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Spot-Futures SpreadSpot-Futures Spread Indicator A comprehensive indicator that automatically calculates and visualizes the percentage spread between spot and perpetual futures prices across multiple exchanges. Key Features: Automatic Exchange Detection - Automatically detects your current exchange and finds the corresponding spot/futures pair Smart Fallback System - If the counterpart isn't available on your exchange, it automatically searches across 7+ major exchanges (Binance, Bybit, OKX, Gate.io, MEXC, KuCoin, HTX) and uses the first valid match Multi-Exchange Support - Works with 14 exchanges including Binance, Bybit, OKX, MEXC, BitGet, Gate.io, KuCoin, and more Clear Exchange Attribution - Shows exactly which exchanges are providing spot and futures data in the statistics table Configurable Moving Average - Track the average spread with customizable period Standard Deviation Bands - Identify unusual spread conditions with Bollinger-style bands Built-in Alerts - Get notified when spread crosses bands or zero (parity) Statistics Table - Real-time stats showing current spread, MA, std dev, and bands Manual Override Options - Advanced users can manually specify exchanges and symbols How It Works: The indicator calculates the spread as: (Futures Price - Spot Price) / Spot Price × 100 Positive spread = Futures trading at a premium (contango) Negative spread = Futures trading at a discount (backwardation) Zero = Parity between spot and futures Use Cases: Funding Rate Analysis - Correlates with perpetual funding rates Arbitrage Opportunities - Identify significant spot-futures divergences Market Sentiment - Premium/discount indicates bullish/bearish positioning Cross-Exchange Analysis - Compare spreads when spot and futures are on different exchanges Smart Features: Works whether you're viewing a spot or futures chart Automatically handles exchange-specific perpetual contract naming (.P, PERP, SWAP, etc.) Color-coded visualization (green for premium, red for discount) Customizable colors and display options Background shading based on spread direction Perfect For: Crypto traders monitoring funding rates, arbitrage traders, market makers, and anyone interested in spot-futures dynamics across multiple exchanges. Getting Started: Simply add the indicator to any spot or perpetual futures chart. It will automatically detect the exchange and find the corresponding pair. The statistics table shows which exchanges are being used for maximum transparency. Note: The indicator automatically ignores invalid symbols, so you'll never see errors even if a specific pair doesn't exist on a particular exchange. Kudos to @AlekMel that made the "Spot - Fut Spread v2" indicator that I enhance the Automatic detection feature which was not working in some case.
אינדיקטור Pine Script®
מאת ‎sharkonet‎
Stochastic Ensembling of OutputsStochastic Ensembling of Outputs 🙏🏻 This is a simple tool/method that would solve naturally many well known problems: “Price reversed 1 tick before the actual level, not executing my limit order” “I consider intraday trend change by checking whether price is above/below VWAP, but is 1 tick enough? What to do, price is now whipsawing around vwap...”. “I want to gradually accumulate a position around a chosen anchor. But where exactly should I put my orders? And I want to automate it ofc.“ “All these DSP adepts are telling you about some kind of noise in the markets… But how can I actually see it?” The easy fix is to make things more analog less digital, by synthesizing numerous noise instances & adding it to any price-applied metric of yours. The ones who fw techno & psytrance, and other music, probably don’t need any more explanations. Then by checking not just 2 lines or 1 process against another one, you will be checking cloud vs cloud of lines, even allowing you to introduce proxies of probabilities. More crosses -> more confirmation to act. How-to use: The tool has 2 inputs: source and target: Sources should always be the underlying process. If you apply the tool to price based metric, leave it hlcc4 unless you have a better one point estimate for each bar; Target is your target, e.g if you want to apply it to VWAP, pick VWAP as target. You can thee on the chart above how trading activity recently never exactly touched VWAP, however noised instances of VWAP 'were' touched The code is clean and written in modular form, you can simply copy paste it to any script of yours if you don't want to have multiple study-on-study script pairs. ^^ applied to prev days highs and lows ^^ applied to MBAD extensions and basis ^^ applied to input series itself Here’s how it works, no ML, no “AI”, no 1k lines of code, just stats: The problem with metrics, even if they are time aware like WMA, is that they still do not directly gain information about “changes” between datapoints. If we pick noise characteristics to match these changes, we’d effectively introduce this info into our ops. ^^ this screenshot represents 2 very different processes: a sine wave and white noise, see how the noise instances learned from each process differ significantly. Changes can be represented as AR1 process . It’s dead simple, no PHD needed, it’s just how the current datapoint is related (or not) to the previous datapoint, no more than 1, and how this relationship holds/evolves over time. Unlike the mainstream approach like MLE, I estimate this relationship (phi parameter) via MoM but giving more weights to more recent datapoints via exponential smoothing over all the data available on your charts (so I encode temporal information), algocomplexity is O(1), lighting fast, just one pass. <- that gives phi , we’d use it as color for our noise generator Then we just need to estimate noise amplitude ( gamma ) via checking what AR1 model actually thought vs the reality, variance of these innovations. Same via exponential smoothing, time aware, O(1), one pass, it’s all it does. Then we generate white gaussian noise, and apply 2 estimated parameters (phi and gamma), and that’s all. Omg, I think I just made my first real DSP script xd Just like Monte Carlo for risk management, this is so simple and natural I can’t believe so many “pros” hide it and never talk about it in open access. Sharing it here on TradingView would’ve not done anything critical for em, but many would’ve benefited. ∞
אינדיקטור Pine Script®
מאת ‎gorx1‎
3
ATRP & Volatility Table - AIMAN93The ATRP & Volatility Table is a simple yet powerful tool designed to quantify market volatility and help traders adapt their position sizing accordingly. It calculates the Average True Range Percentage (ATRP) — the ATR value relative to current price — and classifies market conditions into three volatility levels: LOW, MEDIUM, or HIGH. Based on the volatility level, it suggests an indicative risk percentage to guide your trade management. This visual tool displays real-time ATRP, volatility classification, and corresponding risk percentage in a compact on-chart table. Ideal for systematic traders who rely on volatility-based decision-making, position sizing, or risk management models. Features: - Dynamic ATRP calculation for any symbol or timeframe - Customizable colors for text and background - Automatic volatility classification (low / medium / high) - Suggested risk percentage for each volatility level
אינדיקטור Pine Script®
מאת ‎aimandakwaradv‎
Keltner Channels BandsKeltner Channels Bands - パブリッシュ用説明文 日本語版 タイトル Keltner Channels Bands (Multi-Timeframe) 説明文 概要 シンプルで視認性の高いケルトナーチャネルインジケーターです。マルチタイムフレーム機能を搭載し、どの時間足でも上位足のケルトナーチャネルを表示できます。 特徴 グレーカラーでチャートを見やすく保持 マルチタイムフレーム対応（デフォルト: 1時間足） 4時間足以上で自動非表示機能（チャートの見やすさを維持） EMAまたはSMAの選択が可能 ATR倍率とバンド幅を自由にカスタマイズ トレードコンセプト ケルトナーチャネルは、価格のボラティリティに基づいたトレンド追従型インジケーターです。 基本的な使い方: トレンド判定: 価格がバンドの上部で推移している場合は上昇トレンド、下部で推移している場合は下降トレンド エントリー: 価格がバンド外に出た後、バンド内に戻るタイミングでトレンド方向へエントリー エグジット: 価格が中心線（MA）に到達、または反対側のバンドに接近した時 ブレイクアウト: バンドを勢いよく突破した場合、新たなトレンドの始まりを示唆 推奨設定: スイングトレード: Length 20, Multiplier 2.2, 1時間足または4時間足 デイトレード: Length 20, Multiplier 2.0, 5分足または15分足で1時間足を表示 注意事項 このインジケーターは単独での使用ではなく、他のテクニカル指標やプライスアクションと組み合わせて使用することを推奨します。 English Version Title Keltner Channels Bands (Multi-Timeframe) Description Overview A simple and visually clean Keltner Channels indicator with multi-timeframe capabilities. Display higher timeframe Keltner Channels on any chart timeframe. Features Clean gray color scheme for better chart visibility Multi-timeframe support (Default: 1-hour) Auto-hide on 4H+ timeframes to maintain chart clarity Choice between EMA or SMA Customizable ATR multiplier and band width Trading Concept Keltner Channels is a volatility-based trend-following indicator that helps traders identify trend direction and potential entry/exit points. Basic Usage: Trend Identification: Price staying near upper band indicates uptrend; near lower band indicates downtrend Entry Signals: Enter in trend direction when price returns inside the bands after moving outside Exit Signals: Consider exits when price reaches the center line (MA) or approaches the opposite band Breakout Trading: Strong momentum breaks through the bands may signal the start of a new trend Recommended Settings: Swing Trading: Length 20, Multiplier 2.2, 1H or 4H timeframe Day Trading: Length 20, Multiplier 2.0, Display 1H channels on 5M or 15M charts Disclaimer This indicator should not be used alone. Combine it with other technical indicators and price action analysis for better trading decisions.
אינדיקטור Pine Script®
מאת ‎pepeperican‎
Trend-Adaptive 3-Band Reversal CloudThis indicator plots a trend-adaptive, volatility-based 3-band cloud on your chart to visually contextualize potential high-probability reversal, balance, and exhaustion price zones — all in strict alignment with TradingView’s house rules and best compliance practices. How It Works Trend Detection: The script determines short-term trend direction using two adjustable EMAs (fast and slow). When the fast EMA is above the slow, the environment is classified as an uptrend; when below, as a downtrend. Adaptive Bands and Clouds: Around the dynamic trend baseline, three cloud “bands” are drawn using multiples of an ATR (Average True Range) volatility filter, automatically adjusting for evolving market conditions: Middle Band (Fair Value Zone): Area around the baseline, where price is statistically balanced. Upper Outer Band: In an uptrend, this shows a potential 'exhaustion/overextension' area; in a downtrend, it can act as a deep pullback or reversal area. Lower Outer Band: In an uptrend, this highlights a possible 'deep pullback/reversal' area; in a downtrend, it becomes the potential exhaustion zone. Contextual RSI Markers: When price is in one of the outer bands and RSI is overbought (upper) or oversold (lower), a tiny diamond marker appears on that band as extra context — offering a visual cue for a possible high-momentum exhaustion or deep reversal zone, but never a trade signal or advice. Visuals and Compliance: All cloud regions use three different, semi-transparent colors for easy reading, and never block price action. Labels indicate only “Possible Exhaustion,” “Deep Pullback Zone,” and “Balanced/Fair Value”—the language is strictly neutral and descriptive. All calculations run only on confirmed, historical bars with zero repainting, no future bar lookahead, and no predictive overlays. How to Use Add to Chart: Simply add the indicator to any chart and timeframe. Configure: Adjust the EMA, ATR, and RSI settings via the input panel to best fit your instrument and preferred sensitivity. Choose band multipliers to widen or contract the cloud according to volatility or your system. Toggle RSI marker/context highlighting as desired. Interpretation: Middle Cloud (“Balanced/Fair Value”): Price in this zone suggests mean reversion, equilibrium, or fair pricing for the session’s volatility/trend conditions. Outer Clouds: If price reaches an outer cloud, pay attention for potential mean-reversion (if trend persists) or exhaustion zones (especially if a diamond appears). Uptrend: Lower cloud is where larger pullbacks/reversals are often initiated; upper cloud indicates potential trend exhaustion. Downtrend: Upper and lower clouds are reversed in interpretation. Diamond Markers: A red diamond atop the upper band signifies RSI overbought; a lime diamond below the lower band shows RSI oversold. These do not recommend trading—only highlight increased likelihood that buyers/sellers may be overextended. Best Practices: Do not use the indicator in isolation or as a signal generator. Combine its context with price action confirmation, volume, or other non-repainting tools. Use labels only for navigation/context, never as actionable advice. Technical Details Inputs/Customization: Fully adjustable (EMAs, ATR period, band multipliers, RSI thresholds, label/marker toggles). Logic: All code processes only historical closed bars and overlays information in real time. No repaint, strategy, or alerts: No signals, no script-driven trading, and no claims of prediction or guaranteed probability. House-rule Clean: The script and its visuals are compliant with TradingView’s publishing requirements, both visually and textually. Summary: This tool is designed for traders who want to visually frame high-probability reversal, equilibrium, and exhaustion zones adaptively—while keeping price action primary and avoiding visual or conceptual clutter. Use it to better understand where price may statistically find resistance/support or revert, not to automate signals or guarantee outcomes
אינדיקטור Pine Script®
מאת ‎darshakssc‎
RC: Optimist Wave 3.6.7Raikar Capital introduces : The Optimist WAVE indicator for TradingView is a dynamic tool designed to help traders analyze market cycles, trends, and price movements while providing clear BUY and SELL signals. Rooted in WAVE theory, this indicator visualizes the natural rhythm of the market, highlighting key areas of support, resistance, trend reversals, and momentum shifts. Integrated with TradingView's advanced charting platform, the Optimist WAVE indicator not only identifies potential entry and exit points but also generates real-time BUY and SELL signals to assist traders in making informed decisions. Whether you're a day trader seeking quick opportunities or a long-term investor tracking broader trends, this tool offers an intuitive approach to enhancing your trading strategy and boosting accuracy.
אינדיקטור Pine Script®
מאת ‎raikarcapital‎
2
WJ STS Session SniperA precision-built indicator designed to support the STS (Session Trading System) framework taught by Jay and customized by Willy. This tool acts as a decision engine, risk module, and session filter, helping you execute session-based scalps with strict discipline and clean rules. The STS Companion does not replace TV Blast — it enhances it. This indicator helps you follow the strategy exactly as intended: • Only trade key session opens • Only take trades where multi-timeframe momentum aligns • Only take trades where volume delta confirms direction • Only take trades when the session is producing a clean impulse • Use swing-based stop-loss logic • Automatically calculate the correct micro contract size • Only take setups when all conditions match your trading plan ⸻ 🎯 The Core Principles Behind the Indicator The STS strategy is built around a simple philosophy: “Trade only when the market is moving with force, and avoid 99% of chop.” This companion implements that philosophy with: ⸻ 🕒 High-Volume Session Targeting The indicator highlights and focuses on the first minutes of major global opens: • Shanghai / Asia Open • Frankfurt Open • London Open • New York (08:20 futures open) Each session has a defined “trade window” (default 20 minutes) where institutional liquidity and momentum typically enter the market. This is where the STS edge lives. ⸻ 📊 Multi-Timeframe Sentiment Engine (MTF Bias) The indicator monitors up to four custom timeframes simultaneously and categorizes momentum as: • Strong Buy • Strong Sell • Buy • Sell • Mixed When ALL selected timeframes agree, bars are highlighted for instant direction clarity: • Blue bars = all bullish • White bars = all bearish ⸻ 🔥 Volume Delta Engine (Aggression Detection) Tracks real-time buying/selling pressure using: • Delta EMA • Volume filters • High-volume expansion events High-volume spikes aligned with trend are marked: • White dot = bullish high-volume impulse • Gold dot = bearish high-volume impulse This identifies when large players are stepping in. ⸻ ⚡ Breakout-Based Impulse Filter (“Pseudo Blast”) Uses a breakout and momentum model to identify: • The first expansion move after a session open • Directional commitment • Low-risk, high-RR scalping opportunities This is the core trigger that aligns with STS-style entries. ⸻ 🧮 Structural Stop-Loss + Position Sizing The indicator automatically calculates: • Nearest 1-minute swing high/low • Stop distance in ticks • Micro contract size based on your dollar risk input This ensures high consistency and discipline, perfect for: • TopStep • Apex • FundedNext • Any account with a daily loss limit or tight risk rules Setup signals only print when risk, stop, and volatility conditions are all safe. ⸻ 🟢 When a Valid Setup Appears The indicator will show: • A triangle (long/short candidate) • A label with: • Stop-loss in ticks • Recommended micro contract size This means the system has aligned: 1. Session window 2. MTF bias 3. Volume delta 4. Breakout impulse 5. Proper stop 6. Safe position size Only then does the STS Companion mark a bar. ⸻ 📌 How to Use This Indicator 1. Wait for a major session open Focus especially on Shanghai, Frankfurt, London, and NY. 2. Check the MTF bias Blue = all bullish White = all bearish Avoid mixed conditions. 3. Confirm volume delta Look for white/gold high-volume dots aligned with direction. 4. Wait for an impulse breakout A triangle marks the potential STS entry bar. 5. Use the provided micro size Position sizing is based on swing stop + your risk per trade. 6. Execute your plan The indicator supports discipline — it does not override your rules. ⸻ ⭐ Designed For • Gold futures traders (XAUUSD / GC / MGC) • Session scalpers • Prop firm traders • Momentum + breakout scalpers • Anyone wanting mechanical, rule-based setups ⸻ 🔒 Important This indicator does not auto-trade. It does not duplicate TV Blast. It provides a clean, rules-based system to support the STS session methodology with precision and consistency.
אינדיקטור Pine Script®
מאת ‎willyorwillynot‎
VWAP + VWAP Distance Avg + Alert Lines (%)VWAP Distance & Average Distance Indicator – Detailed Description The VWAP + VWAP Distance Avg + Alert Lines (%) indicator is designed to measure the distance of the current price from the VWAP (Volume Weighted Average Price), as well as the average distance over a specified period. This tool is particularly useful for traders who use the VWAP as a magnet for price, helping to identify potential trend changes and areas where price may revert toward the VWAP. Key Features Current Distance (%) Calculates the absolute percentage difference between the current price and the VWAP This line shows how far the price has moved away from the VWAP at any given moment. Average Distance (%) Calculates a simple moving average (SMA) of the distance over a specified lookback period. This provides a reference for typical price deviations from the VWAP, helping traders assess whether the current distance is unusually high or low. Alert Lines (%) Allows up to three customizable horizontal alert lines, which can be turned on or off individually. Each line can be configured with: Value in percent. Color. Line thickness. These lines serve as visual thresholds, helping traders detect extreme deviations from the VWAP that may precede trend reversals. Use Case – Detecting Potential Trend Changes Traders often treat the VWAP as a price magnet, where price tends to revert after significant deviations. When the current distance exceeds typical average levels or crosses an alert line, it can signal that the price may revert toward the VWAP, potentially indicating a shift in trend or a high-probability mean-reversion scenario. Disclaimer This indicator is provided for educational and analytical purposes only. It does not constitute financial advice, and trading decisions are always the sole responsibility of the individual trader. Users should carefully evaluate market conditions and their own risk tolerance before taking any trade. Better used with VWAP on chart , and be careful around the end of session, for now this works just for session... still improving on this....
אינדיקטור Pine Script®
מאת ‎ueuito‎
Trinity Dynamic ATR Levels (Saty)This is an updated version of the SATY ATR levels () Trinity Dynamic ATR Levels The core logic is 100 % identical: same higher-timeframe ATR calculation, same trigger at ~23.6 %, same Fibonacci and extension levels, same 8-21-34 EMA ribbon for the trend color in the table, and the table itself looks exactly like the original again (4 rows, clean layout, no extra target row). The visual and usability upgrades you now have that the original does not: Lower Trigger line is now red instead of yellow, Upper Trigger line is now green instead of aqua/cyan to indicate to go long or short. Every single level group has its own color input so you can customize everything (previous close, fib levels, 61.8 %, 100 % ATR, extensions, 200 %, 300 %, etc.) without touching the code. Every plotted level now has a clear text label on the right side of the chart (“Prev Close”, “Lower Trig”, “Upper Trig”, “-61.8 %”, “+100 %”, “-200 %”, etc.) so you instantly know what you’re looking at. A new input called “Target Distance (×ATR)” lets you decide how far your profit target is (default 1.0 = +100 % ATR, but you can set 1.618, 2.0, 2.618, etc. instantly). As soon as price closes above the Upper Trigger or below the Lower Trigger, a big, obvious target box automatically appears on the right side of the screen showing the exact dollar target price for the active long or short (green box for longs, red box for shorts). When there is no active trigger, the box disappears and the table stays perfectly clean. In short, you now have the exact same beloved Saty ATR indicator everyone uses, but with red/green triggers, full color control, level labels, and a beautiful dynamic target box that only shows up when you actually have a trade on — all while keeping the original clean 4-row table untouched. It’s the cleanest and most professional version you’ll find anywhere. Enjoy! 🚀
אינדיקטור Pine Script®
מאת ‎EMA34TRADER‎
8
Swing Wicks + Bodies; Stolen from LeviathanSwing Wicks + Bodies — Stolen from Leviathan This indicator automatically detects swing highs and lows by separating wick swings from body swings, providing a precise view of liquidity zones on the chart. It draws: • wick-based swing levels • body-based swing levels • dynamic liquidity boxes showing unfilled price zones • touch counters (T1, T2, T3…) • optional HTF levels (H1/H4…) for multi-timeframe context Included features: • hide filled levels • keep only the most recent unfilled levels • full customization (colors, line styles, text size, minimum box height) • optional “extend until filled” mode • volume threshold filter • lookback limitation (history in days)
אינדיקטור Pine Script®
מאת ‎pleasantDirectora44e0‎
VIX Spike/Drop TrackerWhat It Does Core Functionality: Monitors daily VIX percentage changes and identifies significant spikes (fear increases) and drops (fear decreases) Backtests historical SPY performance following VIX events across multiple timeframes (1-day, 2-day, 3-day, and 1-week) Calculates win rates and average returns for each scenario Provides real-time VIX statistics including percentile rankings, distance from moving average, and momentum Key Features: Historical Analysis: Analyzes up to 2,500 bars of historical data to build robust statistical profiles Dual Event Tracking: Separate statistics for VIX spikes (fear events) and VIX drops (fear subsiding) Performance Metrics: Shows average SPY returns and win rates at 1, 2, 3, and 5-day intervals VIX Context: Real-time VIX level, daily change, moving average distance, percentile rank, and 3-day momentum Smart Predictions: Context-aware signals based on VIX patterns and consecutive spike/drop days Visual Alerts: Chart annotations and background highlighting for significant events How to Use It Setup: Add the indicator to your chart (works on any timeframe, but analyzes daily data) Adjust the VIX threshold (default 10%) to define what constitutes a "significant" move Set the historical lookback period (500 bars = ~2 years of data) Reading the Statistics Table: Left side: Statistics for VIX spikes (when fear increases) Right side: Statistics for VIX drops (when fear decreases) D1/D2/D3/Wk columns: Average SPY returns 1, 2, 3, and 5 days after the VIX event Win %: Percentage of time SPY was positive at each interval n: Sample size (number of historical events analyzed) Bottom row: Current VIX statistics and market positioning Interpreting Predictions: 🔴 "FEAR SPIKE - SPY LIKELY DOWN": VIX spiking, historical data shows negative SPY tendency 🟢 "FEAR SUBSIDING - SPY LIKELY UP": VIX dropping, historical data shows positive SPY tendency 🟠 "VIX ELEVATED - MEAN REVERSION DUE": VIX extended above its moving average 🟡 "VIX SUPPRESSED - COMPLACENCY RISK": VIX unusually low, potential volatility expansion ahead Best Practices Use this as a statistical context tool, not a standalone trading signal Combine with your own technical analysis and risk management Pay attention to win rates alongside average returns for edge assessment Monitor consecutive spike/drop days for potential mean reversion setups Higher sample sizes (n) provide more reliable statistics Customization Fully customizable colors, threshold levels, table size, and VIX moving average period. Enable/disable chart labels based on your preference for clean charts. This indicator provides historical statistical context and does not guarantee future performance. Past results do not predict future outcomes.
אינדיקטור Pine Script®
מאת ‎Bostonshamrock‎
Financial Stress Conditions Proxy | QuantLapse📘 Financial Stress Conditions Proxy | QuantLapse Overview: The Financial Stress Conditions Proxy (FSCP) by QuantLapse is a multi-factor quantitative indicator that measures systemic financial stress across key macro and liquidity benchmarks. By blending the High-Yield Spread (BAMLH0A0HYM2), Volatility Index (VIX), Secured Overnight Financing Rate (SOFR), and Reverse Repo Operations (RRPONTSYD) into a unified z-score model, this tool visualizes the market’s underlying tension and relief cycles — conditions often associated with risk-off capitulation and market bottoms. Each component is normalized via a z-score transformation to express how far current readings deviate from historical means, then averaged into a composite “Financial Stress Score.” The result is a dynamic, color-coded column plot that shifts hue as systemic risk compresses or expands. Purpose I built this model to track stress inflection points in the global financial system — particularly to identify moments when macro fear, liquidity withdrawal, and volatility compression converge. These events often precede bottoming phases across risk assets such as equities and crypto. The indicator serves as a quantitative proxy for the psychological extremes of the market: Red tones (high stress): systemic strain, deleveraging, or panic phases — potential long-term opportunity zones. Yellow-green transition: normalization, improving liquidity conditions. Blue-teal range: stability and low-stress periods — often mid-cycle. High Stress zones (Quantitative Tightening) -> Red and Orange Neutral Zones -> Green and Yellow Low Stress Zone (Quantitative Easing) --> Green to Blue How It Works Inputs & Data Sources BAMLH0A0HYM2 → High-Yield Corporate Bond Spread (credit stress). VIX → Implied volatility (equity market fear). SOFR → Funding rate indicator (short-term liquidity). RRPONTSYD → Reverse repo operations (systemic liquidity absorption). Normalization Process Each data stream is smoothed using a user-defined moving average and standard deviation window (default 150 periods). A z-score is computed: 𝑍=𝑋−Mean/Standard Deviation ​ The four z-scores are averaged to produce a single composite stress score. Color Encoding The composite score is segmented into 16 calibrated stress bands (from +1.6 to −1.6). Each band corresponds to a color — red at the top for maximum stress, shifting to bright greens and teals as stress subsides. Colors are assigned dynamically to the plotted columns, creating an intuitive “heat bar” of systemic tension over time. Interpretation Rising, bright red columns: liquidity tightening, macro uncertainty, or panic — potential market bottom zones when fear peaks. Fading yellow → green: stabilization, easing conditions, and early recovery. Cool blue/teal tones: complacency or extended calm — often late-cycle risk. Use the FSCP as a macro overlay, not a direct buy/sell trigger. Its purpose is to provide environmental context — showing when the market is collectively stressed versus when liquidity and confidence return. Trading Applications Bottom Detection: Historically, sustained red/orange conditions have coincided with market capitulation (macro or crypto bottoms). Watch for color transitions from red → orange → yellow as potential recovery signals. Risk Management: Avoid leverage or high exposure when the score is rising rapidly into red zones. Gradually scale exposure as colors normalize. Macro Confirmation Tool: Combine with RSI, breadth indicators, or on-chain data to confirm reversals. Works well on daily or weekly timeframes for swing and position traders. Customization Adjustable lookback periods for mean and standard deviation (default 150). Works on all markets (equities, crypto, forex) since it sources macroeconomic benchmarks directly. Can be layered with volatility or liquidity indicators for confirmation. Why I Built It (originality) Markets bottom when fear meets exhaustion. I wanted a tool that quantified that fear in real-time — not by price patterns, but by systemic stress itself. By merging credit risk, volatility, funding rates, and central bank operations, this model provides a quantitative heartbeat of the financial system — and it visually shows when that heartbeat skips a beat. In my own trading, I use FSCP to identify macro dislocations and liquidity events that typically precede large recoveries. It’s not about prediction — it’s about positioning yourself when the system is stretched too far. Best Practices Use on higher-timeframe charts (D/W) for context. Combine with your technical system for entries/exits. Treat extreme stress as potential accumulation zones, not immediate buy signals. Allow several sessions of color normalization before confirming reversals. Disclaimer This indicator is for educational and research purposes only. It is not financial advice and does not guarantee future results. Always combine with your own analysis and risk controls before trading decisions. Summary The Financial Stress Conditions Proxy translates complex inter-market data into an easy-to-read, color-coded stress bar. It visually captures the emotional and systemic pulse of global markets — helping traders recognize when panic is peaking and opportunity is quietly forming. Use it as your quant compass for navigating bottoms in volatile markets.
אינדיקטור Pine Script®
מאת ‎QuantLapse‎
DCA Bot v7 - Cryptosa Nostra 1.0Technical Overview: Adaptive RSI DCA Bot This is a sophisticated DCA (Dollar Cost Averaging) indicator designed for accumulating assets and managing portfolio distribution. It does not trade on simple RSI crosses. Instead, it combines multi-zone RSI analysis with ATR-based volatility triggers to execute staggered, dynamically-sized trades. Its core feature is a "learning" engine that adapts its own settings over time. This "brain" can be trained on historical data and then applied to your real-time portfolio holdings via a "Live Override" feature. Core Logic: How It Works A trade is only executed when two conditions are met simultaneously: The RSI Condition: The RSI must be inside one of the four pre-defined zones. The Price Condition: The price must cross a "trigger line" (the green or red line) that is dynamically calculated based on volatility. 1. The Four RSI Zones This script uses four distinct zones to determine the intent to trade: Deep Buy Zone (Default: RSI <= 35 & Downtrend): This is the primary "value" buy signal. It only activates if the RSI is deeply oversold and the price is below the 200-period Trend MA. Reload Buy Zone (Default: RSI 40-50 & Uptrend): This is a "buy the dip" signal. It looks for minor pullbacks during an established uptrend (price above the 200-period Trend MA). Profit-Taking Zone (Default: RSI 70-80): Triggers a standard, small sell when the market is overbought. Euphoria Zone (Default: RSI >= 80): Triggers a larger, more aggressive sell during extreme "blow-off" tops. 2. Dynamic Trade Sizing The amount to buy or sell is not fixed. It scales dynamically based on how high or low the RSI is: Buy Sizing: Spends a higher percentage of available cash when RSI is at its lowest (e.g., 35) and a smaller percentage when it's at the top of the reload zone (e.g., 50). Sell Sizing: Sells a smaller percentage of holdings when RSI just enters the overbought zone (e.g., 70) and a much larger percentage when it's in the euphoria zone (e.g., 80+). 3. The "Adaptive Brain" (ATR Multipliers) This is the script's learning mechanism. The green/red trigger lines are calculated as: Last Trade Price +/- (ATR * Multiplier). This "Multiplier" is the brain. It adapts based on trade performance. After a successful trade (as defined by profit_target_multiplier), the bot gets more confident and reduces the multiplier. This places the next trigger line closer to the price, making it more aggressive. After a losing trade (as defined by loss_limit_multiplier), the bot gets more cautious and increases the multiplier. This places the next trigger line further away, making it more patient. How to Use This Indicator This script is designed to be "trained" on historical data to provide relevant signals for today. To Train the Brain: In the settings, go to "1. Backtest Settings". Set the "Start Date (For Learning)" to a date in the past (e.g., 6 months or 1 year ago). The script will run a simulation from that date, allowing its Adaptive Multipliers (the "brain") to adjust to the market's volatility. To See Live Signals: In "2. Live Portfolio Override", check the box "Override Backtest Balance?" and enter your real current coin and USD holdings. Result: The "Live Status" table (top-right) will now display signals from the trained brain but will calculate the "Potential Buy %" and "Potential Sell %" based on your real portfolio. The "Buy Multi" and "Sell Multi" fields show you the brain's current learned values.
אינדיקטור Pine Script®
מאת ‎Ventrelli12‎
XAUUSD Recovery for FamilyXAUUSD Recovery for Family is a trend-tracking tool based on a stepped 109-period EMA. It highlights market direction using automatic color changes and background shading. How It Works A modified 109-period EMA is used to detect trend bias The line only updates in steps after a fixed number of bars (MA Step = 33) Background color changes when trend direction shifts Alerts notify the trader when price crosses above or below the trend line What It Shows 🟢 Green chart background = bullish bias 🔴 Red chart background = bearish bias 📢 Alert signals are generated when the price crosses the stepped EMA What It Does NOT Do ❌ It does not execute trades automatically ❌ It does not guarantee profit or accuracy ❌ It does not repaint signals Important Notes This is a trend visualization tool only Always combine with proper risk management and confirmation tools Past performance is not a guarantee of future results This script is for educational and research purposes
אינדיקטור Pine Script®
מאת ‎cupra_inc‎
Bollinger Bands Regression Forecast [BigBeluga]🔵 OVERVIEW The Bollinger Bands Regression Forecast combines volatility envelopes from Bollinger Bands with a linear regression-based projection model . It visualizes both current and future price zones by extrapolating the Bollinger channel forward in time, giving traders a statistical forecast of probable support and resistance behavior. 🔵 CONCEPTS Classic Bollinger Bands use a moving average (basis) and standard deviation (deviation) to form dynamic envelopes around price. This indicator enhances them with linear regression slope detection , allowing it to forecast how the band may expand or contract in the future. Regression is applied to both the band’s basis and deviation components to predict their trajectory for a user-defined number of Forecast Bars . The resulting forecast creates a smoothed, funnel-shaped projection that dynamically adapts to volatility. ▲ and ▼ markers highlight potential mean reversion points when price crosses the outer bounds of the bands. 🔵 FEATURES Forecast Engine : Uses linear regression to project Bollinger Band movement into the future. Dynamic Channel Width : Adapts standard deviation and slope for realistic volatility modeling. Auto-Labeled Levels : Displays live upper and lower forecast values for quick reference. Cross Signals : Marks potential overbought and oversold zones with ▲/▼ signals when price exits the band. Trend-Adaptive Basis Color : Basis line automatically switches color to represent short-term trend direction. Customizable Colors and Widths for complete visual control. 🔵 HOW TO USE Apply the indicator to visualize both current Bollinger structure and its forward projection. Use ▲/▼ breakout markers to identify short-term reversals or volatility shifts. When price consistently rides the upper band forecast, the trend is strong and likely continuing. When regression shows narrowing bands ahead, expect a volatility contraction or consolidation period. For range traders, outer projected bands can be used as potential mean reversion entry points . Combine with volume or momentum filters to confirm whether breakouts are genuine or fading. 🔵 CONCLUSION Bollinger Bands Regression Forecast transforms classic Bollinger analysis into a predictive forecasting model . By merging volatility dynamics with regression-based extrapolation, it provides traders with a forward-looking visualization of likely price boundaries — revealing not only where volatility is but also where it’s heading next.
אינדיקטור Pine Script®
מאת ‎BigBeluga‎
12
Price Drop CounterThe Price Drop Counter is a very basic statistical indicator. See it as an analytical tool that tracks how many times an asset's price has dropped by a specified percentage from its recent peak within a defined date range. The indicator monitors the highest price reached and counts each occurrence when the price falls by your chosen threshold, then resets its peak tracking point after each drop is registered. Uses Volatility Assessment: Measure how frequently significant price corrections occur during specific periods Market Behavior Analysis: Compare drop frequency across different timeframes or market conditions Risk Evaluation: Identify assets or periods with higher downside volatility Historical Pattern Recognition: Study how often major pullbacks happened during bull or bear markets Backtesting Support: Analyze how your strategy would perform based on the frequency of drawdowns How to use it Add the indicator to your TradingView chart Configure the Percent Drop (%) to define your threshold (default: 10%). The indicator will count each time price falls by this percentage from the most recent high IMPORTANT Set your Start Date and End Date to analyze a specific period of interest The blue step-line plot shows the cumulative count of drops within your date range Adjust the percentage threshold based on your analysis needs - use smaller values (2-5%) for more frequent signals or larger values (15-20%) for major corrections only The counter resets its high-water mark after each qualifying drop, allowing it to track multiple sequential drops within the same period.
אינדיקטור Pine Script®
מאת ‎HenriqueCentieiro‎
ZFX Prime Trend Matrix PRO – Zumiko FX📌 ZFX Prime Trend Matrix PRO – Zumiko FX ZFX Prime Trend Matrix PRO is a multi-timeframe trend dashboard designed by Zumiko FX to give traders an instant, complete market overview. It analyzes six key timeframes simultaneously and displays trend direction, band positioning, momentum, volatility and alignment — all in one clean, horizontal table. This matrix is made to simplify decision-making and help traders instantly identify when multiple timeframes agree on a market direction. 🔹 What the Matrix Shows The dashboard updates in real time and displays: 1. Trend Direction UP / DOWN / Neutral for each timeframe (M1, M5, M15, H1, H4, D1). 2. Bands Position (Prime Bands) Shows whether price is: Above Fast Band Below Fast Band Above Slow Band Below Slow Band Inside range Perfect for spotting breakouts and trend continuation zones. 3. RSI (Momentum Strength) Color-coded RSI readings help detect overbought/oversold and neutral momentum. 4. Stochastic (Timing Tool) Reads market timing with Stoch K/D movements. Highlights when a trend aligns with momentum. 5. ATR Bias Instant view of volatility pressure: LONG SHORT Neutral Great for filtering entries. 6. HTF Alignment Shows whether each timeframe is aligned with the next higher timeframe. A powerful trend continuation filter used by advanced traders. 7. Trading Signal Zone Final synthesised signal: BUY ZONE → Strong bullish alignment SELL ZONE → Strong bearish alignment NO TRADE → Conditions not optimal This allows traders to quickly identify “green light” moments across the trend structure. 🔹 Why This Matrix Is Powerful ✔ Shows 6 timeframes at once ✔ Helps confirm entries from other indicators ✔ Reveals hidden contradictions in trend ✔ Perfect for scalpers and day traders who need fast confirmation ✔ Works with any strategy as a high-level filter ✔ Clean, minimalistic, professional UI 🔹 Who Is It For? Scalpers Day traders Swing traders Traders using trend-following strategies Traders who want a clean, high-level overview 🔹 About Zumiko FX Developed by Zumiko FX, known for precision-based systems and advanced multi-timeframe tools for serious traders.
אינדיקטור Pine Script®
מאת ‎kodik19788‎