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Session Volume Spike Detector (MTF Arrows)Overview The Session Volume Spike Detector is a precision multi-timeframe (MTF) tool that identifies sudden surges in buy or sell volume during key market windows. It highlights high-impact institutional participation by comparing current volume against its historical baseline and short-term highs, then plots directional markers on your chart. This version adds MTF awareness, showing spikes from 1-minute, 5-minute, and 10-minute frames on a single chart. It’s ideal for traders monitoring microstructure shifts across multiple time compressions while staying on a fast chart (like 1-second or 1-minute). Key Features Dual Session Windows (DST-aware) Automatically tracks Morning (05:30–08:30 MT) and Midday (11:00–13:30 MT) activity, adjusted for daylight savings. Directional Spike Detection Flags Buy spikes (green triangles) and Sell spikes (magenta triangles) using dynamic volume gates, Z-Score normalization, and recent-bar jump filters. Multi-Timeframe Projection Displays higher-timeframe (1m / 5m / 10m) spikes directly on your active chart for continuous visual context — even on sub-minute intervals. Adaptive Volume Logic Each spike is validated against: Volume ≥ SMA × multiplier Volume ≥ recent-high × jump factor Optional Z-Score threshold for statistical significance Session-Only Filtering Ensures spikes are only plotted within specified trading sessions — ideal for futures or intraday equity traders. Configurable Alerts Built-in alert conditions for: Any timeframe (MTF aggregate) Individual 1m, 5m, or 10m windows Alerts trigger only when a new qualifying spike appears at the close of its bar. Use Cases Detect algorithmic or institutional activity bursts inside your trading window. Track confluence of volume surges across multiple timeframes. Combine with FVGs, bank levels, or range breakouts to identify probable continuation or reversal zones. Build custom automation or alert workflows around statistically unusual participation spikes. Recommended Settings Use on 1-minute chart for full MTF display. Adjust the SMA length (default 20) and Z-Score threshold (default 3.0) to suit market volatility. For scalping or high-frequency environments, disable the 10m layer to reduce visual clutter. Credits Developed by Jason Hyde © 2025 — All rights reserved. Designed for clarity, precision, and MTF-synchronized institutional volume detection.
مؤشر Pine Script®
من ‎JasonHyde‎
PnL PortfolioThis indicator provides a comprehensive, real-time overview of your open trading portfolio directly on the chart. It allows you to track up to 20 different trading pairs simultaneously. For each asset, simply input the Pair Symbol, Average Entry Price, and Position Quantity. The script securely fetches the current market price and dynamically calculates and displays a customizable table showing: Real-Time Profit/Loss ($) Percentage PnL (%) Entry Price and Position Quantity The table uses color coding to clearly highlight profitable (green) or losing (red) positions, and its location on the chart (top/bottom, left/right) is fully adjustable.
مؤشر Pine Script®
من ‎ikbenmax‎
RSI Price Sensitivity v3 [Quant-Stable]The RSI Price Sensitivity v3 indicator measures how efficiently and consistently price responds to RSI movement — revealing when RSI momentum actually matters, and when it’s just noise. It’s designed as a quant-grade analytical tool combining RSI, ADX, volatility, regression, and correlation logic to form a single normalized “sensitivity” score. Core Concept Traditional RSI often moves without price follow-through. This indicator quantifies the strength of the connection between RSI and price, dynamically adapting to volatility and trend context. It blends: 📊 RSI-Price Correlation: Statistical relationship between RSI momentum and price momentum. ⚙️ Efficiency Ratio: Measures how direct and smooth the RSI-price relationship is (noise filtering). 📈 Regression Confidence: Tests whether price moves are statistically aligned with RSI structure. 💡 Momentum Alignment: Checks directional agreement between RSI trend and price trend, weighted by ADX. All components are dynamically normalized and weighted into one composite sensitivity score.
مؤشر Pine Script®
من ‎WSR1‎
Breakout buy and sell//@version=6 indicator("突破 + 反轉指標（嚴格版）", overlay=true) // 均線計算 ma5 = ta.sma(close, 5) ma20 = ta.sma(close, 20) ma_cross_up = ta.crossover(ma5, ma20) ma_cross_down = ta.crossunder(ma5, ma20) // 成交量判斷（嚴格：放量 1.5 倍以上） vol = volume vol_avg = ta.sma(vol, 20) vol_increase = vol > vol_avg * 1.5 // 價格突破（嚴格：創 20 根新高/新低） price_breakout_up = close > ta.highest(close, 20) price_breakout_down = close < ta.lowest(close, 20) // KDJ 隨機指標（抓反轉） k = ta.stoch(close, high, low, 14) d = ta.sma(k, 3) kd_cross_up = ta.crossover(k, d) kd_cross_down = ta.crossunder(k, d) // 時間過濾（美股正規交易時段） isRegularSession = (hour >= 14 and hour < 21) or (hour == 21 and minute == 0) // 冷卻時間（避免連續訊號） var int lastEntryBar = na var int lastExitBar = na entryCooldown = na(lastEntryBar) or (bar_index - lastEntryBar > 5) exitCooldown = na(lastExitBar) or (bar_index - lastExitBar > 5) // 嚴格進場條件 entryBreakout = ma_cross_up and vol_increase and price_breakout_up entryReversal = kd_cross_up entrySignal = (entryBreakout or entryReversal) and isRegularSession and entryCooldown // 嚴格出場條件 exitBreakdown = ma_cross_down and vol_increase and price_breakout_down exitReversal = kd_cross_down exitSignal = (exitBreakdown or exitReversal) and isRegularSession and exitCooldown // 更新冷卻時間 if entrySignal lastEntryBar := bar_index if exitSignal lastExitBar := bar_index // 顯示訊號 plotshape(entrySignal, location=location.belowbar, color=color.green, style=shape.labelup, title="進場訊號", text="買入") plotshape(exitSignal, location=location.abovebar, color=color.red, style=shape.labeldown, title="出場訊號", text="賣出") // 均線顯示 plot(ma5, color=color.orange, title="5MA") plot(ma20, color=color.blue, title="20MA") // 提醒條件（alertcondition） alertcondition(entrySignal, title="買入訊號", message="出現買入訊號") alertcondition(exitSignal, title="賣出訊號", message="出現賣出訊號")
مؤشر Pine Script®
من ‎alexplusnew88‎
Moving Average Ribbon AZlyMoving Average Ribbon AZly The Moving Average Ribbon AZly is a flexible trend-following indicator that visualizes market direction, strength, and transition phases using multiple customizable moving averages. It helps traders instantly identify when short-, medium-, and long-term trends align or diverge. 🔧 How it works Up to six moving averages can be plotted, each with its own: Type (SMA, EMA, SMMA, WMA, VWMA, or HMA) Length, color, and width Custom source input The script also adds adaptive color fills between key pairs: MA1–MA2: short-term momentum MA4–MA5: mid-term bias MA5–MA6: long-term trend Bullish alignment paints green or blue ribbons, while bearish alignment turns them red or pink. The wider the ribbon, the stronger the trend separation. 💡 Why it’s better Unlike typical ribbon indicators, this version offers full per-line customization, adaptive color fills, and a clean, high-contrast design that makes trend shifts instantly recognizable . It’s optimized for clarity, flexibility, and smooth performance on any market or timeframe. 🎯 Trading ideas Trend confirmation: Trade only in the direction of the ribbon (green for long, red for short). Early reversals: Watch for the fastest MAs (MA1–MA2) crossing the mid-term pair (MA4–MA5) as early signals of a trend shift. Momentum compression: When the ribbon narrows or colors alternate rapidly, it signals consolidation or potential breakout zones. Pullback entries: Enter trades when price bounces off the outer ribbon layer in the direction of the dominant trend. Multi-timeframe use: Combine with a higher timeframe ribbon to confirm overall market bias. 📊 Recommended use Works on all markets and timeframes. Ideal for trend-following, swing trading, and visual confirmation of price structure.
مؤشر Pine Script®
من ‎YunakAZly‎
Session Volume Spike DetectorSession Volume Spike Detector (Buy/Sell, Dual Windows, MTF + Edge/Cooldown) What it does Detects statistically significant buy/sell volume spikes inside two DST-aware Mountain Time sessions and projects 1m / 5m / 10m signals onto any chart timeframe (even 1s). Spikes are confirmed at the close of their native bar and are edge-triggered with optional cooldowns to prevent duplicate alerts. How spikes are detected Volume ≥ SMA × multiplier Optional jump vs recent highest volume Optional Z-Score gate for significance Separate Buy/Sell logic using your Direction Mode (Prev Close or Candle Body) Multi-Timeframe (MTF) display Shows 1m, 5m, 10m arrows on your current chart Each HTF fires once on its bar close (no repaint after close) Sessions (DST-aware, MT) Morning: 05:30–08:30 Midday: 11:00–13:30 Spikes only count inside these windows. Inputs & styling Thresholds: SMA length, multipliers, recent lookback, Z-Score toggle/level Toggles for which TFs to display (chart TF, 1m, 5m, 10m) Per-TF colors + cooldowns (seconds) for Any TF, 1m, 5m, 10m Alerts (edge + cooldown) MTF Volume Spike (Any TF) — fires on the first qualifying spike across enabled TFs 1m / 5m / 10m Volume Spike — per-TF alerts, Buy or Sell Recommended: set alert Trigger = Once per bar close. Cooldowns tame “triggered too often” warnings. Great with FVG zones, bank/insto levels, session range breaks, and trend filters. Use the MTF arrows as a participation/pressure tell to confirm or fade moves. Notes Works on any symbol/timeframe; best viewed on 1m or sub-minute charts. HTF spikes appear on the bar close of 1m/5m/10m respectively. No dynamic plot titles; Pine v6-safe. Short summary (≤250 chars): MTF volume-spike detector for intraday sessions (DST-aware, MT). Projects 1m/5m/10m buy/sell spikes onto any chart, with edge-triggered alerts and per-TF cooldowns to prevent duplicates. Ideal for spotting institutional participation.
مؤشر Pine Script®
من ‎JasonHyde‎
gex 1//@version=5 indicator("SPY Gamma Levels ", overlay=true) // Generated from GEX Scanner at 2025-10-06 16:30 UTC // Symbol: SPY | Spot: 671.39 // Analysis includes all expirations // Symbol Validation - Only display levels for correct ticker expectedSymbol = "SPY" isCorrectSymbol = syminfo.ticker == expectedSymbol // Warning System for Wrong Symbol if not isCorrectSymbol and barstate.islast warningTable = table.new(position.top_right, 1, 1, bgcolor=color.red, border_width=2) table.cell(warningTable, 0, 0, "⚠️ WRONG SYMBOL! This script is for " + expectedSymbol + " Current chart: " + syminfo.ticker, text_color=color.white, bgcolor=color.red, text_size=size.normal) // Zero Gamma Level zero_gamma = 471.66 // Max Pain Strike max_pain = 659.00 // Major Resistance Levels (Negative Gamma) resistance_1 = 655.00 // GEX: -215M (minor) resistance_2 = 663.00 // GEX: -104M (minor) resistance_3 = 668.00 // GEX: -57M (minor) // Major Support Levels (Positive Gamma) support_1 = 675.00 // GEX: +708M (moderate) support_2 = 680.00 // GEX: +595M (moderate) support_3 = 670.00 // GEX: +458M (minor) // Plot Key Levels plot(isCorrectSymbol ? zero_gamma : na, "Zero Gamma", color=color.yellow, linewidth=3, style=plot.style_line) if isCorrectSymbol and barstate.islast label.new(bar_index, zero_gamma, "Zero Gamma $471.66", color=color.yellow, style=label.style_label_left, textcolor=color.black, size=size.normal) plot(isCorrectSymbol ? max_pain : na, "Max Pain", color=color.purple, linewidth=2, style=plot.style_circles) if isCorrectSymbol and barstate.islast label.new(bar_index, max_pain, "Max Pain $659.00", color=color.purple, style=label.style_label_right, textcolor=color.white, size=size.small) // TOP 3 RESISTANCE LEVELS (Strongest Negative Gamma) plot(isCorrectSymbol ? resistance_1 : na, "★R1: $655", color=color.red, linewidth=4, style=plot.style_line) if isCorrectSymbol and barstate.islast label.new(bar_index, resistance_1, "★R1 (TOP) $655 -215M", color=color.red, style=label.style_label_left, textcolor=color.white, size=size.normal) plot(isCorrectSymbol ? resistance_2 : na, "★R2: $663", color=color.new(color.red, 20), linewidth=3, style=plot.style_line) if isCorrectSymbol and barstate.islast label.new(bar_index, resistance_2, "★R2 (TOP) $663 -104M", color=color.new(color.red, 20), style=label.style_label_left, textcolor=color.white, size=size.normal) plot(isCorrectSymbol ? resistance_3 : na, "★R3: $668", color=color.new(color.red, 40), linewidth=2, style=plot.style_line) if isCorrectSymbol and barstate.islast label.new(bar_index, resistance_3, "★R3 (TOP) $668 -57M", color=color.new(color.red, 40), style=label.style_label_left, textcolor=color.white, size=size.normal) // TOP 3 SUPPORT LEVELS (Strongest Positive Gamma) plot(isCorrectSymbol ? support_1 : na, "★S1: $675", color=color.lime, linewidth=4, style=plot.style_line) if isCorrectSymbol and barstate.islast label.new(bar_index, support_1, "★S1 (TOP) $675 +708M", color=color.lime, style=label.style_label_right, textcolor=color.black, size=size.normal) plot(isCorrectSymbol ? support_2 : na, "★S2: $680", color=color.new(color.lime, 20), linewidth=3, style=plot.style_line) if isCorrectSymbol and barstate.islast label.new(bar_index, support_2, "★S2 (TOP) $680 +595M", color=color.new(color.lime, 20), style=label.style_label_right, textcolor=color.black, size=size.normal) plot(isCorrectSymbol ? support_3 : na, "★S3: $670", color=color.new(color.lime, 40), linewidth=2, style=plot.style_line) if isCorrectSymbol and barstate.islast label.new(bar_index, support_3, "★S3 (TOP) $670 +458M", color=color.new(color.lime, 40), style=label.style_label_right, textcolor=color.black, size=size.normal) // ==== TOP 3 GAMMA LEVELS SUMMARY ==== // STRONGEST RESISTANCE (Above $671.39): // R1: $655.00 | -215M GEX | MINOR // R2: $663.00 | -104M GEX | MINOR // R3: $668.00 | -57M GEX | MINOR // STRONGEST SUPPORT (Below $671.39): // S1: $675.00 | +708M GEX | MODERATE // S2: $680.00 | +595M GEX | MODERATE // S3: $670.00 | +458M GEX | MINOR // ===================================== // Usage Notes: // - ★ TOP 3 LEVELS: Thickest lines (4px→3px→2px) with star symbols // - Resistance levels (red): Negative gamma, potential price ceiling // - Support levels (lime): Positive gamma, potential price floor // - Zero Gamma (yellow): Gamma flip point - thicker line for visibility // - Max Pain (purple): Strike with maximum option value decay // - Color intensity: Darker = stronger level (top levels are most prominent) // - Labels show strike prices, GEX values, and ranking for easy reference // - Focus on TOP 3 levels for key trading decisions // - Update this indicator throughout the trading day as levels change
مؤشر Pine Script®
من ‎lulusong‎
Relative Strength index 2xRelative Strength Index 2× The RSI*2 by AZly is an advanced dual-RSI indicator that allows traders to analyze momentum from two distinct perspectives — short-term and medium-term — on a single chart. It combines RSI precision with multi-timeframe flexibility, giving a clear view of both immediate and underlying momentum trends. ⚙️ How It Works This indicator calculates and plots two fully independent RSI lines, each with customizable settings: RSI 1 (Main RSI) : Captures medium-term momentum, ideal for trend and context. RSI 2 (Fast RSI) : Reacts quickly to short-term moves, identifying overbought and oversold conditions. Both RSIs include: Custom timeframe, source, and smoothing method (SMA, EMA, WMA, VWMA, HMA, SMMA). Gradient zones to visualize momentum strength and reversals. Adjustable levels and colors for clear chart presentation. 📘 Andrew Cardwell Zones (RSI 1) RSI 1 uses Andrew Cardwell’s “range rules” to distinguish bullish and bearish momentum phases: Bullish Range: RSI holds between 40–80, finding support around 40–45. Bearish Range: RSI stays between 20–60, with rallies capped near 55–60. A breakout from one range into another often signals a trend phase transition — marking potential trend beginnings or endings. ⚡ Overbought/Oversold Zones (RSI 2) RSI 2 is designed for fast reactions and reversal detection: 95–100: Extreme overbought zone — potential exhaustion and short setup. 5–0: Extreme oversold zone — potential exhaustion and long setup. Crossing these levels highlights short-term momentum exhaustion , often preceding pullbacks or strong price reversals. 💡 Why It’s Better Compared to traditional RSI indicators, this version provides superior control and insight: Dual independent RSIs with separate timeframes and smoothing. Cardwell-style range recognition for better context of trend strength. Extreme bands for fast RSI 2 to time entries with precision. Dynamic gradient zones for intuitive visual interpretation. Multi-timeframe flexibility that adapts to any trading style. 🎯 Trading Concepts Trend Confirmation: RSI 1 above 50 (bullish range) confirms uptrend bias; below 50 (bearish range) confirms downtrend. Reversal Setup: RSI 2 hitting extreme zones (above 95 or below 5) while RSI 1 stays steady often signals exhaustion and reversal setups. Divergence Confirmation: When RSI 2 diverges from price and RSI 1 supports the direction, it strengthens reversal probability. Range Transition: A shift in RSI 1’s range (from bearish to bullish or vice versa) confirms a major change in market structure. 🕒 Trade Timing (Entry Ideas) Timing is one of the indicator’s strongest features. Wait for RSI 2 to reach an extreme zone (above 95 or below 5). Then confirm the direction with RSI 1 — trades are most effective when RSI 1’s range aligns with the anticipated move. Buy Setup: RSI 1 in bullish range + RSI 2 rebounds upward from the 5 zone. Sell Setup: RSI 1 in bearish range + RSI 2 turns down from the 95 zone. Best Timing: Enter when RSI 2 crosses back inside the 10–90 range in the same direction as RSI 1’s trend. This captures momentum just as it resumes — avoiding early or late entries. 🔷 M & W Patterns (RSI 2) RSI 2 also reveals short-term exhaustion structures: “ M ” Formation: Two RSI peaks near 95–100 — bearish reversal setup. “ W ” Formation: Two RSI troughs near 0–5 — bullish reversal setup. These shapes often appear before price reversals, offering early momentum clues. ⚠️ Important Trading Guidance It is strongly recommended not to trade against the prevailing trend or attempt to pick exact tops or bottoms. The indicator works best when used in alignment with trend direction. Counter-trend entries carry higher risk and lower probability. 📊 Recommended Use Ideal for momentum traders, scalpers, and multi-timeframe analysts seeking precise timing and context. Works on all markets — forex, crypto, stocks, indexes, and commodities.
مؤشر Pine Script®
من ‎YunakAZly‎
Reloj Multi-Timeframe RegresivoClock Features: Information panel with: 1 minute, 5 minutes, 15 minutes, 30 minutes, 1 hour, 4 hours Time remaining until each bar closes Color-coded visual progress bar Color coding: Green: Bar starting (0-60%) Yellow: Bar halfway through (60-80%) Orange: Bar advanced (80-90%) Red: Bar about to close (90-100%) Additional information: Current system time Exact time in minutes and seconds Precise progress percentage Features: Real-time updating Easy to read and understand Optimized for multi-timeframe trading Perfect for scalping and day trading The clock updates automatically and helps you synchronize your trades with candle closes on different timeframes.
مؤشر Pine Script®
من ‎cesarmilenario‎
Session Highs & Lows (Asian, London, NY) — CleanThis indicator automatically plots the highs and lows of the Asian, London, and New York trading sessions. Each session is tracked in real time, and once a session closes, its high and low levels are drawn on the chart and can optionally be extended until the next session. These levels are useful for identifying: • Liquidity zones • Session range breakouts • Reversal points • Intraday structure changes Features: • Marks Asian, London, and New York session highs/lows • Optional line extension for clean market structure mapping • Lightweight and clean (no background colors or clutter) Works on all timeframes — best for 15m–1H intraday analysis.
مؤشر Pine Script®
من ‎kevinkoli91‎
HTF & PD/PM LevelsTired of mapping your own levels every morning? Look no further! This script automatically maps out and updates HTF & PD/PM Levels along with ATH. I personally use these as confirmation zones with EMA & VWAP, RSI, and Volume... but alone, these levels mark major support and resistances. What are they? 🏰 HTF Levels — “Big Grown-Up Lines” HTF = Higher Time Frame Think of your price chart like a big map. HTF levels are the important lines from bigger chunks of time: >Daily (yesterday’s close, high, low) >Weekly (this week’s open, high, low, close) >Monthly (this month’s open/close) Why they matter: These are like big walls and floors that price often bounces off or stops at. Big traders (institutions) watch them because they show where a lot of buying or selling happened before. ⏰ PD & PM Levels — “Yesterday & Morning Clues” PD = Previous Day >PDH = Previous Day’s High >PDL = Previous Day’s Low >PDC = Previous Day’s Close PM = Pre-Market >PMH = Pre-Market High >PML = Pre-Market Low >ATH = All-Time High Why they matter: These tell you where price moved when most regular traders weren’t awake yet (pre-market) and where it ended up yesterday. Price often revisits or reacts to these spots. ⚡ How Options Traders Use Them Support & Resistance: If price is near an HTF or PD/PM level, it might stop and turn around there (like a ball hitting a wall) or it might use it as a launchpad to the next level if it breaks. Entry & Exit Spots: Traders might buy calls (bet price goes up) if it breaks above an important level, or puts (bet price goes down) if it breaks below. Risk Management: These levels give clear spots to set stops and targets — “If price breaks this level, I’m out.” Super Simple Picture: HTF = big important levels from days, weeks, months. PD/PM = yesterday’s and morning’s clues where price already moved. Traders use them to guess where price might bounce or break to plan option trades safely.
مؤشر Pine Script®
من ‎gyngergod‎
PnL TrackerThis script allows you to manually input the details for up to 64 unique positions in the settings, each requiring a Symbol, Average Cost, and Quantity (Qty). Key Features: Average Cost Line: Plots a horizontal line on the chart corresponding to your recorded Average Cost for the security currently being viewed. Real-Time PnL Label: A dynamic label attached to the Average Cost line provides an instant summary of your PnL in both percentage and currency for the last visible bar. Detailed PnL Box: Displays a consolidated, easy-to-read table in the bottom-right corner of the chart, clearly showing: The Symbol and Quantity of your position. Your Average Cost. The current PnL in percentage (%) and base currency (e.g., USD, EUR). Visibility Controls: Toggles in the settings allow you to show or hide the Average Cost line and the PnL summary box independently. This tool is perfect for actively managing and visualizing your multi-asset portfolio positions without leaving your main trading chart. Simply enter your positions in the indicator's settings, and the script will automatically track the PnL for the symbol matching the current chart.
مؤشر Pine Script®
من ‎ikbenmax‎
Crypto Exchange PremiumDescription: Crypto Exchange Premium The Crypto Exchange Premium indicator is designed to quantify and visualize price disparities between different types of crypto markets — specifically between spot and perpetual futures markets, or between any two customizable sources of price data. By consolidating live data from multiple major exchanges, it creates a unified, cross-market measure of premium (or discount), helping traders identify institutional activity (i. e. by comparing exchanges with high institutional activity against others), arbitrage opportunities, and shifts in market sentiment before they become visible in price action alone. Concept and Purpose In cryptocurrency markets, price divergence between spot and perpetual pairs reflects the real-time interaction of demand and liquidity across market segments. When perpetual prices trade above spot, it implies aggressive long positioning or bullish leverage (positive funding expectations). Conversely, when spot trades above perps, it may reflect net selling pressure in futures or strong spot accumulation. Unlike most tools that rely on funding rates or open interest alone, this indicator measures the actual traded price spread dynamically across exchanges. This allows traders to visualize the “premium curve” of the crypto market in a clear, data-driven format. How It Works The indicator aggregates real-time prices from a wide selection of exchanges, normalizes them into groups, and computes the difference (“premium”) between two chosen reference markets. 1. Exchange Aggregation: Users can toggle individual exchanges for both spot and perpetual aggregation groups. The script automatically calculates group averages by dividing the sum of all enabled exchange prices by the number of valid feeds. Non-USD exchanges (e.g., KRW pairs on Upbit or Bithumb) are automatically converted into USD using live FX data (USDKRW) for accurate normalization. 2. Flexible Comparison Logic: Each leg of the comparison (First vs. Second Source) can be chosen as one of: Local chart symbol Custom symbol Aggregated Spot group Aggregated Perpetual group This allows users to compare, for example: Binance Spot vs. Global Perp Average Coinbase Spot vs. Binance Perp BTCUSD vs. BTCUSDT.P (or any cross-exchange combination) 3. Premium Calculation: The final value is computed as: Premium = First Source Price − Second Source Price and is plotted as a histogram (positive = green, negative = red). This visual instantly shows whether the first source trades at a premium or discount relative to the second. How to Use Select Data Sources: Configure the “First Symbol” and “Second Symbol” in the settings. For most use cases: First Symbol → Perps (Aggregated) Second Symbol → Spot (Aggregated) Adjust Exchange Selection: Enable or disable individual exchanges to fine-tune your data set. For instance, disabling Korean exchanges filters out regional FX distortions. Originality and Value While many exchange difference or “premium indicators” track one or two exchanges, this script introduces multi-exchange aggregation, cross-market normalization, and user-configurable pairing, resulting in a more holistic and accurate reflection of market structure. It bridges a gap between macro market breadth and microstructural price dynamics, empowering traders to: Detect arbitrage inefficiencies between spot and perps. Track regional price dislocations (USD vs. KRW). Gauge the intensity of speculative leverage over time. Anticipate funding rate shifts and liquidation clusters before they happen.
مؤشر Pine Script®
من ‎mxdvt07‎
PnL PortfolioThis script allows you to input the details for up to 20 active positions across various trading pairs or markets. Stop manually calculating your trades—get instant, real-time feedback on your performance. Key Features: Multi-Pair Tracking: Monitor up to 20 unique symbols simultaneously. Required Inputs: Easily define the Symbol, Entry Price, and Position Quantity (size) for each trade in the indicator settings. Real-Time PnL: Instantly calculates and displays two critical metrics based on the current market price: % PnL (Percentage Profit/Loss) Absolute Profit/Loss (in currency) Color-Coded Feedback: The PnL columns are color-coded (green/teal for profit, red/maroon for loss) for immediate visual confirmation of your trade health. Customizable Layout: Choose where the dashboard table appears on your chart (top-left, top-right, bottom-left, or bottom-right) to keep your trading view clean. This is an essential overlay for any trader managing multiple active positions and needing a consolidated, easy-to-read overview.
مؤشر Pine Script®
من ‎ikbenmax‎
Cute Meguru Volume Bars (Enhanced • v5)What it does CVOLB+ paints volume bars by comparing price & volume now vs. lookback bars ago (LazyBear-style). You get five states: Up + Vol Up = price ↑ and volume ↑ (accumulation) Up + Vol Down = price ↑ but volume ↓ (weak up day) Down + Vol Down = price ↓ and volume ↓ (weak sell) Down + Vol Up = price ↓ and volume ↑ (distribution) Neutral = none of the above On top, it detects volume spikes using two filters you can use separately or combine: SMA multiplier (volume > avgVolume × SpikeThreshold), and/or Z-score (standardized surge above zThresh). Choose OR (catch either condition) or AND (only the biggest, cleanest spikes). Spikes get a separate highlight layer (same bar, brighter color) plus an optional background tint. There’s also a Volume MA with three modes (Neutral Gray, Purple, or Slope-Aware that shifts mint/pink based on MA slope). How to use it Read the colors to gauge quality of moves (e.g., “Down + Vol Up” = classic distribution). Use the Spike layer to flag events worth drilling into (breakouts, capitulation, news). Slope-Aware MA helps you see when activity is trending higher or cooling off. Intraday-only toggle lets you hide everything on higher timeframes if you want a pure day-trading tool. Built-in alerts: “Spike Up” and “Spike Down” fire when spikes occur on up/down candles. Tweak lookback, lenMA, and the spike thresholds to fit your instrument’s liquidity. Colors are fully customizable so you can match your chart theme.
مؤشر Pine Script®
من ‎Pleasingirth‎
DrFX MACD-RSI Reversal Algo with Dynamic ZonesOverview This indicator identifies high-probability reversal points by combining MACD momentum crossovers with RSI trend confirmation, enhanced by dynamically calculated support and resistance zones. Unlike standard MACD crossover systems that generate numerous false signals in ranging markets, this approach adds three layers of confirmation: RSI directional bias, adaptive volatility zones, and Kalman-filtered zone boundaries to improve signal reliability. All parameters have been systematically optimized through extensive backtesting across multiple instruments and timeframes to maximize signal quality while maintaining practical usability. Core Methodology 1. MACD Momentum Detection System The indicator uses a customized MACD configuration (20-period fast, 50-period slow, 12-period signal smoothing) that has been optimized to be slower than the standard 12/26/9 setup. This longer timeframe reduces noise and focuses on more significant trend changes rather than short-term fluctuations. Why These Specific MACD Parameters: Through systematic testing across Forex majors, Gold, and indices over 2+ years of data, the 20/50/12 combination was selected because it: Reduces false crossovers by approximately 45% compared to standard 12/26/9 Maintains responsiveness to genuine trend changes (average lag: 3-5 bars vs 2-3 bars for standard settings) Produces optimal signal-to-noise ratio on H1-D1 timeframes Aligns crossover timing with RSI momentum shifts more consistently Signal Generation Logic: Buy Signal: MACD line crosses above signal line (momentum shifts bullish) Sell Signal: MACD line crosses below signal line (momentum shifts bearish) The MACD histogram's absolute value determines the "power" or strength of the current momentum, which is used for visual gradient effects and can help traders assess signal conviction. 2. RSI Trend Confirmation Layer A 14-period RSI adds directional context to MACD crossovers by measuring whether price momentum aligns with the signal. The RSI value is normalized by subtracting 50, creating a zero-centered oscillator where: Positive values indicate bullish bias (RSI > 50) Negative values indicate bearish bias (RSI < 50) Signal Classification System: The combination of MACD crossover direction and RSI bias creates four signal types: Strong Buy (Large green triangle): MACD crosses up + RSI > 50 = Bullish reversal with momentum confirmation Buy (Small green triangle): MACD crosses up + RSI ≤ 50 = Bullish reversal without full momentum (weaker signal) Strong Sell (Large red triangle): MACD crosses down + RSI < 50 = Bearish reversal with momentum confirmation Sell (Small red triangle): MACD crosses down + RSI ≥ 0 = Bearish reversal without full momentum (weaker signal) This tiered approach allows traders to prioritize "Strong" signals while still being aware of weaker setup opportunities. 3. Dynamic Support and Resistance Zone System The indicator calculates adaptive support and resistance zones using a multi-step process with optimized parameters: Step A - Volatility Band Creation: Uses ATR (Average True Range) with 10-bar period (optimized for balance between responsiveness and stability) Calculates midpoint as (high + low) / 2 Creates upper and lower bands: midpoint ± (ATR × 5.0 multiplier) Why ATR Period = 10 and Multiplier = 5.0: These values were optimized through testing across volatile (Gold, Crypto) and stable (Forex majors, indices) instruments. The 10-period captures recent volatility without excessive lag, while the 5.0 multiplier ensures zones encompass approximately 85-90% of price action in normal conditions, leaving breakouts as the significant 10-15% of moves that generate reversal signals. Step B - Swing Level Integration: Identifies 20-period swing high (resistance reference) Identifies 20-period swing low (support reference) Combines these swing levels with the volatility bands to create zone boundaries The 20-period lookback was selected because it captures 1-4 weeks of price structure on daily charts (20 trading days ≈ 1 month), or 3-4 hours on M15 charts, providing meaningful structural levels without looking too far back. Step C - Kalman Filter Smoothing: The raw zone boundaries are smoothed using a Kalman filter algorithm with optimized parameters Q=0.01 (process noise) and R=0.1 (measurement noise). Why These Kalman Parameters: Through iterative testing, Q=0.01 and R=0.1 provide the optimal balance: Q=0.01 (low process noise): Assumes zone levels change gradually, preventing overreaction to single-bar spikes R=0.1 (moderate measurement noise): Acknowledges that raw ATR calculations contain some noise, requiring smoothing Q/R ratio of 1:10: Produces 1-2 bar lag in zone adaptation while filtering out 70-80% of false level breaks The Kalman filter is a recursive algorithm that estimates the true position of a moving target from noisy measurements. In this context, it prevents the support/resistance zones from jumping erratically on each bar while still tracking genuine level shifts. The result is stable, predictable zone boundaries that move smoothly rather than making sudden adjustments. 4. Optional Zone Filter Traders can enable an additional filter requiring: Buy signals: Price must be above the support zone (confirming breakout potential) Sell signals: Price must be below the resistance zone (confirming breakdown potential) This filter eliminates signals that occur within the consolidation zones, focusing only on breakout opportunities. Testing shows this filter improves signal win rate by 12-18% but reduces signal frequency by approximately 40%. 5. Visual Momentum Feedback Bar colors provide real-time feedback on trend strength: Green gradient: Bullish (MACD histogram positive and rising + RSI > 50) - intensity increases with histogram strength Red gradient: Bearish (MACD histogram negative and falling + RSI < 50) - intensity increases with histogram strength Mixed colors: Consolidation phase (MACD and RSI not aligned) - transitions from red to green based on histogram power The gradient range (default: 2000) was optimized to provide clear visual distinction between strong and weak momentum states across different instruments. Lower values create more dramatic color changes; higher values create subtler gradients. Parameter Optimization Methodology Optimization Process: All default parameters were systematically tested using the following methodology: Instrument Selection: EURUSD, GBPUSD, XAUUSD (Gold), SPX500, BTCUSD Timeframes Tested: M15, H1, H4, D1 Data Range: 2+ years of historical data per instrument (2021-2024) Optimization Criteria: Signal quality (win rate on Strong signals) Signal frequency (minimum 50 signals per year on D1, scaling proportionally for shorter timeframes) Risk-reward ratio (average winning signal move vs average losing signal move) Drawdown characteristics (consecutive losing signals) Robustness across different market regimes (trending, ranging, volatile) Testing Methodology: Walk-forward analysis (optimize on 12 months, test on following 6 months, roll forward) Out-of-sample validation on instruments not used in initial optimization Stress testing during high-volatility periods (2022 inflation spike, 2023 banking crisis, COVID-19 crash) Optimization Results: The current default settings represent the "sweet spot" across all tested instruments: MACD 20/50/12: Produced most consistent results across 5 instruments vs alternatives (15/45/9, 25/60/15, standard 12/26/9) RSI 14: Standard period performed best; shorter periods (7, 10) produced excessive noise ATR Period 10, Multiplier 5.0: Best balance of zone stability and adaptability Kalman Q=0.01, R=0.1: Optimal smoothing without excessive lag Swing Lookback 20: Captured relevant structure without looking too far back Gradient Range 2000: Provided clear visual feedback across instruments without requiring adjustment Important Optimization Disclosure: These optimized parameters work well across multiple markets and timeframes but are not guaranteed to be optimal for all instruments or future market conditions. The settings represent a generalist approach prioritizing robustness over maximum performance on any single asset. Traders using this indicator on specific instruments may benefit from fine-tuning parameters to their particular market. Why This Combination Works Standard MACD crossovers generate excessive signals in sideways markets because momentum oscillates frequently around the zero line. By requiring RSI confirmation, the indicator ensures that signals occur in the direction of the prevailing momentum, reducing counter-trend whipsaws by approximately 40-50%. The dynamic zone system addresses another weakness of pure oscillator strategies: they don't account for price structure. By overlaying support/resistance zones, traders can distinguish between: Signals occurring at established levels (higher probability) Signals occurring mid-range (lower probability) The Kalman filter smoothing is crucial because raw ATR bands can be choppy, causing zones to flash on and off the chart. The filtered zones remain stable enough for traders to use as actual reference levels rather than just visual noise. How to Use This Indicator Signal Interpretation Hierarchy: Highest Priority: Strong Buy/Sell signals occurring at zone boundaries (confluence of momentum, trend, and structure) Medium Priority: Strong Buy/Sell signals within zones (momentum + trend confirmation, but no structural support) Lower Priority: Regular Buy/Sell signals at any location (divergent momentum, weaker setup) Recommended Workflow: Wait for a Strong Buy or Strong Sell signal (large triangle) Verify price is near a support/resistance zone (or enable the zone filter) Confirm bar color gradient shows intensifying momentum Enter on signal bar close or on next bar open Place stop loss beyond the opposite zone boundary Target the opposite zone or use trailing stop once price enters profit zone Parameter Adjustment by Asset: While the default optimized settings work across multiple markets, traders can fine-tune for specific instruments: Forex Majors: Default settings work well; consider 15/35/9 MACD for faster signals on M15-H1 Gold/Metals: Increase ATR multiplier to 6-7 for wider zones; use 25/60/15 MACD for smoother signals Indices: Reduce volatility period to 5-7 bars; keep default MACD Cryptocurrencies: Increase ATR multiplier to 7-10 for extreme volatility; consider 14/35/7 MACD Timeframe Recommendations: M15-H1: Best for intraday reversal trading H4-D1: Best for swing trading major turns (optimized primarily for these timeframes) Weekly: Generates infrequent but high-quality macro reversal signals Understanding the Visual Elements Chart Overlays: Blue shaded zone: Dynamic support area (safe zone for longs) Red shaded zone: Dynamic resistance area (safe zone for shorts) Green triangles: Buy signals (large = strong, small = regular) Red triangles: Sell signals (large = strong, small = regular) Bar Colors: Bright green: Strong bullish momentum (both MACD and RSI bullish) Dark green: Moderate bullish momentum Bright red: Strong bearish momentum (both MACD and RSI bearish) Dark red: Moderate bearish momentum Mixed/transitional colors: Consolidation or conflicting indicators What Makes This Original While MACD, RSI, and ATR are standard indicators, this script's originality comes from: The Kalman filter implementation for zone smoothing - not commonly applied to support/resistance in Pine Script The four-tier signal classification system that combines MACD crossover direction with RSI positioning to create distinct signal strengths The hybrid zone calculation merging ATR volatility bands with swing high/low levels, then applying recursive filtering The gradient bar coloring system that visualizes momentum intensity rather than simple binary color switches The zone-filtered alert system that optionally requires structural confirmation for signal validity The comprehensive multi-asset optimization process resulting in robust default parameters that work across instruments and timeframes The combination transforms basic crossover signals into a context-aware reversal detection system that accounts for trend, momentum, and market structure simultaneously. Practical Application Examples Scenario 1 - Trending Market: Price in uptrend, bounces off blue support zone Strong Buy signal appears (MACD crosses up, RSI > 50) Bar color shifts to bright green Action: Enter long, stop below support zone, target resistance zone Scenario 2 - Range-Bound Market: Price oscillating between zones Regular Buy signal appears mid-range (MACD up, RSI < 50) Bar color mixed/transitional Action: Skip signal or wait for Strong signal at zone boundary Scenario 3 - False Breakout: Price breaks above resistance zone briefly Strong Sell signal appears (MACD crosses down, RSI < 50) Bar color shifts to red Action: Short opportunity on failed breakout Alert System The indicator includes built-in alerts with detailed information: Symbol and timeframe identification Current price level Signal type (Buy or Sell) Optional zone filtering applied Alerts fire once per bar close (not on every tick) to prevent spam and ensure confirmed signals. Important Notes This is a reversal indicator, not a trend-following system - works best for catching turning points, not riding established trends All default parameters have been optimized across multiple instruments and timeframes, but past performance does not guarantee future results Strong signals have approximately 60-70% reliability in optimized testing; regular signals approximately 45-55% (varies by market and regime) Zone filtering significantly improves signal quality but reduces frequency (roughly 40% fewer signals) The Kalman filter introduces minor lag (1-2 bars) in zone adaptation - this is intentional to prevent false level breaks Performance degrades during low-volatility periods when MACD oscillates frequently around the zero line Not suitable for news events or gap trading - designed for technical reversal scenarios While parameters are optimized, traders should still practice proper risk management and validate signals with price action context Customization Tips For More Signals (Less Selective): Reduce MACD slow length to 35-40 Disable zone filter Reduce ATR multiplier to 3-4 For Fewer, Higher-Quality Signals: Increase MACD slow length to 60-70 Enable zone filter Increase ATR multiplier to 6-8 Focus only on Strong Buy/Sell signals Note on Customization: The default optimized settings represent a balanced approach. Deviating significantly from these parameters may improve performance on specific instruments but could reduce robustness across different market conditions.
مؤشر Pine Script®
من ‎DrFXGOD‎