התחל

Custom

Simple Buy/Sell Indicator Create you own custom strategies using this 'Simple Buy/Sell Indicator'. It allows other indicators to be combined together into a BUY/SELL strategy, using up to four separate rules. The output is: 1 = BUY 0 = None -1 = SELL This can then be used as an input to my 'Simple Pyramid Strategy' or my (coming soon - watch this space) 'Complex Single Trade Strategy'. Each rule compares two values with can be zero centred with an offset of -50 to make it So instead of testing for overbought and oversold with > 70 and < 30, you would offset by -50. Then you would test for > 20 (overbought), which becomes < -20 (oversold) when inverted.
אינדיקטור
מאת ‎JustinTimeTunes‎
Backtest Template [Backtest Terminal]Overview — What Is This Script? Backtest Template (BTT) is an open-source strategy framework designed to let traders test their own indicator logic without building the backtest infrastructure from scratch. Instead of writing stop loss management, session filters, alert systems, and trailing stops yourself, BTT handles all of that automatically. You bring your signal idea — BTT handles the rest. The template is designed for all markets: stocks, Forex, gold (XAUUSD), crypto spot, and crypto futures. It ships with a pre-built Moving Average Cross trigger and Moving Average Trend filter as working examples that you replace with your own logic. What Makes It Original Most backtest templates on TradingView are fixed strategies that test one specific indicator. BTT introduces a User Zone architecture: a single clearly marked section near the top of the script where the user replaces one pre-built trigger and one pre-built filter with their own Pine Script code. The engine below reads four fixed variable names and runs automatically — the user never needs to touch strategy orders, stop management, session logic, or the alert system. This design means a complete beginner can run their first backtest by changing fewer than ten lines of code, while an advanced user can plug in arrays, multi-timeframe calculations, or complex signal logic and the engine handles it identically. What The Engine Handles Automatically Once your signal is connected through the User Zone, the following run without any additional code: Stop Loss and Take Profit — three unit modes: percentage of price, fixed points (Forex / CFD), or fixed dollar amount (crypto / stocks) Stop Mode — Fixed (original level), Trailing (follows price), or Breakeven (moves to entry price) Trailing Stop — configurable distance and activation offset, each with matching %, point, and dollar unit inputs consistent with your Stop/Target Mode selection Breakeven Stop — configurable activation offset in the same unit system Disable Take Profit — when using Trailing mode, an optional toggle removes the fixed TP so the trailing stop becomes the sole exit Trade Direction — Long only, Short only, or Both Backtest Date Range — start and end date inputs Trading Day Filter — enable or disable any day of the week Trade Session Hours — exchange server time filter (HHMM-HHMM format) Trade Windows — four configurable local-time windows each independently set to Off, Blackout, or Trade Only mode with full timezone support Entry Signal Markers — green and red triangles that only appear when all conditions pass, so chart visuals exactly match what the strategy trades App Alerts — pre-formatted alert messages with ticker, direction, stop and target prices Custom JSON Alerts — four separate input fields for webhook bot integration, one per order event How To Use It — Quick Start Open the script in Pine Editor Find the User Zone near the top — it is clearly marked with a visual border and is the only section you need to edit Replace the pre-built Moving Average Cross trigger block with your own indicator signal, assigning your long condition to userLong and your short condition to userShort — always add and confirmed to both Replace the pre-built Moving Average Trend filter block with your own market condition, assigning to userFilterLong and userFilterShort Add to chart and open Strategy Tester User Zone Contract The engine connects to your signal through exactly four variables. Do not rename them: userLong → true on the bar you want to enter Long userShort → true on the bar you want to enter Short userFilterLong → true when Long entries are allowed userFilterShort → true when Short entries are allowed Always add and confirmed (barstate.isconfirmed) to userLong and userShort. This ensures the signal locks in only when the bar closes, preventing signals from changing value mid-bar. Setting userFilterLong = true disables the Long filter entirely. Setting it to a condition like close > ta.ema(close, 200) means Long entries are only allowed when price is above that EMA. Long and Short filters are independent — you can filter one direction while leaving the other open. Stop Loss and Take Profit — Three Unit Modes The Stop/Target Mode setting controls how SL and TP distances are measured: % (Percentage) — distance as a percentage of price. Suitable for stocks and crypto. Stop source can be the close price or the candle High/Low. Take profit is derived from stop distance × Risk:Reward ratio. Point - Forex / CFD — distance in instrument ticks (syminfo.mintick). Suitable for XAUUSD, EURUSD, and other Forex/CFD instruments. Example: 100 points on EURUSD (mintick = 0.00001) = 1 pip. Dollar - Crypto / Stock — fixed dollar distance from entry. Suitable for BTCUSD and US stocks. All trailing and breakeven offset inputs follow the same three-unit system. Use the , , or input that matches your selected Stop/Target Mode. Using the wrong unit input will result in a mismatch between your intended stop distance and the actual calculation. Stop Mode — Fixed, Trailing, Breakeven Fixed — stop loss stays at the original level from entry until hit or TP is reached Trailing — stop follows price at a configurable distance, locking in profit as price moves. The trailing activation offset controls how far price must move before trailing begins (shown as a yellow line on chart). Enable "Disable Take Profit" to let the trailing stop manage the entire exit without a fixed TP ceiling Breakeven — stop moves to the exact entry price once price moves a configurable distance in your favour (shown as a white line on chart) Trade Windows — Off, Blackout, Trade Only Each of the four time windows (Tokyo, London, New York, Custom) has an independent mode selector: Off — this window has no effect on entries (default for all four) Blackout — block all new entries while the current time is inside this window. Useful for avoiding high-volatility opens or news events Trade Only — only allow new entries while the current time is inside this window. Useful for targeting specific sessions or news event windows such as NFP or Fed announcements All times are entered in your local timezone selected from the My Timezone dropdown. The engine converts to UTC internally. Logic rules: Multiple Blackout windows use AND NOT logic — entries are blocked if the current time is inside any Blackout window Multiple Trade Only windows use OR logic — entries are allowed when the current time is inside any one Trade Only window If no windows are set to Trade Only, there is no time restriction on entries (same as all Off) Blackout and Trade Only can be combined: for example, set London to Trade Only and New York to Blackout to only trade the London session while avoiding NY volatility Trading Day and Session Trading Days — enable or disable any individual day of the week. Disabling a day prevents new entries — open positions are still managed on disabled days. Trade Session — set allowed hours in exchange server time (HHMM-HHMM format). Default 0000-0000 means 24 hours with no restriction. This uses exchange server time, not your local time. Alert System — App Alert and Custom JSON How to activate alerts: Set the alert mode to App Alert or Custom in the settings panel Create a TradingView alert on the chart (right-click → Add Alert) In the alert message box, paste exactly: {{strategy.order.alert_message}} This placeholder delivers the correct message for each order event automatically App Alert mode sends a pre-formatted text message for each event: ENTRY LONG : {price} STOP LOSS : {stop level} TARGET PRICE : {target level} Exit alerts include a PNL percentage. No additional setup is required. Custom mode — JSON webhook for bot integration: Four separate input fields accept a single-line JSON string — one per order event: Long Entry — fires when a Long position opens Long Exit — fires when a Long position closes (TP, SL, or trailing stop) Short Entry — fires when a Short position opens Short Entry — fires when a Short position opens Short Exit — fires when a Short position closes (TP, SL, or trailing stop) Paste your JSON as a single line into each field. TradingView's input.string stores the content as a single line regardless of how it was formatted, making it safe for all webhook receivers. Settings Guide — Commission, Slippage, Margin Default values are conservative starting points. Edit the strategy() declaration at the top of the script to match your broker and market. Detailed inline comments in the script explain every parameter. Commission defaults (0.1% per side, 2 ticks slippage): Stocks zero-commission broker → 0.0% Stocks SET Thailand → 0.16% Crypto spot (Binance) → 0.1% Crypto futures (Binance taker) → 0.04% XAUUSD $7 per standard lot → change commission_type to strategy.commission.cash_per_contract and commission_value to 0.07 ($7 ÷ 100 oz) Position sizing (default 2% of equity): For lot-based markets (Forex, XAUUSD) change default_qty_type to strategy.fixed and default_qty_value to the number of units. On XAUUSD: 1 unit = 1 oz, so 0.01 lot = value of 1, 0.10 lot = value of 10, 1.00 lot = value of 100. Margin/leverage simulation: Both margin_long and margin_short are 0 by default (no margin simulation). Formula: margin value = 100 / leverage ratio. Example: 1:500 leverage → margin_long = 0.2. These values cannot be set from the input panel — edit them directly in the strategy() call. Repainting Warning Before connecting any indicator to the User Zone, verify it does not repaint. A repainting indicator places signal arrows on past bars using data from future bars that did not exist at the time — backtest results will look excellent while live trading produces nothing like it. How to check using Bar Replay: Open the indicator on your chart and find a signal arrow in the past Open Bar Replay and rewind to before that signal appeared Step forward one bar at a time using Shift + → Do not use the Play button (Shift + ↓) — bars move too fast to catch a disappearing arrow If the arrow appears and stays permanently → safe to use. If the arrow appears then disappears or moves as you advance → repainting confirmed, do not use in a strategy. How to check using Alert Log: Enable the indicator's built-in alert, wait for it to fire on a live bar, then compare the alert log entry to the signal arrow on the chart. If they do not match in timing or direction → repainting. Disclaimer This script is published for educational purposes only. It is a framework and template — not a complete trading system and not financial advice. Backtest results shown in Strategy Tester reflect historical data only and do not guarantee future performance. Past performance is not indicative of future results. All trading involves significant risk of loss. Do not trade with money you cannot afford to lose. The results produced by this template depend entirely on the signal logic the user provides — the author accepts no responsibility for any trading decisions made using this script or any modifications of it. Before using any strategy in live trading, you should fully understand how it works, verify its logic independently, and test it thoroughly on a demo account. Always consult a qualified financial advisor before making investment decisions. The pre-built Moving Average Cross trigger and Moving Average Trend filter included in the User Zone are provided as examples only — they are not recommendations to trade any specific method.
אסטרטגייה
מאת ‎BacktestTerminal‎
5
Custom Range BreakoutCustom Range Breakout Indicator This indicator implements a rule-based **range breakout framework** with integrated **stop-and-reverse logic**, designed for intraday traders who prefer clear, execution-ready signals. --- Concept The script defines a customizable **price range** based on a selected time window and generates signals when price breaks out of that range. * The **high and low** of the defined range act as key levels * Once the range is complete, price closing outside the range establishes directional bias * If price reverses and crosses the opposite boundary, the system **exits and reverses position** --- How It Works 1. **Range Formation** * Define a custom time window (e.g., 09:30–10:00) * The script captures: * Range High * Range Low * The range is displayed as a shaded box across historical and current sessions 2. **Breakout Signals** * **BUY** → Close above range high * **SELL** → Close below range low * Signals are generated only **after the range is fully formed** 3. **Stop & Reverse Logic** * Long position exits when price closes below range low * Short position exits when price closes above range high * If trade limit allows, the system **reverses position on the same candle** 4. **Trade Limitation** * Maximum **2 entries per day** * Helps reduce overtrading and keeps signals structured --- Visual Elements * Range shown as a **dynamic shaded box** * Labels plotted directly on chart: * `BUY` * `SELL` * `BUY EXIT` * `SELL EXIT` * Customizable **label text color** for better chart visibility --- Alerts Built-in alert conditions for: * BUY * SELL * BUY EXIT * SELL EXIT These can be used for: * Manual trade alerts * Integration with external automation platforms --- Notes * Signals are based on **candle close**, not intrabar movement * Designed for **intraday usage** * No profit targets are defined — exits can be managed externally if required * Works across instruments and timeframes --- Disclaimer This indicator provides a **systematic interpretation of range breakout behavior**. It does not guarantee profitability and should be used with proper risk management. --- Suggested Use * Combine with higher timeframe trend or bias * Avoid trading on very narrow range days * Use alerts for consistent execution ---
אינדיקטור
מאת ‎subrajitmishra‎
Custom Opening Range + STDV📊 Custom Opening Range + STDV by GRCtrader === OVERVIEW === A flexible, professional-grade opening range analysis tool for any market session. Unlike fixed-time tools, this indicator lets you define the exact opening range start time (hour and minute), making it perfect for forex, crypto, indices, and alternative trading sessions. Automatically visualizes the opening range, center encroachment, and standard deviation extensions across multiple timeframes. === KEY FEATURES === ✓ Custom Opening Range Time - Define ANY start hour and minute (0-23 hours, 0-59 minutes) - Perfect for 9:30 AM (US futures), London 08:00, Asian open, or any session - Timezone offset adjustment for regional traders (ET, CT, PT, etc.) - COMEX auto-detection for gold, silver, and other commodities ✓ Dynamic Opening Range Framework - High/Low lines from your custom session start - Center Encroachment (C.E.) midpoint for directional bias - Multi-session historical tracking (configurable 1-20 sessions) - Real-time label updates showing exact session times ✓ Extended Standard Deviation Bands - Base STDV: 0.5, 1.0, 1.5, 2.0, 2.5 (always enabled) - Extended STDV: 3.0, 3.5, 4.0, 4.5 (toggle via settings) - Scales dynamically with opening range size - Clean styling: solid, dotted, or dashed lines ✓ Intelligent Session Detection - 30-minute bar analysis for accurate range capture - Zero lag structure detection - Duplicate session filtering - Scales to any timeframe without distortion === USE CASES === • Forex Traders: London 08:00 open, Asian 00:00 open, NY 09:30 session • Crypto Traders: Binance 00:00 UTC, custom exchange openings • Commodity Traders: COMEX gold/silver opens, ICE energy sessions • Stock Traders: Market open 09:30 ET, pre-market analysis • Multi-Market Analysis: Compare opening range behavior across sessions • Range Traders: Fade breaks, trade C.E. bounces on any opening • Volatility Hunters: Extended STDV targets for breakout traders === SETTINGS === Opening Range Start Time: • Opening Range Hour (0-23): Set the session hour • Opening Range Minute (0-59): Set the session minute • Example: 9:30 = "9" and "30" for US market open Timezone & Market Detection: • Futures Timezone Offset: Align charts to ET (-1 for CT, -2 for MT, -3 for PT) • Auto-detects COMEX (GC, SI) for proper timezone handling Display Options: • Number of Opening Ranges: Show 1-20 historical sessions • Show Opening Range: Toggle OR high/low lines • Show Center Encroachment: Toggle C.E. midpoint line • Show STDV Lines: Toggle all standard deviation bands • Show Extended 3.0–4.5 STDV: Add extended targets for aggressive trades Styling: • OR Line Width & Color: Customize opening range visualization • C.E. Line Width & Color: Customize center encroachment • STDV Color, Width, Style: Choose solid/dotted/dashed lines • STDV Labels: Toggle labels for clean chart (especially useful on crowded timeframes) • Label Size: Tiny, small, normal, large === TECHNICAL DETAILS === Built on Pine Script v6 with: - Efficient 30-minute bar data fetching via request.security() - Dynamic time detection in America/New_York timezone reference - Flexible offset adjustment for regional markets - Smart line/label management (500 lines, 500 labels max) - Full customization via Settings panel - Zero repainting on bar close === OPEN SOURCE === This indicator is published as an open-source tool. Feel free to: - Fork, modify, and redistribute for personal use - Build derivatives and extended tools (multi-session comparisons, custom alerts, etc.) - Share improvements with the community - Use commercially with attribution MPL 2.0 License: mozilla.org === TIPS === • For 9:30 AM ET futures: Hour = 9, Minute = 30, Offset = 1 (or 0 for COMEX) • For London 08:00: Hour = 8, Minute = 0, Offset = 5 (adjust based on chart timezone) • For 00:00 UTC (crypto): Hour = 0, Minute = 0, Offset adjusted to UTC reference • Extended STDV is useful for swing traders; day traders typically use base 0.5–2.5 range • Reduce label size on lower timeframes to avoid chart clutter === DISCLAIMER === This tool is for analysis and education purposes. Past performance does not guarantee future results. Always use proper risk management, position sizing, and confirm signals with your trading strategy. No financial advice is implied. === CREDITS === @grctrader | Built for traders, by traders | Open source for the community
אינדיקטור
מאת ‎Goldenratiocapital‎
PathOverDest (By Vahid.Jz) Second🎁 This script is released for free in celebration of the birth of my daughters: Athena, born during the COVID era, and Avina, born during times of war. "PathOverDest" represents a simple philosophy: There is no destination — only the journey. Second ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 Overview: PathOverDest is a fully customizable trading strategy designed for traders who focus on process, structure, and flexibility rather than fixed systems. This strategy allows you to build your own logic step-by-step using multiple conditions for entries and exits, combined with advanced risk management tools. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ Key Features: • Multi-step Entry System (Long & Short) Define up to 6 customizable conditions for entries using: - Price sources (close, open, indicators, etc.) - Logical operators (AND / OR) - Crossovers, comparisons, and custom values • Advanced Risk Management: - Fixed Stop Loss - Risk-Free (Break-even) system - Trailing Stop Loss • Multi Take-Profit System: - Up to 3 Take-Profit levels - Partial position closing - Fully adjustable pip targets • Position Management: - Control position size using cash per trade - Ability to open multiple positions per signal • Smart Alerts: - Custom alert messages with dynamic placeholders: {{close}}, {{time}} ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🧠 Philosophy: This strategy is not designed to predict the market — it is designed to help you build and follow your own trading process. Focus on consistency, not prediction. Focus on execution, not outcome. Because in trading, just like in life: There is no destination… only the path. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ Disclaimer: This script is for educational and research purposes only. Trading involves risk. Use proper risk management and test before live trading. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 👤 Author: Vahid Jz
אסטרטגייה
מאת ‎Kobewong1‎
Session Breaks [crlmx]Session break lines with 3 separate customisable time frames - visibility control for LTF / MTF / HTF conditions, replacing standard option that clutters charts. Key Features - Three independent time-tiers (default: Daily / Weekly / Monthly) - Options per tier: 30min, 1H, 4H, 12H, D, W, M, Q - Visibility toggles - Per-tier colour with opacity, line style, width - Lookback setting limits how many break lines display - Overlap handling, only the highest timeframe draws - Streamlined input / UI brought to you by crlmx Trading Applications - Keep daily breaks visible on intraday TF while hiding them on daily+ - Use weekly and monthly breaks as structural reference - Layer multiple break types with distinct styles for quick session boundary identification - Disable visibility at or above the break timeframe to avoid redundant lines Scalping: (1): 30min / (2): 4H / (3): D Default / Day Trading: (1): D / (2): W / (3): M Version History v1.0 (Latest - 04 Mar 2026) - Three configurable break tiers with visibility toggles - Per-tier styling, lookback, and overlap priority - Responsive colour, width, and style controls
אינדיקטור
מאת ‎crlmx‎
TickCharts [crlmx]Volume-based candlestick chart - each candle represents a fixed dollar volume, rather than a time interval. A configurable bar statistics table shows delta, CVD, and volume breakdowns per candle. Reveals market participation pace, institutional activity, and regime shifts through candle formation speed. Key Features Dollar volume threshold candles (default $1M) Tick-accurate volume via TradingView footprint API (Premium or above) Bar statistics table with 6 configurable rows below candles 9 data types per row: Time, Volume, Delta, Buy, Sell, Delta %, Buy %, Sell %, Session CVD Volume progress label showing dollar amount, threshold and percentage on the live candle Streamlined input / UI brought to you by crlmx Trading Applications Volume candles compress during consolidation and expand during breakouts Fast candle succession signals high participation; slow formation signals stalling CVD tracks cumulative order flow direction across the visible range Delta and CVD rows show buyer/seller dominance per candle Recommended settings: Crypto (BTC/ETH): Candle Volume: $5M-$10M Index Futures (ES/NQ): Candle Volume: $1M-$2M Commodities (Gold): Candle Volume: $500K-$1M Version History v0.42 (Latest - 07 Mar 2026) Updated LTF Volume calculation to Footprint API Added Bar statistics table with 6 configurable rows and 9 data types Added row customisation
אינדיקטור
מאת ‎crlmx‎
Value Area Levels [crlmx]Calculated from native volume-at-price data vaLevels shows Value Area levels (VAH, POC, VAL) across three independently configurable timeframes. Requires TradingView Premium or above plan for Footprint data access, Short of that refere to Lite version (coming soon). Key Features - Three independent VA slots with on/off toggles - Timeframe selection: D, W, M, 30min, 1H, 4H, 8H, 12H - Session-based VA on slot 3: NYC, London, Asia, Custom - Custom session with user-defined time window and label prefix - Auto-calculated row resolution per instrument type - Manual ticks-per-row override for fine-tuning - Configurable Value Area percentage (default 68%) - Individual VAH, POC, VAL toggles per slot - Optional price display in labels - Requires TradingView Premium or Ultimate plan - Streamlined input / UI brought to you by crlmx Trading Applications - Map previous day area against weekly and session VAs to identify confluence zones - Track VAH/VAL as breakout triggers when price moves outside the prior value area - Compare session VA (NYC/LDN) against daily VA to for reactions - When daily and weekly VAs overlap, expect stronger reactions at the shared boundary - Combine with prLevels for a complete prior-level picture (price levels + volume levels) - Recommended Settings Intraday S/R: D + W + NYC | Chart: 1-15 min Session Trading: D + 4H + LDN | Chart: 1-5 min Swing Reference: D + W + M | Chart: 30 min - 4H Version History - v0.10: Initial release
אינדיקטור
מאת ‎crlmx‎
VWAP [crlmx] Flexible Volume Weighted Average Price (VWAP) for clean volume-weighted fair value benchmark and trend direction. Key Features - Adjustable VWAP Anchor - 30min, 1H, 2H, 4H, 8H, 12H, D, W, M, Q, Y - Sessions New York, London, Asia, with adjustable time - Clean session breaks, no skews in VWAP line - Period limit fearure (default 3) hides older periods - Streamlined inputs/UI brought to you by crlmx Trading Applications - Intraday anchors (30min-12H): scalping and day trading - Daily anchor: traditional intraday analysis - Weekly/Monthly/Quarterly: swing trading context - Yearly: long-term fair value - Configuration examples: Scalping: 30min-1H anchor | Limit: 5-10 | Bands: On | Multiplier: 1.0-1.5 Intraday: Day anchor | Limit: 3-5 | Bands: On | Multiplier: 1.0-2.0 Swing: Week-Month | Limit: 3-5 | Bands: Off | VWAP line only Position: Quarter-Year | Limit: 3 | Bands: Off | Fair value reference Version History v1.56 (Latest - 22 Feb 2026) - VWAP display limit feature: shows set amount of periods - Added Market Sessions - Streamlined input panel organisation
אינדיקטור
מאת ‎crlmx‎
VWAP x3 [crlmx] Flexible tripple VWAP for multi-timeframe analysis with session-based anchors for volume-weighted fair value benchmark and trend direction. Key Features - 3x fully adjustable VWAP anchor periods - Off, 30min, 1H, 2H, 4H, 8H, 12H, D, W, M, Q, Y, - New York, London, Asia Sessions with adjustable (UTC) - Clean session breaks in VWAP line - No skewed line continuation between anchor periods - Lookback control for cleaner charts - Session VWAPS exclude weekend days - Optional VWAP labels with controls - Streamlined inputs / UI brought to you by crlmx Trading Applications - VWAP 1 (Daily): intraday fair value - VWAP 2 (Weekly): swing trade context - VWAP 3 (Monthly): position trade reference - Turn off unused VWAPs for cleaner charts - Customizable to any anchor combination - Examples; Day Trading: VWAP1: 30min | VWAP2: 1H | VWAP3: Day Swing Trading: VWAP1: Day | VWAP2: Week | VWAP3: Month Session Trading: VWAP1: NY Session | VWAP2: London | VWAP3: Asia Position Trading: VWAP1: Week | VWAP2: Month | VWAP3: Quarter Version History v1.43 (Latest - 19 Jan 2026) - Three independent VWAP lines - Session-based anchors (NY/London/Asia) - Configurable session times (UTC) - Lookback parameter - Labels with size and offset options - Clean session breaks at boundaries
אינדיקטור
מאת ‎crlmx‎
Average Volume Corner BoxAn indicator that anchors a single info box to the chart’s top right corner. It compares the current volume to a selectable moving average (SMA, EMA, WMA) and displays a status (VOL > AVG or VOL < AVG), the current volume, the average volume, and percent difference. The color switches between red and green backgrounds so you can read volume at a glance without cluttering the chart with those stinky volume rectangles. Features • Fixed corner box anchored to the chart top right • Choose MA type: SMA, EMA, WMA • Selectable MA length • Optional percent difference display • Threshold multiplier to only flag meaningful spikes (e.g., vol > avg * 1.5) • Configurable colors and font size
אינדיקטור
מאת ‎lainkura‎
Volume Based Sampling [BackQuant]Volume Based Sampling What this does This indicator converts the usual time-based stream of candles into an event-based stream of “synthetic” bars that are created only when enough trading activity has occurred . You choose the activity definition: Volume bars : create a new synthetic bar whenever the cumulative number of shares/contracts traded reaches a threshold. Dollar bars : create a new synthetic bar whenever the cumulative traded dollar value (price × volume) reaches a threshold. The script then keeps an internal ledger of these synthetic opens, highs, lows, closes, and volumes, and can display them as candles, plot a moving average calculated over the synthetic closes, mark each time a new sample is formed, and optionally overlay the native time-bars for comparison. Why event-based sampling matters Markets do not release information on a clock: activity clusters during news, opens/closes, and liquidity shocks. Event-based bars normalize for that heteroskedastic arrival of information: during active periods you get more bars (finer resolution); during quiet periods you get fewer bars (coarser resolution). Research shows this can reduce microstructure pathologies and produce series that are closer to i.i.d. and more suitable for statistical modeling and ML. In particular: Volume and dollar bars are a common event-time alternative to time bars in quantitative research and are discussed extensively in Advances in Financial Machine Learning (AFML). These bars aim to homogenize information flow by sampling on traded size or value rather than elapsed seconds. The Volume Clock perspective models market activity in “volume time,” showing that many intraday phenomena (volatility, liquidity shocks) are better explained when time is measured by traded volume instead of seconds. Related market microstructure work on flow toxicity and liquidity highlights that the risk dealers face is tied to information intensity of order flow, again arguing for activity-based clocks. How the indicator works (plain English) Choose your bucket type Volume : accumulate volume until it meets a threshold. Dollar Bars : accumulate close × volume until it meets a dollar threshold. Pick the threshold rule Dynamic threshold : by default, the script computes a rolling statistic (mean or median) of recent activity to set the next bucket size. This adapts bar size to changing conditions (e.g., busier sessions produce more frequent synthetic bars). Fixed threshold : optionally override with a constant target (e.g., exactly 100,000 contracts per synthetic bar, or $5,000,000 per dollar bar). Build the synthetic bar While a bucket fills, the script tracks: o_s: first price of the bucket (synthetic open) h_s: running maximum price (synthetic high) l_s: running minimum price (synthetic low) c_s: last price seen (synthetic close) v_s: cumulative native volume inside the bucket d_samples: number of native bars consumed to complete the bucket (a proxy for “how fast” the threshold filled) Emit a new sample Once the bucket meets/exceeds the threshold, a new synthetic bar is finalized and stored. If overflow occurs (e.g., a single native bar pushes you past the threshold by a lot), the code will emit multiple synthetic samples to account for the extra activity. Maintain a rolling history efficiently A ring buffer can overwrite the oldest samples when you hit your Max Stored Samples cap, keeping memory usage stable. Compute synthetic-space statistics The script computes an SMA over the last N synthetic closes and basic descriptors like average bars per synthetic sample, mean and standard deviation of synthetic returns, and more. These are all in event time , not clock time. Inputs and options you will actually use Data Settings Sampling Method : Volume or Dollar Bars. Rolling Lookback : window used to estimate the dynamic threshold from recent activity. Filter : Mean or Median for the dynamic threshold. Median is more robust to spikes. Use Fixed? / Fixed Threshold : override dynamic sizing with a constant target. Max Stored Samples : cap on synthetic history to keep performance snappy. Use Ring Buffer : turn on to recycle storage when at capacity. Indicator Settings SMA over last N samples : moving average in synthetic space . Because its index is sample count, not minutes, it adapts naturally: more updates in busy regimes, fewer in quiet regimes. Visuals Show Synthetic Bars : plot the synthetic OHLC candles. Candle Color Mode : Green/Red: directional close vs open Volume Intensity: opacity scales with synthetic size Neutral: single color Adaptive: graded by how large the bucket was relative to threshold Mark new samples : drop a small marker whenever a new synthetic bar prints. Comparison & Research Show Time Bars : overlay the native time-based candles to visually compare how the two sampling schemes differ. How to read it, step by step Turn on “Synthetic Bars” and optionally overlay “Time Bars.” You will see that during high-activity bursts, synthetic bars print much faster than time bars. Watch the synthetic SMA . Crosses in synthetic space can be more meaningful because each update represents a roughly comparable amount of traded information. Use the “Avg Bars per Sample” in the info table as a regime signal. Falling average bars per sample means activity is clustering, often coincident with higher realized volatility. Try Dollar Bars when price varies a lot but share count does not; they normalize by dollar risk taken in each sample. Volume Bars are ideal when share count is a better proxy for information flow in your instrument. Quant finance background and citations Event time vs. clock time : Easley, López de Prado, and O’Hara advocate measuring intraday phenomena on a volume clock to better align sampling with information arrival. This framing helps explain volatility bursts and liquidity droughts and motivates volume-based bars. Flow toxicity and dealer risk : The same authors show how adverse selection risk changes with the intensity and informativeness of order flow, further supporting activity-based clocks for modeling and risk management. AFML framework : In Advances in Financial Machine Learning , event-driven bars such as volume, dollar, and imbalance bars are presented as superior sampling units for many ML tasks, yielding more stationary features and fewer microstructure distortions than fixed time bars. ( Alpaca ) Practical use cases 1) Regime-aware moving averages The synthetic SMA in event time is not fooled by quiet periods: if nothing of consequence trades, it barely updates. This can make trend filters less sensitive to calendar drift and more sensitive to true participation. 2) Breakout logic on “equal-information” samples The script exposes simple alerts such as breakout above/below the synthetic SMA . Because each bar approximates a constant amount of activity, breakouts are conditioned on comparable informational mass, not arbitrary time buckets. 3) Volatility-adaptive backtests If you use synthetic bars as your base data stream, most signal rules become self-paced : entry and exit opportunities accelerate in fast markets and slow down in quiet regimes, which often improves the realism of slippage and fill modeling in research pipelines (pair this indicator with strategy code downstream). 4) Regime diagnostics Avg Bars per Sample trending down: activity is dense; expect larger realized ranges. Return StdDev (synthetic) rising: noise or trend acceleration in event time; re-tune risk. Interpreting the info panel Method : your sampling choice and current threshold. Total Samples : how many synthetic bars have been formed. Current Vol/Dollar : how much of the next bucket is already filled. Bars in Bucket : native bars consumed so far in the current bucket. Avg Bars/Sample : lower means higher trading intensity. Avg Return / Return StdDev : return stats computed over synthetic closes . Research directions you can build from here Imbalance and run bars Extend beyond pure volume or dollar thresholds to imbalance bars that trigger on directional order flow imbalance (e.g., buy volume minus sell volume), as discussed in the AFML ecosystem. These often further homogenize distributional properties used in ML. alpaca.markets Volume-time indicators Re-compute classical indicators (RSI, MACD, Bollinger) on the synthetic stream. The premise is that signals are updated by traded information , not seconds, which may stabilize indicator behavior in heteroskedastic regimes. Liquidity and toxicity overlays Combine synthetic bars with proxies of flow toxicity to anticipate spread widening or volatility clustering. For instance, tag synthetic bars that surpass multiples of the threshold and test whether subsequent realized volatility is elevated. Dollar-risk parity sampling for portfolios Use dollar bars to align samples across assets by notional risk, enabling cleaner cross-asset features and comparability in multi-asset models (e.g., correlation studies, regime clustering). AFML discusses the benefits of event-driven sampling for cross-sectional ML feature engineering. Microstructure feature set Compute duration in native bars per synthetic sample , range per sample , and volume multiple of threshold as inputs to state classifiers or regime HMMs . These features are inherently activity-aware and often predictive of short-horizon volatility and trend persistence per the event-time literature. ( Alpaca ) Tips for clean usage Start with dynamic thresholds using Median over a sensible lookback to avoid outlier distortion, then move to Fixed thresholds when you know your instrument’s typical activity scale. Compare time bars vs synthetic bars side by side to develop intuition for how your market “breathes” in activity time. Keep Max Stored Samples reasonable for performance; the ring buffer avoids memory creep while preserving a rolling window of research-grade data.
אינדיקטור
מאת ‎BackQuant‎
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.
אינדיקטור
מאת ‎hash1024‎
Fibo RSIThis is a customized Relative Strength Index (RSI) indicator designed to replicate TradingView’s default RSI while adding additional reference levels for deeper market analysis. 🔹 Features: RSI length set to 8 by default (user adjustable). Calculates RSI using the standard ta.rsi() function. Plots the RSI line in a clean, separate panel. Adds 7 key levels for analysis: 0, 20, 30, 50, 70, 80, 100. Levels are drawn as thin, solid straight lines for a cleaner look (instead of default dashed). 🔹 Use cases: Identify momentum shifts with enhanced precision. Use intermediate levels (20, 30, 50, 70, 80) as potential support/resistance zones. Ideal for traders who want a Fibonacci-like structure in RSI analysis.
אינדיקטור
מאת ‎MALIK897‎
Dual Custom Index with SpreadDual Custom Index with Spread Create powerful custom indices from any instruments and analyze their relative strength dynamics Overview This advanced indicator allows you to build two completely customizable indices from your choice of instruments and analyze their spread relationship. Perfect for inter-market analysis, sector rotation strategies, currency strength comparisons, and sophisticated relative performance studies. Key Features 🔧 Fully Customizable Index Construction Build each index from up to 6 instruments with individual weightings Enable/disable instruments on the fly without losing settings Automatic weight validation ensures mathematically accurate calculations Invert functionality for instruments that move opposite to index strength 📊 Advanced ADX-Based Methodology Uses sophisticated ADX +DI/-DI directional bias calculations Normalized bias calculation for consistent scaling across different instruments Optimized default settings for intraday trading with full customization options Professional-grade smoothing and filtering options 📈 Dual Analysis Modes Difference Mode: Shows absolute strength difference (Index1 - Index2) Ratio Mode: Shows relative performance ratio (Index1 / Index2) Additional spread smoothing for cleaner signals 🎨 Professional Display Options Custom labels with full color, size, and positioning control Dynamic "Follow Line" labels that move with your data Static corner positioning for reference displays Clean error messaging and validation feedback Use Cases Gold Trading: Create gold strength vs USD strength indices for precise market timing Sector Analysis: Compare technology vs financial sector strength for rotation strategies Currency Strength: Build custom currency baskets for advanced forex analysis Commodity Spreads: Analyze relative strength between different commodity groups Regional Markets: Compare strength between different geographical market indices Crypto Analysis: Track relative performance between different cryptocurrency sectors Technical Specifications Instruments per Index: Up to 6 with individual enable/disable Weight Validation: Automatic 100% total weight enforcement Calculation Method: ADX-based directional bias with trend strength weighting Smoothing Options: Multiple levels of customizable smoothing Error Handling: Professional validation with clear user feedback Optimization Tips Intraday Trading: Use DI Length 3-7 for faster response Daily Analysis: Use DI Length 10-14 for smoother signals Noisy Markets: Increase Final Smoothing for cleaner signals Trending Markets: Lower smoothing values for faster reaction Perfect for traders who need sophisticated inter-market analysis tools beyond standard indicators. Whether you're analyzing gold vs dollar dynamics, sector rotation opportunities, or custom currency strength relationships, this indicator provides institutional-grade analysis capabilities with complete customization flexibility.
אינדיקטור
מאת ‎d_day_80‎