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Tìm kiếm tập lệnh với "weekly"

Rate Of Change and rsi zonesHi, I played with the ROC ( Rate of change ) indicator. First of all I made it smooth. And came up with decent buy sell signals for long-term potential trades. It can be useful for DCA and profit booking in market tops ( before potential crash) Recommended time frame = 1 Daily , 3 Daily , Weekly. Usage : 1. Look for Buy and sell arrow signals. But don't jump straight away. Specially for sell. You might sell early. Instead you can move up your stop loss when you see a sell signal or profit book partially. if you wait and combine with your own supply and demand zones you can get some nice sell price. 2. Better to wait and look for a divergence in price and ROC. As price will slow down it will reflect on the ROC line. Which means market is exhausted and potentially a correction might happen. 3. You can draw trendline one the ROC and look for breakout. ( warning won't always work ) 4. You can also see the RSI in thick red/green color. It will help you determine oversold and overbought zones. Trick is don't sell when it's oversold ( red thick line) . Because it might be a start of a strong uptrend. So better is to wait and see when the signal is printing then execute. Best strategy is to DCA and sell in parts whenever you see such signals. I believe it will visually help us that when to be bull and when to be bear. Anyway if you find it useful let me know in the comment. Also if you have some idea to improve the code you can contribute as well. Thanks . Feedbacks are welcome.
Chỉ báo Pine Script®
bởi souvik0
10
Naked Bar Upward ReversalAMEX:SPY The Naked Bar Upward Reversal is a three bar candlestick pattern with an inside candle as a entry point. This pattern is bullish since it has a candle closing red from the previous candle; the most bearish pattern possible. The following inside candle is a reversal of its previous candle with an open above the previous candle's close. Look to buy the next open above the inside candle's close. This is a bullish reversal pattern and should be used in this context. Successful entries are found in corrections along an upward trend, or buying into a dip. Performance drops when the pattern appears at tops. To improve profitability, use a cluster of evidence to enhance the performance of this pattern. The intended time frame is within the daily and weekly.
Chỉ báo Pine Script®
bởi MrDevDevy
3
LedgerStatusToolbox fork3: EMA/SMA that stays on a specific timeMy (akd) radically cut down fork#3 of the "Ledger Status Toolbox" which had included many more options that I don't need but was missing the 4hourly, and hourly = which I added here and yes, I kicked out the weekly. Hardly ever looking at that anyways. Shall I reintroduce it for fork4 ? The huge advantage of this approach, over other SMA/EMA indicators: It stays on the chosen (e.g. daily) data, and calculates the moving averages for that data. Even if you switch the chart to different time candles (like hours or weeks). So whatever time resolution candles you look at, these indicator lines stay in the same place. Thanks to krogsgard. Check out his "Ledger Status Toolbox" it also has Bollinger bands (but those are always on "current" I think?). A very powerful tool, just too powerful for most times for me newb. So I cut it down to this mini version. Enjoy!
Chỉ báo Pine Script®
bởi akd
coates moving averages (cma)This indicator uses three moving averages: 2 period low simple ma 2 period high simple ma 9 period least squares ma The trend is determined by the angle of the moving averages, current close relative the the 9 least squares ma (lsm) and the current close relative to the prior two periods high and low. When there are consecutive closes inside the prior two candles high and low then a range is signaled: In ranges the buy zone is between the lowest low and the lowest close of the current range. The sell zone is between the highest high and the highest close. The zones are adjusted as long as the new close is within the prior two candles range: When price closes above the 2 high ma and the 9 lsm then a bull trend is signaled if all moving averages are angled upward (as seen at #4 in the chart above and #1 the chart below ). If the 9 lsm and / or the 2 low ma continue to angle downward, following a close above the 2 high ma and 9 lsm, then a prolonged range or reversal is expected (#2 in the chart below): During a bull trend the buy zone is between the 2 low ma and the 9 lsm. The profit target is the 2 high ma: During dip buying opportunities price should resist closing below the 9 lsm. If there is one close below the 9 lsm then it is a canary in the coalmine that tells us to proceed with caution. This will often signal a range, based on the conditions outlined above. To avoid a prolonged range, or reversal, price needs to immediately react in the direction of the prevailing trend: If the moving averages are angled down and the most recent close is below the 2 low ma and 9 lsm then trend is fully bearish: During a bear trend the short zone is between the 2 high ma and 9 lsm. The profit target is the 2 low ma: When the 2 high ma angles down and the 2 low ma angles up while price closes inside both mas then it indicates a cma squeeze: Volatility is expected in the direction of the breakout following the squeeze. In this situation traps / shakeouts are common. If there is a wick outside the cma, with a close inside, then it indicates a trap / shakeout. If there is a close outside the 2 high / low ma then it signals a breakout. A trend is considered balanced when the 9 lsm is roughly equidistant from the 2 low and 2 high mas. If the 9 lsm crosses the 2 high or 2 low ma then it signals exhaustion / imbalance. For a stop loss I use the prior three periods low, for bull trends, and the prior three periods high for bear trends. I would expect other reliable stops, such as the parabolic sar or bill williams fractal, to be effective as well. The default moving averages should be very effective on all timeframes and assets classes, however this indicator was developed for bitcoin with a focus on higher timeframes such as the 4h, daily and weekly. As with any other technical indicator there will be bad signals. Proceed with caution and never risk more than you are willing to lose.
Chỉ báo Pine Script®
bởi Sawcruhteez
3
MA200W buy sell BTC ColoredA script to help you plan your entrances and exits with beautiful colors for BTC. It just helps to better highlight the gap between the start of the week and the end. It only work on Weekly. Info : Blue ... you can wait, enjoy your life Green is when you buy Yellow when you enter bull market Orange is when you begin to take care of next week Red when you begin to sell low part White, if while a week you see white you can sell bigs bags, if it end with White you can close majors positions Warning White may not appear, if second week after first Red week is not White you can sell large position Good luck and take a breath
Chỉ báo Pine Script®
bởi Bioubiou
18
Indices Sector SigmaSpikes█ OVERVIEW “The benchmark Dow Jones Industrial Average is off nearly 300 points as of midday today...” “So what? Is that a lot or a little? Should we care?” -Adam H Grimes- This screener aims to provide Bird-Eye view across sector indices, to find which sector is having significant or 'out-of-norm' move in either direction. The significance of the move is measured based on Sigma Spikes, a method proposed by Adam H. Grimes, where Standard Deviation of returns used as a baseline. *You can google his blog or read his book, got some gold in there, especially on how he use indicators for trading █ Understanding Sigma Spikes As described by Grimes, moves in markets are only meaningful when we consider what “normal” is for that market. Without that baseline, the daily change number, and even the percent change on the day doesn’t really mean much. To overcome that problem, Sigma Spikes, as a measure of volatility, attempt to put todays change in price (aka return) in context of the standard deviation of 20 days daily's return. Refer chart below: 1. The blue bars refer to each days return 2. The orange line is 1 time standard deviation of past 20days daily's return (today not included) 3. The red line is 2 time standard deviation of past 20days daily's return (today not included) Using the ratio of today's return over the Std Deviation, determining your threshold (1,2,3,etc) will be the key that tells if today's move is significant or not. *Threshold referring to times standard deviation, and different market may require different threshold. *20 Days period are based on the Lookback Period, adjustable from user input window. █ Features - Scan up to 13 symbols at a time (Bursa (MYX) indices are defaulted, but you may change to any symbols/index from the user input setting) █ Limitation - Due to multiple use of security() function required to call other symbols, expect the screener to be slow at certain times - Custom Timeframe currently accept only Daily and Weekly. I'll try to include lower timeframe in the next update █ Disclaimer Past performance is not an indicator of future results. My opinions and research are my own and do not constitute financial advice in any way whatsoever. Nothing published by me constitutes an investment recommendation, nor should any data or Content published by me be relied upon for any investment/trading activities. I strongly recommends that you perform your own independent research and/or speak with a qualified investment professional before making any financial decisions. Any ideas to further improve this indicator are welcome :)
Chỉ báo Pine Script®
bởi fareidzulkifli
18
Rain On Me IndicatorFinally, we made it :D Rain On Me Indicator, As the name suggests this indicator will make money rain on you. More seriously, this indicator contains : This indicator contains: -Bullish and bearish RSI divergences showing on chart with alerts. -Parabolic SAR with Labels on chart with buying or selling alerts. -3 Moving Average (MA 1 : 7, MA 2 : 21 MA 3 HIDDEN : 50 (Cross alerts for Pullback) -Customizable Bollinger band -Fibonacci on 10 levels with the level 0 to the middle. This Fibonacci help a lot since it can let you find easily entry/exit point, trend and even where to place your Take Profit and Stop Loss. It have alerts for most important levels (0.382, 0.§, 0.618) for Crossunder and Crossover in Bullish or Bearish trend. -Fully Customizable Ichimoku Cloud. -Trend Buy/Sell Labels on chart with buying or selling signal alerts. -Trend color visible on candles. If an alert trigger of Buy/Sell Signal with the same alert based on PSAR, so you can be confident to enter in position. Alway checking fibs level that is the key thing with this indicator. the script has been set to have the best possible results on as many market as possible. But.best result for zfter backtesting is on Forex : EUR/USD, USDJPY, USDCAD. Indice : S&P500, NASDAQ, DOWJONES Commodities : OIL, WTI Everything work on following timeframe : 15MN, 1H, 4H, DAILY, WEEKLY. So that you can avoid having to set it again, whether it be in minutes, hours, days, months. So you can easily trade in the mode that suits you best. It works well on everything from indices to forex to commodities etc. I thank all those who allowed me to carry out this project. IF you feelt free to give your ideas, suggestions, for improve it by sending me messages. This is really a first version sp it may contain bugs / errors that will be fixed over time. A BIG THANK YOU TO QUANTNOMAD WHO GIVE ME HIS PERMISSION TO USE, MODIFY AND REPUBLISH HIS "Ultimate Pivot Points Alerts" Script Indicator : Good trade to all !
Chỉ báo Pine Script®
bởi RickSimpson
49
Multi-Timeframe 20 EMA Horizontal LinesOverview This Multi-Timeframe 20 EMA indicator provides intelligent trend analysis by displaying your current timeframe EMA alongside relevant higher timeframe EMA levels as horizontal support/resistance lines. On lower timeframes, you see all higher EMA levels for comprehensive multi-timeframe confluence, while on higher timeframes, it filters out lower timeframe noise to maintain focus on macro trends. This allows traders to align short-term entries with long-term market structure, identifying high-probability setups where multiple timeframe EMAs converge while using the current timeframe EMA for precise timing. Feature Multi-Timeframe Horizontal EMA Lines The indicator fetches and displays 20 EMAs from five higher timeframes: Daily (D): Daily 20 EMA Weekly (W): Weekly 20 EMA Monthly (M): Monthly 20 EMA Quarterly (Q): 3-Month 20 EMA Half-Yearly (HY): 6-Month 20 EMA Intelligent Timeframe Filtering Smart Display Logic: Only shows EMAs from timeframes higher than your current chart timeframe Prevents Redundancy: Automatically filters out lower timeframe EMAs to avoid clutter Example: On a 4-hour chart, you'll see Daily, Weekly, Monthly, Quarterly, and Half-Yearly EMAs, but on a Weekly chart, you'll only see Weekly and higher timeframes Half-Yearly (HY): 6-Month 20 EMA Shows only current timeframe EMA with half-yearly horizontal line, filtering out all lower timeframes. Quarterly (Q): 3-Month 20 EMA Displays current timeframe EMA with quarterly and higher horizontal lines, hiding monthly, weekly, and daily EMAs. Monthly (M): Monthly 20 EMA Shows current timeframe EMA with monthly and higher horizontal EMAs, excluding weekly and daily timeframes. Weekly (W): Weekly 20 EMA Displays current timeframe EMA with weekly and higher horizontal EMA lines, filtering out daily timeframe. Daily (D): Shows current timeframe EMA with all higher timeframe horizontal EMAs (daily, weekly, monthly, quarterly, half-yearly). Note: Make sure to enable Price-Line in Style Settings after Importing Script.
Chỉ báo Pine Script®
bởi ShogunSteel
[volfgang] Pivot Levels (Open, Close, High, Low)This script provides a clear and consistent way to track key price levels from Weekly and Daily bars, directly on your current chart interval. The default colours are; Today & This Week Open = White Yesterday & Previous Week Open = Cream Yesterday's High = Red Yesterday's Low = Green Weekly Pivots are 2px, and Daily Pivots are 1px. Instead of requiring manual referencing of daily or weekly charts, these significant levels are automatically drawn and updated in real time, extending to the right as new bars form. It adds value by helping traders quickly identify potential support/resistance zones and compare intraday price action with higher-timeframe pivots. This approach can aid in scalping, day trading, or swing trading strategies that rely on past price levels for trade entries, exits, or stop loss placement. Daily Pivots Displayed Intraday The script imports the previous day’s High, Low, Open, and Close and draws lines on the current chart, so you can see exactly where those levels lie on any intraday timeframe. You can easily change the colour of these lines in the menu. Instead of switching between multiple charts for daily references, you can keep an intraday chart open and still watch how price behaves around these important daily pivots. Weekly Pivots for Broader Context In addition to daily levels, it also shows the previous week’s Open and Close. This feature helps traders who want to maintain a broader perspective and gauge the market’s weekly trend or bias while remaining on lower timeframes. Automatic Line & Label Management Each new trading day triggers a “session change” in the code, prompting the script to delete old lines and labels for daily levels. This keeps your chart from getting cluttered with outdated lines. Weekly lines and labels follow the same approach, ensuring only the most recent weekly levels are highlighted. Real-Time Extension Lines are continuously extended to the right as new bars print, ensuring that you always have an updated view of your key price levels without any manual adjustments. On the last bar, the script shifts to a time-based coordinate system for seamless visual extension. Minimal Recalculation This script uses security() calls in a carefully optimized way to reduce unnecessary recalculations and avoid repaint issues. By referencing open , close , etc., the lines remain fixed once the daily (or weekly) candle is confirmed. Flexible Usage You can apply this script to any symbol on TradingView. It’s especially beneficial for Forex pairs, indices, futures, or cryptocurrencies where you want to track significant past levels. If you’re a scalper looking for areas of likely reaction, or a swing trader watching weekly opens for trend confirmation, these levels can be integral to your technical approach. How to Use Add to Chart: Click the “Add to Favorite Indicators” or “Apply to Chart” button once published. Enable or Disable Previous Day Bars: Use the script’s input to toggle the display of previous day’s High, Low, Open, and Close lines if you only want weekly lines (or vice versa). Customize Visuals: You can change line colors, width, and label text in the “Style” or “Inputs” tab. Adjust them to fit your preferred color scheme. Interpretation: Daily levels typically carry relevance for the next trading session. They can be used for intraday support/resistance, breakout checks, or gap fills. Weekly levels help identify more prominent zones for bigger moves or for understanding overall sentiment from the prior week. Conceptual Underpinnings Support/Resistance: Past opens/closes often act as support or resistance because they represent important points of reference (where trading started or ended during a prior session). Market Psychology: Many traders watch daily or weekly closes to gauge momentum and bias, which can become self-fulfilling as more participants join around those levels. Improved Situational Awareness: By having these levels automatically drawn and updated, traders avoid missing critical areas where price may pivot. This script is intentionally open-source to help traders study and personalize it. By merging daily and weekly pivot concepts in a single script, it provides a convenient and efficient tool—rather than a simple mashup, it unifies two timeframes that are crucial in short-term and medium-term trading decisions. Remember that these levels alone do not constitute a complete trading system; they are best used as part of a broader strategy involving risk management, additional technical signals, and market context.
Chỉ báo Pine Script®
bởi Volfgang
Historical High/Lows Statistical Analysis(More Timeframe interval options coming in the future) Indicator Description The Hourly and Weekly High/Low (H/L) Analysis indicator provides a powerful tool for tracking the most frequent high and low points during different periods, specifically on an hourly basis and a weekly basis, broken down by the days of the week (DOTW). This indicator is particularly useful for traders seeking to understand historical behavior and patterns of high/low occurrences across both hourly intervals and weekly days, helping them make more informed decisions based on historical data. With its customizable options, this indicator is versatile and applicable to a variety of trading strategies, ranging from intraday to swing trading. It is designed to meet the needs of both novice and experienced traders. Key Features Hourly High/Low Analysis: Tracks and displays the frequency of hourly high and low occurrences across a user-defined date range. Enables traders to identify which hours of the day are historically more likely to set highs or lows, offering valuable insights into intraday price action. Customizable options for: Hourly session start and end times. 22-hour session support for futures traders. Hourly label formatting (e.g., 12-hour or 24-hour format). Table position, size, and design flexibility. Weekly High/Low Analysis by Day of the Week (DOTW): Captures weekly high and low occurrences for each day of the week. Allows traders to evaluate which days are most likely to produce highs or lows during the week, providing insights into weekly price movement tendencies. Displays the aggregated counts of highs and lows for each day in a clean, customizable table format. Options for hiding specific days (e.g., weekends) and customizing table appearance. User-Friendly Table Display: Both hourly and weekly data are displayed in separate tables, ensuring clarity and non-interference. Tables can be positioned on the chart according to user preferences and are designed to be visually appealing yet highly informative. Customizable Date Range: Users can specify a start and end date for the analysis, allowing them to focus on specific periods of interest. Possible Uses Intraday Traders (Hourly Analysis): Analyze hourly price action to determine which hours are more likely to produce highs or lows. Identify intraday trading opportunities during statistically significant time intervals. Use hourly insights to time entries and exits more effectively. Swing Traders (Weekly DOTW Analysis): Evaluate weekly price patterns by identifying which days of the week are more likely to set highs or lows. Plan trades around days that historically exhibit strong movements or price reversals. Futures and Forex Traders: Use the 22-hour session feature to exclude the CME break or other session-specific gaps from analysis. Combine hourly and DOTW insights to optimize strategies for continuous markets. Data-Driven Trading Strategies: Use historical high/low data to test and refine trading strategies. Quantify market tendencies and evaluate whether observed patterns align with your strategy's assumptions. How the Indicator Works Hourly H/L Analysis: The indicator calculates the highest and lowest prices for each hour in the specified date range. Each hourly high and low occurrence is recorded and aggregated into a table, with counts displayed for all 24 hours. Users can toggle the visibility of empty cells (hours with no high/low occurrences) and adjust the table's design to suit their preferences. Supports both 12-hour (AM/PM) and 24-hour formats. Weekly H/L DOTW Analysis: The indicator tracks the highest and lowest prices for each day of the week during the user-specified date range. Highs and lows are identified for the entire week, and the specific days when they occur are recorded. Counts for each day are aggregated and displayed in a table, with a "Totals" column summarizing the overall occurrences. The analysis resets weekly, ensuring accurate tracking of high/low days. Code Breakdown: Data Aggregation: The script uses arrays to store counts of high/low occurrences for both hourly and weekly intervals. Daily data is fetched using the request.security() function, ensuring consistent results regardless of the chart's timeframe. Weekly Reset Mechanism: Weekly high/low values are reset at the start of a new week (Monday) to ensure accurate weekly tracking. A processing flag ensures that weekly data is counted only once at the end of the week (Sunday). Table Visualization: Tables are created using the table.new() function, with customizable styles and positions. Header rows, data rows, and totals are dynamically populated based on the aggregated data. User Inputs: Customization options include text colors, background colors, table positioning, label formatting, and date ranges. Code Explanation The script is structured into two main sections: Hourly H/L Analysis: This section captures and aggregates high/low occurrences for each hour of the day. The logic is session-aware, allowing users to define custom session times (e.g., 22-hour futures sessions). Data is displayed in a clean table format with hourly labels. Weekly H/L DOTW Analysis: This section tracks weekly highs and lows by day of the week. Highs and lows are identified for each week, and counts are updated only once per week to prevent duplication. A user-friendly table displays the counts for each day of the week, along with totals. Both sections are completely independent of each other to avoid interference. This ensures that enabling or disabling one section does not impact the functionality of the other. Customization Options For Hourly Analysis: Toggle hourly table visibility. Choose session start and end times. Select hourly label format (12-hour or 24-hour). Customize table appearance (colors, position, text size). For Weekly DOTW Analysis: Toggle DOTW table visibility. Choose which days to include (e.g., hide weekends). Customize table appearance (colors, position, text size). Select values format (percentages or occurrences). Conclusion The Hourly and Weekly H/L Analysis indicator is a versatile tool designed to empower traders with data-driven insights into intraday and weekly market tendencies. Its highly customizable design ensures compatibility with various trading styles and instruments, making it an essential addition to any trader's toolkit. With its focus on accuracy, clarity, and customization, this indicator adheres to TradingView's guidelines, ensuring a robust and valuable user experience.
Chỉ báo Pine Script®
bởi SpxGh0st
1
PERFECT PIVOT RANGE DR ABIRAM SIVPRASAD (PPR)PERFECT PIVOT RANGE (PPR) by Dr. Abhiram Sivprasad The Perfect Pivot Range (PPR) indicator is designed to provide traders with a comprehensive view of key support and resistance levels based on pivot points across different timeframes. This versatile tool allows users to visualize daily, weekly, and monthly pivots along with high and low levels from previous periods, helping traders identify potential areas of price reversals or breakouts. Features: Multi-Timeframe Pivots: Daily, weekly, and monthly pivot levels (Pivot Point, Support 1 & 2, Resistance 1 & 2). Helps traders understand price levels across various timeframes, from short-term (daily) to long-term (monthly). Previous High-Low Levels: Displays the previous week, month, and day high-low levels to highlight key zones of historical support and resistance. Traders can easily see areas of price action from prior periods, giving context for future price movements. Customizable Options: Users can choose which pivot levels and high-lows to display, allowing for flexibility based on trading preferences. Visual settings can be toggled on and off to suit different trading strategies and timeframes. Real-Time Data: All pivot points and levels are dynamically calculated based on real-time price data, ensuring accurate and up-to-date information for decision-making. How to Use: Pivot Points: Use daily, weekly, or monthly pivot points to find potential support or resistance levels. Prices above the pivot suggest bullish sentiment, while prices below indicate bearishness. Previous High-Low: The high-low levels from previous days, weeks, or months can serve as critical zones where price may reverse or break through, indicating potential trade entries or exits. Confluence: When pivot points or high-low levels overlap across multiple timeframes, they become even stronger levels of support or resistance. This indicator is suitable for all types of traders (scalpers, swing traders, and long-term investors) looking to enhance their technical analysis and make more informed trading decisions. Here are three detailed trading strategies for using the Perfect Pivot Range (PPR) indicator for options, stocks, and commodities: 1. Options Buying Strategy with PPR Indicator Strategy: Buying Call and Put Options Based on Pivot Breakouts Objective: To capitalize on sharp price movements when key pivot levels are breached, leading to high returns with limited risk in options trading. Timeframe: 15-minute to 1-hour chart for intraday option trading. Steps: Identify the Key Levels: Use weekly pivots for intraday trading, as they provide more significant levels for options. Enable the "Previous Week High-Low" to gauge support and resistance from the previous week. Call Option Setup (Bullish Breakout): Condition: If the price breaks above the weekly pivot point (PP) with high momentum (indicated by a strong bullish candle), it signifies potential bullishness. Action: Buy Call Options at the breakout of the weekly pivot. Confirmation: Check if the price is sustaining above the pivot with a minimum of 1-2 candles (depending on timeframe) and the first resistance (R1) isn’t too far away. Target: The first resistance (R1) or previous week’s high can be your target for exiting the trade. Stop-Loss: Set a stop-loss just below the pivot point (PP) to limit risk. Put Option Setup (Bearish Breakdown): Condition: If the price breaks below the weekly pivot (PP) with strong bearish momentum, it’s a signal to expect a downward move. Action: Buy Put Options on a breakdown below the weekly pivot. Confirmation: Ensure that the price is closing below the pivot, and check for declining volumes or bearish candles. Target: The first support (S1) or the previous week’s low. Stop-Loss: Place the stop-loss just above the pivot point (PP). Example: Let’s say the weekly pivot point (PP) is at 1500, the price breaks above and sustains at 1510. You buy a Call Option with a strike price near 1500, and the target will be the first resistance (R1) at 1530. 2. Stock Trading Strategy with PPR Indicator Strategy: Swing Trading Using Pivot Points and Previous High-Low Levels Objective: To capture mid-term stock price movements using pivot points and historical high-low levels for better trade entries and exits. Timeframe: 1-day or 4-hour chart for swing trading. Steps: Identify the Trend: Start by determining the overall trend of the stock using the weekly pivots. If the price is consistently above the pivot point (PP), the trend is bullish; if below, the trend is bearish. Buy Setup (Bullish Trend Reversal): Condition: When the stock bounces off the weekly pivot point (PP) or previous week’s low, it signals a bullish reversal. Action: Enter a long position near the pivot or previous week’s low. Confirmation: Look for a bullish candle pattern or increasing volumes. Target: Set your first target at the first resistance (R1) or the previous week’s high. Stop-Loss: Place your stop-loss just below the previous week’s low or support (S1). Sell Setup (Bearish Trend Reversal): Condition: When the price hits the weekly resistance (R1) or previous week’s high and starts to reverse downwards, it’s an opportunity to short-sell the stock. Action: Enter a short position near the resistance. Confirmation: Watch for bearish candle patterns or decreasing volume at the resistance. Target: Your first target would be the weekly pivot point (PP), with the second target as the previous week’s low. Stop-Loss: Set a stop-loss just above the resistance (R1). Use Previous High-Low Levels: The previous week’s high and low are key levels where price reversals often occur, so use them as reference points for potential entry and exit. Example: Stock XYZ is trading at 200. The previous week’s low is 195, and it bounces off that level. You enter a long position with a target of 210 (previous week’s high) and place a stop-loss at 193. 3. Commodity Trading Strategy with PPR Indicator Strategy: Trend Continuation and Reversal in Commodities Objective: To capitalize on the strong trends in commodities by using pivot points as key support and resistance levels for trend continuation and reversal. Timeframe: 1-hour to 4-hour charts for commodities like Gold, Crude Oil, Silver, etc. Steps: Identify the Trend: Use monthly pivots for long-term commodities trading since commodities often follow macroeconomic trends. The monthly pivot point (PP) will give an idea of the long-term trend direction. Trend Continuation Setup (Bullish Commodity): Condition: If the price is consistently trading above the monthly pivot and pulling back towards the pivot without breaking below it, it indicates a bullish continuation. Action: Enter a long position when the price tests the monthly pivot (PP) and starts moving up again. Confirmation: Look for a strong bullish candle or an increase in volume to confirm the continuation. Target: The first resistance (R1) or previous month’s high. Stop-Loss: Place the stop-loss below the monthly pivot (PP). Trend Reversal Setup (Bearish Commodity): Condition: When the price reverses from the monthly resistance (R1) or previous month’s high, it’s a signal for a bearish reversal. Action: Enter a short position at the resistance level. Confirmation: Watch for bearish candle patterns or decreasing volumes at the resistance. Target: Set your first target as the monthly pivot (PP) or the first support (S1). Stop-Loss: Stop-loss should be placed just above the resistance level. Using Previous High-Low for Swing Trades: The previous month’s high and low are important in commodities. They often act as barriers to price movement, so traders should look for breakouts or reversals near these levels. Example: Gold is trading at $1800, with a monthly pivot at $1780 and the previous month’s high at $1830. If the price pulls back to $1780 and starts moving up again, you enter a long trade with a target of $1830, placing your stop-loss below $1770. Key Points Across All Strategies: Multiple Timeframes: Always use a combination of timeframes for confirmation. For example, a daily chart may show a bullish setup, but the weekly pivot levels can provide a larger trend context. Volume: Volume is key in confirming the strength of price movement. Always confirm breakouts or reversals with rising or declining volume. Risk Management: Set tight stop-loss levels just below support or above resistance to minimize risk and lock in profits at pivot points. Each of these strategies leverages the powerful pivot and high-low levels provided by the PPR indicator to give traders clear entry, exit, and risk management points across different markets
Chỉ báo Pine Script®
bởi abiramsivprasad
[DS]Bitcoin BTC ETH and others cryptos==DESCRIPTION - English version The purpose of this script is to show information on graph that can help your decision to buy and sell cryptos. The script is indicated for Position Trade (Long Term - Holder) and Swing Trade (Medium term). Position Trade it is recommended to use the Weekly (W) and Daily (D) charts, Swing trade to use the 4H and 2H charts. It is not advisable to use this indicator with graphic time frame less than 2 hours because the noise levels of information are very high. An alert function has been inserted in the indicator and to activate this function you will need configure it in the Tradingview. This alert will indicate the likely points of entry and exit of the asset. **DESCRIÇÃO - Versão em Português A proposta deste script é mostrar no gráfico informações que possam auxiliar a sua decisão de compra e venda de cryptos. Este script é indicado para negociação Position Trade (Longo Prazo - Holders) e Swing Trade (Médio prazo). Para Position Trade (Holders) é indicado utilizar os gráficos Semanal (W) e Diário (D), para Swing trade utilizar os gráficos 4H e 2H. Não é aconselhável utilizar este indicador com tempos gráficos menores que 2hs pois os níveis de ruídos nas informação são muito altos. Foi inserido no indicador uma função de alerta e para ativar esta função, você precisará configurá-la no seu Tradingview. Este alerta irá indicar os provaveis pontos de entrada e saída do ativo. ==================================================================================================== ** English Version ==================================================================================================== █ SETUP applied to Indicator The setup is based on the average 8, 21 and 56 of the weekly chart (taught on youtube channel: Augusto Backes) Price above the average 8 on the weekly, indicates that the market is UP trend, below the average 8 on the weekly that the market is DOWN trend RSI greater than 60% the market is UP trend RSI greater than 40% and lower 60% the market is in ACCUMULATION RSI less than 40% the market DOWN trend The weekly average 8 is represented in GREEN (Upward Trend) and RED (Downward Trend). The weekly average 21 is represented in LIGHT ORANGE The weekly average 56 is represented in LIGHT PURPLE The crossing of weekly averages 8 and 21 is represented with a GREEN (HIGH trend) and RED (LOW trend) cross - this signal is disabled on the graph but you can enable it by clicking on the graph setup █ FUNCTION USE (1) Average 8, 21 and 56 on Weekly - show the average 8, 21, 56 weekly on graphic (Average 8 in color red and green, 21 - light orange, 56 light purple) (2) Crossing of averages 8 and 21 Weekly - is not active but you can activate (3) Calculation of RSI (4) barcolor() - mark the candles with the green color (High market) and red color (Dow market) (5) alertcondition() - you can active this alert on Tadingview █ BUY AND SELL POINTS - likely points The indication of the BUY position is shown by a green arrow pointing upwards and the sell position by a red arrow pointing downwards. Buy and sell indications are obtained from the divergence in the market trend. █ THANK TO PineCoders for everything they do, all the tools and help they provide, and their involvement in making a better community. All PineCoders, Pine Pros and Pine Wizards, people who share their work and knowledge because of it and helping others, I am so happy and so grateful. █ NOTE This indicator is not a buy and sell recommendation, it indicates the most likely buy and sell points. Every purchase and sale decision is your responsibility ***************************************************************************************************** ** Versão em Português ***************************************************************************************************** █ SETUP aplicado no Indicador O setup está baseado na média 8, 21, e 56 do gráfico semanal Preço acima da média 8 no semanal indica que o mercado esta em tendência de ALTA, abaixo da média 8 no semanal que o mercado está em tendência de BAIXA RSI maior que 60% o mercado está em ALTA RSI maior que 40% e menor 60% o mercado está em ACUMULAÇÃO RSI menor que 40% o mercado está em BAIXA A média 8 semanal está representadas nas cores VERDE (Tendência de Alta) e VERMELHA (Tendência de Baixa). A média 21 semanal está representada na cor laranja claro A média 56 semanal está representada na cor roxa claro O cruzamento das médias 8 e 21 semanal esta representado com uma cruz VERDE (Tendência de ALTA) e VERMELHA (Tendência de BAIXA) - este sinal esta desativado no gráfico mas você pode ativá-lo clicando no setup do gráfico █ FUNÇÕES UTILIZADAS (1) Média 8, 21 e 56 no Semanal - mostra a média 8, 21, e 56 no gráfico (2) Cruzamento das médias 8 e 21 Semanal - não está ativo mas você pode ativá-lo (3) Cálculo do RSI (4) barcolor() - marca a vela (Candle) com a cor verde (Mercado em Alta) e a cor vermelha (Mercado em Baixa) (5) alertcondition () - você pode ativar o alerta no Tradingview █ PONTOS DE COMPRA E VENDA - prováveis pontos A indicação da posição de COMPRA é apresentada por uma seta na cor verde apontada para cima e a posição de VENDA por uma seta na cor vermelha apontada para baixo. As indicações de compra e venda são obtidas a partir da divergência na tendência do mercado. █ OBRIGADO PARA PineCoders por tudo o que fazem, todas as ferramentas e ajuda que fornecem, e seu envolvimento em fazer uma comunidade melhor. Todos os PineCoders, Pine Pros e Pine Wizards, pessoas que compartilham seu trabalho e conhecimento por causa dele e ajudando os outros, estou muito feliz e muito grato. █ NOTA Este indicador não é uma recomendação de compra e venda ele indica os pontos mais prováveis de compra e venda. Toda decisão de compra e venda é de sua responsabilidade
Chỉ báo Pine Script®
bởi DalmarSantos
18
ATR Future Movement Range Projection The "ATR Future Movement Range Projection" is a custom TradingView Pine Script indicator designed to forecast potential price ranges for a stock (or any asset) over short-term (1-month) and medium-term (3-month) horizons. It leverages the Average True Range (ATR) as a measure of volatility to estimate how far the price might move, while incorporating recent momentum bias based on the proportion of bullish (green) vs. bearish (red) candles. This creates asymmetric projections: in bullish periods, the upside range is larger than the downside, and vice versa. The indicator is overlaid on the chart, plotting horizontal lines for the projected high and low prices for both timeframes. Additionally, it displays a small table in the top-right corner summarizing the projected prices and the percentage change required from the current close to reach them. This makes it useful for traders assessing potential targets, risk-reward ratios, or option strategies, as it combines volatility forecasting with directional sentiment. Key features: - **Volatility Basis**: Uses weekly ATR to derive a stable daily volatility estimate, avoiding noise from shorter timeframes. - **Momentum Adjustment**: Analyzes recent candle colors to tilt projections toward the prevailing trend (e.g., more upside if more green candles). - **Time Horizons**: Fixed at 1 month (21 trading days) and 3 months (63 trading days), assuming ~21 trading days per month (excluding weekends/holidays). - **User Adjustable**: The ATR length/lookback (default 50) can be tweaked via inputs. - **Visuals**: Green/lime lines for highs, red/orange for lows; a semi-transparent table for quick reference. - **Limitations**: This is a probabilistic projection based on historical volatility and momentum—it doesn't predict direction with certainty and assumes volatility persists. It ignores external factors like news, earnings, or market regimes. Best used on daily charts for stocks/ETFs. The indicator doesn't generate buy/sell signals but helps visualize "expected" ranges, similar to how implied volatility informs option pricing. ### How It Works Step-by-Step The script executes on each bar update (typically daily timeframe) and follows this logic: 1. **Input Configuration**: - ATR Length (Lookback): Default 50 bars. This controls both the ATR calculation period and the candle count window. You can adjust it in the indicator settings. 2. **Calculate Weekly ATR**: - Fetches the ATR from the weekly timeframe using `request.security` with a length of 50 weeks. - ATR measures average price range (high-low, adjusted for gaps), representing volatility. 3. **Derive Daily ATR**: - Divides the weekly ATR by 5 (approximating 5 trading days per week) to get an equivalent daily volatility estimate. - Example: If weekly ATR is $5, daily ATR ≈ $1. 4. **Define Projection Periods**: - 1 Month: 21 trading days. - 3 Months: 63 trading days (21 × 3). - These are hardcoded but based on standard trading calendar assumptions. 5. **Compute Base Projections**: - Base projection = Daily ATR × Days in period. - This gives the total expected movement (range) without direction: e.g., for 3 months, $1 daily ATR × 63 = $63 total range. 6. **Analyze Candle Momentum (Win Rate)**: - Counts green candles (close > open) and red candles (close < open) over the last 50 bars (ignores dojis where close == open). - Total colored candles = green + red. - Win rate = green / total colored (as a fraction, e.g., 0.7 for 70%). Defaults to 0.5 if no colored candles. - This acts as a simple momentum proxy: higher win rate implies bullish bias. 7. **Adjust Projections Asymmetrically**: - Upside projection = Base projection × Win rate. - Downside projection = Base projection × (1 - Win rate). - This skews the range: e.g., 70% win rate means 70% of the total range allocated to upside, 30% to downside. 8. **Calculate Projected Prices**: - High = Current close + Upside projection. - Low = Current close - Downside projection. - Done separately for 1M and 3M. 9. **Plot Lines**: - 3M High: Solid green line. - 3M Low: Solid red line. - 1M High: Dashed lime line. - 1M Low: Dashed orange line. - Lines extend horizontally from the current bar onward. 10. **Display Table**: - A 3-column table (Projection, Price, % Change) in the top-right. - Rows for 1M High/Low and 3M High/Low, color-coded. - % Change = ((Projected price - Close) / Close) × 100. - Updates dynamically with new data. The entire process repeats on each new bar, so projections evolve as volatility and momentum change. ### Examples Here are two hypothetical examples using the indicator on a daily chart. Assume it's applied to a stock like AAPL, but with made-up data for illustration. (In TradingView, you'd add the script to see real outputs.) #### Example 1: Bullish Scenario (High Win Rate) - Current Close: $150. - Weekly ATR (50 periods): $10 → Daily ATR: $10 / 5 = $2. - Last 50 Candles: 35 green, 15 red → Total colored: 50 → Win Rate: 35/50 = 0.7 (70%). - Base Projections: - 1M: $2 × 21 = $42. - 3M: $2 × 63 = $126. - Adjusted Projections: - 1M Upside: $42 × 0.7 = $29.4 → High: $150 + $29.4 = $179.4 (+19.6%). - 1M Downside: $42 × 0.3 = $12.6 → Low: $150 - $12.6 = $137.4 (-8.4%). - 3M Upside: $126 × 0.7 = $88.2 → High: $150 + $88.2 = $238.2 (+58.8%). - 3M Downside: $126 × 0.3 = $37.8 → Low: $150 - $37.8 = $112.2 (-25.2%). - On the Chart: Green/lime lines skewed higher; table shows bullish % changes (e.g., +58.8% for 3M high). - Interpretation: Suggests stronger potential upside due to recent bullish momentum; useful for call options or long positions. #### Example 2: Bearish Scenario (Low Win Rate) - Current Close: $50. - Weekly ATR (50 periods): $3 → Daily ATR: $3 / 5 = $0.6. - Last 50 Candles: 20 green, 30 red → Total colored: 50 → Win Rate: 20/50 = 0.4 (40%). - Base Projections: - 1M: $0.6 × 21 = $12.6. - 3M: $0.6 × 63 = $37.8. - Adjusted Projections: - 1M Upside: $12.6 × 0.4 = $5.04 → High: $50 + $5.04 = $55.04 (+10.1%). - 1M Downside: $12.6 × 0.6 = $7.56 → Low: $50 - $7.56 = $42.44 (-15.1%). - 3M Upside: $37.8 × 0.4 = $15.12 → High: $50 + $15.12 = $65.12 (+30.2%). - 3M Downside: $37.8 × 0.6 = $22.68 → Low: $50 - $22.68 = $27.32 (-45.4%). - On the Chart: Red/orange lines skewed lower; table highlights larger downside % (e.g., -45.4% for 3M low). - Interpretation: Indicates bearish risk; might prompt protective puts or short strategies. #### Example 3: Neutral Scenario (Balanced Win Rate) - Current Close: $100. - Weekly ATR: $5 → Daily ATR: $1. - Last 50 Candles: 25 green, 25 red → Win Rate: 0.5 (50%). - Projections become symmetric: - 1M: Base $21 → Upside/Downside $10.5 each → High $110.5 (+10.5%), Low $89.5 (-10.5%). - 3M: Base $63 → Upside/Downside $31.5 each → High $131.5 (+31.5%), Low $68.5 (-31.5%). - Interpretation: Pure volatility-based range, no directional bias—ideal for straddle options or range trading. In real use, test on historical data: e.g., if past projections captured actual moves ~68% of the time (1 standard deviation for ATR), it validates the volatility assumption. Adjust the lookback for different assets (shorter for volatile cryptos, longer for stable blue-chips).
Chỉ báo Pine Script®
bởi bradleypbarber6
cd_Quarterly_cycles_SSMT_TPD_CxGeneral This indicator is designed in line with the Quarterly Theory to display each cycle on the chart, either boxed and/or in candlestick form. Additionally, it performs inter-cycle divergence analysis ( SSMT ) with the correlated symbol, Terminus Price Divergence ( TPD ), Precision Swing Point ( PSP ) analysis, and potential Power of Three ( PO3 ) analysis. Special thanks to @HandlesHandled for his great indicator, which I used while preparing the cycles content. Details & Usage: Optional cycles available: Weekly, Daily, 90m, and Micro cycles. Displaying/removing cycles can be controlled from the menu (cycles / candles / labels). All selected cycles can be shown, or you can limit the number of displayed cycles (min: 2, max: 4). The summary table can be toggled on/off and repositioned. What’s in the summary table? • Below the header, the correlated symbol used in the analysis is displayed (e.g., SSMT → US500). • If available, live and previous bar results of the SSMT analysis are shown. • Under the PSP & TPD section, results are displayed when conditions are met. • Under Alerts, the real-time status of conditions defined in the menu is shown. • Under Potential AMD, possible PO3 analysis results are displayed. Analysis & Symbol Selection: To run analyses, a correlated symbol must first be defined with the main symbol. Default pairs are preloaded (see below), but users should adjust them according to their exchange and instruments. If no correlated pair is defined, cycles are displayed only as boxes/candles. Once defined pairs are opened on the chart, analyses load automatically. Pairs listed on the same row in the menu are automatically linked, so no need to re-enter them across rows. SSMT Analysis: Based on the chart’s timeframe, divergences are searched across Weekly, Daily, 90m, and Micro cycles. The code will not produce results for smaller cycles than the current timeframe. (Example: On H1, Micro cycles will not be displayed.) Results are obtained by comparing the highs and lows of consecutive cycles in the same period. If one pair makes a new high/low while the other does not, this divergence is added to SSMT results. The difference from classic SMT is that cycles are used instead of bars. PSP & TPD Analysis: A correlated symbol must be defined. For PSP, timeframe options are added to the menu. Users toggle timeframes on/off by checking/unchecking boxes. In selected timeframes, PSP & TPD analysis is performed. • PSP: If candlesticks differ in color (bullish/bearish) between symbols and the bar is at a high/low of the timeframe (and higher/lower than the bars before/after it), it is identified as a PSP. Divergences between pairs are interpreted as potential reversal signals. • TPD: Once a PSP occurs, the closing price of the previous bar and the opening price of the next bar are compared. If one symbol shows continuation while the other does not, it is marked as a divergence. Example: Let’s assume Pair 1 and Pair 2 are selected in the menu with the H4 timeframe, and our cycle is Weekly (Box). For Pair 1, the H4 candle at the Weekly high level: • Is positioned at the Weekly high, • Its high is above both the previous and the next candle, • It closed bearish (open > close). For Pair 2, the same H4 candle closed bullish (close > open). → PSP conditions are met. For TPD, we now check the candles before and after this PSP (H4) candle on both pairs. Comparing the previous candle’s close with the next candle’s open, we see that: • In Pair 1, the next open is lower than the previous close, • In Pair 2, the next open is higher than the previous close. Pair 1 → close > open Pair 2 → close < open Since they are not aligned in the same direction, this is interpreted as a divergence — a potential reversal signal. While TPD results are displayed in the summary table, whenever the conditions are met in the selected timeframes, the signals are also plotted directly on the chart. (🚦, X) • Higher timeframe TPD example: • Current timeframe TPD example: Alerts: The indicator can be conditioned based on aligned timeframes defined within the concept. Example (assuming random active rows in the screenshot): • Weekly Bullish SSMT → Tf2 (menu-selected) Bullish TPD → Daily Bullish SSMT. Selecting “none” in the menu means that condition is not required. When an alert is triggered, it will be displayed in the corresponding row of the table. • Example with only condition 3 enabled: Potential PO3 Analysis: According to Quarterly Theory, price moves in cycles, and the same structures are assumed to continue in smaller timeframes. From classical PO3 knowledge: before the main move, price first manipulates in the opposite direction to trap buyers/sellers, then makes its true move. The cyclical sequence is: (A)ccumulation → (M)anipulation → (D)istribution → (R)eversal / Continuation. Within cycle candles, the first letter of each phase is displayed. So how does the analysis work? If the active cycle is in (M)anipulation or (D)istribution phase, and it sweeps the previous cycle’s high or low but then pulls back inside, this is flagged in the summary table as a possible PO3 signal. In other words, it reflects the alignment of theoretical sequence with real-time price action. Confluence with SSMT and TPD conditions further strengthens the expectation. Final Note: No single marking or alert carries meaning on its own — it must always be evaluated in the context of your concept knowledge. Instead of trading purely on expectations, align bias + trend + entry confirmations to improve your success rate. Feedback and suggestions are welcome. Happy trading!
Chỉ báo Pine Script®
bởi cdikici71
8
Pivot Points mura visionWhat it is A clean, single-set pivot overlay that lets you choose the pivot type (Traditional/Fibonacci), the anchor timeframe (Daily/Weekly/Monthly/Quarterly, or Auto), and fully customize colors, line width/style , and labels . The script never draws duplicate sets—exactly one pivot pack is displayed for the chosen (or auto-detected) anchor. How it works Pivots are computed with ta.pivot_point_levels() for the selected anchor timeframe . The script supports the standard 7 levels: P, R1/S1, R2/S2, R3/S3 . Lines span exactly one anchor period forward from the current bar time. Label suffix shows the anchor source: D (Daily), W (Weekly), M (Monthly), Q (Quarterly). Auto-anchor logic Intraday ≤ 15 min → Daily pivots (D) Intraday 20–120 min → Weekly pivots (W) Intraday > 120 min (3–4 h) → Monthly pivots (M) Daily and above → Quarterly pivots (Q) This keeps the chart readable while matching the most common trader expectations across timeframes. Inputs Pivot Type — Traditional or Fibonacci. Pivots Timeframe — Auto, Daily (1D), Weekly (1W), Monthly (1M), Quarterly (3M). Line Width / Line Style — width 1–10; style Solid, Dashed, or Dotted. Show Labels / Show Prices — toggle level tags and price values. Colors — user-selectable colors for P, R*, S* . How to use Pick a symbol/timeframe. Leave Pivots Timeframe = Auto to let the script choose; or set a fixed anchor if you prefer. Toggle labels and prices to taste; adjust line style/width and colors for your theme. Read the market like a map: P often acts as a mean/rotation point. R1/S1 are common first reaction zones; R2/S2 and R3/S3 mark stronger extensions. Confluence with S/R, trendlines, session highs/lows, or volume nodes improves context. Good practices Use Daily pivots for intraday scalps (≤15m). Use Weekly/Monthly for swing bias on 1–4 h. Use Quarterly when analyzing on Daily and higher to frame larger cycles. Combine with trend filters (e.g., EMA/KAMA 233) or volatility tools for entries and risk. Notes & limitations The script shows one pivot pack at a time by design (prevents clutter and duplicates). Historical values follow TradingView’s standard pivot definitions; results can vary across assets/exchanges. No alerts are included (levels are static within the anchor period).
Chỉ báo Pine Script®
bởi trading_mura
1
VWAP Confluência 3x VWAP Confluence 3x — Daily · Weekly · Anchored Purpose A pragmatic VWAP suite for execution and risk management. It plots three institutional reference lines: Daily VWAP, Weekly VWAP, and an Anchored VWAP (AVWAP) starting from a user-defined event (news, earnings, session open, swing high/low). Why it matters VWAP is the market’s “fair price” weighted by where volume actually traded. Confluence across timeframes and events turns noisy charts into actionable bias and clean levels. What it does Daily VWAP — resets each trading day; intraday “fair value.” Weekly VWAP — resets each week; swing context and larger player defense. Anchored VWAP — starts at a precise timestamp you set (e.g., news release). Price source toggle — Typical Price ( 𝐻 + 𝐿 + 𝐶 ) / 3 (H+L+C)/3 or Close. Visibility switches — enable/disable each line independently. Anchor marker — labels the first bar of the AVWAP. Inputs Show Daily VWAP (on/off) Show Weekly VWAP (on/off) Show Anchored VWAP (on/off) Price Source: Typical (H+L+C)/3 or Close Anchor Time: timestamp of your event (uses the chart/exchange timezone) How to anchor to a news event Find the exact release time as shown in your chart’s timezone. Open the indicator settings → set Anchor Time to that minute. The AVWAP begins at that bar and accumulates forward. Playbook (examples, not signals) Strong long bias: price above Daily and Weekly VWAP; AVWAP reclaimed after news. Strong short bias: price below Daily and Weekly; AVWAP reject after news. Mean-revert zones: price stretches far from the active VWAPs and snaps back; size around VWAP with tight risk. Targets: opposite VWAP, prior day/week highs/lows, or liquidity pools near AVWAP. Best used with Session highs/lows, liquidity sweeps, volume profile, and time-of-day filters. Notes & limitations Works best on markets with reliable volume (equities, futures, liquid crypto). FX spot uses synthetic volume—interpret accordingly. Anchor Time respects the chart’s timezone. Convert news times before setting. This is an indicator, not a backtestable strategy. No trade advice. Disclaimer For educational purposes only. Trading involves risk. Do your own research and manage risk responsibly.
Chỉ báo Pine Script®
bởi BFAS76
ForecastForecast (FC), indicator documentation Type: Study, not a strategy Primary timeframe: 1D chart, most plots and the on-chart table only render on daily bars Inspiration: Robert Carver’s “forecast” concept from Advanced Futures Trading Strategies, using normalized, capped signals for comparability across markets ⸻ What the indicator does FC builds a volatility-normalized momentum forecast for a chosen symbol, optionally versus a benchmark. It combines an EWMAC composite with a channel breakout composite, then caps the result to a common scale. You can run it in three data modes: • Absolute: Forecast of the selected symbol • Relative: Forecast of the ratio symbol / benchmark • Combined: Average of Absolute and Relative A compact table can summarize the current forecast, short-term direction on the forecast EMAs, correlation versus the benchmark, and ATR-scaled distances to common price EMAs. ⸻ PineScreener, relative-strength screening This indicator is excellent for screening on relative strength in PineScreener, since the forecast is volatility-normalized and capped on a common scale. Available PineScreener columns PineScreener reads the plotted series. You will see at least these columns: • FC, the capped forecast • from EMA20, (price − EMA20) / ATR in ATR multiples • from EMA50, (price − EMA50) / ATR in ATR multiples • ATR, ATR as a percent of price • Corr, weekly correlation with the chosen benchmark Relative mode and Combined mode are recommended for cross-sectional screens. In Relative mode the calculation uses symbol / benchmark, so ensure the ratio ticker exists for your data source. ⸻ How it works, step by step 1. Volatility model Compute exponentially weighted mean and variance of daily percent returns on D, annualize, optionally blend with a long lookback using 10y %, then convert to a price-scaled sigma. 2. EWMAC momentum, three legs Daily legs: EMA(8) − EMA(32), EMA(16) − EMA(64), EMA(32) − EMA(128). Divide by price-scaled sigma, multiply by leg scalars, cap to Cap = 20, average, then apply a small FDM factor. 3. Breakout momentum, three channels Smoothed position inside 40, 80, and 160 day channels, each scaled, then averaged. 4. Composite forecast Average the EWMAC composite and the breakout composite, then cap to ±20. Relative mode runs the same logic on symbol / benchmark. Combined mode averages Absolute and Relative composites. 5. Weekly correlation Pearson correlation between weekly closes of the asset and the benchmark over a user-set length. 6. Direction overlay Two EMAs on the forecast series plus optional green or red background by sign, and optional horizontal level shading around 0, ±5, ±10, ±15, ±20. ⸻ Plots • FC, capped forecast on the daily chart • 8-32 Abs, 8-32 Rel, single-leg EWMAC plus breakout view • 8-32-128 Abs, 8-32-128 Rel, three-leg composite views • from EMA20, from EMA50, (price − EMA) / ATR • ATR, ATR as a percent of price • Corr, weekly correlation with the benchmark • Forecast EMA1 and EMA2, EMAs of the forecast with an optional fill • Backgrounds and guide lines, optional sign-based background, optional 0, ±5, ±10, ±15, ±20 guides Most plots and the table are gated by timeframe.isdaily. Set the chart to 1D to see them. ⸻ Inputs Symbol selection • Absolute, Relative, Combined • Vs. benchmark for Relative mode and correlation, choices: SPY, QQQ, XLE, GLD • Ticker or Freeform, for Freeform use full TradingView notation, for example NASDAQ:AAPL Engine selection • Include: • 8-32-128, three EWMAC legs plus three breakouts • 8-32, simplified view based on the 8-32 leg plus a 40-day breakout EMA, applied to the forecast • EMA1, EMA2, with line-width controls, plus color and opacity Volatility • Span, EW volatility span for daily returns • 10y %, blend of long-run volatility • Thresh, Too volatile, placeholders in this version Background • Horizontal bg, level shading, enabled by default • Long BG, Hedge BG, colors and opacities Show • Table, Header, Direction, Gain, Extension • Corr, Length for correlation row Table settings • Position, background, opacity, text size, text color Lines • 0-lines, 10-lines, 5-lines, level guides ⸻ Reading the outputs • Forecast > 0, bullish tilt; Forecast < 0, bearish or hedge tilt • ±10 and ±20 indicate strength on a uniform scale • EMA1 vs EMA2 on the forecast, EMA1 above EMA2 suggests improving momentum • Table rows, label colored by sign, current forecast value plus a green or red dot for the forecast EMA cross, optional daily return percent, weekly correlation, and ATR-scaled EMA9, EMA20, EMA50 distances ⸻ Data handling, repainting, and performance • Daily and weekly series are fetched with request.security(). • Calculations use closed bars, values can update until the bar closes. • No lookahead, historical values do not repaint. • Weekly correlation updates during the week, it finalizes on weekly close. • On intraday charts most visuals are hidden by design. ⸻ Good practice and limitations • This is a research indicator, not a trading system. • The fixed Cap = 20 keeps a common scale, extreme moves will be clipped. • Relative mode depends on the ratio symbol / benchmark, ensure both legs have data for your feed. ⸻ Credits Concept inspired by Robert Carver’s forecast methodology in Advanced Futures Trading Strategies. Implementation details, parameters, and visuals are specific to this script. ⸻ Changelog • First version ⸻ Disclaimer For education and research only, not financial advice. Always test on your market and data feed, consider costs and slippage before using any indicator in live decisions.
Chỉ báo Pine Script®
bởi BB_9791
Seasonality Monte Carlo Forecaster [BackQuant]Seasonality Monte Carlo Forecaster Plain-English overview This tool projects a cone of plausible future prices by combining two ideas that traders already use intuitively: seasonality and uncertainty. It watches how your market typically behaves around this calendar date, turns that seasonal tendency into a small daily “drift,” then runs many randomized price paths forward to estimate where price could land tomorrow, next week, or a month from now. The result is a probability cone with a clear expected path, plus optional overlays that show how past years tended to move from this point on the calendar. It is a planning tool, not a crystal ball: the goal is to quantify ranges and odds so you can size, place stops, set targets, and time entries with more realism. What Monte Carlo is and why quants rely on it • Definition . Monte Carlo simulation is a way to answer “what might happen next?” when there is randomness in the system. Instead of producing a single forecast, it generates thousands of alternate futures by repeatedly sampling random shocks and adding them to a model of how prices evolve. • Why it is used . Markets are noisy. A single point forecast hides risk. Monte Carlo gives a distribution of outcomes so you can reason in probabilities: the median path, the 68% band, the 95% band, tail risks, and the chance of hitting a specific level within a horizon. • Core strengths in quant finance . – Path-dependent questions : “What is the probability we touch a stop before a target?” “What is the expected drawdown on the way to my objective?” – Pricing and risk : Useful for path-dependent options, Value-at-Risk (VaR), expected shortfall (CVaR), stress paths, and scenario analysis when closed-form formulas are unrealistic. – Planning under uncertainty : Portfolio construction and rebalancing rules can be tested against a cloud of plausible futures rather than a single guess. • Why it fits trading workflows . It turns gut feel like “seasonality is supportive here” into quantitative ranges: “median path suggests +X% with a 68% band of ±Y%; stop at Z has only ~16% odds of being tagged in N days.” How this indicator builds its probability cone 1) Seasonal pattern discovery The script builds two day-of-year maps as new data arrives: • A return map where each calendar day stores an exponentially smoothed average of that day’s log return (yesterday→today). The smoothing (90% old, 10% new) behaves like an EWMA, letting older seasons matter while adapting to new information. • A volatility map that tracks the typical absolute return for the same calendar day. It calculates the day-of-year carefully (with leap-year adjustment) and indexes into a 365-slot seasonal array so “March 18” is compared with past March 18ths. This becomes the seasonal bias that gently nudges simulations up or down on each forecast day. 2) Choice of randomness engine You can pick how the future shocks are generated: • Daily mode uses a Gaussian draw with the seasonal bias as the mean and a volatility that comes from realized returns, scaled down to avoid over-fitting. It relies on the Box–Muller transform internally to turn two uniform random numbers into one normal shock. • Weekly mode uses bootstrap sampling from the seasonal return history (resampling actual historical daily drifts and then blending in a fraction of the seasonal bias). Bootstrapping is robust when the empirical distribution has asymmetry or fatter tails than a normal distribution. Both modes seed their random draws deterministically per path and day, which makes plots reproducible bar-to-bar and avoids flickering bands. 3) Volatility scaling to current conditions Markets do not always live in average volatility. The engine computes a simple volatility factor from ATR(20)/price and scales the simulated shocks up or down within sensible bounds (clamped between 0.5× and 2.0×). When the current regime is quiet, the cone narrows; when ranges expand, the cone widens. This prevents the classic mistake of projecting calm markets into a storm or vice versa. 4) Many futures, summarized by percentiles The model generates a matrix of price paths (capped at 100 runs for performance inside TradingView), each path stepping forward for your selected horizon. For each forecast day it sorts the simulated prices and pulls key percentiles: • 5th and 95th → approximate 95% band (outer cone). • 16th and 84th → approximate 68% band (inner cone). • 50th → the median or “expected path.” These are drawn as polylines so you can immediately see central tendency and dispersion. 5) A historical overlay (optional) Turn on the overlay to sketch a dotted path of what a purely seasonal projection would look like for the next ~30 days using only the return map, no randomness. This is not a forecast; it is a visual reminder of the seasonal drift you are biasing toward. Inputs you control and how to think about them Monte Carlo Simulation • Price Series for Calculation . The source series, typically close. • Enable Probability Forecasts . Master switch for simulation and drawing. • Simulation Iterations . Requested number of paths to run. Internally capped at 100 to protect performance, which is generally enough to estimate the percentiles for a trading chart. If you need ultra-smooth bands, shorten the horizon. • Forecast Days Ahead . The length of the cone. Longer horizons dilute seasonal signal and widen uncertainty. • Probability Bands . Draw all bands, just 95%, just 68%, or a custom level (display logic remains 68/95 internally; the custom number is for labeling and color choice). • Pattern Resolution . Daily leans on day-of-year effects like “turn-of-month” or holiday patterns. Weekly biases toward day-of-week tendencies and bootstraps from history. • Volatility Scaling . On by default so the cone respects today’s range context. Plotting & UI • Probability Cone . Plots the outer and inner percentile envelopes. • Expected Path . Plots the median line through the cone. • Historical Overlay . Dotted seasonal-only projection for context. • Band Transparency/Colors . Customize primary (outer) and secondary (inner) band colors and the mean path color. Use higher transparency for cleaner charts. What appears on your chart • A cone starting at the most recent bar, fanning outward. The outer lines are the ~95% band; the inner lines are the ~68% band. • A median path (default blue) running through the center of the cone. • An info panel on the final historical bar that summarizes simulation count, forecast days, number of seasonal patterns learned, the current day-of-year, expected percentage return to the median, and the approximate 95% half-range in percent. • Optional historical seasonal path drawn as dotted segments for the next 30 bars. How to use it in trading 1) Position sizing and stop logic The cone translates “volatility plus seasonality” into distances. • Put stops outside the inner band if you want only ~16% odds of a stop-out due to noise before your thesis can play. • Size positions so that a test of the inner band is survivable and a test of the outer band is rare but acceptable. • If your target sits inside the 68% band at your horizon, the payoff is likely modest; outside the 68% but inside the 95% can justify “one-good-push” trades; beyond the 95% band is a low-probability flyer—consider scaling plans or optionality. 2) Entry timing with seasonal bias When the median path slopes up from this calendar date and the cone is relatively narrow, a pullback toward the lower inner band can be a high-quality entry with a tight invalidation. If the median slopes down, fade rallies toward the upper band or step aside if it clashes with your system. 3) Target selection Project your time horizon to N bars ahead, then pick targets around the median or the opposite inner band depending on your style. You can also anchor dynamic take-profits to the moving median as new bars arrive. 4) Scenario planning & “what-ifs” Before events, glance at the cone: if the 95% band already spans a huge range, trade smaller, expect whips, and avoid placing stops at obvious band edges. If the cone is unusually tight, consider breakout tactics and be ready to add if volatility expands beyond the inner band with follow-through. 5) Options and vol tactics • When the cone is tight : Prefer long gamma structures (debit spreads) only if you expect a regime shift; otherwise premium selling may dominate. • When the cone is wide : Debit structures benefit from range; credit spreads need wider wings or smaller size. Align with your separate IV metrics. Reading the probability cone like a pro • Cone slope = seasonal drift. Upward slope means the calendar has historically favored positive drift from this date, downward slope the opposite. • Cone width = regime volatility. A widening fan tells you that uncertainty grows fast; a narrow cone says the market typically stays contained. • Mean vs. price gap . If spot trades well above the median path and the upper band, mean-reversion risk is high. If spot presses the lower inner band in an up-sloping cone, you are in the “buy fear” zone. • Touches and pierces . Touching the inner band is common noise; piercing it with momentum signals potential regime change; the outer band should be rare and often brings snap-backs unless there is a structural catalyst. Methodological notes (what the code actually does) • Log returns are used for additivity and better statistical behavior: sim_ret is applied via exp(sim_ret) to evolve price. • Seasonal arrays are updated online with EWMA (90/10) so the model keeps learning as each bar arrives. • Leap years are handled; indexing still normalizes into a 365-slot map so the seasonal pattern remains stable. • Gaussian engine (Daily mode) centers shocks on the seasonal bias with a conservative standard deviation. • Bootstrap engine (Weekly mode) resamples from observed seasonal returns and adds a fraction of the bias, which captures skew and fat tails better. • Volatility adjustment multiplies each daily shock by a factor derived from ATR(20)/price, clamped between 0.5 and 2.0 to avoid extreme cones. • Performance guardrails : simulations are capped at 100 paths; the probability cone uses polylines (no heavy fills) and only draws on the last confirmed bar to keep charts responsive. • Prerequisite data : at least ~30 seasonal entries are required before the model will draw a cone; otherwise it waits for more history. Strengths and limitations • Strengths : – Probabilistic thinking replaces single-point guessing. – Seasonality adds a small but meaningful directional bias that many markets exhibit. – Volatility scaling adapts to the current regime so the cone stays realistic. • Limitations : – Seasonality can break around structural changes, policy shifts, or one-off events. – The number of paths is performance-limited; percentile estimates are good for trading, not for academic precision. – The model assumes tomorrow’s randomness resembles recent randomness; if regime shifts violently, the cone will lag until the EWMA adapts. – Holidays and missing sessions can thin the seasonal sample for some assets; be cautious with very short histories. Tuning guide • Horizon : 10–20 bars for tactical trades; 30+ for swing planning when you care more about broad ranges than precise targets. • Iterations : The default 100 is enough for stable 5/16/50/84/95 percentiles. If you crave smoother lines, shorten the horizon or run on higher timeframes. • Daily vs. Weekly : Daily for equities and crypto where month-end and turn-of-month effects matter; Weekly for futures and FX where day-of-week behavior is strong. • Volatility scaling : Keep it on. Turn off only when you intentionally want a “pure seasonality” cone unaffected by current turbulence. Workflow examples • Swing continuation : Cone slopes up, price pulls into the lower inner band, your system fires. Enter near the band, stop just outside the outer line for the next 3–5 bars, target near the median or the opposite inner band. • Fade extremes : Cone is flat or down, price gaps to the upper outer band on news, then stalls. Favor mean-reversion toward the median, size small if volatility scaling is elevated. • Event play : Before CPI or earnings on a proxy index, check cone width. If the inner band is already wide, cut size or prefer options structures that benefit from range. Good habits • Pair the cone with your entry engine (breakout, pullback, order flow). Let Monte Carlo do range math; let your system do signal quality. • Do not anchor blindly to the median; recalc after each bar. When the cone’s slope flips or width jumps, the plan should adapt. • Validate seasonality for your symbol and timeframe; not every market has strong calendar effects. Summary The Seasonality Monte Carlo Forecaster wraps institutional risk planning into a single overlay: a data-driven seasonal drift, realistic volatility scaling, and a probabilistic cone that answers “where could we be, with what odds?” within your trading horizon. Use it to place stops where randomness is less likely to take you out, to set targets aligned with realistic travel, and to size positions with confidence born from distributions rather than hunches. It will not predict the future, but it will keep your decisions anchored to probabilities—the language markets actually speak.
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