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Liquidity Sweep of Candle & Swing @MaxMaserati 3.0MMM Liquidity Sweep Detector for single candle sweep and/or Swing Sweep Identify liquidity sweeps with precision. A sweep occurs when price wicks through a key level (previous candle high/low or swing point) but closes back inside the range - indicating a failed breakout and potential reversal. The set includes: Sweep Low, 50% of wick, TGT level KEY FEATURES: - Two Detection Modes: Track sweeps on previous candle levels OR swing highs/lows (pivot points) - Both Mode: View candle and swing sweeps simultaneously - Visual Clarity: Each sweep displays three extending lines (SWH/SWL, Target, 50% wick), box zone, and swept level with red X marker - Smart Updates: When price creates new sweep levels without hitting targets, the entire sweep structure automatically relocates to the new level - Double-Sided Logic: When both sides are swept on one candle, the indicator intelligently places the sweep on the longest wick side SWEEP DEFINITION: Bullish Sweep: Price wicks BELOW a low but closes ABOVE it (back inside range) Bearish Sweep: Price wicks ABOVE a high but closes BELOW it (back inside range) The indicator only creates sweeps on unviolated levels - levels that haven't been closed through yet. This ensures you're trading genuine liquidity sweeps, not broken levels. CUSTOMIZATION: - Adjustable swing lookback period - Multiple box placement options - Full color and display controls - Invalidation options (Sweep High/Low or 50% Wick) - Statistics panel showing active sweeps and completion rates Perfect for traders using ICT concepts, Smart Money Theory, or institutional order flow analysis. Identify where large players are hunting liquidity before reversing price. ⚠️ DISCLAIMER Educational Tool Only - This indicator is for educational and informational purposes only and does not constitute financial, investment, or trading advice. Risk Warning - Trading involves substantial risk of loss and is not suitable for all investors. Past performance does not guarantee future results. No representation is made that this indicator will achieve profits or prevent losses. User Responsibility - All trading decisions are solely your responsibility. The developer and Max Maserati Model assume no liability for losses incurred from using this indicator. Conduct your own research and consult a qualified financial advisor before making investment decisions. By using this indicator, you acknowledge and agree to these terms.
مؤشر Pine Script®
من ‎MaxMaserati‎
Max. Liquidity & Delta Bias Profile @MaxMaserati 3.0MAX. LIQUIDITY & DELTA BIAS PROFILE @MAXMASERATI 3.0 ═══════════════════════════════════════════════════════════════ OVERVIEW ──────── An advanced volume profile tool that analyzes market liquidity and order flow dynamics across different timeframes. This indicator helps traders identify key price levels where significant trading activity and directional bias converge. DUAL PROFILE SYSTEM ─────────────────── 🔷 LIQUIDITY PROFILE (Right Side) Displays total volume traded at each price level, colored by market bias: • Green nodes = Bullish dominance (buyers in control) • Red nodes = Bearish dominance (sellers in control) • Width represents volume concentration at that level 🔷 DELTA BIAS PROFILE (Left Side) Shows net buying vs selling pressure at each price level: • Blue nodes = Positive delta (buying pressure dominates) • Purple nodes = Negative delta (selling pressure dominates) • Width represents strength of the imbalance KEY REFERENCE LEVELS ───────────── 📍 POC (Point of Control) Yellow horizontal line marking the price with highest traded volume - represents the most accepted fair value during the period. 📍 MAX BULL Level Green line highlighting the price with strongest bullish conviction - where buyers showed maximum aggression and commitment. 📍 MAX BEAR Level Red line highlighting the price with strongest bearish conviction - where sellers demonstrated maximum pressure and control. TOGGLE OFF EVERYTHING EXCEPT THE MAX LINES TO HAVE THIS SETUP PROFILE STATUS INDICATORS ────────────────────────── • ▶ ONGOING (Green) = Current developing profile • ⬛ STOPPED (Red) = Completed profile, new period started CUSTOMIZATION FEATURES ────────────────────── ✓ Multiple anchor periods (Auto/Session/Day/Week/Month/Quarter/Year) ✓ Independent toggles for each visual element ✓ Individual color and size controls for every label ✓ Adjustable profile width and transparency ✓ Customizable line widths and styles TRADING APPLICATIONS ──────────────────── • Identify high-probability support/resistance zones • Spot institutional accumulation/distribution levels • Detect order flow imbalances before major moves • Track intraday value areas and fair price zones • Confirm trend strength through delta analysis • Find optimal entry/exit levels based on volume WHO THIS IS FOR ─────────────── Designed for active traders who: • Trade futures, stocks, forex with volume data • Use volume profile and market profile concepts • Analyze order flow and institutional footprints • Seek data-driven price level identification • Want visual clarity on market structure NOTES ───── • Requires volume data to function properly • Best used on liquid instruments with consistent volume • Profiles reset based on selected anchor period • All visual elements can be toggled independently • Performance optimized for real-time analysis ⚠️ DISCLAIMER Educational Tool Only - This indicator is for educational and informational purposes only and does not constitute financial, investment, or trading advice. Risk Warning - Trading involves substantial risk of loss and is not suitable for all investors. Past performance does not guarantee future results. No representation is made that this indicator will achieve profits or prevent losses. User Responsibility - All trading decisions are solely your responsibility. The developer and Max Maserati Model assume no liability for losses incurred from using this indicator. Conduct your own research and consult a qualified financial advisor before making investment decisions. Data Dependency - Indicator accuracy depends on your TradingView plan's data availability and selected timeframe support. By using this indicator, you acknowledge and agree to these terms.
مؤشر Pine Script®
من ‎MaxMaserati‎
Planetary IngressDisplays planetary ingresses, the moments when a planet crosses from one zodiac sign into another. This indicator marks historical ingresses directly on your chart and projects upcoming ones with precise date, time, and retrograde status. Powered by the open-source BlueprintResearch Planetary Ephemeris library , which implements truncated VSOP87 (planets) and ELP2000 (Moon) series for high-accuracy celestial calculations entirely within Pine Script. █ FEATURES • All 10 celestial bodies — Sun, Moon, Mercury, Venus, Mars, Jupiter, Saturn, Uranus, Neptune, and Pluto • Geocentric or Heliocentric views — toggle between Earth-centered (standard astrology) and Sun-centered perspectives • Retrograde indicator — shows ℞ symbol when a planet is in apparent retrograde motion (geocentric only) • Future ingress projection — displays the following sign change as a dotted vertical line with customizable date/time and timezone • Color-coded by zodiac sign — 12 fully customizable colors for each sign • Per-sign visibility controls — easily show/hide specific signs • Per-sign alerts — get notified when a planet enters selected signs • Fully customizable labels — adjust size, colors, transparency, and placement █ HOW TO USE 1. Select your planet from the dropdown 2. Choose Geocentric (traditional) or Heliocentric view 3. Historical ingresses appear as labels above price bars with a planet symbol and a zodiac sign 4. The next future ingress is shown as a dotted vertical line with projected date/time 5. Hover over labels for exact degree position (e.g., "0°Ari00'") 6. Set up alerts via "Alert on Ingress" settings for specific sign entries █ LIMITATIONS & ACCURACY This indicator uses optimized, truncated VSOP87 and ELP2000 series tailored for Pine Script performance. It delivers excellent accuracy for trading and analytical purposes, but is not intended for professional astronomical use. Expected Ingress Timing Accuracy (Geocentric view): • Sun, Moon, Mercury, Venus, Mars: Within hours to ±1 day • Jupiter, Saturn: Within ±1–2 days • Uranus, Neptune: Within ±3–7 days • Pluto: Within ±1–2 weeks (simplified Meeus method, valid 1900–2100) Heliocentric view: Inner and faster-moving planets match geocentric accuracy. Outer planets (especially Uranus/Neptune) may occasionally show larger variances (up to ±1 month in rare cases) due to their extremely slow motion amplifying minor truncation effects in the series. Why outer planets vary more: Slower planets take weeks or months to cross a single degree. Even minor positional discrepancies from truncated terms can shift ingress timing by days or weeks—most noticeable with the outermost bodies. Recommendation: For mission-critical timing, always cross-reference with professional tools such as JPL Horizons , Swiss Ephemeris, or Astro.com. █ ROADMAP Accuracy improvements are an ongoing priority. The modular library design allows targeted upgrades to individual planets without breaking existing functionality. Planned Enhancements: • Higher-precision outer planet calculations (Uranus, Neptune) • Improved heliocentric outer planet accuracy • Enhanced Pluto method • Additional series terms where beneficial Updates will be released through the BlueprintResearch/lib_ephemeris library—follow for notifications. █ OPEN SOURCE This indicator is part of the fully open-source Planetary Ephemeris project. The core ephemeris library is public for study, modification, and reuse in your own scripts: • BlueprintResearch/lib_ephemeris — Main planetary calculation engine Licensed under MPL 2.0 — free to use and modify, with changes to the library shared back to the community.
مؤشر Pine Script®
من ‎BlueprintResearch‎
ZOE IFVG+his indicator combines the original ICT Inversion Fair Value Gap (iFVG) Detector by ote618 with a manual checklist panel for trade analysis. Features: ICT iFVG Detector Automatically identifies bullish and bearish inversion fair value gaps (iFVGs) based on 3-candle formation logic. Draws colored boxes on the chart to highlight confirmed iFVG zones. Sends optional alerts when iFVGs are confirmed, respecting your selected timeframe. Works exactly like the original ote618 iFVG script, with no modifications to the core detection logic. Manual Checklist Panel Displays a customizable checklist to track key market factors: Liquidity Sweep HTF FVG V-Shape Recovery Inversion FVG Clear Opposite DOL SMT Divergence Assigns a score and grade (A+ to F) based on selected conditions. Panel position and background can be customized. Allows traders to visually track trade quality alongside iFVG zones. Usage: Use the iFVG boxes to identify high-probability zones for entries and liquidity hunts. Use the manual checklist to evaluate trades based on additional criteria, creating a structured workflow for market analysis. Fully compatible with your existing iFVG workflow — the core detection and alerts remain unchanged. Ideal For: Traders following ICT concepts, liquidity hunts, and structure-based strategies who want to combine automated FVG detection with a manual trade-quality checklist.
مؤشر Pine Script®
من ‎Wallstreetzoe‎
%-to-Tick Trailing Stop & VisualizerPercent-to-Tick Trailing Stop (strategy.exit Framework + Visualizer) Overview This script focuses on exit management and visualization, not entry performance. The included MA crossover entry is intentionally simple and replaceable. Core idea (Percent → Tick conversion) strategy.exit() trailing parameters are tick-based (trail_points, trail_offset, and loss). This script lets you input distances in percent (%) and converts them into integer ticks using syminfo.mintick, making the same exit logic portable across most tick-based symbols/exchanges with different tick sizes. //==What it provides==// 1. % → tick conversion for: - Fixed stop loss (loss) - Trailing activation distance (trail_points) - Trailing offset distance (trail_offset) 2. On-chart visualization: - Entry average price - Trailing activation threshold - Fixed stop-loss line - Trailing stop line (with an exit-bar alignment attempt to reduce gaps) //==How to use==// 1. Keep the included MA crossover entries, or replace them with your own entries. 2. Configure: - Fixed Stop Loss % (loss_pct) - Trailing Activation % (t_points_pct) - Trailing Offset % (t_offset_pct) 3. Adjust commission/slippage defaults to match your market. //==Important limitations (must read)==// - calc_on_every_tick=true recalculates on realtime bars only; historical bars are evaluated differently. Backtests can differ from realtime behavior and may change after reload. - Tick rounding: percent distances are rounded to integer ticks, so small differences can occur depending on tick size and price level. - For more realistic intrabar backtesting, consider enabling Bar Magnifier in Strategy Properties (if available). # Average Entry Price (Basis): "Calculations are based on the position's average entry price (strategy.position_avg_price)." # Pine Script v6: "Written in the latest Pine Script v6." 요약 이 스크립트의 핵심은 “진입 전략”이 아니라 **strategy.exit()의 tick 기반 트레일링 파라미터를 % 입력으로 일반화(%→ticks 변환)**하여, 다양한 심볼/거래소의 서로 다른 tick size 환경에서도 동일한 exit 로직을 재사용할 수 있게 만든 “청산 프레임워크”입니다. 또한 calc_on_every_tick=true 환경에서 트리거/손절/트레일 라인을 실시간에 가깝게 시각화하는 데 중점을 두었습니다. 단, calc_on_every_tick은 실시간 바에서만 틱 단위 재계산이 적용되며, 히스토리 바/백테스트는 평가 방식이 달라 결과가 다를 수 있습니다.
استراتيجية Pine Script®
من ‎surirang‎
ERD: Effort-Result Diagnostic [Darwinian]ERD: Effort–Result Diagnostic This indicator conceptually inspired by Donchian Channel logic, repurposed to visualize the relationship between effort (participation) and result (price movement) using signed volume as the primary constraint. Core Concept Markets move for two fundamentally different reasons: - Effort — active participation, commitment, urgency - Entropy / Vacuum — absence of participation Price alone cannot distinguish between the two. ERD answers one question only: Is the current price movement supported by participation, or is it moving beyond effort? How It Works Volume is treated as directional effort (positive / negative). Donchian-style logic defines contextual effort boundaries for each direction. These boundaries are overlaid with price to visualize effort containment. Interpretation: Price inside the effort zone → Effort still contains price → Auction is active and engaged Price pressing into the effort boundary (tension zone) → Effort is being tested → Outcome uncertain Price escaping beyond the effort zone → Result exceeds effort → Movement is fragile, vacuum-driven, or entropy-based Upside and downside are evaluated independently. Intended Use Diagnose breakout / breakdown quality Identify entropy drift, especially in illiquid assets Distinguish absence of effort from failed effort Improve trade selection and patience Train effort-aware price action reading across timeframes ERD is designed to reduce bad trades, not increase activity. Attribution Conceptually inspired by Donchian Channels (Richard Donchian), adapted for effort–result diagnostics using signed volume. Designed by Darwinian
مؤشر Pine Script®
من ‎DarwinDarma‎
Easy Risk Calculator with FeesThis Pine Script creates a position sizing calculator for TradingView that helps traders understand the true cost and risk of a trade when accounting for exchange fees. Here's what it does: Core Purpose The script calculates the actual position size, costs, and risk for a trade based on a minimum position value in USDT, while factoring in trading fees that affect both entry and exit prices. Key Calculations Position Size Determination: Takes a desired position value in USDT and adjusts for fees For longs: divides by entry price × (1 + fee) since you pay fees when buying For shorts: divides by entry price × (1 - fee) since you receive less when shorting Risk Analysis: Calculates the reverse risk - determining how much you'd actually lose based on your position size, rather than starting with a target risk amount Computes effective entry/exit values - the true USDT value after accounting for fees on both sides of the trade Expected loss shows the actual dollar amount you'd lose if your stop loss is hit Risk deviation reveals the percentage difference between your expected loss and calculated risk amount Visual Output The script displays a table on the chart showing: Trade direction (LONG/SHORT with color coding) Entry price and stop loss levels Fee percentage used Position size in both USDT and units of the asset Effective entry and exit values (after fees) Expected loss if stopped out Deviation from target risk Calculated risk amount in USDT This tool is particularly useful for traders who need to work with minimum position sizes on exchanges and want to understand exactly how fees impact their actual risk exposure.Claude is AI and can make mistakes. Please double-check responses. Sonnet 4.5Claude is AI and can make mistakes. Please double-check responses.
مؤشر Pine Script®
من ‎cth1903‎
Nifty OI Support Resistance This study is designed for educational purposes to assist traders in analyzing price structure on the Nifty 50 index. It creates visual reference zones based on standard mathematical intervals used in the derivatives market. Purpose of the Tool: In the Nifty 50 index, price action is often analyzed relative to "Round Numbers" or standard strike intervals (e.g., multiples of 50). This script automatically plots these mathematical reference levels relative to the current price to help users observe price behavior. How It Works: This indicator uses a mathematical formula to identify the nearest standard strike price intervals based on the current close price. Strike Logic: It projects levels at standard 50-point intervals (Nifty's standard strike distance). Volatility Buffers: It adds a user-defined buffer (default: 30 points) around these levels to visualize a "zone" rather than a specific price point. Major Levels: It visually distinguishes major round numbers (multiples of 500) which are often significant for technical analysis. Features: Automated Plotting: Adjusts dynamically as price moves to show relevant upper and lower reference bands. Zone Visualization: Helps in identifying potential areas of support or resistance based on technical structure. Customizable: Users can adjust the strike distance and buffer range to suit different volatility conditions. Usage: This tool is intended to be used as a visual aid for Technical Analysis. It allows users to see where the price is located relative to standard Nifty intervals. ⚠️ STANDARD DISCLAIMER & DISCLOSURE: Nature of Content: This script and description are for educational and informational purposes only. No Financial Advice: This tool does not constitute investment advice, buy/sell recommendations, or trading tips. Not SEBI Registered: The author is not a SEBI registered Research Analyst (RA) or Investment Advisor (IA). Methodology: The levels displayed are generated purely via mathematical calculation based on price inputs and do not represent real-time exchange Open Interest data. Risk Warning: Trading in securities market is subject to market risks. Read all the related documents carefully before investing. User discretion is advised.
مؤشر Pine Script®
من ‎rohit2ten2k‎
DJLogicsAn indicator designed to trade fast and efficiently on 3-minute charts — without lagging signals or unnecessary noise. 🎯 What’s inside: — Clear identification of short-term trend — Early entry and exit points — Minimal subjectivity, maximum structure — Perfect for active trading and scalping 🎥 I’ve recorded a detailed training video where I walk you step by step through: — how the indicator works — how to use it correctly — the mistakes 90% of traders make on lower timeframes This is a tool for those who actually trade — not just watch the market.
مؤشر Pine Script®
من ‎Omorfus‎
1
jitfxjitfx This indicator plots Central Pivot Range (CPR) along with daily Support & Resistance levels up to 5 levels directly on the price chart. It is designed for intraday and positional traders who want a clean, rule-based structure for market bias, entries, and targets. Features Today’s CPR (Pivot, BC, TC) Next Day CPR calculated from the completed daily candle (useful after market close) Support & Resistance levels: S1–S5 and R1–R5 On/Off toggles for CPR, Next Day CPR, and S/R levels Plots neatly on the price chart (overlay) How to Use Price above CPR → bullish bias Price below CPR → bearish bias Narrow CPR → potential breakout day Wide CPR → range-bound / mean reversion Use R levels as potential resistance/targets and S levels as demand/bounce zones Best For Index & stock intraday trading Pre-market planning using Next Day CPR Identifying structure, bias, and objective targets
مؤشر Pine Script®
من ‎JitenderGehlawat‎
Ultimate Lines Statistical Backtest @MaxMaseratiUltimate lines (MAs/MACD/VWAP,DWA etc..) Statistical Backtest This is a comprehensive statistical backtesting tool that allows traders to objectively measure the performance of 27+ different trading lines across multiple timeframes and sessions. Instead of guessing which moving averages, VWAPs, or volume levels actually work for your trading style, this indicator provides hard data showing exactly how price behaves around each line at specific times of day. The indicator solves a critical problem: most lines create whipsaws in choppy markets, but knowing which lines have the highest continuation rates vs reversal rates at specific session times helps you avoid false signals and focus on setups with proven statistical edges. 🎯 LINES YOU CAN TEST MMM Core Lines: Mid MA: Trend velocity tracker using simple moving average MMPD Line: Premium/Discount change-of-direction indicator Fair Value Golden Ratio: 0.618 equilibrium level between premium and discount zones Volume-Based Lines: VWAP Daily/Weekly: Volume-weighted average price (daily and weekly sessions) Volume POC Multi-TF: Multi-timeframe Point of Control (highest volume price level) Volume POC Weekly: Weekly momentum pivot based on volume distribution Range Midpoints: Range Midpoint 50: 50-period high/low midpoint Range Midpoint 14 TF1/TF2: Configurable timeframe range midpoints with smoothing options Moving Averages (10 MA Types): MACD Fast (12) / Signal (26): Standard MACD moving averages Fast MA 20 / Mid MA 50 / Slow MA 200: Classic trend-following averages Available MA Types: SMA, EMA, WMA, HMA, DEMA, TEMA, LSMA, KAMA, ALMA, VWMA Volatility Indicators: MVM Upper/Lower Bands: Momentum-based volatility bands with adaptive option HVC Bullish/Bearish: High Volume Candle support/resistance levels Ultimate Suite Advanced Lines: DWAP (Delta Weighted Average Price): Directional volume-weighted price with upper/lower bands HVN (High Volume Node): High-frequency trading node detection Hybrid Line: Volume-weighted momentum composite Trend Filter: Two-pole smoothing filter for trend clarity STL Lines: iBuSTL / iBeSTL: Internal Bullish/Bearish Structural Trend Liquidity levels ⚙️ HOW TO TEST Select Lines: Check the boxes for lines you want to analyze (Mid MA, VWAP Daily, Volume POC, etc.) Choose Times: Enable tracking for specific session times (default: 8:30 AM, 9:30 AM, 10:00 AM, Daily Close - EST) Set Lookback: Choose how many days of historical data to analyze (default: 60 days) Enable Pattern Analysis: Turn on "Enable Pattern Analysis" in settings Wait for Data: The indicator needs 20 bars after each signal time to complete analysis Review Statistics: Check the statistics table for detailed breakdowns 📈 STATISTICS EXPLAINED For Each Tracked Time, You'll See: 🟢 Above Selected Lines (X samples): Continued↑: Price stayed above the lines = bullish continuation Reversed↓: Price broke below the lines = reversal/rejection →Kept Going↓: After reversing down, price continued lower (bars 11-20) →Stalled: After reversing down, price came back up (consolidation) Neutral: Price didn't make a clear move either way 🔴 Below Selected Lines (X samples): Continued↓: Price stayed below the lines = bearish continuation Reversed↑: Price broke above the lines = reversal/support bounce →Kept Going↑: After reversing up, price continued higher (bars 11-20) →Stalled: After reversing up, price came back down (consolidation) Neutral: No clear directional move ⭐ Star Ratings: Show which outcome happens most frequently (best probability) 🔬 HYBRID DETECTION SYSTEM (ADVANCED) When enabled, the indicator uses a multi-signal composite scoring system that goes beyond simple percentage movements: Signal A - % Movement Direction (40% weight): Measures the strength and direction of price movement. Strong directional moves (>0.8%) score higher, while opposite-direction moves score negatively. Signal B - Inside Candles (30% weight): Detects true consolidation by counting how many candles close within a defined range. High inside-candle counts indicate choppy, stalled price action rather than clean continuation. Signal C - Successive Closes (30% weight): Tracks momentum persistence by counting consecutive closes in the expected direction. Long streaks (6+ bars) indicate strong follow-through, while breaks in the sequence suggest weakness. Composite Score Classification: ⭐⭐⭐ Strong (75-100 points): All three signals align - high-confidence pattern ⭐⭐ Moderate (50-75 points): Two signals agree - reliable pattern ⭐ Weak (25-50 points): Mixed signals - lower confidence ⚠️ Strong Stalled (0-25 points): Signals show consolidation/reversal This provides nuanced pattern detection that identifies not just IF a pattern succeeded, but HOW STRONGLY it performed. 💡 INTERPRETING RESULTS Good Lines Show: High continuation % when price is above/below (>60% is strong) Clean "Kept Going" patterns after reversals (>50% indicates reliable rejection) Low stalled % (less whipsaw/consolidation) Consistent patterns across multiple times (validates the line's reliability) Poor Lines Show: 50/50 continuation vs reversal (coin flip = no edge) High stalled % (lots of whipsaw/false signals) Inconsistent patterns across different times (unreliable) Example Interpretation: 9:30 AM - VWAP Daily (120 samples) 🟢 Above: Continued↑ 75 (62.5%) ⭐ BEST Reversed↓ 30 (25.0%) Meaning: When price is above VWAP Daily at 9:30 AM, it continues higher 62.5% of the time - this is a statistically strong bullish signal for that session time. 🎯 PRACTICAL VALUE Solves the Whipsaw Problem: Most moving averages and lines work beautifully in trending markets but create endless false signals in choppy, range-bound conditions. By analyzing specific session times and continuation vs reversal patterns, you can: Identify high-probability setups: Focus on lines that show >60% continuation at your preferred trading times Avoid weak signals: Skip lines with high stall rates or 50/50 outcomes Time your entries better: Know which session times produce the cleanest patterns Combine complementary lines: Stack multiple high-scoring lines for confluence Adapt to market conditions: Switch to different lines when market structure changes Real-World Application: Instead of blindly trading VWAP crosses or MA bounces, you'll have objective data showing: "At 9:30 AM on ES, when price is above Mid MA + VWAP Daily + Volume POC, it continues higher 68% of the time with strong momentum (⭐⭐⭐)." This transforms discretionary guesswork into data-driven decision making. ⚙️ LINE DEFINITIONS Moving Averages: Smooth price data over X periods to identify trend direction and dynamic support/resistance. VWAP: Anchored average price weighted by volume - institutional traders' benchmark for "fair value." Volume POC (Point of Control): Price level with the most traded volume - represents maximum market acceptance. Fair Value Golden Ratio: Fibonacci 0.618 level between recent premium (high) and discount (low) - equilibrium zone. DWAP (Delta Weighted): Price average weighted by buying vs selling volume delta - shows directional money flow. Range Midpoints: Geometric center of recent high/low range - mean reversion pivot. Volatility Bands: Envelope around momentum lines showing normal price deviation ranges. HVN (High Volume Node): Automated detection of high-volume price clusters - institutional accumulation/distribution zones. Note: This indicator is purely for statistical analysis and backtesting. It does not generate trade signals or provide entry/exit recommendations. Use the statistics to inform your own trading decisions and strategy development.
مؤشر Pine Script®
من ‎MaxMaserati‎
Mid-term RibbonWhat the indicator is meant to tell you -Mid-term trend direction (bullish vs bearish) -Trend transitions when the ribbon flips color -Trend strength (wider ribbon = stronger momentum) -Helps traders stay in trends longer and avoid chop Typical use cases -Trend-following entries and exits -Filtering trades in the direction of the ribbon -Visual confirmation for other signals -Swing trading and position trading Colors are customizable Only for educational purposes, no recommendation to buy or sell
مؤشر Pine Script®
من ‎Gartav388637‎
PA SystemPA System - Price Action Trading System 价格行为交易系统 📊 概述 / Overview PA System is a comprehensive price action trading indicator that combines Smart Money Concepts (SMC), market structure analysis, and multi-timeframe confirmation to identify high-probability trade setups. Designed for both manual traders and algorithmic trading systems. PA System 是一个综合性价格行为交易指标，结合了Smart Money概念(SMC)、市场结构分析和多时间框架确认，用于识别高概率交易机会。适用于手动交易者和算法交易系统。 ✨ 核心特性 / Key Features 🎯 Four-Phase Signal System / 四阶段信号系统 H1 (First Pullback) - Initial bullish retracement in uptrend H2 (Confirmed Entry) - Breakout confirmation for long entries L1 (First Bounce) - Initial bearish bounce in downtrend L2 (Confirmed Entry) - Breakdown confirmation for short entries 中文说明： H1（首次回调） - 上升趋势中的初次回撤信号 H2（确认入场） - 突破确认的做多入场点 L1（首次反弹） - 下降趋势中的初次反弹信号 L2（确认入场） - 跌破确认的做空入场点 📐 Market Structure Detection / 市场结构识别 HH (Higher High) - Uptrend confirmation / 上升趋势确认 HL (Higher Low) - Bullish pullback / 多头回调 LH (Lower High) - Bearish bounce / 空头反弹 LL (Lower Low) - Downtrend confirmation / 下降趋势确认 💎 Smart Money Concepts (SMC) / 智能资金概念 BoS (Break of Structure) - Trend continuation signal / 趋势延续信号 CHoCH (Change of Character) - Potential trend reversal / 潜在趋势反转 📈 Dynamic Trendlines / 动态趋势线 Auto-drawn support and resistance trendlines / 自动绘制支撑阻力趋势线 Real-time extension to current bar / 实时延伸至当前K线 Slope-filtered for accuracy / 斜率过滤确保准确性 🎚️ Multi-Timeframe Analysis / 多时间框架分析 Higher timeframe trend filter (default 4H) / 大周期趋势过滤（默认4小时） Prevents counter-trend trades / 防止逆势交易 Configurable timeframe / 可配置时间周期 📊 Volume Confirmation / 成交量确认 Filters signals based on volume strength / 基于成交量强度过滤信号 20-period volume MA comparison / 与20期成交量均线对比 High-volume bars highlighted / 高成交量K线高亮显示 🎯 Risk Management Tools / 风险管理工具 Automatic SL/TP calculation and display / 自动计算并显示止损止盈 Visual stop loss and take profit lines / 可视化止损止盈线条 Risk percentage and R:R ratio display / 显示风险百分比和盈亏比 Dynamic stop loss sizing (0.3% - 1.5%) / 动态止损范围（0.3% - 1.5%） 📱 Real-Time Alerts / 实时警报 Instant notifications on H2/L2 signals / H2/L2信号即时通知 Webhook support for automation / 支持Webhook自动化 Mobile, email, and popup alerts / 手机、邮件和弹窗警报 📊 Professional Dashboard / 专业仪表盘 Real-time market state (CHANNEL/RANGE/BREAKOUT) / 实时市场状态 Local and MTF trend indicators / 本地及大周期趋势指标 Order flow status (HIGH VOL / LOW VOL) / 订单流状态 Last signal tracker / 最新信号追踪 🔧 参数设置 / Parameter Settings Structure Settings / 结构设置 Parameter Default Range Description Swing Length / 摆动长度 5 2-20 Pivot detection sensitivity / 枢轴点检测灵敏度 Trend Confirm Bars / 趋势确认根数 3 2-10 Consecutive bars for breakout / 突破所需连续K线数 Channel ATR Mult / 通道ATR倍数 2.0 1.0-5.0 Range detection threshold / 区间检测阈值 Signal Settings / 信号设置 Parameter Default Description Enable H2 Longs / 启用H2做多 ✅ Toggle long signals / 开关做多信号 Enable L2 Shorts / 启用L2做空 ✅ Toggle short signals / 开关做空信号 Micro Range Length / 微平台长度 3 Breakout detection bars / 突破检测K线数 Close Strength / 收盘强度 0.6 Minimum close position in bar / K线内最小收盘位置 Filter Settings / 过滤设置 Parameter Default Description Use MTF Filter / 大周期过滤 ✅ Enable higher timeframe filter / 启用大周期过滤 MTF Timeframe / 大周期时间框架 240 (4H) Higher timeframe period / 大周期时间 Use Volume Filter / 成交量过滤 ✅ Require high volume confirmation / 需要高成交量确认 Volume MA Length / 成交量均线周期 20 Volume comparison period / 成交量对比周期 Fast EMA / 快速EMA 20 Short-term trend / 短期趋势 Slow EMA / 慢速EMA 50 Long-term trend / 长期趋势 Risk Management / 风险管理 Parameter Default Description Risk % / 风险百分比 1.0% Risk per trade / 每笔交易风险 R:R Ratio / 盈亏比 2.0 Reward to risk ratio / 盈亏比率 Max SL ATR / 最大止损ATR 3.0 Maximum stop loss in ATR / 最大止损ATR倍数 Min SL % / 最小止损百分比 0.3% Minimum stop loss percentage / 最小止损百分比 Max SL % / 最大止损百分比 1.5% Maximum stop loss percentage / 最大止损百分比 📖 使用方法 / How to Use 1. 基础设置 / Basic Setup For Day Trading (5-15 min charts) / 日内交易（5-15分钟图） text Swing Length: 5 MTF Timeframe: 240 (4H) Risk %: 1.0% R:R: 2.0 For Swing Trading (1-4H charts) / 波段交易（1-4小时图） text Swing Length: 8 MTF Timeframe: D (Daily) Risk %: 0.5% R:R: 3.0 For Scalping (1-5 min charts) / 剥头皮（1-5分钟图） text Swing Length: 3 MTF Timeframe: 60 (1H) Risk %: 0.5% R:R: 1.5 Use Volume Filter: ✅ 2. 信号识别 / Signal Identification Long Entry / 做多入场 ✅ Dashboard shows "Local Trend: BULL" / 仪表盘显示"本地趋势：多头" ✅ MTF Trend shows "BULLISH" / 大周期趋势显示"看涨" ✅ Green circle (H1) appears below bar / 绿色圆点(H1)出现在K线下方 ⏳ Wait for H2 signal (green triangle ▲) / 等待H2信号（绿色三角▲） 📊 Check volume bar is cyan (HIGH VOL) / 检查成交量柱为青色（高成交量） 🎯 Enter at close of H2 bar / 在H2 K线收盘价入场 🛡️ Set SL at red dashed line / 止损设在红色虚线位置 🎁 Set TP at green dashed line / 止盈设在绿色虚线位置 Short Entry / 做空入场 ✅ Dashboard shows "Local Trend: BEAR" / 仪表盘显示"本地趋势：空头" ✅ MTF Trend shows "BEARISH" / 大周期趋势显示"看跌" ✅ Red circle (L1) appears above bar / 红色圆点(L1)出现在K线上方 ⏳ Wait for L2 signal (red triangle ▼) / 等待L2信号（红色倒三角▼） 📊 Check volume bar is cyan (HIGH VOL) / 检查成交量柱为青色（高成交量） 🎯 Enter at close of L2 bar / 在L2 K线收盘价入场 🛡️ Set SL at red dashed line / 止损设在红色虚线位置 🎁 Set TP at green dashed line / 止盈设在绿色虚线位置 3. 警报设置 / Alert Setup Step-by-Step / 分步操作 Click the "⏰" alert icon on chart / 点击图表上的"⏰"警报图标 Select "PA System - Indicator Version" / 选择"PA System (V1.1) - Indicator Version" Condition: "Any alert() function call" / 条件：选择"Any alert() function call" Choose notification method: / 选择通知方式： 📱 Mobile Push / 手机推送 📧 Email / 邮件 🔗 Webhook URL (for automation) / Webhook网址（用于自动化） Set frequency: "Once Per Bar Close" / 频率：选择"Once Per Bar Close" Click "Create" / 点击"创建" Webhook Example for IBKR API / IBKR API的Webhook示例 json { "signal": "{{strategy.order.action}}", "ticker": "{{ticker}}", "entry": {{close}}, "stop_loss": {{plot_0}}, "take_profit": {{plot_1}}, "timestamp": "{{timenow}}" } 4. 交易管理 / Trade Management Position Sizing / 仓位计算 text Account: $10,000 Risk per Trade: 1% = $100 Entry Price: $690.45 Stop Loss: $687.38 Risk per Share: $690.45 - $687.38 = $3.07 Position Size: $100 / $3.07 = 32 shares Partial Profit Taking / 部分止盈 Close 50% position at 1:1 R:R / 在1:1盈亏比时平仓50% Move SL to breakeven / 移动止损至保本位 Let remaining 50% run to 2R target / 让剩余50%跑向2R目标 🎨 视觉元素说明 / Visual Elements Guide Chart Markers / 图表标记 Symbol Color Meaning ⚫ Small Circle / 小圆点 🟢 Green / 绿色 H1 - First bullish pullback / 首次多头回调 ▲ Triangle / 三角形 🟢 Green / 绿色 H2 - Confirmed long entry / 确认做多入场 ⚫ Small Circle / 小圆点 🔴 Red / 红色 L1 - First bearish bounce / 首次空头反弹 ▼ Inverted Triangle / 倒三角 🔴 Red / 红色 L2 - Confirmed short entry / 确认做空入场 Structure Labels / 结构标签 Label Position Meaning HH Above high / 高点上方 Higher High - Bullish / 更高的高点-看涨 HL Below low / 低点下方 Higher Low - Bullish / 更高的低点-看涨 LH Above high / 高点上方 Lower High - Bearish / 更低的高点-看跌 LL Below low / 低点下方 Lower Low - Bearish / 更低的低点-看跌 BoS/CHoCH Lines / 破位线条 Type Color Width Meaning BoS 🔵 Teal / 青色 2px Break of Structure - Trend continues / 结构突破-趋势延续 CHoCH 🔴 Red / 红色 2px Change of Character - Trend reversal / 性质改变-趋势反转 Trendlines / 趋势线 Type Color Style Meaning Bullish / 看涨 🔵 Teal / 青色 Solid / 实线 Uptrend support / 上升趋势支撑 Bearish / 看跌 🔴 Red / 红色 Solid / 实线 Downtrend resistance / 下降趋势阻力 Risk Lines / 风险线条 Type Color Style Meaning Stop Loss / 止损 🔴 Red / 红色 Dashed / 虚线 Suggested stop loss level / 建议止损位 Take Profit / 止盈 🟢 Green / 绿色 Dashed / 虚线 Suggested take profit level / 建议止盈位 Dashboard Colors / 仪表盘颜色 Status Color Meaning BULL / 多头 🟢 Green / 绿色 Bullish trend / 看涨趋势 BEAR / 空头 🔴 Red / 红色 Bearish trend / 看跌趋势 NEUTRAL / 中性 ⚪ Gray / 灰色 No clear trend / 无明确趋势 BREAKOUT / 突破 🟡 Lime / 黄绿 Strong momentum / 强劲动能 HIGH VOL / 高成交量 🔵 Cyan / 青色 High volume confirmation / 高成交量确认 💡 交易策略建议 / Trading Strategy Tips ✅ High Probability Setups / 高概率设置 Trend Alignment / 趋势一致 Local Trend = BULL + MTF Trend = BULLISH / 本地多头 + 大周期看涨 Or: Local Trend = BEAR + MTF Trend = BEARISH / 或：本地空头 + 大周期看跌 Volume Confirmation / 成交量确认 H2/L2 signal appears with cyan volume bar / H2/L2信号伴随青色成交量柱 Volume > 20-period MA / 成交量 > 20期均线 Trendline Support / 趋势线支撑 H2 appears near bullish trendline / H2出现在看涨趋势线附近 L2 appears near bearish trendline / L2出现在看跌趋势线附近 BoS Confirmation / BoS确认 Recent BoS in same direction / 最近同方向的BoS No CHoCH against the trade / 无逆向的CHoCH ❌ Avoid These Setups / 避免这些情况 Conflicting Trends / 趋势冲突 Local BULL but MTF BEARISH / 本地多头但大周期看跌 Market State = RANGE / 市场状态 = 区间 Low Volume / 低成交量 Order Flow shows "LOW VOL" / 订单流显示"低成交量" Volume bar is red (below MA) / 成交量柱为红色（低于均线） Against Trendline / 逆趋势线 Shorting at bullish trendline support / 在看涨趋势线支撑处做空 Buying at bearish trendline resistance / 在看跌趋势线阻力处做多 Recent CHoCH / 近期CHoCH CHoCH appeared within 10 bars / 10根K线内出现CHoCH Potential trend reversal zone / 潜在趋势反转区域 🔄 优化建议 / Optimization Tips For Different Markets / 针对不同市场 Stocks / 股票 text Swing Length: 5-8 MTF: 240 (4H) or D (Daily) Risk %: 0.5-1.0% Best on: SPY, QQQ, AAPL, TSLA Forex / 外汇 text Swing Length: 5 MTF: 240 (4H) Risk %: 1.0-2.0% Best on: EUR/USD, GBP/USD, USD/JPY Use Volume Filter: OFF (Forex volume is unreliable) Crypto / 加密货币 text Swing Length: 3-5 MTF: 240 (4H) Risk %: 0.5-1.0% (high volatility) Max SL %: 2.0-3.0% Best on: BTC, ETH, SOL Futures / 期货 text Swing Length: 5 MTF: 240 (4H) Risk %: 1.0-1.5% Best on: ES, NQ, RTY, CL 🤖 自动化集成 / Automation Integration Python + IBKR API Example / Python + IBKR API示例 python import requests from ib_insync import * def handle_tradingview_alert(alert_data): """ Receives webhook from TradingView alert 接收来自TradingView警报的webhook """ signal = alert_data # "H2 LONG" or "L2 SHORT" ticker = alert_data # "SPY" entry = alert_data # 690.45 stop_loss = alert_data # 687.38 take_profit = alert_data # 696.59 # Connect to IBKR ib = IB() ib.connect('127.0.0.1', 7497, clientId=1) # Create contract contract = Stock(ticker, 'SMART', 'USD') # Calculate position size (1% risk) account_value = ib.accountValues() .value risk_amount = float(account_value) * 0.01 risk_per_share = abs(entry - stop_loss) quantity = int(risk_amount / risk_per_share) # Place order if "LONG" in signal: order = MarketOrder('BUY', quantity) else: order = MarketOrder('SELL', quantity) trade = ib.placeOrder(contract, order) # Set stop loss and take profit ib.placeOrder(contract, StopOrder('SELL', quantity, stop_loss)) ib.placeOrder(contract, LimitOrder('SELL', quantity, take_profit)) ib.disconnect() TradersPost Integration / TradersPost集成 Create TradersPost account / 创建TradersPost账户 Connect IBKR broker / 连接IBKR券商 Get Webhook URL / 获取Webhook网址 Add to TradingView alert / 添加到TradingView警报 Test with paper trading / 用模拟账户测试 📊 性能指标 / Performance Metrics Expected Performance (Backtested) / 预期表现（回测） Metric Value Notes Win Rate / 胜率 60-75% With all filters enabled / 启用所有过滤器 Avg R:R / 平均盈亏比 1.8-2.2 Using 2R target / 使用2R目标 Max Drawdown / 最大回撤 8-12% 1% risk per trade / 每笔1%风险 Profit Factor / 盈利因子 1.8-2.5 Trend-following bias / 趋势跟随偏向 Best Markets / 最佳市场 Trending Avoid ranging markets / 避免区间市场 ⚠️ Disclaimer: Past performance does not guarantee future results. Always test in paper trading first. ⚠️ 免责声明：历史表现不保证未来结果。请先在模拟账户测试。 🛠️ 故障排除 / Troubleshooting Problem: No signals appearing / 问题：没有信号出现 Solution / 解决方案: Disable MTF Filter temporarily / 暂时关闭大周期过滤 Disable Volume Filter / 关闭成交量过滤 Reduce Swing Length to 3 / 将摆动长度降至3 Check if market is ranging (no clear trend) / 检查市场是否处于区间（无明确趋势） Problem: Too many signals / 问题：信号太多 Solution / 解决方案: Enable MTF Filter / 启用大周期过滤 Enable Volume Filter / 启用成交量过滤 Increase Swing Length to 8 / 将摆动长度增至8 Enable Break Filter / 启用破位过滤 Problem: Alerts not working / 问题：警报不工作 Solution / 解决方案: Check "Enable Alerts" is ON / 检查"启用警报"已开启 Verify alert condition is "Any alert() function call" / 确认警报条件为"Any alert() function call" Check notification settings in TradingView / 检查TradingView通知设置 Test alert with "Test" button / 用"测试"按钮测试警报 Problem: SL/TP lines not showing / 问题：止损止盈线不显示 Solution / 解决方案: Enable "Show SL/TP Labels" in settings / 在设置中启用"显示止损止盈标签" Check if signal is recent (lines expire after 10 bars) / 检查信号是否近期（线条在10根K线后消失） Zoom in to see lines more clearly / 放大图表以更清楚地看到线条 📚 常见问题 FAQ Q1: Can I use this on any timeframe? / 可以在任何时间框架使用吗？ A: Yes, but works best on 5min-4H charts. Recommended: 15min (day trading), 1H (swing trading). 可以，但在5分钟-4小时图表效果最佳。推荐：15分钟（日内交易），1小时（波段交易）。 Q2: Do I need to enable all filters? / 需要启用所有过滤器吗？ A: No. Start with all enabled, then disable based on your risk tolerance. MTF filter is highly recommended. 不需要。从全部启用开始，然后根据风险承受能力禁用。强烈推荐MTF过滤器。 Q3: Can I automate this with IBKR? / 可以与IBKR自动化吗？ A: Yes! Use TradingView alerts + Webhook + Python script + IBKR API. See automation example above. 可以！使用TradingView警报 + Webhook + Python脚本 + IBKR API。参见上方自动化示例。 Q4: What's the difference between Strategy and Indicator version? / 策略版和指标版有什么区别？ A: Strategy = backtesting only. Indicator = real-time alerts + automation. Use both: backtest with strategy, trade with indicator. 策略版=仅回测。指标版=实时警报+自动化。两者结合使用：用策略版回测，用指标版交易。 Q5: Why does H2 appear but no trade? / 为什么出现H2但没有交易？ A: This is an indicator, not a strategy. You need to manually place orders or use automation via alerts. 这是指标，不是策略。你需要手动下单或通过警报使用自动化。 ⚖️ 免责声明 / Disclaimer IMPORTANT / 重要提示: This indicator is for educational purposes only. Trading involves substantial risk of loss. Past performance does not guarantee future results. Always: 本指标仅供教育目的。交易涉及重大亏损风险。历史表现不保证未来结果。请务必： ✅ Test in paper trading first / 先在模拟账户测试 ✅ Use proper risk management (1-2% max per trade) / 使用适当风险管理（每笔最多1-2%） ✅ Never risk more than you can afford to lose / 永远不要冒超出承受能力的风险 ✅ Understand the strategy before using / 使用前理解策略原理 Not financial advice. Trade at your own risk. 非投资建议。交易风险自负。
مؤشر Pine Script®
من ‎Yistle‎
Supertrend Pro IndicatorSupertrend Pro Indicator with Relative Strength Index Filter is a clean and disciplined trading indicator designed for intraday and scalping traders. This indicator combines Supertrend trend detection with RSI momentum confirmation to generate high-quality BUY and SELL signals while avoiding sideways and low-probability trades. Each trade automatically plots Risk and Reward zones directly on the chart. The Risk-Reward zones dynamically extend forward and remain active until either the target or stop loss is hit, ensuring complete trade clarity. To maintain discipline the indicator allows only one active trade at a time, meaning no new signals appear until the current trade is closed. A built-in performance dashboard displays: Total Target Hits Total Stop Loss Hits Total Trades Win Percentage 🔹 Default Settings Supertrend ATR Period: 10 Supertrend Multiplier: 1 Risk Reward Ratio: 1:1 RSI Length: 14 RSI Buy Above: 60 RSI Sell Below: 52 🔹 Best Used For Intraday Trading Scalping Strategies Index & Stock Trading 3-minute, 5-minute, and 15-minute timeframes This indicator is simple to use and suitable for both beginners and professional traders who value clarity, discipline, and risk management. Disclaimer: This indicator is for educational purposes only. Always use proper risk management.
مؤشر Pine Script®
من ‎vinaychaudhary_inbox‎
BTC - DCA vs HODL Calculator MatrixBTC - DCA vs. HODL Calculator Matrix | RM Overview The BTC - DCA vs. HODL Calculator Matrix is a high-performance telemetry laboratory designed to settle the ultimate debate in Bitcoin accumulation: Is it more efficient to deploy all capital at once ( Lump Sum & HODL ) or utilize a recurring purchase strategy ( DCA )? More importantly, if DCA is the choice, which exact frequency and weekday provides the mathematical edge? The Calculator Matrix was engineered to solve a critical limitation in the current script ecosystem (at least I couldnt find such an indicator): the inability to compare multiple DCA frequencies and specific calendar days simultaneously within a single dashboard. While developing this tool, I found that existing calculators typically only permit testing one strategy at a time (e.g., a generic "Weekly" buy). This script fills that gap by utilizing a high-performance array-based "Telemetry Engine" to rank dozens of variables—including every individual weekday and specific monthly dates—against a HODL benchmark in real-time. This unique simultaneous comparison allows investors to mathematically identify "Weekday Alpha" across any user-defined timeframe. Core Philosophy The script utilizes a Normalized Capital Model . To ensure a true "apples-to-apples" comparison, your total capital (e.g., $10,000) is distributed with mathematical precision across the exact number of entries for each specific strategy. This eliminates the ROI skewing commonly found in basic scripts, ensuring that every strategy is judged on the same total dollar expenditure over the same "Race Track." Key Features & Analytics • The Podium System: An automated ranking algorithm that awards 🥇 Gold, 🥈 Silver, and 🥉 Bronze medals to the top three performing strategies. Spoiler: Regular Winner: 1-time HODL (Lump Sum) • Simultaneous Strategy Testing: Compare Daily, 7 different Weekly days (Mon-Sun), and Monthly dates (1st–28th) all at once. • Risk Telemetry: Integrated Max Drawdown (MDD) sensors for every strategy, revealing the "Emotional Cost" of your accumulation path. • Race Track Visuals: Blue dashed "Green Flag" and "Checkered Flag" lines visually define the boundaries of your backtest. • Dashboard Customization: Use the "Odd/Even" filter to keep the matrix sleek and readable on (nearly) any screen resolution. The Strategies Tested • 1-TIME HODL: The benchmark (Lump sum entry on Day 1 - meaning all the capital is deployed at the start date). • DAILY DCA: High-frequency, day-by-day accumulation (the capital is split amongst the different entries). • WEEKLY (SUN-SAT): Evaluates which specific day of the week historically captures the best entries (e.g., "Weekend Dips").(The capital is split amongst the different entries). • MONTHLY (1-28 + END): Tests monthly date performance to optimize for beginning-of-month or end-of-month cycles. (The capital is split amongst the different entries). Monte Carlo Simulation & Python Research While this tool allows you to manually check any specific timeframe, manual testing is limited by "Start Date Bias." To find the Universal Winner , I have conducted a Monte Carlo Simulation using 100 random entry dates over the last 5 years via Python/Colab. This research reveals the statistical probability of a day (like Saturday) winning the Gold medal across all market conditions. Access the Python Heatmap Research in my substack article (link for substack in Bio). How to Use 1. Set the Race Track: Input Start and End dates in the settings. 2. Fuel the Engine: Set your Total Capital ($). 3. Analyze the Matrix: Compare ROI vs. MAX DD. The goal is not just the highest return, but the best Risk-Adjusted return. Technical Implementation This script utilizes an array-based telemetry engine to handle the simultaneous calculation of 30+ independent investment strategies. To ensure computational efficiency and bypass the limitations of standard security-based backtesting, I implemented a custom-built accumulator logic using array.new_float() and array.set() . The core calculation loop ( if in_race and is_new_day ) processes capital deployment on a per-bar basis, utilizing ta.change(time("D")) to ensure entry synchronization with the Daily UTC close. By decoupling the unit accumulation ( u_weekly , u_monthly ) from the final valuation logic ( f_get_stats ), the script maintains a Normalized Capital Model. This ensures that even with complex comparative logic across varying frequencies, the script provides a mathematically rigorous, reproducible result that matches real-world execution at the Daily UTC Midnight close. Note: All calculations are made on the "close" bar, which means UTC 00:00. By creating a strategy or using the research, make sure to be aware of your time zone Disclaimer: Past performance is not indicative of future results. This tool is for educational and research purposes only. Rob Maths is not liable for any financial losses. Tags: robmaths, Rob Maths, DCA, HODL, Bitcoin, BTC, Backtest, RiskManagement, Investment, Strategy, Statistics
مؤشر Pine Script®
من ‎Rob_Maths‎
VWAP Long Entry PROVWAP Long Entry PRO - Instruction Manual Overview VWAP Long Entry PRO is a Pine Script v6 indicator designed for day traders following Andrew Aziz's VWAP trading methodology from "How to Day Trade for a Living." The indicator identifies high-probability long entry opportunities when stocks bounce off VWAP with proper trend, volume, and timing confirmation. What This Indicator Does The indicator monitors multiple conditions simultaneously and alerts you only when ALL criteria are met for a valid VWAP long entry: 1. ✅ Price is near VWAP (within customizable proximity) 2. ✅ Price crosses above VWAP (bullish candle confirmation) 3. ✅ Uptrend confirmed (EMA 20 > EMA 50) 4. ✅ Volume spike present (volume > 1.5x average) 5. ✅ Within optimal trading hours (default: first 2 hours after market open) Visual Elements on the Chart 1. VWAP Line (Yellow) * Shows the Volume Weighted Average Price for the current session * Acts as dynamic support/resistance 2. EMA Lines * Blue Line: 20-period Exponential Moving Average * Red Line: 50-period Exponential Moving Average * Trend is bullish when blue is above red 3. Green Triangle Markers * Appear below candles when ALL entry conditions are met * These are your entry signals 4. Background Colors * Light Yellow Background: Price is within proximity zone of VWAP * Light Red Background: Price crossed VWAP but filters failed (helps identify missed opportunities) 5. Filter Status Table (Top Right) Real-time dashboard showing current status of all filters: Filter Status Trend ✓ (green) or ✗ (red) Volume ✓ (green) or ✗ (red) Time ✓ (green) or ✗ (red) Near VWAP ✓ (green) or ✗ (red) Entry OK ✓ GO (lime) or ✗ (orange) How to Use the Indicator Step 1: Apply to Your Watchlist 1. Add VWAP Long Entry PRO to charts of stocks on your morning gappers watchlist 2. Use 1-minute, 2-minute, or 5-minute timeframes 3. Monitor multiple stocks simultaneously Step 2: Wait for Setup Watch the Filter Status Table in the top right corner. A valid entry requires: * All filters showing green ✓ * "Entry OK" showing ✓ GO in lime/green Step 3: Execute the Trade When a green triangle appears below a candle: * Entry: Enter long at or near the close of that candle * Stop Loss: Place stop just below VWAP (typically 2-5 cents below) * Profit Target: Use resistance levels, previous highs, or VWAP + ATR Step 4: Manage the Trade * Hold as long as price stays above VWAP * Exit if price closes back below VWAP * Scale out at resistance levels Customizable Settings Access settings by clicking the gear icon next to the indicator name. VWAP Proximity * Default: 0.002 (0.2%) * Purpose: Defines how close price must be to VWAP * Adjust If: * Too many signals → increase (e.g., 0.001 = 0.1%) * Too few signals → decrease (e.g., 0.003 = 0.3%) Filters Group Trend Filter * Use Trend Filter: Toggle on/off * EMA 20 Length: Default 20 * EMA 50 Length: Default 50 * Purpose: Ensures you're trading with the trend * Disable If: Trading reversals or range-bound stocks Volume Filter * Use Volume Filter: Toggle on/off * Volume Multiplier: Default 1.5 (volume must be 1.5x average) * Volume Average Period: Default 20 bars * Purpose: Confirms institutional participation * Adjust If: * Too restrictive → lower to 1.2x * Need stronger confirmation → increase to 2.0x Time Filter * Use Time Filter: Toggle on/off * Start Hour (EST): Default 9 * Start Minute: Default 30 * Hours to Trade: Default 2 * Purpose: Focus on highest probability time window (9:30-11:30 AM EST) * Adjust If: * Trading afternoon momentum → extend hours to 4-6 * Power hour trading → change start to 15:00, 1 hour Alert Setup Creating an Alert 1. Click the Alert Icon (clock) in top toolbar 2. Condition: Select "VWAP Long Entry PRO" 3. Alert Trigger: Choose "VWAP Long Entry PRO" 4. Options: Select "Once Per Bar Close" 5. Expiration: Set to desired timeframe (default: 60 days) 6. Alert Actions: Enable: * ✓ Notify on App * ✓ Show Popup * ✓ Send Email (optional) * ✓ Play Sound 7. Message: The default message includes: * Ticker symbol * Close price * VWAP value * Confirmation that all filters passed Multi-Symbol Alert To monitor multiple stocks with one alert: 1. In the alert creation dialog, use the Symbol dropdown 2. Select multiple tickers from your watchlist 3. The alert will fire when ANY of those stocks meet the criteria Trading Strategy Based on Andrew Aziz's VWAP Methodology Setup Requirements: * Stock must be "in play" (gap, news, high relative volume from morning scanner) * Price pulls back to VWAP during the trading day * VWAP acts as support for longs (or resistance for shorts) Entry Rules: 1. Wait for price to approach VWAP 2. Confirm VWAP as support with a bullish candle closing above it 3. Enter long on confirmation candle close or next candle open 4. All filters (trend, volume, time) must be green Stop Loss: * Place stop 2-5 cents below VWAP * Adjust based on stock volatility and your risk tolerance Profit Targets: * First target: Previous resistance or swing high * Second target: Daily pivot or Fibonacci extension * Trailing stop: Move stop to breakeven once up 1:1 risk/reward Risk Management: * Risk 1-2% of account per trade * Position size based on distance from stop loss * Aim for 2:1 or 3:1 reward-to-risk ratio Common Scenarios Scenario 1: Clean VWAP Bounce * All filters green ✓ * Price pulls back to VWAP * Green triangle appears * Action: Enter long immediately Scenario 2: Failed Volume * Trend ✓, Time ✓, Near VWAP ✓ * Volume ✗ (red X) * Action: Wait for volume increase or skip trade Scenario 3: Wrong Time Window * All filters green except Time ✗ * Action: If you trade mid-day, consider extending time window in settings Scenario 4: Downtrend * Trend ✗ (EMA 20 < EMA 50) * Action: Skip long entry; consider short setup instead Scenario 5: False Breakout * Light red background appears (filters failed) * Price crossed VWAP but no confirmation * Action: No entry; indicator correctly filtered out weak signal Best Practices 1. Pre-Market Preparation * Run your gappers scanner at 9:00 AM EST * Identify 3-5 stocks "in play" * Add VWAP Long Entry PRO to each chart * Set up alerts for your watchlist 2. Chart Timeframe Selection * 1-minute: Scalping, high-frequency entries (more signals, more noise) * 2-minute: Balanced (recommended for beginners) * 5-minute: Swing entries, fewer but higher-quality signals 3. Combine with Price Action The indicator is a filter and alert system, not a complete strategy. Also consider: * Support/resistance levels * Candlestick patterns (hammer, engulfing) * Overall market trend (SPY, QQQ) * Stock-specific news and catalysts 4. Backtesting * Use TradingView's Bar Replay feature * Review past signals on your favorite stocks * Adjust filter settings based on your results * Document win rate and average R:R 5. Paper Trading First * Test the indicator with paper trading for 1-2 weeks * Track all signals and outcomes * Refine settings before risking real capital Troubleshooting Problem: No Signals Appearing Solutions: * Check if all filters are enabled (they may be too restrictive) * Verify stock has sufficient volume and volatility * Try increasing VWAP proximity from 0.2% to 0.3% * Disable time filter if trading mid-day * Check if stock is actually near VWAP on chart Problem: Too Many Signals Solutions: * Decrease VWAP proximity from 0.2% to 0.1% * Increase volume multiplier from 1.5x to 2.0x * Enable all filters (trend, volume, time) * Use 5-minute chart instead of 1-minute Problem: Filter Status Table Not Visible Solutions: * Scroll chart to right (table is in top right corner) * Check if indicator is loaded (should appear in indicator list on left) * Refresh chart and re-add indicator * Close other overlapping indicators Problem: Alert Not Firing Solutions: * Verify alert is set to "Once Per Bar Close" (not "Only Once") * Check alert hasn't expired * Ensure correct symbols are selected in alert * Confirm indicator is applied to chart with alert Limitations What This Indicator Does NOT Do: * ❌ Automatically enter/exit trades * ❌ Calculate position size * ❌ Account for fundamental news or earnings * ❌ Work on stocks without sufficient liquidity * ❌ Guarantee profitable trades When NOT to Use: * Pre-market or after-hours (VWAP resets at market open) * Low-volume penny stocks (< 100K daily volume) * Stocks without clear trend or catalyst * During major news events or FOMC meetings * First 5 minutes after market open (price discovery phase) Example Trade Walkthrough Stock: XYZ (from morning gappers, +5% gap on earnings)
Time: 10:15 AM EST
Timeframe: 2-minute chart Filter Status Table Shows: * Trend: ✓ (EMA 20 > EMA 50) * Volume: ✓ (2.3x average) * Time: ✓ (within 9:30-11:30 window) * Near VWAP: ✓ (price at $50.05, VWAP at $50.00) * Entry OK: ✗ (waiting for bullish close) Next Candle: * Opens at $50.02 * Drops to $49.98 (testing VWAP) * Closes at $50.08 (bullish candle, above VWAP) * Green triangle appears! * Entry OK: ✓ GO Trade Execution: * Entry: $50.10 (next candle open) * Stop Loss: $49.95 (5 cents below VWAP) * Risk: $0.15 per share * Target 1: $50.40 (previous resistance) = 2:1 R:R * Target 2: $50.70 (daily high) = 4:1 R:R Outcome: * Price rallies to $50.45 * Scale out 50% at Target 1 * Move stop to breakeven ($50.10) * Exit remaining 50% at $50.65 * Result: Profitable trade with 3:1 average R:R Frequently Asked Questions Q: Can I use this for short entries?
A: The current version is for long entries only. For shorts, you'd need to reverse the logic (price rejecting VWAP as resistance, downtrend, etc.). Q: What stocks work best with this indicator?
A: Mid-cap momentum stocks ($1B-$10B market cap), price $10-$100, daily volume > 1M, with a clear catalyst (earnings, news, sector move). Q: Can I trade this on daily or weekly charts?
A: No. VWAP is an intraday indicator that resets each trading day. Use only on intraday timeframes (1m, 2m, 5m, 15m, 30m). Q: Should I take every signal?
A: No. Use the indicator as a filter, not a mechanical system. Consider overall market conditions, stock-specific catalysts, and your own price action analysis. Q: How accurate is this indicator?
A: Accuracy depends on market conditions, stock selection, and your execution. Expect 50-65% win rate with proper 2:1+ risk/reward, similar to Aziz's methodology. Resources * Book: "How to Day Trade for a Living" by Andrew Aziz * VWAP Strategy: Focus on Chapters 7.6 (VWAP Strategy) and supporting examples * Community: Bear Bull Traders (www.bearbulltraders.com) * Practice: Use TradingView's Bar Replay and Paper Trading features Support & Updates For questions, issues, or feature requests, refer to the TradingView script comments or the Bear Bull Traders community. Version: 1.0
Pine Script Version: v6
Last Updated: December 30, 2025 Disclaimer: This indicator is for educational purposes only. Trading involves substantial risk. Past performance does not guarantee future results. Always practice proper risk management and never risk more than you can afford to lose. 1. www.tradingview.com
مؤشر Pine Script®
من ‎DJ_muss7rd‎