you select appropriate tactics for different environments. Instead of forcing a single strategy across all market conditions, our detector allows you to adapt your approach based on real-time market behaviour. 💮 The Importance of Market Regimes Markets constantly shift between different behavioural states or "regimes": • Bullish trending markets - characterised by sustained upward price movement • Bearish trending markets - characterised by sustained downward price movement • Cyclic markets - characterised by range-bound, oscillating behaviour Each regime requires fundamentally different trading approaches. Trend-following strategies excel in trending markets but fail in cyclic ones, while mean-reversion strategies shine in cyclic markets but underperform in trending conditions. Detecting these regimes is essential for successful trading, which is why we've developed the Market Regime Detector to accurately identify market states using complementary detection methods. 🌸 --------- KEY FEATURES --------- 🌸 💮 Consensus-Based Detection Rather than relying on a single method, our detector employs two complementary detection methodologies that analyse different aspects of market behaviour: • Dominant Cycle Average (DCA) - analyzes price movement relative to its lookback period, a proxy for the dominant cycle • Volatility Channel - examines price behaviour within adaptive volatility bands These diverse perspectives are synthesised into a robust consensus that minimises false signals while maintaining responsiveness to genuine regime changes. 💮 Dominant Cycle Framework The Market Regime Detector uses the concept of dominant cycles to establish a reference framework. You can input the dominant cycle period that best represents the natural rhythm of your market, providing a stable foundation for regime detection across different timeframes. 💮 Intuitive Parameter System We've distilled complex technical parameters into intuitive controls that traders can easily understand: • Adaptability - how quickly the detector responds to changing market conditions • Sensitivity - how readily the detector identifies transitions between regimes • Consensus requirement - how much agreement is needed among detection methods This approach makes the detector accessible to traders of all experience levels while preserving the power of the underlying algorithms. 💮 Visual Market Feedback The detector provides clear visual feedback about the current market regime through: • Colour-coded chart backgrounds (purple shades for bullish, pink for bearish, yellow for cyclic) • Colour-coded price bars • Strength indicators showing the degree of consensus • Customizable colour schemes to match your preferences or trading system 💮 Integration in the GYTS suite The Market Regime Detector is compatible with the GYTS Suite , i.e. it passes the regime into the 🎼 Order Orchestrator where you can set how to trade the trending and cyclic regime. 🌸 --------- CONFIGURATION SETTINGS --------- 🌸 💮 Adaptability Controls how quickly the Market Regime detector adapts to changing market conditions. You can see it as a low-frequency, long-term change parameter: Very Low: Very slow adaptation, most stable but may miss regime changes Low: Slower adaptation, more stability but less responsiveness Normal: Balanced between stability and responsiveness High: Faster adaptation, more responsive but less stable Very High: Very fast adaptation, highly responsive but may generate false signals This setting affects lookback periods and filter parameters across all detection methods. 💮 Sensitivity Controls how sensitive the detector is to market regime transitions. This acts as a high-frequency, short-term change parameter: Very Low: Requires substantial evidence to identify a regime change Low: Less sensitive, reduces false signals but may miss some transitions Normal: Balanced sensitivity suitable for most markets High: More sensitive, detects subtle regime changes but may have more noise Very High: Very sensitive, detects minor fluctuations but may produce frequent changes This setting affects thresholds for regime detection across all methods. 💮 Dominant Cycle Period This parameter allows you to specify the market's natural rhythm in bars. This represents a complete market cycle (up and down movement). Finding the right value for your specific market and timeframe might require some experimentation, but it's a crucial parameter that helps the detector accurately identify regime changes. Most of the times the cycle is between 20 and 40 bars. 💮 Consensus Mode Determines how the signals from both detection methods are combined to produce the final market regime: • Any Method (OR) : Signals bullish/bearish if either method detects that regime. If methods conflict (one bullish, one bearish), the stronger signal wins. More sensitive, catches more regime changes but may produce more false signals. • All Methods (AND) : Signals only when both methods agree on the regime. More conservative, reduces false signals but might miss some legitimate regime changes. • Weighted Decision : Balances both methods with equal weighting. Provides a middle ground between sensitivity and stability. Each mode also calculates a continuous regime strength value that's used for colour intensity in the 'unconstrained' display mode. 💮 Display Mode Choose how to display the market regime colours: • Unconstrained regime: Shows the regime strength as a continuous gradient. This provides more nuanced visualisation where the intensity of the colour indicates the strength of the trend. • Consensus only: Shows only the final consensus regime with fixed colours based on the detected regime type. The background and bar colours will change to indicate the current market regime: • Purple shades: Bullish trending market (darker purple indicates stronger bullish trend) • Pink shades: Bearish trending market (darker pink indicates stronger bearish trend) • Yellow: Cyclic (range-bound) market 💮 Custom Colour Options The Market Regime Detector allows you to customize the colour scheme to match your personal preferences or to coordinate with other indicators: • Use custom colours: Toggle to enable your own colour choices instead of the default scheme • Transparency: Adjust the transparency level of all regime colours • Bullish colours: Define custom colours for strong, medium, weak, and very weak bullish trends • Bearish colours: Define custom colours for strong, medium, weak, and very weak bearish trends • Cyclic colour: Define a custom colour for cyclic (range-bound) market conditions 🌸 --------- DETECTION METHODS --------- 🌸 💮 Dominant Cycle Average (DCA) The Dominant Cycle Average method forms a key part of our detection system: 1. Theoretical Foundation : The DCA method builds on cycle analysis and the observation that in trending markets, price consistently remains on one side of a moving average calculated using the dominant cycle period. In contrast, during cyclic markets, price oscillates around this average. 2. Calculation Process : • We calculate a Simple Moving Average (SMA) using the specified lookback period - a proxy for the dominant cycle period • We then analyse the proportion of time that price spends above or below this SMA over a lookback window. The theory is that the price should cross the SMA each half cycle, assuming that the dominant cycle period is correct and price follows a sinusoid. • This lookback window is adaptive, scaling with the dominant cycle period (controlled by the Adaptability setting) • The different values are standardised and normalised to possess more resolving power and to be more robust to noise. 3. Regime Classification : • When the normalised proportion exceeds a positive threshold (determined by Sensitivity setting), the market is classified as bullish trending • When it falls below a negative threshold, the market is classified as bearish trending • When the proportion remains between these thresholds, the market is classified as cyclic 💮 Volatility Channel The Volatility Channel method complements the DCA method by focusing on price movement relative to adaptive volatility bands: 1. Theoretical Foundation : This method is based on the observation that trending markets tend to sustain movement outside of normal volatility ranges, while cyclic markets tend to remain contained within these ranges. By creating adaptive bands that adjust to current market volatility, we can detect when price behaviour indicates a trending or cyclic regime. 2. Calculation Process : • We first calculate a smooth base channel center using a low pass filter, creating a noise-reduced centreline for price • True Range (TR) is used to measure market volatility, which is then smoothed and scaled by the deviation factor (controlled by Sensitivity) • Upper and lower bands are created by adding and subtracting this scaled volatility from the centreline • Price is smoothed using an adaptive A2RMA filter, which has a very flat and stable behaviour, to reduce noise while preserving trend characteristics • The position of this smoothed price relative to the bands is continuously monitored 3. Regime Classification : • When smoothed price moves above the upper band, the market is classified as bullish trending • When smoothed price moves below the lower band, the market is classified as bearish trending • When price remains between the bands, the market is classified as cyclic • The magnitude of price's excursion beyond the bands is used to determine trend strength 4. Adaptive Behaviour : • The smoothing periods and deviation calculations automatically adjust based on the Adaptability setting • The measured volatility is calculated over a period proportional to the dominant cycle, ensuring the detector works across different timeframes • Both the center line and the bands adapt dynamically to changing market conditions, making the detector responsive yet stable This method provides a unique perspective that complements the DCA approach, with the consensus mechanism synthesising insights from both methods. 🌸 --------- USAGE GUIDE --------- 🌸 💮 Starting with Default Settings The default settings (Normal for Adaptability and Sensitivity, Weighted Decision for Consensus Mode) provide a balanced starting point suitable for most markets and timeframes. Begin by observing how these settings identify regimes in your preferred instruments. 💮 Finding the Optimal Dominant Cycle The dominant cycle period is a critical parameter. Here are some approaches to finding an appropriate value: • Start with typical values, usually something around 25 works well • Visually identify the average distance between significant peaks and troughs • Experiment with different values and observe which provides the most stable regime identification • Consider using cycle-finding indicators to help identify the natural rhythm of your market 💮 Adjusting Parameters • If you notice too many regime changes → Decrease Sensitivity or increase Consensus requirement • If regime changes seem delayed → Increase Adaptability • If a trending regime is not detected, the market is automatically assigned to be in a cyclic state • If you want to see more nuanced regime transitions → Try the "unconstrained" display mode (note that this will not affect the output to other indicators) 💮 Trading Applications Regime-Specific Strategies: • Bullish Trending Regime - Use trend-following strategies, trail stops wider, focus on breakouts, consider holding positions longer, and emphasize buying dips • Bearish Trending Regime - Consider shorts, tighter stops, focus on breakdown points, sell rallies, implement downside protection, and reduce position sizes • Cyclic Regime - Apply mean-reversion strategies, trade range boundaries, apply oscillators, target definable support/resistance levels, and use profit-taking at extremes Strategy Switching: Create a set of rules for each market regime and switch between them based on the detector's signal. This approach can significantly improve performance compared to applying a single strategy across all market conditions. GYTS Suite Integration: • In the GYTS 🎼 Order Orchestrator, select the '🔗 STREAM-int 🧊 Market Regime' as the market regime source • Note that the consensus output (i.e. not the "unconstrained" display) will be used in this stream • Create different strategies for trending (bullish/bearish) and cyclic regimes. The GYTS 🎼 Order Orchestrator is specifically made for this. • The output stream is actually very simple, and can possibly be used in indicators and strategies as well. It outputs 1 for bullish, -1 for bearish and 0 for cyclic regime. 🌸 --------- FINAL NOTES --------- 🌸 💮 Development Philosophy The Market Regime Detector has been developed with several key principles in mind: 1. Robustness - The detection methods have been rigorously tested across diverse markets and timeframes to ensure reliable performance. 2. Adaptability - The detector automatically adjusts to changing market conditions, requiring minimal manual intervention. 3. Complementarity - Each detection method provides a unique perspective, with the collective consensus being more reliable than any individual method. 4. Intuitiveness - Complex technical parameters have been abstracted into easily understood controls. 💮 Ongoing Refinement The Market Regime Detector is under continuous development. We regularly: • Fine-tune parameters based on expanded market data • Research and integrate new detection methodologies • Optimise computational efficiency for real-time analysis Your feedback and suggestions are very important in this ongoing refinement process!
Penunjuk Pine Script®
oleh GoemonYae
BTC: Open InterestThis indicator tracks the 7-day (default) percentage change in open interest (OI), providing insights into market participation trends. It includes customizable periods and colors, allowing traders to adjust settings for better visualization. Open interest (OI) is the total number of active contracts (futures or options) that haven’t been closed or settled. It represents the total open positions in the market. Thus when OI increases, more traders are entering new positions, signaling growing market interest. Conversely, when OI decreases, positions are being closed, suggesting lower trader participation or liquidation. Attributes & Features: Open Interest Percentage Change – Measures the 7-day % change in open interest to track market participation. Customizable Calculation Period – Users can adjust the period (default: 7 days) for more flexible analysis. Adjustable Colors – Allows modification of colors for better visualization. Trend Identification – Highlights rising vs. falling open interest trends. Works Across Assets – Can be used for cryptos, stocks, and futures with open interest data. Overlay or Separate Panel – Can be plotted on price chart or as a separate indicator. How It Works: Fetches Open Interest Data – Retrieves open interest values for each day for USD, USDT, and USDC Bitcoin Perpetual Derivitives. Calculates Percentage Change – Compares current open interest to its value X days ago (Default = 7 days). Standard Deviation – Applies standard deviation ranging from -2 to +2 deviations to identify large shifts in OI. Visual Alerts – Can highlight extreme increases or decreases signaling potential market shifts. NOTE: THE INDICATOR DATA ONLY GOES BACK TO START OF 2022
Penunjuk Pine Script®
oleh sewwman
VWAP Balance Zones - SessionsVWAP Balance Zones Sessions Version is an alternate take on the Original VWAP Balance Zones indicator. The Sessions version allows users to select a specific session to view the VWAP Balance Zones at while still utilizing the full ETH Data. The Session version provides a better focused display while still maintaining the core functions of the original script with mindful optimizations. Author's Note: "VBZ Sessions was made with logistics in mind, for the users who only trade within certain times of the day. While it displays the same core concepts, it is not as "Raw" of a display as the Original. For this reason, some users may prefer the Original VWAP Balance Zones, which is why I have opted to release this alternate version instead of updating the original." > What are VWAP Balance Zones? "VWAP Balance Zones" is an original concept aimed at identifying the equilibrium area between market participants within the current trend by averaging the Daily Extremes and the Daily VWAP. Refer to the illustration below for a better understanding of exactly how VWAP Balance Zones are formed: These zones are displayed for the Daily, Weekly, and Monthly VWAPs, with the most interactive timeframe being the Daily. > Features 1. The Session Version uses ETH data at all times, and does not solely rely on the chart's data to create the VWAPs or Zones. This allows the user to focus on a specific trading session, while not losing out on the full VBZ Calculation, with the notable benefit of a cleaner display. The Original VBZ starts drawing at the beginning of the chart's "Day", and would produce different results when using an RTH chart vs an ETH chart. Along with creating a bird's nest of unusable data at the beginning of the day. 2. Session Start and End lines are displayed for easier identification of the designated trading session. 3. The extreme "Close" Lines are no longer displayed to reduce noise and redundancy. 4. Additionally, the interior VWAP lines are no longer displayed. Ultimately, this was to reduce noise and focus the script on the 50% zones. 5. Weekly and Monthly Zones are now displayed due to the reduced noise! 6. As with the original, the weekly display will yield to the daily, and the monthly display will yield to the weekly. In the screenshot below, you can observe this behavior. Enjoy!
Penunjuk Pine Script®
oleh SamRecio
1
Previous Day LevelsThis indicator plots the previous day's high, low, and 50% levels, providing a framework for analyzing price behavior relative to these key levels. Full Description: The Previous Day Levels indicator is a tool designed to help traders analyze price action based on key levels from the previous trading session. By plotting the high, low, and mid-point (50%) of the prior day’s range, traders can assess potential market bias and directional tendencies for the current trading day. Key Features: Plots the previous day’s high (100%), low (0%), and intermediate levels (25%, 50%, 75%). Allows users to customize line visibility, color, style, and width. Helps traders identify potential support and resistance zones. Provides a bias framework for determining whether price is more likely to target the previous high or low based on behavior around the 50% level. Use Case: This indicator is particularly useful for intraday and short-term traders who incorporate price action into their strategy. If price trades above the 50% level and holds, it suggests a bullish bias, indicating that price may aim for the previous day's high. If price trades below the 50% level and holds, it suggests a bearish bias, indicating that price may aim for the previous day's low. The high and low levels can act as key support and resistance zones, where price may react or reverse. How to Use: Apply the indicator to your chart. Observe how price interacts with the 50% level. Use price behavior around these levels to establish a directional bias. Adjust the line styles and colors to match your personal preference. Disclaimer: This indicator is a tool for market analysis and does not provide financial advice. Always perform your own analysis and risk management when trading.
Penunjuk Pine Script®
oleh Emoprince
1
High and Low with Horizontal TableHigh and Low with Horizontal Table Indicator Overview The "High and Low with Horizontal Table" indicator is designed for traders who wish to monitor key levels based on specific candle times, along with dynamic risk-to-reward ratios and ATR-based values. This indicator features real-time calculations, visual cues, and a table for quick reference of the calculated values. Key Features Custom Time Inputs: Users can define two specific time inputs to select the candles for the High and Low prices. These times can target the same or separate candles. ATR-based Calculation: The indicator allows users to apply an ATR Multiplier to adjust the calculation of key levels. By default, the ATR multiplier is set to 1.2, but users can adjust it to their preferred value (e.g., 1.5 or 2). Risk-to-Reward (R:R) Calculation: The Risk-to-Reward Ratio (R:R) is used to calculate potential Take Profit (TP) levels based on the high and low of the selected candle(s). The default R:R ratio is 2.0, but it can be customized to suit the trader’s strategy. Visual Markings: The High and Low values are plotted with subtle markers on the chart (cross style) for easy identification. The display of these markers is subdued for minimal visual distraction. Horizontal Table Display: A horizontal table is generated in the top-right corner of the chart, providing a quick reference for the following values: High and Low of the selected candle(s) High + ATR Multiplier and Low - ATR Multiplier R:R ratio Buy TP and Sell TP levels Each value is displayed with a reasonable number of decimal places (4 decimals) for major forex pairs, XAUUSD, and BTCUSD. Input Parameters Hour and Minute for High Candle: Select the time for the candle that will determine the High. Hour and Minute for Low Candle: Select the time for the candle that will determine the Low. ATR Multiplier: A customizable input for adjusting the ATR-based calculations (default is 1.2). Risk-to-Reward (R:R): Set the ratio to determine the TP levels (default is 2.0). How It Works The user defines two distinct time inputs (one for the High and one for the Low). At the specified times, the indicator captures the High and Low prices of the candles. The ATR is calculated and adjusted by the user-defined ATR Multiplier to determine buffers above the High and below the Low. The Risk-to-Reward ratio is applied to calculate the Take Profit levels. All of these values are displayed on the chart and updated in real time. The horizontal table ensures quick reference to all the key levels without cluttering the main chart. Use Cases Trend Trading: Identify potential support and resistance levels based on specific timeframes and adjust TP targets using ATR. Scalping: Use the ATR and R:R calculations to target precise entry and exit points. Market Opens: Track key market opens (such as New York and London) with candle times that reflect your trading strategy. Conclusion The High and Low with Horizontal Table indicator is a powerful tool for traders looking to combine precise candle-based level tracking with ATR-based risk management. By displaying key levels and TP targets in a clear, tabular format, traders can quickly assess and act on key price levels throughout their trading sessions.
Penunjuk Pine Script®
oleh naps1206
Liquidity Depth [AlgoAlpha]OVERVIEW This script visualizes market liquidity by identifying key price levels where significant volume has transacted. It highlights zones of high buying and selling interest, helping traders understand where liquidity is accumulating and how price may respond to these areas. By dynamically tracking volume at highs and lows, the script builds a real-time liquidity profile, making it a powerful tool for identifying potential support and resistance levels. CONCEPTS Liquidity depth analysis helps traders determine how price interacts with supply and demand at different levels. The script processes historical volume data to distinguish between high-liquidity and low-liquidity zones. It assigns transparency levels to plotted lines , ensuring that more relevant liquidity areas stand out visually. The script adds a profile to show the depth of liquidity (derived from historical volume data) for levels above and below the current price FEATURES Liquidity Levels: Tracks liquidity levels based on volume concentration at price high and lows. Volume-Based Transparency: More significant liquidity levels are displayed with higher visibility, showing their significance. Interpolation: interpolates the bullish and bearish liquidity depth at a user defined range away from the price, helping in comparing the liquidity amounts between bullish and bearish. Depth Profile: Allows traders to visualize depth of liquidity in a more quantitative and clearer way than the liquidity levels/list] USAGE This indicator is best used to track liquidity levels and potential price reaction areas. Traders can adjust the Liquidity Lookback setting to analyze past liquidity levels over different historical periods. The Profile Resolution setting controls the granularity of liquidity depth visualization, with higher values providing more detail. The script can be applied across different timeframes, from intraday scalping to swing trading analysis. The plotted liquidity zones provide traders with insights into where price may encounter strong support, resistance, or potential liquidity-driven reversals.
Penunjuk Pine Script®
oleh AlgoAlpha
34
Real-Time Price Comparator→ La version française se trouve plus bas ← Real-Time Price Spread Comparator This indicator allows you to compare the real-time price difference (spread) between two assets. It is particularly useful for spotting arbitrage opportunities or price discrepancies between different markets. 💡 Why is this useful? This tool is especially practical for monitoring the gap between CME futures and the spot market. If the spread becomes too large, we can expect the market to rebalance, which can help anticipate potential price movements. 📌 Features: ✅ Compare two assets of your choice (default: BTC CME vs. BTC OANDA). ✅ Displays the spread as a real-time value on the chart. ✅ Customizable threshold for alerts when the spread exceeds a certain value. ✅ Visual alert: The label changes color and an alert icon appears when the threshold is exceeded. ✅ Adjustable label position to avoid obstructing candlestick wicks. 🛠️ How to Use: 1️⃣ Choose the asset to compare (for example, BTC CME). 2️⃣ Select the main chart (the one you are currently viewing, such as BTC OANDA). 3️⃣ Set the alert threshold (the spread value that will trigger an alert). 4️⃣ Adjust the label position using the offset settings if needed. 5️⃣ When the spread exceeds the threshold, an alert will be displayed! ------------------------------------------------- Comparateur de Spread en Temps Réel Cet indicateur permet de comparer en temps réel la différence de prix (spread) entre deux actifs. Il est particulièrement utile pour détecter des opportunités d’arbitrage ou des écarts de prix entre différents marchés. 💡 Pourquoi c'est utile ? Cet outil est pratique pour surveiller l’écart entre les contrats à terme CME et le marché spot. Si l’écart devient trop important, on peut s’attendre à ce que le marché s’équilibre, ce qui peut nous orienter sur les futurs mouvements du prix. 📌 Fonctionnalités : ✅ Comparez deux actifs de votre choix (par défaut : BTC CME vs. BTC OANDA). ✅ Affiche le spread en temps réel directement sur le graphique. ✅ Définissez un seuil d’alerte pour être notifié visuellement sur le graphique si le spread dépasse une certaine valeur. ✅ Alerte visuelle : le label change de couleur et une icône d’alerte apparaît en cas de dépassement. ✅ Ajustez la position du label pour éviter qu’il ne cache les mèches des bougies. 🛠️ Comment l’utiliser : 1️⃣ Choisissez l’actif à comparer (exemple : BTC CME). 2️⃣ Sélectionnez ensuite l’actif affiché sur votre graphique principal (exemple : BTC OANDA). 3️⃣ Définissez le seuil d’alerte (valeur du spread qui déclenchera une alerte). 4️⃣ Ajustez la position du label grâce aux options d’offset si nécessaire. 5️⃣ Si le spread dépasse le seuil, une alerte visuelle apparaîtra !
Penunjuk Pine Script®
oleh Cryptos_Formation_Continue
Normalised Price Crossover - MACD but TickersEver noticed two different tickers are correlated yet have different lags? Ever find one ticker moves first and when the other finally goes to catch up, the first one has already reversed? So I thought to myself, would be wicked if I took the faster one and made it into a 'Signal Line' and the slow one and made it into a 'Slow Line' almost like a MACD if you will. So that's what I did, I took the price charts of the tickers and I normalised the price data so they could actually cross, plotted it and sat back to see it generate signals, lo and behold! Pretty neat, though I'd advise to use spreads and such for the different tickers to really feel the power of the indicator, works well when you use formulas that model actual mechanisms instead of arbitrary price data of different assets as correlation =/= causation. Enjoy.
Penunjuk Pine Script®
oleh D_dot_ZK
Cumulative New Highs - New Lows IndicatorThis indicator is designed to track market momentum by calculating and plotting the cumulative sum of 52 weeks High-Low for different indices, alongside a customizable moving average. Index Selection: Users can choose from multiple indices, including: Total Stock Market (default) NYSE Composite Nasdaq Composite S&P 500 Nasdaq 100 Russell 2000 Moving Average Customization: The script allows you to select between a Simple Moving Average (SMA) or an Exponential Moving Average (EMA) for smoothing the cumulative data. The window length of the moving average is also adjustable, letting you tailor the sensitivity of the trend analysis. Dynamic Background Plotting: With the background plot option enabled, the indicator changes the chart's background color dynamically: Green: When the cumulative sum is above its moving average, suggesting bullish momentum. Red: When it is below the moving average, indicating bearish conditions. Visual Representation: Two key lines are plotted: Cumulative Index Line: Displayed in a subtle blue, representing the aggregated market movement. Moving Average Line: Shown in an orange tone, offering a smoothed perspective that aids in identifying trend shifts. Inspiration: I took inspiration from the indicator made by YoxTrades (I can't put links, but you can check their profile) and added a few features I wanted on top of it.
Penunjuk Pine Script®
oleh digitalschism
VIX:VIX3M RatioThe VIX/VIX3M Ratio indicator compares the short-term (1-month) volatility index (VIX) to the medium-term (3-month) volatility index (VIX3M). This ratio provides insights into the market's volatility expectations across different time horizons. Key Interpretations: Ratio > 1: Short-term volatility expectations are higher than 3-month expectations Ratio = 1: Short-term and medium-term volatility expectations are aligned Ratio < 1: Medium-term volatility expectations are higher than short-term expectations Potential Trading Insights: A rising ratio may indicate increasing near-term market uncertainty Significant deviations from 1.0 can signal potential market stress or changing risk perceptions Traders use this to gauge the term structure of market volatility
Penunjuk Pine Script®
oleh alex_yeo