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© AlpHay : SECURITY FUNDAMENTAL TABLE// Equity Fundamental Data Report Table: // Data Provider: Tradingview // I am not a financial advisor or expert. // This is my interpretation of this data. Consider this data doesn't represent the whole picture of what is going on! // If you find some fundamentally wrong thinking about this approach, please inform me. // I am open to suggestions. I am also looking for answers. // Use it with a daily timeframe for data consistency. // You can change or customize the threshold values whatever you want. // www.tradingview.com
Chỉ báo Pine Script®
của AlpHay
8
Multi timeframe Stochastic RSI Screener by noop42Here is a custom x4 timeframes Stochastic RSI screener to add on your charts. Options Repaint mode : if enabled: values are updated in live, if disabled: values are updated once the concerned candle is closed Default parameters Timeframes: 1, 5, 15, 60 Repaint mode: enabled Notes Use the lowest timeframe configured on the screener to get real values A classic x3 multi-timeframe Stochastic RSI indicator is also available
Chỉ báo Pine Script®
của noop-noop
20
Volume Pressure AnalysisVolume Pressure Analysis is a new concept I have been working on designed to show the effort required to move price. An ideal tool for confirming trends or locating reversals early. This indicator can highlight whale action and market manipulation. It calculates volume vs volatility and displays the results as a meter: Above 0 shows how easy price action is traveling, the bigger these bars the less volume and effort is required to push price. These are indicated with a teal or red arrows and can confirm the beginning or continuation of a trend. This is the natural direction the chart wants to travel at that time. Below 0 shows how hard price is to move. The bigger these bars the more volume and effort is required to push price. When whales and market makers push price against its will these bars will get bigger. Yellow arrows signal pressure in that direction and excessive amounts of volume is required to move price. These signals can lead to reversal/ pivot points as price action struggles to continue its trend. These signals can be turned on in settings or use the overlay version of this script to display signals on chart. This is a very powerful tool when used with relative volume.
Chỉ báo Pine Script®
của veryfid
130
Volume Pressure Analysis - OverlayVolume Pressure Analysis is designed to show effort required to move price. This script is the overlay version that displays signals on the candles as well as changes the bar colors. Yellow arrows signal pressure in that direction and excessive amounts of volume is required to move price. These signals can lead to reversal/pivot points as price action struggles to continue its trend. Red and teal arrows indicate free flowing price action where very little effort or volume is needed to push price. These signals can confirm the beginning or continuation of a trend and is the natural direction the chart wants to travel at that time. For more information please check out the main Volume Pressure Analysis indicator.
Chỉ báo Pine Script®
của veryfid
25
Percentile - Price vs FundamentalsThis is done in the same lines of below scripts Drawdown-Price-vs-Fundamentals Drawdown-Range Instead of using drawdown, here we are only plotting percentile of drawdown. Also added few more fundamental stats to the indicator. Also using part of the code from Random-Color-Generator/ to automatically generate colors. This in turn uses code from @RicardoSantos for convering color based on HSL to RGB This is how the study can be used: Study plots percentile of price and each of the listed fundamentals based on history. History can be chose All time or particular window. If any fundamental or price is near 100 - which means it is nearer to its peak. And if something is near its bottom, it is nearer to its 0th percentile. Price of the stock is considered undervalued based on historical levels when it is below most of the fundamentals. Price is considered overvalued based on historical levels when it is above all the fundamentals. Please note, being undervalued does not guarantee immediate mean reversion. Stocks can stay undervalued for prolonged time and can go further down. Similarly overvalued stock can stay overvalued for prolonged time before correcting itself or justifying the position. Hence, further discretion needs to be used while using this study. Few examples: AMZN seems to be trading in range and so are the fundamentals: MSFT at peak along with half of the fundamentals. But, debt levels are going up along with margins reducing. LPX is trading at 15% discount whereas most of the fundamentals are at the peak. FLGT price seems to have gone down further whereas fundamentals look pretty healthy.
Chỉ báo Pine Script®
của Trendoscope
8
Drawdown RangeHello death eaters, presenting a unique script which can be used for fundamental analysis or mean reversion based trades. Process of deriving this table is as below: Find out ATH for given day Calculate the drawdown from ATH for the day and drawdown percentage Based on the drawdown percentage, increment the count of basket which is based on input iNumber of ranges . For example, if number of ranges is 5, then there will be 5 baskets. First basket will fit drawdown percentage 0-20% and each subsequent ones will accommodate next 20% range. Repeat the process from start to last bar. Once done, table will plot how much percentage of days belong to which basket. For example, from the below chart of NASDAQ:AAPL We can deduce following, Historically stock has traded within 1% drawdown from ATH for 6.59% of time. This is the max amount of time stock has stayed in specific range of drawdown from ATH. Stock has traded at the drawdown range of 82-83% from ATH for 0.17% of time. This is the least amount of time the stock has stayed in specific range of drawdown from ATH. At present, stock is trading 2-3% below ATH and this has happened for about 2.46% of total days in trade Maximum drawdown the stock has suffered is 83% Lets take another example of NASDAQ:TSLA Stock is trading at 21-22% below ATH. But, historically the max drawdown range where stock has traded is within 0-1%. Now, if we make this range to show 20 divisions instead of 100, it will look something like this: Table suggests that stock is trading about 20-25% below ATH - which is right. But, table also suggests that stock has spent most number of days within this drawdown range when we divide it by 20 baskets instad of 100. I would probably wait for price to break out of this range before going long or short. At present, it seems a stage ranging stage. I might think about selling PUTs or covered CALLs outside this range. Similarly, if you look at AMEX:SPY , 36% of the time, price has stayed within 5% from ATH - makes it a compelling bull case!! NYSE:BABA is trading at 50-55% below ATH - which is the most it has retraced so far. In general, it is used to be within 15-20% from ATH NOW, Bit of explanation on input options. Number of Ranges : Says how many baskets the drawdown map needs to be divided into. Reference : You can take ATH as reference or chose a time window between which the highest need to be considered for drawdown. This can be useful for megacaps which has gone beyond initial phase of uncertainity. There is no point looking at 80% drawdown AAPL had during 1990s. More approriate to look at it post 2000s where it started making higher impact and growth. Cumulative Percentage : When this is unchecked, percentage division shows 0-nth percentage instad of percentage ranges. For example this is how it looks on SPY: We can see that SPY has remained within 6% from ATH for more than 50% of the time. Hope this is helpful. Happy trading :) PS: this can be used in conjunction with Drawdown-Price-vs-Fundamentals to pick value stocks at discounted price while also keeping an eye on range tendencies of it. Thanks to @mattX5 for the ideas and discussion today :)
Chỉ báo Pine Script®
của Trendoscope
12
Drawdown - Price vs FundamentalsIn this study, we are trying to compare drawdown from ATH of price and fundamentals to understand if price drawdown is really justifyable or if this is the buying opportunity. For example, NYSE:BABA in the chart below shows that price has come down by more than 50%. But, the fundamentals has not changed upto this extent. This may be viewed as buying opportunity from the eyes of fundamental based trader. Similarly NYSE:LPX is trading at 15% below ATH whereas fundamentals are at peak. This again can be considered as buying opportunity. NASDAQ:AAPL on the other hand is trading almost near ATH whereas fundamentals are having higher drawdown. Well, this is just one factor to consider. I am about to release another script which can demonstrate amount of time (in terms of percentage) instrument trades at certain drawdown range. This looks something like this: These two scripts can be used in conjunction to define your fundamental based trade. I can add more funcamentals to the list. But, the higher value of fundamental should correlate to better position. Hence we cannot use things such as PE (which inversely correlates to value). Also need to keep the factor which includes total number of shares in it so that it is not affected by share dilution. Hence, have considered Total Revenue per Share instead of Total Revenue in this script. Thanks to @mattX5 for suggesting fundamental based ideas in this line :)
Chỉ báo Pine Script®
của Trendoscope
4
Trading Rule #19This script is based on Trading Rule #19 from Chester Keltner's book How To Make Money On Commodities. It is best applied to candlestick charts with longer time frames and plans with minimal losses (i.e. swing trades). The rule is based on "Key" trend days (this is applied to daily charts in the book). An initial Key-Up day is established on the third day of 3 consecutive new highs. Subsequent key-up days are determined as follows: 1. The first day following an initial key-up day trades 0.375% above the previous key-up day 2. The second day or any following day trades 0.125% above the previous key-up day An initial Key-Down day is established on the third day of 3 consecutive new lows. Subsequent key-down days are determined as follows: 1. The first day following an initial key-up day trades 0.375% below the previous key-down day 2. The second day or any following day trades 0.125% below the previous key-down day Green candles are considered up-trend, red candles are down-trend. Gray candles are undecided - when there is a new high and low in the same time frame, when there is no new high or low in that time frame, or the order price was cleared. Order prices are represented as a blue line, with some days being "na" when order prices remain unchanged. On key-up days, orders are placed 0.375% below the low of the previous key-up day or the day previous (whichever is lower). Order prices on key-down days are placed 0.375% above the high of the previous key-down day or the day previous (whichever is higher). The tolerance setting mainly effects the plot point of order price, at a certain point key-trend rules will take priority over order price (meaning if tolerance is high enough, order price will have no effect on determining key-trends).
Chỉ báo Pine Script®
của acowwn
BTC Sentiment analysis RSI 2xEMAThis is a CRYPTO correlation strategy, which is using BTC sentiment with BITFINEX long and short ratios. WIth them we are making from one side 2 RSI, one for long and another for short. And from another side, we are going to make multiple EMA's, using the ratios for long and short. Rules for entry For this scenario I created a long only strategy. The long entry condition is : we have a crossover of the rsi long ratio with rsi short ratio and long ratio from BITFINEX is above the long EMA and short ratio from BITFINEX is below short EMA. We exit when we get the opposite condition, in this case we have a crossunder of the rsi long ratio with rsi short ratio and long ratio from BITFINEX is below the long EMA and short ratio from BITFINEX is above short EMA. If you have any questions, let me know !
Chiến lược Pine Script®
của exlux
Relative Fundamental ComparisonWhen dealing with stocks, I like to review basic fundamentals of the company. This script displays the fundamental ratios of base chart stock with three other stocks (I can’t increase the number due to security function limitations). I found it particularly important when dealing with an unknown company. I quickly compare the company with other industry leaders to get a comparative fundamental review. I am very new to Pinescript, so waiting for your comments and review.
Chỉ báo Pine Script®
của tanayroy
Climatic Volume indicator Buy/Sell ENGLISH this indicator is contrarian and it's use in my strategy Strategy: when price falls the graph show as two moments with panic during the downtrend: two candlesticks of panic Both candlesticks are associating with two Volume climatic bars (when volumen double the average volume of last 10 bars). In that moment the institutions buy (remember, the institutions only buy during panic and sell in the euphoria moment because they generate a new trend in the market) Buy Signal: Bear candlestick with climatic volume in downtrend (first institutions buying) + a few candlesticks more with low volume (lower than average volume of last 10 bars) + second candlestick climatic volume in downtrend (last institutions buying before the new trend) Moving Stop Loss to break even or first sell of us: bull candlestick with climatic volume associated in uptrend (first take profit of institutions) Sell Signal: Second bull candlestick with climatic volume associated in uptrend (in this moment the institutions take profit in the timeframe where we are operating and wait for a future new swing) ESPAÑOL El indicador es un indicador contratendencial Estrategia: Cuando el precio cae el grafico nos muestra dos momentos de pánico durante la tendencia bajista: dos velas japonesas de panic ambas velas japonesas están asociadas a dos barras de volumen climático (un volumen que supera en un 100% el volumen promedio de las ultimas 10 barras). En ese momento las instituciones compran (recuerden que las instituciones compran durante el pánico y venden durante la euforia porque ellos generan una nueva tendencia en el mercado) Señal de compra: vela japonesa bajista con un volumen climático asociado en una tendencia bajista (primera compra de instituciones) + algunas velas japonesas con bajo volumen + una segunda vela japonesa con volumen climático en una tendencia bajista (la ultima compra de institucionales antes de la nueva tendencia) Mover stop loss a precio de entrada o hacer nuestra primera venta: vela japonesa alcista con volumen climático asociado en una tendencia alcista (primera toma de ganancias de institucionales) Señal de venta: Segunda vela japonesa con volumen climático asociado en una alcista (en ese momento las instituciones toman ganancias en el timeframe donde estamos operando y esperan un nuevo swing futuro)
Chỉ báo Pine Script®
của elheavydelasinversiones
7
AlertoJack AlertoJack v0.1a coded by Bogdan Vaida This indicator was created to provide easily defined alerts on multiple symbols. It's still POC code. Usage: - Add it on any coin, - The chart timeframe will be the timeframe for the alerts; - Configure it with the symbols you want to be alerted on, - Add the prices to be alerted for, - Use Add Alert -> condition AlertoJack -> "Any alert() function call" - Check the Alerts log. Notes: - Alert happens when candle crosses the price. - Because of how Trading View functions, if you modify the indicator settings you'll need to add the alerts again (because an alert uses the code version it was created from). - The alert runs once per current bar's timeframe (e.g. once per minute if you're on the 1m).
Chỉ báo Pine Script®
của vaidab
2
Value RangeHere is another attempt to chase value based on technical analysis. This is extended version of PE range script published earlier. Instead of just PE, this script contains several other factors which defines value. You can chose which factor to look at from input dialog: Possible value factors included in this script are: Price to Earnings Price to Sales Price to Book PE - Forwarding PS - Forwarding Price to Cashflow Enterprise Value to EBITDA Enterprise Value to Cashflow Some of these can be added to chart directly from financials. But, the script also calculate range based on donchian channel or bollinger bands. Instead of short periods, we are looking for periods in terms of years. Rest of things remain same.
Chỉ báo Pine Script®
của Trendoscope
1
Financial Highlights [Fundamentals]█ OVERVIEW This indicator plot basic key financial data to imitate the presentation format of several popular finance site, make it easier for a quick glance of overall company financial health without switching tabs for every single stocks. █ Financial Data Available: - Revenue & PAT (Profit after Tax) - Net Profit Margin (%) - Gross Profit Margin (%) - Earnings Per Share (EPS) - Dividend █ Features: - Toggle between Quarter/Annual Financial Data (Notes: For Dividends, it will always be plotted based on Annual data, at Financial Year ending period) - Options to plot at either at Quarter/Yearly ending period OR Financial Data published date █ Limitation - The accuracy of the data subject to Tradingview's source, but from my observation it's accurate 95% of the time - Recently published data might not be available immediately. e.g. MYX exchange tends to have 1-3 days lag - More information on Tradingview's financial data can be read here -> www.tradingview.com █ Disclaimer Past performance is not an indicator of future results. My opinions and research are my own and do not constitute financial advice in any way whatsoever. Nothing published by me constitutes an investment recommendation, nor should any data or Content published by me be relied upon for any investment/trading activities. I strongly recommends that you perform your own independent research and/or speak with a qualified investment professional before making any financial decisions. Any ideas to further improve this indicator are welcome :)
Chỉ báo Pine Script®
của fareidzulkifli
15
Statistical and Financial MetricsGood morning traders! This time I want to share with you a little script that, thanks to the use of arrays, allows you to have interesting statistical and financial insights taken from the symbol on chart and compared to those of another symbol you desire (in this case the metrics taken from the perpetual future ETHUSDT are compared to those taken from the perpetual future BTCUSDT, used as a proxy for the direction of cryptocurrency market) By enabling "prevent repainting", the data retrieved from the compared symbol won't be on real time but they will static since they will belong to the previous closed candle Here are the metrics you can have by storing data from a variable period of candles (by default 51): ✓ Variance (of the symbol on chart in GREEN; of the compared symbol in WHITE) ✓ Standard Deviation (of the symbol on chart in OLIVE; of the compared symbol in SILVER) ✓ Yelds (of the symbol on chart in LIME; of the compared symbol in GRAY) → yelds are referred to the previous close, so they would be calculated as the the difference between the current close and the previous one all divided by the previous close ✓ Covariance of the two datasets (in BLUE) ✓ Correlation coefficient of the two datasets (in AQUA) ✓ β (in RED) → this insight is calculated in three alternative ways for educational purpose (don't worry, the output would be the same). WHAT IS BETA (β)? The BETA of an asset can be interpretated as the representation (in relative terms) of the systematic risk of an asset: in other terms, it allows you to understand how big is the risk (not eliminable with portfolio diversification) of an asset based on the volatilty of its yelds. We say that this representation is made in relative terms since it is expressed according to the market portfolio: this portfolio is hypothetically the portfolio which maximizes the diversification effects in order to kill all the specific risk of that portfolio; in this way the standard deviation calculated from the yelds of this portfolio will represent just the not-eliminable risk (the systematic risk), without including the eliminable risk (the specific risk). The BETA of an asset is calculated as the volatilty of this asset around the volatilty of the market portfolio: being more precise, it is the covariance between the yelds of the current asset and those of the market portfolio all divided by the variance of the yelds of market portfolio. Covariance is calculated as the product between correlation coefficient, standard deviation of the first dataset and standard deviation of the second asset. So, as the correlation coefficient and the standard deviation of the yelds of our asset increase (it means that the yelds of our asset are very similiar to those of th market portfolio in terms of sign and intensity and that the volatility of these yelds is quite high), the value of BETA increases as well According to the Capital Asset Pricing Model (CAPM) promoted by William Sharpe (the guy of the "Sharpe Ratio") and Harry Markowitz, in efficient markets the yeld of an asset can be calculated as the sum between the risk-free interest rate and the risk premium. The risk premium of the specific asset would be the risk premium of the market portfolio multiplied with the value of beta. It is simple: if the volatility of the yelds of an asset around the yelds of market protfolio are particularly high, investors would ask for a higher risk premium that would be translated in a higher yeld. In this way the expected yeld of an asset would be calculated from the linear expression of the "Security Market Line": r_i = r_f + β*(r_m-r_f) where: r_i = expected yeld of the asset r_f = risk free interest rate β = beta r_m = yeld of market portfolio I know that considering Bitcoin as a proxy of the market portfolio involved in the calculation of Beta would be an inaccuracy since it doesn't have the property of maximum diversification (since it is a single asset), but there's no doubt that it's tying the prices of altcoins (upward and downward) thanks to the relevance of its dominance in the capitalization of cryptocurrency market. So, in the lack of a good index of cryptocurrencies (as the FTSE MIB for the italian stock market), and as long the dominance of Bitcoin will persist with this intensity, we can use Bitcoin as a proxy of the market portfolio
Chỉ báo Pine Script®
của Drun30
2