PolyFilter [BackQuant]PolyFilter
A flexible, low-lag trend filter with three smoothing engines—optimized for clean bias, fewer whipsaws, and clear alerting.
What it does
PolyFilter draws a single “intelligent” baseline that adapts to price while suppressing noise. You choose the engine— Fractional MA , Ehlers 2-Pole Super Smoother , or a Multi-Kernel blend . The line can color itself by slope (trend) or by position vs price (above/below), and you get four ready-made alerts for flips and crosses.
What it plots
PolyFilter line — your smoothed trend baseline (width set by “Line Width”).
Optional candle & background coloring — choose: color by trend slope or by whether price is above/below the filter.
Signal markers — Arrows with L/S when the slope flips or when price crosses the line (if you enable shapes/alerts).
How the three engines differ
Fractional MA (experimental) — A power-law weighting of past bars (heavier focus on the most recent samples without throwing away history). The Adaptation Speed acts like the “fraction” exponent (default 0.618). Lower values lean more on recent bars; higher values spread weight further back.
Ehlers 2-Pole Super Smoother — Classic low-lag IIR smoother that aggressively reduces high-frequency noise while preserving turns. Great default when you want a steady, responsive baseline with minimal parameter fuss.
Multi-Kernel — A 70/30 blend of a Gaussian window and an exponential kernel. The Gaussian contributes smooth structure; the exponential adds a hint of responsiveness. Useful for assets that oscillate but still trend.
Reading the colors
Trend mode (default) — Line & candles turn green while the filter is rising (signal > signal ) and red while it’s falling.
Above/Below mode — Line & candles reflect price’s position relative to the filter: green when price > filter, red when price < filter. This is handy if you treat the filter like a dynamic “fair value” or bias line.
Inputs you’ll actually use
Calculation Settings
Price Source — Default HLC/3. Switch to Close for stricter trend, or HLC3/HL2 to soften single-print spikes.
Filter Length — Window/period for all engines. Shorter = snappier turns; longer = smoother line.
Adaptation Speed — Only affects Fractional MA . Lower it for faster, more local weighting; raise it for smoother, more global weighting.
Filter Type — Pick one of: Fractional MA, Ehlers 2-Pole, Multi-Kernel.
UI & Plotting
Color based off… — Choose Trend (slope) or > or < Close (position vs price).
Long/Short Colors — Customize bull/bear hues to your theme.
Show Filter Line / Paint candles / Color background — Visual toggles for the line, bars, and backdrop.
Line Width — Make the filter stand out (2–3 works well on most charts).
Signals & Alerts
PolyFilter Trend Up — Slope flips upward (the filter crosses above its prior value). Good for early continuation entries or stop-tightening on shorts.
PolyFilter Trend Down — Slope flips downward. Often used to scale out longs or rotate bias.
PolyFilter Above Price — The filter line crosses up through price (filter > price). This can confirm that mean has “caught up” after a pullback.
PolyFilter Below Price — The filter line crosses down through price (filter < price). Useful to confirm momentum loss on bounces.
Quick starts (suggested presets)
Intraday (5–15m, crypto or indices) — Ehlers 2-Pole, Length 55–80. Trend coloring ON, candle paint ON. Look for pullbacks to a rising filter; avoid fading a falling one.
Swing (1H–4H) — Multi-Kernel, Length 80–120. Background color OFF (cleaner), candle paint ON. Add a higher-TF confirmation (e.g., 4H filter rising when you trade 1H).
Range-prone FX — Fractional MA, Length 70–100, Adaptation ~0.55–0.70. Consider Above/Below mode to trade mean reversion to the line with a strict risk cap.
How to use it in practice
Bias line — Trade in the direction of the filter slope; stand aside when it flattens and color chops back and forth.
Dynamic support/resistance — Treat the line as a moving value area. In trends, entries often appear on shallow tags of the line with structure confluence.
Regime switch — When the filter flips and holds color for several bars, tighten stops on the opposing side and look for first pullback in the new color.
Stacking filters — Many users run PolyFilter on the active chart and a slower instance (longer length) on a higher timeframe as a “macro bias” guardrail.
Tuning tips
If you see too many flips, lengthen the filter or switch to Multi-Kernel.
If turns feel late, shorten the filter or try Ehlers 2-Pole for lower lag.
On thin or very noisy symbols, prefer HLC3 as the source and longer lengths.
Performance note: very large lengths increase computation time for the Multi-Kernel and Fractional engines. Start moderate and scale up only if needed.
Summary
PolyFilter gives you a single, trustworthy baseline that you can read at a glance—either as a pure trend line (slope coloring) or as a dynamic “above/below fair value” reference. Pick the engine that matches your market’s personality, set a sensible length, and let the color and alerts guide bias, entries on pullbacks, and risk on reversals.
Statistics
Smarter Money Concepts Dashboard [PhenLabs]📊Smarter Money Concepts Dashboard
Version: PineScript™v6
📌Description
The Smarter Money Concepts Dashboard is a comprehensive institutional trading analysis tool that combines six of our most powerful smarter money concepts indicators into one unified suite. This advanced system automatically detects and visualizes Fair Value Gaps, Inverted FVGs, Order Blocks, Wyckoff Springs/Upthrusts, Wick Rejection patterns, and ICT Market Structure analysis.
Built for serious traders who need institutional-grade market analysis, this dashboard eliminates subjective interpretation by automatically identifying where smart money is likely positioned. The integrated real-time dashboard provides instant status updates on all active patterns, making it easy to monitor market conditions at a glance.
🚀Points of Innovation
● Multi-Module Integration: Six different SMC concepts unified in one comprehensive system
● Real-Time Dashboard Display: Live tracking of all active patterns with customizable positioning
● Advanced Volume Filtering: Institutional volume confirmation across all pattern types
● Automated Pattern Management: Smart memory system prevents chart clutter while maintaining relevant zones
● Probability-Based Wyckoff Detection: Mathematical probability calculations for spring/upthrust patterns
● Dual FVG System: Both standard and inverted Fair Value Gap detection with equilibrium analysis
🔧Core Components
● Fair Value Gap Engine: Detects standard FVGs with volume confirmation and equilibrium line analysis
● Inverted FVG Module: Advanced IFVG detection using RVI momentum filtering for inversion confirmation
● Order Block System: Institutional order block identification with customizable mitigation methods
● Wyckoff Pattern Recognition: Automated spring and upthrust detection with probability scoring
● Wick Rejection Analysis: High-probability reversal patterns based on wick-to-body ratios
● ICT Market Structure: Simplified institutional concepts with commitment tracking
🔥Key Features
● Comprehensive Pattern Detection: All major SMC concepts in one indicator with automatic identification
● Volume-Confirmed Signals: Multiple volume filters ensure only institutional-grade patterns are highlighted
● Interactive Dashboard: Real-time status display with active pattern counts and module status
● Smart Memory Management: Automatic cleanup of old patterns while preserving relevant market zones
● Full Alert System: Complete notification coverage for all pattern types and signal generations
● Customizable Display Options: Adjustable colors, transparency, and positioning for all visual elements
🎨Visualization
● Color-Coded Zones: Distinct color schemes for bullish/bearish patterns across all modules
● Dynamic Box Extensions: Automatically extending zones until mitigation or invalidation
● Equilibrium Lines: Fair Value Gap midpoint analysis with dotted line visualization
● Signal Markers: Clear spring/upthrust signals with directional arrows and probability indicators
● Dashboard Table: Professional-grade status panel with module activation and pattern counts
● Candle Coloring: Wick rejection highlighting with transparency-based visual emphasis
📖Usage Guidelines
Fair Value Gap Settings
● Days to Analyze: Default 15, Range 1-100 - Controls historical FVG detection period
● Volume Filter: Enables institutional volume confirmation for gap validity
● Min Volume Ratio: Default 1.5 - Minimum volume spike required for gap recognition
● Show Equilibrium Lines: Displays FVG midpoint analysis for precise entry targeting
Order Block Configuration
● Scan Range: Default 25 bars - Lookback period for structure break identification
● Volume Filter: Institutional volume confirmation for order block validation
● Mitigation Method: Wick or Close-based invalidation for different trading styles
● Min Volume Ratio: Default 1.5 - Volume threshold for significant order block formation
Wyckoff Analysis Parameters
● S/R Lookback: Default 20 - Support/resistance calculation period for spring/upthrust detection
● Volume Spike Multiplier: Default 1.5 - Required volume increase for pattern confirmation
● Probability Threshold: Default 0.7 - Minimum probability score for signal generation
● ATR Recovery Period: Default 5 - Price recovery calculation for pattern strength assessment
Market Structure Settings
● Auto-Detect Zones: Automatic identification of high-volume thin zones
● Proximity Threshold: Default 0.20% - Price proximity requirements for zone interaction
● Test Window: Default 20 bars - Time period for zone commitment calculation
Display Customization
● Dashboard Position: Four corner options for optimal chart layout
● Text Size: Scalable from Tiny to Large for different screen configurations
● Pattern Colors: Full customization of all bullish and bearish zone colors
✅Best Use Cases
● Swing Trading: Identify major institutional zones for multi-day position entries
● Day Trading: Precise intraday entries at Fair Value Gaps and Order Block boundaries
● Trend Analysis: Market structure confirmation for directional bias establishment
● Risk Management: Clear invalidation levels provided by all pattern boundaries
● Multi-Timeframe Analysis: Works across all timeframes from 1-minute to monthly charts
⚠️Limitations
● Market Condition Dependency: Performance varies between trending and ranging market environments
● Volume Data Requirements: Requires accurate volume data for optimal pattern confirmation
● Lagging Nature: Some patterns confirmed after initial price movement has begun
● Pattern Density: High-volatility markets may generate excessive pattern signals
● Educational Tool: Requires understanding of smart money concepts for effective application
💡What Makes This Unique
● Complete SMC Integration: First indicator to combine all major smart money concepts comprehensively
● Real-Time Dashboard: Instant visual feedback on all active institutional patterns
● Advanced Volume Analysis: Multi-layered volume confirmation across all detection modules
● Probability-Based Signals: Mathematical approach to Wyckoff pattern recognition accuracy
● Professional Memory Management: Sophisticated pattern cleanup without losing market relevance
🔬How It Works
1. Pattern Detection Phase:
● Multi-timeframe scanning for institutional footprints across all enabled modules
● Volume analysis integration confirms patterns meet institutional trading criteria
● Real-time pattern validation ensures only high-probability setups are displayed
2. Signal Generation Process:
● Automated zone creation with precise boundary definitions for each pattern type
● Dynamic extension system maintains relevance until mitigation or invalidation occurs
● Alert system activation provides immediate notification of new pattern formations
3. Dashboard Update Cycle:
● Live status monitoring tracks all active patterns and module states continuously
● Pattern count updates provide instant feedback on current market condition density
● Commitment tracking for market structure analysis shows institutional engagement levels
💡Note:
This indicator represents institutional trading concepts and should be used as part of a comprehensive trading strategy. Pattern recognition accuracy improves with understanding of smart money principles. Combine with proper risk management and multiple confirmation methods for optimal results.
Fed Rate Change Impact📊 Fed Rate Change Impact — Macro Event-Driven Indicator
Fed Rate Change Impact is an advanced indicator designed to analyze the impact of Federal Reserve interest rate changes on financial markets. It integrates event-driven logic with dynamic visualization, percentage diagnostics, and multi-asset selection, offering a clear and customizable view of post-event effects.
🔍 Key Features 📅 Preloaded Fed Events : Includes over 30 historical rate cut (↓) and hike (↑) dates from 2008 to 2024.
📈 Post-Event Analysis : Calculates the percentage change of the selected asset 5, 10, and 30 days after each event.
📌 Vertical Chart Lines : Visually highlights each event directly on the chart, with dynamic coloring (red for hikes, green for cuts).
📋 Diagnostic Table : Displays real-time impact for each event, with color-coded values and a compact layout.
🧠 Interactive Filter: Choose to display only hikes, only cuts, or both.
🧭 Flexible Asset Selection : Analyze the current chart asset, pick from a predefined list, or manually input any ticker via input.symbol().
🎯 Contextual Highlighting : The table highlights the analyzed asset if it matches the active chart symbol.
⚙️ Customizable Parameters lookahead5, lookahead10, lookahead30: Define the time horizon for measuring post-event impact.
eventFilter : Choose which type of events to display.
presetAsset / customAsset : Select or input the asset to analyze.
🧪 Recommended Use Cases Macroeconomic analysis on indices, commodities, crypto, and forex
Studying delayed effects of rate changes on sensitive assets
Building event-driven strategies or diagnostic overlays
Visual backtesting and cross-asset comparison
🧠 Technical Notes The indicator is compatible with overlay=true and works best on Daily timeframe.
The table automatically adapts to the number of events and includes visual padding for improved readability.
All calculations are performed in real time and require no external data.
Aggregated OI by MalexThis indicator aggregates Open Interest data from multiple major exchanges (Binance, Bybit, OKX) to provide a comprehensive view of market positioning across platforms.
Original idea by Alex Nikulin.
FEATURES:
Multi-exchange OI aggregation with customizable exchange selection
Choose between Sum or Average aggregation methods
Individual exchange OI display (optional)
Clean mode - show only aggregated data
Real-time status monitoring for each exchange
Candlestick visualization matching standard OI indicators
Information panel showing current values and active exchanges
USAGE:
Enable/disable specific exchanges in settings
Choose aggregation method (Average recommended for balanced view)
Toggle individual exchange display or use clean mode
Monitor the info panel for data availability status
COMPATIBILITY:
Works with any symbol that has Open Interest data available on the selected exchanges.
Best used on perpetual futures contracts (e.g., BTCUSDT, ETHUSDT, etc.)
Pro Day Trader (v7)Pro Day Trader (v6) — Update Summary
Core behavior (unchanged by default)
EMA(9/21) + RSI(14) with HTF EMA filter.
Same alerts, plots, and session handling.
All new features are opt-in (off by default) to preserve existing signals.
New features (opt-in)
Adaptive RSI
Inputs: Use Dynamic RSI, RSI slope lookback, RSI slope relax threshold, RSI relax step.
Relaxes RSI gates slightly during strong momentum slopes.
Dynamic ATR Multiplier
Inputs: Dynamic ATR multiplier, ATR long MA length, ATR ratio low/high, Scale when below/above.
Adapts stop multiple to volatility (tightens in chop, loosens in expansions).
Entry Mode
Inputs: Entry Mode = Immediate / Pullback EMA / Pullback VWAP, Pullback wait bars (max).
Optional “arm-then-pullback” entry to improve price on signals after a valid cross.
MTF RSI Filter
Inputs: Use MTF RSI filter, MTF #1, MTF #2, MTF RSI length, MTF RSI long min / short max.
Requires 15m/60m RSI alignment with 5m entries.
DI Direction Confirmation
Input: Use DI direction confirm.
Confirms longs with +DI > −DI and shorts with −DI > +DI.
PA Gate Score
Inputs: Use PA Gate Score, PA score min (default 0.65), Near OR penalty factor, Lunch penalty factor.
Combines RVOL/ADX/penalties into one score; normalized to ≤ 1.0.
Gate mode quality-of-life
Auto gate mode retained for HTF/VWAP: Both in RTH / Either outside RTH.
Preset/EZ behavior preserved (e.g., Scalp → Either).
Risk & trail fixes
Trailing ATR persistence: resets the opposite trail on a new entry to avoid stale lines.
Dynamic ATR uses atrMultUse in stop math (targets unchanged).
Dashboard additions
Displays: PA Score & threshold, Dyn RSI thresholds, Trail ATR status, DI Confirm, Dyn ATR mult, Entry Mode, and MTF RSI status (only meaningful when features are on).
Internals / safety
Non-repainting maintained (request.security(..., lookahead_off)).
Series computed each bar (no conditional function calls).
PA Score clamped to ≤ 1.0 to prevent over-weighting single factors in high-RVOL regimes.
Suggested presets (optional)
Futures (MES/ES/MNQ): Gate = Auto, Use Dynamic ATR = ON, Entry = Pullback EMA, Use DI Confirm = ON.
Equities (TSLA/NVDA): Use Dynamic RSI = ON, Entry = Pullback EMA (first 60–90m RTH).
If enabling PA Score: start with PA score min = 0.65–0.75.
ml_toolkitLibrary "ml_toolkit"
normalize(src, lookback)
Parameters:
src (float)
lookback (int)
standardize(src, lookback)
Parameters:
src (float)
lookback (int)
sigmoid(x)
Parameters:
x (float)
relu(x)
Parameters:
x (float)
tanh(x)
Parameters:
x (float)
logistic_regression(features, weights, bias)
Parameters:
features (array)
weights (array)
bias (float)
linear_regression(features, weights, bias)
Parameters:
features (array)
weights (array)
bias (float)
ensemble_vote(predictions, weights)
Parameters:
predictions (array)
weights (array)
Options Straddle Strategy Backtester 140% APR for 2025This script provides the most convenient manual tool for backtesting a straddle stagy in options.
The straddle is when you buy a call and a put option at the same price and the expiration date. You profit when the price movement at expiry (8 am UTC) in either directions surpass the price of the premium paid. The price of opening this straddle on ETH is always 1.6% of the current ETH price including fees.
In my example I use ETH options, I am buying a straddle at 8:30 UTC every day with the next day expiration date. In the script it looks like I am opening a long position on ETH at 8:30 and then close it the next days. We need to use 1 minute chart, chart time set to UTC for exact results and deep back testing function to go back in time.
Once the system generates a trade report - we need to download it and go to the list of trades sections, there we do the following:
1) remove all long entry lines leaving only long exit lines that have all the information we need.
2) We add one column that calculates the cost of premium for every trade: Position size*1.6%=cost of premium with fees.
3)We add a second column copying all Net PNL in USDT changing negative amounts to positive - since it doesn't matter for us which direction the move was towards.
The results are quite impressive: If you were buying straddles during 2025 that is not ended yet you will get 69% return on investment (11K paid in premiums, 19K return, 8K net profit). 2024 and 2025 combined: 53% (29 K, 45 K, and 15 profits).
Moreover, since you have the date of the trade in the table you can filter the results further to figure out if trading on some days is less profitable. Interestingly trades from Sun to Mon given are not profitable at -15% and most profitable days are Mon to Tue - 103%, Friday to Sat - 102 %. So if we remove Sun to Monday trades we will be at 89% for the first 221 days of the year or 140% APR.
GoodGuys Spot — Good Buy / Good Sell + Auto DCA Transform your long-term spot investments with a simple and readable signal flow: Good Buy / Good Sell based on confirmed daily pivots, intelligent automatic DCA, an MTF chart (1D/3D/1W), partial TPs, and dynamic exits (trailing/locking/EMA200).
Ideal for crypto, indices, and stocks in 1D timeframes.
Why this indicator?
Immediate visual clarity: green “Good Buy” dots on lows, red “Good Sell” dots on highs, with adjustable text (size & offset).
Designed for the long-term investor: EMA50/EMA200 trend filter + RSI midline (optional).
Truly usable DCA: three modes (Time / Price / Hybrid), budget per purchase, cooldown, stops below the EMA50, auto-reset.
Exit discipline: Configurable partial TPs, trailing on local ATH, buffer on EMA200, "lock" after TP1 or beyond a defined ROI.
Multi-timeframe control: 1D/3D/1W mini-dashboard to read the market regime at a glance.
Ready for automation: structured alerts + CSV export via alert() (integrable into your external tools).
How it works (in brief)
Good Buy / Good Sell Signals (Daily)
Good Buy: Appearance of a confirmed daily pivot low (ta.pivotlow), optionally filtered by trend (Close > EMA200 & EMA50 > EMA200 & RSI ≥ midline).
Good Sell: Confirmed daily pivot high (ta.pivothigh) — visual peak marker.
Anti-repaint: “Confirm at close” option (recommended).
Automatic DCA
Modes:
Time (weekly / monthly / every N days),
Price (steps below EMA50: DCA1/DCA2/DCA3),
Hybrid (priority price, otherwise time trigger).
Security & Logic: DCA budget, cooldown in days, cap on the number of purchases, resetting of levels when the price crosses back above the EMA50, "Only Bull" option (only buy if the price is bullish LT).
Integrated tracking: cumulative investment, accumulated units, average price, PnL%.
Exits / Protection
Partial TPs (TP1/TP2/TP3) expressed as a % above the avg cost.
Trailing:
from the position's local ATH (exit if retracement is X%),
and/or EMA200 + buffer.
Profit Lock: after TP1, or beyond a defined ROI (raises a protective stop level).
MTF Dashboard (1D/3D/1W)
Displays the regime (bull/bear) based on the Close vs. EMA50/200 and RSI.
Helps you stay aligned with the underlying trend.
What you see on the chart
Green/red dots at pivots (automatic offset on the pivot candlestick).
Enlarged and offset “Good Buy / Good Sell” text (up for SELL, down for BUY) — fully adjustable.
EMA50 / EMA200, Candlestick Exit, TP lines (TP1/TP2/TP3), dynamic exit line (trailing/lock).
DCA Bands (manual markers below EMA50).
Two tables:
DCA/PnL (invested, units, avg cost, PnL%, PnL$, trail level),
MTF 1D/3D/1W (rate, position vs. EMA, RSI).
Main Settings
Pivots: sensitivity (left/right bars), BUY trend filter (Close>EMA200), marker styles (Circles / Triangles / Arrows / Labels).
Good Buy/Sell text: size (Small → Very Large), BUY offset (×ATR), SELL offset (×ATR).
Auto DCA: mode (Off / Time / Price / Hybrid), "Only Bull", budget/buy, cooldown, stops below EMA50, reset above EMA50.
Exits: TP1/TP2/TP3 (%), trailing (retracement from ATH), trailing EMA200 (+buffer), lock (after TP1 or ROI ≥X%).
Display: show/hide MAs, candlesticks, tables, TP levels, dynamic exit line.
Anti-repaint: “Confirm on close” (enabled by default).
Alerts Included
Create an alert with "Any alert() function call" to receive messages and CSV:
GOOD BUY (1D Pivot Down)
GOOD SELL (1D Pivot Up)
DCA BUY (Daily)
Partial TP 1 / 2 / 3
DYNAMIC EXIT (Daily) (Trailing/Lock/EMA200)
Best Practices & Limitations
Timeframe: The algorithm is designed for 1D (daily). Signals use confirmed pivots; enable "Confirm at Close" to avoid any ambiguity.
Trend Filter: For long-term spot trading, the Only Bull mode + EMA/RSI filter reduces counter-trend buying.
Position Sizing: Auto DCA is not financial advice—adapt your budget, cooldown, and levels to your risk.
No Guarantees: Markets involve risks. Past performance is no guarantee of future performance.
Who is it for?
Long-term spot investors who want to buy on structured pullbacks (pivots & levels) and exit cleanly.
Users who want to standardize their entries/exits and automatically track their PnL/avg cost.
Getting Started (2 minutes)
Open a 1D asset and add JB Spot LT — Good Buy/Sell + DCA Auto (Daily).
In the inputs:
Choose your marker style and Good Buy/Sell text size.
Set DCA Mode (e.g., Hybrid), budget, cooldown, and thresholds.
Leave "Confirm at close" enabled.
Create an alert "Any alert() function call" (optional: enable CSV Export for your logs).
FOMC Policy Events[nakano]### FOMC Policy Events
#### Summary / 概要
This indicator plots the historical policy decisions of the U.S. Federal Open Market Committee (FOMC) directly onto your chart. It is an essential tool for traders and analysts who want to visualize how the market reacts to changes in monetary policy. All historical event data from 2000 onwards is hard-coded into the script for fast and reliable performance.
このインジケーターは、米国連邦公開市場委員会（FOMC）の過去の政策決定をチャート上に直接プロットします。金融政策の変更に対する市場の反応を視覚的に分析したいトレーダーやアナリストにとって不可欠なツールです。2000年以降の全ての過去イベントデータが含まれます。
---
#### Features / 主な機能
* **Comprehensive Historical Data / 包括的な過去データ**
Includes all historical scheduled and emergency FOMC rate decisions from January 2000.
2000年1月以降の、全ての定例および緊急のFOMC金利決定の履歴を含みます。
* **Detailed Event Labels / 詳細なイベントラベル**
Each event is marked with a clear label showing:
各イベントには、以下の情報を示す明確なラベルが表示されます：
* The exact date of the announcement.
発表の正確な日付
* The type of decision (Rate Hike, Rate Cut, Hold, or Emergency Cut).
決定内容（利上げ、利下げ、据え置き、緊急利下げ）
* The resulting Federal Funds Target Rate.
決定後の政策金利（FF金利ターゲット）
* **Fully Customizable Display / 柔軟な表示設定**
From the indicator's settings menu, you can:
インジケーターの設定画面から、以下の操作が可能です：
* Individually toggle the visibility of Rate Hikes, Rate Cuts, and Holds.
「利上げ」「利下げ」「据え置き」の表示・非表示を個別に切り替える
* Choose your preferred language for the labels (English or Japanese).
ラベルの表示言語を「英語」または「日本語」から選択する
* **Clear Visual Cues / 明確なビジュアル**
* **Rate Hikes:** Green labels positioned below the price bars.
**利上げ：** バーの下に緑色のラベル
* **Rate Cuts:** Red labels positioned above the price bars.
**利下げ：** バーの上に赤色のラベル
* **Holds:** Gray labels positioned above the price bars.
**据え置き：** バーの上に灰色のラベル
* **Emergency Events:** Specially highlighted in maroon for easy identification.
**緊急イベント：** 識別しやすいように特別な色（ワインレッド）で強調表示
---
#### How to Use / 使用方法
1. Add the indicator to your chart.
インジケーターをチャートに追加します。
2. Click the **Settings (gear icon)** next to the indicator name on your chart.
チャート上のインジケーター名の横にある**設定（歯車アイコン）**をクリックします。
3. In the "Display Settings" section, check or uncheck the boxes to show or hide different event types.
「Display Settings」セクションで、各イベントタイプの表示・非表示をチェックボックスで切り替えます。
4. In the "Language Settings" section, select your preferred language from the dropdown menu.
「Language Settings」セクションで、ドロップダウンメニューからお好みの言語を選択します。
---
#### A Note on Data / データについて
The event data included in this script is static and contains historical decisions up to September 2025. The script does not plot future scheduled meetings and will need to be manually updated as new policy decisions are made.
このスクリプトに含まれるイベントデータは静的なものであり、2025年9月までの過去の決定を含んでいます。未来のスケジュールをプロットする機能はなく、新しい金融政策が決定された場合は、スクリプトの手動更新が必要です。
Real Yields vs Gold vs DXYThis indicator overlays U.S. real yields, gold prices, and the U.S. Dollar Index (DXY) on the same chart, with optional normalization (raw values, Z-Score, or % change since start). It pulls macroeconomic data directly from the Federal Reserve Economic Data (FRED) (TIPS yields, nominal Treasuries, and breakeven inflation) and compares it against market feeds for gold and the dollar.
⸻
📌 What it shows you
1. Real Yields (teal line):
• The inflation-adjusted interest rate.
• Higher real yields typically reduce gold’s appeal (since gold doesn’t yield anything).
• Lower real yields usually support gold, as holding non-yielding assets becomes more attractive.
2. Gold (orange line, with optional MA):
• Spot gold (or futures) price series.
• Often moves inversely to real yields, but can diverge when inflation fears or safe-haven demand dominate.
3. U.S. Dollar Index (DXY) (blue line):
• The strength of the U.S. dollar versus major currencies.
• A strong USD often pressures gold (since it’s priced in dollars).
• Weakness in the USD often supports gold.
4. Reference Lines (0, +3, –3):
• In Z-Score mode, these act as statistical boundaries.
• Movements beyond +3 or –3 standard deviations usually signal extreme, unsustainable conditions.
📌 Why it matters for macro outlook
This indicator lets you see the three most important macro forces on gold in one pane:
• Real yields → reflect Fed policy, inflation expectations, and bond market pricing.
• DXY → reflects capital flows into or out of the USD.
• Gold → reacts to both, serving as a hedge, safe-haven, or inflation play.
By watching how these move together or diverge, you can answer key macro questions:
• Is gold moving inversely to real yields (normal regime)?
• Is gold rising even when real yields rise (inflation stress or risk aversion)?
• Is the dollar breaking the relationship (e.g., strong USD pushing gold lower despite falling yields)?
• Are we at statistical extremes (beyond ±3 Z-score), signaling stretched positioning?
⸻
✅ In short: This indicator is a macro overlay tool. It tells the story of how bond markets (real yields), currency markets (USD), and commodities (gold) interact — and whether gold’s behavior is consistent with macro fundamentals or signaling something unusual.
ema_stoploss_libLibrary "ema_stoploss_lib"
This library derives stop-loss levels from a dynamic list of EMA lengths. It computes each EMA internally (so dynamic lengths are allowed), keeps strict side filtering (long: only EMAs below the source; short: only EMAs above), sorts by distance to the source, and returns the n-th nearest value plus the original index of that EMA length.
get_stop_loss(index)
Initializes (once) a default length list:
21, 50, 100, 200, 250, 500, 750, 1000.
Returns:
sl_buy / sl_sell: selected EMA values
nearest_buy_idx / nearest_sell_idx: 0-based indices in the original lensArr
Parameters & Notes
Index (input in the example; default 2) is 0-based:
0 = nearest, 1 = second nearest, 2 = third, etc.
If there aren’t enough EMAs on the requested side, the value becomes na (plot will skip that bar).
Strict filtering means no fallback to the opposite side.
Performance:
EMA updates are O(n) per bar (n = number of lengths).
Sorting is O(k²) (k = candidates on the chosen side) — negligible for small lists.
S2O Gold Ai Alerts Signal (D1)**What’s unique**
* **Regime-Aware TLX.** The TLX band can use an **Adaptive Multiplier** driven by a volatility/efficiency proxy (VR z-score). It tightens in quiet markets and relaxes in volatile regimes, aiming to reduce whipsaws without losing larger trends.
* **HTF Confirmation (optional).** Validate entries using a higher timeframe state (default 4H) so that signals align with the dominant trend.
* **BSZ Adaptive Threshold.** Momentum crosses (BSZ lead vs. trail) are accepted only when |lead − trail| is statistically elevated (user-defined z-score), suppressing weak “taps” during indecision.
* **Cooldown & Session Control.** Throttle signal frequency and restrict to trading windows to avoid thin liquidity or news spikes.
* **Non-repainting on close.** When “Confirm on Bar Close” is enabled, alerts are issued only on closed bars.
**Recommended use (D1)**
* Symbol examples: XAUUSD, major FX pairs, indices.
* Start with **TLX ATR Window = 3-5**, **Multiplier = 20**.
* BSZ Smooth Len = 2.
* For stricter entries, turn **ON** HTF Confirm and BSZ Adaptive Threshold (z-score ≥ 0.25–0.5).
* Keep **Confirm on Bar Close = ON** for live alerts.
**Alerts**
Add two alerts using *Any alert() function call* and choose:
* **S2O BUY** — fires when TLX is up and BSZ crosses up (plus optional filters).
* **S2O SELL** — fires when TLX is down and BSZ crosses down (plus optional filters).
**Disclaimers**
This script is for educational/informational purposes. No investment advice. Past performance does not guarantee future results. Always validate on your own symbols and broker conditions.
---
For more information, please contact me **directly on TradingView**—send me a private message from my profile (click my username on this script’s page) or leave a comment under the script.
S2O Gold Ai Alerts Signal (H4)**What’s unique**
* **Regime-Aware TLX.** The TLX band can use an **Adaptive Multiplier** driven by a volatility/efficiency proxy (VR z-score). It tightens in quiet markets and relaxes in volatile regimes, aiming to reduce whipsaws without losing larger trends.
* **HTF Confirmation (optional).** Validate entries using a higher timeframe state (default 4H) so that signals align with the dominant trend.
* **BSZ Adaptive Threshold.** Momentum crosses (BSZ lead vs. trail) are accepted only when |lead − trail| is statistically elevated (user-defined z-score), suppressing weak “taps” during indecision.
* **Cooldown & Session Control.** Throttle signal frequency and restrict to trading windows to avoid thin liquidity or news spikes.
* **Non-repainting on close.** When “Confirm on Bar Close” is enabled, alerts are issued only on closed bars.
**Recommended use (H4)**
* Symbol examples: XAUUSD, major FX pairs, indices.
* Start with **TLX ATR Window = 9, **Multiplier = 10-11.
* BSZ Smooth Len = 8–14.
* For stricter entries, turn **ON** HTF Confirm and BSZ Adaptive Threshold (z-score ≥ 0.25–0.5).
* Keep **Confirm on Bar Close = ON** for live alerts.
**Alerts**
Add two alerts using *Any alert() function call* and choose:
* **S2O BUY** — fires when TLX is up and BSZ crosses up (plus optional filters).
* **S2O SELL** — fires when TLX is down and BSZ crosses down (plus optional filters).
**Disclaimers**
This script is for educational/informational purposes. No investment advice. Past performance does not guarantee future results. Always validate on your own symbols and broker conditions.
---
For more information, please contact me **directly on TradingView**—send me a private message from my profile (click my username on this script’s page) or leave a comment under the script.
S2O Gold Ai (D1)### S2O Gold Ai (D1) — What’s Unique
**Regime-Aware TLX.** The TLX line uses an Adaptive Multiplier driven by a volatility/efficiency proxy (VR z-score). It tightens during quiet markets and relaxes during volatile regimes, reducing whipsaws without sacrificing major trend participation.
**HTF Confirmation (optional).** Signals can be confirmed by a higher timeframe to filter entries that run counter to the prevailing trend.
**BSZ Adaptive Threshold.** BSZ crosses are validated only when the signal strength (|lead − trail|) exceeds a user-defined z-score of its recent distribution, suppressing “weak taps” in borderline conditions.
**Cooldown & Session Control.** Entry frequency can be throttled (cooldown) and trading windows restricted to specific sessions to avoid low-liquidity periods or news spikes.
---
### How It Differs from Classic Implementations
* **Systematic input & entry framework.** Core logic is wrapped with regime, HTF, z-score, session, and cooldown filters, producing measurably different outcomes once activated.
* **Designed to be non-repainting for live use.** Signals are confirmed on closed bars via `barstate.isconfirmed` when “Enter on Bar Close” is selected.
### About the Inputs & Defaults (H4 preset)
The inputs ship with **pre-tuned starter presets** intended for H4 swing trading (tested primarily on XAUUSD and spot FX majors). These values were **numerically calibrated** to balance trend participation vs. whipsaw control under typical H4 volatility:
* **TLX ATR Window / Multiplier** – chosen to keep the directional band responsive to regime shifts while avoiding excessive flip-flops in low-noise segments.
* **BSZ Smooth Length** – set to stabilize the oscillator’s lead/trail pair so that crosses reflect meaningful momentum turns rather than minor jitters.
* **Adaptive Multiplier (optional)** – defaults off for full backward compatibility; when enabled, its lookback/floor/cap are configured to make adaptations gradual, not jumpy.
* **HTF Confirm (optional)** – default HTF = 4H so that confirmations reflect the dominant swing; the confirm length/multiplier mirror TLX’s base profile.
* **BSZ Adaptive Threshold (optional)** – z-score lookback/level are prefilled to filter only weak, borderline crosses while preserving strong impulses.
* **Cooldown / Session** – conservative defaults to reduce clustering of signals and avoid low-liquidity windows.
> **Important:** These numbers are **presets, not promises**. Markets evolve across symbols, brokers and sessions. For best results, treat them as a robust starting point and **validate or fine-tune per your instrument** (e.g., adjust TLX Multiplier ±11, BSZ length 8–14, z-score 0.25–0.50). Always forward-test and confirm on closed bars to avoid repaint-related bias.
## Order/Signal Execution Principles (D1)
**Signal Direction**
* **BUY** when:
1. The TLX directional state is **up** (price above the adaptive lower band); and
2. The BSZ oscillator’s **lead crosses above** the trail (valid cross).
* **SELL** when:
1. The TLX directional state is **down** (price below the adaptive upper band); and
2. The BSZ oscillator’s **lead crosses below** the trail.
**Optional Confirmations & Filters**
* **HTF Confirmation (optional):** The higher-timeframe (default 4H) TLX state must match the trade direction (up for BUY, down for SELL).
* **BSZ Adaptive Threshold (optional):** A cross is valid only if the absolute gap $|lead−trail|$ is statistically elevated (z-score ≥ user level).
* **Session Filter (optional):** Signals are allowed only during the user-defined trading session window.
* **Cooldown (optional):** After any signal, new signals are blocked for *N* bars to prevent clustering.
**Bar-Close Confirmation (non-repaint)**
* When **Confirm on Bar Close** is enabled, signals are accepted **only at bar close** (no intrabar repainting).
**One-at-a-time Logic (recommended for strategies)**
* Enter only when **flat**; ignore new signals until the open position is closed (either stop or target).
**Exit Logic (if used as a strategy)**
* **Stop-Loss:** Fixed distance in ticks from entry (user input).
* **Take-Profit:** Fixed distance in ticks from entry (user input, optional).
* If TP or SL is hit, the position closes and the cooldown timer (if enabled) starts.
**Sizing (strategy context)**
* Use fixed size or broker-style MT4 lots as per inputs. Buying-power checks and leverage are optional and user-controlled.
**Signal Generation vs. Execution**
* The published **indicator** generates **alerts only** (BUY/SELL) based on the rules above.
* Converting to a **strategy** applies the same entry conditions, with exits (SL/TP), position-sizing, and flat-only execution layered on top.
**Robustness Notes**
* Defaults are pre-tuned for D1 swing behavior; however, symbols differ. Validate and fine-tune (TLX Multiplier, BSZ length, z-score level, session window) to your instrument and broker conditions.
This strategy is a **process**, not a promise. It blends a directional band (TLX) with a momentum cross (BSZ) and optional regime/HTF/session filters to structure decisions on H4. The goal is consistency and clarity—**not** curve-fitted perfection. Markets evolve; so should your parameters, expectations, and risk controls.
Trading involves **substantial risk**. Backtests are simulations that can differ from live results due to spreads, commissions, slippage, data vendor differences, partial fills, and execution latency. Signals confirmed on bar close reduce repainting but do **not** eliminate market uncertainty. Past performance does **not** guarantee future results.
Use **position sizing, stop-losses, and realistic profit targets**. Start small, forward-test, and validate on your own symbols and broker conditions. Nothing herein is investment advice; you are responsible for your own decisions. Trade carefully—and let discipline be your edge.
For more information, please contact me **directly on TradingView**—send me a private message from my profile (click my username on this script’s page) or leave a comment under the script.
ema_stoplossLibrary "ema_stoploss"
What it does
A small library that builds stop-loss levels from dynamically computed EMAs. It finds EMAs strictly on the desired side of price (long: below; short: above), sorts them by distance to price, and returns the n-th nearest as your stop.
How it works
sortEMAsByDistanceStrictDyn(signal, lensArr, src, ascending)
Computes each EMA internally with the alpha formula (alpha = 2/(len+1)), so you can pass a dynamic array of lengths.
Strict side filter:
signal = 1 → only EMAs < src (below)
signal = -1 → only EMAs > src (above)
Sorts candidates by distance to src (default: nearest → farthest) and returns two arrays: EMA values and their lengths.
get_stop_loss(index) (exported)
Builds a default length array: 21, 50, 100, 200, 250, 500, 750, 1000.
Long side uses low to find the index-th nearest lower EMA.
Short side uses high to find the index-th nearest upper EMA.
Returns .
Plots
Stop-Loss Long (green): the selected lower EMA (based on low).
Stop-Loss Short (red): the selected upper EMA (based on high).
Input
Index (default 2): 0-based.
0 = nearest, 1 = second nearest, 2 = third, etc.
If there aren’t enough EMAs on the required side, the function returns na (no plot).
Why internal EMA calc?
ta.ema() doesn’t accept a series length; by updating each EMA with its alpha step every bar, the library supports arbitrary dynamic length arrays and stays bar-consistent.
Customize
Edit the list in get_stop_loss() to use your own EMA lengths.
Change ascending in sortEMAsByDistanceStrictDyn if you prefer farthest → nearest.
Use a different src if needed (e.g., close, hlc3, etc.).
The example intentionally uses low for long stops and high for short stops.
Notes
Strict side filtering: EMAs on the wrong side are ignored (no fallback).
If no EMA qualifies on a side, you’ll get na for that side.
Complexity is O(n²) for sorting, which is negligible for small EMA lists.
S2O Gold Ai (H4)### S2O Gold Ai (H4) — What’s Unique
**Regime-Aware TLX.** The TLX line uses an Adaptive Multiplier driven by a volatility/efficiency proxy (VR z-score). It tightens during quiet markets and relaxes during volatile regimes, reducing whipsaws without sacrificing major trend participation.
**HTF Confirmation (optional).** Signals can be confirmed by a higher timeframe (default: 4H) to filter entries that run counter to the prevailing trend.
**BSZ Adaptive Threshold.** BSZ crosses are validated only when the signal strength (|lead − trail|) exceeds a user-defined z-score of its recent distribution, suppressing “weak taps” in borderline conditions.
**Cooldown & Session Control.** Entry frequency can be throttled (cooldown) and trading windows restricted to specific sessions to avoid low-liquidity periods or news spikes.
---
### How It Differs from Classic Implementations
* **Systematic input & entry framework.** Core logic is wrapped with regime, HTF, z-score, session, and cooldown filters, producing measurably different outcomes once activated.
* **Designed to be non-repainting for live use.** Signals are confirmed on closed bars via `barstate.isconfirmed` when “Enter on Bar Close” is selected.
### About the Inputs & Defaults (H4 preset)
The inputs ship with **pre-tuned starter presets** intended for H4 swing trading (tested primarily on XAUUSD and spot FX majors). These values were **numerically calibrated** to balance trend participation vs. whipsaw control under typical H4 volatility:
* **TLX ATR Window / Multiplier** – chosen to keep the directional band responsive to regime shifts while avoiding excessive flip-flops in low-noise segments.
* **BSZ Smooth Length** – set to stabilize the oscillator’s lead/trail pair so that crosses reflect meaningful momentum turns rather than minor jitters.
* **Adaptive Multiplier (optional)** – defaults off for full backward compatibility; when enabled, its lookback/floor/cap are configured to make adaptations gradual, not jumpy.
* **HTF Confirm (optional)** – default HTF = 4H so that confirmations reflect the dominant swing; the confirm length/multiplier mirror TLX’s base profile.
* **BSZ Adaptive Threshold (optional)** – z-score lookback/level are prefilled to filter only weak, borderline crosses while preserving strong impulses.
* **Cooldown / Session** – conservative defaults to reduce clustering of signals and avoid low-liquidity windows.
> **Important:** These numbers are **presets, not promises**. Markets evolve across symbols, brokers and sessions. For best results, treat them as a robust starting point and **validate or fine-tune per your instrument** (e.g., adjust TLX Multiplier ±11, BSZ length 8–14, z-score 0.25–0.50). Always forward-test and confirm on closed bars to avoid repaint-related bias.
## Order/Signal Execution Principles (H4)
**Signal Direction**
* **BUY** when:
1. The TLX directional state is **up** (price above the adaptive lower band); and
2. The BSZ oscillator’s **lead crosses above** the trail (valid cross).
* **SELL** when:
1. The TLX directional state is **down** (price below the adaptive upper band); and
2. The BSZ oscillator’s **lead crosses below** the trail.
**Optional Confirmations & Filters**
* **HTF Confirmation (optional):** The higher-timeframe (default 4H) TLX state must match the trade direction (up for BUY, down for SELL).
* **BSZ Adaptive Threshold (optional):** A cross is valid only if the absolute gap $|lead−trail|$ is statistically elevated (z-score ≥ user level).
* **Session Filter (optional):** Signals are allowed only during the user-defined trading session window.
* **Cooldown (optional):** After any signal, new signals are blocked for *N* bars to prevent clustering.
**Bar-Close Confirmation (non-repaint)**
* When **Confirm on Bar Close** is enabled, signals are accepted **only at bar close** (no intrabar repainting).
**One-at-a-time Logic (recommended for strategies)**
* Enter only when **flat**; ignore new signals until the open position is closed (either stop or target).
**Exit Logic (if used as a strategy)**
* **Stop-Loss:** Fixed distance in ticks from entry (user input).
* **Take-Profit:** Fixed distance in ticks from entry (user input, optional).
* If TP or SL is hit, the position closes and the cooldown timer (if enabled) starts.
**Sizing (strategy context)**
* Use fixed size or broker-style MT4 lots as per inputs. Buying-power checks and leverage are optional and user-controlled.
**Signal Generation vs. Execution**
* The published **indicator** generates **alerts only** (BUY/SELL) based on the rules above.
* Converting to a **strategy** applies the same entry conditions, with exits (SL/TP), position-sizing, and flat-only execution layered on top.
**Robustness Notes**
* Defaults are pre-tuned for H4 swing behavior; however, symbols differ. Validate and fine-tune (TLX Multiplier, BSZ length, z-score level, session window) to your instrument and broker conditions.
This strategy is a **process**, not a promise. It blends a directional band (TLX) with a momentum cross (BSZ) and optional regime/HTF/session filters to structure decisions on H4. The goal is consistency and clarity—**not** curve-fitted perfection. Markets evolve; so should your parameters, expectations, and risk controls.
Trading involves **substantial risk**. Backtests are simulations that can differ from live results due to spreads, commissions, slippage, data vendor differences, partial fills, and execution latency. Signals confirmed on bar close reduce repainting but do **not** eliminate market uncertainty. Past performance does **not** guarantee future results.
Use **position sizing, stop-losses, and realistic profit targets**. Start small, forward-test, and validate on your own symbols and broker conditions. Nothing herein is investment advice; you are responsible for your own decisions. Trade carefully—and let discipline be your edge.
For more information, please contact me **directly on TradingView**—send me a private message from my profile (click my username on this script’s page) or leave a comment under the script.
SPY-2h (E.Trader) - Long-Only StrategySummary
Strategy on SPY, 2h timeframe (2000-2025).
Initial capital: 100,000 USD, 100% reinvest.
Long-only strategy with realistic commissions and slippage (Interactive Brokers: $0.005/share, 3 ticks).
Key results (2000-2025)
• Total P&L: +1,792,104 USD (+1,739.88%)
• CAGR: 11.4% (vs Buy & Hold: 6.7%) → ~1.7x higher annualized return
• Profit factor: 3.23
• Winning trades: 67.43%
• Max drawdown: 21.56%
• Time in the market: ~59% (trading days basis)
• Buy & Hold return: +358.61% → Strategy outperforms by ~4.8x
Strategy logic
• Restricted to SPY on ARCA, in 2h timeframe
• Long entries only (no shorts)
• Exploits two major biases: 1) trends and 2) overreactions
• Excludes very high VIX periods
• Implements calculated stop-losses
• Integrates commission and slippage to reflect real trading conditions (based on Interactive Brokers usage)
Focus 2008-2009 (financial crisis)
• Total P&L: +35,301 USD (+35.30%)
• Profit factor: 3.367
• Winning trades: 80%
• Max drawdown: 15.05%
Even at the height of 2008, the strategy remained profitable, while Buy & Hold was still showing a -22% loss two years later.
Focus 2020 (COVID crash)
• Total P&L: +22,463 USD (+22.46%)
• Profit factor: 4.152
• Winning trades: 72.73%
• Max drawdown: 9.91%
During the COVID mini-crash, the strategy still ended the year +22.46%, almost double Buy & Hold (+12.52%), with limited drawdown.
Observations
• Strong outperformance vs Buy & Hold with less exposure
• Robust across crises (2008, COVID-2020)
• Limited drawdowns, faster recoveries
Model validation and parameter weighting
To check robustness and avoid overfitting, I use a simple weighted-parameters ratio (explained in more detail here: Reddit post ).
In this strategy:
• 4 primary parameters (weight 1)
• 5 secondary parameters (weight 0.5)
• Weighted param count = 4×1 + 5×0.5 = 6.5
• Total trades = 267
• Ratio = 267 ÷ 6.5 ≈ 41
Since this ratio is well above the 25 threshold I usually apply, it appears the model is not overfitted according to my experience — especially given its consistent gains even through crises such as 2008 and COVID-2020.
Disclaimer
This is an educational backtest. It does not constitute investment advice.
Past performance does not guarantee future results. Use at your own risk.
Further notes
In practice, systematic strategies like this are usually executed through automation to avoid human bias and ensure consistency. For those interested, I share more about my general approach and related tools here (personal site): emailtrader.app
Expected Value Monte CarloI created this indicator after noticing that there was no Expected Value indicator here on TradingView.
The EVMC provides statistical Expected Value to what might happen in the future regarding the asset you are analyzing.
It uses 2 quantitative methods:
Historical Backtest to ground your analysis in long-term, factual data.
Monte Carlo Simulation to project a cone of probable future outcomes based on recent market behavior.
This gives you a data-driven edge to quantify risk, and make more informed trading decisions.
The indicator includes:
Dual analysis: Combines historical probability with forward-looking simulation.
Quantified projections: Provides the Expected Value ($ and %), Win Rate, and Sharpe Ratio for both methods.
Asset-aware: Automatically adjusts its calculations for Stocks (252 trading days) and Crypto (365 days) for mathematical accuracy.
The projection cone shows the mean expected path and the +/- 1 standard deviation range of outcomes.
No repainting
Calculation:
1. Historical Expected Value:
This is a systematic backtest over thousands of bars. It calculates the return Rᵢ for N past trades (buy-and-hold). The Historical EV is the simple average of these returns, giving a baseline performance measure.
Historical EV % = (Σ Rᵢ) / N
2. Monte Carlo Projection:
This projection uses the Geometric Brownian Motion (GBM) model to simulate thousands of future price paths based on the market's recent behavior.
It first measures the drift (μ), or recent trend, and volatility (σ), or recent risk, from the Projection Lookback period. It then projects a final return for each simulation using the core GBM formula:
Projected Return = exp( (μ - σ²/2)T + σ√T * Z ) - 1
(Where T is the time horizon and Z is a random variable for the simulation.)
The purple line on the chart is the average of all simulated outcomes (the Monte Carlo EV). The cone represents one standard deviation of those outcomes.
The dashed lines represent one standard deviation (+/- 1σ) from the average, forming a cone of probable outcomes. Roughly 68% of the simulated paths ended within this cone.
This projection answers the question: "If the recent trend and volatility continue, where is the price most likely to go?"
Here's how to read the indicator
Expected Value ($/%): Is my average trade profitable?
Win Rate: How often can I expect to be right?
Sharpe Ratio: Am I being adequately compensated for the risk I'm taking?
User Guide
Max trade duration (bars): This is your analysis timeframe. Are you interested in the probable outcome over the next month (21 bars), quarter (63 bars), or year (252 bars)?
Position size ($): Set this to your typical trade size to see the Expected Value in real dollar terms.
Projection lookback (bars): This is the most important input for the Monte Carlo model. A short lookback (e.g., 50) makes the projection highly sensitive to recent momentum. Use this to identify potential recency bias. A long lookback (e.g., 252) provides a more stable, long-term projection of trend and volatility.
Historical Lookback (bars): For the historical backtest, more data is always better. Use the maximum that your TradingView plan allows for the most statistically significant results.
Use TP/SL for Historical EV: Check this box to see how the historical performance would have changed if you had used a simple Take Profit and Stop Loss, rather than just holding for the full duration.
I hope you find this indicator useful and please let me know if you have any suggestions. 😊
USD vs USDT Perp PremiumPerp Premiu. An indicator that analyzes the differences betweenvarious crypto price oracles
VIX Price BoxVIX Price Box (Customizable Colors)
This indicator displays the current VIX (CBOE Volatility Index) value in a fixed box on the top-right corner of the chart. It’s designed to give traders a quick, at-a-glance view of market volatility without needing to switch tickers.
Features
Pulls the live VIX price and updates automatically on every bar.
Displays the value inside a table box that stays fixed in the top-right corner.
Threshold-based coloring: the text color changes depending on whether the VIX is below, between, or above your chosen threshold levels.
5 built-in color modes:
Custom mode – choose your own colors for low, medium, and high volatility zones.
Adjustable threshold levels, background color, and frame color.
Use Cases
Monitor overall market risk sentiment while trading other instruments.
Identify periods of low vs. high volatility at a glance.
Pair with strategies that rely on volatility (options trading, hedging, breakout setups, etc.).
Advanced Trading Dashboard📊 Advanced Trading Dashboard - Multi-Indicator Analysis Tool
Comprehensive Market Analysis at a Glance
This professional trading dashboard consolidates multiple technical indicators into a single, easy-to-read overlay table that provides instant market insights for informed trading decisions.
✨ Key Features:
📈 Multi-Indicator Analysis:
Real-time Price Action vs EMA8 with percentage strength
RSI momentum with overbought/oversold signals
MACD trend confirmation with bullish/bearish status
Multi-timeframe trend analysis (EMA50/200 + Supertrend)
Volume analysis with ratio to moving average
Bollinger Bands positioning with band width metrics
ATR volatility measurements with percentage levels
Stochastic oscillator for entry/exit timing
🎯 Advanced Market Intelligence:
Automated Market Structure detection (Higher Highs/Lower Lows)
Dynamic Support & Resistance level identification
Smart Overall Signal generation based on 5+ confluence factors
Color-coded status indicators for quick visual assessment
⚙️ Customization Options:
Repositionable dashboard (6 position options)
Toggle visibility on/off
Clean, professional interface with intuitive color coding
💡 Perfect For:
Day traders seeking quick market assessment
Swing traders analyzing trend strength
Multi-timeframe analysis confirmation
Risk management and volatility assessment
Entry/exit signal confluence
The dashboard eliminates the need to switch between multiple indicators, providing all essential market data in one consolidated view. Each metric includes both numerical values and interpretive status, making it suitable for both novice and experienced traders.
Compatible with all markets and timeframes. Best used as a supplementary analysis tool alongside your existing trading strategy.
