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Statistics

1BullBear™ StatisticsOverview 1BullBear™ Statistics is a comprehensive volume delta analysis tool that transforms raw order flow data into actionable visual insights. This indicator displays seven key metrics in a clean, gradient-based heatmap format below your price chart, helping you identify significant buying and selling pressure in real-time. Key Features: Seven Essential Metrics Volume - Total volume per bar with threshold highlighting Delta - Net buying/selling pressure (Buy Volume - Sell Volume) Cumulative Delta - Session-based running total of delta Delta Ratio - Delta expressed as a percentage of total volume Minimum - Lowest delta value within the bar's timeframe Maximum - Highest delta value within the bar's timeframe Standard Deviation - Statistical measure of delta volatility within the session Intelligent Gradient Visualization Dynamic color intensity based on historical significance Adaptive scaling using configurable lookback periods (10-200 bars) Threshold-based highlighting to immediately spot extreme values Separate bull/bear coloring for directional clarity Customizable transparency for optimal chart integration Flexible Configuration Toggle any metric on/off to focus on what matters Custom labels - rename metrics to your preference Independent color schemes for each row Adjustable thresholds for highlighting significant values Multiple text sizes from tiny to huge Session-aware calculations that reset at market open Real-Time Updates Confirmed bars display permanent historical data Current bar updates in real-time as price action develops Efficient rendering with automatic cleanup of previous bars Handles up to 500 boxes for extensive historical analysis How It Works The indicator uses TradingView's native volume delta data (sourced from lower timeframe aggregation) to calculate order flow statistics. Each metric is displayed as a colored box below the chart, with gradient intensity representing the value's significance relative to recent history. Gradient Logic: Stronger colors = more significant values relative to the lookback period Transparent backgrounds = values below threshold (filtered out) Color saturation scales from 0% to your set maximum opacity Session Management: Cumulative Delta and Standard Deviation reset at each new trading session Session detection uses exchange timezone for accurate daily calculations Historical lookback maintains a rolling window for gradient intensity I deal Use Cases Scalping & Day Trading - Identify aggressive buying/selling in real-time Order Flow Analysis - Understand market participant behavior Divergence Detection - Spot when price and delta disagree Volume Profile Context - Complement VP analysis with granular delta data Breakout Confirmation - Verify price moves with volume delta agreement Default Thresholds The indicator comes pre-configured with sensible defaults for futures trading: Volume: Highlights bars above 1,500 contracts Delta: Flags extremes beyond ±500 Delta Ratio: Alerts on imbalances beyond ±70% Min/Max: Range filter of ±10 for precision Std Dev: Highlights outliers beyond ±0.7 standard deviations Adjust these values based on your instrument and timeframe. Technical Notes Requires real-time volume delta data from your broker Works best on instruments with strong volume (futures, major stocks, crypto) Lower timeframe aggregation defaults to 1-second or 1-minute depending on chart timeframe Optimized performance with efficient array management and conditional rendering Compatibility Pine Script™ v6 All timeframes supported Best results on liquid instruments with reliable volume data Integrates seamlessly with other TradingView indicators Created by KweeBoss_ | Licensed under Mozilla Public License 2.0 Note: This indicator analyzes historical and real-time volume data. Past performance does not guarantee future results. Always combine with other forms of analysis and proper risk management.
مؤشر Pine Script®
من ‎KweeBoss_‎
2
Emerson v8.4 – Kulture Metrics🜂 Emerson v8.4 – Kulture Metrics “When volatility breathes, probability answers.” The Emerson Engine isn’t another indicator—it’s a precision instrument built to exploit the hidden mathematics of motion. Born from Kulture Metrics’ Nosreme lineage, this model fuses trend architecture, volatility anatomy, and Linetsky’s path-integral weighting into one living signal core. It doesn’t predict — it quantifies belief. Each trigger passes through three unforgiving filters: Classical Trend & Momentum Logic — directional strength, pure and unadulterated. Squeeze Regime Anticipation — volatility compression before the break. Path-Integral Confirmation — stochastic payoffs weighted by risk-free discounting and volatility density. The result? Only signals where the math, the market, and the moment all align — Absolute Confirmations. No noise. No guessing. No emotion. In practice, Emerson waits. It calculates. Then it strikes with surgical precision — entries that respect volatility, discount rates, and expected path contributions like a derivatives desk built into your chart. Each decision point carries the full weight of stochastic probability theory — the same principles driving modern option pricing — yet distilled into something you can read at a glance. Benefits that separate you from the herd: ✅ Trades filtered by volatility percentile and expected payoff distribution — not gut feel. ✅ Dotted bias line reveals the “probabilistic current” beneath price itself. ✅ Alerts trigger only when logic, momentum, and probability form a unanimous verdict. ✅ Dynamic macro-window shading adapts to volatility pressure in real time. ✅ Every entry inherently respects your risk, target, and discounting horizon. Emerson v8.4 doesn’t ask the market what’s happening — it tells it what must happen next, given the probabilities. It’s not designed to comfort. It’s designed to confirm. Kulture Metrics. Built for traders who understand that randomness is just order not yet resolved.
مؤشر Pine Script®
من ‎kulturemetrics‎
TraderMathLibrary "TraderMath" A collection of essential trading utilities and mathematical functions used for technical analysis, including DEMA, Fisher Transform, directional movement, and ADX calculations. dema(source, length)   Calculates the value of the Double Exponential Moving Average (DEMA).   Parameters:      source (float) : (series int/float) Series of values to process.      length (simple int) : (simple int) Length for the smoothing parameter calculation.   Returns: (float) The double exponentially weighted moving average of the `source`. roundVal(val)   Constrains a value to the range .   Parameters:      val (float) : (float) Value to constrain.   Returns: (float) Value limited to the range . fisherTransform(length)   Computes the Fisher Transform oscillator, enhancing turning point sensitivity.   Parameters:      length (int) : (int) Lookback length used to normalize price within the high-low range.   Returns: (float) Fisher Transform value. dirmov(len)   Calculates the Plus and Minus Directional Movement components (DI+ and DI−).   Parameters:      len (simple int) : (int) Lookback length for directional movement.   Returns: (float ) Array containing . adx(dilen, adxlen)   Computes the Average Directional Index (ADX) based on DI+ and DI−.   Parameters:      dilen (simple int) : (int) Lookback length for directional movement calculation.      adxlen (simple int) : (int) Smoothing length for ADX computation.   Returns: (float) Average Directional Index value (0–100).
مكتبة Pine Script®
من ‎tkarolak‎
VWAP Kalman FilterOverview This indicator applies Kalman filtering techniques to Volume Weighted Average Price (VWAP) calculations, providing a statistically optimized approach to VWAP analysis. The Kalman filter reduces noise while maintaining responsiveness to genuine price movements, addressing common VWAP limitations in volatile or low-volume conditions. Technical Implementation Kalman Filter Mathematics The indicator implements a state-space model for VWAP estimation: - Prediction Step: x̂(k|k-1) = x̂(k-1|k-1) + v(k-1) - Update Step: x̂(k|k) = x̂(k|k-1) + K(k) - Kalman Gain: K(k) = P(k|k-1) / (P(k|k-1) + R) Where: - x̂ = estimated VWAP state - K = Kalman gain (adaptive weighting factor) - P = error covariance - R = measurement noise - Q = process noise - v = optional velocity component Core Components Dual VWAP System - Standard VWAP: Traditional volume-weighted calculation - Kalman-filtered VWAP: Noise-reduced estimation with optional velocity tracking - Real-time divergence measurement between filtered and unfiltered values Adaptive Filtering - Process Noise (Q): Controls adaptation to price changes (0.001-1.0) - Measurement Noise (R): Determines smoothing intensity (0.01-5.0) - Optional velocity tracking for momentum-based filtering Multi-Timeframe Anchoring - Session, Weekly, Monthly, Quarterly, and Yearly anchor periods - Automatic Kalman state reset on anchor changes - Maintains VWAP integrity across timeframes Features Visual Components - Dual VWAP Lines: Compare filtered vs. unfiltered in real-time - Dynamic Bands: Three-level deviation bands (1σ, 2σ, 3σ) - Trend Coloring: Automatic color adaptation based on price position - Cloud Visualization: Highlights divergence between standard and Kalman VWAP - Signal Markers: Crossover and band-touch indicators Trading Signals - VWAP crossover detection with Kalman filtering - Band touch alerts at multiple standard deviation levels - Velocity-based momentum confirmation (optional) - Divergence warnings when filtered/unfiltered values separate Information Display - Real-time VWAP values (both standard and filtered) - Trend direction indicator - Velocity/momentum reading (when enabled) - Divergence percentage calculation - Anchor period display Input Parameters VWAP Settings - Anchor Period: Choose calculation reset period - Band Multipliers: Customize deviation band distances - Display Options: Toggle standard VWAP and bands Kalman Parameters - Length: Base period for calculations (5-200) - Process Noise (Q: Higher values increase responsiveness - Measurement Noise (R): Higher values increase smoothing - Velocity Tracking: Enable momentum-based filtering Visual Controls - Toggle filtered/unfiltered VWAP display - Band visibility options - Signal markers on/off - Cloud fill between VWAPs - Bar coloring by trend Use Cases Noise Reduction Particularly effective during: - Low volume periods (pre-market, lunch hours) - Volatile market conditions - Fast-moving markets where standard VWAP whipsaws Trend Identification - Cleaner trend signals with reduced false crosses - Earlier trend detection through velocity component - Confirmation through divergence analysis Support/Resistance - Filtered VWAP provides more stable S/R levels - Bands adapt to filtered values for better zone identification - Reduced false breakout signals Technical Advantages 1. Optimal Estimation: Mathematically optimal under Gaussian noise assumptions 2. Adaptive Response: Self-adjusting to market conditions 3. Predictive Element: Velocity component provides forward-looking insight 4. Noise Immunity: Superior noise rejection vs. simple moving average smoothing Limitations - Assumes linear price dynamics - Requires parameter optimization for different instruments - May lag during sudden volatility regime changes - Not suitable as standalone trading system Mathematical Background Based on control systems theory, the Kalman filter provides recursive Bayesian estimation originally developed for aerospace applications. This implementation adapts the algorithm specifically for financial time series, maintaining VWAP's volume-weighted properties while adding statistical filtering. Comparison with Standard VWAP Standard VWAP Issues Addressed: - Choppy behavior in low volume - Whipsaws around VWAP line - Lag in trend identification - Noise in deviation bands Kalman VWAP Benefits: - Smooth yet responsive line - Fewer false signals - Optional momentum tracking - Statistically optimized filtering Alert Conditions The indicator includes several pre-configured alert conditions: - Bullish/Bearish VWAP crosses - Upper/Lower band touches - High divergence warnings - Velocity shifts (if enabled) --- This open-source indicator is provided as-is for educational and trading purposes. No guarantees are made regarding trading performance. Users should conduct their own testing and validation before using in live trading.
مؤشر Pine Script®
من ‎yundore‎
Info de Vela 1m1-Minute Candle Info Dashboard (Real-Time) Overview This is a lightweight, real-time dashboard designed specifically for 1-minute (1m) scalping. It provides critical, non-lagging data about the current 1-minute candle, helping you make split-second decisions on stop-loss placement and risk assessment.The table updates on every tick without flickering or repainting. Key Features (Real-Time Table) The dashboard displays three key metrics about the current 1m candle:Time Remaining: A simple countdown timer showing the exact seconds remaining until the current candle closes (e.g., "00:34").Dist. to Extreme (Ticks): This is the core function for scalping. It calculates the distance (in ticks) from the current price to the furthest extreme of the candle (i.e., max(high - close, close - low)). This is ideal for traders who base their stop-loss on the current candle's range.Total Candle Range (Ticks): Displays the full high-to-low range of the current candle in ticks, giving you an instant read on volatility. How to Use This tool is designed to solve one problem: speed.Instead of manually measuring the distance for your stop-loss on every candle, you can instantly read the exact tick value from the table. This allows you to calculate your position size (lotage) much faster, which is essential in a fast-moving 1m environment. REQUIREMENT:This indicator is designed to work ONLY on the 1-minute (1m) timeframe. It will display an error and show no data on any other chart.
مؤشر Pine Script®
من ‎igng44‎
[AA] - Market Valuation (Mean Based) - Market Valuation (Mean Based) What it does This indicator estimates whether price is overvalued, undervalued, or fairly valued relative to its structural mean across multiple lookback windows. It builds a single normalized oscillator from short-, mid-, and long-term ranges so traders can quickly see when price is stretched away from equilibrium. This is not a mashup of existing tools. It’s a custom mean-deviation model that aggregates multi-window range positioning into one score. How it works (concepts) For each lookback length (13, 25, 30, 50, 100, 200): Range & midpoint: Highest high H and lowest low L. Structural midpoint Mid = (H + L)/2. Normalized deviation: Dev = (Close − Mid) / (H − L) → location of price within its own range. Aggregation: The oscillator z_struct is the average of the deviations from the five windows. Result: a smoothed, dimensionless value (roughly −1 to +1 in typical markets) showing multi-horizon displacement from the mean. Plots & levels Oscillator (area): z_struct Reference lines: +0.40 (OB), 0.00 (equilibrium), −0.30 (OS) Coloring: Red when z_struct > OB (extended above mean) Blue when z_struct < OS (extended below mean) White in between Suggested use Mean reversion context: Fade extremes in range-bound conditions; take profits into OB/OS. Trend awareness: In strong trends, extremes can persist—use levels as exhaustion context rather than standalone entry. Filter/confirm: Combine with your trend filter or structure tools to time pullbacks and avoid chasing extended moves. Inputs Lookbacks: 13, 25, 30, 50, 100, 200 Thresholds: OB = 0.40, OS = −0.30 Notes & limitations Works on the current symbol/timeframe only; no security() calls and no repainting beyond normal bar completion. In very tight or flat ranges (H ≈ L), normalized deviations can become sensitive; consider longer windows or higher timeframes. This is an indicator, not a strategy. No signals are generated; use with risk management. Originality statement This script implements an original, multi-window mean-deviation aggregation. It does not replicate a built-in or a public indicator; its purpose is to quantify cross-horizon valuation in a single, normalized measure.
مؤشر Pine Script®
من ‎AbvAvg_‎
Dashboard — Vol & PriceDashboard for traders Indicator Description 1. Prev Day High What it shows: the previous trading day's high. Why it shows: a resistance level. Many traders watch to see if the price will hold above or below this level. A breakout can signal buying strength. 2. Prev Day Low What it shows: the previous day's low. Why it shows: a support level. If the price breaks downwards, it signals weakness and a possible continuation of the decline. 3. Today What it shows: The difference between the current price and yesterday's close (in absolute values ​​and as a percentage). Color: green for an increase, red for a decrease. Why it shows: immediately shows how strong a gap or movement is today relative to yesterday. This is an indicator of current momentum. 4. ADR, % (Average Daily Range) What it shows: Average daily range (High – Low), expressed as a percentage of the closing price, for the selected period (default 7 days). Why it's useful: To understand the "normal" volatility of an instrument. For example, if the ADR is 3%, then a 1% move is small, while a 6% move is very large. 5. ATR (Average True Range) What it shows: Average fluctuation range (including gaps), in absolute points, for the specified period (default 7 days). Why it's useful: A classic volatility indicator. Useful for setting stops, calculating position sizes, and identifying "noise" movements. 6. ATR (Today), % What it shows: How much the current movement today (from yesterday's close to the current price) represents in % of the average ATR. Why it shows: Shows whether the instrument has "played out" its average range. If the value is already >100%, there is a high probability that the movement will begin to slow. 7. Vol (Today) What it shows: Current trading volume for the day (in millions/billions). Comparison with yesterday as a percentage (for example: 77.32M (-52.78%)). Color: green if the volume is higher than yesterday; red if lower. Why it shows:Quickly shows whether the market is active today. Volume = fuel for price movement. 8. Avg Vol (20d) What it shows: Average daily volume over the last 20 trading days. Why it's useful:"normal" activity level. It's a convenient backdrop for assessing today's turnover. 9. Rel. Vol (Today), % (Relative Volume) What it shows: Deviation of the current volume from the average (20 days). Formula: `(today / average - 1)` * 100`. +30% = volume 30% above average, -40% = 40% below average. Color: green for +, red for –. Why it's useful:A key indicator for a trader. If RelVol > 100% (green), the market is "charged," and the movement is more significant. If low, activity is weak and movements are less reliable. 10. Normalized RS (Relative Strength) What it shows: the relative strength of a stock to a selected benchmark (e.g., SPY), normalized by the period (default 7 days). 100 = same result as the market. > 100 = the stock is stronger than the index. <100 = weaker than the index. Why it's needed: filtering ideas. Strong stocks rise faster when the market rises, weak stocks fall more sharply. This helps trade in the direction of the trend and select the best candidates. In summary: Prev High / Low — key support and resistance levels. Today — an instant understanding of the current momentum. ADR and ATR — volatility and potential movement. ATR (Today) — how much the instrument has already "run." Vol + Rel.Vol — activity and confirmation of the movement's strength. RS — selecting strong/weak leaders against the market.
مؤشر Pine Script®
من ‎finrangecom‎
Index Weighted Returns [SS]This is the index weighted return indicator. It supports a few ETFs, including: SPY/SPX QQQ/NDX ARKK SMH UFO XBI QTUM What it does is it takes the top, approximately 40, of the most heavily weighted tickers on the ETF, monitors their returns using the request security function, and then uses their weight to calculate the synthetic returns of the ETF of interest. For example, in the chart we have SMH. The indicator is looking at the top weighted tickers of SMH, calculating their returns, adjusting it for their individual weight on SMH and then predicting the expected return of SMH based on the weighing and holding's returns themselves. How to Use it The indicator is pretty straight forward, you select which ever index you are on and your desired timeframe (you can do as low as 30-Minutes or as high as monthly or quarterly). The indicator will then retrieve the top holdings for that ticker, their corresponding weights and calculate the expected daily return based on the weight and return of these tickers. It will plot this return for you on the chart. Other Options There is an optional table for you to view the actual weight, ticker composition and period returns for each of the top x tickers for an index. You can simply toggle "Show Table" in the settings menu, and it will show you the list of all tickers included, their period returns and their weight on the ETF. Tips for Use Works well to see when an index may be over the actual top weighted tickers, implying a pullback/sell, or under. For example: SPY today fell well below its top tickers and is currently rallying back up to the expected close range. You can see in the primary chart, SMH fell below and returned to its balance, being at the expected close range based on its component tickers. That is the indicator! Its simple but powerful! Hope you enjoy and as always, safe trades!
مؤشر Pine Script®
من ‎Steversteves‎
Candle Tick Size + Value TableCandle Tick Size + Value Table This indicator calculates and displays the tick size and monetary value of each candle for the selected instrument. It shows a vertical table in the top-right corner of your chart with the following columns: Time – the timestamp of each candle (HH:MM) Ticks – the candle’s range converted to whole ticks Value – total value in dollars based on your cost per tick and number of contracts Features: Configurable number of recent candles to display Supports custom point-to-tick ratio, cost per tick, and contracts Table colors and font are fully customizable Provides a quick visual reference of the most recent candle sizes and values Use Case: Ideal for futures traders, scalpers, or day traders who want to quickly see candle ranges in ticks and monetary value per trade, helping with position sizing and risk management.
مؤشر Pine Script®
من ‎redbike79‎
Monthly Trend Heatmap – Price Change by MonthThis indicator analyzes multi-year monthly price seasonality and displays it as a clear table of percentage returns for each month, from 2013 to the current year. By calculating the monthly open-to-close percentage change, it helps traders quickly identify recurring seasonal trends, positive or negative months, and long-term behavioral patterns of the selected market. The goal of this tool is to make seasonal analysis accessible to everyday traders by presenting the data visually in a simple, structured, and easy-to-interpret format. How It Works The script must be used on a 1-Month chart. For each month and each year, the indicator calculates: Monthly return = (Monthly Close – Monthly Open) / Monthly Open × 100 The result is plotted inside a table, with green for positive months and red for negative months. Data auto-updates as new monthly candles form. This tool is not a signal generator and does not tell you when to buy or sell. It is a statistical seasonality visualizer meant to enhance decision-making. The information provided is for educational and informational purposes only and should not be interpreted as financial, investment, or trading advice. Trading and investing in the stock market involve a high level of risk, including the potential loss of capital. Past performance does not guarantee future results, and no strategy or analysis can assure profits or prevent losses. All examples, charts, scripts, indicators, or market discussions are strictly for demonstration, learning, and analytical purposes. No warranties or guarantees are made regarding accuracy, completeness, or future performance.
مؤشر Pine Script®
من ‎ssp_vision‎
Smart Flow Tracker [The_lurker] Smart Flow Tracker (SFT): Advanced Order Flow Tracking Indicator Overview Smart Flow Tracker (SFT) is an advanced indicator designed for real-time tracking and analysis of order flows. It focuses on detecting institutional patterns, massive orders, and potential reversals through analysis of lower timeframes (Lower Timeframe) or live ticks. It provides deep insights into market behavior using a multi-layered intelligent detection system and a clear visual interface, giving traders a competitive edge. SFT focuses on trade volumes, directions, and frequencies to uncover unusual activity that may indicate institutional intervention, massive orders, or manipulation attempts (traps). Indicator Operation Levels SFT operates on three main levels: 1. Microscopic Monitoring: Tracks every trade at precise timeframes (down to one second), providing visibility not available in standard timeframes. 2. Advanced Statistical Analysis: Calculates averages, deviations, patterns, and anomalies using precise mathematical algorithms. 3. Behavioral Artificial Intelligence: Recognizes behavioral patterns such as hidden institutional accumulation, manipulation attempts and traps, and potential reversal points. Key Features SFT features a set of advanced functions to enhance the trader's experience: 1. Intelligent Order Classification System: Classifies orders into six categories based on size and pattern: - Standard: Normal orders with typical size. - Significant 💎: Orders larger than average by 1.5 times. - Major 🔥: Orders larger than average by 2.5 times. - Massive 🐋: Orders larger than average by 3 times. - Institutional 🏛️: Consistent patterns indicating institutional activity. - Reversal 🔄: Large orders indicating direction change. - Trap ⚠️: Patterns that may be price traps. 2. Institutional Patterns Detection: Tracks sequences of similar-sized orders, detects organized institutional activity, and is customizable (number of trades, variance ratio). 3. Reversals Detection: Compares recent flows with previous ones, detects direction shifts from up to down or vice versa, and operates only on large orders (Major/Massive/Institutional). 4. Traps Detection: Identifies sequences of large orders in one direction, followed by an institutional order in the opposite direction, with early alerts for false moves. 5. Flow Delta Bar: Displays the difference between buy and sell volumes as a percentage for balance, with instant updates per trade. 6. Dynamic Statistics Panel: Displays overall buy and sell ratios with real-time updates and interactive colors. How It Works and Understanding SFT relies on logical sequential stages for data processing: A. Data Collection: Uses the `request.security_lower_tf()` function to extract data from a lower timeframe (like 1S) even on a higher timeframe (like 5D). For each time unit, it calculates: - Adjusted Volume: Either normal volume or "price-weighted volume" (hlc3 * volume) based on user choice. - Trade Direction: Compared to previous close (rise → buy, fall → sell). B. Building Temporary Memory: Maintains a dynamic list (sizeHistory) of the last 100 trade sizes, continuously calculating the moving average (meanSize). C. Intelligent Classification: Compares each new trade to the average: - > 1.5 × average → Significant. - > 2.5 × average → Major. - > 3.0 × average → Massive. - Institutional Patterns Check: A certain number of trades (e.g., 5) with a specified variance ratio (±5%) → Institutional. D. Advanced Detection: - Reversal: Compares buy/sell totals in two consecutive periods. - Trap: Sequence of large trades in one direction followed by an opposite institutional trade. E. Display and Alerts: Results displayed in an automatically updated table, with option to enable alerts for notable events. Settings (Fully Customizable) SFT offers extensive options to adapt to the trader's needs: A. Display Settings: - Language: English / Arabic. - Table Position: 9 options (e.g., Top Right, Middle Right, Bottom Left). - Display Size: Tiny / Small / Normal / Large. - Max Rows: 10–100. - Enable Flow Delta Bar: Yes / No. - Enable Statistics Panel: Yes / No (displays buy/sell % ratio). B.- Technical Settings: - Data Source: Lower Timeframe / Live Tick (simulation). - Timeframe: Optional (e.g., 1S, 5S, 1). - Calculation Type: Volume / Price Volume. C. Intelligent Detection System: - Enable Institutional Patterns Detection. - Pattern Length: 3–20 trades. - Allowed Variance Ratio: 1%–20%. - Massive Orders Detection Factor: 2.0–10.0. D. Classification Criteria: - Significant Orders Factor: 1.2–3.0. - Major Orders Factor: 2.0–5.0. E. **Advanced Detection**: - Enable Reversals Detection (with review period). - Enable Traps Detection (with minimum sequence limit). F. Alerts System: - Enable for each type: Massive orders, institutional patterns, reversals, traps, severe imbalance (60%–90%). G. Color System: Manual customization for each category: - Standard Buy 🟢: Dark gray green. - Standard Sell 🔴: Dark gray red. - Significant Buy 🟢: Medium green. - Significant Sell 🔴: Medium red. - Major Orders 🟣: Purple. - Massive Orders 🟠: Orange. - Institutional 🟦: Sky blue. - Reversal 🔵: Blue. - Trap 🟣: Pink-purple. Target Audiences SFT benefits a wide range of traders and investors: 1. Scalpers: Instant detection of large orders, liquidity points identification, avoiding traps in critical moments. 2. Day Traders: Tracking smart money footprint, determining real session direction, early reversals detection. 3. Swing Traders: Confirming trend strength, detecting institutional accumulation/distribution, identifying optimal entry points. 4. Investors: Understanding true market sentiments, avoiding entry at false peaks, identifying real value zones. ⚠️ Disclaimer: This indicator is for educational and analytical purposes only. It does not constitute financial, investment, or trading advice. Use it in conjunction with your own strategy and risk management. Neither TradingView nor the developer is liable for any financial decisions or losses. Smart Flow Tracker (SFT): مؤشر متقدم لتتبع تدفقات الأوامر نظرة عامة Smart Flow Tracker (SFT) مؤشر متقدم مصمم لتتبع وتحليل تدفقات الأوامر في الوقت الفعلي. يركز على كشف الأنماط المؤسسية، الأوامر الضخمة، والانعكاسات المحتملة من خلال تحليل الأطر الزمنية الأقل (Lower Timeframe) أو التيك الحي. يوفر رؤية عميقة لسلوك السوق باستخدام نظام كشف ذكي متعدد الطبقات وواجهة مرئية واضحة، مما يمنح المتداولين ميزة تنافسية. يركز SFT على حجم الصفقات، اتجاهها، وتكرارها لكشف النشاط غير العادي الذي قد يشير إلى تدخل مؤسسات، أوامر ضخمة، أو محاولات تلاعب (فخاخ). مستويات عمل المؤشر يعمل SFT على ثلاثة مستويات رئيسية: 1. المراقبة المجهرية: يتتبع كل صفقة على مستوى الأطر الزمنية الدقيقة (حتى الثانية الواحدة)، مما يوفر رؤية غير متوفرة في الأطر الزمنية العادية. 2. التحليل الإحصائي المتقدم: يحسب المتوسطات، الانحرافات، الأنماط، والشذوذات باستخدام خوارزميات رياضية دقيقة. 3. الذكاء الاصطناعي السلوكي: يتعرف على أنماط سلوكية مثل التراكم المؤسسي المخفي، محاولات التلاعب والفخاخ، ونقاط الانعكاس المحتملة. الميزات الرئيسية يتميز SFT بمجموعة من الوظائف المتقدمة لتحسين تجربة المتداول: 1. نظام تصنيف الأوامر الذكي: يصنف الأوامر إلى ست فئات بناءً على الحجم والنمط: - Standard (قياسي)**: أوامر عادية بحجم طبيعي. - Significant 💎 (مهم)**: أوامر أكبر من المتوسط بـ1.5 ضعف. - Major 🔥 (كبير)**: أوامر أكبر من المتوسط بـ2.5 ضعف. - Massive 🐋 (ضخم)**: أوامر أكبر من المتوسط بـ3 أضعاف. - Institutional 🏛️ (مؤسسي)**: أنماط متسقة تشير إلى نشاط مؤسسي. - Reversal 🔄 (انعكاس)**: أوامر كبيرة تشير إلى تغيير اتجاه. - Trap ⚠️ (فخ)**: أنماط قد تكون فخاخًا سعرية. 2. كشف الأنماط المؤسسية: يتتبع تسلسل الأوامر المتشابهة في الحجم، يكشف النشاط المؤسسي المنظم، وقابل للتخصيص (عدد الصفقات، نسبة التباين). 3. كشف الانعكاسات: يقارن التدفقات الأخيرة بالسابقة، يكشف تحول الاتجاه من صعود إلى هبوط أو العكس، ويعمل فقط على الأوامر الكبيرة (Major/Massive/Institutional). 4. كشف الفخاخ: يحدد تسلسل أوامر كبيرة في اتجاه واحد، يليها أمر مؤسسي في الاتجاه المعاكس، مع تنبيه مبكر للحركات الكاذبة. 5. شريط دلتا التدفق: يعرض الفرق بين حجم الشراء والبيع كنسبة مئوية للتوازن، مع تحديث فوري لكل صفقة. 6. لوحة إحصائيات ديناميكية: تعرض نسبة الشراء والبيع الإجمالية مع تحديث لحظي وألوان تفاعلية. طريقة العمل والفهم يعتمد SFT على مراحل منطقية متسلسلة لمعالجة البيانات: أ. جمع البيانات: يستخدم دالة `request.security_lower_tf()` لاستخراج بيانات من إطار زمني أدنى (مثل 1S) حتى على إطار زمني أعلى (مثل 5D). لكل وحدة زمنية، يحسب: - الحجم المعدّل: إما الحجم العادي (volume) أو "الحجم المرجّح بالسعر" (hlc3 * volume) حسب الاختيار. - اتجاه الصفقة: مقارنة الإغلاق الحالي بالسابق (ارتفاع → شراء، انخفاض → بيع). ب. بناء الذاكرة المؤقتة: يحتفظ بقائمة ديناميكية (sizeHistory) لآخر 100 حجم صفقة، ويحسب المتوسط المتحرك (meanSize) باستمرار. ج. التصنيف الذكي: يقارن كل صفقة جديدة بالمتوسط: - > 1.5 × المتوسط → Significant. - > 2.5 × المتوسط → Major. - > 3.0 × المتوسط → Massive. - فحص الأنماط المؤسسية: عدد معين من الصفقات (مثل 5) بنسبة تباين محددة (±5%) → Institutional. د. الكشف المتقدم: - الانعكاس: مقارنة مجموع الشراء/البيع في فترتين متتاليتين. - الفخ: تسلسل صفقات كبيرة في اتجاه واحد يتبعها صفقة مؤسسية معاكسة. هـ. العرض والتنبيه: عرض النتائج في جدول محدّث تلقائيًا، مع إمكانية تفعيل تنبيهات للأحداث المميزة. لإعدادات (قابلة للتخصيص بالكامل) يوفر SFT خيارات واسعة للتكييف مع احتياجات المتداول: أ. إعدادات العرض: - اللغة: English / العربية. - موقع الجدول: 9 خيارات (مثل Top Right, Middle Right, Bottom Left). - حجم العرض: Tiny / Small / Normal / Large. - الحد الأقصى للصفوف: 10–100. - تفعيل شريط دلتا التدفق: نعم / لا. - تفعيل لوحة الإحصائيات: نعم / لا (تعرض نسبة الشراء/البيع %). ب. الإعدادات التقنية: - مصدر البيانات: Lower Timeframe / Live Tick (محاكاة). - الإطار الزمني: اختياري (مثل 1S, 5S, 1). - نوع الحساب: Volume / Price Volume. ج. نظام الكشف الذكي: - تفعيل كشف الأنماط المؤسسية. - طول النمط: 3–20 صفقة. - نسبة التباين: 1%–20%. - عامل كشف الأوامر الضخمة: 2.0–10.0. د. معايير التصنيف: - عامل الأوامر المهمة: 1.2–3.0. - عامل الأوامر الكبرى: 2.0–5.0. هـ. الكشف المتقدم: - تفعيل كشف الانعكاسات (مع فترة مراجعة). - تفعيل كشف الفخاخ (مع حد أدنى للتسلسل). و. نظام التنبيهات: - تفعيل لكل نوع: أوامر ضخمة، أنماط مؤسسية، انعكاسات، فخاخ، عدم توازن شديد (60%–90%). ز. نظام الألوان**: تخصيص يدوي لكل فئة: - شراء قياسي 🟢: أخضر رمادي داكن. - بيع قياسي 🔴: أحمر رمادي داكن. - شراء مهم 🟢: أخضر متوسط. - بيع مهم 🔴: أحمر متوسط. - أوامر كبرى 🟣: بنفسجي. - أوامر ضخمة 🟠: برتقالي. - مؤسسي 🟦: أزرق سماوي. - انعكاس 🔵: أزرق. - فخ 🟣: وردي-أرجواني. الفئات المستهدفة يستفيد من SFT مجموعة واسعة من المتداولين والمستثمرين: 1. السكالبرز (Scalpers): كشف لحظي للأوامر الكبيرة، تحديد نقاط السيولة، تجنب الفخاخ في اللحظات الحرجة. 2. المتداولون اليوميون (Day Traders): تتبع بصمة الأموال الذكية، تحديد اتجاه الجلسة الحقيقي، كشف الانعكاسات المبكرة. 3. المتداولون المتأرجحون (Swing Traders): تأكيد قوة الاتجاه، كشف التراكم/التوزيع المؤسسي، تحديد نقاط الدخول المثلى. 4. المستثمرون: فهم معنويات السوق الحقيقية، تجنب الدخول في قمم كاذبة، تحديد مناطق القيمة الحقيقية. ⚠️ إخلاء مسؤولية: هذا المؤشر لأغراض تعليمية وتحليلية فقط. لا يُمثل نصيحة مالية أو استثمارية أو تداولية. استخدمه بالتزامن مع استراتيجيتك الخاصة وإدارة المخاطر. لا يتحمل TradingView ولا المطور مسؤولية أي قرارات مالية أو خسائر.
مؤشر Pine Script®
من ‎The_lurker‎
6
Risk & Position DashboardRisk & Position Dashboard Overview The Risk & Position Dashboard is a comprehensive trading tool designed to help traders calculate optimal position sizes, manage risk, and visualize potential profit/loss scenarios before entering trades. This indicator provides real-time calculations for position sizing based on account size, risk percentage, and stop-loss levels, while displaying multiple take-profit targets with customizable risk-reward ratios. Key Features Position Sizing & Risk Management: Automatic position size calculation based on account size and risk percentage Support for leveraged trading with maximum leverage limits Fractional shares support for brokers that allow partial share trading Real-time fee calculation including entry, stop-loss, and take-profit fees Break-even price calculation including trading fees Multi-Target Profit Management: Support for up to 3 take-profit levels with individual portion allocations Customizable risk-reward ratios for each take-profit target Visual profit/loss zones displayed as colored boxes on the chart Individual profit calculations for each take-profit level Visual Dashboard: Clean, customizable table display showing all key metrics Configurable label positioning and styling options Real-time tracking of whether stop-loss or take-profit levels have been reached Color-coded visual zones for easy identification of risk and reward areas Advanced Configuration: Comprehensive input validation and error handling Support for different chart timeframes and symbols Customizable colors, fonts, and display options Hide/show individual data fields for personalized dashboard views How to Use Set Account Parameters: Configure your account size, maximum risk percentage per trade, and trading fees in the "Account Settings" section. Define Trade Setup: Use the "Entry" time picker to select your entry point on the chart, then input your entry price and stop-loss level. Configure Take Profits: Set your desired risk-reward ratios and portion allocations for each take-profit level. The script supports 1-3 take-profit targets. Analyze Results: The dashboard will automatically calculate and display position size, number of shares, potential profits/losses, fees, and break-even levels. Visual Confirmation: Colored boxes on the chart show profit zones (green) and loss zones (red), with lines extending to current price levels. Reset Entry and SL: You can easily reset the entry and stop-loss by clicking the "Reset points..." button from the script's "More" menu. This is useful if you want to quickly clear your current trade setup and start fresh without manually adjusting the points on the chart. Calculations The script performs sophisticated calculations including: Position size based on risk amount and price difference between entry and stop-loss Leverage requirements and position amount calculations Fee-adjusted risk-reward ratios for realistic profit expectations Break-even price including all trading costs Individual profit calculations for partial position closures Detailed Take-Profit Calculation Formula: The take-profit prices are calculated using the following mathematical formula: // Core variables: // risk_amount = account_size * (risk_percentage / 100) // total_risk_per_share = |entry_price - sl_price| + (entry_price * fee%) + (sl_price * fee%) // shares = risk_amount / total_risk_per_share // direction_factor = 1 for long positions, -1 for short positions // Take-profit calculation: net_win = total_risk_per_share * shares * RR_ratio tp_price = (net_win + (direction_factor * entry_price * shares) + (entry_price * fee% * shares)) / (direction_factor * shares - fee% * shares) Step-by-step example for a long position (based on screenshot): Account Size: 2,000 USDT, Risk: 2% = 40 USDT Entry: 102,062.9 USDT, Stop Loss: 102,178.4 USDT, Fee: 0.06% Risk per share: |102,062.9 - 102,178.4| + (102,062.9 × 0.0006) + (102,178.4 × 0.0006) = 115.5 + 61.24 + 61.31 = 238.05 USDT Shares: 40 ÷ 238.05 = 0.168 shares (rounded to 0.17 in display) Position Size: 0.17 × 102,062.9 = 17,350.69 USDT Position Amount (with 9x leverage): 17,350.69 ÷ 9 = 1,927.85 USDT For 2:1 RR: Net win = 238.05 × 0.17 × 2 = 80.94 USDT TP1 price = (80.94 + (1 × 102,062.9 × 0.17) + (102,062.9 × 0.0006 × 0.17)) ÷ (1 × 0.17 - 0.0006 × 0.17) = 101,464.7 USDT For 3:1 RR: TP2 price = 101,226.7 USDT (following same formula with RR=3) This ensures that after accounting for all fees, the actual risk-reward ratio matches the specified target ratio. Risk Management Features Maximum Trade Amount: Optional setting to limit position size regardless of account size Leverage Limits: Built-in maximum leverage protection Fee Integration: All calculations include realistic trading fees for accurate expectations Validation: Automatic checking that take-profit portions sum to 100% Historical Tracking: Visual indication when stop-loss or take-profit levels are reached (within last 5000 bars) Understanding Max Trade Amount - Multiple Simultaneous Trades: The "Max Trade Amount" feature is designed for traders who want to open multiple positions simultaneously while maintaining proper risk management. Here's how it works: Key Concept: - Risk percentage (2%) always applies to your full Account Size - Max Trade Amount limits the capital allocated per individual trade - This allows multiple trades with full risk on each trade Example from Screenshot: Account Size: 2,000 USDT Max Trade Amount: 500 USDT Risk per Trade: 2% × 2,000 = 40 USDT per trade Stop Loss Distance: 0.11% from entry Result: Position Size = 17,350.69 USDT with 35x leverage Total Risk (including fees): 40.46 USDT Multiple Trades Strategy: With this setup, you can open: Trade 1: 40 USDT risk, 495.73 USDT position amount (35x leverage) Trade 2: 40 USDT risk, 495.73 USDT position amount (35x leverage) Trade 3: 40 USDT risk, 495.73 USDT position amount (35x leverage) Trade 4: 40 USDT risk, 495.73 USDT position amount (35x leverage) Total Portfolio Exposure: - 4 simultaneous trades = 4 × 495.73 = 1,982.92 USDT position amount - Total risk exposure = 4 × 40 = 160 USDT (8% of account)
مؤشر Pine Script®
من ‎HllN‎
CB Spot v BN Futs Premium by Chop324Coinbase Spot vs Binance Futures Premium Tracker What This Indicator Does: This indicator automatically tracks the price premium or discount between Coinbase spot prices and Binance perpetual futures for any cryptocurrency you're viewing. It works dynamically with whatever ticker you load it on - no manual configuration needed. How It Works: The script extracts the base currency from your current chart (BTC, ETH, SOL, etc.) and automatically constructs the corresponding tickers: Coinbase Spot: COINBASE: USD Binance Perpetual Futures: BINANCE: USDT.P It then calculates the simple price difference: Coinbase Spot - Binance Futures Visual Display: The premium/discount is plotted as a histogram: Green columns: Coinbase trading at a premium (higher than Binance) Red columns: Coinbase trading at a discount (lower than Binance) Baseline at 0: Represents price parity between exchanges Why This Matters: Coinbase premium is a useful market sentiment indicator, particularly for institutional/US retail activity: Positive premium: Often indicates strong US-based buying pressure Negative premium: May suggest selling pressure or capital flowing to offshore exchanges Extreme deviations: Can signal localized supply/demand imbalances or arbitrage opportunities Usage: Simply load the indicator on any crypto chart (BTCUSDT, ETHUSDT, SOLUSDT, etc.) and it will automatically display the premium/discount for that asset. Note: Requires both Coinbase spot and Binance perpetual futures data to be available for the symbol you're viewing.
مؤشر Pine Script®
من ‎EVMaximalist‎
Position Size & Drawdown ManagerThis tool is designed to help traders dynamically adjust their position size and drawdown expectations as their trading capital changes over time. It provides a simple and intuitive way to translate backtest results into real-world position sizing decisions. Purpose and Functionality The indicator uses your original backtest parameters — including base capital, base drawdown percentage, and base position size — and your current account balance to calculate how your risk profile changes. It presents two main scenarios: Lock Drawdown %: Keeps your original drawdown percentage fixed and calculates the new position size required. Lock Position Size: Keeps your position size unchanged and shows how your drawdown percentage will shift. Why it’s useful Many traders face the challenge of scaling their strategies as their account grows or shrinks. This tool makes it easy to visualize the relationship between position sizing, capital, and drawdown. It’s particularly valuable for risk management, portfolio rebalancing, and maintaining consistent exposure when transitioning from backtest conditions to live trading. How it works The calculations are displayed in a clean, color-coded table that updates dynamically. This allows you to instantly see how capital fluctuations impact your expected drawdown or position size. You can toggle between light and dark themes and highlight important cells for clarity. Practical use case Combine this tool with your TradingView strategy results to better interpret your backtests and adjust your real-world trade sizes accordingly. It bridges the gap between simulated performance and actual account management. Chart example The chart included focuses only on this indicator, showing the output table and visual layout clearly without additional scripts or overlays.
مؤشر Pine Script®
من ‎tranholenguyen‎
Kalman Adaptive Score Overlay [BackQuant]Kalman Adaptive Score Overlay A powerful indicator that uses adaptive scoring to assess market conditions and trends, utilizing advanced filtering techniques to smooth price data, enhance trend-following precision, and predict future price movements based on past data. It is ideal for traders who need a dynamic and responsive trend analysis tool that adjusts to market fluctuations. What is Adaptive Scoring? Adaptive scoring is a technique that adjusts the weight or importance of certain price movements over time based on an ongoing assessment of market behavior. This indicator uses dynamic scoring to assess the strength and direction of price movements, providing insight into whether a trend is likely to continue or reverse. The score is recalculated continuously to reflect the most up-to-date market conditions, offering a responsive approach to trend-following. How It Works The core of this indicator is built on advanced filtering methods that smooth price data, adjusting the response to recent price changes. The filtering mechanism incorporates a Kalman filter to reduce noise and improve the accuracy of price signals. Combined with adaptive scoring, this creates a robust framework that automatically adjusts to both short-term fluctuations and long-term trends. The indicator also uses a dynamic trend-following component that updates its analysis based on the direction of the market, with the option to visualize it through colored candles. When a strong trend is identified, the candles are painted to reflect the prevailing trend, helping traders quickly identify whether the market is in a bullish or bearish state. Why Adaptive Scoring Is Important Dynamic Response: Adaptive scoring allows the indicator to respond to changing market conditions. By adjusting its sensitivity to price fluctuations, it ensures that trends are captured accurately, without being overly influenced by short-term noise. Trend Precision: By combining Kalman filtering with adaptive scoring, the indicator offers a precise and smooth trend-following mechanism. It helps traders stay aligned with the market direction and avoid false signals. Versatility: The indicator works across multiple timeframes, making it adaptable to different trading strategies, from scalping to long-term trend-following. Confidence in Market Moves: The adaptive scoring component provides traders with confidence in the strength of the trend, helping them determine when to enter or exit positions with greater certainty. How Traders Use It Trend-Following Strategy: Traders can use this indicator to confirm trends and refine their entries and exits. The colored candles and adaptive scoring offer a visual cue of trend strength and direction, making it easier to follow the prevailing market movement. Multi-Timeframe Analysis: The script supports multi-timeframe analysis, allowing traders to analyze trends and scores across different timeframes (e.g., 1m, 5m, 15m, 30m, 1h, 4h, 12h). This is useful for traders who want to confirm trends on both short and long-term charts before making a trade. Refining Entry Points: By utilizing the adaptive scoring, traders can identify potential entry points where the score indicates a high probability of trend continuation. Higher scores signal stronger trends, guiding decision-making. Managing Risk: Traders can use the adaptive scoring system to assess trend stability and adjust their risk management strategies accordingly. For example, higher confidence in the trend allows for larger positions, while lower confidence may require smaller, more cautious trades. Key Features and Benefits Kalman Filter for Noise Reduction: The Kalman filter helps to smooth out market noise and allows for a clearer understanding of the underlying price movements. This is particularly useful in volatile markets where short-term fluctuations can cloud trend analysis. Adaptive Scoring for Flexibility: Adaptive scoring ensures that the indicator remains responsive to changing market conditions. It automatically adjusts to the strength of price movements, enabling better detection of trends and reversals. Visual Trend Signals: The indicator provides visual signals through candle coloring, making it easier to identify whether the market is in a bullish, neutral, or bearish phase. Multi-Timeframe Display: The indicator’s multi-timeframe feature allows traders to see the trend and adaptive score on different timeframes simultaneously, providing a comprehensive view of the market. Customizable Settings: Traders can customize the indicator’s settings, such as the filter parameters, scoring thresholds, and visualization options, tailoring it to their specific trading style and strategy. Why This is Important for Traders Improved Decision Making: The adaptive nature of the scoring system allows traders to make more informed decisions based on real-time market data, without being influenced by past volatility. Market Clarity: By smoothing out price movements and scoring trends adaptively, the indicator provides a clearer picture of market behavior, which is essential for effective trend-following and timing entries and exits. Increased Confidence in Signals: Adaptive scoring ensures that signals are based on the current market structure, reducing the likelihood of false positives. This boosts traders' confidence when acting on signals. Conclusion The Kalman Adaptive Score Overlay offers a dynamic and responsive trend-following tool that integrates Kalman filtering with adaptive scoring. By adjusting to market fluctuations in real time, it allows traders to identify and follow trends with greater precision. Whether you are trading on short or long timeframes, this tool helps you stay aligned with market momentum, ensuring that your entries and exits are based on the most up-to-date and reliable data available.
مؤشر Pine Script®
من ‎BackQuant‎
4
7D Historical Volatility (Regimes + Stats) - ChrrizzyHere’s what that indicator does—at a glance: ### Core idea It computes **7-day Historical Volatility (HV)** from **daily** log returns (annualized), then shows: * the **HV line** and its **30-day average**, * colored **volatility regimes** (Low / Normal / High / Extreme) with thresholds you set, * a compact **status panel** (top-right, nudged left) with current stats and time-in-zone. ### Calculations * **HV (7D)**: `stdev(log(close/close ), 7) * sqrt(365) * 100`, always from **daily data** via `request.security`, so it’s consistent on any chart timeframe. * **Regimes** (defaults): Low < 25% • Normal 25–50% • High 50–70% • Extreme > 70% (all editable). * **30-day avg**: SMA of HV. * **Time in zone (% over window)**: SMA of boolean flags (e.g., in Low=1 else 0) over `statsWin` days (default 300). * **Rolling median HV**: 50th percentile over `statsWin`. ### What you see on the chart * **HV line** (bold) + **30-day HV** (lighter). * **Horizontal dashed lines** at your regime thresholds. * **Background shading** that changes with the current regime (green/blue/orange/red). ### Panel (top-right) Shows: * BTC Price (daily close) * Current HV * 30-day Avg HV * Median HV (over window) * Current **Regime** * A two-line summary: **% of time spent** in Low / Normal / High / Extreme over the chosen window. The panel is shifted slightly left using a hidden spacer column; tweak the **“Panel right padding (chars)”** input to move it. ### Alerts (ready to use) * **HV crossed up Low** * **HV crossed down Low** * **HV crossed up High** * **HV crossed up Extreme** ### Inputs you can tune * `HV Lookback (days)` (default 7) * `Average HV (days)` (default 30) * Thresholds: Low/High/Extreme * `Stats Window (days)` (default 300) * Panel padding, toggle table/zones on/off. ### How to use it * **Context**: quickly see if BTC is in **compressed** (Low) or **stressed** (High/Extreme) volatility. * **Regime cross alerts**: get notified when volatility **expands** from Low (potential breakout conditions) or pushes into High/Extreme (risk increases). * **Stats/median**: compare today’s HV to its typical level over your lookback window. If you want, I can add an **HV percentile rank** (e.g., “Current HV is at the 38th percentile over 300d”) or mirror the **low-vol breakout signal** from Script A into this panel.
مؤشر Pine Script®
من ‎chrrizzy‎