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ICT Entonnoir Strategy by DEVZHR### ICT Funnel Strategy - Smart Money Concepts Indicator **Description:** This advanced indicator implements a complete Smart Money trading methodology, designed to help traders identify high-probability entry points on any market. **Key Features:** 🎯 **Multi-Session Analysis** - Automatic detection of major trading sessions (London, New York, Asian) - Visual session boxes showing session highs and lows - Customizable session times with timezone support 📊 **Market Structure Recognition** - Identifies key market structure shifts - Highlights potential reversal zones - Tracks daily reference levels (PDH/PDL) 📦 **Zone Detection** - Automatically marks significant price zones - Identifies areas of institutional interest - Premium/Discount zone classification 🔔 **Smart Entry Signals** - BUY/SELL signals with Entry, Stop Loss, and Take Profit levels - Risk:Reward ratio calculation - Customizable filters to match your trading style 📈 **Real-Time Dashboard** - Current session status - Daily bias indication - Signal readiness status - All key levels at a glance **How to Use:** 1. Add the indicator to your chart (works best on 5min-1H timeframes) 2. Set your timezone in the settings 3. Adjust session times to match your local time 4. Wait for signals during active sessions 5. Follow the Entry, SL, and TP levels provided **Settings:** - Session times (fully customizable) - Timezone offset - Signal filters (Kill Zone, zone requirements) - Minimum Risk:Reward ratio - Visual customization (colors, display options) **Best Practices:** - Use during high-volume sessions for best results - Combine with your own analysis for confirmation - Practice on demo account before live trading ⚠️ **Disclaimer:** This indicator is for educational purposes only. Past performance does not guarantee future results. Always manage your risk appropriately.
مؤشر Pine Script®
من ‎devzhr2‎
Argentina Bonds TIR - Sovereign Bond Yield Curves Indicator# Argentina Bonds TIR A comprehensive indicator that calculates the Internal Rate of Return (IRR/TIR) for Argentine sovereign bonds and projects future price curves at fixed yield levels. ## Features **Real-time TIR Calculation** - Calculates current yield based on market price and expected cashflows - Uses Newton-Raphson iterative method for precise IRR calculation - Day count convention: Actual/365 with T+1 settlement **Automatic Currency Conversion** - Works with any trading currency: ARS, USD MEP (D suffix), USD Cable (C suffix) - Automatically converts prices using AL30/AL30D/AL30C ratios - Bonares use MEP conversion, Globales use Cable conversion **Yield Curve Projections** - Projects price curves 150 bars into the future (configurable) - Fixed TIR lines at 7%, 8%, 9%, 10%, 11%, 12% (each toggleable) - Current TIR line showing price trajectory at current yield - Custom TIR line with user-defined yield value **Clear Labeling** - Labels positioned near current date for easy reading (configurable offset) - Color-coded lines for quick identification - Info panel showing bond details, prices, TIR, and exchange rates ## Supported Bonds **Bonares** (Argentina legislation, USD MEP): AE38, AL29, AL30, AL35, AL41, AN29 **Globales** (Foreign legislation, USD Cable): GD29, GD30, GD35, GD38, GD41, GD46 ## How to Use 1. Apply indicator to any supported bond symbol (e.g., BCBA:AL30D, BCBA:GD35C) 2. The indicator auto-detects bond type and currency 3. View current TIR in the info panel 4. Use projected lines to visualize price targets at different yield levels 5. Toggle individual TIR lines on/off as needed 6. Add a custom TIR line for specific yield analysis ## Settings **Display**: Show/hide current TIR line, projection bars (30-300), label offset in days **Fixed TIR Lines**: Individual toggles for 7%, 8%, 9%, 10%, 11%, 12% **Custom TIR**: Enable custom TIR line, set value (%), choose color **Colors**: Customize colors for all lines ## Info Panel Shows bond ticker, type (Bonar/Global), trading currency, current price, native price, current TIR percentage, MEP and CCL exchange rates. --- ## Español Indicador que calcula la Tasa Interna de Retorno (TIR) para bonos soberanos argentinos y proyecta curvas de precios futuros a niveles fijos de rendimiento. ### Características - Cálculo de TIR en tiempo real usando método Newton-Raphson - Conversión automática de moneda (ARS, USD MEP, USD Cable) - Líneas de TIR fijas al 7%, 8%, 9%, 10%, 11%, 12% - Línea de TIR personalizada configurable - Panel informativo con detalles del bono y tipos de cambio ### Bonos Soportados - **Bonares** (USD MEP): AE38, AL29, AL30, AL35, AL41, AN29 - **Globales** (USD Cable): GD29, GD30, GD35, GD38, GD41, GD46 --- **DISCLAIMER**: This indicator is for informational and educational purposes only. Eco Valores S.A. does NOT provide investment advice or recommendations. Consult a qualified financial advisor before making investment decisions. **AVISO LEGAL**: Este indicador es solo para fines informativos y educativos. Eco Valores S.A. NO brinda asesoramiento ni recomendaciones de inversión. Consulte con un asesor financiero calificado antes de invertir.
مؤشر Pine Script®
من ‎Eco Valores‎
Auction Context Engine ( Value Area, VWAP & Regime)📌 Indicator Name Auction Context Engine (Value Area, VWAP & Regime) Short name: ACE Context 🧠 Description Auction Context Engine (ACE) is a professional market context and structure indicator based on Auction Market Theory.It is designed to help traders understand where the market is positioned, not to generate trade signals. ACE focuses on: • Developing Value Area (VAH / VAL) • Developing Point of Control (POC) • Session VWAP positioning • Volatility regime expansion • Opening Range context • Failed auction / trap detection • Market bias and environment quality This indicator provides context only and is intended to be used alongside a separate execution strategy or system. 🎯 What This Indicator Is ✔ A context engine ✔ A market structure filter ✔ A bias alignment tool ✔ A regime and environment classifier ❌ What This Indicator Is NOT ✘ Not a signal generator ✘ Not a buy/sell system ✘ Not a strategy ✘ Not a profitability promise 📊 How To Use Use ACE to answer: • Is price accepting or rejecting value? • Is the market in balance or expansion? • Is VWAP supporting or opposing price? • Is this a breakout environment or a trap? • Is volatility expanding? • Is the market trending or ranging? You may then use your own execution strategy aligned with this context. 🟢 Core Components Developing Value Area • VAH / VAL dynamically update through the session • POC tracks highest traded volume area VWAP Position • Above VWAP = bullish bias • Below VWAP = bearish bias Opening Range Context • Detects breakouts or balance after session open Volatility Regime • Identifies expansion vs normal conditions Failed Auction Detection • Highlights trap conditions near value extremes Market Quality • Strong / Mixed / Weak environment classification Context Table • Clean 1-column vertical dashboard with color-coded bias 🔵 Visual Elements • Developing VAH, VAL, POC lines • Session VWAP • Small context dots when environment turns READY • Compact professional context table ⚙️ Settings • Value Area bin size • Value area percentage • Opening range duration • Regime expansion factor • Line colors and thickness • Context table ON/OFF • Context dots ON/OFF 🧩 Best Use Case This indicator is ideal for: • Intraday trading • Index futures and equities • Options context filtering • Trend / range regime identification • Professional discretionary traders ⚠️ Disclaimer This script is provided for educational and informational purposes only.It does not constitute financial or investment advice.Trading involves risk. Always use proper risk management.
مؤشر Pine Script®
من ‎Market_Logic_India‎
Global Sovereign Spread MonitorIn the summer of 2011, the yield on Italian government bonds rose dramatically while German Bund yields fell to historic lows. This divergence, measured as the BTP-Bund spread, reached nearly 550 basis points in November of that year, signaling what would become the most severe test of the European monetary union since its inception. Portfolio managers who monitored this spread had days, sometimes weeks, of advance warning before equity markets crashed. Those who ignored it suffered significant losses. The Global Sovereign Spread Monitor is built on a simple but powerful observation that has been validated repeatedly in academic literature: sovereign bond spreads contain forward-looking information about systemic risk that is not fully reflected in equity prices (Longstaff et al., 2011). When investors demand higher yields to hold peripheral government debt relative to safe-haven bonds, they are expressing a view about credit risk, liquidity conditions, and the probability of systemic stress. This information, when properly analyzed, provides actionable signals for traders across all asset classes. The Science of Sovereign Spreads The academic study of government bond yield differentials began in earnest following the creation of the European Monetary Union. Codogno, Favero and Missale (2003) published what remains one of the foundational papers in this field, examining why yields on government bonds within a currency union should differ at all. Their analysis, published in Economic Policy, identified two primary drivers: credit risk and liquidity. Countries with higher debt-to-GDP ratios and weaker fiscal positions commanded higher yields, but importantly, these spreads widened dramatically during periods of market stress even when fundamentals had not changed significantly. This observation led to a crucial insight that Favero, Pagano and von Thadden (2010) explored in depth in the Journal of Financial and Quantitative Analysis. They found that liquidity effects can amplify credit risk during stress periods, creating a feedback loop where rising spreads reduce liquidity, which in turn pushes spreads even higher. This dynamic explains why sovereign spreads often move in non-linear fashion, remaining stable for extended periods before suddenly widening rapidly. Longstaff, Pan, Pedersen and Singleton (2011) extended this research in their American Economic Review paper by examining the relationship between sovereign credit default swap spreads and bond spreads across multiple countries. Their key finding was that a significant portion of sovereign credit risk is driven by global factors rather than country-specific fundamentals. This means that when spreads widen in Italy, it often reflects broader risk aversion that will eventually affect other asset classes including equities and corporate bonds. The practical implication of this research is clear: sovereign spreads function as a leading indicator for systemic risk. Aizenman, Hutchison and Jinjarak (2013) confirmed this in their analysis of European sovereign debt default probabilities, finding that spread movements preceded rating downgrades and provided earlier warning signals than traditional fundamental analysis. How the Indicator Works The Global Sovereign Spread Monitor translates these academic findings into a systematic framework for monitoring credit conditions. The indicator calculates yield differentials between peripheral government bonds and German Bunds, which serve as the benchmark safe-haven asset in European markets. Italian ten-year yields minus German ten-year yields produce the BTP-Bund spread, the single most important metric for Eurozone stress. Spanish yields minus German yields produce the Bonos-Bund spread, providing a secondary confirmation signal. The transatlantic US-Bund spread captures divergence between the two major safe-haven markets. Raw spreads are converted to Z-scores, which measure how many standard deviations the current spread is from its historical average over the lookback period. This normalization is essential because absolute spread levels vary over time with interest rate cycles and structural changes in sovereign debt markets. A spread of 150 basis points might have been concerning in 2007 but entirely normal in 2023 following the European debt crisis and subsequent ECB interventions. The composite index combines these individual Z-scores using weights that reflect the relative importance of each spread for global risk assessment. Italy receives the highest weight because it represents the third-largest sovereign bond market globally and any Italian debt crisis would have systemic implications for the entire Eurozone. Spain provides confirmation of peripheral stress, while the US-Bund spread captures flight-to-quality dynamics between the two primary safe-haven markets. Regime classification transforms the continuous Z-score into discrete states that correspond to different market environments. The Stress regime indicates that spreads have widened to levels historically associated with crisis periods. The Elevated regime signals rising risk aversion that warrants increased attention. Normal conditions represent typical spread behavior, while the Calm regime may actually signal complacency and potential mean-reversion opportunities. Retail Trader Applications For individual traders without access to institutional research teams, the Global Sovereign Spread Monitor provides a window into the macro environment that typically remains opaque. The most immediate application is risk management for equity positions. Consider a trader holding a diversified portfolio of European stocks. When the composite Z-score rises above 1.0 and enters the Elevated regime, historical data suggests an increased probability of equity market drawdowns in the coming days to weeks. This does not mean the trader must immediately liquidate all positions, but it does suggest reducing position sizes, tightening stop-losses, or adding hedges such as put options or inverse ETFs. The BTP-Bund spread specifically provides actionable information for anyone trading EUR/USD or European equity indices. Research by De Grauwe and Ji (2013) demonstrated that sovereign spreads and currency movements are closely linked during stress periods. When the BTP-Bund spread widens sharply, the Euro typically weakens against the Dollar as investors question the sustainability of the monetary union. A retail forex trader can use the indicator to time entries into EUR/USD short positions or to exit long positions before spread-driven selloffs occur. The regime classification system simplifies decision-making for traders who cannot constantly monitor multiple data feeds. When the dashboard displays Stress, it is time to adopt a defensive posture regardless of what individual stock charts might suggest. When it displays Calm, the trader knows that risk appetite is elevated across institutional markets, which typically supports equity prices but also means that any negative catalyst could trigger a sharp reversal. Mean-reversion signals provide opportunities for more active traders. When spreads reach extreme levels in either direction, they tend to revert toward their historical average. A Z-score above 2.0 that begins declining suggests professional investors are starting to buy peripheral debt again, which historically precedes broader risk-on behavior. A Z-score below minus 1.0 that starts rising may indicate that complacency is ending and risk-off positioning is beginning. The key for retail traders is to use the indicator as a filter rather than a primary signal generator. If technical analysis suggests a long entry in European stocks, check the sovereign spread regime first. If spreads are elevated or rising, the technical setup becomes higher risk. If spreads are stable or compressing, the technical signal has a higher probability of success. Professional Applications Institutional investors use sovereign spread analysis in more sophisticated ways that go beyond simple risk filtering. Systematic macro funds incorporate spread data into quantitative models that generate trading signals across multiple asset classes simultaneously. Portfolio managers at large asset allocators use sovereign spreads to make strategic allocation decisions. When the composite Z-score trends higher over several weeks, they reduce exposure to peripheral European equities and bonds while increasing allocations to German Bunds, US Treasuries, and other safe-haven assets. This rotation often happens before explicit risk-off signals appear in equity markets, giving these investors a performance advantage. Fixed income specialists at banks and hedge funds use sovereign spreads for relative value trades. When the BTP-Bund spread widens to historically elevated levels but fundamentals have not deteriorated proportionally, they may go long Italian government bonds and short German Bunds, betting on mean reversion. These trades require careful risk management because spreads can widen further before reversing, but when properly sized they offer attractive risk-adjusted returns. Risk managers at financial institutions use sovereign spread monitoring as an input to Value-at-Risk models and stress testing frameworks. Elevated spreads indicate higher correlation among risk assets, which means diversification benefits are reduced precisely when they are needed most. This information feeds into position sizing decisions across the entire trading book. Currency traders at proprietary trading firms incorporate sovereign spreads into their EUR/USD and EUR/CHF models. The relationship between the BTP-Bund spread and EUR weakness is well-documented in academic literature and provides a systematic edge when combined with other factors such as interest rate differentials and positioning data. Central bank watchers use sovereign spreads to anticipate policy responses. The European Central Bank has demonstrated repeatedly that it will intervene when spreads reach levels that threaten financial stability, most notably through the Outright Monetary Transactions program announced in 2012 and the Transmission Protection Instrument introduced in 2022. Understanding spread dynamics helps investors anticipate these interventions and position accordingly. Interpreting the Dashboard The statistics panel provides real-time information that supports both quick assessments and deeper analysis. The composite Z-score is the primary metric, representing the weighted average of all spread Z-scores. Values above zero indicate spreads are wider than their historical average, while values below zero indicate compression. The magnitude matters: a reading of 0.5 suggests modestly elevated stress, while 2.0 or higher indicates conditions similar to historical crisis periods. The regime classification translates the Z-score into actionable categories. Stress should trigger immediate review of risk exposure and consideration of hedges. Elevated warrants increased vigilance and potentially reduced position sizes. Normal indicates no immediate concerns from sovereign markets. Calm suggests risk appetite may be elevated, which supports risk assets but also creates potential for sharp reversals if sentiment changes. The percentile ranking provides historical context by showing where the current Z-score falls within its distribution over the lookback period. A reading of 90 percent means spreads are wider than they have been 90 percent of the time over the past year, which is significant even if the absolute Z-score is not extreme. This metric helps identify when spreads are creeping higher before they reach official stress thresholds. Momentum indicates whether spreads are widening or compressing. Rising momentum during elevated spread conditions is particularly concerning because it suggests stress is accelerating. Falling momentum during stress suggests the worst may be past and mean reversion could be beginning. Individual spread readings allow traders to identify which component is driving the composite signal. If the BTP-Bund spread is elevated but Bonos-Bund remains normal, the stress may be Italy-specific rather than systemic. If all spreads are widening together, the signal reflects broader flight-to-quality that affects all risk assets. The bias indicator provides a simple summary for traders who need quick guidance. Risk-Off means spreads indicate defensive positioning is appropriate. Risk-On means spread conditions support risk-taking. Neutral means spreads provide no clear directional signal. Limitations and Risk Factors No indicator provides perfect signals, and sovereign spread analysis has specific limitations that users must understand. The European Central Bank has demonstrated its willingness to intervene in sovereign bond markets when spreads threaten financial stability. The Transmission Protection Instrument announced in 2022 specifically targets situations where spreads widen beyond levels justified by fundamentals. This creates a floor under peripheral bond prices and means that extremely elevated spreads may not persist as long as historical patterns would suggest. Political events can cause sudden spread movements that are impossible to anticipate. Elections, government formation crises, and policy announcements can move spreads by 50 basis points or more in a single session. The indicator will reflect these moves but cannot predict them. Liquidity conditions in sovereign bond markets can temporarily distort spread readings, particularly around quarter-end and year-end when banks adjust their balance sheets. These technical factors can cause spread widening or compression that does not reflect fundamental credit risk. The relationship between sovereign spreads and other asset classes is not constant over time. During some periods, spread movements lead equity moves by several days. During others, both markets move simultaneously. The indicator provides valuable information about credit conditions, but users should not expect mechanical relationships between spread signals and subsequent price moves in other markets. Conclusion The Global Sovereign Spread Monitor represents a systematic application of academic research on sovereign credit risk to practical trading decisions. The indicator monitors yield differentials between peripheral and safe-haven government bonds, normalizes these spreads using statistical methods, and classifies market conditions into regimes that correspond to different risk environments. For retail traders, the indicator provides risk management information that was previously available only to institutional investors with access to Bloomberg terminals and dedicated research teams. By checking the sovereign spread regime before executing trades, individual investors can avoid taking excessive risk during periods of elevated credit stress. For professional investors, the indicator offers a standardized framework for monitoring sovereign credit conditions that can be integrated into broader macro models and risk management systems. The real-time calculation of Z-scores, regime classifications, and component spreads provides the inputs needed for systematic trading strategies. The academic foundation is robust, built on peer-reviewed research published in top finance and economics journals over the past two decades. The practical applications have been validated through multiple market cycles including the European debt crisis of 2011-2012, the COVID-19 shock of 2020, and the rate normalization stress of 2022. Sovereign spreads will continue to provide valuable forward-looking information about systemic risk for as long as credit conditions vary across countries and investors respond rationally to changes in default probabilities. The Global Sovereign Spread Monitor makes this information accessible and actionable for traders at all levels of sophistication. References Aizenman, J., Hutchison, M. and Jinjarak, Y. (2013) What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk. Journal of International Money and Finance, 34, pp. 37-59. Codogno, L., Favero, C. and Missale, A. (2003) Yield Spreads on EMU Government Bonds. Economic Policy, 18(37), pp. 503-532. De Grauwe, P. and Ji, Y. (2013) Self-Fulfilling Crises in the Eurozone: An Empirical Test. Journal of International Money and Finance, 34, pp. 15-36. Favero, C., Pagano, M. and von Thadden, E.L. (2010) How Does Liquidity Affect Government Bond Yields? Journal of Financial and Quantitative Analysis, 45(1), pp. 107-134. Longstaff, F.A., Pan, J., Pedersen, L.H. and Singleton, K.J. (2011) How Sovereign Is Sovereign Credit Risk? American Economic Review, 101(6), pp. 2191-2212. Manganelli, S. and Wolswijk, G. (2009) What Drives Spreads in the Euro Area Government Bond Market? Economic Policy, 24(58), pp. 191-240. Arghyrou, M.G. and Kontonikas, A. (2012) The EMU Sovereign-Debt Crisis: Fundamentals, Expectations and Contagion. Journal of International Financial Markets, Institutions and Money, 22(4), pp. 658-677.
مؤشر Pine Script®
من ‎EdgeTools‎
Seasonality AdvancedDescription This is a professional-grade Seasonality Analysis tool designed to project future price trends based on historical cyclical patterns. Unlike simple seasonal indicators that just average price, this script offers a statistical approach with a "Zero Gravity" visualization mode and a real-time Data Dashboard. Underlying Concepts & Methodology The script calculates the seasonal tendency by averaging the price performance of the same day/week over a user-defined lookback period (e.g., 5, 10, or 15 years). Data Alignment: It aligns historical data based on trading days (default 252) or calendar days to create a coherent "Annual Cycle". Smoothing: A Moving Average is applied to the raw seasonal data to filter out noise and reveal the true macro tendency. Correlation Engine: It calculates the real-time correlation between the current price action and the projected seasonal line. This acts as a "Lie Detector"—if correlation is high, the seasonal pattern is currently valid. Key Features Multi-Cycle Analysis: Plot up to 3 different seasonal baselines simultaneously (e.g., Short-term 5Y vs. Long-term 15Y cycles). Zero Gravity View: Uses a "Joyplot" style separation (Stacking) to prevent lines from overlapping messily, making it easier to compare different cycles. Statistical Dashboard: A built-in table displays Avg Return, WinRate, Volatility Risk, and Correlation. How to Use Projections: Use the lines extending into the future to anticipate potential turning points. Confluence: When the 5-year and 10-year lines point in the same direction, the probability increases. Filter: Watch the "Correlation" column in the table. Low correlation means the current market is decoupling from history. To comply with House Rules regarding non-English UI, here is the translation of the script's settings menu: 1. Cálculos Sazo 3 (Calculation Settings) Dias de negociação = Trading Days (Fixed 252 or Variable) Método de dias = Day Count Method (Min, Max, Avg) Projeção Futura (Barras) = Future Projection (Bars) Suavização (Média) = Smoothing (MA Length) Deslocamento = Offset 2. Visualização e Layout (Visuals) Empilhamento / Separação (%) = Stacking / Separation % Distância Vertical = Vertical Distance Distância da Etiqueta = Label Offset 3. Painel Estatístico (Statistics Panel) Mostrar Tabela = Show Table Mostrar Próximo Mês = Show Next Month Mostrar Linha Méd/Alvo = Show Avg/Target Row Texto Suave = Soft Text (Transparency) Período Correlação = Correlation Period Tema = Theme (Dark/Light) Tamanho = Size Posição = Position 4. Linha de Hoje (Today's Line) Mostrar Linha = Show Vertical Line Cor/Estilo/Espessura = Color/Style/Width 5. Linhas 1, 2, 3 (Seasonal Lines) Ativar Linha = Enable Line Período (anos) = Lookback Period (Years) Descrição Este indicador é uma ferramenta completa de Sazonalidade que projeta tendências futuras baseadas em padrões históricos. Ele inclui um painel estatístico exclusivo que mostra a probabilidade (WinRate) e a correlação do ciclo atual. Funcionalidades Projeção Futura: Desenha o comportamento provável do preço para os próximos dias. Painel Estatístico: Mostra retorno médio, risco e correlação em tempo real. Zero Gravity: Visualização empilhada para facilitar a leitura de múltiplos ciclos.
مؤشر Pine Script®
من ‎marcaoemail_1‎
Engulfing Reversal PatternThe Engulfing Reversal Pattern indicator seeks out both bullish and bearish reversal patterns. This indicator offers the user numerous options to modify the indicator to their needs. Key features: Ability to adjust the size of the Engulfing candle in comparison to the prior candle Ability to adjust the number of breakout candles Indicator adapts to the Time Frame it is being used in You can choose between identifying only Bearish patterns, only Bullish patterns or both. Indicator Arrow size can be adjusted in size.
مؤشر Pine Script®
من ‎bothwellpdx‎
Enhanced Macro-FX Predictor Pro+The Enhanced Macro-FX Predictor Pro+ is a sophisticated macroeconomic analysis tool designed for long-term currency forecasting. It integrates Commitment of Traders (COT) data, multi-model ensemble predictions, and dynamic market regime detection to provide comprehensive forex insights. 1. Core Methodology The indicator operates by analysing the fundamental health of the US economy and comparing it against six major currencies. US Score Calculation: Synthesises 15+ data points including GDP, Non-Farm Payrolls, Real Interest Rates (Fed Funds - CPI), and the Yield Curve. Currency Specific Analysis: Each currency is scored based on its specific momentum, risk sensitivity (Beta), and correlation to commodities (e.g., AUD and CAD with Oil). Enhanced COT Analysis: Unlike standard indicators, this uses a momentum-based COT index that detects "extremes" in commercial positioning to identify potential reversal zones. 2. Key Interface Elements Market Regime Indicator The system constantly monitors market volatility (VIX), growth (GDP), and monetary trends to categorize the environment: RISK_ON / RISK_ON_MODERATE: Signals environment favorable for growth-sensitive pairs (AUD, GBP). RISK_OFF / RISK_OFF_MODERATE: Indicates safe-haven dominance (USD, JPY, CHF). NEUTRAL: Balanced market conditions. Confidence Scoring (Conf%) Every prediction includes a confidence percentage (30% to 98%) calculated based on: Trend Alignment: Consistency across short, medium, and long-term trends. Model Accuracy: Real-time error tracking of the ensemble models. Regime Clarity: Strength of the current market regime signal. Dynamic Position Sizing (Size) The "Size" column provides a recommended weight (0.1x to 3.0x) based on prediction strength, confidence level, and current market volatility. 3. How to Use Settings ⚙️ Core Settings Prediction Period (Days): Set your horizon (default 63 days). Longer horizons naturally decrease confidence scores. Use Enhanced Ensemble: When enabled, the tool uses three different mathematical models (Linear Regression, EMA, and Momentum) to generate a consensus. 📈 Enhanced COT Settings COT Base Weight: Controls how much the Commitment of Traders data influences the final currency score (default 30%). Extreme Positioning Boost: Multiplies the signal strength when "Smart Money" reaches historical extremes. 🤖 Model Settings Volatility Adjustment: If enabled, the indicator automatically smooths signals during high-volatility periods to prevent "saw-toothing" or false breakouts. 4. Understanding Signals Signals: Meanings : Action STRONG_BUY/SELL: High magnitude divergence between current and predicted strength. : Primary trade opportunities. BUY/SELL: Moderate trend strength. : Confirmation of existing trends. LOW_CONF : Confidence score is below your "Min Confidence %" setting. : Avoid taking new positions. NEUTRAL: Little to no divergence in macro models. : Stay on the sidelines. 5. Risk Management & Performance Adaptive Weights: The script automatically shifts its focus (e.g., emphasizing Inflation data when CPI is high) to mirror real-world central bank priorities. Target and Pips: The target price is a projection based on macro-divergence; it is intended as a directional guide rather than a precise take-profit level. Note: This tool is designed for daily (D), weekly (W), or monthly (M) timeframes for maximum accuracy.
مؤشر Pine Script®
من ‎L2Earned‎
CBDR Standard Deviation V2CBDR Standard Deviation measures how far price statistically deviates from the central bank dealer range before institutional rebalancing occurs. CBDR defines fair value, while standard deviation highlights liquidity expansion zones. Moves into ±2 SD or beyond often signal stop-loss sweeps and inventory imbalance, where institutions favor mean reversion, not breakouts. CBDR SD Core Checklist □ Daily IPDA bias defined □ Clean CBDR formed (Asia / early London) □ CBDR high & low marked □ ±1 and ±2 SD levels plotted □ Liquidity sweep beyond CBDR □ No high-impact news in session CBDR SD Reversal Trade Checklist □ Price taps ±2 SD or ±2.5 SD □ Clear rejection (wick / displacement) □ Entry against the expansion, not on breakout □ Stop placed beyond liquidity extreme □ TP1: CBDR boundary □ TP2: CBDR midpoint (mean) □ TP3 (optional): Opposite CBDR extreme □ Invalidate if strong trend displacement continues This reversal model captures institutional fade trades after liquidity is harvested, keeping execution statistical, disciplined, and prop-firm resilient.
مؤشر Pine Script®
من ‎jasiremail‎
Advanced Concept V4 Change your trading time zone to New York . To maximize readiness for institutional trading setups based on the prescribed models, traders should set alarms for specific times in the New York Time Zone (EST/EDT), which is generally 10.5 hours behind IST. Asian Stop Hunt Model The Stop Hunt Model is a liquidity-based strategy designed to exploit market stop-loss sweeps by aligning with the IPDA daily bias. The core idea is to wait for price to sweep the engineered liquidity of the Asian Session High or Low (after 10:30 AM IST). Once the sweep occurs, the trader confirms the market's true direction via a Change of Character (CHoCH) on the lower timeframe. The entry is then taken only on a retest of the resulting price inefficiency, specifically a Balanced Price Range (BPR) or imbalance, which represents the institutional entry point. By targeting the next major liquidity pool with a minimum 1:3 risk-to-reward ratio, the model prioritizes discipline and quality over frequent trading. The New York Open Model The New York Open Model is an index-focused strategy (SPX500, NAS100, US30) that trades solely during the New York Session (9:30 AM – 12:30 PM NYT). It establishes a Range Zone high and low from midnight until the open, treating these boundaries as institutional liquidity targets. Execution is triggered by a mandatory liquidity sweep of one side of this range, followed by a confirming Change of Character (CHoCH) on the 1-minute chart. Entry is taken precisely on the retest of a resulting price inefficiency (like an FVG), aiming for the opposite side of the session range, prioritizing simplicity, timing, and controlled risk over external biases like IPDA. The ATM Strategy The ATM Strategy is a high-precision, New York-session trading model designed to capture institutional liquidity moves using the IPDA directional bias. The strategy operates by first defining a Range Zone (00:00 to 8:30 AM NY time) where high and low boundaries act as liquidity targets. Execution is restricted to the Trading Zone (8:30AM to 12:30 PM NY time) and is only triggered when price executes a mandatory liquidity sweep of one range boundary that aligns with the IPDA bias. This sweep must then be confirmed on the 1-minute chart by a Change of Character (CHoCH). Final entry is taken on the retest of a resulting price inefficiency (like an FVG or BPR), with targets set at session highs or lows, ensuring institutional-style execution with high clarity and discipline. The Central Bank Dealer Range (CBDR) The Central Bank Dealer Range (CBDR) model is a disciplined, institutional trading strategy used on the 15-minute chart, primarily focusing on London Session liquidity for major currency pairs. The core idea is to align with Interbank Price Delivery Algorithm (IPDA) bias, which dictates a mandatory liquidity sweep (a false breakout of the previous day's high or low) must occur first. Following this sweep, a visible price imbalance (Fair Value Gap) must form within the London Session. Entry is strictly taken only on the retest of this imbalance zone, confirming institutional order flow, with a fixed target at the opposite boundary of the previous day's range.
مؤشر Pine Script®
من ‎jasiremail‎
H1 Liquidity Sweep Tracker🇬🇧 English: H1 Liquidity Sweep Tracker Overview The H1 Liquidity Sweep Tracker is a technical analysis tool designed for TradingView (Pine Script v5). It identifies "Liquidity Sweeps"—market movements where the price briefly breaches a significant level to trigger stop-loss orders before reversing. Core Functions H1 Level Detection: Regardless of your current timeframe (e.g., 1m, 5m, or 15m), the script automatically fetches the High and Low of the previous 1-hour candle. Real-Time Monitoring: It tracks price action relative to these levels to identify failed breakouts. Visual Indicators: Horizontal Lines: Displays the H1 High (Red) and H1 Low (Green) from the previous hour. Sweep Shapes: A triangle appears above/below the candle when a sweep is detected. How it Works (The Logic) A "Sweep" is triggered when the current price moves beyond the H1 boundary but fails to maintain that position: Bullish Sweep: The price drops below the previous H1 Low (collecting sell-side liquidity) but closes back above it. This suggests a potential upward reversal. Bearish Sweep: The price rises above the previous H1 High (collecting buy-side liquidity) but closes back below it. This suggests a potential downward reversal.
مؤشر Pine Script®
من ‎ingoschloemer‎
TG ChartOverview This indicator is a hybrid technical and fundamental analysis suite designed to identify high-probability trend setups. It combines a multi-timeframe moving average system with a "heads-up display" (dashboard) that streams real-time volatility, float rotation, and quarterly financial data directly onto your chart. How It Works For The Beginner (The "Traffic Light" Concept) Think of this indicator as a health check for the stock you are watching. The Chart: The candlesticks change color based on the "health" of the trend. Green/Yellow Candles: The stock is in a healthy uptrend. Standard Colors: The stock is consolidating or trending down. The Table: This is your dashboard. It looks at the company's "report card" (Earnings and Revenue) and how much the stock price moves on average (Volatility). If you see bright green numbers in the table, the company is growing fast and meeting specific targets. For The Technical Trader (The Logic) This script implements a Multi-Timeframe Trend Template combined with fundamental screening. Trend State Logic: The script calculates daily Moving Averages (EMA 10/21, SMA 50/150/200) regardless of the chart timeframe you are viewing. It confirms an uptrend only when specific criteria are met (e.g., Price > SMA50 > SMA150 > SMA200 and Price > 52-Week Low). Momentum Filter: It utilizes a proprietary "Strict" mode that analyzes the slope of the SMA200 and recent percentage performance to differentiate between an "Early Uptrend" and a "Confirmed Uptrend." Fundamental Overlay: It pulls non-price data (Earnings, Revenue, Float, Shares Outstanding) to validate if the technical breakout is supported by fundamental growth. Key Features & Visuals 1. Smart Candlestick Coloring Trend Coding: Bars are colored (e.g., Pale Green or Yellow) when the stock enters a defined trend stage. This helps you instantly recognize if a stock is in a "Stage 2" markup phase. Upside Reversals: Can optionally highlight specific reversal patterns where price undercuts a low but closes strong. Previous Close Coloring: Option to color bars based on relation to the previous close rather than the open (useful for gap analysis). 2. The Data Dashboard (HUD) A customizable table displaying critical data points: Market Cap & Industry: Categorizes the stock size and sector. VIX Comparison: Real-time monitoring of the Volatility Index (VIX) vs. the previous day's close to gauge broad market sentiment. Volatility (ADR/ATR): Displays Average Daily Range (ADR) and Average True Range (ATR). It highlights when volatility is contracting (tightening) or expanding. Float Rotation: Calculates the share float and estimates rotation (Volume / Float) to identify high-demand low-float runners. Financials: Displays the last 4 quarters of EPS and Revenue, calculating the QoQ (Quarter over Quarter) growth % to highlight accelerating fundamentals. 3. Multi-Timeframe MAs Plots Daily Moving Averages (10, 21, 50, 150, 200) on lower timeframes (like the 5m or 15m chart), allowing you to see major daily support/resistance levels without switching charts. Settings Guide Candlestick: Toggle body/border/wick colors for different trend states (Early vs. Confirmed). Uptrend Confirmation: Strict Mode: Requires the SMA200 to have a positive slope (consecutive up days). Trigger %: Defines the required price performance over a set lookback period to trigger the uptrend state. Moving Averages: Select which daily MAs to display (EMA vs. SMA) and adjust their lengths. Table Settings: Fully customizable targets. Set your thresholds for Market Cap, Target ADR %, and Earnings Growth % to control when the dashboard highlights data in green. Disclaimer: This tool is for informational purposes only and does not constitute financial advice. Always verify data and manage risk independently.
مؤشر Pine Script®
من ‎tgorzney‎
Fed Balance Sheet (Candles)Fed Balance Sheet (Candles) - TradingView Description 📊 OVERVIEW Fed Balance Sheet (Candles) transforms the Federal Reserve's total assets into an intuitive candlestick visualization, allowing you to track monetary policy changes with the same visual language you use for price action. This indicator pulls real-time data directly from FRED (Federal Reserve Economic Data) and displays the Total Assets of All Federal Reserve Banks as dynamic candles on your chart, making it effortless to correlate central bank liquidity with market movements. 🎯 WHY THIS MATTERS The Federal Reserve's balance sheet is one of the most powerful leading indicators in global markets. When the Fed expands its balance sheet (Quantitative Easing), it injects liquidity into the financial system, historically correlating with: Rising asset prices (stocks, crypto, commodities) Lower volatility Risk-on sentiment Currency devaluation When the Fed contracts its balance sheet (Quantitative Tightening), liquidity drains from markets, often leading to: Asset price pressure Increased volatility Risk-off sentiment Dollar strength By visualizing this as candles, you can instantly see: The pace of change (candle size) The direction (green = expansion, red = contraction) Acceleration or deceleration (consecutive candles in same direction) Pivots in monetary policy (color changes from green to red or vice versa) 🔧 HOW IT WORKS Data Source Source: Federal Reserve Economic Data (FRED) Metric: Total Assets of All Federal Reserve Banks Unit: Displayed in Trillions of USD for easy reading Frequency: Weekly updates (every Wednesday) Candlestick Construction Since balance sheet data is reported as a single number each week (not traditional open-high-low-close), this indicator creates candles by comparing each period to the previous one: Open = Last week's balance sheet value Close = This week's balance sheet value High = The higher of the two values Low = The lower of the two values This captures directional movement and magnitude of change, making it intuitive for traders accustomed to candlestick analysis. Color Scheme 🟢 GREEN CANDLES (Expanding Balance Sheet) When this week's value is higher than last week's Interpretation: Fed is adding liquidity (Quantitative Easing) Historically bullish for risk assets 🔴 RED CANDLES (Contracting Balance Sheet) When this week's value is lower than last week's Interpretation: Fed is removing liquidity (Quantitative Tightening) Historically bearish or neutral for risk assets Value Label A floating label displays the current balance sheet value in trillions (e.g., "$8.75T") so you always know the exact figure at a glance. 📈 PRACTICAL APPLICATIONS 1. Market Regime Identification Strings of green candles = Liquidity-driven bull markets Strings of red candles = Tightening-induced bear markets or corrections Color transitions = Potential market inflection points 2. Correlation Analysis Overlay on stock indices (SPY, QQQ, IWM) Overlay on crypto (BTC, ETH) Overlay on commodities (Gold, Silver) Observe how asset prices react to Fed liquidity changes in real-time 3. Macro Timing Large green candles = Aggressive easing (crisis response) Large red candles = Aggressive tightening (inflation fighting) Small candles = Neutral policy (Fed on hold) 4. Risk Management Shift portfolio allocation based on liquidity environment Reduce leverage during red candle trends Increase exposure during green candle trends Use as confirmation for other technical signals 5. Multi-Timeframe Context Daily charts: See how daily price action relates to weekly Fed data Weekly charts: Perfect alignment with data release frequency Monthly charts: Visualize long-term monetary cycles spanning years ⚙️ SETTINGS Zero configuration needed. Simply add the indicator to any chart and it works immediately. The indicator automatically: Overlays on your main chart Uses the left price scale (won't interfere with asset prices) Updates with the latest Fed data Displays values in trillions for clean readability 🎨 VISUAL DESIGN PHILOSOPHY The indicator uses semi-transparent candle bodies with vibrant borders to maintain visibility without obscuring your price action. The color scheme follows universal chart conventions where green represents growth/expansion and red represents decline/contraction. It's designed to blend seamlessly into any chart theme while providing immediate visual clarity about the Fed's monetary stance. 📚 WHAT YOU NEED TO KNOW Data Availability Historical data available from December 2002 (over 20 years of Fed policy) Updates every Wednesday (Federal Reserve's reporting schedule) Typically published with a 1-week lag How the Data Appears On weekdays: Shows the most recent Wednesday's data On weekends: Shows Friday's data (which is the prior Wednesday's figure) Updates automatically when new data is released Scale Considerations The Fed's balance sheet is measured in trillions, while most assets are priced much lower. The indicator uses the left price scale by default to avoid conflicts with your main asset's price scale. You can easily move it to a separate pane if you prefer. 🧠 INTERPRETATION GUIDE Historical QE Phases (Green Candles) 2008-2014: Financial Crisis Response The Fed's balance sheet expanded from under $1T to ~$4.5T to stabilize markets after the mortgage crisis. 2020: COVID-19 Response Rapid expansion to ~$7T as the Fed stepped in during pandemic lockdowns. 2020-2022: Extended Support Balance sheet reached historic peak of ~$9T. Historical QT Phases (Red Candles) 2017-2019: First Modern QT Attempt The Fed tried to normalize its balance sheet, reducing it from ~$4.5T to ~$3.8T before pivoting. 2022-Present: Inflation-Fighting QT The Fed began shrinking its balance sheet to combat inflation, letting bonds mature without replacement. Key Insights Size matters, but rate of change matters MORE. A $9T balance sheet growing slowly has different implications than a $5T balance sheet growing rapidly. Watch for acceleration. Increasingly large candles (up or down) signal a policy shift that markets will notice. Plateaus mean "wait and see." Tiny candles indicate the Fed is holding steady and watching economic data. Reversals are major events. When candles switch from green to red (or vice versa), the Fed has changed course—these are critical market turning points. 🎓 EDUCATIONAL VALUE This indicator helps you understand: The mechanics of monetary policy through visual learning The lag between Fed actions and market reactions by observing temporal correlation The scale of modern central banking (trillions put into perspective) The relationship between liquidity and asset prices (cause and effect in action) Many traders talk about "don't fight the Fed" but never actually track what the Fed is doing. Now you can see it as clearly as you see price action. 🔗 RELATED CONCEPTS For comprehensive macro analysis, consider also tracking: Fed Funds Rate (short-term interest rates) M2 Money Supply (broader measure of money in circulation) Treasury Yield Curves (bond market expectations) Dollar Index (DXY) (currency strength) VIX (market fear/volatility) The Fed's balance sheet is just one piece of the puzzle, but it's arguably the most important one for understanding liquidity conditions. ⚠️ DISCLAIMER This indicator displays publicly available economic data from the Federal Reserve. It is for informational and educational purposes only and does not constitute financial advice. Important considerations: Past monetary policy does not guarantee future market outcomes Correlation does not equal causation Asset prices are influenced by many factors beyond Fed liquidity Always use proper risk management Consult with qualified financial professionals before making investment decisions Trading involves substantial risk of loss and is not suitable for everyone. 📜 VERSION HISTORY Version 1.0 - Initial Release Fed balance sheet visualized as candlesticks Real-time FRED data integration Automatic display in trillions Dynamic color coding (green/red) Current value label with exact figure 💡 WHY CANDLES? You might wonder: "Why show the Fed's balance sheet as candles instead of a line?" Because candles tell stories that lines can't. A line shows you where we are Candles show you how we got here, how fast we're moving, and what momentum looks like Candles make the Fed's actions feel immediate and tangible Candles connect macro data to the chart language you already speak When you see three big green candles in a row on the Fed balance sheet while your crypto or stock portfolio is rallying, you feel the connection. When you see the candles turn red and shrink, you understand the headwinds forming. It transforms dry economic data into actionable market intelligence. 📞 SUPPORT & FEEDBACK If you find this indicator valuable: ⭐ Like and favorite to help others discover it 📝 Comment with your use cases and insights 🔔 Follow for updates and new macro indicators Your feedback drives improvements and helps build better tools for the trading community. 🚀 THE BOTTOM LINE The Fed's balance sheet is the tide that lifts or lowers all boats. Whether you're trading stocks, crypto, forex, or commodities—whether you're a day trader or long-term investor—understanding the Fed's liquidity operations gives you an edge. This indicator makes that understanding visual, immediate, and actionable. Stop guessing about macro conditions. Start seeing them. "Don't fight the Fed" - Wall Street Wisdom Now you can see exactly what they're doing—in the same language you use to read price action. May your trades ride the tide of liquidity. 🌊📈
مؤشر Pine Script®
من ‎KevinSvenson_‎
Fair Value Gap [CT TRADERS]What does a Fair Value Gap do? 👉 It marks areas where price moved too fast, creating an imbalance between buyers and sellers. This usually happens when institutional money enters the market aggressively. Why is it important? Because the market tends to revisit these areas to “rebalance” or fill the gap. When price returns to an FVG, one of these usually happens: 🔼 Bounce (continuation of the move) 🔽 Rejection (price reversal) Types of Fair Value Gaps 🔹 Bullish FVG Created during a strong upward move Acts as a support zone Price often returns to it before continuing higher 🔹 Bearish FVG Created during a strong downward move Acts as a resistance zone Price often returns to it before continuing lower How traders use FVGs ✔️ Identify key price zones ✔️ Improve entry precision ✔️ Avoid chasing price ✔️ Understand institutional market behavior
مؤشر Pine Script®
من ‎cryptonyoficial‎