ابدأ الآن

ابحث في النصوص البرمجية عن "机械革命无界15+时不时闪屏"

Universal Breakout Strategy [KedArc Quant]Description: A flexible breakout framework where you can test different logics (Prev Day, Bollinger, Volume, ATR, EMA Trend, RSI Confirm, Candle Confirm, Time Filter) under one system. Choose your breakout mode, and the strategy will handle entries, exits, and optional risk management (ATR stops, take-profits, daily loss guard, cooldowns). An on-chart info table shows live mode values (like Prev High/Low, Bollinger levels, RSI, etc.) plus P&L stats for quick analysis. Use it to compare which breakout style works best on your instrument and timeframe, whether intraday, swing, or positional trading 🔑 Why it’s useful * Flexibility: Switch between breakout strategies without loading different indicators. * Clarity: On-chart info table displays current mode, relevant indicator levels, and live strategy P&L stats. * Testing efficiency: Quickly A/B test different breakout styles under the same backtest environment. * Transparency: Every trade is rule-based and displayed with entry/exit markers. 🚀 How it helps traders * Lets you experiment with breakout strategies quickly without loading multiple scripts. * Helps identify which breakout method fits your instrument & timeframe. * Gives clear on-chart visual + statistical feedback for confident decision-making. ⚙️ Input Configuration * Breakout Mode → choose which strategy to test: * *Prev Day* → breakouts of yesterday’s High/Low. * *Bollinger* → Upper/Lower BB pierce. * *Volume* → Breakout confirmed with volume above average. * *ATR Stop* → Wide range breakout using ATR filter. * *Time Filter* → Breakouts inside defined session hours. * *EMA Trend* → Breakouts only in EMA fast > slow alignment. * *RSI Confirm* → Breakouts with RSI confirmation (e.g. >55 for longs). * *Candle Confirm* → Breakouts validated by bullish/bearish candle. * Lookback / ATR / Bollinger inputs → adjust sensitivity. * Intrabar mode → option to evaluate breakouts using bar highs/lows instead of closes. * Table options → show/hide info table, show/hide P&L stats, choose corner placement. 📈 Entry & Exit Logic * Entry → occurs when breakout condition of chosen mode is met. * Exit → default exits via opposite signals or optional stop/target if enabled. * Session filter → optional auto-flat at session end. * P&L management → optional daily loss guard, cooldown between trades, and ATR-based stop/take profit. ❓ FAQ — Choosing the best setup Q: Which strategy should I use for which chart? * *Prev Day Breakouts*: Best on indices, FX, and liquid futures with strong daily levels. * *Bollinger*: Works well in range-bound environments, or crypto pairs with volatility compression. * *Volume*: Good on equities where breakout strength is tied to volume spikes. * *ATR Stop*: Suits volatile instruments (commodities, crypto). * *EMA Trend*: Useful in trending markets (stocks, indices). * *RSI Confirm*: Adds momentum filter, better for swing trades. * *Candle Confirm*: Ideal for scalpers needing visual confirmation. * *Time Filter*: For intraday traders who want signals only in high-liquidity sessions. Q: What timeframe should I use? * Intraday traders → 5m to 15m (Time Filter, Candle Confirm). * Swing traders → 1H to 4H (EMA Trend, RSI Confirm, ATR Stop). * Position traders → Daily (Prev Day, Bollinger). * Breakout A trade entry condition triggered when price crosses above a resistance level (for longs) or below a support level (for shorts). * Prev Day High/Low Formula: Prev High = High of (Day ) Prev Low = Low of (Day ) * Bollinger Bands Formula: Basis = SMA(Close, Length) Upper Band = Basis + (Multiplier × StdDev(Close, Length)) Lower Band = Basis – (Multiplier × StdDev(Close, Length)) * Volume Confirmation A breakout is only valid if: Volume > SMA(Volume, Length) * ATR (Average True Range) Measures volatility. Formula: ATR = SMA(True Range, Length) where True Range = max(High–Low, |High–Close |, |Low–Close |) * EMA (Exponential Moving Average) Weighted moving average giving more weight to recent prices. Formula: EMA = (Price × α) + (EMA × (1–α)) with α = 2 / (Length + 1) * RSI (Relative Strength Index) Momentum oscillator scaled 0–100. Formula: RSI = 100 – (100 / (1 + RS)) where RS = Avg(Gain, Length) ÷ Avg(Loss, Length) * Candle Confirmation Bullish candle: Close > Open AND Close > Close Bearish candle: Close < Open AND Close < Close Win Rate (%) Formula: Win Rate = (Winning Trades ÷ Total Trades) × 100 * Average Trade P&L Formula: Avg Trade = Net Profit ÷ Total Trades 📊 Performance Notes The Universal Breakout Strategy is designed as a framework rather than a single-asset optimized system. Results will vary depending on the chart, timeframe, and asset chosen. On the current defaults (15-minute, INR-denominated example), the backtest produced 132 trades over the selected period. This provides a statistically sufficient sample size. Win rate (~35%) is relatively low, but this is balanced by a positive reward-to-risk ratio (~1.8). In practice, a lower win rate with larger wins versus smaller losses is sustainable. The average P&L per trade is close to breakeven under default settings. This is expected, as the strategy is not tuned for a single symbol but offered as a universal breakout framework. Commissions (0.1%) and slippage (1 tick) are included in the simulation, ensuring realistic conditions. Risk management is conservative, with order sizing set at 1 unit per trade. This avoids over-leveraging and keeps exposure well under the 5-10% equity risk guideline. 👉 Traders are encouraged to: Experiment with inputs such as ATR period, breakout length, or Bollinger parameters. Test across different timeframes and instruments (equities, futures, forex, crypto) to find optimal setups. Combine with filters (trend direction, volatility regimes, or volume conditions) for further refinement. ⚠️ Disclaimer This script is provided for educational purposes only. Past performance does not guarantee future results. Trading involves risk, and users should exercise caution and use proper risk management when applying this strategy.
استراتيجية Pine Script®
من ‎kedarcquant‎
3
Custom Period High LowSummary I'm moving over from TradeStation and default Pre-Market Session there is 0800-0930. Default PMS on TradingView is 0400-0930. I find that the 0800-0930 High and Low are more accurate levels. This script addresses exactly that - it allows you to grab High and Low of any custom time slot. This script started as Custom Pre-Market H/L, that's why the shading. Then I realized it can be used for any custom time period, so I renamed it to PERIOD H/L. Limitations Different tickers are provided by different exchanges, in different time zones. The end result is that the SAME session time (0800-0930) may shift for different tickers. Examples: - SPY : 0800-0930 // no shift: NYSE, in NYC - ES1!: 0900-1030 // shifted 1 hr ahead: CME, in Chicago - NQ1!: 0900-1030 // shifted 1 hr ahead: CME, in Chicago To see for yourself, set Time Zone config parameter to empty string for non-NYC tickers like ES1! or NQ1 and watch times for shaded and non-shaded areas. Why TV chooses to go by the ticker's TZ, and not the TZ that's configured in the lower right corner of my TV screen - I have no idea. But asking for user's TZ is how you fix it. If you know how I can get that value so I don't have to ask the user - let me know. I'm new to TV. Hacks You can use it more than once for, say, Opening Range Breakout. Configure your custom PMS for 0930-0945, change lines, remove area fill - and ta-da - you have High and Low for first 15 min! See release chart for the example.
مؤشر Pine Script®
من ‎hash1024‎
Swing Dashboard - Pro Trader Metrics with MTF & Enhanced VolumeDESCRIPTION: A comprehensive real-time dashboard designed for swing traders and active investors trading US equities. Displays all critical metrics in one customizable panel overlay - no need to clutter your chart with multiple indicators. KEY FEATURES: 📊 Relative Strength Analysis: Stock vs Market (SPY/QQQ/IWM/DIA) Stock vs Sector (automatic sector ETF detection) Sector vs Market comparison Customizable lookback period (5-60 days) 📈 Price & Range Metrics: Daily range, change, and gap percentages Distance from SMA20, SMA50, VWAP 52-week position percentage ATR% and ADR% for volatility assessment Range/ADR ratio for breakout detection 💪 Advanced Volume Analysis: RVOL (full day volume vs 20-day average) Volume Strength (bar-by-bar analysis) Volume Trend (5-day vs 20-day momentum) Customizable RVOL alert thresholds Non-repainting volume calculations ⚙️ Multi-Timeframe (MTF) Mode: View daily charts with 5-min or 15-min metric updates Perfect for monitoring positions without switching timeframes All calculations remain accurate across timeframes 🎨 Fully Customizable: Choose which metrics to display 9 position options for the dashboard Adjustable text size and colors Toggle individual metrics on/off Sector-specific ETF mapping for accurate RS calculations TECHNICAL SPECIFICATIONS: ✅ Non-repainting - all calculations use confirmed bar data ✅ No lookahead bias or future data ✅ Optimized for US stocks with proper sector mapping ✅ Works on any timeframe (best on 5m-Daily) ✅ Pine Script v6 with best practices ✅ Handles edge cases and missing data gracefully IDEAL FOR: Swing traders monitoring multiple positions Day traders needing quick metric overview Investors tracking relative strength and momentum Anyone who wants institutional-grade metrics in one place SECTOR ETF MAPPING: Automatically maps to correct sector ETFs: XLK, XLF, XLV, XLY, XLP, XLE, XLB, XLI, XLRE, XLC, XLU HOW TO USE: Green = Positive/Strong | Red = Negative/Weak | White = Neutral RS > 0 = Outperforming benchmark/sector RVOL > 1.5x = High volume day VWAP% negative = Price below VWAP (mean reversion opportunity) R/ADR > 100% = Extended range (potential exhaustion) Perfect for traders who need professional-grade analysis without chart clutter. TAGS: dashboard, swing, relativestrengrh, sectoranalysis, volume, rvol, multitimeframe, mtf, tradingdashboard, metrics, daytrading, swingtrading, momentum, vwap, atr, volatility, volumeanalysis
مؤشر Pine Script®
من ‎nippe678‎
1
LA - Opening Price based Previous day Range PivotThis "LA - Opening Price based Previous day Range Pivot" indicator is a custom technical analysis tool designed for Trading View charts. It plots support and resistance levels (often referred to as pivots or ranges) based on the current opening price combined with the previous period's trading range. The "previous period" can be daily, weekly, or monthly, making it a multi-timeframe tool. These levels are projected using Fibonacci-inspired multipliers to create potential breakout or reversal zones. The core idea is inspired by concepts like the Opening Range Breakout (ORB) strategy or Fibonacci pivots, but it's customized here to use a dynamic range calculation (the maximum of several absolute price differences) rather than a simple high-low range. This makes it more robust for volatile markets. Levels are symmetric above (resistance) and below (support) the opening price, helping traders identify potential entry/exit points, stop-losses, or targets. This will be useful when there is a gap-up/down as in Nifty/Sensex . Purpose of the Indicator: To visualize potential support/resistance zones for the current trading session based on the opening price and historical range data. This helps traders anticipate price movements, such as breakouts above resistance or bounces off support Use Cases: Intraday Trading: On lower timeframes (e.g., 5-min or 15-min charts), it shows daily levels for short-term trades. Swing Trading: On higher timeframes (e.g., hourly or daily), it displays weekly/monthly levels for longer holds. Range Identification: The filled bands highlight "zones" where price might consolidate or reverse. Conditional Display: Levels only appear on appropriate timeframes (e.g., daily levels on intraday charts <60min), preventing clutter. Theoretical Basis: It builds on pivot point theory, where the opening price acts as a central pivot. Multipliers (e.g., 0.618 for Fibonacci golden ratio) project levels, assuming price often respects these ratios due to market psychology. How Calculations Work Let's dive into the math with examples. Assume a stock with: Current daily open (cdo) = $100 Previous daily high (pdh) = $105, low (pdl) = $95, close (pdc) = $102, close 2 days ago (pdc2) = $98 Step 1: Dynamic Range Calculation (var_d2): This is the max of: |pdh - pdc2| = |105 - 98| = 7 |pdl - pdc2| = |95 - 98| = 3 |pdh - pdl| = |105 - 95| = 10 (previous day range) |pdh - cdo| = |105 - 100| = 5 |pdl - cdo| = |95 - 100| = 5 |pdc - cdo| = |102 - 100| = 2 |pdc2 - cdo| = |98 - 100| = 2 Max = 10 (so range = 10). This ensures the range accounts for gaps and extended moves, not just high-low. Step 2: Level Projections: Resistance (above open): Open + (Range * Multiplier) dre6 = 100 + (10 * 1.5) = 115 dre5 = 100 + (10 * 1.27) ≈ 112.7 ... down to dre0 = 100 + (10 * 0.1) = 101 dre50 = 100 + (10 * 0.5) = 105 (midpoint) Support (below open): Open - (Range * Multiplier) dsu0 = 100 - (10 * 0.1) = 99 ... up to dsu6 = 100 - (10 * 1.5) = 85 Without Indicator With Indicator Pros and Cons Pros: Multi-Timeframe Flexibility: Seamlessly integrates daily, weekly, and monthly levels, useful for aligning short-term trades with longer trends (e.g., intraday breakout confirmed by weekly support). Dynamic Range Calculation: Unlike standard pivots (just (H+L+C)/3), it uses max of multiple diffs, capturing gaps/volatility better—great for stocks with overnight moves. Customizable via Inputs: Users can toggle levels, adjust multipliers, or change timeframes without editing code. Inline inputs keep the UI clean. Visual Aids: Filled bands make zones obvious; conditional colors highlight "tight" vs. "wide" ranges (e.g., for volatility assessment). Fibonacci Integration: Levels based on proven ratios, appealing to technical traders. Symmetric supports/resistances simplify strategy building (e.g., buy at support, sell at resistance). No Repainting: Uses historical data with lookahead, so levels are fixed once calculated—reliable for back-testing. Cons: Chart Clutter: With all toggles on, 50+ plots/fills can overwhelm the chart, especially on mobile or small screens. Requires manual disabling. Complexity for Beginners: Many inputs and calculations; without understanding fib ratios or range logic, it might confuse new users. Performance Overhead: On low timeframes (e.g., 1-min), fetching higher TF data multiple times could lag, especially with many symbols or back-tests. Assumes Volatility Persistence: Relies on previous range projecting future moves; in low-vol markets (e.g., sideways trends), levels may be irrelevant or too wide/narrow. No Alerts or Signals: Purely visual; no built-in buy/sell alerts or crossover conditions—users must add separately. Hardcoded Styles/Colors: Limited customization without code edits (e.g., can't change line styles via inputs). Also, not optimized for non-stock assets (e.g., forex with 24/7 trading). In summary, this is a versatile pivot tool for range-based trading based on Opening price, excelling in volatile markets but requiring some setup. If you're using it, start with defaults on a daily chart and toggle off unnecessary levels.
مؤشر Pine Script®
من ‎aravindleo_99‎
Rocket Scan – Midday Movers (No Pullback)This indicator is designed to spot intraday breakout movers that often appear after the market open — the ones that rip out of nowhere and cause FOMO if you’re late. 🔑 Core Logic • Momentum Burst: Detects sudden price pops (ROC) with confirming relative volume. • Squeeze → Breakout: Finds low-volatility compressions (tight Bollinger bandwidth) and flags the first breakout move. • VWAP Reclaims: Highlights strong reversals when price reclaims VWAP on volume. • Relative Volume (RVOL): Filters for unusual activity vs. recent averages. • Gap Filter: Skips large overnight gappers, focuses on fresh intraday movers. • Relative Strength: Optional filter requiring the symbol to outperform SPY (and sector ETF if chosen). • Session Window: Default 10:30–15:30 ET to ignore noisy open action and catch true midday moves. 🎯 Use Case • Built for traders who want early alerts on midday runners without waiting for pullbacks. • Helps identify potential entry points before FOMO kicks in. • Works best on liquid tickers (stocks, ETFs, crypto) with reliable intraday volume. 📊 Visuals • Plots fast EMA, slow EMA, and VWAP for trend context. • Paints green ▲ for long signals and red ▼ for short signals on the chart. • Info label shows RVOL, ROC, RS filter status, and gap conditions. 🚨 Alerts Two alert conditions included: • Rocket: Midday LONG → Fires when bullish conditions align. • Rocket: Midday SHORT → Fires when bearish conditions align. ⸻ ⚠️ Disclaimer: This tool is for educational and research purposes only. It is not financial advice. Trading involves risk; always do your own research or consult a licensed professional.
مؤشر Pine Script®
من ‎swpittillo0316‎
Price Deviation StrategyThis strategy getting in long position only after the price drop The % of the drop is Determined by SMA for the first trade The inputs of SMA and % of the drop can be adjust from the User After that bot start taking safe trades if not take profit from the first trade The safe trades are Determined by step down deviation % and by quantity There is no Stop loss is not for one with small tolerance to getting under Take profit is average price + take profit - note if you use % trailing profit back test is not realistic but is working on real time Max Safe Trades = 15 Capital max = $30000 Doge-USDT is just a example What the Strategy Can do Green line - take profit Black line - Brake even with fee - adjust for exchange
استراتيجية Pine Script®
من ‎fullmax‎
6
RSI Momentum ScalperOverview The "RSI Momentum Scalper" is a Pine Script v5 strategy crafted for trading highly volatile markets, with a special focus on newly listed cryptocurrencies. This strategy harnesses the Relative Strength Index (RSI) alongside volume analysis and momentum thresholds to pinpoint short-term trading opportunities. It supports both long and short trades, managed with customizable take profit, stop loss, and trailing stop levels, which are visually plotted on the chart for easy tracking. Why I Created This Strategy I developed the "RSI Momentum Scalper" because I was seeking a reliable trading strategy tailored to newly listed, highly volatile cryptocurrencies. These assets often experience rapid price fluctuations, rendering traditional strategies less effective. I aimed to create a tool that could exploit momentum and volume spikes while managing risk through adaptable exit parameters. This strategy is designed to address that need, offering a flexible approach for traders in dynamic crypto markets. How It Works The strategy utilizes RSI to identify momentum shifts, combined with volume confirmation, to trigger long or short entries. Trades are controlled with take profit, stop loss, and trailing stop levels, which adjust dynamically as the price moves in your favor. The trailing stop helps lock in profits, while the plotted exit levels provide clear visual cues for trade management. Customizable Settings The script is highly customizable, allowing you to adjust it to various market conditions and trading styles. Here’s a brief overview of the key settings: Trade Mode: Select "Both," "Long Only," or "Short Only" to determine the trade direction. (Default: Both) RSI Length: Sets the lookback period for the RSI calculation (2 to 30). (Default: 8) A shorter length increases RSI sensitivity, suitable for volatile assets. RSI Overbought: Defines the upper RSI threshold (60 to 99) for short entries. (Default: 90) Higher values signal stronger overbought conditions. RSI Oversold: Defines the lower RSI threshold (1 to 40) for long entries. (Default: 10) Lower values indicate stronger oversold conditions. RSI Momentum Threshold: Sets the minimum RSI momentum change (1 to 15) to trigger entries. (Default: 14) Adjusts the sensitivity to price momentum. Volume Multiplier: Multiplies the volume moving average to filter high-volume bars (1.0 to 3.0). (Default: 1) Higher values require stronger volume confirmation. Volume MA Length: Sets the lookback period for the volume moving average (5 to 50). (Default: 13) Influences the volume trend sensitivity. Take Profit %: Sets the profit target as a percentage of the entry price (0.1 to 10.0). (Default: 4.15) Determines when to close a winning trade. Stop Loss %: Sets the loss limit as a percentage of the entry price (0.1 to 6.0). (Default: 1.85) Protects against significant losses. Trailing Stop %: Sets the trailing stop distance as a percentage (0.1 to 4.0). (Default: 2.55) Locks in profits as the price moves favorably. Visual Features Exit Levels: Take profit (green), fixed stop loss (red), and trailing stop (orange) levels are plotted when in a position. Performance Table: Displays win rate, total trades, and net profit in the top-right corner. How to Use Add the strategy to your chart in TradingView. Adjust the input settings based on the cryptocurrency and timeframe you’re trading. Monitor the plotted exit levels for trade management. Use the performance table to assess the strategy’s performance over time. Notes Test the strategy on a demo account or with historical data before live trading. The strategy is optimized for short-term scalping; adjust settings for longer timeframes if needed.
استراتيجية Pine Script®
من ‎MonkeyPhone‎
VWAP Momentum Oscillator How It Works Core Calculation Method The oscillator combines four key market measurements into a single, normalized reading: 1. Price-VWAP Deviation: `(Close - VWAP) / VWAP × 100` 2. VWAP-MA Momentum: `(VWAP - MovingAverage) / MovingAverage × 100` 3. Anchored VWAP Strength: Average of high/low anchor deviations from rolling VWAP 4. Range Position: `(Close - PeriodLow) / (PeriodHigh - PeriodLow) × 100 - 50` Dynamic Signal Line The signal line uses an EMA that automatically adjusts its length based on your chart timeframe: - Futures: Always covers 23 hours of trading (1,380 minutes) - Stocks: Always covers 6.5 hours of trading (390 minutes) - Examples: 276 periods on 5-min futures chart, 1,380 periods on 1-min futures chart Trading Signals 🟢 Buy Signals - Condition: Main oscillator crosses above signal line while below zero - Logic: Momentum turning bullish from oversold conditions - Visual: Green "BUY" label below price action 🔴 Sell Signals - Condition: Main oscillator crosses below signal line while above zero - Logic: Momentum turning bearish from overbought conditions - Visual: Red "SELL" label above price action ⚠️ Extreme Warnings - Extreme Overbought: Red triangle when oscillator crosses above +4.0 - Extreme Oversold: Green triangle when oscillator crosses below -4.0 - Purpose: Risk management alerts, not entry/exit signals Oscillator Zones Interpretation Guide - Above +2.0: Strong bullish momentum zone (green background) - 0 to +2.0: Mild bullish territory - 0 to -2.0: Mild bearish territory - Below -2.0: Strong bearish momentum zone (red background) - Above +4.0: Extreme overbought (caution advised) - Below -4.0: Extreme oversold (potential reversal zone) Customization Options Moving Average Settings - EMA/SMA Toggle: Choose between exponential or simple moving average - Color Customization: Adjust MA line color and width Visual Controls - Bullish/Bearish Colors: Customize momentum zone colors - Signal Line: Toggle visibility and adjust color - Line Widths: Control thickness of all plot lines Anchor Modes - NY Session Only: Anchors reset at NY market open (9:30 AM ET) - 24H NY Day: Anchors reset at NY calendar day change (midnight ET) Best Practices Timeframe Selection - Scalping: 1-5 minute charts for quick momentum changes - Day Trading: 5-15 minute charts for clearer trend signals - Swing Trading: 1-4 hour charts for major momentum shifts Signal Confirmation - Wait for crossovers: Don't trade on oscillator position alone - Respect extreme levels: Exercise caution above +4 or below -4 - Use with price action: Combine with support/resistance levels Risk Management - Extreme zones: Reduce position size when oscillator is extended - Failed signals: Exit quickly if momentum doesn't follow through - Market context: Consider overall trend direction and market volatility Technical Specifications Calculation Components - Base Length: 1,380 periods (futures) / 390 periods (stocks) - Signal Line: Dynamic EMA covering one full trading day - Smoothing: 3-period SMA on raw oscillator (adjustable) - Update Frequency: Real-time on every price tick Performance Notes - Resource Efficient: Optimized calculations minimize CPU usage - Memory Friendly: Uses incremental VWAP calculations - Fast Loading: Minimal historical data requirements Version History & Development This oscillator evolved from advanced VWAP overlay strategies, transforming complex multi-line analysis into a single, actionable momentum gauge. The indicator maintains the sophistication of institutional VWAP analysis while providing the clarity needed for retail trading decisions. Core Philosophy Traditional VWAP indicators show where price is relative to volume-weighted averages, but they don't quantify momentum or provide clear entry/exit signals. This oscillator solves that problem by normalizing all VWAP relationships into a single, bounded indicator that works consistently across all timeframes and asset classes. --- Open Source License: This indicator is provided free for the TradingView community. Feel free to modify and enhance according to your trading needs.
مؤشر Pine Script®
من ‎PrestigeWorldwideTradingCo‎
Oscillator Matrix [Alpha Extract]A comprehensive multi-oscillator system that combines volume-weighted money flow analysis with enhanced momentum detection, providing traders with a unified framework for identifying high-probability market opportunities across all timeframes. By integrating two powerful oscillators with advanced confluence analysis, this indicator delivers precise entry and exit signals while filtering out market noise through sophisticated threshold-based regime detection. 🔶 Volume-Weighted Money Flow Analysis Utilizes an advanced money flow calculation that tracks volume-weighted price movements to identify institutional activity and smart money flow. This approach provides superior signal quality by emphasizing high-volume price movements while filtering out low-volume market noise. // Volume-weighted flows up_volume = price_up ? volume : 0 down_volume = price_down ? volume : 0 // Money Flow calculation up_vol_sum = ta.sma(up_volume, mf_length) down_vol_sum = ta.sma(down_volume, mf_length) total_volume = up_vol_sum + down_vol_sum money_flow_ratio = total_volume > 0 ? (up_vol_sum - down_vol_sum) / total_volume : 0 🔶 Enhanced Hyper Wave Oscillator Features a sophisticated MACD-based momentum oscillator with advanced normalization techniques that adapt to different price ranges and market volatility. The system uses percentage-based calculations to ensure consistent performance across various instruments and timeframes. // Enhanced MACD-based oscillator fast_ma = ta.ema(src, hw_fast) slow_ma = ta.ema(src, hw_slow) macd_line = fast_ma - slow_ma signal_line = ta.ema(macd_line, hw_signal) // Proper normalization using percentage of price price_base = ta.sma(close, 50) macd_normalized = macd_line / price_base hyper_wave = macd_range > 0 ? macd_normalized / macd_range : 0 🔶 Multi-Factor Confluence System Implements an intelligent confluence scoring mechanism that combines signals from both oscillators to identify high-probability trading opportunities. The system assigns strength scores based on multiple confirmation factors, significantly reducing false signals. 🔶 Fixed Threshold Levels Uses predefined threshold levels optimized for standard oscillator ranges to distinguish between normal market fluctuations and significant momentum shifts. The dual-threshold system provides clear visual cues for overbought/oversold conditions while maintaining consistent signal criteria across different market conditions. 🔶 Overflow Detection Technology Advanced overflow indicators identify extreme market conditions that often precede major reversals or continuation patterns. These signals highlight moments when market momentum reaches critical levels, providing early warning for potential turning points. 🔶 Dual Oscillator Integration The indicator simultaneously tracks volume-weighted money flow and momentum-based price action through two independent oscillators. This dual approach ensures comprehensive market analysis by capturing both institutional activity and technical momentum patterns. // Multi-factor confluence scoring confluence_bull = (mf_bullish ? 1 : 0) + (hw_bullish ? 1 : 0) + (mf_overflow_bull ? 1 : 0) + (hw_overflow_bull ? 1 : 0) confluence_bear = (mf_bearish ? 1 : 0) + (hw_bearish ? 1 : 0) + (mf_overflow_bear ? 1 : 0) + (hw_overflow_bear ? 1 : 0) confluence_strength = confluence_bull > confluence_bear ? confluence_bull / 4 : -confluence_bear / 4 🔶 Intelligent Signal Generation The system generates two tiers of reversal signals: strong signals that require multiple confirmations across both oscillators, and weak signals that identify early momentum shifts. This hierarchical approach allows traders to adjust position sizing based on signal strength. 🔶 Visual Confluence Zones Background coloring dynamically adjusts based on confluence strength, creating visual zones that immediately communicate market sentiment. The intensity of background shading corresponds to the strength of the confluent signals, making pattern recognition effortless. 🔶 Threshold Visualization Color-coded threshold zones provide instant visual feedback about oscillator positions relative to key levels. The fill areas between thresholds create clear overbought and oversold regions with graduated color intensity. 🔶 Candle Color Integration Optional candle coloring applies confluence-based color logic directly to price bars, creating a unified visual framework that helps traders correlate indicator signals with actual price movements for enhanced decision-making. 🔶 Overflow Alert System Specialized circular markers highlight extreme overflow conditions on both oscillators, drawing attention to potential climax moves that often precede significant reversals or accelerated trend continuation. 🔶 Customizable Display Options Comprehensive display controls allow traders to toggle individual components on or off, enabling focused analysis on specific aspects of the indicator. This modularity ensures the indicator adapts to different trading styles and analytical preferences. 1 Week 1 Day 15 Min This indicator provides a complete analytical framework by combining volume analysis with momentum detection in a single, coherent system. By offering multiple confirmation layers and clear visual hierarchies, it empowers traders to identify high-probability opportunities while maintaining precise risk management across all market conditions and timeframes. The sophisticated confluence system ensures that signals are both timely and reliable, making it an essential tool for serious technical analysts.
مؤشر Pine Script®
من ‎AlphaExtract‎
2
Kalman Ema Crosses - [JTCAPITAL]Kalman EMA Crosses - is a modified way to use Kalman Filters applied on Exponential Moving Averages (EMA Crosses) for Trend-Following. The Kalman filter is a recursive smoothing algorithm that reduces noise from raw price or indicator data, and in this script it is applied both directly to price and on top of EMA calculations. The goal is to create cleaner, more reliable crossover signals between two EMAs that are less prone to false triggers caused by volatility or market noise. The indicator works by calculating in the following steps: Source Selection The script starts by selecting the price input (default is Close, but can be adjusted). This chosen source is the foundation for all further smoothing and EMA calculations. Kalman Filtering on Price Depending on user settings, the selected source is passed through one of two independent Kalman filters. The filter takes into account process noise (representing expected market randomness) and measurement noise (representing uncertainty in the price data). The Kalman filter outputs a smoothed version of price that minimizes noise and preserves underlying trend structure. EMA Calculation Two exponential moving averages (EMA 1 and EMA 2) are then computed on the Kalman-smoothed price. The lengths of these EMAs are fully customizable (default 15 and 25). Kalman Filtering on EMA Values Instead of directly using raw EMA curves, the script applies a second layer of Kalman filtering to the EMA values themselves. This step significantly reduces whipsaw behavior, creating smoother crossovers that emphasize real momentum shifts rather than temporary volatility spikes. Trend Detection via EMA Crossovers -A bullish trend is detected when EMA 1 (fast) crosses above EMA 2 (slow). -A bearish trend is detected when EMA 1 crosses below EMA 2. The detected trend state is stored and used to dynamically color the plots. Visual Representation Both EMAs are plotted on the chart. Their colors shift to blue during bullish phases and purple during bearish phases. The area between the two EMAs is filled with a shaded region to clearly highlight trending conditions. Buy and Sell Conditions : - Buy Condition : When the Kalman-smoothed EMA 1 crosses above the Kalman-smoothed EMA 2, a bullish crossover is confirmed. - Sell Condition : When EMA 1 crosses below EMA 2, a bearish crossover is confirmed. Users may enhance the robustness of these signals by adjusting process noise, measurement noise, or EMA lengths. Lower measurement noise values make the filter react faster (but potentially noisier), while higher values make it smoother (but slower). Features and Parameters : - Source : Selectable price input (Close, Open, High, Low, etc.). - EMA 1 Length : Defines the fast EMA period. - EMA 2 Length : Defines the slow EMA period. - Process Noise : Controls how much randomness the Kalman filter assumes in price dynamics. - Measurement Noise : Controls how much uncertainty is assumed in raw input data. - Kalman Usage : Option to apply Kalman filtering either before EMA calculation (on price) or after (on EMA values). Specifications : Kalman Filter The Kalman filter is an optimal recursive algorithm that estimates the state of a system from noisy measurements. In trading, it is used to smooth prices or indicator values. By balancing process noise (expected volatility) with measurement noise (data uncertainty), it generates a smoothed signal that reacts adaptively to market conditions. Exponential Moving Average (EMA) An EMA is a weighted moving average that emphasizes recent data more heavily than older data. This makes it more responsive than a simple moving average (SMA). EMAs are widely used to identify trends and momentum shifts. EMA Crossovers The crossing of a fast EMA above a slow EMA suggests bullish momentum, while the opposite suggests bearish momentum. This is a cornerstone technique in trend-following systems. Dual Kalman Filtering Applying Kalman both to raw price and to the EMAs themselves reduces whipsaws further. It creates crossover signals that are not only smoothed but also validated across two levels of noise reduction. This significantly enhances signal reliability compared to traditional EMA crossovers. Process Noise Represents the filter’s assumption about how much the underlying market can randomly change between steps. Higher values make the filter adapt faster to sudden changes, while lower values make it more stable. Measurement Noise Represents uncertainty in price data. A higher measurement noise value means the filter trusts the model more than the observed data, leading to smoother results. A lower value makes the filter more reactive to observed price fluctuations. Trend Coloring & Fill The use of dynamic colors and filled regions provides immediate visual recognition of trend states, helping traders act faster and with greater clarity. Enjoy!
مؤشر Pine Script®
من ‎JTCapitalNL‎
4
Stochastic [Paifc0de]Stochastic — clean stochastic oscillator with visual masking, neutral markers, and basic filters What it does This indicator plots a standard stochastic oscillator (%K with smoothing and %D) and adds practical quality-of-life features for lower timeframes: optional visual masking when %K hugs overbought/oversold, neutral K–D cross markers, session-gated edge triangles (K crossing 20/80), and simple filters (minimum %K slope, minimum |K–D| gap, optional %D slope agreement, mid-zone mute, and a cooldown between markers). Display values are clamped to 0–100 to keep the panel scale stable. The tool is for research/education and does not generate entries/exits or financial advice. Default preset: 20 / 10 / 10 K Length = 20 Classic lookback used in many textbooks. On intraday charts it balances responsiveness and stability: short enough to react to momentum shifts, long enough to avoid constant whipsaws. In practice it captures ~the last 20 bars’ position of close within the high–low range. K Smoothing = 10 A 10-period SMA applied to the raw %K moderates the “saw-tooth” effect that raw stochastic can exhibit in choppy phases. The smoothing reduces over-reaction to micro spikes while preserving the main rhythm of swings; visually, %K becomes a continuous path that is easier to read. D Length = 10 %D is the moving average of smoothed %K. With 10, %D becomes a clearly slower guide line. The larger separation between %K(10-SMA) and %D(10-SMA of %K) produces cleaner crosses and fewer spurious toggles than micro settings (e.g., 3/3/3). On M5–M15 this pair often yields readable cross cycles without flooding the chart. How the 20/10/10 trio behaves In persistent trends, %K will spend more time near 20 or 80; the 10-period smoothing delays flips slightly and emphasizes only meaningful turn attempts. In ranges, %K oscillates around mid-zone (40–60). With 10/10 smoothing, cross signals cluster less densely; combining with the |K–D| gap filter helps keep only decisive crosses. If your symbol is unusually volatile or illiquid, reduce K Length (e.g., 14) or reduce K Smoothing (e.g., 7) to keep responsiveness. If crosses feel late, decrease D Length (e.g., 7). If noise is excessive, increase K Smoothing first, then consider raising D Length. Visuals OB/OS lines: default 80/20 reference levels and a midline at 50. Masking near edges: %K can be temporarily hidden when it is pressing an edge, approaching it with low slope, or going nearly flat near the boundary. This keeps the panel readable during “stuck at the edge” phases. Soft glow (optional): highlights %K’s active path; can be turned off. Light/Dark palette: quick toggle to match your chart theme. Scale safety: all plotted values (lines, fills, markers) are clamped to 0–100 to prevent the axis from expanding beyond the stochastic range. Markers and filters Neutral K–D cross markers: circles in the mid-zone when %K crosses %D. Edge triangles: show when %K crosses 20 or 80; can be restricted to a session window (02:00–12:00 ET). Filters (optional): Min %K slope: require a minimum absolute slope so very flat crosses are ignored. Min |K–D| gap: demand separation between lines at the cross moment. %D slope agreement: keep crosses that align with %D’s direction. Mid-zone mute: suppress crosses inside a user-defined 40–60 band (defaults). Cooldown: minimum bars between successive markers. Parameters (quick guide) K Length / K Smoothing / D Length: core stochastic settings. Start with 20/10/10; tune K Smoothing first if you see too much jitter. Overbought / Oversold (80/20): adjust for assets that tend to trend (raise to 85/15) or mean-revert (lower to 75/25). Slope & gap filters: increase on very noisy symbols; reduce if you miss too many crosses. Session window (triangles only): use if you want edge markers only during active hours. Marker size and offset: cosmetic; they do not affect calculations. Alerts K–D Cross Up (filtered) and K–D Cross Down (filtered): fire when a cross passes your filters/cooldown. Edge Up / Edge Down: fire when %K crosses the 20/80 levels. All alerts confirm on bar close. Notes & attribution Original implementation and integration by Paifc0de; no third-party code is copied. This indicator is for research/education and does not provide entries/exits or financial advice.
مؤشر Pine Script®
من ‎paifcode‎
Initial Balance SMC-V3 Initial Balance SMC-V3 – An Advanced Mean Reversion Indicator for Index Markets The Initial Balance SMC-V3 indicator is the result of continuous refinement in mean reversion trading, with a specific focus on index markets (such as DAX, NASDAQ, S&P 500, etc.). Designed for high-liquidity environments with controlled volatility, it excels at precisely identifying value zones and statistical reversal points within market structure. 🔁 Mean Reversion at Its Core At the heart of this indicator lies a robust mean reversion logic: rather than chasing extreme breakouts, it seeks returns toward equilibrium levels after impulsive moves. This makes it especially effective in ranging markets or corrective phases within broader trends—situations where many traders get caught in false breakouts. 🎯 Signals Require Breakout + Confirmation Signals are never generated impulsively. Instead, they require a clear sequence of confirmations: Break of a key level (e.g., Initial Balance high/low or an SMC zone); Price re-entry into the range accompanied by a crossover of customizable moving averages (SMA, EMA, HULL, TEMA, etc.); RSI filter to avoid entries in overbought/oversold extremes; Volatility filter (ATR) to skip low-volatility, choppy conditions. This multi-layered approach drastically reduces false signals and significantly improves trade quality. 📊 Built-in Multi-Timeframe Analysis The indicator features native multi-timeframe logic: H1 / 15-minute charts: for structural analysis and identification of Supply & Demand zones (SMC); M1 / M5 charts: for precise trade execution, with targeted entries and dynamic risk management. SMC zones are calculated on higher timeframes (e.g., 4H) to ensure structural reliability, while actual trade signals trigger on lower timeframes for maximum precision. ⚙️ Advanced Customization Full choice of moving average type (SMA, EMA, WMA, RMA, VWMA, HULL, TEMA, ZLEMA, etc.); Revenge Trading logic: after a stop loss is hit without reaching the 1:1 breakeven level, the indicator automatically prepares for a counter-trade; Dynamic ATR-based stop loss with customizable multiplier; Session filters to trade only during optimal liquidity windows (e.g., European session). 🧠 Who Is It For? This indicator is ideal for traders who: Primarily trade indices; Prefer mean reversion strategies over pure trend-following; Seek a disciplined, rule-based system with multiple confluence filters; Use a multi-timeframe approach to separate analysis from execution. In short: Initial Balance SMC-V3 is more than just an indicator—it’s a complete trading framework for mean reversion on index markets, where every signal emerges from a confluence of statistical, structural, and temporal factors. Happy trading! 📈
مؤشر Pine Script®
من ‎alessia1973f‎
2
Opening Range IndicatorComplete Trading Guide: Opening Range Breakout Strategy What Are Opening Ranges? Opening ranges capture the high and low prices during the first few minutes of market open. These levels often act as key support and resistance throughout the trading day because: Heavy volume occurs at market open as overnight orders execute Institutional activity is concentrated during opening minutes Price discovery happens as market participants react to overnight news Psychological levels are established that traders watch all day Understanding the Three Timeframes OR5 (5-Minute Range: 9:30-9:35 AM) Most sensitive - captures immediate market reaction Quick signals but higher false breakout rate Best for scalping and momentum trading Use for early entry when conviction is high OR15 (15-Minute Range: 9:30-9:45 AM) Balanced approach - most popular among day traders Moderate sensitivity with better reliability Good for swing trades lasting several hours Primary timeframe for most strategies OR30 (30-Minute Range: 9:30-10:00 AM) Most reliable but slower signals Lower false breakout rate Best for position trades and trend following Use when looking for major moves Core Trading Strategies Strategy 1: Basic Breakout Setup: Wait for price to break above OR15 high or below OR15 low Enter on the breakout candle close Stop loss: Opposite side of the range Target: 2-3x the range size Example: OR15 range: $100.00 - $102.00 (Range = $2.00) Long entry: Break above $102.00 Stop loss: $99.50 (below OR15 low) Target: $104.00+ (2x range size) Strategy 2: Multiple Confirmation Setup: Wait for OR5 break first (early signal) Confirm with OR15 break in same direction Enter on OR15 confirmation Stop: Below OR30 if available, or OR15 opposite level Why it works: Multiple timeframe confirmation reduces false signals and increases probability of sustained moves. Strategy 3: Failed Breakout Reversal Setup: Price breaks OR15 level but fails to hold Wait for re-entry into the range Enter reversal trade toward opposite OR level Stop: Recent breakout high/low Target: Opposite side of range + extension Key insight: Failed breakouts often lead to strong moves in the opposite direction. Advanced Techniques Range Quality Assessment High-Quality Ranges (Trade these): Range size: 0.5% - 2% of stock price Clean boundaries (not choppy) Volume spike during range formation Clear rejection at range levels Low-Quality Ranges (Avoid these): Very narrow ranges (<0.3% of stock price) Extremely wide ranges (>3% of stock price) Choppy, overlapping candles Low volume during formation Volume Confirmation For Breakouts: Look for volume spike (2x+ average) on breakout Declining volume often signals false breakout Rising volume during range formation shows interest Market Context Filters Best Conditions: Trending market days (SPY/QQQ with clear direction) Earnings reactions or news-driven moves High-volume stocks with good liquidity Volatility above average (VIX considerations) Avoid Trading When: Extremely low volume days Major economic announcements pending Holidays or half-days Choppy, sideways market conditions Risk Management Rules Position Sizing Conservative: Risk 0.5% of account per trade Moderate: Risk 1% of account per trade Aggressive: Risk 2% maximum per trade Stop Loss Placement Inside the range: Quick exit but higher stop-out rate Outside opposite level: More room but larger risk ATR-based: 1.5-2x Average True Range below entry Profit Taking Target 1: 1x range size (take 50% off) Target 2: 2x range size (take 25% off) Runner: Trail remaining 25% with moving stops Specific Entry Techniques Breakout Entry Methods Method 1: Immediate Entry Enter as soon as price closes above/below range Fastest entry but highest false signal rate Best for strong momentum situations Method 2: Pullback Entry Wait for breakout, then pullback to range level Enter when price bounces off former resistance/support Better risk/reward but may miss some moves Method 3: Volume Confirmation Wait for breakout + volume spike Enter after volume confirmation candle Reduces false signals significantly Multiple Timeframe Entries Aggressive: OR5 break → immediate entry Conservative: OR5 + OR15 + OR30 all align → enter Balanced: OR15 break with OR30 support → enter Common Mistakes to Avoid 1. Trading Poor-Quality Ranges ❌ Don't trade ranges that are too narrow or too wide ✅ Focus on clean, well-defined ranges with good volume 2. Ignoring Volume ❌ Don't chase breakouts without volume confirmation ✅ Always check for volume spike on breakouts 3. Over-Trading ❌ Don't force trades when ranges are unclear ✅ Wait for high-probability setups only 4. Poor Risk Management ❌ Don't risk more than planned or use tight stops in volatile conditions ✅ Stick to predetermined risk levels 5. Fighting the Trend ❌ Don't fade breakouts in strongly trending markets ✅ Align trades with overall market direction Daily Trading Routine Pre-Market (8:00-9:30 AM) Check overnight news and earnings Review major indices (SPY, QQQ, IWM) Identify potential opening range candidates Set alerts for range breakouts Market Open (9:30-10:00 AM) Watch opening range formation Note volume and price action quality Mark key levels on charts Prepare for breakout signals Trading Session (10:00 AM - 4:00 PM) Execute breakout strategies Manage existing positions Trail stops as profits develop Look for additional setups Post-Market Review Analyze winning and losing trades Review range quality vs. outcomes Identify improvement areas Prepare for next session Best Stocks/ETFs for Opening Range Trading Large Cap Stocks (Best for beginners): AAPL, MSFT, GOOGL, AMZN, TSLA High liquidity, predictable behavior Good range formation most days ETFs (Consistent patterns): SPY, QQQ, IWM, XLF, XLE Excellent liquidity Clear range boundaries Mid-Cap Growth (Advanced traders): Stocks with good volume (1M+ shares daily) Recent news catalysts Clean technical patterns Performance Optimization Track These Metrics: Win rate by range type (OR5 vs OR15 vs OR30) Average R/R (risk vs reward ratio) Best performing market conditions Time of day performance Continuous Improvement: Keep detailed trade journal Review failed breakouts for patterns Adjust position sizing based on win rate Refine entry timing based on backtesting Final Tips for Success Start small - Paper trade or use tiny positions initially Focus on quality - Better to miss trades than take bad ones Stay disciplined - Stick to your rules even during losing streaks Adapt to conditions - What works in trending markets may fail in choppy conditions Keep learning - Markets evolve, so should your approach The opening range strategy is powerful because it captures natural market behavior, but like all strategies, it requires practice, discipline, and proper risk management to be profitable long-term.
مؤشر Pine Script®
من ‎Prospecttrades‎
Initial Balance Breakout Signals [LuxAlgo]The Initial Balance Breakout Signals help traders identify breakouts of the Initial Balance (IB) range. The indicator includes automatic detection of IB or can use custom sessions, highlights top and bottom IB extensions, custom Fibonacci levels, and goes further with an IB forecast with two different modes. 🔶 USAGE The initial balance is the price range made within the first hour of the trading session. It is an intraday concept based on the idea that high volume and volatility enter the market through institutional trading at the start of the session, setting the tone for the rest of the day. The initial balance is useful for gauging market sentiment, or, in other words, the relationship between buyers and sellers. Bullish sentiment: Price trades above the IB range. Mixed sentiment: Price trades within the IB range. Bearish sentiment: Price trades below the IB range. The initial balance high and low are important levels that many traders use to gauge sentiment. There are two main ideas behind trading around the IB range. IB Extreme Breakout: When the price breaks and holds the IB high or low, there is a high probability that the price will continue in that direction. IB Extreme Rejection: When the price tries to break those levels but fails, there is a high probability that it will reach the opposite IB extreme. This indicator is a complete Initial Balance toolset with custom sessions, breakout signals, IB extensions, Fibonacci retracements, and an IB forecast. All of these features will be explained in the following sections. 🔹 Custom Sessions and Signals By default, sessions for Initial Balance and breakout signals are in Auto mode. This means that Initial Balance takes the first hour of the trading session and shows breakout signals for the rest of the session. With this option, traders can use the tool for open range trading, making it highly versatile. The concept behind open range (OR) is the same as that of initial balance (IB), but in OR, the range is determined by the first minute, three or five minutes, or up to the first 30 minutes of the trading session. As shown in the image above, the top chart uses the Auto feature for the IB and Breakouts sessions. The bottom chart has the Auto feature disabled to use custom sessions for both parameters. In this case, the first three minutes of the trading session are used, turning the tool into an Open Range trading indicator. This chart shows another example of using custom sessions to display overnight NASDAQ futures sessions. The left chart shows a custom session from the Tokyo open to the London open, and the right chart shows a custom session from the London open to the New York open. The chart shows both the Asian and European sessions, their top and bottom extremes, and the breakout signals from those extremes. 🔹 Initial Balance Extensions Traders can easily extend both extremes of the Initial Balance to display their preferred targets for breakouts. Enable or disable any of them and set the IB percentage to use for the extension. As the chart shows, the percentage selected on the settings panel directly affects the displayed levels. Setting 25 means the tool will use a quarter of the detected initial balance range for extensions beyond the IB extremes. Setting 100 means the full IB range will be used. Traders can use these extensions as targets for breakout signals. 🔹 Fibonacci Levels Traders can display default or custom Fibonacci levels on the IB range to trade retracements and assess the strength of market movements. Each level can be enabled or disabled and customized by level, color, and line style. As we can see on the chart, after the IB was completed, prices were unable to fall below the 0.236 Fibonacci level. This indicates significant bullish pressure, so it is expected that prices will rise. Traders can use these levels as guidelines to assess the strength of the side trying to penetrate the IB. In this case, the sellers were unable to move the market beyond the first level. 🔹 Initial Balance Forecast The tool features two different forecasting methods for the current IB. By default, it takes the average of the last ten values and applies a multiplier of one. IB Against Previous Open: averages the difference between IB extremes and the open of the previous session. Filter by current day of the week: averages the difference between IB extremes and the open of the current session for the same day of the week. This feature allows traders to see the difference between the current IB and the average of the last IBs. It makes it very easy to interpret: if the current IB is higher than the average, buyers are in control; if it is lower than the average, sellers are in control. For example, on the left side of the chart, we can see that the last day was very bullish because the IB was completely above the forecasted value. This is the IB mean of the last ten trading days. On the right, we can see that on Monday, September 15, the IB traded slightly higher but within the forecasted value of the IB mean of the last ten Mondays. In this case, it is within expectations. 🔶 SETTINGS Display Last X IBs: Select how many IBs to display. Initial Balance: Choose a custom session or enable the Auto feature. Breakouts: Enable or disable breakouts. Choose custom session or enable the Auto feature. 🔹 Extensions Top Extension: Enable or disable the top extension and choose the percentage of IB to use. Bottom extension: Enable or disable the bottom extension and choose the percentage of IB to use. 🔹 Fibonacci Levels Display Fibonacci: Enable or disable Fibonacci levels. Reverse: Reverse Fibonacci levels. Levels, Colors & Style Display Labels: Enable or disable labels and choose text size. 🔹 Forecast Display Forecast: Select the forecast method. - IB Against Previous Open: Calculates the average difference between the IB high and low and the previous day's IB open price. - Filter by Current Day of Week: Calculates the average difference between the IB high and low and the IB open price for the same day of the week. Forecast Memory: The number of data points used to calculate the average. Forecast Multiplier: This multiplier will be applied to the average. Bigger numbers will result in wider predicted ranges. Forecast Colors: Choose from a variety of colors. Forecast Style: Choose a line style. 🔹 Style Initial Balance Colors Extension Transparency: Choose the extension's transparency. 0 is solid, and 100 is fully transparent.
مؤشر Pine Script®
من ‎LuxAlgo‎
16
Options Max Pain Calculator [BackQuant]Options Max Pain Calculator A visualization tool that models option expiry dynamics by calculating "max pain" levels, displaying synthetic open interest curves, gamma exposure profiles, and pin-risk zones to help identify where market makers have the least payout exposure. What is Max Pain? Max Pain is the theoretical expiration price where the total dollar value of outstanding options would be minimized. At this price level, option holders collectively experience maximum losses while option writers (typically market makers) have minimal payout obligations. This creates a natural gravitational pull as expiration approaches. Core Features Visual Analysis Components: Max Pain Line: Horizontal line showing the calculated minimum pain level Strike Level Grid: Major support and resistance levels at key option strikes Pin Zone: Highlighted area around max pain where price may gravitate Pain Heatmap: Color-coded visualization showing pain distribution across prices Gamma Exposure Profile: Bar chart displaying net gamma at each strike level Real-time Dashboard: Summary statistics and risk metrics Synthetic Market Modeling** Since Pine Script cannot access live options data, the indicator creates realistic synthetic open interest distributions based on configurable market parameters including volume patterns, put/call ratios, and market maker positioning. How It Works Strike Generation: The tool creates a grid of option strikes centered around the current price. You can control the range, density, and whether strikes snap to realistic market increments. Open Interest Modeling: Using your inputs for average volume, put/call ratios, and market maker behavior, the indicator generates synthetic open interest that mirrors real market dynamics: Higher volume at-the-money with decay as strikes move further out Adjustable put/call bias to reflect current market sentiment Market maker inventory effects and typical short-gamma positioning Weekly options boost for near-term expirations Pain Calculation: For each potential expiry price, the tool calculates total option payouts: Call options contribute pain when finishing in-the-money Put options contribute pain when finishing in-the-money The strike with minimum total pain becomes the Max Pain level Gamma Analysis: Net gamma exposure is calculated at each strike using standard option pricing models, showing where hedging flows may be most intense. Positive gamma creates price support while negative gamma can amplify moves. Key Settings Basic Configuration: Number of Strikes: Controls grid density (recommended: 15-25) Days to Expiration: Time until option expiry Strike Range: Price range around current level (recommended: 8-15%) Strike Increment: Spacing between strikes Market Parameters: Average Daily Volume: Baseline for synthetic open interest Put/Call Volume Ratio: Market sentiment bias (>1.0 = bearish, <1.0 = bullish) It does not work if set to 1.0 Implied Volatility: Current option volatility estimate Market Maker Factors: Dealer positioning and hedging intensity Display Options: Model Complexity: Simple (line only), Standard (+ zones), Advanced (+ heatmap/gamma) Visual Elements: Toggle individual components on/off Theme: Dark/Light mode Update Frequency: Real-time or daily calculation Reading the Display Dashboard Table (Top Right): Current Price vs Max Pain Level Distance to Pain: Percentage gap (smaller = higher pin risk) Pin Risk Assessment: HIGH/MEDIUM/LOW based on proximity and time Days to Expiry and Strike Count Model complexity level Visual Elements: Red Line: Max Pain level where payout is minimized Colored Zone: Pin risk area around max pain Dotted Lines: Major strike levels (green = support, orange = resistance) Color Bar: Pain heatmap (blue = high pain, red = low pain/max pain zones) Horizontal Bars: Gamma exposure (green = positive, red = negative) Yellow Dotted Line: Gamma flip level where hedging behavior changes Trading Applications Expiration Pinning: When price is near max pain with limited time remaining, there's increased probability of gravitating toward that level as market makers hedge their positions. Support and Resistance: High open interest strikes often act as magnets, with max pain representing the strongest gravitational pull. Volatility Expectations: Above gamma flip: Expect dampened volatility (long gamma environment) Below gamma flip: Expect amplified moves (short gamma environment) Risk Assessment: The pin risk indicator helps gauge likelihood of price manipulation near expiry, with HIGH risk suggesting potential range-bound action. Best Practices Setup Recommendations Start with Model Complexity set to "Standard" Use realistic strike ranges (8-12% for most assets) Set put/call ratio based on current market sentiment Adjust implied volatility to match current levels Interpretation Guidelines: Small distance to pain + short time = high pin probability Large gamma bars indicate key hedging levels to monitor Heatmap intensity shows strength of pain concentration Multiple nearby strikes can create wider pin zones Update Strategy: Use "Daily" updates for cleaner visuals during trading hours Switch to "Every Bar" for real-time analysis near expiration Monitor changes in max pain level as new options activity emerges Important Disclaimers This is a modeling tool using synthetic data, not live market information. While the calculations are mathematically sound and the modeling realistic, actual market dynamics involve numerous factors not captured in any single indicator. Max pain represents theoretical minimum payout levels and suggests where natural market forces may create gravitational pull, but it does not guarantee price movement or predict exact expiration levels. Market gaps, news events, and changing volatility can override these dynamics. Use this tool as additional context for your analysis, not as a standalone trading signal. The synthetic nature of the data makes it most valuable for understanding market structure and potential zones of interest rather than precise price prediction. Technical Notes The indicator uses established option pricing principles with simplified implementations optimized for Pine Script performance. Gamma calculations use standard financial models while pain calculations follow the industry-standard definition of minimized option payouts. All visual elements use fixed positioning to prevent movement when scrolling charts, and the tool includes performance optimizations to handle real-time calculation without timeout errors.
مؤشر Pine Script®
من ‎BackQuant‎
17