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Options Max Pain Calculator [BackQuant]Options Max Pain Calculator A visualization tool that models option expiry dynamics by calculating "max pain" levels, displaying synthetic open interest curves, gamma exposure profiles, and pin-risk zones to help identify where market makers have the least payout exposure. What is Max Pain? Max Pain is the theoretical expiration price where the total dollar value of outstanding options would be minimized. At this price level, option holders collectively experience maximum losses while option writers (typically market makers) have minimal payout obligations. This creates a natural gravitational pull as expiration approaches. Core Features Visual Analysis Components: Max Pain Line: Horizontal line showing the calculated minimum pain level Strike Level Grid: Major support and resistance levels at key option strikes Pin Zone: Highlighted area around max pain where price may gravitate Pain Heatmap: Color-coded visualization showing pain distribution across prices Gamma Exposure Profile: Bar chart displaying net gamma at each strike level Real-time Dashboard: Summary statistics and risk metrics Synthetic Market Modeling** Since Pine Script cannot access live options data, the indicator creates realistic synthetic open interest distributions based on configurable market parameters including volume patterns, put/call ratios, and market maker positioning. How It Works Strike Generation: The tool creates a grid of option strikes centered around the current price. You can control the range, density, and whether strikes snap to realistic market increments. Open Interest Modeling: Using your inputs for average volume, put/call ratios, and market maker behavior, the indicator generates synthetic open interest that mirrors real market dynamics: Higher volume at-the-money with decay as strikes move further out Adjustable put/call bias to reflect current market sentiment Market maker inventory effects and typical short-gamma positioning Weekly options boost for near-term expirations Pain Calculation: For each potential expiry price, the tool calculates total option payouts: Call options contribute pain when finishing in-the-money Put options contribute pain when finishing in-the-money The strike with minimum total pain becomes the Max Pain level Gamma Analysis: Net gamma exposure is calculated at each strike using standard option pricing models, showing where hedging flows may be most intense. Positive gamma creates price support while negative gamma can amplify moves. Key Settings Basic Configuration: Number of Strikes: Controls grid density (recommended: 15-25) Days to Expiration: Time until option expiry Strike Range: Price range around current level (recommended: 8-15%) Strike Increment: Spacing between strikes Market Parameters: Average Daily Volume: Baseline for synthetic open interest Put/Call Volume Ratio: Market sentiment bias (>1.0 = bearish, <1.0 = bullish) It does not work if set to 1.0 Implied Volatility: Current option volatility estimate Market Maker Factors: Dealer positioning and hedging intensity Display Options: Model Complexity: Simple (line only), Standard (+ zones), Advanced (+ heatmap/gamma) Visual Elements: Toggle individual components on/off Theme: Dark/Light mode Update Frequency: Real-time or daily calculation Reading the Display Dashboard Table (Top Right): Current Price vs Max Pain Level Distance to Pain: Percentage gap (smaller = higher pin risk) Pin Risk Assessment: HIGH/MEDIUM/LOW based on proximity and time Days to Expiry and Strike Count Model complexity level Visual Elements: Red Line: Max Pain level where payout is minimized Colored Zone: Pin risk area around max pain Dotted Lines: Major strike levels (green = support, orange = resistance) Color Bar: Pain heatmap (blue = high pain, red = low pain/max pain zones) Horizontal Bars: Gamma exposure (green = positive, red = negative) Yellow Dotted Line: Gamma flip level where hedging behavior changes Trading Applications Expiration Pinning: When price is near max pain with limited time remaining, there's increased probability of gravitating toward that level as market makers hedge their positions. Support and Resistance: High open interest strikes often act as magnets, with max pain representing the strongest gravitational pull. Volatility Expectations: Above gamma flip: Expect dampened volatility (long gamma environment) Below gamma flip: Expect amplified moves (short gamma environment) Risk Assessment: The pin risk indicator helps gauge likelihood of price manipulation near expiry, with HIGH risk suggesting potential range-bound action. Best Practices Setup Recommendations Start with Model Complexity set to "Standard" Use realistic strike ranges (8-12% for most assets) Set put/call ratio based on current market sentiment Adjust implied volatility to match current levels Interpretation Guidelines: Small distance to pain + short time = high pin probability Large gamma bars indicate key hedging levels to monitor Heatmap intensity shows strength of pain concentration Multiple nearby strikes can create wider pin zones Update Strategy: Use "Daily" updates for cleaner visuals during trading hours Switch to "Every Bar" for real-time analysis near expiration Monitor changes in max pain level as new options activity emerges Important Disclaimers This is a modeling tool using synthetic data, not live market information. While the calculations are mathematically sound and the modeling realistic, actual market dynamics involve numerous factors not captured in any single indicator. Max pain represents theoretical minimum payout levels and suggests where natural market forces may create gravitational pull, but it does not guarantee price movement or predict exact expiration levels. Market gaps, news events, and changing volatility can override these dynamics. Use this tool as additional context for your analysis, not as a standalone trading signal. The synthetic nature of the data makes it most valuable for understanding market structure and potential zones of interest rather than precise price prediction. Technical Notes The indicator uses established option pricing principles with simplified implementations optimized for Pine Script performance. Gamma calculations use standard financial models while pain calculations follow the industry-standard definition of minimized option payouts. All visual elements use fixed positioning to prevent movement when scrolling charts, and the tool includes performance optimizations to handle real-time calculation without timeout errors.
مؤشر Pine Script®
من ‎BackQuant‎
$ - HTF Sweeps & PO3HTF Sweeps & PO3 Indicator The HTF Sweeps & PO3 indicator is a powerful tool designed for traders to visualise higher timeframe (HTF) candles, identify liquidity sweeps, and track key price levels on a lower timeframe (LTF) chart. Built for TradingView using Pine Script v6, it overlays HTF candle data and highlights significant price movements, such as sweeps of previous highs or lows, to help traders identify potential liquidity sweep and reversal points. The indicator is highly customisable, offering a range of visual and alert options to suit various trading strategies. Features Higher Timeframe (HTF) Candle Visualisation: - Displays up to three user-defined HTF candles (e.g., 15m, 1H, 4H) overlaid on the LTF chart. - Customisable candle appearance with adjustable size (Tiny to Huge), offset, spacing, and colours for bullish/bearish candles and wicks. - Option to show timeframe labels above or below HTF candles with configurable size and position. Liquidity Sweep Detection: - Identifies bullish and bearish sweeps when price moves beyond the high or low of a previous HTF candle and meets specific conditions. - Displays sweeps on both LTF and HTF with customisable line styles (Solid, Dashed, Dotted), widths, and colours. - Option to show only the most recent sweep per candle to reduce chart clutter. Invalidated Sweep Tracking: - Detects and visualises invalidated sweeps (when price moves past a sweep level in the opposite direction). - Configurable display for invalidated sweeps on LTF and HTF with distinct line styles and colours. Previous High/Low Lines: - Plots horizontal lines at the high and low of the previous HTF candle, extending on both LTF and HTF. - Customisable line style, width, and color for easy identification of key levels. - Real-Time Sweep Detection: -Optional real-time sweep visualisation for active candles, enabling traders to monitor developing price action. Alert System: - Triggers alerts for sweep formation (when a new sweep is detected). - Triggers alerts for sweep invalidation (when a sweep is no longer valid). - Alerts include details such as timeframe, ticker, and price level for precise notifications. Performance Optimisation: - Efficiently manages resources with configurable limits for lines, labels, boxes, and bars (up to 500 each). - Cleans up outdated visual elements to maintain chart clarity. Flexible Configuration: - Supports multiple timeframes for HTF candles with user-defined settings for visibility and number of candles displayed (1–60). - Toggle visibility for HTF candles, sweeps, invalidated sweeps, and high/low lines independently for LTF and HTF. This indicator is ideal for traders focusing on liquidity hunting, order block analysis, or price action strategies, providing clear visual cues and alerts to enhance decision-making.
مؤشر Pine Script®
من ‎wintonbanks‎
ASX Historical Price Projection [360 Days Auto]The ASX Price Projection indicator is a forecasting tool that projects future price movement based on historical price action and user-defined parameters. Inspired by the cyclical nature of markets, this tool helps traders visualize how price could behave in the future — not with certainty, but as a modeled possibility based on past behavior patterns. What It Does: This tool replicates the price action from a chosen historical period and projects it into the future, optionally applying a drift factor (growth or contraction). This projection is visualized directly on the chart, helping traders anticipate potential future price paths based on recognizable past behavior. How It Works: The indicator automatically uses the most recent 360 bars of historical data as the projection template. This is fixed and not user-selectable. The selected price segment is replicated and extended into the future to simulate a possible price path. A Drift Factor (Growth Multiplier) can be applied to simulate bullish (positive) or bearish (negative) price drift. An Area Width parameter defines how wide the projection zone appears around the forecast line, helping to visualize uncertainty or price range tolerance. The projected path and its surrounding band are plotted forward from the current bar. Why It’s Unique: This script offers a simple yet powerful way to model potential future price action based on automatic historical pattern detection: No manual selection required — the last 360 bars are always used. The Drift Factor allows scenario testing for growth or decline. Area Width gives a realistic band around the projected path. Designed for visual modeling and hypothetical exploration — not predictive accuracy. How to Use: Load the indicator on any chart. The system automatically pulls the last 360 bars to generate the projection. Adjust the Drift Factor to simulate optimistic or pessimistic market scenarios. Set the Area Width to control the visual range around the projected line. Use the forecast to explore how price might evolve under similar conditions.
مؤشر Pine Script®
من ‎Salah1996‎
1
Fed Funds Rate-of-ChangeFed Funds Rate-of-Change What it does: This indicator pulls the Effective Federal Funds Rate (FRED:FEDFUNDS, monthly) and measures how quickly it’s changing over a user-defined lookback. It offers stabilized change metrics that avoid the “near-zero blow-up” you see with naive % ROC. The plot turns red only when the signal is below the lower threshold and heading down (i.e., value < –threshold and slope < 0). This indicator is meant to be useful in monitoring fast cuts on the part of the FED - a signal that has preceded recession or market pullbacks in times prior. Change modes: Percentage, log and delta. Percent ROC (ε floor): 100 * (now - prev) / max(prev, ε) Log change (ε): 100 * (ln(now + ε) - ln(prev + ε)) Delta (bps): (now - prev) * 100 (basis points; avoids percentage math) Tip: For “least drama,” use Delta (bps). For relative change without explosions near zero, use Log change (ε). Key inputs: Lookback (months): ROC window in calendar months (because source is monthly). Change Metric: one of the three options above. ε (percentage points): small constant (e.g., 0.25 pp) used by Percent ROC (ε) and Log change (ε) to stabilize near-zero values. EMA Smoothing length: light smoothing of the computed series. Clip |value| at: optional hard cap to tame outliers (0 = off). Threshold % / Threshold bps: lower/upper threshold band; unit adapts to the selected metric. Plot as histogram: optional histogram view. Coloring / signal logic Red: value is below the lower threshold (–threshold) and the series is falling on the current bar. How to use: Add to any chart (timeframe doesn’t matter; data is monthly under the hood). Pick a Change Metric and set Lookback (e.g., 3–6 months). Choose a reasonable threshold: Percent/Log: try 10–20% Delta (bps): try 50–100 bps Optionally smooth (EMA 3–6) and/or clip extreme spikes. Interpretation Sustained red often marks periods of accelerating downside in the Fed Funds change metric (e.g., policy easing momentum when using bps). Neutral (gray) provides context without implying direction bias. Notes & limitations Source is monthly FRED series; values update on monthly closes and are stable (no intrabar repainting of the monthly series). Threshold units switch automatically with the metric (%, %, or bps). Smoothing/clip are convenience tools; adjust conservatively to avoid masking important shifts.
مؤشر Pine Script®
من ‎DamonAndTheSea‎
Mongoose Global Conflict Risk Index v1Overview The Mongoose Global Conflict Risk Index v1 is a multi-asset composite indicator designed to track the early pricing of geopolitical stress and potential conflict risk across global markets. By combining signals from safe havens, volatility indices, energy markets, and emerging market equities, the index provides a normalized 0–10 score with clear bias classifications (Neutral, Caution, Elevated, High, Shock). This tool is not predictive of headlines but captures when markets are clustering around conflict-sensitive assets before events are widely recognized. Methodology The indicator calculates rolling rate-of-change z-scores for eight conflict-sensitive assets: Gold (XAUUSD) – classic safe haven US Dollar Index (DXY) – global reserve currency flows VIX (Equity Volatility) – S&P 500 implied volatility OVX (Crude Oil Volatility Index) – energy stress gauge Crude Oil (CL1!) – WTI front contract Natural Gas (NG1!) – energy security proxy, especially Europe EEM (Emerging Markets ETF) – global risk capital flight FXI (China ETF) – Asia/China proxy risk Rules: Safe havens and vol indices trigger when z-score > threshold. Energy triggers when z-score > threshold. Risk assets trigger when z-score < –threshold. Each trigger is assigned a weight, summed, normalized, and scaled 0–10. Bias classification: 0–2: Neutral 2–4: Caution 4–6: Elevated 6–8: High 8–10: Conflict Risk-On How to Use Timeframes: Daily (1D) for strategic signals and early warnings. 4H for event shocks (missiles, sanctions, sudden escalations). Weekly (1W) for sustained trends and macro build-ups. What to Look For: A single trigger (for example, Gold ON) may be noise. A cluster of 2–3 triggers across Gold, USD, VIX, and Energy often marks early stress pricing. Elevated readings (>4) = caution; High (>6) = rotation into havens; Shock (>8) = market conviction of conflict risk. Practical Application: Monitor as a heatmap of global stress. Combine with fundamental or headline tracking. Use alert conditions at ≥4, ≥6, ≥8 for systematic monitoring. Notes This indicator is for informational and educational purposes only. It is not financial advice and should be used in conjunction with other analysis methods.
مؤشر Pine Script®
من ‎TheRealMongoose‎
Stock Valuation Models - Professional Investment Analysis Tool📊 Overview Stock Valuation Models is a comprehensive financial analysis indicator that combines multiple valuation methodologies to calculate intrinsic stock value. This professional-grade tool implements 7 different valuation methods , risk assessment framework, and financial health metrics to provide data-driven investment decisions. 🎯 Key Features 📈 Multiple Valuation Methods Graham's Valuation - Conservative asset-based approach by Benjamin Graham Multiples Valuation - Market-based P/E and P/B ratios from sector peers Discounted Cash Flow (DCF) - Future cash flow projections with present value calculation Dividend Discount Model - Gordon Growth Model for dividend-paying stocks FCFF Model - Enterprise-level Free Cash Flow to Firm analysis EVA Model - Economic Value Added measurement above cost of capital Advanced Multiples - Enterprise Value ratios (EV/EBITDA, EV/Sales) 🏥 Financial Health Metrics Altman Z-Score - Bankruptcy prediction and financial distress assessment Piotroski F-Score - 9-point fundamental strength evaluation Beneish M-Score - Earnings manipulation detection system Magic Formula - Joel Greenblatt's combined quality and value scoring ⚖️ Risk Assessment Framework Multi-Factor Risk Scoring - Fundamental, market, quality, and data quality risks Risk-Adjusted Margin of Safety - Dynamic safety thresholds based on risk level Position Sizing Guidance - Risk-appropriate investment allocation recommendations 🔍 Data Quality System Real-Time Quality Tracking - Visual warnings for insufficient data Fallback Methodology - Alternative calculations when primary data unavailable Confidence Scoring - Method agreement and data quality assessment ⚙️ Settings & Parameters Main Settings Margin of Safety (%) - Minimum discount required before buying (Default: 15%) Table Font Size - Choose between "Small" and "Normal" text size Valuation Methods Graham's Valuation - Best for mature, stable companies with strong fundamentals Multiples Valuation - Compares to industry peers using dynamic sector ratios Discounted Cash Flow - Ideal for growth companies with predictable cash flows Dividend Discount Model - For consistent dividend-paying stocks (disabled by default) FCFF Model - Enterprise approach for leveraged companies and M&A analysis EVA Model - Measures value creation above cost of capital Advanced Multiples - Wall Street standard EV ratios for professional analysis Additional Metrics Magic Formula - Combined quality and value scoring system Altman Z-Score - Bankruptcy risk assessment (Safe >2.99, Distress <1.81) Piotroski F-Score - Fundamental quality score (Excellent ≥8, Poor <4) Beneish M-Score - Manipulation detector (High Risk >-2.22, Low Risk ≤-2.22) 🔧 How It Works Dynamic Calculations Sector-Based Ratios - Automatically detects company sector and applies appropriate valuation multiples Economic Integration - Uses real-time risk-free rates, VIX volatility, and GDP growth data Quality Weighting - Adjusts method weights based on company type (growth/mature/distressed) and market conditions Negative Value Handling - Shows actual calculated values but excludes negative results from weighted average Risk-Adjusted Analysis VIX Integration - Higher market volatility increases required margin of safety Sector Risk Premiums - Energy and Financial sectors get higher risk multipliers Quality Adjustments - High Piotroski F-Score companies get lower risk ratings Data Quality Impact - Insufficient data increases risk score and safety requirements Visual Display Horizontal Table Layout - Organized by method groups (Valuation → Results → Risk → Health) Color-Coded Results - Green/Yellow/Red indicators for risk levels and recommendations Warning Symbols - ⚠️ for data quality issues, ❌ for excluded negative values Dollar Amounts - Both percentage and dollar-based margin of safety calculations 📈 Interpretation Guide 💎 Intrinsic Value Results Weighted Average - Combines all enabled methods based on intelligent weighting Confidence Level - High/Medium/Low based on method agreement and data quality Method Count - Number of successful valuation calculations 🎯 Margin of Safety Percentage - Current discount/premium to calculated intrinsic value Dollar Amount - Absolute dollar difference per share Buy Price - Risk-adjusted target purchase price ⚖️ Risk Assessment Low Risk (Green) - Normal position sizing (3-5%) Medium Risk (Yellow) - Reduced position sizing (1-3%) High Risk (Red) - Minimal position sizing (<1%) 📊 Recommendations STRONG BUY - Low risk + adequate margin + high confidence BUY - Meets risk-adjusted margin requirements HOLD - Positive margin but higher risk SELL - Insufficient margin for risk level 🎓 Educational Tooltips Every parameter includes detailed explanations accessible by hovering over the setting. Learn about: When to use each valuation method How different metrics are calculated Interpretation thresholds and ratings Risk factors and quality indicators 💡 Best Practices 🚀 For Growth Stocks Enable DCF and Advanced Multiples Focus on Piotroski F-Score for quality assessment Use higher margin of safety due to volatility 💰 For Value Stocks Enable Graham's and Multiples Valuation Check Altman Z-Score for financial stability Consider Magic Formula rating 📈 For Dividend Stocks Enable Dividend Discount Model Focus on sustainable dividend coverage Check for consistent dividend history ⚠️ For Distressed Situations Prioritize Graham's asset-based approach Monitor Altman Z-Score closely Use higher risk-adjusted margins ⚠️ Important Notes & Data Limitations 📅 Data Timing Considerations Fundamental Data Lag - Company financial data (earnings, cash flows, balance sheet items) may be 1-3 months behind current market conditions Quarterly Reporting Delays - Most recent available data reflects the company's situation as of the last filed quarterly/annual report Market vs. Fundamentals Gap - Stock prices react instantly to news, while fundamental data updates occur periodically Accuracy Impact - Recent business changes, market events, or company developments may not be reflected in current calculations 🔧 Technical Limitations Data Dependencies - Requires fundamental data availability from TradingView Quality Warnings - Pay attention to ⚠️ symbols indicating insufficient data Risk Context - Always consider risk score in investment decisions Market Conditions - Tool automatically adjusts for market volatility (VIX) Sector Specificity - Ratios automatically adjust based on company's sector 💡 Best Practice Recommendations Supplement with Current Analysis - Always combine with recent news, earnings calls, and management guidance Monitor Data Quality - Check when the underlying financial data was last updated Consider Market Context - Factor in recent market events that may affect company performance Use as Starting Point - Treat calculations as baseline analysis requiring additional research 🔗 Methodology Based on established academic research and professional practices: Benjamin Graham - Security Analysis principles Joel Greenblatt - Magic Formula methodology Edward Altman - Z-Score bankruptcy prediction Joseph Piotroski - Fundamental analysis scoring Messod Beneish - Earnings manipulation detection Modern Portfolio Theory - Risk-adjusted decision making This indicator is designed for educational and analytical purposes. Always conduct additional research and consider consulting with financial professionals before making investment decisions.
مؤشر Pine Script®
من ‎audrius_exe‎
ATR Move Tracker v1.0# ATR Move Tracker v1.0 - Purpose & Use Guide ## What Is This Indicator? ATR Move Tracker v1.0 is a trading tool that shows you whether a stock has moved "enough" for the day based on its historical patterns. It answers the question: **"Has this stock moved its typical daily amount yet?"** ## The Core Purpose Think of each stock as having a "daily personality" - some stocks naturally move $1 per day, others move $5 per day. This indicator: - **Shows the stock's Daily ATR** (its typical daily movement over 14 days) - **Tracks Today's Range** (how much it's actually moved today) - **Displays the gap** between typical and actual movement - **Provides visual progress** toward completing its normal daily range ## Practical Trading Applications ### **Entry Timing** - **Low Progress (0-30%)**: Stock hasn't moved much yet - potential opportunity if you expect movement - **Medium Progress (30-70%)**: Stock is moving normally - good for trend following - **High Progress (70-100%+**: Stock has moved a lot - be cautious of exhaustion ### **Exit Planning** - When the progress bar turns **green (100%+)**, the stock has exceeded its typical daily movement - Consider taking profits or tightening stops when Daily ATR is reached or exceeded - Use remaining "Need" amount to set realistic profit targets ### **Risk Management** - **Today's Range much smaller than Daily ATR**: Potential for more volatility - **Today's Range exceeds Daily ATR**: Stock may be overextended for the day - Adjust position sizes based on how much of the Daily ATR has been "used up" ## Real-World Example **Stock XYZ at 2:00 PM shows:** - Daily ATR: $4.00 (typically moves $4/day) - Daily Move: $2.50 (62%) - Need: $1.50 - Progress Bar: 62% filled (orange) **Interpretation:** XYZ has moved $2.50 of its typical $4.00 daily range. There's potentially $1.50 more movement available based on historical patterns. ## Key Benefits ✅ **Context for Price Movement**: Know if today's action is normal or unusual ✅ **Better Position Sizing**: Trade smaller when Daily ATR is nearly reached ✅ **Realistic Profit Targets**: Base targets on remaining Daily ATR potential ✅ **Works on All Timeframes**: See daily context even on 1-minute charts ✅ **Fully Customizable**: Position, colors, and ATR period adjustable ## Who Should Use This - **Day Traders**: Perfect for intraday volatility context - **Swing Traders**: Helps time entries based on daily movement patterns - **Options Traders**: Understand if implied volatility expectations are being met - **Any Trader**: Who wants to trade with historical volatility context This isn't a buy/sell signal - it's **volatility intelligence** that helps you make better trading decisions based on what's normal for each stock!
مؤشر Pine Script®
من ‎howie42gale‎
Otekura Range Trade Algorithm [Tradebuddies]The Range Trade Algorithm calculates the levels for Monday. On the chart you will see that the Monday levels will be marked as 1 0 -1. The M High level calculates Monday's high close and plots it on the screen. M Low calculates the low close of Monday and plots it on the screen. The coloured lines on the screen are the points of the range levels formulated with fibonacci values. The indicator has its own Value table. The prices of the levels are written. Potential Range breakout targets tell prices at points matching the fibonacci values. These are Take profit or reversal points. Buy and Sell indicators are determined by the range breakout. Users can set an alarm on the indicator and receive direct notification with their targets when a new range occurs. Fib values are multiplied by range values and create an average target according to the price situation. These values represent an area. Breakdown targets show that the target is targeted until the area.
مؤشر Pine Script®
من ‎akaAsakura1907‎
MTF Levels [OmegaTools]📖 Introduction The Ω Levels Indicator is a complete market structure and level-mapping framework designed to help traders identify key zones where price is likely to react. It blends classic technical anchors (VWAP, pivots, means, standard deviations) with modern statistical pattern recognition to dynamically project areas of manipulation, extension, and equilibrium. At its core, Ω Levels creates an evolving map of market balance vs. imbalance, showing traders where liquidity is most likely to build and where price could pivot or accelerate. But what makes it truly unique is the Pivot Forecaster — an embedded predictive engine that applies machine-learning inspired logic to recognize conditions that historically precede market turning points. 🔎 Key Features Customizable Levels Framework Define up to three levels (manipulation, extensions, VWAP, pivots, stdev bands, or prior extremes). Choose mean references such as Open, VWAP, Pivot Mean, or Previous Session Mean. Style controls (solid, dotted, dashed) and fill modes (internal, external, ranges) allow you to adapt the chart to your visual workflow. Dynamic Zone Highlighting Automatic fills between internal/external levels, or between specific level pairs (1–2, 1–3, 2–3). Makes it easy to visualize value areas, expansions, and compression zones at a glance. Multi-Timeframe Anchoring Works on any timeframe, but calculations can be anchored to a higher timeframe (e.g., show daily VWAP & pivots on a 15m chart). This allows traders to align intraday execution with higher timeframe context. Pivot Forecaster (Machine Learning / Pattern Recognition) This is the advanced predictive component. The algorithm collects historical conditions observed around pivot highs and lows (volume state, ATR state, % candle expansion, oscillator conditions). It then builds statistical “profiles” of typical pivot behavior and compares them in real-time against current market conditions. When conditions match the “signature” of a pivot, the indicator highlights a Forecast Pivot High or Forecast Pivot Low (displayed as small diamond markers). This functions as a pattern-recognition system, effectively learning from past pivots to anticipate where the next turning point is more likely to occur. ⚡ How Traders Can Use It Intraday Execution: Use VWAP, manipulation, and extension levels to frame trades around liquidity zones. Swing Context: Overlay higher timeframe pivots and means to guide medium-term positioning. Fade Setups: Forecasted pivots often coincide with exhaustion zones where fading momentum carries edge. Breakout Validation: When price breaks a structural level but the forecaster does not confirm a pivot, continuation probability is higher. Risk Management: Levels provide natural stop/target placements, while pivot forecasts serve as warning signals for potential reversals. ⚙️ Settings Overview Timeframe: Choose the anchor timeframe for calculations (default: Daily). Means: Two selectable mean references (Open, VWAP, Pivot Point, Previous Mean). Levels: Three levels can be customized (Manipulation, Extension, 1–2 StDev, Pivot Point, VWAP, Previous Extremes). Fill Modes: Highlight zones between internal/external levels or custom ranges. Visual Customization: Colors, line styles, fill opacity, and toggle for old levels. Pivot Forecaster: Fully automated — no settings required, it adapts to instrument and timeframe. 🧭 Best Practices Align Levels With Market Profile: Treat the levels as dynamic S/R zones and watch how price interacts with them. Use Forecaster as Confirmation: The diamonds are not standalone signals; they are context filters that help you decide whether a move has higher reversal odds. Higher Timeframe Anchoring: On intraday charts, set the timeframe to Daily or Weekly to trade with institutional levels. Combine With ATR: Pair with the Ω ATR Indicator to size positions according to volatility while Ω Levels provides the structural roadmap. 📌 Summary The Ω Levels Indicator is more than a level plotter — it’s a market map + predictive engine. By combining traditional levels with an intelligent pivot forecaster, it gives traders both the static structure of where price should react, and the dynamic signal of where it is likely to react next. This dual-layer approach — structural + predictive — makes it an invaluable tool for discretionary intraday traders, swing traders, and anyone who wants to anticipate price behavior instead of just reacting to it.
مؤشر Pine Script®
من ‎OmegaTools‎
Implied Volatility RangeThe Implied Volatility Range is a forward-looking tool that transforms option market data into probability ranges for future prices. Based on the lognormal distribution of asset prices assumed in modern option pricing models, it converts the implied volatility curve into a volatility cone with dynamic labels that show the market’s expectations for the price distribution at a specific point in time. At the selected future date, it displays projected price levels and their percentage change from today’s close across 1, 2, and 3 standard deviation (σ) ranges: 1σ range = ~68.2% probability the price will remain within this range. 2σ range = ~95.4% probability the price will remain within this range. 3σ range = ~99.7% probability the price will remain within this range. What makes this indicator especially useful is its ability to incorporate implied volatility skew. When only ATM IV (%) is entered, the indicator displays the standard Black–Scholes lognormal distribution. By adding High IV (%) and Low IV (%) values tied to strikes above and below the current price, the indicator interpolates between these inputs to approximate the implied volatility skew. This adjustment produces a market-implied probability distribution that indicates whether the option market is leaning bullish or bearish, based on the data entered in the menu: ATM IV (%) = Implied volatility at the current spot price (at-the-money). High IV (%) = Implied volatility at a strike above the current spot price. High Strike = Strike price corresponding to the High IV input (OTM call). Low IV (%) = Implied volatility at a strike below the current spot price. Low Strike = Strike price corresponding to the Low IV input (OTM put). Expiration (Day, Month, Year) = Option expiration date for the projection. Once these inputs are entered, the indicator calculates implied probability ranges and, if both High IV and Low IV values are provided, adjusts for skew to approximate the option market’s distribution. If no implied volatility data is supplied, the indicator defaults to a lognormal distribution based on historical volatility, using past realized volatility over the same forward horizon. This keeps the tool functional even without implied volatility inputs, though in that case the output represents only an approximation of ATM IV, not the actual market view. In summary, the Implied Volatility Range is a powerful tool that translates implied volatility inputs into a clear and practical estimate of the market’s expectations for future prices. It allows traders to visualize the probability of price ranges while also highlighting directional bias, a dimension often difficult to interpret from traditional implied volatility charts. It should be emphasized, however, that this tool reflects only the market’s expectations at a specific point in time, which may change as new information and trading activity reshape implied volatility.
مؤشر Pine Script®
من ‎QuantitativeAlpha‎
1
Piano Frequency LevelsPiano Frequency Levels This indicator applies the mathematical principles of musical harmony to market analysis, creating support and resistance levels based on authentic piano frequency ratios. Drawing from centuries-old musical theory, it maps the precise mathematical relationships between piano keys to price levels. How It Works: The indicator uses the exact frequency ratios from equal temperament tuning - the same mathematical system that makes pianos sound harmonious. Each level represents an actual piano key frequency, scaled proportionally to your chosen anchor price. Key Features: • Piano-Based Ratios: Uses authentic 12-tone equal temperament frequency relationships (1.05946 ratio between semitones) • Directional Intelligence: Automatically creates ascending levels from lows (resistance) or descending levels from highs (support) • Musical Note Labels: Optional display of actual piano key names (C4, D#5, F6, etc.) alongside price levels • Black Key Subdivisions: Toggle authentic sharp/flat keys between natural notes for additional precision • Octave Color Coding: Each musical octave displays in a different color for easy visual identification • Anchor Reference: Bright green line clearly marks your C-note reference point Musical Foundation: Every level corresponds to an actual piano key. The anchor point represents "C" (the musical root), with levels progressing through the natural musical sequence: C, D, E, F, G, A, B, then repeating in higher octaves. This creates proportional spacing that mirrors the harmonic relationships musicians have used for centuries. Usage: 1. Set your anchor to a significant market high or low 2. Choose your desired number of levels (typically 12-24 for 1-2 octaves) 3. Enable "Add Black Keys" for additional intermediate levels 4. Enable "Show Note Names" to see which piano key each level represents The Theory: Musical harmony is based on precise mathematical ratios that create pleasing relationships between frequencies. These same mathematical principles may manifest in market movements, as price action often exhibits proportional relationships similar to musical intervals. Unique Advantages: • Based on established mathematical principles rather than arbitrary ratios • Provides both major levels (white keys) and intermediate levels (black keys) • Automatically adapts direction based on anchor type (high vs low) • Maintains authentic musical relationships across all timeframes and price ranges Important Note: This indicator presents a theoretical framework for market analysis. Like all technical analysis tools, it should be used in conjunction with other forms of analysis and proper risk management. The musical ratios provide a unique perspective on potential support and resistance levels, but past performance does not guarantee future results. Transform your charts into a musical instrument and discover the hidden harmonies in market movements.
مؤشر Pine Script®
من ‎geneclash‎
Expected Value Monte CarloI created this indicator after noticing that there was no Expected Value indicator here on TradingView. The EVMC provides statistical Expected Value to what might happen in the future regarding the asset you are analyzing. It uses 2 quantitative methods: Historical Backtest to ground your analysis in long-term, factual data. Monte Carlo Simulation to project a cone of probable future outcomes based on recent market behavior. This gives you a data-driven edge to quantify risk, and make more informed trading decisions. The indicator includes: Dual analysis: Combines historical probability with forward-looking simulation. Quantified projections: Provides the Expected Value ($ and %), Win Rate, and Sharpe Ratio for both methods. Asset-aware: Automatically adjusts its calculations for Stocks (252 trading days) and Crypto (365 days) for mathematical accuracy. The projection cone shows the mean expected path and the +/- 1 standard deviation range of outcomes. No repainting Calculation: 1. Historical Expected Value: This is a systematic backtest over thousands of bars. It calculates the return Rᵢ for N past trades (buy-and-hold). The Historical EV is the simple average of these returns, giving a baseline performance measure. Historical EV % = (Σ Rᵢ) / N 2. Monte Carlo Projection: This projection uses the Geometric Brownian Motion (GBM) model to simulate thousands of future price paths based on the market's recent behavior. It first measures the drift (μ), or recent trend, and volatility (σ), or recent risk, from the Projection Lookback period. It then projects a final return for each simulation using the core GBM formula: Projected Return = exp( (μ - σ²/2)T + σ√T * Z ) - 1 (Where T is the time horizon and Z is a random variable for the simulation.) The purple line on the chart is the average of all simulated outcomes (the Monte Carlo EV). The cone represents one standard deviation of those outcomes. The dashed lines represent one standard deviation (+/- 1σ) from the average, forming a cone of probable outcomes. Roughly 68% of the simulated paths ended within this cone. This projection answers the question: "If the recent trend and volatility continue, where is the price most likely to go?" Here's how to read the indicator Expected Value ($/%): Is my average trade profitable? Win Rate: How often can I expect to be right? Sharpe Ratio: Am I being adequately compensated for the risk I'm taking? User Guide Max trade duration (bars): This is your analysis timeframe. Are you interested in the probable outcome over the next month (21 bars), quarter (63 bars), or year (252 bars)? Position size ($): Set this to your typical trade size to see the Expected Value in real dollar terms. Projection lookback (bars): This is the most important input for the Monte Carlo model. A short lookback (e.g., 50) makes the projection highly sensitive to recent momentum. Use this to identify potential recency bias. A long lookback (e.g., 252) provides a more stable, long-term projection of trend and volatility. Historical Lookback (bars): For the historical backtest, more data is always better. Use the maximum that your TradingView plan allows for the most statistically significant results. Use TP/SL for Historical EV: Check this box to see how the historical performance would have changed if you had used a simple Take Profit and Stop Loss, rather than just holding for the full duration. I hope you find this indicator useful and please let me know if you have any suggestions. 😊
مؤشر Pine Script®
من ‎HenriqueCentieiro‎
1
Stop Loss Advisor📊 Stop Loss Advisor - Advanced Risk Management Tool A sophisticated Pine Script v5 indicator designed to suggest optimal stop loss distances based on market volatility, combining ATR and Standard Deviation analysis for precise risk management. 🎯 What Makes This Different from Bollinger Bands? While Bollinger Bands focus on mean reversion and overbought/oversold conditions using a moving average center line, this indicator is specifically designed for risk management . It creates dynamic bands around the current price to suggest where NOT to place your stop loss, preventing you from being stopped out by normal market noise. ⚡ Key Features Dynamic ATR Calculation - Fully customizable ATR periods with adaptive volatility filtering Standard Deviation Integration - Optional StdDev component for enhanced statistical accuracy Multiple Combination Modes - Average, Maximum, ATR Weighted, or StdDev Weighted Flexible Price Sources - Choose from Close, HL2, HLC3, or OHLC4 Automatic Pip Calculation - Works across all instruments with automatic pip value detection Smart Alerts System - Get notified when suggested stop loss exceeds your base risk tolerance Real-time Information Table - Displays current values and risk status Visual Labels - Shows exact pip distances directly on chart Band Smoothing - Prevents erratic movements with customizable averaging 📈 How It Works ATR Analysis : Calculates Average True Range to measure current market volatility Statistical Enhancement : Optionally combines with Standard Deviation for more robust calculations Dynamic Bands : Creates upper and lower bands that expand/contract with volatility Pip Conversion : Automatically converts distances to pips for easy interpretation Risk Assessment : Compares suggested distances with your base stop loss tolerance 🔧 Customization Options ATR Settings: Customizable ATR period (default: 14) Adjustable multiplier with 0.1 step precision Optional volatility filtering for enhanced sensitivity Standard Deviation (Optional): Independent period and multiplier settings Multiple price source options Four combination modes with ATR Visual Customization: Fully customizable colors for all elements Multiple line styles (solid, dashed, dotted) Optional band filling with transparency control Show/hide ATR line overlay Configurable band smoothing 💡 Perfect For Forex Traders - Especially effective on major pairs and XAUUSD Risk Managers - Calculate optimal stop distances before entering trades Scalpers - Avoid being stopped out by normal market fluctuations Swing Traders - Adapt stop losses to current volatility conditions 📊 Indicator Values The information table displays: Current ATR Value (in pips) Suggested Long Stop Loss (distance in pips) Suggested Short Stop Loss (distance in pips) Risk Status - "SAFE" or "HIGH RISK" based on your base tolerance Standard Deviation Value (when enabled) Combination Method (when using both ATR and StdDev) ⚠️ Important Notes This indicator suggests minimum stop loss distances, not entry/exit signals Always combine with your trading strategy and risk management rules Do not use as a standalone trading system Backtesting recommended before live implementation Default settings work well for most scenarios, but optimization is encouraged 🎨 Default Configuration ATR Period: 14 ATR Multiplier: 2.0 Price Source: Close Base Stop Loss: 20 pips Band Smoothing: 3 periods Standard Deviation: Optional (20 period, 2.0 multiplier) 🚀 Getting Started Add the indicator to your chart Set your base stop loss tolerance in the settings Choose your preferred price source and ATR parameters Enable Standard Deviation for enhanced accuracy (optional) Monitor the information table for real-time risk assessment Use the suggested distances as minimum stop loss levels Pro Tip: In low volatility markets, the bands will contract suggesting tighter stops. In high volatility periods, they expand warning you to use wider stops to avoid being stopped out by normal price action. 📝 Version History & Updates This indicator is actively maintained and updated based on user feedback. Future enhancements may include multi-timeframe analysis, trend-based asymmetric bands, and additional statistical measures. Transform your risk management approach with data-driven stop loss suggestions that adapt to real market conditions!
مؤشر Pine Script®
من ‎Raffaele_De_Leo‎
The Maker StrategyDESCRIPTION The Maker Strategy is a trend-following system built around exponential moving averages (EMAs). By analyzing the alignment of multiple EMAs, the strategy identifies strong bullish or bearish momentum and generates precise entry signals. This method is designed to capture sustained trends while filtering out sideways or noisy market conditions. USER INPUTS : • EMA 1 Length (Default: 30) • EMA 2 Length (Default: 35) • EMA 3 Length (Default: 40) • EMA 4 Length (Default: 45) • EMA 5 Length (Default: 50) • EMA 6 Length (Default: 60) LONG CONDITION : A long signal is triggered when all EMAs are perfectly aligned in ascending order: EMA1 > EMA2 > EMA3 > EMA4 > EMA5 > EMA6 SHORT CONDITION : A short signal is triggered when all EMAs are perfectly aligned in descending order: EMA1 < EMA2 < EMA3 < EMA4 < EMA5 < EMA6 WHY IT IS UNIQUE: Unlike traditional EMA crossover systems that rely on just 2 or 3 moving averages, The Maker Strategy uses 6 EMAs in sequence. This ensures that trades are only taken when there is clear and strong market momentum. The approach minimizes false signals in ranging markets and focuses on capturing trends with higher probability setups. HOW USER CAN BENEFIT FROM IT : • Clear entry alerts for both long and short positions. • Visual confirmation through candle coloring and EMA band fills. • Works on multiple timeframes and instruments (stocks, forex, crypto, indices). • Helps traders stay on the right side of the trend while avoiding whipsaws. • A simple yet effective tool for those who want a disciplined, rules-based strategy.
مؤشر Pine Script®
من ‎Shivam_Mandrai‎
2
Adaptive Log Trend ChannelOne-line Summary / 一句话简介 EN: Adaptive log-scale trend channel using Pearson-optimized regression and deviation bands. 中文：基于皮尔逊优化回归的自适应对数趋势通道，带标准差波动带。 Full Description / 完整介绍 What it does / 功能 EN: This indicator fits a log-linear regression to price and builds a trend channel with ±k·σ deviation bands. It automatically selects the period with the highest Pearson correlation (R), ensuring the channel best matches the dominant market trend. 中文：该指标通过价格的对数线性回归拟合趋势，并在中线上下绘制 ±k·σ 偏差通道。它会自动选择皮尔逊相关系数 (R) 最高的周期，从而保证通道与主要趋势最贴合。 Why it’s useful / 适用价值 EN: Naturally fits assets with multiplicative growth (crypto, tech stocks). Adapts dynamically to different market regimes. Provides CAGR estimates on Daily/Weekly charts for trend strength evaluation. 中文： 自然适用于呈现乘法增长的资产（如加密货币与科技股）。 可动态适应不同的市场阶段。 在日线/周线图上提供 趋势年化收益率 (CAGR)，帮助评估趋势强度。 How it works / 工作原理 EN: Computes log(price) → regression slope & intercept. Draws a midline (log regression projection). Upper & lower bands = ±k·σ in log space. Info panel shows: Auto-Selected Period, Trend Strength (or Pearson’s R), and CAGR. 中文： 对价格取对数 → 计算回归斜率与截距。 绘制 中线（对数回归投影）。 上下轨 = 对数空间中的 ±k·σ。 信息面板显示：自动选择周期、趋势强度（或皮尔逊 R 值）、以及 CAGR 年化收益率。 Key Settings / 主要参数 EN: Long-Term Mode: Uses extended periods (300–1200). Deviation Multiplier (k): Controls channel width (default 2.0). Styles: Colors, line type, and extension. Panel Options: Toggle auto-period, Pearson’s R, and CAGR. 中文： 长期模式：采用更长周期 (300–1200)。 偏差倍数 (k)：控制通道宽度（默认 2.0）。 样式：可设置颜色、线型、延长方式。 信息面板：可开关自动周期、皮尔逊 R、CAGR。 Notes / 注意事项 EN: CAGR is only available on Daily/Weekly timeframes. Regression-based tools may repaint as new bars form; treat it as context, not signals. 中文： CAGR 仅在日线与周线周期可用。 回归类指标在新K线形成时可能重绘，仅用于趋势参考而非交易信号。
مؤشر Pine Script®
من ‎Litiantian‎