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USD Liquidity Regime for BTC Perps (Dual) V1USD Liquidity Regime for BTC Perps (Dual) This intents to be a BTC Perps USD Liquidity Regime macro indicator. As it names states it is designed for BTCUSDT perpetual futures traders. It attempts to tracks USD strength (DXY, UUP, yields, VIX composite) as liquidity proxy: Lower index = weak USD = Risk-On (green background/histogram = long tailwind for BTC). Higher = strong USD = Risk-Off (red = caution longs, shorts favor). How to use: Green background/histogram: Favor longs — rallies likely, dips bought. Red: Caution longs — corrections hurt, short bias possible. Blue line (index) vs red SMA: Crosses signal regime shifts. Histogram strength: Bigger bars = stronger bias. This is not intended as financial advise or trigger signal tool. This is a work in progress Its value is limited, if you do not understand any or some of the words above please do not use this indicator. If you did, then you understand you are not supposed to use this alone to make decisions. Feel free to ask any questions, this is a work in progress. Feel free to suggest improvements. Educational macro context tool — not signals/advice. Ok for avoiding going against the USD trend dominance by following liquidity. By @frank_vergaram
Chỉ báo Pine Script®
của frank_vergaram
PMax & MOST SynergyIntroduction This script brings together two of the most powerful trend-following and volatility-based trailing stop-loss indicators in the technical analysis world: Profit Maximizer (PMax) and Moving Stop Loss (MOST). By merging these two tools into a single, optimized script, this indicator aims to reduce chart clutter while providing a comprehensive trend-tracking solution. Both indicators are integrated with their original logic and default parameters, now fully compatible with the latest Pine Script v5 standards. Development & Technical Logic The indicator is designed for versatility, allowing traders to monitor dual layers of protection and trend confirmation. PMax Integration: It utilizes the volatility-adjusted trailing stop-loss logic combined with a variety of selectable Moving Average types (SMA, EMA, VAR, etc.). In this version, the default PMax settings are pre-configured to utilize the Variable Moving Average (VAR) to ensure smoother trend detection with reduced lag. MOST Integration: The script includes the Moving Stop Loss (MOST) logic, which provides a dynamic exit strategy based on percentage-based trailing stops. Visual Enhancements: The PMax line has been visually updated to a distinct Blue color for better clarity, and all secondary signals (Support/Resistance lines and highlights) are set to be optional to keep the interface clean and professional. Conclusion This combined version is an ideal tool for trend followers who want to benefit from multiple confirmation layers. Whether you are looking for long-term trend stability with PMax or tactical exit/entry signals with MOST, this script provides the flexibility to adjust both independently. It eliminates the need for multiple indicator slots and offers a unified dashboard for trend analysis across various timeframes and assets. Acknowledgements I would like to express my sincere gratitude to the original developers who designed these essential tools: Kivanc Ozbilgic (@KivancOzbilgic): Thank you for your immense contribution to the trading community and for developing the Profit Maximizer (PMax). Your work continues to be a cornerstone for many traders worldwide. Ceyhun (@ceyhun): A special thanks for designing the Moving Stop Loss (MOST) indicator. Your innovative approach to trailing stops has significantly improved how we manage risk in the markets.
Chỉ báo Pine Script®
của theScario
Market Internal Overlay - Skew and Put/Call RatioTracks both the CBOE:SKEW and INDEX:CPC and will highlight when certain thresholds are met. Blue candle = skew is below 125 (low relative levels of hedging occurring) Gray candle = skew is above 150 (higher relative levels of hedging occurring) Red candle = 10 DMA of the put/call ratio is above 1.0 (signaling potential overbought territory) Green candle = 10 DMA of the put/call ratio is below 0.80 (signaling potential oversold territory) Purple candle = Both signals are occurring (in either direction) To view the candle overlay, either switch the price data off, or change the colors to be darker and more transparent.
Chỉ báo Pine Script®
của Long_Game_Trading
Yield Curve Inversion Indicator Will track the TVC:US10Y and TVC:US03MY spread, often followed for the "yield curve inversion" trade/indicator. When an inversion occurs, which lasts a minimum of the defined days (default 10) the indicator will paint forward a warning period (default is 365 days). The yield curve being inverted is not the signal, the REVERSION back to a positive curve is the associated signal, namely the following 12 months after a reversion. This is often used as an early warning of trouble in markets. Hope this helpful for those who follow macro/internal warning signals.
Chỉ báo Pine Script®
của Long_Game_Trading
Day of WeekDay of Week is an indicator that runs in a separate panel and colors the panel background according to the day of the week. Main Features Colors the background of the lower panel based on the day of the week Includes all days, from Monday to Sunday Customizable colors Time Offset Correction TradingView calculates the day of the week using the exchange’s timezone, which can cause visual inconsistencies on certain symbols. To address this, the indicator includes a configurable time offset that allows the user to synchronize the calculated day with the day displayed on the chart. By simply adjusting the Time Offset (hours) parameter, the background will align correctly with the visible chart calendar.
Chỉ báo Pine Script®
của MarkiStrategy
SHAP-Aligned BUY Signal (Daily, Edge-Triggered)Based on the XGBoost + SHAP interpretation report, I'll explain which indicators to monitor for buying NVO. However, I must emphasize that this model performed poorly (47.5% accuracy) and should NOT be used for actual trading! That said, here's what the model learned (for educational purposes): 📊 Top Indicators to Monitor for BUY Signals 1. Days_Since_Low (Most Important - 1.264) Direction: BULLISH ↑ Interpretation: Higher values → UP prediction What to monitor: Track how many days since the stock hit its recent low Buy signal: When the stock has been recovering for an extended period (e.g., 100+ days from low) Why it matters: The model learned that stocks in long-term recovery tend to continue rising 2. SMA_50 (50-day Moving Average) (0.413) Direction: BULLISH ↑ Interpretation: Higher absolute SMA_50 values → UP prediction What to monitor: The 50-day simple moving average price level Buy signal: When SMA_50 is at higher levels (e.g., above $80-90) Why it matters: Higher moving averages indicate stronger long-term trends 3. SMA_200 (200-day Moving Average) (0.274) Direction: BULLISH ↑ Interpretation: Higher SMA_200 → UP prediction What to monitor: The 200-day simple moving average Buy signal: When SMA_200 is trending upward and at elevated levels Why it matters: Long-term trend indicator; golden cross (SMA_50 > SMA_200) is traditionally bullish 4. BB_Width (Bollinger Band Width) (0.199) Direction: BULLISH ↑ Interpretation: WIDER Bollinger Bands → UP prediction What to monitor: The distance between upper and lower Bollinger Bands Buy signal: When BB_Width is expanding (increasing volatility often precedes trend moves) Why it matters: Widening bands can signal the start of a new trend 5. Price_SMA_50_Ratio (0.158) Direction: BULLISH ↑ Interpretation: When price is ABOVE the 50-day MA → UP prediction What to monitor: Current price ÷ SMA_50 Buy signal: When ratio > 1.0 (price is above the 50-day average) Why it matters: Price above moving averages indicates uptrend 6. Momentum_21D (21-day Momentum) (0.152) Direction: BULLISH ↑ Interpretation: Positive 21-day momentum → UP prediction What to monitor: 21-day rate of change Buy signal: When momentum is positive and increasing Why it matters: Positive momentum suggests continuation 7. Stoch_K (Stochastic Oscillator) (0.142) Direction: BULLISH ↑ Interpretation: Higher Stochastic K → UP prediction What to monitor: Stochastic oscillator (0-100 scale) Buy signal: When Stoch_K is rising from oversold (<20) or in mid-range (40-60) Why it matters: Measures momentum and overbought/oversold conditions
Chỉ báo Pine Script®
của yellowpierid
Relative Strength Index_YJ//@version=5 indicator(title="MACD_YJ", shorttitle="MACD_YJ",format=format.price, precision=2) source = close useCurrentRes = input.bool(true, title="Use Current Chart Resolution?") resCustom = input.timeframe("60", title="Use Different Timeframe? Uncheck Box Above") smd = input.bool(true, title="Show MacD & Signal Line? Also Turn Off Dots Below") sd = input.bool(false, title="Show Dots When MacD Crosses Signal Line?") sh = input.bool(true, title="Show Histogram?") macd_colorChange = input.bool(true, title="Change MacD Line Color-Signal Line Cross?") hist_colorChange = input.bool(true, title="MacD Histogram 4 Colors?") // === Divergence inputs === grpDiv = "Divergence" calculateDivergence = input.bool(true, title="Calculate Divergence", group=grpDiv, tooltip="피벗 기반 정/역배 다이버전스 탐지 및 알람 사용") lookbackRight = input.int(5, "Lookback Right", group=grpDiv, minval=1) lookbackLeft = input.int(5, "Lookback Left", group=grpDiv, minval=1) rangeUpper = input.int(60, "Bars Range Upper", group=grpDiv, minval=1) rangeLower = input.int(5, "Bars Range Lower", group=grpDiv, minval=1) bullColor = input.color(color.new(#4CAF50, 0), "Bull Color", group=grpDiv) bearColor = input.color(color.new(#F23645, 0), "Bear Color", group=grpDiv) textColor = color.white noneColor = color.new(color.white, 100) res = useCurrentRes ? timeframe.period : resCustom fastLength = input.int(12, minval=1) slowLength = input.int(26, minval=1) signalLength= input.int(9, minval=1) fastMA = ta.ema(source, fastLength) slowMA = ta.ema(source, slowLength) macd = fastMA - slowMA signal = ta.sma(macd, signalLength) hist = macd - signal outMacD = request.security(syminfo.tickerid, res, macd) outSignal = request.security(syminfo.tickerid, res, signal) outHist = request.security(syminfo.tickerid, res, hist) // 가격도 같은 res로 hi_res = request.security(syminfo.tickerid, res, high) lo_res = request.security(syminfo.tickerid, res, low) // ── Histogram 색 histA_IsUp = outHist > outHist and outHist > 0 histA_IsDown = outHist < outHist and outHist > 0 histB_IsDown = outHist < outHist and outHist <= 0 histB_IsUp = outHist > outHist and outHist <= 0 macd_IsAbove = outMacD >= outSignal plot_color = hist_colorChange ? (histA_IsUp ? color.new(#00FF00, 0) : histA_IsDown ? color.new(#006900, 0) : histB_IsDown ? color.new(#FF0000, 0) : histB_IsUp ? color.new(#670000, 0) : color.yellow) : color.gray macd_color = macd_colorChange ? color.new(#00ffff, 0) : color.new(#00ffff, 0) signal_color = color.rgb(240, 232, 166) circleYPosition = outSignal // 골든/데드 크로스 (경고 해결: 먼저 계산) isBullCross = ta.crossover(outMacD, outSignal) isBearCross = ta.crossunder(outMacD, outSignal) cross_color = isBullCross ? color.new(#00FF00, 0) : isBearCross ? color.new(#FF0000, 0) : na // ── 플롯 plot(sh and outHist ? outHist : na, title="Histogram", color=plot_color, style=plot.style_histogram, linewidth=5) plot(smd and outMacD ? outMacD : na, title="MACD", color=macd_color, linewidth=1) plot(smd and outSignal? outSignal: na, title="Signal Line", color=signal_color, style=plot.style_line, linewidth=1) plot(sd and (isBullCross or isBearCross) ? circleYPosition : na, title="Cross", style=plot.style_circles, linewidth=3, color=cross_color) hline(0, "0 Line", linestyle=hline.style_dotted, color=color.white) // ===================== // Divergence (정배/역배) - 피벗 비교 // ===================== _inRange(cond) => bars = ta.barssince(cond) rangeLower <= bars and bars <= rangeUpper plFound = false phFound = false bullCond = false bearCond = false macdLBR = outMacD if calculateDivergence // 정배: 가격 LL, MACD HL plFound := not na(ta.pivotlow(outMacD, lookbackLeft, lookbackRight)) macdHL = macdLBR > ta.valuewhen(plFound, macdLBR, 1) and _inRange(plFound ) lowLBR = lo_res priceLL = lowLBR < ta.valuewhen(plFound, lowLBR, 1) bullCond := priceLL and macdHL and plFound // 역배: 가격 HH, MACD LH phFound := not na(ta.pivothigh(outMacD, lookbackLeft, lookbackRight)) macdLH = macdLBR < ta.valuewhen(phFound, macdLBR, 1) and _inRange(phFound ) highLBR = hi_res priceHH = highLBR > ta.valuewhen(phFound, highLBR, 1) bearCond := priceHH and macdLH and phFound // 시각화 (editable 파라미터 삭제) plot(plFound ? macdLBR : na, offset=-lookbackRight, title="Regular Bullish (MACD)", linewidth=2, color=(bullCond ? bullColor : noneColor), display=display.pane) plotshape(bullCond ? macdLBR : na, offset=-lookbackRight, title="Bullish Label", text=" Bull ", style=shape.labelup, location=location.absolute, color=bullColor, textcolor=textColor, display=display.pane) plot(phFound ? macdLBR : na, offset=-lookbackRight, title="Regular Bearish (MACD)", linewidth=2, color=(bearCond ? bearColor : noneColor), display=display.pane) plotshape(bearCond ? macdLBR : na, offset=-lookbackRight, title="Bearish Label", text=" Bear ", style=shape.labeldown, location=location.absolute, color=bearColor, textcolor=textColor, display=display.pane) // 알람 alertcondition(bullCond, title="MACD Regular Bullish Divergence", message="MACD 정배 다이버전스 발견: 현재 봉에서 lookbackRight 만큼 좌측.") alertcondition(bearCond, title="MACD Regular Bearish Divergence", message="MACD 역배 다이버전스 발견: 현재 봉에서 lookbackRight 만큼 좌측.")
Chỉ báo Pine Script®
của Donggrimon
Kinetic RSI [Vel + Accel] + AlertsThe Problem with Standard RSI Most traders use the Relative Strength Index (RSI) to see if a market is "Overbought" (above 70) or "Oversold" (below 30). The problem? A strong trend can stay overbought for days, burning short sellers, or an asset can stay oversold while price continues to crash. Standard RSI tells you where the price is, but it doesn't tell you how hard it is moving. ​The Solution: Kinetic RSI This script reimagines RSI by applying basic physics concepts: Velocity and Acceleration. Instead of asking "Is RSI below 30?", this indicator asks: "Is RSI below 35 AND did it just make a violent, high-speed turn upwards?" ​It filters out lazy, drifting price action and only signals when momentum is accelerating in a new direction. ​How It Works (The Math) ​Velocity: We calculate the speed of the RSI change (Current RSI - Previous RSI). ​Acceleration: We calculate if that speed is increasing (Current Velocity - Previous Velocity). ​The Trigger: A signal is only generated if the RSI is in an extreme zone (<35 or >65) AND it has high Velocity AND positive Acceleration. ​How to Trade It ​1. The "Kick" Signals (Background Highlights) ​🟢 Green Background (Bullish Kick): The RSI was low, but buyers stepped in aggressively. The momentum is not just positive; it is accelerating upward. This is often a "V-Bottom" catch. ​🔴 Red Background (Bearish Kick): The RSI was high, but sellers slammed the price down. Momentum is accelerating downward. ​2. The Line Color ​Lime Line: Velocity is positive (Momentum is rising). ​Fuchsia Line: Velocity is negative (Momentum is falling). ​Usage: If the background flashes Green (Buy Signal), but the line turns back to Fuchsia (Red) a few bars later, the move has failed—exit the trade. ​Settings & Alerts ​RSI Length: Standard 14 (Adjustable). ​Velocity Threshold: Controls sensitivity. ​Lower (e.g., 2-3): More signals, catches smaller reversals. ​Higher (e.g., 5+): Fewer signals, catches only massive "shocks" to the price. ​Alerts Included: You can set alerts for "Bullish Kick," "Bearish Kick," or "Any Kick" to get notified of volatility spikes. ​Best Practices ​Wait for the Close: This indicator measures the closing velocity. Always wait for the bar to close to confirm the background color signal. ​Trend Filtering: This works best as a "Reversal" indicator. If the market is in a super-strong uptrend, ignore the Bearish (Red) signals and only take the Bullish (Green) dips.
Chỉ báo Pine Script®
của MonkeyPhone
MP SESSIONS, DST, OTTHere’s a clear description you can use for this script (for yourself or as a TradingView “Indicator Description”): --- ### MP SESSIONS, DST, OTT – What this indicator does This script is a **multi-session market timing tool** that: 1. **Draws full trading sessions on the chart** (Asia, Sydney, Tokyo, Shanghai, Europe, London, New York, NYSE) 2. **Automatically adjusts for Daylight Saving Time (DST)** for Sydney, London, and New York 3. **Shows a live info table** with session times, DST status, and whether each session is currently open or closed 4. **Adds optional custom “OTT” vertical lines** at user-defined intraday times (for your own models, killzones, or time blocks) --- ### Main Features (high level) #### 1. Market mode & time zone handling * **Market Mode**: * `Forex` * `Stock` * `User Custom` (you type your own session ranges) * `TFlab suggestion` (predefined “optimized” session times) * **Time Zone Mode**: * `UTC` * `Session Local Time` (local exchange time: Sydney, Tokyo, London, New York etc.) * `Your Time Zone` (converts to the user-selected TZ, e.g. `UTC-4:00`) * Handles separate time zones for: * Asia, Sydney, Tokyo, Shanghai, Europe, London, New York, NYSE * Has logic to **recalculate session start/end depending on DST** and the chosen mode. --- #### 2. Daylight Saving Time (DST) engine The function `DST_Detector`: * Calculates when DST **starts and ends** for: * `Australia/Sydney` * `Europe/London` * `America/New_York` * Detects the correct Sunday (2nd, 4th, etc.) for start/end using day-of-week and week counts. * Returns `'Active'` or `'Inactive'` for each region. * These values are then used to **shift the sessions** (e.g. New York 13:00–21:00 vs 12:00–20:00 in UTC). The script can also **draw vertical lines** on the chart when DST starts/ends and label them: * “Sydney DST Started / Ended” * “London DST Started / Ended” * “New York DST Started / Ended” --- #### 3. Session timing & sessions on the chart The function `Market_TimeZone_Calculator`: * Based on **Market Mode** + **Time Zone Mode** + **DST state**, it returns: * Time ranges for: Sydney, Tokyo, Shanghai, Asia (combined), Europe, London, New York, NYSE * These ranges are in `"HHMM-HHMM"` format. Then the script: * Converts these to `time()` conditions using the proper time zone * Creates boolean series like `On_sesAsia`, `On_sesEurope`, `On_sesNewYork`, etc., which are **1 when the session is open and 0 when closed**. --- #### 4. Session high/low boxes & labels The function `LowHighSessionDetector`: * Tracks **high and low of each session** while it’s active. * When a new session starts: * Resets and starts recording the session high/low. * While session is active: * Updates `High` with the max of current bar high and previous session high. * Updates `Low` with the min of current bar low and previous session low. * When the session is "on": * Draws a **box** from session low to high (`box.new`) and extends it to the right as long as the session continues. * Places a **label with session name** (Asia, London, New York, etc.) near the high: * Style depends on the session (down/right/left). You have visibility toggles per session: * `Asia Session`, `Sydney Session`, `Tokyo Session`, `Shanghai Session`, `Europe Session`, `London Session`, `New York Session`, `NYSE` (for TFlab mode). So you visually see: * A shaded box for each session * The full H/L range for that session * A text label with the session name. --- #### 5. Info table The indicator builds a **table in a corner of the chart** showing: * Header: * “FOREX Session”, “Stock Market Trading Hours”, “User Custom Session”, or “TFlab suggestion” depending on mode. * Columns: 1. Session name (Asia, Sydney, Tokyo, Shanghai, Europe, London, New York, NYSE) 2. DST status for that region (“Active 🌞 / Inactive 🍂 / Not Observed”) 3. Session **start time** 4. Session **end time** 5. Current **status** (“Open / Closed”, with green/red background) The function `SplitFunction`: * Parses the `"HHMM-HHMM"` strings for each session. * Converts them into: * Either raw times (if viewing in UTC/session local) * Or converted times in **Your Time Zone** using `timestamp` and `hour/ minute` with `YourTZ`. * Returns formatted `Start` and `End` strings like `9:30`, `13:00`, etc. So the table is effectively a **live session schedule** that: * Auto-adjusts to DST * Can show times in your own time zone * Shows which session is open right now. --- #### 6. OTT vertical lines (custom intraday markers) At the bottom, there is an **OTT section** which lets you draw up to **three sets of vertical lines** at specific times: * Each OTT block has: * Enable toggle (`Enable OTT 1/2/3`) * Start hour & minute * End hour & minute * Color * Global OTT settings: * Line style: `Solid / Dashed / Dotted` * Line width * Toggle: “Show OTT Labels?” Logic: * `is_ott_time()` checks if current bar’s `hour` and `minute` match the OTT input time. * `draw_ott()`: * When the bar time matches, draws a **vertical line** through the candle from low to high (`extend.both`). * Optionally adds a label above the bar, like `"OTT1 Start"`, `"OTT1 End"`, etc. Use cases: * Marking **open/close of your trading session** * Defining **killzones**, news times, or custom model windows * Visual anchors for your intraday routine (NY open, 10 AM candle, etc.) --- ### TL;DR This indicator is a **session toolkit + DST engine + time markers**: * **Visually paints the main global sessions** with boxes and labels. * **Handles DST automatically** for Sydney, London, New York. * **Shows a live table** with session times, DST status, and open/closed status in your time zone. * **Adds up to three configurable vertical time markers (OTT)** for custom session windows or key times. If you want, I can also write a **short version** (2–3 sentences) for the TradingView “Description” field.
Chỉ báo Pine Script®
của markoparkhomenko
NY 8:00 8:15 Candle High & LowThis indicator plots the high and low of the New York 8:00–8:15 AM (EST) 15-minute candle and extends those levels horizontally for the rest of the trading day The levels are **anchored to the 15-minute timeframe Designed for **session-based trading, liquidity sweeps, ICT-style models, and NY Open strategies. Lines automatically reset each trading day at the NY open window. Clean, lightweight, and non-repainting. This script is ideal for traders who want consistent, reliable session levels without recalculation or timeframe distortion. Custom versions available If you’d like: - Different sessions (London, Asia, custom hours) - Multiple session ranges - Labels, alerts, or strategy logic - A full strategy version with entries, SL/TP, and risk rules Feel free to reach out — happy to build custom tools to fit your trading model.
Chỉ báo Pine Script®
của wilsonne14
Index Construction Tool🙏🏻 The most natural mathematical way to construct an index || portfolio, based on contraharmonic mean || contraharmonic weighting. If you currently traded assets do not satisfy you, why not make your own ones? Contraharmonic mean is literally a weighted mean where each value is weighted by itself. ... Now let me explain to you why contraharmonic weighting is really so fundamental in two ways: observation how the industry (prolly unknowably) converged to this method, and the real mathematical explanation why things are this way. How it works in the industry. In indexes like TVC:SPX or TVC:DJI the individual components (stocks) are weighted by market capitalization. This market cap is made of two components: number of shares outstanding and the actual price of the stock. While the number of shares holds the same over really long periods of time and changes rarely by corporate actions , the prices change all the time, so market cap is in fact almost purely based on prices itself. So when they weight index legs by market cap, it really means they weight it by stock prices. That’s the observation: even tho I never dem saying they do contraharmonic weighting, that’s what happens in reality. Natural explanation Now the main part: how the universe works. If you build a logical sequence of how information ‘gradually’ combines, you have this: Suppose you have the one last datapoint of each of 4 different assets; The next logical step is to combine these datapoints somehow in pairs. Pairs are created only as ratios , this reveals relationships between components, this is the only step where these fundamental operations are meaningful, they lose meaning with 3+ components. This way we will have 16 pairs: 4 of them would be 1s, 6 real ratios, and 6 more inverted ratios of these; Then the next logical step is to combine all the pairs (not the initial single assets) all together. Naturally this is done via matrices, by constructing a 4x4 design matrix where each cell will be one of these 16 pairs. That matrix will have ones in the main diagonal (because these would be smth like ES/ES, NQ/NQ etc). Other cells will be actual ratios, like ES/NQ, RTY/YM etc; Then the native way to compress and summarize all this structure is to do eigendecomposition . The only eigenvector that would be meaningful in this case is the principal eigenvector, and its loadings would be what we were hunting for. We can multiply each asset datapoint by corresponding loading, sum them up and have one single index value, what we were aiming for; Now the main catch: turns out using these principal eigenvector loadings mathematically is Exactly the same as simply calculating contraharmonic weights of those 4 initial assets. We’re done here. For the sceptics, no other way of constructing the design matrix other than with ratios would result in another type of a defined mean. Filling that design matrix with ratios Is the only way to obtain a meaningful defined mean, that would also work with negative numbers. I’m skipping a couple of details there tbh, but they don’t really matter (we don’t need log-space, and anyways the idea holds even then). But the core idea is this: only contraharmonic mean emerges there, no other mean ever does. Finally, how to use the thing: Good news we don't use contraharmonic mean itself because we need an internals of it: actual weights of components that make this contraharmonic mean, (so we can follow it with our position sizes). This actually allows us to also use these weights but not for addition, but for subtraction. So, the script has 2 modes (examples would follow): Addition: the main one, allows you to make indexes, portfolios, baskets, groups, whatever you call it. The script will simply sum the weighted legs; Subtraction: allows you to make spreads, residual spreads etc. Important: the script will subtract all the symbols From the first one. So if the first we have 3 symbols: YM, ES, RTY, the script will do YM - ES - RTY, weights would be applied to each. At the top tight corner of the script you will see a lil table with symbols and corresponding weights you wanna trade: these are ‘already’ adjusted for point value of each leg, you don’t need to do anything, only scale them all together to meet your risk profile. Symbols have to be added the way the default ones are added, one line : one symbol. Pls explore the script’s Style setting: You can pick a visualization method you like ! including overlays on the main chart pane ! Script also outputs inferred volume delta, inferred volume and inferred tick count calculated with the same method. You can use them in further calculations. ... Examples of how you can use it ^^ Purple dotted line: overlay from ICT script, turned on in Style settings, the contraharmonic mean itself calculated from the same assets that are on the chart: CME_MINI:RTY1! , CME_MINI:ES1! , CME_MINI:NQ1! , CBOT_MINI:YM1! ^^ precious metals residual spread ( COMEX:GC1! COMEX:SI1! NYMEX:PL1! ) ^^ CBOT:ZC1! vs CBOT:ZW1! grain spread ^^ BDI (Bid Dope Index), constructed from: NYSE:MO , NYSE:TPB , NYSE:DGX , NASDAQ:JAZZ , NYSE:IIPR , NASDAQ:CRON , OTC:CURLF , OTC:TCNNF ^^ NYMEX:CL1! & ICEEUR:BRN1! basket ^^ resulting index price, inferred volume delta, inferred volume and inferred tick count of CME_MINI:NQ1! vs CME_MINI:ES1! spread ... Synthetic assets is the whole new Universe you can jump into and never look back, if this is your way ... ∞
Chỉ báo Pine Script®
của gorx1