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Money-flow

Quantitative Momentum & Institutional Flow System🇨🇳 中文 🔍 概述 QuantFlow_MSVO 是一款专业量化指标，用于追踪机构资金流向、基准指数情绪及趋势衰竭。通过对比标的与参考指数（如上证指数）的资本动态，识别资金共振区——个股与大盘同步吸筹或派发的关键区域。 🧠 核心逻辑 机构资金流：基于加权价 (2*C+H+L)/4 * 10 构建类MACD振荡器（13/34指数平均，5期信号线），柱状图放大5.5倍，反映机构净参与力度。 基准情绪：对所选指数应用完全相同的算法，生成独立的流入/流出度量。 趋势矩阵：将收盘价在55根K线范围内标准化为0–100，经三重平滑（3×简单移动平均 → 指数平均）得到干净、不漂移的趋势线。 动能加速度：趋势线的环比变化率，用于捕捉早期突破。 🎨 视觉元素 机构资金 – 洋红（流入）/ 蓝色（流出），粗线。 基准资金 – 红色（正向）/ 绿色（负向），细线。 趋势线 – 橙色，范围0–100，辅以13（吸筹区）和90（超买区）参考线。 状态柱 – 🟠 趋势≤13时显示 蓄势脉冲 (20) 🔵 趋势≤13且加速度>13时显示 爆发确认 (50) 🔴 趋势>90且上升时显示 抛压警戒 (100) 共振柱 – 当机构流入或基准流入与趋势≤13共振时，显示洋红/红色柱 → 吸筹共振。 文字标签 – 筑底区域、买入确认、趋势衰减仅在信号首次出现时绘制，界面清爽。 📊 使用方法 底部区域（趋势≤13）：寻找洋红/红色共振柱 → 潜在吸筹。蓝色爆发确认柱+标签是更强的入场信号。 顶部区域（趋势>90）：橙色线走平或拐头，同时机构流入减弱，触发趋势衰减标签 → 派发预警。 零轴：机构资金流平衡线。 ⚙️ 参数设置 可在属性中更换参考指数（默认上证指数）。 所有周期（13、34、5、55、8、18等）均为原始算法固化的数值，无外部输入，确保一致性与不重绘。 🌍 适用市场 主要为中国A股设计，也适用于任何机构行为显著的流动性市场。日线及以下周期效果最佳。 English 🔍 Overview QuantFlow_MSVO is a professional quantitative indicator that tracks institutional money flow, benchmark sentiment, and trend exhaustion. By comparing the capital dynamics of the current symbol against a reference index (e.g., SSE 000001), it identifies capital resonance zones — areas where individual stocks and the broader market accumulate or distribute in sync. 🧠 Core Logic Institutional Flow: Derived from a MACD‑style oscillator on the weighted price (2*C+H+L)/4 * 10. Uses 13/34 EMAs and a 5‑period signal line. The histogram (scaled ×5.5) represents net institutional engagement. Benchmark Sentiment: Applies the identical algorithm to the selected index, generating independent inflow/outflow metrics. Trend Matrix: Normalizes the close within a 55‑bar range (0–100), then applies triple smoothing (3×SMA → EMA) to produce a clean, non‑repainting trend line. Momentum Acceleration: Period‑over‑period percentage change of the trend line detects early breakouts. 🎨 Visual Components Institutional Flow – Fuchsia (inflow) / Blue (outflow), bold lines. Benchmark Flow – Red (positive) / Green (negative), thin lines. Trend Line – Orange, scale 0–100, with reference lines at 13 (accumulation zone) and 90 (overbought zone). Status Columns – 🟠 蓄势脉冲 / Prepare Cash (20) when trend ≤ 13 🔵 爆发确认 / Breakout (50) when trend ≤ 13 and momentum accel > 13 🔴 抛压警戒 / Exhaustion (100) when trend > 90 and rising Resonance Columns – Magenta/Red columns when institutional inflow or benchmark inflow aligns with trend ≤ 13 → accumulation resonance. Labels – 筑底区域 / Accumulation, 买入确认 / BUY, 趋势衰减 / TOP EXIT appear only at the first occurrence to avoid clutter. 📊 Usage Guide Bottom zone (trend ≤ 13): Look for fuchsia/red resonance columns → potential accumulation. A blue Breakout column + label is a stronger entry trigger. Top zone (trend > 90): Orange line flattening or turning down, combined with weakening institutional inflow, generates a TOP EXIT label → distribution warning. Zero line: Balance axis for institutional flow. ⚙️ Parameters Reference index can be changed in the settings (default: SSE 000001). All periods (13, 34, 5, 55, 8, 18, etc.) are hard‑coded according to the original algorithm – no user inputs, ensuring consistency and non‑repainting. 🌍 Suitable Markets Primarily designed for Chinese A‑shares, but applicable to any liquid market where institutional activity matters. Works best on daily or lower timeframes.
Chỉ báo Pine Script®
của william_wq
Institutional Alpha Vector | D_QUANT Institutional Alpha Vector | D_QUANT Overview The Institutional Alpha Vector (IAV) is an original trend-following framework that replaces single-indicator bias with a Weighted Composite Score . Instead of relying on a simple moving average, this script aggregates four distinct quantitative dimensions—Price, Momentum, Volatility, and Volume—into a normalized value called the "Alpha Vector." The goal of this tool is to identify "Institutional Consensus"—periods where multiple mathematical models align in the same direction, reducing the likelihood of false breakouts in choppy markets. How It Works: The Quantitative Engines The script calculates four independent signals. For each module, a state is stored (1 for Bullish, -1 for Bearish, 0 for Neutral). 1. Price Filter (Hull Moving Average): The script uses an HMA (a weighted moving average that reduces lag by using the square root of the period). A signal is triggered when the price crosses over/under this "Spine." 2. Volatility Regime (RMA + ATR): This module uses a Moving Average (RMA) combined with an Average True Range (ATR) offset. It acts as a volatility filter that price must move beyond 1 ATR from the mean to register a trend, ensuring the market isn't just "drifting." 3. Momentum Physics (ADX/DMI): Based on J. Welles Wilder’s Directional Movement Index. It checks if the is above (or vice versa) but only if the ADX (Average Directional Index) is above a user-defined threshold (default: 10), confirming the presence of a strong trend. 4. Institutional Flow (Chaikin Money Flow): This confirms price action with volume. It calculates the accumulation/distribution of money flow over a specific period. A signal is only valid if the CMF is positive (Bullish) or negative (Bearish). The Alpha Vector Calculation This is the core "originality" of the script. The indicator takes the active modules and calculates a Composite Score : This results in a value between -1.0 and +1.0 . * High Confidence Long: When the score exceeds +0.1 (adjustable). * High Confidence Short: When the score drops below -0.1 (adjustable). * Neutral Zone: When the score is near 0, the script colors the bars grey, signaling a lack of institutional consensus. Visual Intelligence: The "Electric Conduit" The script visualizes market energy through a custom rendering engine: * The Spine: A central line representing the HMA trend. * The Conduit (Fill): A dynamic gradient that expands or contracts based on the ATR (Average True Range) . This allows traders to see "volatility expansion" (wide ribbon) vs "compression" (tight ribbon) at a glance. * Bar Coloring : Automatically aligns the chart candles with the Alpha Vector state to remove cognitive load. How to Use 1. Define your Strategy: In the settings, you can toggle specific modules. If you are trading a low-volume asset, you might disable the **CMF** module. 2. Identify the Consensus: Look for the ribbon to change from Grey (Neutral) to Cyan/Gold. 3. Monitor the HUD: A small dashboard in the bottom right displays the live Alpha Vector score. A score of 1.0 means all four engines are in 100% bullish agreement. Disclaimer: Trading involves significant risk. This tool is for educational and analytical purposes and does not constitute financial advice.
Chỉ báo Pine Script®
của D_QUANT
Volume-Weighted Money Flow [sgbpulse]Overview The VWMF indicator is an advanced technical analysis tool that combines and summarizes five leading momentum and volume indicators (OBV, PVT, A/D, CMF, MFI) into one clear oscillator. The indicator helps to provide a clear picture of market sentiment by measuring the pressure from buyers and sellers. Unlike single indicators, VWMF provides a comprehensive view of market money flow by weighting existing indicators and presenting them in a uniform and understandable format. Indicator Components VWMF combines the following indicators, each normalized to a range of 0 to 100 before being weighted: On-Balance Volume (OBV): A cumulative indicator that measures positive and negative volume flow. Price-Volume Trend (PVT): Similar to OBV, but incorporates relative price change for a more precise measure. Accumulation/Distribution Line (A/D): Used to identify whether an asset is being bought (accumulated) or sold (distributed). Chaikin Money Flow (CMF): Measures the money flow over a period based on the close price's position relative to the candle's range. Money Flow Index (MFI): A momentum oscillator that combines price and volume to measure buying and selling pressure. Understanding the Normalized Oscillators The indicator combines the five different momentum indicators by normalizing each one to a uniform range of 0 to 100 . Why is Normalization Important? Indicators like OBV, PVT, and the A/D Line are cumulative indicators whose values can become very large. To assess their trend, we use a Moving Average as a dynamic reference line . The Moving Average allows us to understand whether the indicator is currently trending up or down relative to its average behavior over time. How Does Normalization Work? Our normalization fully preserves the original trend of each indicator. For Cumulative Indicators (OBV, PVT, A/D): We calculate the difference between the current indicator value and its Moving Average. This difference is then passed to the normalization process. - If the indicator is above its Moving Average, the difference will be positive, and the normalized value will be above 50. - If the indicator is below its Moving Average, the difference will be negative, and the normalized value will be below 50. Handling Extreme Values: To overcome the issue of extreme values in indicators like OBV, PVT, and the A/D Line , the function calculates the highest absolute value over the selected period. This value is used to prevent sharp spikes or drops in a single indicator from compromising the accuracy of the normalization over time. It's a sophisticated method that ensures the oscillators remain relevant and accurate. For Bounded Indicators (CMF, MFI): These indicators already operate within a known range (for example, CMF is between -1 and 1, and MFI is between 0 and 100), so they are normalized directly without an additional reference line. Reference Line Settings: Moving Average Type: Allows the user to choose between a Simple Moving Average (SMA) and an Exponential Moving Average (EMA). Volume Flow MA Length: Allows the user to set the lookback period for the Moving Average, which affects the indicator's sensitivity. The 50 line serves as the new "center line." This ensures that, even after normalization, the determination of whether a specific indicator supports a bullish or bearish trend remains clear. Settings and Visual Tools The indicator offers several customization options to provide a rich analysis experience: VWMF Oscillator (Blue Line): Represents the weighted average of all five indicators. Values above 50 indicate bullish momentum, and values below 50 indicate bearish momentum. Strength Metrics (Bullish/Bearish Strength %): Two metrics that appear on the status line, showing the percentage of indicators supporting the current trend. They range from 0% to 100%, providing a quick view of the strength of the consensus. Dynamic Background Colors: The background color of the chart automatically changes to bullish (a blue shade by default) or bearish (a default brown-gray shade) based on the trend. The transparency of the color shows the consensus strength—the more opaque the background, the more indicators support the trend. Advanced Settings: - Background Color Logic: Allows the user to choose the trigger for the background color: Weighted Value (based on the combined oscillator) or Strength (based on the majority of individual indicators). - Weights: Provides full control over the weight of each of the five indicators in the final oscillator. Using the Data Window TradingView provides a useful Data Window that allows you to see the exact numerical values of each normalized oscillator separately, in addition to the trend strength data. You can use this window to: Get more detailed information on each indicator: Viewing the precise numerical data of each of the five indicators can help in making trading decisions. Calibrate weights: If you want to manually adjust the indicator weights (in the settings menu), you can do so while tracking the impact of each indicator on the weighted oscillator in the Data Window. The indicator's default setting is an equal weight of 20% for each of the five indicators. Alert Conditions The indicator comes with a variety of built-in alerts that can be configured through the TradingView alerts menu: VWMF Cross Above 50: An alert when the VWMF oscillator crosses above the 50 line, indicating a potential bullish momentum shift. VWMF Cross Below 50: An alert when the VWMF oscillator crosses below the 50 line, indicating a potential bearish momentum shift. Bullish Strength: High But Not Absolute Consensus: An alert when the bullish trend strength reaches 60% or more but is less than 100%, indicating a high but not absolute consensus. Bullish Strength at 100%: An alert when all five indicators (MFI, OBV, PVT, A/D, CMF) show bullish strength, indicating a full and absolute consensus. Bearish Strength: High But Not Absolute Consensus: An alert when the bearish trend strength reaches 60% or more but is less than 100%, indicating a high but not absolute consensus. Bearish Strength at 100%: An alert when all five indicators (MFI, OBV, PVT, A/D, CMF) show bearish strength, indicating a full and absolute consensus. Summary The VWMF indicator is a powerful, all-in-one tool for analyzing market momentum, money flow, and sentiment. By combining and normalizing five different indicators into a single oscillator, it offers a holistic and accurate view of the market's underlying trend. Its dynamic visual features and customizable settings, including the ability to adjust indicator weights, provide a flexible experience for both novice and experienced traders. The built-in alerts for momentum shifts and trend consensus make it an effective tool for spotting trading opportunities with confidence. In essence, VWMF distills complex market data into clear, actionable signals. Important Note: Trading Risk This indicator is intended for educational and informational purposes only and does not constitute investment advice or a recommendation for trading in any form whatsoever. Trading in financial markets involves significant risk of capital loss. It is important to remember that past performance is not indicative of future results. All trading decisions are your sole responsibility. Never trade with money you cannot afford to lose.
Chỉ báo Pine Script®
của sgbpulse
Machine Learning: MFI Heat Map [YinYangAlgorithms]Overview: MFI Heat Maps are a visually appealing way to display the values of 29 different MFIs at the same time while being able to make sense of it. Each plot within the Indicator represents a different MFI value. The higher you get up, the longer the length that was used for this MFI. This Indicator also features the use of Machine Learning to help balance the MFI levels. It doesn’t solely rely upon Machine Learning but instead incorporates a growing length MFI averaged with the Machine Learning MFI at any given index. For instance, say we are calculating the 10th plot from the bottom, the MFI would be an average of: MFI(source, 11) Machine Learning MFI at Index of 10 We do it this way as they both help smooth each other out without relying solely on just one calculation method. Due to plot limitations, you are capped at 28 Plot Amounts within this indicator, but that is still quite a bit of information you can glean from a Heat Map. The Machine Learning used in this indicator is of the K-Nearest Neighbor (KNN). It uses a Fast and Slow MFI calculation then sorts through them over Machine Learning Length and calculates the differences between them. It then slices off KNN length to create our Max/Min Distances allotted. It adds the average between Fast and Slow MFIs to a Viable Distances array if their distances are within the KNN Min/Max distance. It then averages all distances in the Viable Distances array and returns the result. The result of the KNN Function is saved to another ML Data array whose length is that of Plot Amount (Heat Map Size). This way each Index of the ML Data array can be indexed according to the Heat Map Size. The Average of the ML Data array is the MFI line (white) that you’ll see plotted on the Indicator. There is also the SMA of the MFI Average (orange) which is likewise plotted. These plots allow you to visualize where the ML MFI is sitting and can potentially be useful for seeing when the MFI Average and SMA cross over and under each other. We’ve heard many people talk highly of RSI, but sadly not too many even refer to MFI. MFI oftentimes may be overlooked, especially with new traders who may not even know what it is. Essentially MFI is an RSI but it also incorporates Volume into its calculations, which in our opinion leads to a more accurate reading; afterall, what is price movement without Volume. Tutorial: You may be thinking, this Indicator looks appealing to the eye, but how do I benefit from it trading wise? Before we get into our visual examples, let's talk briefly about what makes Heat Maps in general a useful tool for trading. Heat Maps give us the ability to visualize and understand lots of data while removing the clutter. We can understand the data of 29 different MFIs without having to look at and decipher 29 different MFI plots. When you overlay too many MFI lines on top of each other, they can be very difficult to read and oftentimes end up actually hindering your Technical Analysis. For this reason, we have a simple solution to this problem; Heat Maps. This MFI Heat Map allows you to easily know (in a relative %) what the MFI level is for varying lengths. For Instance, the First (bottom) plot indexes an MFI of (K(0) (loop of Plot Amount) + Smoothing Length (default 1)) = 1. Since this is indexing (usually) a very low length, it will change much quicker. Whereas the Last (top) plot indexes an MFI of (K(27) (loop of Plot Amount) + Smoothing Length (default 1)) = 28. This is indexing a much higher length of MFI which results in the MFI the higher you go up in the Heat Map to move much slower. Heat Maps give us the ability to see changes happening over multiple MFIs at the same time, which can be very useful for seeing shifts in MFI / Momentum. Remember, MFI incorporates Volume, so even if the price goes up a lot, if there was low volume, the MFI won’t move as much as an RSI would. However, likewise, if there is high volume but low price movement, the MFI will move slightly more than the RSI. Heat Maps change color based on their MFI level. If the MFI is >= 90 it is HOT (red), if the MFI <= 9 it is COLD (teal, think of ICE). Green represents an MFI of 50-59 and Dark Blue represents an MFI of 40-49. Green and Dark blue are the most common colors as all the others are more ‘Extreme’ MFI levels. Okay, time to get to the Examples : Since there is so much going on in Heat Maps, we’ve decided to focus this tutorial to this specific area and talk about individual locations before talking about it as a whole. If you refer to the example above where there are 2 white circles; these white circles are highlighting a key location you’ll be wanting to identify within your Heat Maps, many things are happening here: The MFI crossed over the SMA (bullish). The Heat Map started changing from mid/dark Blue (30-50 MFI) to Green (50-59 MFI) around the midline (the 50% dashed like). The Lower levels of the Heat Map are turning Yellow/Orange/Red (60-100 MFI). The Upper Levels of the Heat Map are still Light Blue - Green (10-50 MFI). The 4 Key points above, all point towards potential Bullish Momentum changes. You’re likely wondering, but why? Let's discuss about each one in more specific detail: 1. The MFI crossed over the SMA (bullish): What this tells us is that the current MFI Average is now greater than its average over the last (default) 16 bars. This means there's been a large amount of Money Flow (Price and Volume) recently (subjectively based on the last (default) 16 average). This is one of the leading Bullish / Bearish signals you will see within this Indicator. You can enable Signals within the Settings and/or even add Alerts for when these crossings occur. 2. The Heat Map started changing from mid/dark Blue (30-50 MFI) to Green (50-59 MFI) around the midline (the 50% dashed like): This shows us that the index’s in the mid (if using all 28 heat map plots it would be at 14) has already received some of this momentum change. If you look at the second white circle (right), you’ll also notice the higher MFI plot indexes are also green. This is because since their length is long they still have some momentum and strength from the first white circle (left). Just because the first white circle failed in its bullish push, doesn’t mean it didn’t achieve momentum that would later on help to push the price up. 3. The Lower levels of the Heat Map are turning Yellow/Orange/Red (60-100 MFI): It occurred somewhat in the left white circle, but mainly in the right white circle. This shows us the MFI is very high on the lower lengths, this may lead to the current, middle and higher length MFIs following suit soon. Remember it has to work its way up, the higher levels can’t go red unless the lower levels go red first and the higher levels can also lag quite a bit behind and take awhile to catch up, this is normal, expected and meant to happen. Vice versa is also true with getting higher levels to go cold (light teal (think of ICE)). 4. The Upper Levels of the Heat Map are still Light Blue - Green (10-50 MFI): You might think at first that this is a bad thing, but it's not! Remember you want to be Fearful when others are Greedy and Greedy when others are Fearful! You don’t want to buy when the higher levels have a high MFI, you want to buy when you see the momentum pushing up in the lower MFI levels (getting yellow/orange/red in the low levels) while it is still Cold in the higher levels (BLUE OR GREEN, nothing higher than green as it is already slightly too high). There will be many times that it is Yellow or possibly Orange in the high levels and the bullish push still happens, but this is much more risky! The key to trading is to minimize risks while maximizing potential. Hopefully now you’re getting an idea of how to spot potential bullish momentum changes, but what about bearish momentum changes? Technically they are the exact opposite, so we don’t need to go into as much detail, but lets still take a look at a few examples: In the example above we marked the 3 times where it was displaying overly bullish characteristics. We marked the bullish momentum occurring with arrows. If you look closely at the start of the arrow to where it finishes, you’ll notice how the heat (HOT)(RED) works its way up from the lower levels to the higher levels. We then see the MFI to SMA cross under. In all 3 of these examples the heat made it all the way to the top of the chart. These are all very bearish signals that represent a bearish momentum movement that may occur soon. Also, please note, the level the MFI is at DOES matter! That line isn’t there simply for you to see when there are crosses over and under. The MFI is considered to be Overbought when it is greater than 70 (the upper white dashed line, it is just formatted to be on a different scale cause there are 28 plots, but it represents 70). The MFI is considered to be Oversold when it is less than 30 (the lower white dashed line). If we look to the left a little here where a big drop in price occurred shortly after our MFI and SMA crossed, would we have been able to identify it using the Heat Maps? Likely, No. There was some color change in the lower levels a few bars prior that went yellow/orange/red but before this cross happened they all went back to Dark Blue. In the middle section when the cross happened it was only Green and Yellow and in the upper section we are Blue. This would be a very risky trade to go on as the only real Bearish Indication was the MFI to SMA cross under. Remember, you want to reduce risk, you don’t want to simply trade on everytime the MFI and SMA cross each other or you’ll be getting yourself into many risky trades based on false signals. Based on what you’ve learned above, can you see the signs that are indicating where this white circle may have potential for a bullish momentum change? Now that we are more zoomed in, you may also be noticing there are colors to the price bars. This can be disabled in the settings, but just so you know what they mean, let’s zoom in a little more and talk about it. We’ve condensed the Indicator a bit so you can see the bars better here. The colors that are displayed on these bars are the Heat Map value for your MFI (the white line in the Indicator). This way you can better see when the Price is Hot and Cold. As you may see while looking, the colors generally go from cold to hot when bullish momentum is happening and hot to cold when bearish momentum is happening. We don’t recommend solely looking at the bars as indicators to MFI momentum change, as seeing the Heat Map will give you much more data; however it can be nice to see the Heat Map projected on the bars rather than trying to eyeball it yourself or hover over each bar specifically to see their levels. We will conclude our Tutorial here. Hopefully this has given you some insight to how useful Heat Maps can be and why it works well with a Machine Learning (KNN) Model applied to the MFI. PLEASE NOTE: You can adjust the line width for the Heat Map within the settings. If you condense the Indicator a lot or have a small screen, likely use a length of 1-2. If you have it stretched out or a large screen, a length of 2-3 will work nice. You just don’t want to have the lines overlapping or it defeats the purpose of a Heat Map. Also, the bigger the linewidth, generally you’ll want to increase the Transparency within the Settings also as it can get quite bright and hurt your eyes over time. Settings: MFI: Show MFI and SMA Crossing Signals: MFI and SMA Crossing is one of the leading Bullish and Bearish Signals in this Indicator. You can also add alerts for these signals. Plot Amount: How many plots are used in this Heat Map. (2 - 28). Source: The Source to use in all MFI calculations. Smooth Initial MFI Length: How much to smooth the Fast and Slow MFI calculation by. 1 = No smoothing. MFI SMA Length: What length we smooth the MFI Average over to get our MFI SMA. Machine Learning: Average MFI data by adding a lookback to the Source: While populating our Heat Map with the MFI's, should use use the Source each MFI Length increase or should we also lookback a Source each MFI Length Increase. KNN Distance Requirement: To be a valid KNN, it needs to abide by a Distance calculation. Generally only Max is used, but you can change it if it suits your trading style better. Machine Learning Length: How much ML data should we store? The longer the length generally the smoother the result; which may not be as accurate for something like a Heat Map, so keeping this relatively low may lead to more accurate results. KNN Length: How many KNN are used in the slice to calculate max/min distance allowed. Fast Length: Fast MFI length used in KNN to calculate distances by comparing its distance with the Slow MFI Length. Slow Length: Slow MFI length used in KNN to calculate distances by comparing its distance with the Fast MFI Length. Smoothing Length: When populating our Heat Map, at what length do we start our MFI calculations with (A Higher value with result in a slower and more smoothed MFI / Heat Map). Colors: Change Bar Color: Change bar colors to MFI Avg Color. Heat Map Transparency: If there isn't any transparency it can be a little hard on the eyes. The Greater the Line Width, generally the more transparency you'll want for your eyes. Line Width: Set how wide the Heat Map lines are MFI 90-100 Color: Color when the MFI is between these levels. MFI 80-89 Color: Color when the MFI is between these levels. MFI 70-79 Color: Color when the MFI is between these levels. MFI 60-69 Color: Color when the MFI is between these levels. MFI 50-59 Color: Color when the MFI is between these levels. MFI 40-49 Color: Color when the MFI is between these levels. MFI 30-39 Color: Color when the MFI is between these levels. MFI 20-29 Color: Color when the MFI is between these levels. MFI 10-19 Color: Color when the MFI is between these levels. MFI 0-100 Color: Color when the MFI is between these levels. If you have any questions, comments, ideas or concerns please don't hesitate to contact us. HAPPY TRADING!
Chỉ báo Pine Script®
của YinYangAlgorithms
5
UFO + Realtime Divergences (UO x MFI)UFO + Realtime Divergences (UO x MFI) + Alerts The UFO is a hybrid of two powerful oscillators - the Ultimate Oscillator (UO) and the Money Flow Index (MFI) Features of the UFO include: - Optional divergence lines drawn directly onto the oscillator in realtime. - Configurable alerts to notify you when divergences occur, as well as centerline crossovers. - Configurable lookback periods to fine tune the divergences drawn in order to suit different trading styles and timeframes. - Background colouring option to indicate when the oscillator has crossed its centerline. - Alternate timeframe feature allows you to configure the oscillator to use data from a different timeframe than the chart it is loaded on. - 2x MTF triple-timeframe Stochastic RSI overbought and oversold confluence signals painted at the top of the panel for use as a confluence for reversal entry trades. The core calculations of the UFO+ combine the factory settings of the Ultimate Oscillator and Money Flow Index, taking an average of their combined values for its output eg: UO_Value + MFI_Value / 2 The result is a powerful oscillator capable of detecting high quality divergences, including on very low timeframes and highly volatile markets, it benefits from the higher weighting of the most recent price action provided by the Ultimate Oscillators calculations, as well as the calculation of the MFI, which incorporates volume data. The UFO and its incorporated 2x triple-timeframe MTF Stoch RSI overbought and oversold signals makes it well adapted for low timeframe scalping and regular divergence trades in particular. The Ultimate Oscillator (UO) Tradingview describes the Ultimate Oscillator as follows: “The Ultimate Oscillator indicator (UO) is a technical analysis tool used to measure momentum across three varying timeframes. The problem with many momentum oscillators is that after a rapid advance or decline in price, they can form false divergence trading signals. For example, after a rapid rise in price, a bearish divergence signal may present itself, however price continues to rise. The Ultimate Oscillator attempts to correct this by using multiple timeframes in its calculation as opposed to just one timeframe which is what is used in most other momentum oscillators.” You can read more about the UO and its calculations here The Money Flow Index ( MFI ) Investopedia describes the True Strength Indicator as follows: “The Money Flow Index ( MFI ) is a technical oscillator that uses price and volume data for identifying overbought or oversold signals in an asset. It can also be used to spot divergences which warn of a trend change in price. The oscillator moves between 0 and 100. Unlike conventional oscillators such as the Relative Strength Index ( RSI ), the Money Flow Index incorporates both price and volume data, as opposed to just price. For this reason, some analysts call MFI the volume-weighted RSI .” You can read more about the MFI and its calculations here The Stochastic RSI (relating to the built-in MTF Stoch RSI feature) The popular oscillator has been described as follows: “The Stochastic RSI is an indicator used in technical analysis that ranges between zero and one (or zero and 100 on some charting platforms) and is created by applying the Stochastic oscillator formula to a set of relative strength index ( RSI ) values rather than to standard price data. Using RSI values within the Stochastic formula gives traders an idea of whether the current RSI value is overbought or oversold. The Stochastic RSI oscillator was developed to take advantage of both momentum indicators in order to create a more sensitive indicator that is attuned to a specific security's historical performance rather than a generalized analysis of price change.” You can read more about the Stochastic RSI and its calculations here How do traders use overbought and oversold levels in their trading? The oversold level, that is when the Stochastic RSI is above the 80 level is typically interpreted as being 'overbought', and below the 20 level is typically considered 'oversold'. Traders will often use the Stochastic RSI at an overbought level as a confluence for entry into a short position, and the Stochastic RSI at an oversold level as a confluence for an entry into a long position. These levels do not mean that price will necessarily reverse at those levels in a reliable way, however. This is why this version of the Stoch RSI employs the triple timeframe overbought and oversold confluence, in an attempt to add a more confluence and reliability to this usage of the Stoch RSI . What are divergences? Divergence is when the price of an asset is moving in the opposite direction of a technical indicator, such as an oscillator, or is moving contrary to other data. Divergence warns that the current price trend may be weakening, and in some cases may lead to the price changing direction. There are 4 main types of divergence, which are split into 2 categories; regular divergences and hidden divergences. Regular divergences indicate possible trend reversals, and hidden divergences indicate possible trend continuation. Regular bullish divergence: An indication of a potential trend reversal, from the current downtrend, to an uptrend. Regular bearish divergence: An indication of a potential trend reversal, from the current uptrend, to a downtrend. Hidden bullish divergence: An indication of a potential uptrend continuation. Hidden bearish divergence: An indication of a potential downtrend continuation. How do traders use divergences in their trading? A divergence is considered a leading indicator in technical analysis , meaning it has the ability to indicate a potential price move in the short term future. Hidden bullish and hidden bearish divergences, which indicate a potential continuation of the current trend are sometimes considered a good place for traders to begin, since trend continuation occurs more frequently than reversals, or trend changes. When trading regular bullish divergences and regular bearish divergences, which are indications of a trend reversal, the probability of it doing so may increase when these occur at a strong support or resistance level . A common mistake new traders make is to get into a regular divergence trade too early, assuming it will immediately reverse, but these can continue to form for some time before the trend eventually changes, by using forms of support or resistance as an added confluence, such as when price reaches a moving average, the success rate when trading these patterns may increase. Typically, traders will manually draw lines across the swing highs and swing lows of both the price chart and the oscillator to see whether they appear to present a divergence, this indicator will draw them for you, quickly and clearly, and can notify you when they occur. Setting alerts. With this indicator you can set alerts to notify you when any/all of the above types of divergences occur, on any chart timeframe you choose. Configurable pivot period. You can adjust the default pivot lookback values to suit your prefered trading style and timeframe. If you like to trade a shorter time frame, lowering the default lookback values will make the divergences drawn more sensitive to short term price action. Disclaimer: This script includes code from the stock UO and MFI by Tradingview as well as the Divergence for Many Indicators v4 by LonesomeTheBlue.
Chỉ báo Pine Script®
của PHVNTOM_TRADER
25
Money Flow LineWhat is this? The Money Flow Line (MFL) indicator is at its core a more even-tempered version of the Price-Volume-Trend (PVT). The primary difference is the usage of `hlc3` ((high + low + close) / 3) rather than `close` to use the "typical price" that it critical to the calculation of the Money Flow Index (MFI). Other similar indicators include the Accumulation Distribution Line (ADL) and the On Balance Volume (OBV) indicators. The purpose of all of these indicators is to attempt to measure the strength of the money flow by combining price and volume into a rolling measurement that can be compared over time to look for confirmations and divergences. The indicator also includes an optional averaging (smoothing) line that can be enabled in the display settings. Enabling this smoothing line with a desired period allows for simpler trend comparisons and also allows the user to view how far the line has diverged from the mean. This creates an indicator very similar to Elder's Force Index (EFI), which is also a `close * volume` style indicator. Why is this important? After an extreme movement or volume spike the MFI will "snap back" sharply as that bar eventually exits the set period. This produces a result that is meaningless and skews the indicator away from the market structure. Because of this behavior, range clamping, and the loss of comparative history I prefer to shy away from oscillator style indicators. The Money Flow Line instead gives you all of the history so you may compare and see the broader trend without sharp snaps in history based on an arbitrary period setting. Why is this better? This produces a no-lag indicator that isn't subject to the harsh skewing produced by they Money Flow Index's period calculation. It doesn't lose history like MFI or EFI, is clear about the trend direction, and prefers a "typical price" (averaging the entire range of each bar) rather than whatever happens to be the closing price for a given bar. How can I use it? The indicator is attempting to measure supply and demand in the markets. No indicator is perfect, but we can use all of the information we have available to make our best predictions. There are only 3 pieces of data the market gives us: 1. Price (action) 2. Volume 3. Time The Money Flow Line combines all of these data points into a readable rolling data set that attempts to show subtle balance of power shifts based on changes in volume and "smart money" (or "big money") stepping in and out of the picture. Much like PVT, we look for the same things: - Trend Identification: an up or down trend appears in the MFL - Confirmations: the MFL agrees with price action in direction and magnitude - Divergence: the MFL disagrees with price action, indicating a reversal may be coming soon When applying the smoothing line we can also look for similar things we would with EFI. The primary case would be to look for the MFL to jump very far away from the mean (a high magnitude movement) which indicates that price may be reverting towards the mean soon (a "mean reversion"). On the other hand, it may indicate strength in the current price direction. All of these predictions depend heavily on price action and market structure. Good luck!
Chỉ báo Pine Script®
của jocull
4
FVE - Finite Volume Elements [UTS]FVE is a money flow indicator but with two important differences from existing money flow indicators: It resolves contradictions between intraday money flow indicators (such as Chaikin’s money flow) and interday money flow indicators (like On Balance Volume) by taking into account both intra- and interday price action. Unlike other money flow indicators which add or subtract all volume even if the security closed just 1 cent higher than the previous close, FVE uses a volatility threshold to take into account minimal price changes. General Usage The FVE provides 3 types of signals: The strongest signal is divergence between price and the indicator. Divergence can provide leading signals of breakouts or warnings of impending corrections. The classic method for detecting divergence is for FVE to make lower highs while price makes higher highs (negative divergence). An alternative method is to draw the linear regression line on both charts, and compare the slopes. A logical buy signal would be for FVE, diverging from price, to rise sharply and make a series higher highs and/or higher lows. The most obvious and coincident signal is the slope of the FVE line. An upward slope indicates that the bulls are in control and the opposite for downward. This is a unique and very important property of this indicator. Values above zero are bullish and indicate accumulation while values below zero indicate distribution. FVE crossing the zero line indicates that the short to intermediate balance of power is changing from the bulls to the bears or vice versa. The best scenario is when a stock is in the process of building a base, and FVE diverges from price and rises to cross the zero line from below, at a sharp angle. Conversely the crossing of the zero line from above is a bearish signal to liquidate positions or initiate a short trade. Trend Visualisation Optional: If the trend direction is DOWN the moving average is painted red. If the trend direction is UP the moving average is painted in green. If the movement is FLAT then the color is grey. Moving Averages Five different types of Moving Averages are available for both FVE and the optional moving average of the FVE. ALMA (Arnaud Legoux Moving Average) Average Value EMA (Exponential Moving Average) SMA (Simple Moving Average) WMA (Weighted Moving Average) Calculation Methods Since Markos Katsanos presented the first version of the FVE in April 2003. Since then there have been various adaptions and improvements on this indicator. The following are choosable for calculating the FVE: Thinkscript usethinkscript.com Linnsoft www.linnsoft.com Volatility Adapted traders.com
Chỉ báo Pine Script®
của UberTradingSystems
12
CMF Osc - Chaikin Money Flow Oscillator [UTS]The well known Chaikin Money Flow Indicator as oscillator version. General Usage The indicator runs both above and below zero, made to denote whether an asset is in a bullish (above zero) or bearish (below zero) trend. It can be used to confirm trends, as well as spot possible trading signals due to divergences. A benefit of the oscillator version is that it can produce LONG or SHORT signals on zero line cross. Moving Averages 4 different Moving Averages are available: EMA (Exponential Moving Average) SMA (Simple Moving Average) VWMA (Volume Weighted Moving Average) WMA (Weighted Moving Average)
Chỉ báo Pine Script®
của UberTradingSystems
2
ADL - Accumulation Distribution Line [UTS]an underlying asset. It is determined by the changes in price and volume. The volume acts as a weighting coefficient at the change of price — the higher the coefficient (the volume) is the greater the contribution of the price change (for this period of time) will be in the value of the indicator. The indicator is also known as Accumulation / Distribution Index. Common known variants of this type of indicator are the On Balance Volume, Chaikin Oscillator or Chaikin Money Flow. Based on www.metatrader5.com
Chỉ báo Pine Script®
của UberTradingSystems
1
Stoch Money Flow (ADMF) & Absolute Strength Index (ASI) [cI8DH]This indicator can apply my previous indicator, Historical and Standard Stochastic, to Money Flow (ADMF) or Absolute Strength Index (ASI) or both at the same time. It can also display those two indicators in regular mode as well as showing visual cues when the indicators make new ATH or ATL. ASI is basically a new name I am giving to my Gain/Loss Moving Average indicator. If you normalize ASI with the moving average of all the changes in price, it becomes identical to RSI. So ASI is basically non-normalized RSI, that is why it should be a more accurate representation of price momentum. ADMF is an accumulation/distribution and money flow momentum indicator. Both ASI and ADMF are not range-bound so it is not easy to compare them against each other. When stochastic equation is applied to them, they both become range-bound and comparable. The gaps between the two indicator can reveal valuable information about market dynamics. The chart below shows some examples (note the settings). For conventional usages of stochastic, please read www.tradingview.com(STOCH) and www.tradingview.com(STOCH_RSI). I recommend you to find the optimal length by playing with the stoch length in the indicator settings. If this parameter is calibrated properly, this indicator can be a powerful tool for identifying market cycle. You can get these features ( ATH , ATL detection and historical stochastic) for any other indicator using the script below:
Chỉ báo Pine Script®
của cI8DH
8