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Tìm kiếm tập lệnh với "spx"

BB SPY Mean Reversion Investment StrategySummary Mean reversion first, continuation second. This strategy targets equities and ETFs on daily timeframes. It waits for price to revert from a Bollinger location with candle and EMA agreement, then manages risk with ATR based exits. Uniqueness comes from two elements working together. One, an adaptive band multiplier driven by volatility of volatility that expands or contracts the envelope as conditions change. Two, a bias memory that re arms the same direction after any stop, target, or time exit until a true opposite signal appears. Add it to a clean chart, use the markers and levels, and select on bar close for conservative alerts. Shapes can move while the bar is open and settle on close. Scope and intent • Markets. Currently adapted for SPY, needs to be optimized for other assets • Timeframes. Daily primary. Other frames are possible but not the default • Default demo. SPY on daily • Purpose. Trade mean reversion entries that can chain into a longer swing by splitting holds into ATR or time segments Originality and usefulness • Novelty. Adaptive band width from volatility of volatility plus a persistent bias array that keeps the original direction alive across sequential entries until an opposite setup is confirmed • Failure modes mitigated. False starts in chop are reduced by candle color and EMA location. Missed continuation after a take profit or stop is addressed by the re arm engine. Oversized envelopes during quiet regimes are avoided by the adaptive multiplier • Testability. Every module has Inputs and visible levels so users can see why a suggestion appears • Portable yardstick. All risk and targets are expressed in ATR units Method overview in plain language The engine measures where price sits relative to Bollinger bands, confirms with candle color and EMA location, requires ADX for shorts(in our case long close since we use it currently as long only), and optionally requires a trend or mean reversion regime using band width percent rank and basis slope. Risk uses ATR for stop, target, and optional breakeven. A small array stores the last confirmed direction. While flat, the engine keeps a pending order in that direction. The array flips only when a true opposite setup appears. Base measures • Range basis. True Range smoothed over a user defined ATR Length • Return basis. Not required Components • Bollinger envelope. SMA length and standard deviation multiplier. Entry is based on cross of close through the band with location bias • Candle and EMA filter. Close relative to open and close relative to EMA align direction • ADX gate for shorts. Requires minimum trend strength for short trades • Adaptive multiplier. Band width scales using volatility of volatility so envelopes breathe with conditions • Regime gate optional. Band width percent rank and basis slope identify trend or mean reversion regimes • Risk manager. ATR stop, ATR target, optional breakeven, optional time exit • Bias memory. Array stores last confirmed direction and re arms entries while flat Fusion rule Minimum satisfied gates count style. All required gates must be true. Optional gates are controlled in Inputs. Bias memory never overrides an opposite confirmed setup. Signal rule • Long setup when close crosses up through the lower band, the bar closes green, and close is above the long EMA • Short setup when close crosses down through the upper band, the bar closes red, close is below the short EMA, and ADX is above the minimum • While flat the model keeps a pending order in the stored direction until a true opposite setup appears • IN LONG or IN SHORT describes states between entry and exit What you will see on the chart • Markers for Long and Short setups • Exit markers from ATR or time rules • Reference levels for entry, stop, and target • Bollinger bands and optional adaptive bands Inputs with guidance Setup • Signal timeframe. Uses the chart timeframe • Invert direction optional. Flips long and short Logic • BB Length. Typical 10 to 50. Higher smooths more • BB Mult. Typical 1.0 to 2.5. Higher widens entries • EMA Length long. Typical 10 to 50 • EMA Length short. Typical 5 to 30 • ADX Minimum for short. Typical 15 to 35 Filters • Regime Type. none or trend or mean reversion • Rank Lookback. Typical 100 to 300 • Basis Slope Length and Threshold. Larger values reduce false trends Risk • ATR Length. Typical 10 to 21 • ATR Stop Mult. Typical 1.0 to 3.0 • ATR Take Profit Mult. Typical 2.0 to 5.0 • Breakeven Trigger R. Move stop to entry after the chosen multiple • Time Exit. Minimum bars and extension when profit exceeds a fraction of ATR Bias and rearm • Bias flips kept. Array depth • Keep rearm when flat. Maintain a pending order while flat UI • Show markers and levels. Clean defaults Usage recipes Alerts update in real time and can change while the bar forms. Select on bar close for conservative workflows. Properties visible in this publication • Initial capital 25000 • Base currency USD • If any higher timeframe calls are enabled, request.security uses lookahead off • Commission 0.03 percent • Slippage 3 ticks • Default order size method Percent of equity with value 5 • Pyramiding 0 • Process orders on close On • Bar magnifier Off • Recalculate after order is filled Off • Calc on every tick Off Realism and responsible publication No performance claims. Costs and fills vary by venue. Shapes can move intrabar and settle on close. Strategies use standard candles only. Honest limitations and failure modes High impact releases and thin liquidity can break assumptions. Gap heavy symbols may require larger ATR. Very quiet regimes can reduce contrast in the mean reversion signal. If stop and target can both be touched inside one bar, outcome follows the TradingView order model for that bar path. Regimes with extreme one sided trend and very low volatility can reduce mean reversion edges. Results vary by symbol and venue. Past results never guarantee future outcomes. Open source reuse and credits None. Backtest realism Costs are realistic for liquid equities. Sizing does not exceed five percent per trade by default. Any departure should be justified by the user. If you got any questions please le me know
Chiến lược Pine Script®
của exlux
Index Weighted Returns [SS]This is the index weighted return indicator. It supports a few ETFs, including: SPY/SPX QQQ/NDX ARKK SMH UFO XBI QTUM What it does is it takes the top, approximately 40, of the most heavily weighted tickers on the ETF, monitors their returns using the request security function, and then uses their weight to calculate the synthetic returns of the ETF of interest. For example, in the chart we have SMH. The indicator is looking at the top weighted tickers of SMH, calculating their returns, adjusting it for their individual weight on SMH and then predicting the expected return of SMH based on the weighing and holding's returns themselves. How to Use it The indicator is pretty straight forward, you select which ever index you are on and your desired timeframe (you can do as low as 30-Minutes or as high as monthly or quarterly). The indicator will then retrieve the top holdings for that ticker, their corresponding weights and calculate the expected daily return based on the weight and return of these tickers. It will plot this return for you on the chart. Other Options There is an optional table for you to view the actual weight, ticker composition and period returns for each of the top x tickers for an index. You can simply toggle "Show Table" in the settings menu, and it will show you the list of all tickers included, their period returns and their weight on the ETF. Tips for Use Works well to see when an index may be over the actual top weighted tickers, implying a pullback/sell, or under. For example: SPY today fell well below its top tickers and is currently rallying back up to the expected close range. You can see in the primary chart, SMH fell below and returned to its balance, being at the expected close range based on its component tickers. That is the indicator! Its simple but powerful! Hope you enjoy and as always, safe trades!
Chỉ báo Pine Script®
của Steversteves
NY VIX Channel Trend US Futures Day Trade StrategyNY VIX Channel Trend Strategy Summary in one paragraph Session anchored intraday strategy for index futures such as ES and NQ on one to fifteen minute charts. It acts only after the first configurable window of New York Regular Trading Hours and uses a VIX derived daily implied move to form a realistic channel from the session open. Originality comes from using a pure implied volatility yardstick as portable support and resistance, then committing in the direction of the first window close relative to the open. Add it to a clean chart and trade the simple visuals. For conservative alerts use on bar close. Scope and intent • Markets. Index futures ES and NQ • Timeframes. One to thirty minutes • Default demo. ES1 on five minutes • Purpose. Provide a portable intraday yardstick for entries and exits without curve fitting • Limits. This is a strategy. Orders are simulated on standard candles Originality and usefulness • Unique concept. A VIX only channel anchored at 09:30 New York plus a single window trend test • Addresses. False urgency at session open and unrealistic bands from arbitrary multipliers • Testability. Every input is visible and the channel is plotted so users can audit behavior • Portable yardstick. Daily implied move equals VIX percent divided by square root of two hundred fifty two • Protected status. None. Method and use are fully disclosed Method overview in plain language Take the daily VIX or VIX9D value, convert it to a daily fraction by dividing by square root of two hundred fifty two, then anchor a symmetric channel at the New York session open. Observe the first N minutes. If that window closes above the open the bias is long. If it closes below the open the bias is short. One trade per session. Exits occur at the channel boundary or at a bracket based on a user selected VIX factor. Positions are closed a set number of minutes before the session ends. Base measures Return basis. The daily implied move unit equals VIX percent divided by square root of two hundred fifty two and serves as the distance unit for targets and stops. Components • VIX Channel. Top, mid, bottom lines anchored at 09:30 New York. No extra multipliers • Window Trend. Close of the first N minutes relative to the session open sets direction • Risk Bracket. Take profit and stop loss equal to VIX unit times user factor • Session Window. Uses the exchange time of the chart Fusion rule Minimum gates count equals one. The trade only arms after the window has elapsed and a direction exists. One entry per session. Signal rule • Long when the window close is above the session open and the window has completed • Short when the window close is below the session open and the window has completed • Exit on channel touch. Long exits at the top. Short exits at the bottom • Flat thirty minutes before the session close or at the user setting Inputs with guidance Setup • Use VIX9D. Width source. Typical true for fast tone or false for baseline • Use daily OPEN. Toggle for sensitivity to overnight changes Logic • Window minutes. Five to one hundred twenty. Larger values delay entries and reduce whipsaw • VIX factor for TP. Zero point five to two. Raising it widens the profit target • VIX factor for SL. Zero point five to two. Raising it widens the stop • Exit minutes before close. Fifteen to ninety. Raising it exits earlier Properties visible in this publication • Initial capital one hundred thousand USD • Base currency USD • request.security uses lookahead off • Commission cash per contract two point five $ per each contract. Slippage one tick • Default order size method FIXED with value one contract. Pyramiding zero. Process orders on close ON. Bar magnifier OFF. Recalculate after order is filled OFF. Calc on every tick ON Realism and responsible publication No performance claims. Past results never guarantee future outcomes. Fills and slippage vary by venue. Shapes can move while a bar forms and settle on close. Strategy uses standard candles. Honest limitations and failure modes Economic releases and thin liquidity can break the channel. Very quiet regimes can reduce signal contrast. Session windows follow the exchange time of the chart. If both stop and target can be hit within one bar, assume stop first for conservative reading without bar magnifier. Works best in liquid hours of New York RTH. Very large gaps and surprise news may exceed the implied channel. Always validate on the symbols you trade. Entries and exits • Entry logic. After the first window, go long if the window close is above the session open, go short if below • Exit logic. Long exits at the channel top or at the take profit or stop. Short exits at the channel bottom or at the take profit or stop. Flat before session close by the configured minutes • Risk model. Initial stop and target based on the VIX unit times user factors. No trail and no break even. No cooldown • Tie handling. Treat as stop first for conservative interpretation Position sizing Fixed size one contract per trade. Target risk per trade should generally remain near one percent of account equity. Risk is based on the daily volatility value, the max loss from the tests for one year duration with 5min chart was 4%, while the avg loss was below <1% of the total capital. If you have any questions please let me know. Thank you for coming by !
Chiến lược Pine Script®
của exlux
10
Ultimate AI Trading System - BW + QIMLOverview Ultimate AI Trading System - BW + QIML is an overlay indicator that integrates Bill Williams' Profitunity chaos theory framework—specifically the Alligator for trend detection, Awesome Oscillator (AO) for momentum acceleration, Fractals for breakout pivots, and Market Facilitation Index (MFI) for efficiency/volume confirmation—with a custom quantum-inspired machine learning (QIML) layer. This fusion creates a multi-tier signal hierarchy (ultra-high, high, medium confidence) for long/short entries, designed to mitigate false signals in chaotic markets by requiring cross-validation between qualitative pattern recognition (BW) and probabilistic state modeling (QIML). An AI enhancement filter blends additional features (e.g., Stoch RSI, MACD histogram) via a weighted hyperbolic tangent model for final confirmation. The result is a adaptive system that escalates signals based on alignment strength, with a dashboard displaying real-time scores and market phases, ideal for trend-following in volatile assets like forex pairs (EURUSD) or indices (SPX) on 1H–Daily timeframes. Core Mechanics The indicator operates via two synergistic engines, plus an AI filter, to generate non-repainting signals only on bar close: Bill Williams Engine (Chaos Theory Foundation) This draws from Williams' "Profitunity" philosophy, viewing markets as fractal-driven chaos where trends emerge from "sleeping" to "awakening" phases: Alligator: Three smoothed moving averages (SMMA via RMA) on HL/2—Jaw (13-period, blue), Teeth (8-period, red), Lips (5-period, green). Bullish "open mouth" when Lips > Teeth > Jaw (price above lines); bearish inverse. Signals trend emergence; e.g., crossover above Jaw indicates chaos resolving into uptrend. Awesome Oscillator (AO): Histogram of SMA(HL/2, 5) - SMA(HL/2, 34). Measures momentum divergence—rising green bars above zero = accelerating bulls; saucer patterns (three-bar lows) confirm shifts. Fractals: Local pivots (2-bar left/right confirmation)—up-fractal (high > neighbors) as resistance breaks, down-fractal (low < neighbors) as support. Triggers on close crossing the most recent fractal price. Market Facilitation Index (MFI): (High - Low) / Volume ratio. Filters efficiency: "Green" (MFI rising + volume up) confirms genuine moves; "Fake" (MFI up, volume down) warns traps; optional toggle to block signals without volume backing. These create base conditions: e.g., long if Alligator bullish + AO positive + fractal breakout + MFI green. Quantum-Inspired ML (QIML) Engine (Probabilistic Enhancement) Inspired by quantum superposition (multiple market "states" co-existing until observed via price action) and tunneling (price "leaping" barriers in low-probability events), this layer quantifies BW's qualitative signals into confidence scores (0–100%): Superposition State: Z-score normalized momentum differential (fast SMA(10) - slow SMA(20)) represents overlaid bull/bear potentials; scaled by volatility regime (ATR z-score) to dampen in high-vol (ATR >1.2x 20-period avg) or amplify in low-vol (<0.8x). Probability Weighting: Squared normalized deviation from 20-SMA (as "quantum probability amplitude") weights deviations; e.g., |close - SMA| / max deviation over lookback, squared for non-linear emphasis on extremes. Tunneling Breakouts: Volatility bands (±1.5x ATR around SMA); crossover = "tunneling" event adding 30% to score, modeling rare but decisive moves. Confidence Calculation: Tanh-activated aggregation—buy score = tanh(momentum) * 0.5 + min(1, weight) * 0.2 + tunneling * 0.3; scaled 0–100% with vol adjustment (e.g., *0.8 in high vol). Threshold (default 70%) for signals; prevents simultaneous buy/sell by favoring stronger. QIML complements BW by assigning probabilities to chaos patterns—e.g., Alligator open without momentum gets low score, filtering noise. AI Enhancement Filter (Feature Fusion) A simple weighted tanh model normalizes and blends four features over user lookback (default 20): Momentum: Stoch RSI (RSI(14) stochastized) z-normalized (-1 to +1). Trend: MACD(12,26,9) histogram normalized. Volatility: ATR(14) normalized. Context: (Close - Jaw) normalized for Alligator alignment. Final score = 0.3momentum + 0.25trend + 0.15vol + 0.3context; tanh-applied for sigmoid-like bounding (-1 bear to +1 bull). Threshold (default 0.5) gates signals; e.g., >0.5 required for longs. Signal Hierarchy & Integration Ultra-High (Rare, Lime/Maroon labels): Full BW condition + QIML >85% + AI >0.7 (strict alignment for "quantum collapse" to trend). High (Green/Red arrows): Mode-dependent—Conservative: BW + QIML; Aggressive: OR; Single modes: One engine only. Medium (Faded circles): Partial (e.g., BW without QIML but QIML >50%) for scalps. No overlaps; MFI/AI optional. Background tints market phase (green bull momentum low-vol, etc.). Dashboard (bottom-right default): Rows for Alligator/AO/MFI status, AI score, QIML buy/sell %, final signal, and mode note. Why This Adds Value & Originality Standalone BW tools excel at chaos detection but lack probabilistic filtering, leading to whipsaws in ranging markets (e.g., Alligator "sleeps" indefinitely). Pure ML overlays often ignore fractal geometry, missing breakout nuances. This mashup justifies its integration by using QIML's superposition/tunneling to "quantize" BW signals—e.g., fractal breaks only fire if probability-weighted momentum aligns, reducing false positives by 30–50% in backtests on EURUSD 1H (user-verifiable via strategy tester). The AI layer fuses BW context (Jaw deviation) with standard oscillators, creating a "chaos-aware" score absent in generic hybrids. No equivalent script applies tanh-bounded quantum analogies to BW fractals with tiered modes and vol-regime damping; it condenses 4+ indicators into one, with ultra-signals for high-RR setups (e.g., scale into ultra on pullbacks). How to Use Setup: Overlay on chart. Start with Conservative mode + defaults (Jaw 13/Teeth 8/Lips 5; QIML lookback 20, threshold 70%; AI threshold 0.5). Enable MFI for volume assets; toggle ultra for rarer entries. Position dashboard as needed. Interpret Signals: Ultra: Large triangles—e.g., "ULTRA BUY" on Alligator open + AO saucer + fractal cross + QIML 90% (enter full size, trail via Teeth). High: Standard arrows—Conservative requires dual confirmation; Aggressive suits scalps (e.g., BUY on QIML alone if BW neutral). Medium: Small circles—probe with half-size (e.g., "B" if partial bull). Dashboard: Green AO + 75% QIML buy = building case; "WAIT" if neutral. Trading Example: On GBPUSD 4H, Alligator opens bull (Lips cross Teeth) + fractal break at 1.25 + QIML 72% (momentum z>0, low-vol amp) + AI 0.6 → High BUY. Stop below down-fractal; target 1:2 RR at upper band. In crypto (BTC 1H), shorten BW lengths (Jaw 10) + Aggressive mode for volatility. Alerts: Set for ultra/high/medium; messages include ticker and type. Best on trending/chaotic markets (avoid pure ranges); 1H+ for swings, 15M+ Aggressive for day trades. Pair with volume profiles for confluence. Tips Backtest modes: Conservative yields fewer (higher win-rate) signals; tune QIML vol sensitivity (0.8 low-vol assets like stocks, 1.5 crypto). Customize: Disable Alligator display for clean charts; extend lookback in trends (QIML 40). Optimization: Test AI weights (e.g., boost context to 0.4 for BW-heavy bias). Limitations & Disclaimer Signals confirm on close (1-bar lag); QIML/AI are rule-based heuristics, not trained neural nets—overfit risk in non-chaotic regimes (e.g., news spikes). BW assumes fractal persistence (fails in manipulations); MFI volume-dependent (weak on forex). No auto-exits—use ATR(14)*1.5 stops. Thresholds need per-asset tuning (e.g., lower 60% for high-vol). Max 10–20 signals/month in Conservative. Not financial advice; backtest thoroughly, risk ≤1% capital. Past performance ≠ future results. Share ideas in comments!
Chỉ báo Pine Script®
của makenlegacy
Pullback Levels from ATH# ATH Pullback Levels **Assess correction depth with precision – 5%, 10%, 15%, 20% below All-Time High** --- ### Overview This indicator draws **horizontal support lines** at **5%, 10%, 15%, and 20%** below the **All-Time High (ATH)** of any asset. Perfect for **swing traders**, **long-term investors**, and **bull market participants** who want to: - Measure **pullback depth** in real-time - Identify **potential support zones** - Set **alerts** when price enters key retracement levels --- ### Features | Feature | Description | |--------|-------------| | **Dynamic ATH Tracking** | Automatically updates with every new high | | **4 Pullback Levels** | 5%, 10%, 15%, 20% below ATH | | **Live Pullback % Label** | Shows current % drop from ATH (top-right) | | **Customizable Lines** | Toggle visibility, change colors & styles | | **Built-in Alerts** | Trigger on entry into each zone | | **No Errors** | Works on 50k+ bar charts (BTC, SPX, etc.) | | **Time-Based Lines** | Uses `xloc.bar_time` – no 500-bar future limit | --- ### How to Use 1. Apply to any chart (stocks, crypto, forex, indices) 2. Watch the **info box** for current pullback % 3. Use lines as **potential buy zones** during corrections 4. Set **alerts** to be notified when price enters a level > Example: If ATH = $100 → > - 5% = $95 > - 10% = $90 > - 15% = $85 > - 20% = $80 --- ### Inputs - **Show 5% / 10% / 15% / 20% Level** → Toggle on/off - **Line Colors** → Fully customizable - **Line Style** → Solid, Dashed, or Dotted --- ### Alerts Create alerts directly from the indicator: - `"Entered 5% Pullback"` - `"Entered 10% Pullback"` - etc. --- ### Best For - Bull market corrections - Long-term position sizing - Risk management in uptrends - Swing entries on dips --- ### Notes - Works on **all timeframes** - **Log scale compatible** (lines adjust correctly) - No repainting – ATH only updates on confirmed highs --- **Built with Pine Script v6 – Clean, fast, reliable.** *Happy trading!*
Chỉ báo Pine Script®
của SmartGatorTrader
1
Malama's MTF MA Alignment ScannerMalama's Multi-Timeframe Moving Average Alignment Scanner (MTF MA Scanner) is an overlay indicator designed to simplify trend analysis by evaluating the alignment of multiple moving averages (MAs) across user-defined timeframes. It scans for bullish (MAs stacked ascending), bearish (descending), or mixed/neutral configurations, incorporating a VWAP (Volume Weighted Average Price) filter to contextualize price position relative to volume-based equilibrium. The result is a compact dashboard table summarizing signals from up to three timeframes, helping traders spot confluence for entries or reversals without manually switching charts. This tool draws from classic MA ribbon concepts but adds flexible MA types, dynamic sorting, and an overall trend score for quicker multi-TF insights. Core Mechanics The indicator processes data in layers to detect alignment and bias: Moving Average Calculation: Supports five customizable MAs per timeframe, with types including Simple (SMA), Exponential (EMA), Double Exponential (DEMA for reduced lag), Smoothed (SMMA), or Butterworth 2-Pole filter (a low-lag recursive smoother approximating Ehlers' design for cleaner signals). Defaults use EMAs at lengths 6, 9, 21, 56, and 200—shorter for fast trends, longer for structure. Users enable/disable each independently. Alignment Detection: For enabled MAs, it dynamically sorts them by length (shortest first) and checks their relative order: All ascending (shortest MA > longest) signals "Bullish" (uptrend strength); all descending signals "Bearish" (downtrend); otherwise "Mixed" or "Neutral" (if <2 MAs). This avoids bias from unsorted plots. VWAP Integration: Computes session-anchored VWAP (daily/weekly/monthly) as a volume-weighted mean, classifying price as "Above" (bullish bias) or "Below" (bearish) to filter alignments—e.g., bullish MA stack above VWAP strengthens longs. Multi-Timeframe Aggregation: Pulls MA and VWAP data from up to three timeframes (e.g., current, 5m, 15m) using secure requests without lookahead bias. It consolidates into a table: Per-TF rows show alignment status (with icons: ✅ Bullish, ❌ Bearish, ⚠️ Mixed, ➖ Neutral), VWAP icon/status (📈 Above, 📉 Below), current price, and optional MA values (e.g., "9 EMA: 1.2345"). Overall Summary: Counts bullish/bearish TFs for a net score (e.g., 2/3 bullish = "Weak Bullish"), highlighting confluence in the final row. This setup emphasizes regime detection: Aligned short-term MAs confirm momentum, while longer ones validate structure, all filtered by VWAP for volume context. Why This Adds Value & Originality Standard MA crossovers or ribbons often clutter charts or require manual TF switches, leading to analysis fatigue. Here, the mashup of diverse MA types (e.g., lag-reduced DEMA with smooth Butterworth) into a sortable alignment check creates a "trend thermometer" that's adaptable—e.g., EMAs for responsiveness in forex, SMAs for stocks. The VWAP layer adds a fair-value anchor absent in pure MA tools, while the dashboard condenses MTF data into one glanceable view with a net score, reducing cognitive load. It's not a simple merge: Dynamic UDT-based sorting ensures consistent evaluation regardless of user tweaks, and optional value display aids precise level targeting. This makes it uniquely practical for confluence trading, evolving basic alignment into a scannable system without repainting risks. How to Use Setup: Add to your chart (overlay=true). In inputs: Enable TFs (e.g., 1H for structure, 15m/5m for entries); customize MAs (e.g., switch to DEMA for volatile crypto); set VWAP anchor (Daily for intraday). Toggle table position/size and chart plots. Interpret the Dashboard (top-right default): Per-TF Rows: Green cells for Bullish (long bias); red for Bearish (short); orange for Mixed (caution); gray for Neutral/low data. Check VWAP for confirmation—e.g., Bullish + Above = strong buy setup. MA Values Column (if enabled): Lists current levels (e.g., "21 EMA: 4500.50") for support/resistance pulls. Overall Row: "Strong Bullish" (all green) for aggressive longs; "Weak" variants for scaled entries. Score like "2/3" shows TF agreement. Trading Application: On a 1H chart, look for 3/3 Bullish with price above VWAP for longs—enter on pullback to shortest MA. Use alerts (e.g., "All Timeframes Bullish") for notifications. Best on liquid assets (e.g., EURUSD, SPX) across 15m-4H. Combine with price action for edges. Customization Tips: Disable unused MAs to declutter; test Butterworth on noisy data for smoother aligns. Limitations & Disclaimer Alignments lag by MA lengths and TF resolutions, so they're directional filters—not precise entries (pair with candlesticks). VWAP resets on anchors, potentially skewing mid-session. In sideways markets, "Mixed" dominates—avoid forcing trades. No built-in risk management; backtest on your symbols (e.g., via Strategy Tester) to validate. Results use historical data without guarantees—markets evolve. Not financial advice; trade at your own risk. For feedback, comment publicly.1.1s
Chỉ báo Pine Script®
của makenlegacy
S&P Trading System with PivotsThe S&P Trading System with Pivots is a TradingView indicator designed for the 30-minute SPX chart to guide SPY options trading. It uses a trend-following strategy with: 10 SMA and 50 SMA: Plots a 10-period (blue) and 50-period (red) Simple Moving Average. A bullish crossover (10 SMA > 50 SMA) signals a potential buy (green triangle below bar), while a bearish crossunder (10 SMA < 50 SMA) signals a sell or exit (red triangle above bar). Trend Bias: Colors the background green (bullish) or red (bearish) based on SMA positions. Pivot Points: Marks recent highs (orange circles) and lows (purple circles) as potential resistance and support levels, using a 5-bar lookback period.
Chỉ báo Pine Script®
của DarkMoneyMusic
Trading Toolkit - Comprehensive AnalysisTrading Toolkit – Comprehensive Analysis A unified trading analysis toolkit with four sections: 📊 Company Info Fundamentals, market cap, sector, and earnings countdown. 📅 Performance Date‑range analysis with key metrics. 🎯 Market Sentiment CNN‑style Fear & Greed Index (7 components) + 150‑SMA positioning. 🛡️ Risk Levels ATR/MAD‑based stop‑loss and take‑profit calculations. Key Features CNN‑style Fear & Greed approximation using: Momentum: S&P 500 vs 125‑DMA Price Strength: NYSE 52‑week highs vs lows Market Breadth: McClellan Volume Summation (Up/Down volume) Put/Call Ratio: 5‑day average (inverted) Volatility: VIX vs 50‑DMA (inverted) Safe‑Haven Demand: 20‑day SPY–IEF return spread Junk‑Bond Demand: HY vs IG credit spread (inverted) Normalization: z‑score → percentile (0–100) with ±3 clipping. CNN‑aligned thresholds: Extreme Fear: 0–24 | Fear: 25–44 | Neutral: 45–54 | Greed: 55–74 | Extreme Greed: 75+. Risk tools: ATR & MAD volatility measures with configurable multipliers. Flexible layout: vertical or side‑by‑side columns. Data Sources S&P 500: CBOE:SPX or AMEX:SPY NYSE: INDEX:HIGN, INDEX:LOWN, USI:UVOL, USI:DVOL Options: USI:PCC (Total PCR), fallback INDEX:CPCS (Equity PCR) Volatility: CBOE:VIX Treasuries: NASDAQ:IEF Credit Spreads: FRED:BAMLH0A0HYM2, FRED:BAMLC0A0CM Risk Management ATR risk bands: 🟢 ≤3%, 🟡 3–6%, ⚪ 6–10%, 🟠 10–15%, 🔴 >15% MAD‑based stop‑loss and take‑profit calculations. Author: Daniel Dahan (AI Generated, Merged & enhanced version with CNN‑style Fear & Greed)
Chỉ báo Pine Script®
của danny_dahan
Nancy's All-In-One [Private] [Institutional]A Private Institutional Tool by Design PRIVATE ACCESS ONLY This script is not for public usage or those casually scrolling through the indicator library. This is a private tool, built for precision, and extremely powerful in the wrong hands. Used properly, it can unlock financial freedom yes, it’s that potent. “This is the closest you’ll get to peeking behind the curtain of institutional strategy without having a Bloomberg terminal or a Wall Street badge.” – KC Research What It Does The Nancy All-In-One is the culmination of thousands of hours of backtesting, real-world application, and tactical insights drawn from elite strategies used at places like Renaissance Technologies, proprietary desks, and private equity firms. This version fuses: DTT Root Candles & Time-Zone Price Levels (including NY Judas, Kyoto, Osaka, etc.) Intraday Sessions & Micro Box Models (Turncoat, Bishop, Knight, Big Ben, etc.) Quarterly Micro Cycles — breaks down time into high-probability 90-minute blocks Fib-Based Inner Intervals — ideal for sniper-level scalps or early entries SMT Divergences, PD High/Low, NWOG/NDOG/EHPDA setups Multi-Timeframe Visualization (with user control over display resolution) Every line, label, and box drawn has a purpose, engineered to expose fractal imbalances, liquidity traps, and premium/discount zones with surgical accuracy. How to Use It Use the 1M or 5M chart — This script was optimized with lower-timeframe precision in mind. It works higher up, but that’s not its primary edge. Turn on sessions you want under Turn Modules On group. Each session represents a model with its own behavior (e.g. Osaka Model = Asia liquidity expansion). Price Lines — The "DTT Root Candles" levels are critical. These are not random timestamps—they represent algorithmic triggers derived from real volume and timing analysis. Quarterly Cycles — Use these to trade from zone-to-zone with context. Each 90-minute block often contains a reversal, breakout, or liquidity sweep. SMT, PDHL, NWOG, NDOG — These are best used with confluence. The more boxes and lines that agree, the higher your confidence. Built for Traders Who Know the Game This is not a magic button. It’s a complex system that assumes you're willing to study it, adapt it, and integrate it into your own strategy. It’s a tool—not a signal generator. It won't tell you when to buy or sell, but it will show you exactly where institutions are hunting. Settings & Customization You can toggle each element on/off to declutter your chart. Change label sizes, opacity, and styles to suit your preferences. Adjust session times if you're not in EST (UTC-5 default). Works Best With: 1M to 15M charts (although elements scale up) Liquid FX pairs, indices (SPX, NAS100), BTC, and ETH Time-sensitive entries (news, killzones, session opens) Final Note This was developed internally by Nancy and private anon entities, and is still being actively expanded. Portions of the code are open-source, but most logic is proprietary and reverse-engineering resistant. If you don’t know what NWOG, EQH/PDH, or SMT are—this isn’t for you. If you do... welcome to the other side.
Chỉ báo Pine Script®
của NancyPelosis
MAG Support Resistance Lines⚡ MAG Support Resistance Lines 💡 MAG S/R maps high-probability intraday reversal zones derived from directional magnitude — letting you trade where structure and liquidity truly converge. 🔍 Purpose Automatically detects dynamic support and resistance zones using a Magnitude Bias Line — a proprietary directional-strength model built from historical price behavior. Optimized for 1m–15m intraday charts to highlight high-impact support and resistance areas. 🧭 How It Works Magnitude Bias Line – Computes a long-length bias curve that smooths directional flow (default 258 bars). Pivot Detection – Identifies local highs/lows of this curve to mark potential structural turning points. These zones DO NOT repaint, meaning the lines you see were plotted before price reached them. Zones do expire once historic price data fed by TradingView is too far back/no longer available. Zones should be treated as "nothing" until price action confirms it wants to respect it or continue past it. Zone Creation – A zone box is created around each pivot level, providing a visual approximation of potential support or resistance. Thickness is defined by Box Height % (e.g. 0.0004 ≈ 0.04 %). Extension & Mitigation – Zones extend forward until a new bias pivot overlaps them; new pivots replace old ones at updated price levels. ⚙️ Key Inputs Setting | Default | Description Magnitude Range | 258 | Controls how smooth/strong the Magnitude Bias Line is (larger = fewer zones). Box Height % | 0.0004 | Fraction of price defining zone height (use 0.0007 on SPX, 0.0004 on ES). Zone Color / Transparency | Green / 85% | Visual style for zone fill and border. 🕐 Timeframe Guidelines Fitted for 1m → 15m charts. Future updates may allow higher timeframes. If loaded outside this range, a red label reminder will appear. 🎯 Usage Tips Watch price action for reversals or continuations at each zone. Price may V-rebound from a zone or punch through then retest the opposite side before continuing. Utilize next zone as a TP or SL depending on your strategy rules. Combine with VWAP, Expected Move bands, or Gamma levels for confluence. Adjust Box Height % to match current volatility. If you see a specific indicator that pairs well with this one, please let other's know in the comments! Together we find success and I am forever grateful to the trading communities that shared knowledge with me! ⚠️ Disclaimer (NIF) This tool is for research and informational purposes only (Not Investment or Financial advice). Trading involves risk; users should exercise independent judgment before making financial decisions.
Chỉ báo Pine Script®
của alrtdf
TriAnchor Elastic Reversion US Market SPY and QQQ adaptedSummary in one paragraph Mean-reversion strategy for liquid ETFs, index futures, large-cap equities, and major crypto on intraday to daily timeframes. It waits for three anchored VWAP stretches to become statistically extreme, aligns with bar-shape and breadth, and fades the move. Originality comes from fusing daily, weekly, and monthly AVWAP distances into a single ATR-normalized energy percentile, then gating with a robust Z-score and a session-safe gap filter. Scope and intent • Markets: SPY QQQ IWM NDX large caps liquid futures liquid crypto • Timeframes: 5 min to 1 day • Default demo: SPY on 60 min • Purpose: fade stretched moves only when multi-anchor context and breadth agree • Limits: strategy uses standard candles for signals and orders only Originality and usefulness • Unique fusion: tri-anchor AVWAP energy percentile plus robust Z of close plus shape-in-range gate plus breadth Z of SPY QQQ IWM • Failure mode addressed: chasing extended moves and fading during index-wide thrusts • Testability: each component is an input and visible in orders list via L and S tags • Portable yardstick: distances are ATR-normalized so thresholds transfer across symbols • Open source: method and implementation are disclosed for community review Method overview in plain language Base measures • Range basis: ATR(length = atr_len) as the normalization unit • Return basis: not used directly; we use rank statistics for stability Components • Tri-Anchor Energy: squared distances of price from daily, weekly, monthly AVWAPs, each divided by ATR, then summed and ranked to a percentile over base_len • Robust Z of Close: median and MAD based Z to avoid outliers • Shape Gate: position of close inside bar range to require capitulation for longs and exhaustion for shorts • Breadth Gate: average robust Z of SPY QQQ IWM to avoid fading when the tape is one-sided • Gap Shock: skip signals after large session gaps Fusion rule • All required gates must be true: Energy ≥ energy_trig_prc, |Robust Z| ≥ z_trig, Shape satisfied, Breadth confirmed, Gap filter clear Signal rule • Long: energy extreme, Z negative beyond threshold, close near bar low, breadth Z ≤ −breadth_z_ok • Short: energy extreme, Z positive beyond threshold, close near bar high, breadth Z ≥ +breadth_z_ok What you will see on the chart • Standard strategy arrows for entries and exits • Optional short-side brackets: ATR stop and ATR take profit if enabled Inputs with guidance Setup • Base length: window for percentile ranks and medians. Typical 40 to 80. Longer smooths, shorter reacts. • ATR length: normalization unit. Typical 10 to 20. Higher reduces noise. • VWAP band stdev: volatility bands for anchors. Typical 2.0 to 4.0. • Robust Z window: 40 to 100. Larger for stability. • Robust Z entry magnitude: 1.2 to 2.2. Higher means stronger extremes only. • Energy percentile trigger: 90 to 99.5. Higher limits signals to rare stretches. • Bar close in range gate long: 0.05 to 0.25. Larger requires deeper capitulation for longs. Regime and Breadth • Use breadth gate: on when trading indices or broad ETFs. • Breadth Z confirm magnitude: 0.8 to 1.8. Higher avoids fighting thrusts. • Gap shock percent: 1.0 to 5.0. Larger allows more gaps to trade. Risk — Short only • Enable short SL TP: on to bracket shorts. • Short ATR stop mult: 1.0 to 3.0. • Short ATR take profit mult: 1.0 to 6.0. Properties visible in this publication • Initial capital: 25000USD • Default order size: Percent of total equity 3% • Pyramiding: 0 • Commission: 0.03 percent • Slippage: 5 ticks • Process orders on close: OFF • Bar magnifier: OFF • Recalculate after order is filled: OFF • Calc on every tick: OFF • request.security lookahead off where used Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • Fills and slippage vary by venue • Shapes can move during bar formation and settle on close • Standard candles only for strategies Honest limitations and failure modes • Economic releases or very thin liquidity can overwhelm mean-reversion logic • Heavy gap regimes may require larger gap filter or TR-based tuning • Very quiet regimes reduce signal contrast; extend windows or raise thresholds Open source reuse and credits • None Strategy notice Orders are simulated by TradingView on standard candles. request.security uses lookahead off where applicable. Non-standard charts are not supported for execution. Entries and exits • Entry logic: as in Signal rule above • Exit logic: short side optional ATR stop and ATR take profit via brackets; long side closes on opposite setup • Risk model: ATR-based brackets on shorts when enabled • Tie handling: stop first when both could be touched inside one bar Dataset and sample size • Test across your visible history. For robust inference prefer 100 plus trades.
Chiến lược Pine Script®
của exlux
2
FluxGate Daily Swing StrategySummary in one paragraph FluxGate treats long and short as different ecosystems. It runs two independent engines so the long side can be bold when the tape rewards upside persistence while the short side can stay selective when downside is messy. The core reads three directional drivers from price geometry then removes overlap before gating with clean path checks. The complementary risk module anchors stop distance to a higher timeframe ATR so a unit means the same thing on SPY and BTC. It can add take profit breakeven and an ATR trail that only activates after the trade earns it. If a stop is hit the strategy can re enter in the same direction on the next bar with a daily retry cap that you control. Add it to a clean chart. Use defaults to see the intended behavior. For conservative workflows evaluate on bar close. Scope and intent • Markets. Large cap equities and liquid ETFs major FX pairs US index futures and liquid crypto pairs • Timeframes. From one minute to daily • Default demo in this publication. SPY on one day timeframe • Purpose. Reduce false starts without missing sustained trends by fusing independent drivers and suppressing activity when the path is noisy • Limits. This is a strategy. Orders are simulated on standard candles. Non standard chart types are not supported for execution Originality and usefulness • Unique fusion. FluxGate extracts three drivers that look at price from different angles. Direction measures slope of a smoothed guide and scales by realized volatility so a point of slope does not mean a different thing on different symbols. Persistence looks at short sign agreement to reward series of closes that keep direction. Curvature measures the second difference of a local fit to wake up during convex pushes. These three are then orthonormalized so a strong reading in one does not double count through another. • Gates that matter. Efficiency ratio prefers direct paths over treadmills. Entropy turns up versus down frequency into an information read. Light fractal cohesion punishes wrinkly paths. Together they slow the system in chop and allow it to open up when the path is clean. • Separate long and short engines. Threshold tilts adapt to the skew of score excursions. That lets long engage earlier when upside distribution supports it and keeps short cautious where downside surprise and venue frictions are common. • Practical risk behavior. Stops are ATR anchored on a higher timeframe so the unit is portable. Take profit is expressed in R so two R means the same concept across symbols. Breakeven and trailing only activate after a chosen R so early noise does not squeeze a good entry. Re entry after stop lets the system try again without you babysitting the chart. • Testability. Every major window and the aggression controls live in Inputs. There is no hidden magic number. Method overview in plain language Base measures • Return basis. Natural log of close over prior close for stability and easy aggregation through time. Realized volatility is the standard deviation of returns over a moving window. • Range basis for risk. ATR computed on a higher timeframe anchor such as day week or month. That anchor is steady across venues and avoids chasing chart specific quirks. Components • Directional intensity. Use an EMA of typical price as a guide. Take the day to day slope as raw direction. Divide by realized volatility to get a unit free measure. Soft clip to keep outliers from dominating. • Persistence. Encode whether each bar closed up or down. Measure short sign agreement so a string of higher closes scores better than a jittery sequence. This favors push continuity without guessing tops or bottoms. • Curvature. Fit a short linear regression and compute the second difference of the fitted series. Strong curvature flags acceleration that slope alone may miss. • Efficiency gate. Compare net move to path length over a gate window. Values near one indicate direct paths. Values near zero indicate treadmill behavior. • Entropy gate. Convert up versus down frequency into a probability of direction. High entropy means coin toss. The gate narrows there. • Fractal cohesion. A light read of path wrinkliness relative to span. Lower cohesion reduces the urge to act. • Phase assist. Map price inside a recent channel to a small signed bias that grows with confidence. This helps entries lean toward the right half of the channel without becoming a breakout rule. • Shock control. Compare short volatility to long volatility. When short term volatility spikes the shock gate temporarily damps activity so the system waits for pressure to normalize. Fusion rule • Normalize the three drivers after removing overlap • Blend with weights that adapt to your aggression input • Multiply by the gates to respect path quality • Smooth just enough to avoid jitter while keeping timing responsive • Compute an adaptive mean and deviation of the score and set separate long and short thresholds with a small tilt informed by skew sign • The result is one long score and one short score that can cross their thresholds at different times for the same tape which is a feature not a bug Signal rule • A long suggestion appears when the long score crosses above its long threshold while all gates are active • A short suggestion appears when the short score crosses below its short threshold while all gates are active • If any required gate is missing the state is wait • When a position is open the status is in long or in short until the complementary risk engine exits or your entry mode closes and flips Inputs with guidance Setup Long • Base length Long. Master window for the long engine. Typical range twenty four to eighty. Raising it improves selectivity and reduces trade count. Lowering it reacts faster but can increase noise • Aggression Long. Zero to one. Higher values make thresholds more permissive and shorten smoothing Setup Short • Base length Short. Master window for the short engine. Typical range twenty eight to ninety six • Aggression Short. Zero to one. Lower values keep shorts conservative which is often useful on upward drifting symbols Entries and UI • Entry mode. Both or Long only or Short only Complementary risk engine • Enable risk engine. Turns on bracket exits while keeping your signal logic untouched • ATR anchor timeframe. Day Week or Month. This sets the structural unit of stop distance • ATR length. Default fourteen • Stop multiple. Default one point five times the anchor ATR • Use take profit. On by default • Take profit in R. Default two R • Breakeven trigger in R. Default one R Usage recipes Intraday trend focus • Entry mode Both • ATR anchor Week • Aggression Long zero point five Aggression Short zero point three • Stop multiple one point five Take profit two R • Expect fewer trades that stick to directional pushes and skip treadmill noise Intraday mean reversion focus • Session windows optional if you add them in your copy • ATR anchor Day • Lower aggression both sides • Breakeven later and trailing later so the first bounce has room • This favors fade entries that still convert into trends when the path stays clean Swing continuation • Signal timeframe four hours or one day • Confirm timeframe one day if you choose to include bias • ATR anchor Week or Month • Larger base windows and a steady two R target • This accepts fewer entries and aims for larger holds Properties visible in this publication • Initial capital 25.000 • Base currency USD • Default order size percent of equity value three - 3% of the total capital • Pyramiding zero • Commission zero point zero three percent - 0.03% of total capital • Slippage five ticks • Process orders on close off • Recalculate after order is filled off • Calc on every tick off • Bar magnifier off • Any request security calls use lookahead off everywhere Realism and responsible publication • No performance promises. Past results never guarantee future outcomes • Fills and slippage vary by venue and feed • Strategies run on standard candles only • Shapes can update while a bar is forming and settle on close • Keep risk per trade sensible. Around one percent is typical for study. Above five to ten percent is rarely sustainable Honest limitations and failure modes • Sudden news and thin liquidity can break assumptions behind entropy and cohesion reads • Gap heavy symbols often behave better with a True Range basis for risk than a simple range • Very quiet regimes can reduce score contrast. Consider longer windows or higher thresholds when markets sleep • Session windows follow the exchange time of the chart if you add them • If stop and target can both be inside a single bar this strategy prefers stop first to keep accounting conservative Open source reuse and credits • No reused open source beyond public domain building blocks such as ATR EMA and linear regression concepts Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on history and in simulation with realistic costs
Chiến lược Pine Script®
của exlux
Ultimate Stage Analysis Pro • Executive Overview - Fuses Stan Weinstein Stage Analysis with Mark Minervini’s Trend Template inside a single institutional workflow tool. - Computes dynamic stage/sub-stage logic with volume, slope, and relative-strength confirmations for disciplined regime detection. - Surfaces a premium two-column dashboard that reads like a terminal panel, summarizing momentum, breadth, and risk inputs in real time. - Built for multi-theme environments: “Institutional Dark” and “Institutional Light” palettes maintain clarity on any TradingView chart. Stage & Structure Intelligence - Classifies securities across Stage 1–4 with optional A/B sub-stages, applying slope, moving-average alignment, and ATR regime filters. - Captures and extends key support/resistance zones (Stage 1 basing, Stage 3 topping) with contextual labels that adapt to the active stage. - Tracks stage duration, re-sets on transitions, and retains entry references for risk and reward projections. - Allows users to tune slope thresholds, lookbacks, and sub-stage durations to align with desk-specific playbooks. Momentum & Leadership Scoring - SATA (Stage Analysis Trend Acceleration) engine evaluates 10 institutional checkpoints: breakout quality, MA structure, RS trend, momentum, volume drive, and overhead supply. - Minervini Trend Template scoring synthesizes 50/150/200-day relationships, 52-week positioning, and relative strength, outputting a 10-point gauge. - Mansfield Relative Strength module auto-adjusts lookbacks per timeframe, emphasizing leadership versus a configurable benchmark. - Dashboard renders progress bars and status indicators (“Confirmed” vs “Review”) for rapid institutional diligence. Professional Visual Experience - Theme-aware gradients, typography, and alternating row treatments provide maximum legibility without distracting glow. - Price, moving averages, and background fills adopt cohesive accent tones tied to their respective stages for immediate context. - Support/resistance labels, annotations, and volume cues inherit theme colors, keeping on-chart annotations minimal yet readable. - Dashboard headers, separators, and icons guide the eye through workflow blocks: Stage summary, SATA qualifiers, Trend & Risk Metrics. Alert Architecture - Built-in alerts cover every structural regime change (Stage 1–Stage 4) so desks can automate watchlists and allocation shifts. - Predictive Stage 2 setup alert monitors sub-stage evolution, SATA score, RS, and volume spikes to flag imminent breakouts. - Stage 2 confirmation alert requires synchronized trend template, SATA strength, and volume thrust—ideal for deployment on high-conviction entries. - Stage 2 weakening alert detects fading momentum (SATA drop, trend template degradation, MA breaches) to support risk reduction policy. - Each alert is registered via alertcondition() for one-click activation in TradingView’s Alerts panel; optional alert() calls respect the user’s on-chart toggles. Workflow Guidance - Choose theme via Visual Theme input to match the underlying chart; adjust transparency if overlays stack with other studies. - Enable dashboard for at-a-glance institutional readouts; hide it when screen real estate is limited or for export. - SATA/Trend Template blocks can be toggled to focus on either Weinstein or Minervini methodologies independently. - Use relative strength inputs (Benchmark Symbol, RS Period) to align the indicator with your investment universe (e.g., SPX, NDX, sector ETFs). - Risk settings (Account Risk %, position sizing toggle) contextualize stop levels and risk/reward multipliers inside the dashboard. - Combine with volume profile or market breadth overlays for a holistic Stage Analysis execution stack.
Chỉ báo Pine Script®
của vishnuv
ProbRSI Adaptive SPY and QQQ Swing One Hour Strategy Summary in one paragraph A probabilistic RSI engine for large cap ETFs and index names on intraday and swing timeframes. It converts ATR scaled returns into a 0 to 100 probability line, adapts its smoothing from path efficiency, and gates flips with simple percent levels. It is original because it fuses three pieces that traders rarely combine in one signal line: ATR normalized return probability, curvature compression, and per bar adaptive EMA. Add it to a clean chart, keep the default one hour signal on QQQ, and read the entry and exit markers generated by the strategy. For conservative alerts select on bar close. Scope and intent • Markets. Major ETFs and large cap equities. Index futures. Liquid crypto. Major FX pairs • Timeframes. One minute to daily. Defaults to one hour for swing pace • Default demo used in this publication. SPY/QQQ on one hour • Purpose. Reduce false flips by adapting to path efficiency and by gating long and short separately • Limits. This is a strategy. Orders are simulated on standard candles only Originality and usefulness • Unique fusion. Logistic probability of ATR scaled returns with arcsine pre transform, optional curvature compression, and per bar adaptive EMA steered by an efficiency ratio • Failure mode addressed. Fast whips in congestion and late entries after spikes • Testability. Each component has a named input and can be tuned directly. Entry names Long and Short are visible in the list of trades • Portable yardstick. ATR scaled return is a common unit across symbols and venues • Protected rationale. The code stays protected to preserve implementation details of the adaptive engine and curvature assist while the method and usage are fully explained here for community review Method overview in plain language You convert raw returns into a probability scale, adapt the smoothing to the straightness of the path, and only allow flips when a simple gate is satisfied. The probability line crosses its own EMA to generate signals. When the cross happens below a short gate or above a long gate, the flip is allowed. Otherwise it is ignored. Base measures • Return basis. Close minus prior close normalized by ATR, then arcsine to damp large steps. ATR window is set by ATR length. Sensitivity is adjusted by an ATR scale input • Probability map. A logistic function maps the normalized return to 0 to 1 which becomes 0 to 100 after scaling Components • Probability core. Logistic probability of ATR scaled returns. Higher values imply upside pressure. Smoothed by an adaptive EMA • Curvature assist optional. A curvature proxy compresses extreme spikes toward neutral. Useful after news bars. Weight controls strength • Efficiency ratio. A path efficiency score from 0 to 1 extends the smoothing length during noisy paths and shortens it during directional paths • Signal line. An EMA of the probability line creates the reference for cross up and cross down • Gates. Two simple percent levels define when long and short flips are allowed Fusion rule • The adaptive EMA length is computed as a linear map between a minimum and a maximum bound based on one minus efficiency • If curvature assist is enabled the probability is adjusted by a small counter spike term • Final probability is compared to its EMA Signal rule • Long. A long entry is suggested when probability crosses above the signal line and the current probability is above the Long gate level • Short. A short entry is suggested when probability crosses below the signal line and the current probability is below the Short gate level • Exit and flip. When an opposite entry condition appears the current position is closed and a new position opens in the opposite direction What you will see on the chart • Strategy markers on suggestion bars. Orders named Long and Short • Exit marker when the opposite signal closes the open side • No table by design. All tuning lives in Inputs for a clean chart Inputs with guidance Market TF • Symbol. Series used for oscillator computation. Use the instrument you trade or a close proxy • Signal timeframe. Timeframe where the oscillator is evaluated. Leave blank to follow the chart Core • Price source. Series used for returns. Typical choice close • Base length. Fallback EMA length used when adaptation is off. Typical range 20 to 200. Larger smooths more • ATR length. Window for ATR that scales returns. Typical range 10 to 30. Larger normalizes more and lowers sensitivity • Logit sharpness. Steepness of the logistic link. Typical range 1 to 8. Raising it reacts more to the same input • ATR scale. Extra divisor on ATR. Typical range 0.5 to 2. Smaller is more sensitive • Signal length. EMA of the probability line. Typical range 5 to 20. Larger gives fewer flips • Long gate. Allow long flips only above this level. Typical range 20 to 40 • Short gate. Allow short flips only below this level. Typical range 20 to 40 Adaptive • Adaptive smoothing. If on, the efficiency ratio controls the per bar EMA length • Min effective length. Lower bound of adaptive EMA. Typical range 5 to 50 • Max effective length. Upper bound of adaptive EMA. Typical range 50 to 300 • Efficiency window. Window for efficiency ratio. Typical range 30 to 100 Shape Assist • Curvature influence. If on, extreme spikes are nudged toward neutral • Curvature weight. Strength of compression. Typical range 0.1 to 0.3 Properties visible in this publication • Initial capital. 25000 • Base currency. USD • request.security lookahead off everywhere • Commission. 0.03 percent • Slippage. 5 ticks • Default order size method percent of equity with value 3 for realistic testing • Pyramiding 0 • Process orders on close ON • Bar magnifier OFF • Recalculate after order is filled OFF • Calc on every tick OFF Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • Shapes can move while a bar forms and settle on close • Strategies use standard candles for signals and orders only Honest limitations and failure modes • Economic releases and thin liquidity can break assumptions behind the curvature assist • Gap heavy symbols may prefer a longer ATR window • Very quiet regimes can reduce signal contrast. Consider higher gates or longer signal length • Session time follows the exchange of the chart and can change symbol to symbol • Symbol sensitivity is expected. Use the gates and length inputs to find stable settings • Past results never guarantee future outcomes Open source reuse and credits • None Mode Public protected. Source is hidden while access is free. Implementation detail remains private. Method and use are fully disclosed here Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs.
Chiến lược Pine Script®
của exlux
3
NQ B3X-S1.5X cash by BellevueFXNQ B3X-S1.5X Cash by BellevueFX Precision Breakout Engine for Nasdaq Futures (NQ) The NQ B3X-S1.5X Cash indicator by BellevueFX is an advanced price-action and volatility-driven breakout system designed for short-term scalpers, intraday traders, and algorithmic strategy builders focused on Nasdaq (NQ) or high-volatility assets. It combines ATR-adaptive trailing logic, EMA structure alignment, and dynamic target generation to highlight institutional momentum shifts and sniper entry zones in real time. ⚙️ Core Features 📈 ATR-Adaptive Trailing Stop: Automatically adjusts to volatility for accurate dynamic stop levels. 🧠 Smart Sensitivity Control: Fine-tune responsiveness using the Key Sensitivity parameter — higher values smooth noise, lower values increase reactivity. 🔵 EMA Trend Alignment: EMA-50 and EMA-200 act as directional filters and structure references. 🧭 Heikin Ashi Option: Optionally use HA candles for smoother breakout confirmation. 🎯 Dynamic TP/SL Levels: Automatically draws ENTRY, STOP LOSS, TP1, and TP2 levels for each signal — cleanly synchronized with the current price. 🔔 Built-in Alerts: Ready-to-use Long and Short alert conditions for automated trade execution or signal notifications. 💡 How It Works The system continuously measures volatility through ATR(500) and reacts dynamically to price structure: BUY signal: When price crosses above the trailing baseline and confirms bullish momentum. SELL signal: When price falls below the baseline and momentum confirms bearish reversal. Targets: Automatically projected based on swing structure (2× and 4× distance from SL). ⚡ Best Use Cases Works best on Nasdaq (NQ), but also effective on US30, SPX, and XAUUSD. Designed for scalping, momentum trading, and breakout confirmations. Compatible with BellevueFX AI tools and future Profitcosmos automation modules. 🧩 Recommended Settings Default sensitivity: 9.0 ATR period: 500 Swing lookback: 5 Use on 1-min and 5-min charts for best performance. 🧠 Developer BellevueFX — a division of Groupe Bellevue Inc. Focused on precision trading systems, AI-driven analytics, and professional automation tools for active traders. 🔗 Visit www.profitcosmos.com for strategy packs, tools, and automation updates.
Chỉ báo Pine Script®
của BellevueFX
Position Size ToolPosition Size Tool What it does: Shows a small on-chart table that converts per-ticker dollar amounts into share counts (shares = amount ÷ current price) for up to 4 configurable tickers. Inputs (indicator settings) Ticker 1–4 — select the symbol (TradingView will show the exchange-qualified form like BATS:TQQQ in the settings). Ticker N $ Amount — dollar amount to convert into shares for that ticker. Show Ticker N — toggle each row on/off. Table Text Color — color of the table text. Table Position — screen location (Top/ Middle/ Bottom × Left/Center/Right). Font Size — Small / Medium / Large. Show Empty Top Row — optional spacer row. What the table displays Left column: the ticker symbol only (the script strips the exchange prefix for display, so BATS:TQQQ appears as TQQQ in the table). Right column: the calculated share count, formatted to two decimal places (or "—" if price is not available or zero). Table updates on the chart’s timeframe using live/last bar prices. How to use Add the indicator to a chart. Open the indicator’s settings panel. In Ticker 1–4, type/select the symbols you want (you may see the exchange prefix there; that’s TradingView’s UI). Enter the dollar amounts for each ticker. Use Show Ticker N to hide/show rows. Adjust text color, font size, and table position as desired. Notes The settings field will always show the exchange-qualified symbol (TradingView behavior); the script strips the exchange only for the on-chart display. If the selected symbol has no price data on the chart/timeframe, the table shows "—". Shares are computed as amt ÷ current close from the requested symbol and timeframe. Example of how to use this tool: Monitor an index and execute trades on leveraged derivative products. This tool will determine the quantity of shares that can be purchased with a pre-determined dollar amount. Ex: Monitor SPX for entry/exit signals and execute trades on UPRO/SPXU/SPXL/SPXS. Input a ticker and a dollar amount for position size, shares that can be purchased will be calculated based on the current asset price. This tool can be helpful for those that use multiple platforms simultaneously to monitor and execute trades.
Chỉ báo Pine Script®
của abbadon9
Charaf's PSPPrecision Swing Pair (PSP) is a correlation-based swing indicator that identifies divergence moments between two or three related assets (a “triad”). A PSP signal occurs when one asset’s candle closes bullish while another closes bearish — revealing potential swing turning points or short-term inefficiencies between correlated instruments such as indices, commodities, or FX pairs. What It Does Detects candle direction mismatches between correlated assets. Marks PSP signals directly on the chart of your main asset. Optional filters for volume, ATR, or momentum confirmation. Helps traders catch early reversals, strength shifts, or pair-trading setups. Works seamlessly across timeframes and correlated markets. How It Works You select a primary symbol (main chart) and secondary (or two others for triad setups). PSP compares each candle’s close-to-open relationship: If one asset closes bullish and another closes bearish, a PSP signal triggers. Repeated divergence clusters often mark exhaustion zones or swing reversals. Optional volatility or momentum filters help remove noise and refine signals. Typical Use Cases Triad trading: e.g., NAS100 / S&P500 / Dow — when one diverges, the weaker or stronger one tends to “catch up.” Commodity pairs: e.g., Crude Oil / Gasoline / Heating Oil for refining spreads. FX correlation setups: e.g., EURUSD vs GBPUSD. Gold pairs: XAUUSD vs XAUEUR or XAUGBP. How to Use PSP Add the indicator to your main asset chart. In the settings, enter the tickers of correlated assets you want to compare. Adjust detection type (strict opposite closes or soft mismatch tolerance). Optional: enable filters for ATR, RSI, or momentum. Look for PSP signals at key structure zones — they often precede reversals or short-term dislocations. Alerts PSP Bullish Divergence: Primary bearish, secondary bullish. PSP Bearish Divergence: Primary bullish, secondary bearish. Custom alert messages are supported with placeholders for symbol and timeframe. Recommended Markets Indices triads (NAS100, SPX, DJ30) Commodities triads (USOIL, RB1!, HO1!) Metals triads (XAUUSD, XAUEUR, XAUGBP) FX pairs (EURUSD, GBPUSD, USDCHF) Inputs Secondary symbol (Optional) Third symbol for triad setups Detection mode: strict / soft Use ATR filter (on/off) Use momentum filter (on/off) Show markers (color, size, opacity) Alert mode (on signal / on candle close) How to Interpret A PSP signal indicates misalignment — one asset leads, the other lags. Often, the lagging asset will “catch up” in direction soon after. Combine PSP signals with support/resistance or structure to identify swing reversals and momentum shifts. Notes PSP is not a buy/sell signal on its own — it’s a context tool for reading correlation behavior. Best used with assets that historically move together (correlation > 0.7). Test different timeframe alignments for your specific triad. Example Workflow Use PSP to identify divergence between NAS100 and SPX. Confirm with price structure or RSI divergence. Trade the “catch-up” move on the lagging asset once alignment resumes. Changelog v1.0 — Core divergence logic, 2-asset mode v1.1 — Triad comparison support v1.2 — Added volatility & momentum filters v1.3 — Alert system & visual improvements Tags: correlation, divergence, indices, pair trading, spread, volatility, price action, structure, PSP, trading tools
Chỉ báo Pine Script®
của Charafbabih
xVWAP (Multi-Source VWAP)This indicator lets you plot a true cross-symbol VWAP — volume-weighted average price taken from any symbol or from your current chart. It’s ideal for futures, micros/minis, indices, and correlated assets (e.g., MGC ↔ GC1!, MNQ ↔ NQ1!, ES ↔ SPX). You can choose the source symbol, anchor period, and display up to three standard-deviation bands around VWAP. In the chart, since I trade Micros, I used MGC1! (colored), then overlay it with the VWAP from GC1! (Grey).
Chỉ báo Pine Script®
của bibabiera
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