Supertrend (Close Longs Only)Strategy Description: Supertrend (Close Longs Only)
This strategy uses the Supertrend indicator to manage long positions in the market. The Supertrend is calculated based on the Average True Range (ATR) and a user-defined multiplier (factor) to determine trend direction.
Purpose: The strategy focuses solely on exiting long trades when the trend changes to a downtrend, without taking any short positions.
How It Works:
Uptrend Detection: When the Supertrend is green, it indicates an uptrend suitable for long trades.
Downtrend Detection: When the Supertrend switches to red, it signals the end of the uptrend. At this point, an alert is triggered to close long positions.
Key Features:
Highly configurable with adjustable ATR length and multiplier for sensitivity.
Alerts are designed to notify the user when to exit long positions, ensuring timely actions.
This strategy is ideal for traders who prefer a conservative approach, focusing on managing long entries without engaging in short trades.
Educational
G. Santostasi Power Law Cycle Comparison
G. Santostasi Power Law Cycle Comparison Indicator
The "G. Santostasi Power Law Cycle Comparison" indicator is a revolutionary tool designed to provide deep insights into Bitcoin's historical price behavior, based on the renowned G. Santostasi power law model. This indicator goes beyond simple trend analysis, leveraging the power law model to analyze Bitcoin's cyclical patterns by shifting and superimposing past cycles onto the current price action.
Key Features and Insights:
Cycle-Based Comparison:
The indicator divides each Bitcoin cycle into three distinct phases:
Exponential Growth Phase (Year 1): A year of near-exponential price appreciation, often associated with the post-halving effect and the inflow of new market participants.
Exponential Correction Phase (Year 2): A sharp, quasi-exponential price decline as the market corrects from speculative highs.
Power Law Growth Phase (Years 3 and 4): A steady and predictable price increase along the power law support line, representing Bitcoin’s intrinsic long-term value trajectory.
Visual Clarity:
By overlaying past cycles onto the current cycle, the indicator highlights recurring patterns, making it easy for investors to identify similarities and deviations in price behavior. This visual comparison helps pinpoint where we are within the current cycle.
Orientation Tool for Investors:
Provides a "map" of Bitcoin's price action across cycles, enabling investors to orient themselves and make more informed decisions.
Helps distinguish between short-term noise and long-term trends, offering a broader perspective on Bitcoin’s price trajectory.
Consistency and Coherence:
The indicator’s ability to show how Bitcoin cycles adhere to a consistent framework underscores its robustness and reliability. The distinct phases of growth, correction, and stabilization align perfectly with the power law model, offering a coherent narrative of Bitcoin’s market dynamics.
Utility for Risk Management and Strategy:
Investors can use this indicator to anticipate major price movements, identify overbought or oversold conditions within the context of the cycle, and plan entry or exit points based on historical patterns.
Uniqueness of the Indicator:
Unlike traditional indicators that focus solely on momentum or trend, the G. Santostasi Power Law Cycle Comparison is rooted in a scientific approach. By applying the power law model to Bitcoin's cyclical behavior, this tool offers unparalleled insights into the underlying mechanics of price action. The ability to compare current price dynamics with past cycles provides a unique perspective, revealing patterns that are often missed by conventional technical analysis.
Who Should Use This Indicator?
Long-Term Investors: Gain confidence in understanding Bitcoin’s price action over its multi-year cycles.
Active Traders: Identify key phases within the cycle to time market entries and exits.
Analysts and Researchers: Explore the fundamental consistency of Bitcoin’s power law behavior across cycles.
The "G. Santostasi Power Law Cycle Comparison" indicator is not just a tool; it’s a lens through which Bitcoin’s intricate market cycles can be viewed, understood, and navigated. By aligning historical context with current price action, this indicator empowers investors with clarity, foresight, and actionable insights.
BB Context PanelThe BB Context Panel indicator is designed to provide a customizable and informative overlay on your chart. It offers key contextual details to enhance your trading experience by combining essential market data, user-defined messages, and time-based insights in an easily accessible panel. Whether you use it for quick reference, sharing screenshots, or maintaining focus with motivational reminders, this tool adapts to your unique trading needs.
Key Features
1. Futures Contract Tracking:
• Automatically displays the current or nearest futures contract (e.g., MNQH5), including support for continuous contracts.
• Adjusts dynamically based on the quarterly roll schedule (March, June, September, December).
2. Time and Date Display:
• Choose to display either:
• Bar Time: Reflects the timestamp of the most recent bar.
• Current Time: Updates in real time based on your selected timezone.
• Formats the timestamp as hh:mm Day mm-dd-yy for easy readability.
3. Custom User Messages:
• Add personalized messages, motivational reminders, or trading affirmations (e.g., “Patience | Discipline | Confidence”).
• Supports multiline messages for greater customization.
4. Customizable Placement:
• Select from multiple placement options (e.g., Top Right, Bottom Left, etc.) to integrate seamlessly with your chart layout.
5. Time Zone Support:
• Supports a wide range of global time zones, ensuring accurate time synchronization based on your location or trading session preferences.
6. Clean and Minimalist Design:
• Aesthetic panel with customizable text and background colors for better integration with your chart theme.
• Bolded key information like contract symbols and timeframes for quick recognition.
How to Use
1. Enable the Context Panel:
• Select a location for the panel using the Show Chart Context Panel? setting (e.g., Top Right).
2. Choose Time Display:
• Decide whether to show Bar Time, Current Time, or disable the time display entirely (None).
3. Add Custom Messages:
• Use the Panel Message input to add motivational reminders, strategy notes, or any text you’d like to see during your trading sessions.
4. Set Your Time Zone:
• Configure the time zone using the Select Timezone dropdown to ensure time data aligns with your trading hours.
Example Use Cases
1. Screenshot-Friendly Context:
• Capture annotated screenshots with clear context, including contract symbol, timeframe, timestamp, and reminders.
2. Quick Market Overview:
• Use the panel to stay informed about the current futures contract and trading session details without cluttering your chart.
3. Trading Psychology Support:
• Display affirmations like “Patience | Discipline | Confidence” to help maintain focus and emotional discipline while trading.
Lara - K线包含关系合并 v0.1 Based on Chan Theory (缠论), this script simplifies candlestick charts (K線) by merging two overlapping candlesticks. The logic dynamically combines candlesticks into single entity. If two overlapping candlesticks form an upward relationship compared to the previous candlestick, the higher high and higher low are taken. Conversely, if they form a downward relationship, the lower high and lower low are taken.
Brazil Real Interest RateEste script foi criado para calcular e exibir a Taxa de Juros Real, permitindo compreender o impacto da inflação sobre os juros nominais do mercado. Ele utiliza dois indicadores principais: a taxa de juros nominal, que reflete os juros antes de considerar a inflação, e a taxa de inflação anual, que mede o aumento dos preços em um ano.
O script funciona da seguinte forma: ele obtém diariamente os dados da taxa de juros nominal (representada pelo contrato futuro DI1) e da inflação anual (indicada pelo BRIRYY). Esses valores são processados para calcular a taxa de juros real, utilizando a fórmula de Fisher, que ajusta os juros nominais ao descontar o efeito da inflação. O resultado é uma medida mais precisa do retorno ou custo real, considerando o poder de compra.
Depois de realizar o cálculo, o script exibe a Taxa de Juros Real diretamente no gráfico, representada por uma linha verde. Isso permite acompanhar, de forma clara e visual, como a inflação e os juros afetam o cenário econômico ao longo do tempo.
This script was created to calculate and display the Real Interest Rate, allowing us to understand the impact of inflation on nominal market interest rates. It uses two main indicators: the nominal interest rate, which reflects interest rates before considering inflation, and the annual inflation rate, which measures the increase in prices over a year.
The script works as follows: it obtains daily data on the nominal interest rate (represented by the DI1 futures contract) and annual inflation (indicated by BRIRYY). These values are processed to calculate the real interest rate, using the Fisher formula, which adjusts nominal interest rates by discounting the effect of inflation. The result is a more accurate measure of real return or cost, considering purchasing power.
After performing the calculation, the script displays the Real Interest Rate directly on the graph, represented by a green line. This allows you to monitor, clearly and visually, how inflation and interest rates affect the economic scenario over time.
Brazil Real Interest RateEste script foi criado para calcular e exibir a Taxa de Juros Real, permitindo compreender o impacto da inflação sobre os juros nominais do mercado. Ele utiliza dois indicadores principais: a taxa de juros nominal, que reflete os juros antes de considerar a inflação, e a taxa de inflação anual, que mede o aumento dos preços em um ano.
O script funciona da seguinte forma: ele obtém diariamente os dados da taxa de juros nominal (representada pelo contrato futuro DI1) e da inflação anual (indicada pelo BRIRYY). Esses valores são processados para calcular a taxa de juros real, utilizando a fórmula de Fisher, que ajusta os juros nominais ao descontar o efeito da inflação. O resultado é uma medida mais precisa do retorno ou custo real, considerando o poder de compra.
Depois de realizar o cálculo, o script exibe a Taxa de Juros Real diretamente no gráfico, representada por uma linha verde. Isso permite acompanhar, de forma clara e visual, como a inflação e os juros afetam o cenário econômico ao longo do tempo.
This script was created to calculate and display the Real Interest Rate, allowing us to understand the impact of inflation on nominal market interest rates. It uses two main indicators: the nominal interest rate, which reflects interest rates before considering inflation, and the annual inflation rate, which measures the increase in prices over a year.
The script works as follows: it obtains daily data on the nominal interest rate (represented by the DI1 futures contract) and annual inflation (indicated by BRIRYY). These values are processed to calculate the real interest rate, using the Fisher formula, which adjusts nominal interest rates by discounting the effect of inflation. The result is a more accurate measure of real return or cost, considering purchasing power.
After performing the calculation, the script displays the Real Interest Rate directly on the graph, represented by a green line. This allows you to monitor, clearly and visually, how inflation and interest rates affect the economic scenario over time.
Duong_Sideway ZoneThis indicator is designed to identify sideway (ranging) zones on the price chart. It uses a Moving Average (MA) and criteria such as the number of price crosses over the MA, as well as breakout checks, to determine whether the market is in a sideway state. When a sideway zone is detected, it is highlighted with a yellow background on the chart.
Key Features:
MA Line: Uses a Moving Average (MA) as the basis for trend identification.
Sideway Threshold: Based on the number of price crosses over the MA within a specific period.
Breakout Check: Excludes zones from being considered sideway if a breakout occurs beyond the ATR threshold.
Visual Highlighting: Highlights sideway zones with a yellow background for easy identification.
This indicator is ideal for traders looking to identify ranging market phases to adjust their trading strategies accordingly.
For example, if within the last 20 candles, the number of times the closing price crosses the MA5 is greater than 4, it is considered a sideway zone, except in cases where the closing price of a recent candle has broken out of the highest/ lowest price of the previous 20 candles.
Enhanced 20 SMA Signal BoxesEnhanced 20 SMA Signal Boxes
This indicator leverages the 20-period Simple Moving Average (SMA) to generate clear and actionable trading signals. Designed for traders looking to streamline their entry and exit decisions, the script provides a visual hierarchy with dynamic signal boxes and target levels.
Features:
Buy & Sell Signals:
Automatically detects when the price crosses above or below the 20 SMA and marks the signal candle with a yellow box for clear visualization of entry (top of the box) and risk (bottom of the box).
Dynamic Target Levels:
Three blue outlined boxes are generated for each signal to indicate profit-taking levels. The boxes dynamically adjust based on the signal candle’s range and come with customizable labels:
"Long Target" for buy signals
"Short Target" for sell signals
Alert System:
Get notified when the price enters or exits the signal candle or when target levels are reached.
Customization Options:
Adjust SMA color, thickness, and length.
Modify box opacity for better chart visibility.
Edit target labels and positionings to suit your trading style.
Risk/Reward Visualization:
The script calculates and displays the risk/reward ratio visually between the signal candle and the first target box.
Dynamic Styling:
Target boxes feature gradient shades to highlight increasing profit potential, and optional lines connect the signal candle to targets for organized visuals.
This indicator simplifies decision-making by providing clear signals and targets, making it suitable for day traders, swing traders, and scalpers alike.
Watermark with dynamic variables [BM]█ OVERVIEW
This indicator allows users to add highly customizable watermark messages to their charts. Perfect for branding, annotation, or displaying dynamic chart information, this script offers advanced customization options including dynamic variables, text formatting, and flexible positioning.
█ CONCEPTS
Watermarks are overlay messages on charts. This script introduces placeholders — special keywords wrapped in % signs — that dynamically replace themselves with chart-related data. These watermarks can enhance charts with context, timestamps, or branding.
█ FEATURES
Dynamic Variables : Replace placeholders with real-time data such as bar index, timestamps, and more.
Advanced Customization : Modify text size, color, background, and alignment.
Multiple Messages : Add up to four independent messages per group, with two groups supported (A and B).
Positioning Options : Place watermarks anywhere on the chart using predefined locations.
Timezone Support : Display timestamps in a preferred timezone with customizable formats.
█ INPUTS
The script offers comprehensive input options for customization. Each Watermark (A and B) contains identical inputs for configuration.
Watermark settings are divided into two levels:
Watermark-Level Settings
These settings apply to the entire watermark group (A/B):
Show Watermark: Toggle the visibility of the watermark group on the chart.
Position: Choose where the watermark group is displayed on the chart.
Reverse Line Order: Enable to reverse the order of the lines displayed in Watermark A.
Message-Level Settings
Each watermark contains up to four configurable messages. These messages can be independently customized with the following options:
Message Content: Enter the custom text to be displayed. You can include placeholders for dynamic data.
Text Size: Select from predefined sizes (Tiny, Small, Normal, Large, Huge) or specify a custom size.
Text Alignment and Colors:
- Adjust the alignment of the text (Left, Center, Right).
- Set text and background colors for better visibility.
Format Time: Enable time formatting for this watermark message and configure the format and timezone. The settings for each message include message content, text size, alignment, and more. Please refer to Formatting dates and times for more details on valid formatting tokens.
█ PLACEHOLDERS
Placeholders are special keywords surrounded by % signs, which the script dynamically replaces with specific chart-related data. These placeholders allow users to insert dynamic content, such as bar information or timestamps, into watermark messages.
Below is the complete list of currently available placeholders:
bar_index , barstate.isconfirmed , barstate.isfirst , barstate.ishistory , barstate.islast , barstate.islastconfirmedhistory , barstate.isnew , barstate.isrealtime , chart.is_heikinashi , chart.is_kagi , chart.is_linebreak , chart.is_pnf , chart.is_range , chart.is_renko , chart.is_standard , chart.left_visible_bar_time , chart.right_visible_bar_time , close , dayofmonth , dayofweek , dividends.future_amount , dividends.future_ex_date , dividends.future_pay_date , earnings.future_eps , earnings.future_period_end_time , earnings.future_revenue , earnings.future_time , high , hl2 , hlc3 , hlcc4 , hour , last_bar_index , last_bar_time , low , minute , month , ohlc4 , open , second , session.isfirstbar , session.isfirstbar_regular , session.islastbar , session.islastbar_regular , session.ismarket , session.ispostmarket , session.ispremarket , syminfo.basecurrency , syminfo.country , syminfo.currency , syminfo.description , syminfo.employees , syminfo.expiration_date , syminfo.industry , syminfo.main_tickerid , syminfo.mincontract , syminfo.minmove , syminfo.mintick , syminfo.pointvalue , syminfo.prefix , syminfo.pricescale , syminfo.recommendations_buy , syminfo.recommendations_buy_strong , syminfo.recommendations_date , syminfo.recommendations_hold , syminfo.recommendations_sell , syminfo.recommendations_sell_strong , syminfo.recommendations_total , syminfo.root , syminfo.sector , syminfo.session , syminfo.shareholders , syminfo.shares_outstanding_float , syminfo.shares_outstanding_total , syminfo.target_price_average , syminfo.target_price_date , syminfo.target_price_estimates , syminfo.target_price_high , syminfo.target_price_low , syminfo.target_price_median , syminfo.ticker , syminfo.tickerid , syminfo.timezone , syminfo.type , syminfo.volumetype , ta.accdist , ta.iii , ta.nvi , ta.obv , ta.pvi , ta.pvt , ta.tr , ta.vwap , ta.wad , ta.wvad , time , time_close , time_tradingday , timeframe.isdaily , timeframe.isdwm , timeframe.isintraday , timeframe.isminutes , timeframe.ismonthly , timeframe.isseconds , timeframe.isticks , timeframe.isweekly , timeframe.main_period , timeframe.multiplier , timeframe.period , timenow , volume , weekofyear , year
█ HOW TO USE
1 — Add the Script:
Apply "Watermark with dynamic variables " to your chart from the TradingView platform.
2 — Configure Inputs:
Open the script settings by clicking the gear icon next to the script's name.
Customize visibility, message content, and appearance for Watermark A and Watermark B.
3 — Utilize Placeholders:
Add placeholders like %bar_index% or %timenow% in the "Watermark - Message" fields to display dynamic data.
Empty lines in the message box are reflected on the chart, allowing you to shift text up or down.
Using in the message box translates to a new line on the chart.
4 — Preview Changes:
Adjust settings and view updates in real-time on your chart.
█ EXAMPLES
Branding
DodgyDD's charts
Debugging
█ LIMITATIONS
Only supports variables defined within the script.
Limited to four messages per watermark.
Visual alignment may vary across different chart resolutions or zoom levels.
Placeholder parsing relies on correct input formatting.
█ NOTES
This script is designed for users seeking enhanced chart annotation capabilities. It provides tools for dynamic, customizable watermarks but is not a replacement for chart objects like text labels or drawings. Please ensure placeholders are properly formatted for correct parsing.
Additionally, this script can be a valuable tool for Pine Script developers during debugging . By utilizing dynamic placeholders, developers can display real-time values of variables and chart data directly on their charts, enabling easier troubleshooting and code validation.
Bitcoin Exponential Profit Strategy### Strategy Description:
The **Bitcoin Trading Strategy** is an **Exponential Moving Average (EMA) crossover strategy** designed to identify bullish trends for Bitcoin.
1. **Indicators**:
- **Fast EMA (default 9 periods)**: Represents the short-term trend.
- **Slow EMA (default 21 periods)**: Represents the longer-term trend.
2. **Entry Condition**:
- A **bullish crossover** occurs when the Fast EMA crosses above the Slow EMA.
- The strategy enters a **long position** with a user-defined order size (default 0.01 BTC).
3. **Exit Conditions**:
- **Take Profit**: Closes the position when the profit target is reached (default $100).
- **Stop Loss**: Closes the position when the price drops below the stop loss level (default $50).
- **Bearish Crossunder**: Closes the position when the Fast EMA crosses below the Slow EMA.
4. **Visual Signals**:
- **BUY signals**: Displayed when a bullish crossover occurs.
- **SELL signals**: Displayed when a bearish crossunder occurs.
This strategy is optimized for trend-following behavior, ensuring positions are aligned with upward-moving trends while managing risk through clear stop-loss and take-profit levels.
Alternate Bat Harmonic Pattern [TradingFinder] ALT Bat Indicator🔵 Introduction
The Alternate Bat harmonic pattern is one of the most precise and practical tools in technical analysis, introduced by Scott Carney in 2003. This pattern focuses on specific Fibonacci ratios, such as 0.382 at point B and 1.13XA at point D, to identify Potential Reversal Zones (PRZ) where price is likely to reverse.
The Alternative Bat pattern emerged as a result of repeated failures observed in the standard Bat pattern. Traders entering trades near the 0.886XA level of the standard Bat often encountered losses. In the Alternate Bat, point D extends beyond 0.886XA, typically reversing at 1.13XA, offering a more accurate identification of the reversal zone.
A key characteristic of this pattern is its M- or W-shaped structure, where the midpoint B retraces 0.382XA or less. Additionally, the CD leg requires an extension of 2.0 to 3.618 to complete the pattern. Due to its accuracy and the predictable behavior of price near the PRZ, the Alternate Bat pattern is recognized as a powerful tool for forecasting price reversals.
In the bullish Alternative Bat pattern, an M-shaped structure forms. After an initial upward movement (XA), price undergoes a short correction at point B (0.382XA) and then declines toward point D (1.13XA and an extension of 2.0 to 3.618BC), where a potential upward reversal is expected.
In the bearish Alternate Bat pattern, a W-shaped structure forms. After an initial downward movement (XA), price retraces slightly at point B (0.382XA) and then rises toward point D (1.13XA and an extension of 2.0 to 3.618BC), where a potential downward reversal is anticipated.
🔵 How to Use
The Alternate Bat harmonic pattern is a key tool for identifying potential reversal zones (PRZ) in the market. By leveraging the 0.382 retracement at point B and the 1.13XA extension at point D, along with symmetrical price structures, this pattern offers precise reversal opportunities in both bullish and bearish market conditions.
🟣 Bullish Alternate Bat Pattern
The bullish Alternate Bat pattern forms during a downtrend, signaling a potential reversal to the upside. This pattern consists of three downward movements with two corrective waves, ultimately reaching point D, which marks the PRZ.
At the PRZ, the convergence of Fibonacci levels—1.13XA and extensions ranging from 2.0 to 3.618BC—creates a strong support zone where price is likely to reverse upward.
🟣 Bearish Alternative Bat Pattern
The bearish Alternate Bat pattern develops during an uptrend, indicating a potential reversal to the downside. This pattern features three upward price movements with two retracements, ending at point D, where the PRZ forms.
Point D is defined by the 1.13XA extension and the 2.0 to 3.618BC projection, creating a strong resistance zone where price is expected to reverse downward.
🔵 Setting
🟣 Logical Setting
ZigZag Pivot Period : You can adjust the period so that the harmonic patterns are adjusted according to the pivot period you want. This factor is the most important parameter in pattern recognition.
Show Valid Format : If this parameter is on "On" mode, only patterns will be displayed that they have exact format and no noise can be seen in them. If "Off" is, the patterns displayed that maybe are noisy and do not exactly correspond to the original pattern.
Show Formation Last Pivot Confirm : if Turned on, you can see this ability of patterns when their last pivot is formed. If this feature is off, it will see the patterns as soon as they are formed. The advantage of this option being clear is less formation of fielded patterns, and it is accompanied by the latest pattern seeing and a sharp reduction in reward to risk.
Period of Formation Last Pivot : Using this parameter you can determine that the last pivot is based on Pivot period.
🟣 Genaral Setting
Show : Enter "On" to display the template and "Off" to not display the template.
Color : Enter the desired color to draw the pattern in this parameter.
LineWidth : You can enter the number 1 or numbers higher than one to adjust the thickness of the drawing lines. This number must be an integer and increases with increasing thickness.
LabelSize : You can adjust the size of the labels by using the "size.auto", "size.tiny", "size.smal", "size.normal", "size.large" or "size.huge" entries.
🟣 Alert Setting
Alert : On / Off
Message Frequency : This string parameter defines the announcement frequency. Choices include: "All" (activates the alert every time the function is called), "Once Per Bar" (activates the alert only on the first call within the bar), and "Once Per Bar Close" (the alert is activated only by a call at the last script execution of the real-time bar upon closing). The default setting is "Once per Bar".
Show Alert Time by Time Zone : The date, hour, and minute you receive in alert messages can be based on any time zone you choose. For example, if you want New York time, you should enter "UTC-4". This input is set to the time zone "UTC" by default.
🔵 Conclusion
The Alternate Bat harmonic pattern, with its precise Fibonacci ratios like 0.382 and 1.13XA, is a reliable tool for identifying Potential Reversal Zones (PRZ) in financial markets. By recognizing symmetrical price structures and focusing on both bullish and bearish scenarios, traders can identify optimal entry and exit points with high accuracy.
The key strength of this pattern lies in its ability to define strong support and resistance zones near the PRZ, increasing the probability of price reversals. Combining the pattern with candlestick confirmations and volume analysis enhances its effectiveness.
Ultimately, incorporating the Alternative Bat pattern with proper risk management and Fibonacci-based targets allows traders to enter the market confidently and capitalize on potential price reversals.
DCA Fundamentals 1.0DCA Fundamentals 1.0
Description:
DCA Fundamentals 1.0 is an invite-only indicator designed to help traders and investors make informed decisions by analyzing key fundamental metrics of a company. It aggregates essential financial data—such as book value, earnings per share, total equity, total debt, net income, and total revenue—to provide a comprehensive overview of the stock’s intrinsic value and risk profile. By examining factors like the debt-to-equity ratio and dynamically computing Buffet’s Limit, this tool assists in identifying whether a stock may be undervalued, fairly valued, or overvalued.
Key Features:
Intrinsic Value Calculation: Estimates a stock’s intrinsic worth using a weighted combination of book value per share and EPS.
Buffet’s Limit & Margin of Safety: Adjusts intrinsic value based on the company’s debt-to-equity ratio, providing a margin of safety percentage to gauge potential investment risk.
Debt Warning: Highlights when the debt-to-equity ratio exceeds 2, signaling possible financial instability.
Data Visualization: Displays equity, debt, net income, and revenue as area plots or histograms, helping users quickly assess financial health.
Investment Status: Classifies the stock as undervalued, fairly valued, or overvalued based on current price relative to intrinsic value and Buffet’s Limit.
Dividend-to-ROE Ratio: Offers insight into dividend payout sustainability relative to the company’s return on equity.
Instructions
Fallback Data Handling:
If any financial data is unavailable, fallback values are automatically used to ensure that key calculations remain meaningful and uninterrupted.
Intrinsics & Risk Assessment:
Intrinsic Value: Computed using book value and EPS to understand the stock’s core worth.
Buffet’s Limit: Adjusted from the intrinsic value based on the debt-to-equity ratio. The resulting margin of safety helps gauge the current price’s risk level.
Debt Warning:
Debt-to-Equity Ratio > 2: Triggers a red warning, advising caution due to potentially excessive debt.
Visual Indicators:
Intrinsically Undervalued (Green Area): When price is below intrinsic value, a green shaded area suggests the stock may be undervalued, potentially presenting a buying opportunity.
Debt vs. Equity (Area Plots):
Red Area: Represents debt. A larger red area signals relatively high debt levels.
Green Area: Represents equity. A larger green area suggests stronger financial health.
Revenue & Net Income (Histograms):
Green Bars: Positive or improving fundamentals.
Red Bars: Negative or declining performance.
Investment Status:
Undervalued (Green): Price below intrinsic value.
Fairly Valued (Yellow): Price between intrinsic value and Buffet’s Limit.
Overvalued (Red): Price above intrinsic value, implying increased downside risk.
Table Display:
A convenient table summarizes key metrics at a glance, including P/E ratio, Debt-to-Equity ratio, intrinsic value, margin of safety, net income, total revenue, and the Dividend-to-ROE Ratio.
Dividend-to-ROE Ratio:
This metric provides additional context on the company’s dividend policy relative to its return on equity, aiding in evaluating dividend sustainability.
Disclaimer
Important Disclaimer:
The DCA Fundamentals 1.0 indicator is provided solely for educational and informational purposes. It is not investment advice, a recommendation, or an endorsement of any security or strategy. All calculations are based on data provided by third parties, and their accuracy or completeness is not guaranteed.
Investing and trading involve significant risks. You may lose more than your initial investment. Historical performance or indicators cannot guarantee future results. Before making any investment decisions, you should conduct thorough research, consider consulting a qualified financial professional, and implement robust risk management strategies.
By using DCA Fundamentals 1.0, you acknowledge these risks and agree that neither the creator nor any affiliated parties are responsible for any losses incurred. Use this tool at your own discretion and risk.
Mastering ATR for Smart Stop Loss and Take Profit PlacementUsing the ATR indicator to set Stop Loss and Take Profit levels provides a dynamic and flexible way to manage risk based on the volatility of the market. This method ensures that your SL and TP are always in tune with current market conditions, preventing unnecessary stop-outs while maximizing the potential for profit. The table in the script makes it easy to view your calculated levels directly on the chart, improving your trading efficiency.
If you're looking for a more automated way to manage your trades, integrating ATR-based SL and TP can be a powerful tool in your strategy.
Happy Trading!
Tomas Ratio Strategy with Multi-Timeframe AnalysisHello,
I would like to present my new indicator I have compiled together inspired by Calmar Ratio which is a ratio that measures gains vs losers but with a little twist.
Basically the idea is that if HLC3 is above HLC3 (or previous one) it will count as a gain and it will calculate the percentage of winners in last 720 hourly bars and then apply 168 hour standard deviation to the weekly average daily gains.
The idea is that you're supposed to buy if the thick blue line goes up and not buy if it goes down (signalized by the signal line). I liked that idea a lot, but I wanted to add an option to fire open and close signals. I have also added a logic that it not open more trades in relation the purple line which shows confidence in buying.
As input I recommend only adjusting the amount of points required to fire a signal. Note that the lower amount you put, the more open trades it will allow (and vice versa)
Feel free to remove that limiter if you want to. It works without it as well, this script is meant for inexperienced eye.
I will also publish a indicator script with this limiter removed and alerts added for you to test this strategy if you so choose to.
Also, I have added that the trades will enter only if price is above 720 period EMA
Disclaimer
This strategy is for educational purposes only and should not be considered financial advice. Always backtest thoroughly and adjust parameters based on your trading style and market conditions.
Made in collaboration with ChatGPT.
AHR999X IndexAHR999X Index - A Tool to Watch BITSTAMP:BTCUSD Bitcoin Tops
The AHR999X Index is designed as an extension of the well-known AHR999 Index, specifically to help identify Bitcoin's market tops. This index combines two critical components:
200-Day Fixed Investment Cost:
The average cost if you invested a fixed amount into Bitcoin every day over the last 200 days (using a geometric mean).
Growth Estimate:
A price estimate derived from a logarithmic regression model based on Bitcoin's age.
The formula for AHR999X is:
AHR999X = (Bitcoin Price ÷ 200-Day Fixed Investment Cost) × (Bitcoin Price ÷ Growth Estimate) × 3
How to Interpret AHR999X
Above 8: Accumulation Zone – Bitcoin is historically undervalued.
Between 0.45 and 8: Neutral Zone – Bitcoin is within a reasonable price range.
Below 0.45: Exit Zone – Historically signals market tops and high-risk areas.
A Cycle Observation
One important point to note:
The bottom value of AHR999X increases with every Bitcoin market cycle.
This reflects Bitcoin's long-term price appreciation and diminishing volatility over time.
Lanczos CandlesThis indicator reconstructs price action using Lanczos resampling, incorporating lower timeframe data to create a more detailed representation of market movements. Traditional candle aggregation on higher timeframes tends to lose some price action detail - this indicator attempts to preserve more of that information through mathematical resampling.
The indicator samples price data from a lower timeframe and uses the Lanczos algorithm, a mathematical method commonly used in signal processing and image resampling, to reconstruct the price series at the chart's timeframe. The process helps maintain price movements that might otherwise be smoothed out in regular candle aggregation.
The main settings allow you to select the source timeframe for sampling, adjust the Lanczos filter width to balance smoothness versus detail preservation, and optionally enable Heikin Ashi calculation. The filter width parameter (default: 3) affects how aggressive the smoothing is - higher values produce smoother results while lower values retain more of the original variation.
This approach can be useful for technical analysis when you want to work with higher timeframes while maintaining awareness of significant price movements that occurred within those candles. The optional Heikin Ashi mode can help visualize trends in the resampled data.
The indicator works best when there's a clear ratio between your chart timeframe and the source timeframe (for example, using 1-minute data to build 5-minute candles).
Polyphase MACD (PMACD)The Polyphase MACD (PMACD) uses polyphase decimation to create a continuous estimate of higher timeframe MACD behavior. The number of phases represents the timeframe multiplier - for example, 3 phases approximates a 3x higher timeframe.
Traditional higher timeframe MACD indicators update only when each higher timeframe bar completes, creating stepped signals that can miss intermediate price action. The PMACD addresses this by maintaining multiple phase-shifted MACD calculations and combining them with appropriate anti-aliasing filters. This approach eliminates the discrete jumps typically seen in higher timeframe indicators, though the resulting signal may sometimes deviate from the true higher timeframe values due to its estimative nature.
The indicator processes price data through parallel phase calculations, each analyzing a different time-offset subset of the data. These phases are filtered and combined to prevent aliasing artifacts that occur in simple timeframe conversions. The result is a smooth, continuous signal that begins providing meaningful values immediately, without requiring a warm-up period of higher timeframe bars.
The PMACD maintains the standard MACD components - the MACD line (fast MA - slow MA), signal line, and histogram - while providing a more continuous view of higher timeframe momentum. Users can select between EMA and SMA calculations for both the oscillator and signal components, with all calculations benefiting from the same polyphase processing technique.
Polyphase Stochastic RSI (PSRSI)The Polyphase Stochastic RSI (PSRSI) provides a continuous estimate of higher timeframe Stochastic RSI behavior by using polyphase decimation. The number of phases represents the timeframe multiplier - for example, 3 phases approximates a 3x higher timeframe.
While traditional higher timeframe indicators only update at the completion of each higher timeframe bar, the PSRSI creates a continuous signal by maintaining multiple phase-shifted calculations and combining them with appropriate anti-aliasing filters. This approach eliminates the gaps and discontinuities typically seen in higher timeframe indicators, though the resulting signal may sometimes deviate from the true higher timeframe values due to its estimative nature.
The indicator processes data through parallel phase calculations, each handling a different subset of price data offset in time. These phases are then filtered and combined to prevent aliasing artifacts that occur in simple timeframe conversions. The result is a smooth, continuous signal that starts providing meaningful values immediately, without requiring a warm-up period of higher timeframe bars.
Users can choose between RSI and Stochastic RSI modes, with both benefiting from the same polyphase processing technique. The indicator maintains the standard interpretation of overbought and oversold conditions while providing a more continuous view of higher timeframe momentum.
Weighted Fourier Transform: Spectral Gating & Main Frequency🙏🏻 This drop has 2 purposes:
1) to inform every1 who'd ever see it that Weighted Fourier Tranform does exist, while being available nowhere online, not even in papers, yet there's nothing incredibly complicated about it, and it can/should be used in certain cases;
2) to show TradingView users how they can use it now in dem endevours, to show em what spectral filtering is, and what can they do with all of it in diy mode.
... so we gonna have 2 sections in the description
Section 1: Weighted Fourier Transform
It's quite easy to include weights in Fourier analysis: you just premultiply each datapoint by its corresponding weight -> feed to direct Fourier Transform, and then divide by weights after inverse Fourier transform. Alternatevely, in direct transform you just multiply contributions of each data point to the real and imaginary parts of the Fourier transform by corresponding weights (in accumulation phase), and in inverse transform you divide by weights instead during the accumulation phase. Everything else stays the same just like in non-weighted version.
If you're from the first target group let's say, you prolly know a thing or deux about how to code & about Fourier Transform, so you can just check lines of code to see the implementation of Weighted Discrete version of Fourier Transform, and port it to to any technology you desire. Pine Script is a developing technology that is incredibly comfortable in use for quant-related tasks and anything involving time series in general. While also using Python for research and C++ for development, every time I can do what I want in Pine Script, I reach for it and never touch matlab, python, R, or anything else.
Weighted version allows you to explicetly include order/time information into the operation, which is essential with every time series, although not widely used in mainstream just as many other obvious and right things. If you think deeply, you'll understand that you can apply a usual non-weighted Fourier to any 2d+ data you can (even if none of these dimensions represent time), because this is a geometric tool in essence. By applying linearly decaying weights inside Fourier transform, you're explicetly saying, "one of these dimensions is Time, and weights represent the order". And obviously you can combine multiple weightings, eg time and another characteristic of each datum, allows you to include another non-spatial dimension in your model.
By doing that, on properly processed (not only stationary but Also centered around zero data), you can get some interesting results that you won't be able to recreate without weights:
^^ A sine wave, centered around zero, period of 16. Gray line made by: DWFT (direct weighted Fourier transform) -> spectral gating -> IWFT (inverse weighted Fourier transform) -> plotting the last value of gated reconstructed data, all applied to expanding window. Look how precisely it follows the original data (the sine wave) with no lag at all. This can't be done by using non-weighted version of Fourier transform.
^^ spectral filtering applied to the whole dataset, calculated on the latest data update
And you should never forget about Fast Fourier Transform, tho it needs recursion...
Section 2: About use cases for quant trading, about this particular implementaion in Pine Script 6 (currently the latest version as of Friday 13, December 2k24).
Given the current state of things, we have certain limits on matrix size on TradingView (and we need big dope matrixes to calculate polynomial regression -> detrend & center our data before Fourier), and recursion is not yet available in Pine Script, so the script works on short datasets only, and requires some time.
A note on detrending. For quality results, Fourier Transform should be applied to not only stationary but also centered around zero data. The rightest way to do detrending of time series
is to fit Cumulative Weighted Moving Polynomial Regression (known as WLSMA in some narrow circles xD) and calculate the deltas between datapoint at time t and this wonderful fit at time t. That's exactly what you see on the main chart of script description: notice the distances between chart and WLSMA, now look lower and see how it matches the distances between zero and purple line in WFT study. Using residuals of one regression fit of the whole dataset makes less sense in time series context, we break some 'time' and order rules in a way, tho not many understand/cares abouit it in mainstream quant industry.
Two ways of using the script:
Spectral Gating aka Spectral filtering. Frequency domain filtering is quite responsive and for a greater computational cost does not introduce a lag the way it works with time-domain filtering. Works this way: direct Fourier transform your data to get frequency & phase info -> compute power spectrum out of it -> zero out all dem freqs that ain't hit your threshold -> inverse Fourier tranform what's left -> repeat at each datapoint plotting the very first value of reconstructed array*. With this you can watch for zero crossings to make appropriate trading decisions.
^^ plot Freq pass to use the script this way, use Level setting to control the intensity of gating. These 3 only available values: -1, 0 and 1, are the general & natural ones.
* if you turn on labels in script's style settings, you see the gray dots perfectly fitting your data. They get recalculated (for the whole dataset) at each update. You call it repainting, this is for analytical & aesthetic purposes. Included for demonstration only.
Finding main/dominant frequency & period. You can use it to set up Length for your other studies, and for analytical purposes simply to understand the periodicity of your data.
^^ plot main frequency/main period to use the script this way. On the screenshot, you can see the script applied to sine wave of period 16, notice how many datapoints it took the algo to figure out the signal's period quite good in expanding window mode
Now what's the next step? You can try applying signal windowing techniques to make it all less data-driven but your ego-driven, make a weighted periodogram or autocorrelogram (check Wiener-Khinchin Theorem ), and maybe whole shiny spectrogram?
... you decide, choice is yours,
The butterfly reflect the doors ...
∞
Multi TimeFrame OHLC Overlay @MaxMaseratiMulti TimeFrame OHLC Overlay @MaxMaserati
A powerful and versatile indicator that displays OHLC (Open, High, Low, Close) data across multiple timeframes with enhanced visualization features. Perfect for traders who need to analyze price action across different time periods simultaneously.
Key Features:
Customizable multi-timeframe OHLC visualization with box and line overlays
Extended OHLC lines from higher timeframes with clear labeling
Distinct bullish and bearish candle representations
Fully configurable color schemes and display options
Real-time timeframe information display
Main Components:
Multi-Timeframe Display
Primary timeframe OHLC visualization with boxes and lines
Extended timeframe overlay for broader market context
Clear visual distinction between timeframes
Customizable Visuals
Separate color settings for bullish and bearish patterns
Adjustable transparency for both body and wick components
Configurable OHLC line colors and visibility
Extended Lines Features
Higher timeframe OHLC level overlay
Custom labels with timeframe identification
Adjustable line properties and visibility
Information Display
Current timeframe indicator
Extended timeframe reference
Clean and unobtrusive interface
Settings Groups:
Extended OHLC Lines
Labels Options
Display Options
Bullish/Bearish Candle Settings
OHLC Lines Configuration
Usage Tips:
Start with the default 240-minute timeframe or adjust to your preferred interval
Use the extended lines feature to view higher timeframe levels
Customize colors and transparency to match your chart theme
Enable/disable specific components based on your analysis needs
Perfect For:
Multi-timeframe analysis
Support/Resistance identification
Price action trading
Trend following strategies
Market structure analysis
This indicator combines powerful multi-timeframe analysis capabilities with clean visualization, making it an essential tool for traders who need to maintain awareness of price action across different time periods.
Note:
For optimal performance, adjust the visual settings according to your chart's timeframe and color scheme. The indicator is designed to work seamlessly across all trading instruments and timeframes.
Custom Strategy: ETH Martingale 2.0Strategic characteristics
ETH Little Martin 2.0 is a self-developed trading strategy based on the Martingale strategy, mainly used for trading ETH (Ethereum). The core idea of this strategy is to place orders in the same direction at a fixed price interval, and then use Martin's multiple investment principle to reduce losses, but this is also the main source of losses.
Parameter description:
1 Interval： The minimum spacing for taking profit, stop loss, and opening/closing of orders. Different targets have different spacing. Taking ETH as an example, it is generally recommended to have a spacing of 2% for fluctuations in the target.
2 Base Price： This is the price at which you triggered the first order. Similarly, I am using ETH as an example. If you have other targets, I suggest using the initial value of a price that can be backtesting. The Base Price is only an initial order price and has no impact on subsequent orders.
3 Initial Order Amount： Users can set an initial order amount to control the risk of each transaction. If the stop loss is reached, we will double the amount based on this value. This refers to the value of the position held, not the number of positions held.
4 Loss Multiplier： The strategy will increase the next order amount based on the set multiple after the stop loss, in order to make up for the previous losses through a larger position. Note that after taking profit, it will be reset to 1 times the Initial Order Amount.
5. Long Short Operation: The first order of the strategy is a multiple entry, and in subsequent orders, if the stop loss is reached, a reverse order will be opened. The position value of a one-way order is based on the Loss Multiplier multiple investment, so it is generally recommended that the Loss Multiplier default to 2.
Improvement direction
Although this strategy already has a certain trading logic, there are still some improvement directions that can be considered:
1. Dynamic adjustment of spacing: Currently, the spacing is fixed, and it can be considered to dynamically adjust the spacing based on market volatility to improve the adaptability of the strategy. Try using dynamic spacing, which may be more suitable for the actual market situation.
2. Filtering criteria: Orders and no orders can be optimized separately. The biggest problem with this strategy is that it will result in continuous losses during fluctuations, and eventually increase the investment amount. You can consider filtering out some fluctuations or only focusing on trend trends.
3. Risk management: Add more risk management measures, such as setting a maximum loss limit to avoid huge losses caused by continuous stop loss.
4. Optimize the stop loss multiple: Currently, the stop loss multiple is fixed, and it can be considered to dynamically adjust the multiple according to market conditions to reduce risk.
Employee Portfolio Generator [By MUQWISHI]▋ INTRODUCTION :
The “Employee Portfolio Generator” simplifies the process of building a long-term investment portfolio tailored for employees seeking to build wealth through investments rather than traditional bank savings. The tool empowers employees to set up recurring deposits at customizable intervals, enabling to make additional purchases in a list of preferred holdings, with the ability to define the purchasing investment weight for each security. The tool serves as a comprehensive solution for tracking portfolio performance, conducting research, and analyzing specific aspects of portfolio investments. The output includes an index value, a table of holdings, and chart plots, providing a deeper understanding of the portfolio's historical movements.
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▋ OVERVIEW:
● Scenario (The chart above can be taken as an example) :
Let say, in 2010, a newly employed individual committed to saving $1,000 each month. Rather than relying on a traditional savings account, chose to invest the majority of monthly savings in stable well-established stocks. Allocating 30% of monthly saving to AMEX:SPY and another 30% to NASDAQ:QQQ , recognizing these as reliable options for steady growth. Additionally, there was an admired toward innovative business models of NASDAQ:AAPL , NASDAQ:MSFT , NASDAQ:AMZN , and NASDAQ:EBAY , leading to invest 10% in each of those companies. By the end of 2024, after 15 years, the total monthly deposits amounted to $179,000, which would have been the result of traditional saving alone. However, by sticking into long term invest, the value of the portfolio assets grew, reaching nearly $900,000.
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▋ OUTPUTS:
The table can be displayed in three formats:
1. Portfolio Index Title: displays the index name at the top, and at the bottom, it shows the index value, along with the chart timeframe, e.g., daily change in points and percentage.
2. Specifications: displays the essential information on portfolio performance, including the investment date range, total deposits, free cash, returns, and assets.
3. Holdings: a list of the holding securities inside a table that contains the ticker, last price, entry price, return percentage of the portfolio's total deposits, and latest weighted percentage of the portfolio. Additionally, a tooltip appears when the user passes the cursor over a ticker's cell, showing brief information about the company, such as the company's name, exchange market, country, sector, and industry.
4. Indication of New Deposit: An indication of a new deposit added to the portfolio for additional purchasing.
5. Chart: The portfolio's historical movements can be visualized in a plot, displayed as a bar chart, candlestick chart, or line chart, depending on the preferred format, as shown below.
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▋ INDICATOR SETTINGS:
Section(1): Table Settings
(1) Naming the index.
(2) Table location on the chart and cell size.
(3) Sorting Holdings Table. By securities’ {Return(%) Portfolio, Weight(%) Portfolio, or Ticker Alphabetical} order.
(4) Choose the type of index: {Assets, Return, or Return (%)}, and the plot type for the portfolio index: {Candle, Bar, or Line}.
(5) Positive/Negative colors.
(6) Table Colors (Title, Cell, and Text).
(7) To show/hide any of selected indicator’s components.
Section(2): Recurring Deposit Settings
(1) From DateTime of starting the investment.
(2) To DateTime of ending the investment
(3) The amount of recurring deposit into portfolio and currency.
(4) The frequency of recurring deposits into the portfolio {Weekly, 2-Weeks, Monthly, Quarterly, Yearly}
(5) The Depositing Model:
● Fixed: The amount for recurring deposits remains constant throughout the entire investment period.
● Increased %: The recurring deposit amount increases at the selected frequency and percentage throughout the entire investment period.
(5B) If the user selects “ Depositing Model: Increased % ”, specify the growth model (linear or exponential) and define the rate of increase.
Section(3): Portfolio Holdings
(1) Enable a ticker in the investment portfolio.
(2) The selected deposit frequency weight for a ticker. For example, if the monthly deposit is $1,000 and the selected weight for XYZ stock is 30%, $300 will be used to purchase shares of XYZ stock.
(3) Select up to 6 tickers that the investor is interested in for long-term investment.
Please let me know if you have any questions
