MY_CME eod OI vs CFTC eow OIDaily e-o-d Open Interest as published by CME.
As CFTC COT Open Interest relates to last Tuesday, here you can have an idea how things evolved day-by-day since then.
As CME total OI is not accessibl as data, here I sum OI of the next 9 outstanding contracts, which gives a fair idea of the trend in OI
Tìm kiếm tập lệnh với "daily"
MTF EMA Combo with Background ColorDaily/Weekly EMA combo for longer term trend direction, with combo background color for varying trend direction.
Daily Average True Range OverlayPlots the upper and lower average true range away from the previous days close on all time frames.
Daily Deviations (Lazy Edition)
Plots the standard deviation resistance/support lines.
Uses Previous days close and the VIX as the volatility factor.
credit to u/UberBotMan and u/Living_Granger for the idea and formulas
Daily Deviations (Self Input Version)
Plots the standard deviation resistance/support levels.
Input the previous settlement price and the implied volatility.
credit to u/UberBotMan and u/Living_Granger for the idea and formulas
(preview example is using settlement of 2420 and IV of 11)
Daily Returns & STDWhat happened last time when xx increased by xx%? - Start collecting some stats!
You can choose the ticker and the timeframe you're interested in
RSI Oversold/UndersoldThe study script will place GREEN BUY arrows BELOW oversold conditions and RED SHORT arrows ABOVE overbought conditions. You can configure the period
Most RSI(14) indicators use a 14-period, I prefer a 5-period. The period, overbought and oversold periods are settings that can easily be changed by adding this study to your chart and clicking the "gear" icon next to the study inside your chart.
Daily SMAThis pine script on intraday chart is exactly the same SMA as built-in MovingAverage on a 1Day chart (with the same lengths)
A++ / A+ REAL EDGE — Long & Short (No Fakeouts)A++ / A+ REAL EDGE — Long & Short (No Fakeouts)
The cleanest, strictest, highest-probability A++/A+ confluence indicator on TradingView.
Only triggers when EVERYTHING lines up perfectly:
• Real God candle (≥85% body) + volume spike ≥2×
• Alligator mouth WIDE OPEN and widening
• MACD histogram expanding in direction
• SAR flipped + White Dot confirmation
• Price touching Daily/4H PDH/PDL/VWAP
• Requires strong green/red candle + breakout of previous
ADR % RangesThis indicator is designed to visually represent percentage lines from the open of the day. The % amount is determined by X amount of the last days to create an average...or Average Daily Range (ADR).
1. ADR Percentage Lines: The core function of the script is to apply lines to the chart that represent specific percentage changes from the daily open. It first calculates the average over X amount of days and then displays two lines that are 1/3rd of that average. One line goes above the other line goes below. The other two lines are the full "range" of the average. These lines can act as boundaries or targets to know how an asset has moved recently. *Past performance is not indicative of current or future results.
The calculation for ADR is:
Step 1. Calculate Today's Range = DailyHigh - DailyLow
Step 2. Store this average after the day has completed
Step 3. Sum all day's ranges
Step 4. Divide by total number of days
Step 5. Draw on chart
2. Customizable Inputs: Users have the flexibility to customize the script through various inputs. This includes the option to display lines only for the current trading day (`todayonly`), and to select which lines are displayed. The user can also opt to show a table the displays the total range of previous days and the average range of those previous days.
3. No Secondary Timeframe: The ADR is computed based on whatever timeframe the chart is and does not reference secondary periods. Therefore the script cannot be used on charts greater than daily.
This script is can be used by all traders for any market. The trader might have to adjust the "X" number of days back to compute a historical average. Maybe they only want to know the average over the past week (5 days) or maybe the past month (20 days).
Humble Student OB/OS Trifecta indicatorAfter reading Cam Hui's blog post about his "Trifecta" bottom spotting model I thought I'd try my hand at scripting it as an indicator. The results are pretty close to what he describes. Though the data TradingView feeds me doesn't seem to be identical to what he's using on StockCharts.com the results are close enough that I will call the effort a success worth publishing.
MTF 20 SMA Table - DXY**MTF 20 SMA Table - Multi-Timeframe Trend Analysis Dashboard**
**Overview:**
This indicator provides a comprehensive multi-timeframe analysis dashboard that displays the relationship between price and the 20-period Simple Moving Average (SMA) across four key timeframes: 15-minute, 1-hour, 4-hour, and Daily. It's designed to help traders quickly identify trend alignment and potential trading opportunities across multiple timeframes at a glance. It's definitely not perfect but has helped me speed up my backtesting efforts as it's worked well for me eliminating flipping back and forth between timeframes excpet when I have confluence on the table, then I check the HTF.
**How It Works:**
The indicator creates a table overlay on your chart showing three critical metrics for each timeframe:
1. **Price vs SMA (Row 1):** Shows whether price is currently above (bullish) or below (bearish) the 20 SMA
- Green = Price Above SMA
- Red = Price Below SMA
2. **SMA Direction (Row 2):** Indicates the trend direction of the SMA itself over a lookback period
- Green (↗ Rising) = Uptrend
- Red (↘ Falling) = Downtrend
- Gray (→ Flat) = Ranging/Consolidation
3. **Strength (Row 3):** Displays the distance between current price and the SMA in pips
- Purple background = Strong move (>50 pips away)
- Orange background = Moderate move (20-50 pips)
- Gray background = Weak/consolidating (<20 pips)
- Text color: Green for positive distance, Red for negative
**Key Features:**
- **Customizable Table Position:** Place the table anywhere on your chart (9 position options)
- **Adjustable SMA Lengths:** Modify the SMA period for each timeframe independently (default: 20)
- **Direction Lookback Settings:** Fine-tune how far back the indicator looks to determine SMA direction for each timeframe
- **Flat Threshold:** Set the pip threshold for determining when an SMA is "flat" vs trending (default: 5 pips)
- **DXY Optimized:** Calculations are calibrated for the US Dollar Index (1 pip = 0.01)
**Best Use Cases:**
1. **Trend Alignment:** Identify when multiple timeframes align in the same direction for higher probability trades
2. **Divergence Spotting:** Detect when lower timeframes diverge from higher timeframes (potential reversals)
3. **Entry Timing:** Use lower timeframe signals while higher timeframes confirm overall trend
4. **Strength Assessment:** Gauge how extended price is from the mean (SMA) to avoid overextended entries
**Settings Guide:**
- **SMA Settings Group:** Adjust the SMA period for each timeframe (15M, 1H, 4H, Daily)
- **SMA Direction Group:** Control lookback periods to determine trend direction
- 15M: Default 5 candles
- 1H: Default 10 candles
- 4H: Default 15 candles
- Daily: Default 20 candles
- **Flat Threshold:** Set sensitivity for "flat" detection (lower = more sensitive to ranging markets)
**Trading Strategy Examples:**
1. **Trend Following:** Look for all timeframes showing the same direction (all green or all red)
2. **Pullback Trading:** When Daily/4H are green but 15M/1H show red, wait for lower timeframes to flip green for entry
3. **Ranging Markets:** When multiple SMAs show "flat", consider range-bound strategies
**Important Notes:**
- This is a reference tool only, not a standalone trading system
- Always use proper risk management and combine with other analysis methods
- Best suited for trending instruments like indices and major forex pairs
- Calculations are optimized for DXY but can be used on other instruments (pip calculations may need adjustment)
**Credits:**
Feel free to modify and improve this code! Suggestions for enhancements are welcome in the comments.
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**Installation Instructions:**
1. Add the indicator to your TradingView chart
2. Adjust the table position via settings to avoid overlap with price action
3. Customize SMA lengths and lookback periods to match your trading style
4. Monitor the table for timeframe alignment and trend confirmation
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This indicator is published as open source for the community to learn from and improve upon. Happy trading! 📈
BTC Backwardation SearcherThis Pine Script code is a custom indicator named "BTC Backwardation Searcher" designed for the TradingView platform. The indicator aims to identify and visualize the price difference between two Bitcoin futures contracts: CME:BTC1! and CME:BTC2!.
Here's a breakdown of the code:
1. The script fetches the daily close prices of CME:BTC1! and CME:BTC2! using the security() function.
2. It calculates the percentage price difference between the two contracts using the formula: (btc1Price - btc2Price) / btc2Price * 100.
3. The script also calculates the price difference for the previous two days (2 days ago and 3 days ago) using the same formula.
4. Two conditions are defined:
(1) dailyGreenCondition: If the price difference is greater than or equal to 0.3% for three
consecutive days, including the current day and the previous two days.
(2) dailyRedCondition(commented): If the price difference is less than or equal to -1% for three consecutive days, including the current day and the previous two days.
(I commented it out because I don't think it's useful.)
5. The plotshape() function is used to display green triangles on the chart when the dailyGreenCondition is met, and red triangles when the dailyRedCondition is met. These triangles are displayed on the daily, weekly, and monthly timeframes.
The purpose of this indicator is to help traders identify potential trading opportunities based on the price difference between the two Bitcoin futures contracts. The green triangles suggest a bullish scenario where CME:BTC1! is significantly higher than CME:BTC2!, while the red triangles indicate a bearish scenario where CME:BTC2! is significantly lower than CME:BTC1!.
However, it's important to note that this indicator should be used in conjunction with other technical analysis tools and fundamental analysis. Traders should also consider their risk tolerance, investment goals, and market conditions before making any trading decisions based on this indicator.
HTF Current/Average RangeThe "HTF(Higher Timeframe) Current/Average Range" indicator calculates and displays the current and average price ranges across multiple timeframes, including daily, weekly, monthly, 4 hour, and user-defined custom timeframes.
Users can customize the lookback period, table size, timeframe, and font color; with the indicator efficiently updating on the final bar to optimize performance.
When the current range surpasses the average range for a given timeframe, the corresponding table cell is highlighted in green, indicating potential maximum price expansion and signaling the possibility of an impending retracement or consolidation.
For day trading strategies, the daily average range can serve as a guide, allowing traders to hold positions until the current daily range approaches or meets the average range, at which point exiting the trade may be considered.
For scalping strategies, the 15min and 5min average range can be utilized to determine optimal holding periods for fast trades.
Other strategies:
Intraday Trading - 1h and 4h Average Range
Swing Trading - Monthly Average Range
Short-term Trading - Weekly Average Range
Also using these statistics in accordance with Power 3 ICT concepts, will assist in holding trades to their statistical average range of the chosen HTF candle.
CODE
The core functionality lies in the data retrieval and table population sections.
The request.security function (e.g., = request.security(syminfo.tickerid, "D", , lookahead = barmerge.lookahead_off)) retrieves high and low prices from specified timeframes without lookahead bias, ensuring accurate historical data.
These values are used to compute current ranges and average ranges (ta.sma(high - low, avgLength)), which are then displayed in a dynamically generated table starting at (if barstate.islast) using table.new, with conditional green highlighting when the current range is greater than average range, providing a clear visual cue for volatility analysis.
HMA & D1 crossover FX (Study)Can work on other Forex pairs if change settings: Period
This example tuned for AUDUSD (FX Version)
Enter new order on HMA ( Hull Moving Average ) and D1 ( Daily Candle) crossovers, Exit orders as basket when profit = Your Target Profit
This study version built for users of Alerts. Crossover of HMA and DailyCandle1 (and/or DailyCandle1 cross DailyCandle2) (also possible Price cross HMA)
Composite Time ProfileComposite Time Profile Overlay (CTPO) - Market Profile Compositing Tool
Automatically composite multiple time periods to identify key areas of balance and market structure
What is the Composite Time Profile Overlay?
The Composite Time Profile Overlay (CTPO) is a Pine Script indicator that automatically composites multiple time periods to identify key areas of balance and market structure. It's designed for traders who use market profile concepts and need to quickly identify where price is likely to find support or resistance.
The indicator analyzes TPO (Time Price Opportunity) data across different timeframes and merges overlapping profiles to create composite levels that represent the most significant areas of balance. This helps you spot where institutional traders are likely to make decisions based on accumulated price action.
Why Use CTPO for Market Profile Trading?
Eliminate Manual Compositing Work
Instead of manually drawing and compositing profiles across different timeframes, CTPO does this automatically. You get instant access to composite levels without spending time analyzing each individual period.
Spot Areas of Balance Quickly
The indicator highlights the most significant areas of balance by compositing overlapping profiles. These areas often act as support and resistance levels because they represent where the most trading activity occurred across multiple time periods.
Focus on What Matters
Rather than getting lost in individual session profiles, CTPO shows you the composite levels that have been validated across multiple timeframes. This helps you focus on the levels that are most likely to hold.
How CTPO Works for Market Profile Traders
Automatic Profile Compositing
CTPO uses a proprietary algorithm that:
- Identifies period boundaries based on your selected timeframe (sessions, daily, weekly, monthly, or auto-detection)
- Calculates TPO profiles for each period using the C2M (Composite 2 Method) row sizing calculation
- Merges overlapping profiles using configurable overlap thresholds (default 50% overlap required)
- Updates composite levels as new price action develops in real-time
Key Levels for Market Profile Analysis
The indicator displays:
- Value Area High (VAH) and Value Area Low (VAL) levels calculated from composite TPO data
- Point of Control (POC) levels where most trading occurred across all composited periods
- Composite zones representing areas of balance with configurable transparency
- 1.618 Fibonacci extensions for breakout targets based on composite range
Multiple Timeframe Support
- Sessions: For intraday market profile analysis
- Daily: For swing trading with daily profiles
- Weekly: For position trading with weekly structure
- Monthly: For long-term market profile analysis
- Auto: Automatically selects timeframe based on your chart
Trading Applications for Market Profile Users
Support and Resistance Trading
Use composite levels as dynamic support and resistance zones. These levels often hold because they represent areas where significant trading decisions were made across multiple timeframes.
Breakout Trading
When composite levels break, they often lead to significant moves. The indicator calculates 1.618 Fibonacci extensions to give you clear targets for breakout trades.
Mean Reversion Strategies
Value Area levels represent the price range where most trading activity occurred. These levels often act as magnets, drawing price back when it moves too far from the mean.
Institutional Level Analysis
Composite levels represent areas where institutional traders have made significant decisions. These levels often hold more weight than traditional technical analysis levels because they're based on actual trading activity.
Key Features for Market Profile Traders
Smart Compositing Logic
- Automatic overlap detection using price range intersection algorithms
- Configurable overlap thresholds (minimum 50% overlap required for merging)
- Dead composite identification (profiles that become engulfed by newer composites)
- Real-time updates as new price action develops using barstate.islast optimization
Visual Customization
- Customizable colors for active, broken, and dead composites
- Adjustable transparency levels for each composite state
- Premium/Discount zone highlighting based on current price vs composite range
- TPO aggression coloring using TPO distribution analysis to identify buying/selling pressure
- Fibonacci level extensions with 1.618 target calculations based on composite range
Clean Chart Presentation
- Only shows the most relevant composite levels (maximum 10 active composites)
- Eliminates clutter from individual session profiles
- Focuses on areas of balance that matter most to current price action
Real-World Trading Examples
Day Trading with Session Composites
Use session-based composites to identify intraday areas of balance. The VAH and VAL levels often act as natural profit targets and stop-loss levels for scalping strategies.
Swing Trading with Daily Composites
Daily composites provide excellent swing trading levels. Look for price reactions at composite zones and use the 1.618 extensions for profit targets.
Position Trading with Weekly Composites
Weekly composites help identify major trend changes and long-term areas of balance. These levels often hold for months or even years.
Risk Management
Composite levels provide natural stop-loss levels. If a composite level breaks, it often signals a significant shift in market sentiment, making it an ideal place to exit losing positions.
Why Composite Levels Work
Composite levels work because they represent areas where significant trading decisions were made across multiple timeframes. When price returns to these levels, traders often remember the previous price action and make similar decisions, creating self-fulfilling prophecies.
The compositing process uses a proprietary algorithm that ensures only levels validated across multiple time periods are displayed. This means you're looking at levels that have proven their significance through actual market behavior, not just random technical levels.
Technical Foundation
The indicator uses TPO (Time Price Opportunity) data combined with price action analysis to identify areas of balance. The C2M row sizing method ensures accurate profile calculations, while the overlap detection algorithm (minimum 50% price range intersection) ensures only truly significant composites are displayed. The algorithm calculates row size based on ATR (Average True Range) divided by 10, then converts to tick size for precise level calculations.
How the Code Actually Works
1. Period Detection and ATR Calculation
The code first determines the appropriate timeframe based on your chart:
- 1m-5m charts: Session-based profiles
- 15m-2h charts: Daily profiles
- 4h charts: Weekly profiles
- 1D charts: Monthly profiles
For each period type, it calculates the number of bars needed for ATR calculation:
- Sessions: 540 minutes divided by chart timeframe
- Daily: 1440 minutes divided by chart timeframe
- Weekly: 7 days worth of minutes divided by chart timeframe
- Monthly: 30 days worth of minutes divided by chart timeframe
2. C2M Row Size Calculation
The code calculates True Range for each bar in the determined period:
- True Range = max(high-low, |high-prevClose|, |low-prevClose|)
- Averages all True Range values to get ATR
- Row Size = (ATR / 10) converted to tick size
- This ensures each TPO row represents a meaningful price movement
3. TPO Profile Generation
For each period, the code:
- Creates price levels from lowest to highest price in the range
- Each level is separated by the calculated row size
- Counts how many bars touch each price level (TPO count)
- Finds the level with highest count = Point of Control (POC)
- Calculates Value Area by expanding from POC until 68.27% of total TPO blocks are included
4. Overlap Detection Algorithm
When a new profile is created, the code checks if it overlaps with existing composites:
- Calculates overlap range = min(currentVAH, prevVAH) - max(currentVAL, prevVAL)
- Calculates current profile range = currentVAH - currentVAL
- Overlap percentage = (overlap range / current profile range) * 100
- If overlap >= 50%, profiles are merged into a composite
5. Composite Merging Logic
When profiles overlap, the code creates a new composite by:
- Taking the earliest start bar and latest end bar
- Using the wider VAH/VAL range (max of both profiles)
- Keeping the POC from the profile with more TPO blocks
- Marking the composite as "active" until price breaks through
6. Real-Time Updates
The code uses barstate.islast to optimize performance:
- Only recalculates on the last bar of each period
- Updates active composite with live price action if enabled
- Cleans up old composites to prevent memory issues
- Redraws all visual elements from scratch each bar
7. Visual Rendering System
The code uses arrays to manage drawing objects:
- Clears all lines/boxes arrays on every bar
- Iterates through composites array to redraw everything
- Uses different colors for active, broken, and dead composites
- Calculates 1.618 Fibonacci extensions for broken composites
Getting Started with CTPO
Step 1: Choose Your Timeframe
Select the period type that matches your trading style:
- Use "Sessions" for day trading
- Use "Daily" for swing trading
- Use "Weekly" for position trading
- Use "Auto" to let the indicator choose based on your chart timeframe
Step 2: Customize the Display
Adjust colors, transparency, and display options to match your charting preferences. The indicator offers extensive customization options to ensure it fits seamlessly into your existing analysis.
Step 3: Identify Key Levels
Look for:
- Composite zones (blue boxes) - major areas of balance
- VAH/VAL lines - value area boundaries
- POC lines - areas of highest trading activity
- 1.618 extension lines - breakout targets
Step 4: Develop Your Strategy
Use these levels to:
- Set entry points near composite zones
- Place stop losses beyond composite levels
- Take profits at 1.618 extension levels
- Identify trend changes when major composites break
Perfect for Market Profile Traders
If you're already using market profile concepts in your trading, CTPO eliminates the manual work of compositing profiles across different timeframes. Instead of spending time analyzing each individual period, you get instant access to the composite levels that matter most.
The indicator's automated compositing process ensures you're always looking at the most relevant areas of balance, while its real-time updates keep you informed of changes as they happen. Whether you're a day trader looking for intraday levels or a position trader analyzing long-term structure, CTPO provides the market profile intelligence you need to succeed.
Streamline Your Market Profile Analysis
Stop wasting time on manual compositing. Let CTPO do the heavy lifting while you focus on executing profitable trades based on areas of balance that actually matter.
Ready to Streamline Your Market Profile Trading?
Add the Composite Time Profile Overlay to your charts today and experience the difference that automated profile compositing can make in your trading performance.






















