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Initial Balance Breakout Signals [LuxAlgo]The Initial Balance Breakout Signals help traders identify breakouts of the Initial Balance (IB) range. The indicator includes automatic detection of IB or can use custom sessions, highlights top and bottom IB extensions, custom Fibonacci levels, and goes further with an IB forecast with two different modes. 🔶 USAGE The initial balance is the price range made within the first hour of the trading session. It is an intraday concept based on the idea that high volume and volatility enter the market through institutional trading at the start of the session, setting the tone for the rest of the day. The initial balance is useful for gauging market sentiment, or, in other words, the relationship between buyers and sellers. Bullish sentiment: Price trades above the IB range. Mixed sentiment: Price trades within the IB range. Bearish sentiment: Price trades below the IB range. The initial balance high and low are important levels that many traders use to gauge sentiment. There are two main ideas behind trading around the IB range. IB Extreme Breakout: When the price breaks and holds the IB high or low, there is a high probability that the price will continue in that direction. IB Extreme Rejection: When the price tries to break those levels but fails, there is a high probability that it will reach the opposite IB extreme. This indicator is a complete Initial Balance toolset with custom sessions, breakout signals, IB extensions, Fibonacci retracements, and an IB forecast. All of these features will be explained in the following sections. 🔹 Custom Sessions and Signals By default, sessions for Initial Balance and breakout signals are in Auto mode. This means that Initial Balance takes the first hour of the trading session and shows breakout signals for the rest of the session. With this option, traders can use the tool for open range trading, making it highly versatile. The concept behind open range (OR) is the same as that of initial balance (IB), but in OR, the range is determined by the first minute, three or five minutes, or up to the first 30 minutes of the trading session. As shown in the image above, the top chart uses the Auto feature for the IB and Breakouts sessions. The bottom chart has the Auto feature disabled to use custom sessions for both parameters. In this case, the first three minutes of the trading session are used, turning the tool into an Open Range trading indicator. This chart shows another example of using custom sessions to display overnight NASDAQ futures sessions. The left chart shows a custom session from the Tokyo open to the London open, and the right chart shows a custom session from the London open to the New York open. The chart shows both the Asian and European sessions, their top and bottom extremes, and the breakout signals from those extremes. 🔹 Initial Balance Extensions Traders can easily extend both extremes of the Initial Balance to display their preferred targets for breakouts. Enable or disable any of them and set the IB percentage to use for the extension. As the chart shows, the percentage selected on the settings panel directly affects the displayed levels. Setting 25 means the tool will use a quarter of the detected initial balance range for extensions beyond the IB extremes. Setting 100 means the full IB range will be used. Traders can use these extensions as targets for breakout signals. 🔹 Fibonacci Levels Traders can display default or custom Fibonacci levels on the IB range to trade retracements and assess the strength of market movements. Each level can be enabled or disabled and customized by level, color, and line style. As we can see on the chart, after the IB was completed, prices were unable to fall below the 0.236 Fibonacci level. This indicates significant bullish pressure, so it is expected that prices will rise. Traders can use these levels as guidelines to assess the strength of the side trying to penetrate the IB. In this case, the sellers were unable to move the market beyond the first level. 🔹 Initial Balance Forecast The tool features two different forecasting methods for the current IB. By default, it takes the average of the last ten values and applies a multiplier of one. IB Against Previous Open: averages the difference between IB extremes and the open of the previous session. Filter by current day of the week: averages the difference between IB extremes and the open of the current session for the same day of the week. This feature allows traders to see the difference between the current IB and the average of the last IBs. It makes it very easy to interpret: if the current IB is higher than the average, buyers are in control; if it is lower than the average, sellers are in control. For example, on the left side of the chart, we can see that the last day was very bullish because the IB was completely above the forecasted value. This is the IB mean of the last ten trading days. On the right, we can see that on Monday, September 15, the IB traded slightly higher but within the forecasted value of the IB mean of the last ten Mondays. In this case, it is within expectations. 🔶 SETTINGS Display Last X IBs: Select how many IBs to display. Initial Balance: Choose a custom session or enable the Auto feature. Breakouts: Enable or disable breakouts. Choose custom session or enable the Auto feature. 🔹 Extensions Top Extension: Enable or disable the top extension and choose the percentage of IB to use. Bottom extension: Enable or disable the bottom extension and choose the percentage of IB to use. 🔹 Fibonacci Levels Display Fibonacci: Enable or disable Fibonacci levels. Reverse: Reverse Fibonacci levels. Levels, Colors & Style Display Labels: Enable or disable labels and choose text size. 🔹 Forecast Display Forecast: Select the forecast method. - IB Against Previous Open: Calculates the average difference between the IB high and low and the previous day's IB open price. - Filter by Current Day of Week: Calculates the average difference between the IB high and low and the IB open price for the same day of the week. Forecast Memory: The number of data points used to calculate the average. Forecast Multiplier: This multiplier will be applied to the average. Bigger numbers will result in wider predicted ranges. Forecast Colors: Choose from a variety of colors. Forecast Style: Choose a line style. 🔹 Style Initial Balance Colors Extension Transparency: Choose the extension's transparency. 0 is solid, and 100 is fully transparent.
Chỉ báo Pine Script®
bởi LuxAlgo
7
Estimated Manipulation Movement Signal [AlgoPoint]Follow the Footprints of Whale Movements That Drive the Market Overview The market is not always driven by natural supply and demand. Large players—often called "whales" or institutions—can create artificial price movements to trigger stop-losses, induce panic or FOMO, and build their large positions at favorable prices. These events are known as "stop hunts" or "liquidity grabs." The EMMS indicator is a specialized tool designed to detect these specific moments of potential market manipulation. It does not follow trends in a traditional sense; instead, it identifies high-probability reversal points created by the calculated actions of Smart Money trapping other market participants. How It Works: The 3-Module Logic The indicator uses a multi-stage confirmation process to identify a potential stop hunt: 1. Anomaly Detection: The engine first scans the chart for "Anomaly Candles." These are candles with unusually high volume and a very long wick relative to their body. This combination signals a sudden, forceful, and potentially unnatural price push. 2. Liquidity Zone Detection: The indicator automatically identifies and tracks recent significant swing highs and lows. These levels are considered "Liquidity Zones" because they are areas where a large number of stop-loss orders are likely clustered. These are the "hunting grounds" for whales. 3. The Stop Hunt Signal: A final signal is generated only when these two events align in a specific sequence: An Anomaly Candle (high volume, long wick) spikes through a previously identified Liquidity Zone. The same candle then reverses, closing back inside the previous price range. This sequence confirms that the move was likely a "trap" designed to engineer liquidity, and a reversal in the opposite direction is now highly probable. How to Interpret & Use This Indicator BUY Signal: A BUY signal appears after a sharp price drop that pierces a recent swing low (taking out the stops of long positions) and then aggressively reverses to close higher. This suggests that Smart Money has absorbed the panic selling they just induced. The signal indicates a potential move UP. SELL Signal: A SELL signal appears after a sharp price spike that pierces a recent swing high (taking out the stops of short positions) and then aggressively reverses to close lower. This suggests that Smart Money has sold into the FOMO buying they just created. The signal indicates a potential move DOWN. This indicator is best used as a high-probability confirmation tool, ideally in conjunction with your understanding of the overall market trend and structure.
Chỉ báo Pine Script®
bởi Iamalala
3
Options Max Pain Calculator [BackQuant]Options Max Pain Calculator A visualization tool that models option expiry dynamics by calculating "max pain" levels, displaying synthetic open interest curves, gamma exposure profiles, and pin-risk zones to help identify where market makers have the least payout exposure. What is Max Pain? Max Pain is the theoretical expiration price where the total dollar value of outstanding options would be minimized. At this price level, option holders collectively experience maximum losses while option writers (typically market makers) have minimal payout obligations. This creates a natural gravitational pull as expiration approaches. Core Features Visual Analysis Components: Max Pain Line: Horizontal line showing the calculated minimum pain level Strike Level Grid: Major support and resistance levels at key option strikes Pin Zone: Highlighted area around max pain where price may gravitate Pain Heatmap: Color-coded visualization showing pain distribution across prices Gamma Exposure Profile: Bar chart displaying net gamma at each strike level Real-time Dashboard: Summary statistics and risk metrics Synthetic Market Modeling** Since Pine Script cannot access live options data, the indicator creates realistic synthetic open interest distributions based on configurable market parameters including volume patterns, put/call ratios, and market maker positioning. How It Works Strike Generation: The tool creates a grid of option strikes centered around the current price. You can control the range, density, and whether strikes snap to realistic market increments. Open Interest Modeling: Using your inputs for average volume, put/call ratios, and market maker behavior, the indicator generates synthetic open interest that mirrors real market dynamics: Higher volume at-the-money with decay as strikes move further out Adjustable put/call bias to reflect current market sentiment Market maker inventory effects and typical short-gamma positioning Weekly options boost for near-term expirations Pain Calculation: For each potential expiry price, the tool calculates total option payouts: Call options contribute pain when finishing in-the-money Put options contribute pain when finishing in-the-money The strike with minimum total pain becomes the Max Pain level Gamma Analysis: Net gamma exposure is calculated at each strike using standard option pricing models, showing where hedging flows may be most intense. Positive gamma creates price support while negative gamma can amplify moves. Key Settings Basic Configuration: Number of Strikes: Controls grid density (recommended: 15-25) Days to Expiration: Time until option expiry Strike Range: Price range around current level (recommended: 8-15%) Strike Increment: Spacing between strikes Market Parameters: Average Daily Volume: Baseline for synthetic open interest Put/Call Volume Ratio: Market sentiment bias (>1.0 = bearish, <1.0 = bullish) It does not work if set to 1.0 Implied Volatility: Current option volatility estimate Market Maker Factors: Dealer positioning and hedging intensity Display Options: Model Complexity: Simple (line only), Standard (+ zones), Advanced (+ heatmap/gamma) Visual Elements: Toggle individual components on/off Theme: Dark/Light mode Update Frequency: Real-time or daily calculation Reading the Display Dashboard Table (Top Right): Current Price vs Max Pain Level Distance to Pain: Percentage gap (smaller = higher pin risk) Pin Risk Assessment: HIGH/MEDIUM/LOW based on proximity and time Days to Expiry and Strike Count Model complexity level Visual Elements: Red Line: Max Pain level where payout is minimized Colored Zone: Pin risk area around max pain Dotted Lines: Major strike levels (green = support, orange = resistance) Color Bar: Pain heatmap (blue = high pain, red = low pain/max pain zones) Horizontal Bars: Gamma exposure (green = positive, red = negative) Yellow Dotted Line: Gamma flip level where hedging behavior changes Trading Applications Expiration Pinning: When price is near max pain with limited time remaining, there's increased probability of gravitating toward that level as market makers hedge their positions. Support and Resistance: High open interest strikes often act as magnets, with max pain representing the strongest gravitational pull. Volatility Expectations: Above gamma flip: Expect dampened volatility (long gamma environment) Below gamma flip: Expect amplified moves (short gamma environment) Risk Assessment: The pin risk indicator helps gauge likelihood of price manipulation near expiry, with HIGH risk suggesting potential range-bound action. Best Practices Setup Recommendations Start with Model Complexity set to "Standard" Use realistic strike ranges (8-12% for most assets) Set put/call ratio based on current market sentiment Adjust implied volatility to match current levels Interpretation Guidelines: Small distance to pain + short time = high pin probability Large gamma bars indicate key hedging levels to monitor Heatmap intensity shows strength of pain concentration Multiple nearby strikes can create wider pin zones Update Strategy: Use "Daily" updates for cleaner visuals during trading hours Switch to "Every Bar" for real-time analysis near expiration Monitor changes in max pain level as new options activity emerges Important Disclaimers This is a modeling tool using synthetic data, not live market information. While the calculations are mathematically sound and the modeling realistic, actual market dynamics involve numerous factors not captured in any single indicator. Max pain represents theoretical minimum payout levels and suggests where natural market forces may create gravitational pull, but it does not guarantee price movement or predict exact expiration levels. Market gaps, news events, and changing volatility can override these dynamics. Use this tool as additional context for your analysis, not as a standalone trading signal. The synthetic nature of the data makes it most valuable for understanding market structure and potential zones of interest rather than precise price prediction. Technical Notes The indicator uses established option pricing principles with simplified implementations optimized for Pine Script performance. Gamma calculations use standard financial models while pain calculations follow the industry-standard definition of minimized option payouts. All visual elements use fixed positioning to prevent movement when scrolling charts, and the tool includes performance optimizations to handle real-time calculation without timeout errors.
Chỉ báo Pine Script®
bởi BackQuant
4
Pattern Match & Forward Projection – Weekly (v6.0) 📊 Pattern Match & Forecast Indicator (Weekly) This custom indicator is designed to identify recurring price patterns in historical data and then forecast potential outcomes into the future. It works by scanning past price movements over a defined lookback period and comparing them with the current market structure. When a sufficiently close match is found, it generates a forward projection that traders can use as a reference for possible scenarios. 🔧 Key Features & Parameters Lookback period (bars/weeks): Defines how far back the script searches for similar price patterns (e.g., 750 weekly bars in this chart). Match threshold (distance/shape similarity): Controls how closely past price patterns must resemble the current one. Forward projection length: Determines how many bars ahead the indicator will forecast. In this example, the projection covers the next 10 weeks 📅. Traders can freely adjust this value (e.g., 5 weeks, 20 weeks, or more) depending on their strategy. Return filters: Minimum % return requirement for a match to be considered valid (e.g., ≥ 1.5%). Hit rate requirement: Sets the minimum historical success rate (e.g., ≥ 60%). Averages & probabilities: Displays expected forward performance at different horizons (+2w, +4w, +8w, etc.). 📈 How It Helps Detects historical analogs to current price action. Provides forward-looking forecasts based on recurring structures. Helps filter out weak signals by using statistical significance (hit rate + return filter). Can be combined with other tools (Bollinger Bands, RSI, ATR) for confirmation. ⚙️ Customizable Parameters Lookback window (number of bars to scan). Similarity threshold (strict vs flexible pattern matching). Projection horizon (how far ahead to forecast: 5–50 weeks or more). Return & hit filters (to only keep high-probability setups).
Chỉ báo Pine Script®
bởi MarcoPernice
ATH Projection (2013, 2017, 2021 -> 2025)//@version=6 indicator(title="ATH Projection (2013, 2017, 2021 -> 2025)", overlay=true, max_labels_count=20, max_lines_count=20) // ----------- Inputs (ATH manuels) ----------- t1 = input.time(defval=timestamp("2013-12-01T00:00:00"), title="Date ATH #1 (2013)") p1 = input.float(defval=1100.0, title="Prix ATH #1 (2013)") t2 = input.time(defval=timestamp("2017-12-01T00:00:00"), title="Date ATH #2 (2017)") p2 = input.float(defval=20000.0, title="Prix ATH #2 (2017)") t3 = input.time(defval=timestamp("2021-11-01T00:00:00"), title="Date ATH #3 (2021)") p3 = input.float(defval=69000.0, title="Prix ATH #3 (2021)") // Projection future (ex: fin 2025) t_proj = input.time(defval=timestamp("2025-12-01T00:00:00"), title="Date cible (fin 2025)") // ----------- Utilitaire ----------- f_days(t) => ((t - t1) / 86400000.0) + 1.0 // nb jours depuis t1 (+1 pour éviter log(0)) // ----------- Coordonnées X (jours) ----------- x1 = f_days(t1) x2 = f_days(t2) x3 = f_days(t3) xP = f_days(t_proj) // ----------- Régression power-law (3 points) ----------- X1 = math.log(x1), Y1 = math.log(p1) X2 = math.log(x2), Y2 = math.log(p2) X3 = math.log(x3), Y3 = math.log(p3) n = 3.0 sumX = X1 + X2 + X3 sumY = Y1 + Y2 + Y3 sumX2 = X1*X1 + X2*X2 + X3*X3 sumXY = X1*Y1 + X2*Y2 + X3*Y3 denom = n*sumX2 - sumX*sumX var float a = na var float b = na b := denom != 0 ? (n*sumXY - sumX*sumY) / denom : na a := na(b) ? na : math.exp((sumY - b*sumX) / n) // ----------- Courbe au fil des barres ----------- x_now = f_days(time) curve = (not na(a) and not na(b) and x_now > 0) ? a * math.pow(x_now, b) : na plot(series=curve, title="Courbe prévision (power-law)", color=color.fuchsia, linewidth=2) // ----------- Projection fin 2025 ----------- proj2025 = (not na(a) and not na(b) and xP > 0) ? a * math.pow(xP, b) : na bi_proj = ta.valuewhen(time >= t_proj, bar_index, 0) x_for_label = na(bi_proj) ? bar_index : bi_proj // Label affichant la projection var label lbl = na if barstate.islast and not na(proj2025) txt = "Projection 2025 ≈ " + str.tostring(proj2025, format.price) if na(lbl) lbl := label.new(x=x_for_label, y=proj2025, text=txt, xloc=xloc.bar_index, style=label.style_label_up, color=color.green, textcolor=color.white, size=size.normal) else label.set_x(id=lbl, x=x_for_label) label.set_y(id=lbl, y=proj2025) label.set_text(id=lbl, text=txt)
Chỉ báo Pine Script®
bởi Musayisme
Foresight Cone (HoltxF1xVWAP) [KedArc Quant]Description: This is a time-series forecasting indicator that estimates the next bar (F1) and projects a path a few bars ahead. It also draws a confidence cone based on how accurate the recent forecasts have been. You can optionally color the projection only when price agrees with VWAP. Why it’s different * One clear model: Everything comes from Holt’s trend-aware forecasting method—no mix of unrelated indicators. * Transparent visuals: You see the next-bar estimate (F1), the forward projection, and a cone that widens or narrows based on recent forecast error. * Context, not signals: The VWAP option only changes colors. It doesn’t add trade rules. * No look-ahead: Accuracy is measured using the forecast made on the previous bar versus the current bar. Inputs (what they mean) * Source: Price series to forecast (default: Close). * Preset: Quick profiles for fast, smooth, or momentum markets (see below). * Alpha (Level): How fast the model reacts to new prices. Higher = faster, twitchier. * Beta (Trend): How fast the model updates the slope. Higher = faster pivots, more flips in chop. * Horizon: How many bars ahead to project. Bigger = wider cone. * Residual Window: How many bars to judge recent accuracy. Bigger = steadier cone. * Confidence Z: How wide the cone should be (typical setting ≈ “95% style” width). * Show Bands / Draw Forward Path: Turn the cone and forward lines on/off. * Color only when aligned with VWAP: Highlights projections only when price agrees with the trend side of VWAP. * Colors / Show Panel: Styling plus a small panel with RMSE, MAPE, and trend slope. Presets (when to pick which) * Scalp / Fast (1-min): Very responsive; best for quick moves. More twitch in chop. * Smooth Intraday (1–5 min): Calmer and steadier; a good default most days. * Momentum / Breakout: Quicker slope tracking during strong pushes; may over-react in ranges. * Custom: Set your own values if you know exactly what you want. What is F1 here? F1 is the model’s next-bar fair value. Crosses of price versus F1 can hint at short-term momentum shifts or mean-reversion, especially when viewed with VWAP or the cone. How this helps * Gives a baseline path of where price may drift and a cone that shows normal wiggle room. * Helps you tell routine noise (inside cone) from information (edges or breaks outside the cone). * Keeps you aware of short-term bias via the trend slope and F1. How to use (step by step) 1. Add to chart → choose a Preset (start with Smooth Intraday). 2. Set Horizon around 8–15 bars for intraday. 3. (Optional) Turn on VWAP alignment to color only when price agrees with the trend side of VWAP. 4. Watch where price sits relative to the cone and F1: * Inside = normal noise. * At edges = stretched. * Outside = possible regime change. 5. Check the panel: if RMSE/MAPE spike, expect a wider cone; consider a smoother preset or a higher timeframe. 6. Tweak Alpha/Beta only if needed: faster for momentum, slower for chop. 7. Combine with your own plan for entries, exits, and risk. Accuracy Panel — what it tells you Preset & Horizon: Shows which preset you’re using and how many bars ahead the projection goes. Longer horizons mean more uncertainty. RMSE (error in price units): A “typical miss” measured in the chart’s currency (e.g., ₹). Lower = tighter fit and a usually narrower cone. Rising = conditions getting noisier; the cone will widen. MAPE (error in %): The same idea as RMSE but in percent. Good for comparing different symbols or timeframes. Sudden spikes often hint at a regime change. Slope T: The model’s short-term trend reading. Positive = gentle up-bias; negative = gentle down-bias; near zero = mostly flat/drifty. How to read it at a glance Calm & directional: RMSE/MAPE steady or falling + Slope T positive (or negative) → trends tend to respect the cone’s mid/upper (or mid/lower) area. Choppy/uncertain: RMSE/MAPE climbing or jumping → expect more whipsaw; rely more on the cone edges and higher-TF context. Flat tape: Slope T near zero → mean-revert behavior is common; treat cone edges as stretch zones rather than breakout zones. Warm-up & tweaks Warm-up: Right after adding the indicator, the panel may be blank for a short time while it gathers enough bars. Too twitchy? Switch to Smooth Intraday or increase the Residual Window. Too slow? Use Scalp/Fast or Momentum/Breakout to react quicker. Timeframe tips * 1–3 min: Scalp/Fast or Momentum/Breakout; horizon \~8–12. * 5–15 min: Smooth Intraday; horizon \~12–15. * 30–60 min+: Consider a larger residual window for a steadier cone. FAQ Q: Is this a strategy or an indicator? A: It’s an indicator only. It does not place orders, TP/SL, or run backtests. Q: Does it repaint? A: The next-bar estimate (F1) and the cone are calculated using only information available at that time. The forward path is a projection drawn on the last bar and will naturally update as new bars arrive. Historical bars aren’t revised with future data. Q: What is F1? A: F1 is the indicator’s best guess for the next bar. Price crossing above/below F1 can hint at short-term momentum shifts or mean-reversion. Q: What do “Alpha” and “Beta” do? A: Alpha controls how fast the indicator reacts to new prices (higher = faster, twitchier). Beta controls how fast the slope updates (higher = quicker pivots, more flips in chop). Q: Why does the cone width change? A: It reflects recent forecast accuracy. When the market gets noisy, the cone widens. When the tape is calm, it narrows. Q: What does the Accuracy Panel tell me? A: * Preset & Horizon you’re using. * RMSE: typical forecast miss in price units. * MAPE: typical forecast miss in percent. * Slope T: short-term trend reading (up, down, or flat). If RMSE/MAPE rise, expect a wider cone and more whipsaw. Q: The panel shows “…” or looks empty. Why? A: It needs a short warm-up to gather enough bars. This is normal after you add the indicator or change settings/timeframes. Q: Which timeframe is best? A: * 1–3 min: Scalp/Fast or Momentum/Breakout, horizon \~8–12. * 5–15 min: Smooth Intraday, horizon \~12–15. Higher timeframes work too; consider a larger residual window for steadier cones. Q: Which preset should I start with? A: Start with Smooth Intraday. If the market is trending hard, try Momentum/Breakout. For very quick tapes, use Scalp/Fast. Switch back if things get choppy. Q: What does the VWAP option do? A: It only changes colors (highlights when price agrees with the trend side of VWAP). It does not add or remove signals. Q: Are there alerts? A: Yes—alerts for price crossing F1 (up/down). Use “Once per bar close” to reduce noise on fast charts. Q: Can I use this on stocks, futures, crypto, or FX? A: Yes. It works on any symbol/timeframe. You may want to adjust Horizon and the Residual Window based on volatility. Q: Can I use it with Heikin Ashi or other non-standard bars? A: You can, but remember you’re forecasting the synthetic series of those bars. For pure price behavior, use regular candles. Q: The cone feels too wide/too narrow. What do I change? A: * Too wide: lower Alpha/Beta a bit or increase the Residual Window. * Too narrow (misses moves): raise Alpha/Beta slightly or try Momentum/Breakout. Q: Why do results change when I switch timeframe or symbol? A: Different noise levels and trends. The accuracy stats reset per chart, so the cone adapts to each context. Q: Any limits or gotchas? A: Extremely large Horizon may hit TradingView’s line-object limits; reduce Horizon or turn off extra visuals if needed. Big gaps or news spikes will widen errors—expect the cone to react. Q: Can this predict exact future prices? A: No. It provides a baseline path and context. Always combine with your own rules and risk management. Glossary * TS (Time Series): Data over time (prices). * Holt’s Method: A forecasting approach that tracks a current level and a trend to predict the next bars. * F1: The indicator’s best guess for the next bar. * F(h): The projected value h bars ahead. * VWAP: Volume-Weighted Average Price—used here for optional color alignment. * RMSE: Typical forecast miss in price units (how far off, on average). * MAPE: Typical forecast miss in percent (scale-free, easy to compare). Notes & limitations * The panel needs a short warm-up; stats may be blank at first. * The cone reflects recent conditions; sudden volatility changes will widen it. * This is a tool for context. It does not place trades and does not promise results. ⚠️ Disclaimer This script is provided for educational purposes only. Past performance does not guarantee future results. Trading involves risk, and users should exercise caution and use proper risk management when applying this strategy.
Chỉ báo Pine Script®
bởi kedarcquant
Take Profit CalculatorRelease Notes: Take Profit Calculator v1.0 Introduction Introducing the Real-Time Take Profit Calculator, a dynamic tool for TradingView designed to instantly calculate and display your target exit price. This indicator eliminates the need for manual calculations, allowing scalpers and day traders to see their profit targets directly on the chart as the market moves. Key Features Dynamic Target Calculation: The take-profit line is not static. It recalculates on every tick, moving with the current price to show you the exact target based on a real-time entry point. Full Trade Customization: Margin: Set the amount of capital (in USDT) you are allocating to the trade. Leverage: Input your desired leverage to accurately calculate the total position size. Desired Profit: Specify your target profit in USDT, and the indicator will calculate the corresponding price level. Long & Short Support: Easily switch between "Long" and "Short" trade directions. The indicator will adjust the calculation and the visual style accordingly. Customizable Display: Change the color and width of the take-profit line for both long and short scenarios. Toggle a price label on or off for a cleaner chart view. How to Use Add to Chart: Apply the "Take Profit Calculator" indicator to your chart. Open Settings: Double-click the indicator name or the line itself to open the settings panel. Enter Your Parameters: Under "Trade Parameters," fill in your Margin, Leverage, and Desired Profit. Select Direction: Choose either "Long" or "Short" from the Trade Direction dropdown. Analyze: The horizontal line on your chart now represents the exact price you need to reach
Chỉ báo Pine Script®
bởi dancing_god
Premarket Power MovePremarket Power Move is an intraday research tool that tracks what happens after strong premarket or opening gaps. 📊 Core Idea • When a stock opens +X% above the prior close, it often attracts momentum traders. • This script measures whether the stock continues to follow through higher or instead fades back down within the first trading hour. • It calculates: • The probability of a post-gap rally vs. a drawdown • Average and maximum retracements after the surge • Event-day hit rate (how many days actually triggered the condition) 🎯 Use Cases • Identify “gap-and-go” opportunities where strong premarket strength leads to further gains. • Spot potential fade setups where early enthusiasm quickly reverses. • Backtest your intraday strategies with objective statistics instead of gut feeling. ⚙️ Features • Customizable thresholds for premarket/open surge (%) and follow-through window (minutes). • Marks the chart with reference lines: • Prior close • Surge threshold (e.g. +6%) • Intraday high/low used for probability calculations. • Outputs summary statistics (probabilities, averages, counts) directly on the chart. 🔔 Note This is not a buy/sell signal generator. It is a probability and behavior analysis tool that helps traders understand how often strong premarket gaps continue vs. fade.
Chỉ báo Pine Script®
bởi Zach_Li
1
$ - HTF Sweeps & PO3HTF Sweeps & PO3 Indicator The HTF Sweeps & PO3 indicator is a powerful tool designed for traders to visualise higher timeframe (HTF) candles, identify liquidity sweeps, and track key price levels on a lower timeframe (LTF) chart. Built for TradingView using Pine Script v6, it overlays HTF candle data and highlights significant price movements, such as sweeps of previous highs or lows, to help traders identify potential liquidity sweep and reversal points. The indicator is highly customisable, offering a range of visual and alert options to suit various trading strategies. Features Higher Timeframe (HTF) Candle Visualisation: - Displays up to three user-defined HTF candles (e.g., 15m, 1H, 4H) overlaid on the LTF chart. - Customisable candle appearance with adjustable size (Tiny to Huge), offset, spacing, and colours for bullish/bearish candles and wicks. - Option to show timeframe labels above or below HTF candles with configurable size and position. Liquidity Sweep Detection: - Identifies bullish and bearish sweeps when price moves beyond the high or low of a previous HTF candle and meets specific conditions. - Displays sweeps on both LTF and HTF with customisable line styles (Solid, Dashed, Dotted), widths, and colours. - Option to show only the most recent sweep per candle to reduce chart clutter. Invalidated Sweep Tracking: - Detects and visualises invalidated sweeps (when price moves past a sweep level in the opposite direction). - Configurable display for invalidated sweeps on LTF and HTF with distinct line styles and colours. Previous High/Low Lines: - Plots horizontal lines at the high and low of the previous HTF candle, extending on both LTF and HTF. - Customisable line style, width, and color for easy identification of key levels. - Real-Time Sweep Detection: -Optional real-time sweep visualisation for active candles, enabling traders to monitor developing price action. Alert System: - Triggers alerts for sweep formation (when a new sweep is detected). - Triggers alerts for sweep invalidation (when a sweep is no longer valid). - Alerts include details such as timeframe, ticker, and price level for precise notifications. Performance Optimisation: - Efficiently manages resources with configurable limits for lines, labels, boxes, and bars (up to 500 each). - Cleans up outdated visual elements to maintain chart clarity. Flexible Configuration: - Supports multiple timeframes for HTF candles with user-defined settings for visibility and number of candles displayed (1–60). - Toggle visibility for HTF candles, sweeps, invalidated sweeps, and high/low lines independently for LTF and HTF. This indicator is ideal for traders focusing on liquidity hunting, order block analysis, or price action strategies, providing clear visual cues and alerts to enhance decision-making.
Chỉ báo Pine Script®
bởi wintonbanks
1
ASX Historical Price Projection [360 Days Auto]The ASX Price Projection indicator is a forecasting tool that projects future price movement based on historical price action and user-defined parameters. Inspired by the cyclical nature of markets, this tool helps traders visualize how price could behave in the future — not with certainty, but as a modeled possibility based on past behavior patterns. What It Does: This tool replicates the price action from a chosen historical period and projects it into the future, optionally applying a drift factor (growth or contraction). This projection is visualized directly on the chart, helping traders anticipate potential future price paths based on recognizable past behavior. How It Works: The indicator automatically uses the most recent 360 bars of historical data as the projection template. This is fixed and not user-selectable. The selected price segment is replicated and extended into the future to simulate a possible price path. A Drift Factor (Growth Multiplier) can be applied to simulate bullish (positive) or bearish (negative) price drift. An Area Width parameter defines how wide the projection zone appears around the forecast line, helping to visualize uncertainty or price range tolerance. The projected path and its surrounding band are plotted forward from the current bar. Why It’s Unique: This script offers a simple yet powerful way to model potential future price action based on automatic historical pattern detection: No manual selection required — the last 360 bars are always used. The Drift Factor allows scenario testing for growth or decline. Area Width gives a realistic band around the projected path. Designed for visual modeling and hypothetical exploration — not predictive accuracy. How to Use: Load the indicator on any chart. The system automatically pulls the last 360 bars to generate the projection. Adjust the Drift Factor to simulate optimistic or pessimistic market scenarios. Set the Area Width to control the visual range around the projected line. Use the forecast to explore how price might evolve under similar conditions.
Chỉ báo Pine Script®
bởi Salah1996
1
Fed Funds Rate-of-ChangeFed Funds Rate-of-Change What it does: This indicator pulls the Effective Federal Funds Rate (FRED:FEDFUNDS, monthly) and measures how quickly it’s changing over a user-defined lookback. It offers stabilized change metrics that avoid the “near-zero blow-up” you see with naive % ROC. The plot turns red only when the signal is below the lower threshold and heading down (i.e., value < –threshold and slope < 0). This indicator is meant to be useful in monitoring fast cuts on the part of the FED - a signal that has preceded recession or market pullbacks in times prior. Change modes: Percentage, log and delta. Percent ROC (ε floor): 100 * (now - prev) / max(prev, ε) Log change (ε): 100 * (ln(now + ε) - ln(prev + ε)) Delta (bps): (now - prev) * 100 (basis points; avoids percentage math) Tip: For “least drama,” use Delta (bps). For relative change without explosions near zero, use Log change (ε). Key inputs: Lookback (months): ROC window in calendar months (because source is monthly). Change Metric: one of the three options above. ε (percentage points): small constant (e.g., 0.25 pp) used by Percent ROC (ε) and Log change (ε) to stabilize near-zero values. EMA Smoothing length: light smoothing of the computed series. Clip |value| at: optional hard cap to tame outliers (0 = off). Threshold % / Threshold bps: lower/upper threshold band; unit adapts to the selected metric. Plot as histogram: optional histogram view. Coloring / signal logic Red: value is below the lower threshold (–threshold) and the series is falling on the current bar. How to use: Add to any chart (timeframe doesn’t matter; data is monthly under the hood). Pick a Change Metric and set Lookback (e.g., 3–6 months). Choose a reasonable threshold: Percent/Log: try 10–20% Delta (bps): try 50–100 bps Optionally smooth (EMA 3–6) and/or clip extreme spikes. Interpretation Sustained red often marks periods of accelerating downside in the Fed Funds change metric (e.g., policy easing momentum when using bps). Neutral (gray) provides context without implying direction bias. Notes & limitations Source is monthly FRED series; values update on monthly closes and are stable (no intrabar repainting of the monthly series). Threshold units switch automatically with the metric (%, %, or bps). Smoothing/clip are convenience tools; adjust conservatively to avoid masking important shifts.
Chỉ báo Pine Script®
bởi DamonAndTheSea
Mongoose Global Conflict Risk Index v1Overview The Mongoose Global Conflict Risk Index v1 is a multi-asset composite indicator designed to track the early pricing of geopolitical stress and potential conflict risk across global markets. By combining signals from safe havens, volatility indices, energy markets, and emerging market equities, the index provides a normalized 0–10 score with clear bias classifications (Neutral, Caution, Elevated, High, Shock). This tool is not predictive of headlines but captures when markets are clustering around conflict-sensitive assets before events are widely recognized. Methodology The indicator calculates rolling rate-of-change z-scores for eight conflict-sensitive assets: Gold (XAUUSD) – classic safe haven US Dollar Index (DXY) – global reserve currency flows VIX (Equity Volatility) – S&P 500 implied volatility OVX (Crude Oil Volatility Index) – energy stress gauge Crude Oil (CL1!) – WTI front contract Natural Gas (NG1!) – energy security proxy, especially Europe EEM (Emerging Markets ETF) – global risk capital flight FXI (China ETF) – Asia/China proxy risk Rules: Safe havens and vol indices trigger when z-score > threshold. Energy triggers when z-score > threshold. Risk assets trigger when z-score < –threshold. Each trigger is assigned a weight, summed, normalized, and scaled 0–10. Bias classification: 0–2: Neutral 2–4: Caution 4–6: Elevated 6–8: High 8–10: Conflict Risk-On How to Use Timeframes: Daily (1D) for strategic signals and early warnings. 4H for event shocks (missiles, sanctions, sudden escalations). Weekly (1W) for sustained trends and macro build-ups. What to Look For: A single trigger (for example, Gold ON) may be noise. A cluster of 2–3 triggers across Gold, USD, VIX, and Energy often marks early stress pricing. Elevated readings (>4) = caution; High (>6) = rotation into havens; Shock (>8) = market conviction of conflict risk. Practical Application: Monitor as a heatmap of global stress. Combine with fundamental or headline tracking. Use alert conditions at ≥4, ≥6, ≥8 for systematic monitoring. Notes This indicator is for informational and educational purposes only. It is not financial advice and should be used in conjunction with other analysis methods.
Chỉ báo Pine Script®
bởi TheRealMongoose
Stock Valuation Models - Professional Investment Analysis Tool📊 Overview Stock Valuation Models is a comprehensive financial analysis indicator that combines multiple valuation methodologies to calculate intrinsic stock value. This professional-grade tool implements 7 different valuation methods , risk assessment framework, and financial health metrics to provide data-driven investment decisions. 🎯 Key Features 📈 Multiple Valuation Methods Graham's Valuation - Conservative asset-based approach by Benjamin Graham Multiples Valuation - Market-based P/E and P/B ratios from sector peers Discounted Cash Flow (DCF) - Future cash flow projections with present value calculation Dividend Discount Model - Gordon Growth Model for dividend-paying stocks FCFF Model - Enterprise-level Free Cash Flow to Firm analysis EVA Model - Economic Value Added measurement above cost of capital Advanced Multiples - Enterprise Value ratios (EV/EBITDA, EV/Sales) 🏥 Financial Health Metrics Altman Z-Score - Bankruptcy prediction and financial distress assessment Piotroski F-Score - 9-point fundamental strength evaluation Beneish M-Score - Earnings manipulation detection system Magic Formula - Joel Greenblatt's combined quality and value scoring ⚖️ Risk Assessment Framework Multi-Factor Risk Scoring - Fundamental, market, quality, and data quality risks Risk-Adjusted Margin of Safety - Dynamic safety thresholds based on risk level Position Sizing Guidance - Risk-appropriate investment allocation recommendations 🔍 Data Quality System Real-Time Quality Tracking - Visual warnings for insufficient data Fallback Methodology - Alternative calculations when primary data unavailable Confidence Scoring - Method agreement and data quality assessment ⚙️ Settings & Parameters Main Settings Margin of Safety (%) - Minimum discount required before buying (Default: 15%) Table Font Size - Choose between "Small" and "Normal" text size Valuation Methods Graham's Valuation - Best for mature, stable companies with strong fundamentals Multiples Valuation - Compares to industry peers using dynamic sector ratios Discounted Cash Flow - Ideal for growth companies with predictable cash flows Dividend Discount Model - For consistent dividend-paying stocks (disabled by default) FCFF Model - Enterprise approach for leveraged companies and M&A analysis EVA Model - Measures value creation above cost of capital Advanced Multiples - Wall Street standard EV ratios for professional analysis Additional Metrics Magic Formula - Combined quality and value scoring system Altman Z-Score - Bankruptcy risk assessment (Safe >2.99, Distress <1.81) Piotroski F-Score - Fundamental quality score (Excellent ≥8, Poor <4) Beneish M-Score - Manipulation detector (High Risk >-2.22, Low Risk ≤-2.22) 🔧 How It Works Dynamic Calculations Sector-Based Ratios - Automatically detects company sector and applies appropriate valuation multiples Economic Integration - Uses real-time risk-free rates, VIX volatility, and GDP growth data Quality Weighting - Adjusts method weights based on company type (growth/mature/distressed) and market conditions Negative Value Handling - Shows actual calculated values but excludes negative results from weighted average Risk-Adjusted Analysis VIX Integration - Higher market volatility increases required margin of safety Sector Risk Premiums - Energy and Financial sectors get higher risk multipliers Quality Adjustments - High Piotroski F-Score companies get lower risk ratings Data Quality Impact - Insufficient data increases risk score and safety requirements Visual Display Horizontal Table Layout - Organized by method groups (Valuation → Results → Risk → Health) Color-Coded Results - Green/Yellow/Red indicators for risk levels and recommendations Warning Symbols - ⚠️ for data quality issues, ❌ for excluded negative values Dollar Amounts - Both percentage and dollar-based margin of safety calculations 📈 Interpretation Guide 💎 Intrinsic Value Results Weighted Average - Combines all enabled methods based on intelligent weighting Confidence Level - High/Medium/Low based on method agreement and data quality Method Count - Number of successful valuation calculations 🎯 Margin of Safety Percentage - Current discount/premium to calculated intrinsic value Dollar Amount - Absolute dollar difference per share Buy Price - Risk-adjusted target purchase price ⚖️ Risk Assessment Low Risk (Green) - Normal position sizing (3-5%) Medium Risk (Yellow) - Reduced position sizing (1-3%) High Risk (Red) - Minimal position sizing (<1%) 📊 Recommendations STRONG BUY - Low risk + adequate margin + high confidence BUY - Meets risk-adjusted margin requirements HOLD - Positive margin but higher risk SELL - Insufficient margin for risk level 🎓 Educational Tooltips Every parameter includes detailed explanations accessible by hovering over the setting. Learn about: When to use each valuation method How different metrics are calculated Interpretation thresholds and ratings Risk factors and quality indicators 💡 Best Practices 🚀 For Growth Stocks Enable DCF and Advanced Multiples Focus on Piotroski F-Score for quality assessment Use higher margin of safety due to volatility 💰 For Value Stocks Enable Graham's and Multiples Valuation Check Altman Z-Score for financial stability Consider Magic Formula rating 📈 For Dividend Stocks Enable Dividend Discount Model Focus on sustainable dividend coverage Check for consistent dividend history ⚠️ For Distressed Situations Prioritize Graham's asset-based approach Monitor Altman Z-Score closely Use higher risk-adjusted margins ⚠️ Important Notes & Data Limitations 📅 Data Timing Considerations Fundamental Data Lag - Company financial data (earnings, cash flows, balance sheet items) may be 1-3 months behind current market conditions Quarterly Reporting Delays - Most recent available data reflects the company's situation as of the last filed quarterly/annual report Market vs. Fundamentals Gap - Stock prices react instantly to news, while fundamental data updates occur periodically Accuracy Impact - Recent business changes, market events, or company developments may not be reflected in current calculations 🔧 Technical Limitations Data Dependencies - Requires fundamental data availability from TradingView Quality Warnings - Pay attention to ⚠️ symbols indicating insufficient data Risk Context - Always consider risk score in investment decisions Market Conditions - Tool automatically adjusts for market volatility (VIX) Sector Specificity - Ratios automatically adjust based on company's sector 💡 Best Practice Recommendations Supplement with Current Analysis - Always combine with recent news, earnings calls, and management guidance Monitor Data Quality - Check when the underlying financial data was last updated Consider Market Context - Factor in recent market events that may affect company performance Use as Starting Point - Treat calculations as baseline analysis requiring additional research 🔗 Methodology Based on established academic research and professional practices: Benjamin Graham - Security Analysis principles Joel Greenblatt - Magic Formula methodology Edward Altman - Z-Score bankruptcy prediction Joseph Piotroski - Fundamental analysis scoring Messod Beneish - Earnings manipulation detection Modern Portfolio Theory - Risk-adjusted decision making This indicator is designed for educational and analytical purposes. Always conduct additional research and consider consulting with financial professionals before making investment decisions.
Chỉ báo Pine Script®
bởi audrius_exe