เริ่มกันเลย

การวิเคราะห์ปัจจัยพื้นฐาน

Volume Profile Two-Tone - Hit Counter - Meter V1 Volume Profile Two-Tone - Hit Counter - Meter V1 Overview The Volume Profile Two-Tone - Hit Counter - Meter V1 is a Pine Script v6 indicator for TradingView, designed to visualize buy and sell activity distribution across price levels within a user-defined window or intraday session. It plots a dual-color horizontal histogram showing buying (green) and selling (red) volume intensity, along with optional hit-count numbers and meter overlays. The profile dynamically updates as new bars form, providing an intuitive picture of where market participants are most active. The enhanced V1 edition introduces persistent hit counts, real-time adaptive row rebuilding, and improved memory management for smoother performance in both rolling-window and session modes. How It Works The indicator divides the selected range into rows (price bins) and aggregates trade volume (or tick volume) per bar. Each bin separately sums up bullish and bearish contributions based on candle direction and delta logic, then draws side-by-side histogram bars: • Buy Volume (green): Total volume from bullish bars within the bin. • Sell Volume (red): Total volume from bearish bars within the bin. A rolling or session-based window determines how many recent bars are analyzed. Value Area (VA), Point of Control (POC), and total hits per bin are computed continuously. The display auto-adjusts as price moves, keeping the profile anchored to the latest visible bars. Behind the scenes, optimized arrays manage active boxes, lines, and labels for each bin. Functions like ensure_rows() rebuild buffers only when necessary, guaranteeing efficiency without repainting past data. Persistent hit-tracking ensures each price level maintains its count even when temporarily hidden. Key Features • Dual-Tone Volume Histogram: Buy/sell split with distinct colors for immediate visual contrast. • Rolling or Session Profiles: Choose between continuous rolling windows or intraday session resets. • Persistent Hit Counts: Displays total touches per bin, remaining stored even when bins refresh. • Adaptive Row Management: Automatic rebuilding when zooming, scrolling, or changing resolution. • Value Area + POC Detection: Highlights the most active price levels and volume concentration zones. • Meter Overlay Option: Adds gradient bars or directional meters for quick trend context. • Performance Optimized: Uses lightweight arrays and cached line handles for minimal CPU load. • Custom Color Control: Editable buy/sell colors, opacity, row count, and profile width. • Full Persistence Mode: Profiles remain visually consistent across bar updates without redraw gaps. What It Displays The Volume Profile Two-Tone - Hit Counter - Meter V1 presents an adaptive horizontal histogram beside the chart’s candles, revealing how volume is distributed across price. • Green segments show dominant buying interest; red segments reveal selling pressure. • POC line identifies the highest-volume price. • Hit-count numbers quantify how often price traded at each level. • Optional meters display relative directional strength within the same range. This visual layering helps traders quickly identify supply/demand zones, balance areas, and developing auction profiles across intraday or multi-session contexts. Originality The Pine Script v6 indicator uses efficient array management (array.new_*, array.set, array.get) and native math operations for rendering. It avoids external dependencies, relying only on built-in TradingView functions like request.security, box.new, line.new, and label.new for dynamic plotting. Common Ways People Use It • Scalpers: Study short-term imbalances or high-activity levels to time entries/exits. • Day Traders: Track evolving session volume and POC migration. • Swing Analysts: Compare rolling distributions to identify value shifts over multiple days. • Volume Profilers: Combine with VWAP or order-flow tools for deeper context. Configuration Notes Profile Mode: Select Rolling Window (bars) or Session (intraday). Rows and Width: Default = 72 rows, 44 bars width. Colors and Opacity: Adjust to match chart theme. Performance Mode: Choose Accurate or Fast (approximate) for speed control. Show Hits / Meter: Enable hit-count numbers and gradient meters for added context. Legal Disclaimer For informational and educational purposes only—not investment, financial, or trading advice. Past performance does not guarantee future results; trading involves significant risk. Provided “as is,” without warranties. Consult a qualified professional before making decisions. By using, you accept all risks and agree to this disclaimer.
อินดิเคเตอร์ Pine Script®
โดย TradingScriptSolutions
ICT Killzones & MacrosICT Killzones & Macros (v1.1.5) — configurable ICT session windows + refined “macro” windows with live High/Low levels, optional extensions, next-window previews, and lightweight opening-price lines. Built to be clock-robust, timezone-aware, and performant on intraday charts. Tip: All times are interpreted in your chosen IANA timezone (default: America/New_York) and auto-handle DST. You can rename, recolor, enable/disable, and retime every window. What it plots - Killzones (5) : Asia (19:00–02:00), London (02:00–05:00), NY AM (07:00–09:30), London Close (10:00–12:00), NY PM (13:30–16:00) — full-height boxes with optional header. - Macros (8) (defaults tailored for common ICT “refined” windows): Asia-1 (18:00–21:00), Asia-2 (21:00–00:00), London-1 (01:00–04:00), AM-1 (09:45–10:15), AM-2 (10:45–11:15), Lunch (12:00–13:00), PM-1 (13:30–14:30), Power Hour (15:10–16:00). - Live High/Low lines for the current Macro/Killzone window. - Optional HL extension to the right until price crosses or the trading day rolls (style selectable). - “Next” previews : earliest upcoming Macro and Killzone header; optional next-window background band. - Opening Prices (3 lightweight time lines) : defaults 00:00, 08:30, 09:30 with right-edge labels, scoped to a session you choose (auto-cleans at session end). - Key inputs & styling - General : Timezone (IANA), “Sessions to show” (per window) to keep only the last N completed windows. - Header : height (ticks), gap (ticks), fill opacity, border width/style, text size/color, toggle “Next Macro/Killzone” headers. - Boxes : global fill opacity, global border width/style (used by both Macros & Killzones). - High/Low : show HL, HL line style, extend on/off + extension style, optional extension labels. - Opening Prices : enable Time 1/2/3, set HH:MM for each, session window, per-line colors, style (dotted/dashed/solid), width. - Per-window controls : each Macro/Killzone has Enable, Session (HHMM-HHMM), Label, Fill color. How to use (quick start) - Set Timezone to your preference (default America/New_York). - Toggle on the Macros and Killzones you trade. Adjust session times if needed. - (Optional) Turn on Extend High/Low to project levels until crossed/day-roll. - (Optional) Enable Next… headers to see the next upcoming window at a glance. - (Optional) Configure Opening Prices (00:00 / 08:30 / 09:30 by default) and the session over which they appear. Behavior & notes - Time windows are computed by clock, not by guessing bar timestamps, making them robust across brokers and timeframes. - With HL extension on, the current window’s levels extend until crossed or the end of the trading day (in your timezone). With it off, completed windows keep static HL markers (limited by “Sessions to show”). - “Sessions to show” applies per Macro/Killzone to automatically prune older windows and keep charts snappy. - Opening-price lines exist only within the chosen “Opening Prices Session” and are removed when it ends (keeps charts clean). Defaults (color cues) Killzones: Asia (blue), London (purple), NY AM (green), London Close (yellow), NY PM (orange). Macros: neutral greys with Lunch and PM accents out of the box (all customizable). Performance tips - Reduce “Sessions to show” if you scroll far back in history. - Disable “Next…” previews and/or extension labels on very slow machines. - Narrow the “Opening Prices Session” window to exactly when you need those lines. Changelog highlights - v1.1.5 : Internal refinements and stability. - v1.1.3 : Live High/Low lines for current windows + optional extension. - v1.1.2 : Added “next Killzone” preview (to match “next Macro”). - v1.1.0 : Defaults updated (5 KZ, 8 Macros). Removed “snap-to-killzone” behavior. - v1.0.0 : Independent Macro vs. Killzone rendering; cleaner header logic. - Known limitations If your chart warns about drawings, trim “Sessions to show”. If your broker session times differ from NY hours, adjust the sessions or change the indicator timezone. Credits & intent Inspired by ICT timing concepts; provided for education/mark-up, not financial advice. Built to be flexible so you can mirror your personal playbook and journaling workflow.
อินดิเคเตอร์ Pine Script®
โดย RuntimeRascal
1
Trade-o-Scope: Plot Custom Data v2Meet — a major tool upgrade for plotting your own data on TradingView charts. Simple and intuitive input format, large volume limits, and robust plotting for your own datasets — forecasts, backtests, or external data and model outputs. You can apply/overlay other indicators from the TradingView catalog (such as Bollinger Bands, RSI, etc.) on top of custom data charts. The indicator you want to overlay must support selecting an input data source — i.e., have a dropdown where you can choose as the source. 🧩 How to use Simply select and copy two columns — with dates and values — from your spreadsheet (Excel, Google Sheets, etc.) and paste them into the indicator’s input field. The indicator will automatically process the input and plot your data on the chart. Example data: Date XYZ_value 2025-10-08 84.57 2025-10-01 80.66 2025-09-24 86.24 2025-09-17 84.76 📅 Supported date format The indicator recognizes standard international date formats commonly used in spreadsheets and data exports.  • ISO 8601 — "YYYY-MM-DD" or "YYYY-MM-DDThh:mm:ss" 2025-10-13 2025-10-13 14:30 2025-10-13 14:30:00 2025-10-13T14:30 2025-10-13T14:30:00  • RFC 2822 — "DD MMM YYYY" or "DD MMM YYYY hh:mm:ss" 13 Oct 2025 13 Oct 2025 14:30 13 Oct 2025 14:30:00 The time part is optional — if omitted, midnight (00:00:00) is assumed. By default, all date–time values are interpreted in the exchange timezone of the chart’s symbol, but you can select a different data timezone in the indicator settings if needed. 💡 Supported value format Integers (e.g., 12345, -12345) Decimals (e.g., 1234.56, -1234.56) The decimal separator must be a dot (.) Thousands separators are not supported ⚙️ Advanced Features Value Multiplier — scale your values by a chosen factor. Formatting Options — display values as price, percentage, or volume. Conditional Coloring — automatically change plot color based on thresholds. Plot Style Selection — choose from line, histogram, area, or column plots. Additional Visual References — enable fixed horizontal lines for better visual interpretation. 📝 General Notes Maximum input size: 40,960 characters (~1,500–3,000 rows depending on format). If an error occurs after pasting data, simply remove a few rows until it disappears.
อินดิเคเตอร์ Pine Script®
โดย Trade-o-Scope
TrendViz - Smart Money ConceptsTrendViz – Smart Money Concepts See structure, liquidity, and institutional footprints in real time. Overview Trend Viz – Smart Money Concepts is a comprehensive SMC toolkit that fuses market-structure (BOS / CHoCH), volumetric order blocks, fair-value gaps (FVG / Breakers), Swing Failure Patterns (SFP), equal highs / lows, and liquidity zones into one clean, on-chart visualization. It’s designed for intraday precision (0DTE / indices) and swing confluence, with windowed processing for performance on large histories. Key Capabilities Market Structure Engine – Detects BOS / CHoCH with adjustable swing length, “Extreme vs Adjusted Points” logic, optional trend-based candle coloring, sweep marks, and labeled lines / bubbles. Volumetric Order Blocks – Builds bullish / bearish OBs (including breaker blocks), mitigation methods (Close / Wick / Avg), overlap control, mid-line, and activity split (buy vs sell) with per-OB volume metrics. Fair Value Gaps (FVG & Breakers) – Auto-detects FVGs, mitigations, optional extension, mid-lines, overlap filtering, and raid marking. Swing Failure Pattern (SFP) – Volume-aware SFPs, directional filters (Trend-Following / Counter-Trade), deviation projections (levels + optional fill). Equal Highs / Lows & Liquidity Concepts – Marks EQH / EQL across multiple horizons, buyside / sellside zones (area or line), liquidity prints on candles, and sweep zones after BOS / CHoCH. Performance-First Design – Window size limits structure computations; configurable max objects; overlap suppression reduces clutter. Inputs & Settings Market Structure – Window size, Swing limit, Candle coloring, Text size, Algorithmic mode, Swing length, Strong/Weak HL, Sweeps, Bubbles, Mapping. Volumetric Order Blocks – Show Last N blocks, Breakers, Construction mode, ATR length, Mitigation method, Metrics + Mid-line, Hide Overlap. Fair Value Gap / Breakers – Enable mode, Show Last N, Threshold, Mid-line + Extension, Hide Overlap, Raid Display. Swing Failure Pattern (SFP) – Count, Deviation Area, Colors, Filtering mode (Trend / Counter), Volume threshold, Label size. Liquidity Concepts – Equal H&L scope, Liquidity prints, Buyside/Sellside zones (area or line), Sweep Area threshold. How to Use It Quick Start Add the indicator to your chart → leave defaults. For 0DTE / intraday use 1 – 5 min timeframes; for swing use 1H – 4H. Turn on Color Candles to see bullish / bearish bias. Enable Order Blocks (Show Last 5 – 10) and FVG (3 – 5) with Mitigation = Wick. Activate SFP with Volume Threshold ≈ 0.5 – 1.0 and Trend-Following filter. Core Workflows Trend-Continuation Entry – Wait for CHoCH → BOS alignment → FVG mitigation or OB mid-line retest. Reversal Entry – Opposing CHoCH + sweep (x) + fresh OB confirmation. Liquidity Sweep Fade – Raid EQH/EQL + SFP (Counter-Trade) → target prior FVG or opposite OB. 0DTE / Index Checklist Timeframe 1–5 min · Adjusted Points · mslen = 3–5. OB Show Last = 5–10 · Mitigation = Wick · Hide Overlap = Recent. FVG Show = 3–5 · Threshold = 0.1–0.3. SFP Trend-Following for momentum, Counter-Trade for range. Trade only after CHoCH → BOS alignment near OB / FVG. Tips & Behavior Confirmation / Repainting – Structure anchors confirm after right bars; no repaint once locked. Performance – Reduce Window size, counts, and overlaps for speed. Clutter Control – Hide Overlap, limit count, prefer mid-lines over fills. Mitigation Choice – Wick (strict), Close (lenient), Avg (balanced). Alerts – Not included by default (visual tool only). Example Setups Momentum Pullback – After BOS up, FVG fill + OB reclaim = entry. Liquidity Sweep Fade – EQH raid + bear SFP = fade to prior FVG. Breaker Flip – Mitigated OB turns breaker; trade retest. Disclaimer This indicator is for educational and analytical purposes only. Not financial advice. Backtest and apply proper risk management before using live. Tags #SmartMoneyConcepts #OrderBlocks #BOS #CHoCH #FVG #Breakers #SFP #Liquidity #EQH #EQL #0DTE #SPX #MarketStructure #TrendViz #TradingView
อินดิเคเตอร์ Pine Script®
โดย TrendViz
Santhosh ATR Buy/Sell with Consolidation OverlayUse this indicator to filter false signals, if you get signals within consolidation area , then wait for the market to break the consolidation zone to take the entry. Avoid entry within consolidation zones . For better performance use "lookback period:45", "Consolidation Length:2" for consolidation inputs. Feel free to use your inputs to match your strategy again any asset.
อินดิเคเตอร์ Pine Script®
โดย santhosh_sendme
Optimum EMAs x3Function Review Optimum EMAs x3 scores EMA-price reactions via bullish/bearish percentages. Plots test (purple), bull/bear fast/medium/slow EMAs with toggles/individual colors, three adjustable gradient fills, and reaction table for multi-band analysis. Usage Write-Up Set fast (5-15), medium (10-20), slow (15-30) ranges per strategy. Test values via Test EMA for peak scores. Input optima to bull/bear fast/medium/slow for reactive three-band envelope (bullish supports, bearish resistances), refining signals in varied trends.
อินดิเคเตอร์ Pine Script®
โดย scottdog_
Optimum EMAs x2Function Review Optimum EMAs assesses EMA-price interactions by scoring reaction percentages for bullish/bearish touches. Creates EMA bands (top: most reactive bearish EMA as resistance; bottom: most reactive bullish EMA as support) with customizable test/bull/bear fast/slow EMAs, toggles, adjustable colors/gradients, and reaction table. Usage Write-Up Define fast (e.g., 5-15) and slow (e.g., 15-30) EMA ranges based on strategy. Scan with Test EMA for high reaction scores. Set optima in Bull/Bear Fast/Slow inputs to form reactive EMA bands (bullish top support, bearish bottom resistance), enhancing trend signals in bull/bear markets.
อินดิเคเตอร์ Pine Script®
โดย scottdog_
OOO Trade (By Bodinphat)Script Description (for TradingView Publish Page) Description: This indicator is an advanced trend-following system that combines multi-timeframe signals, order block zones (OB Zones), and precision-based metrics to help traders identify high-probability buy and sell opportunities. It automatically analyzes EMA trends, RSI pullbacks, ADX strength, and volume confirmation to calculate a dynamic confidence score for both long and short directions. The system also displays: 📊 Multi-Timeframe Trend Strip (M1 → D1) — showing each timeframe’s directional bias (Buy/Sell/Neutral). 🎯 OB Zones (Order Blocks) — highlights institutional demand (Bullish OB) and supply (Bearish OB) zones on the chart. 📋 Right-Side Info Panel — displays key metrics such as score, accuracy, SL/TP targets, and bias direction in real-time. ⚡ Session Filters — optional London/NY session filters for more accurate signal alignment. This tool is ideal for traders who want to follow structured price action while maintaining a clear view of market strength and institutional zones. It works best with XAUUSD, GBPUSD, and major indices on intraday or swing timeframes. Disclaimer: This indicator is for educational and informational purposes only. It does not constitute financial advice. Please test thoroughly before using in live trading.
อินดิเคเตอร์ Pine Script®
โดย plproductionkk
AlphaRadar - Fundamentals📊 MG ALPHA - FUNDAMENTALS PANEL ⚠️ IMPORTANT 🔴 This indicator MUST be used ONLY on DAILY (1D) timeframe. It will not work correctly on other timeframes. Overview: Comprehensive fundamental analysis panel displaying key metrics, earnings history, and profitability trends in a single view. Features: - Key Ratios: P/E, ROE, Debt/Equity, Net Margin (TTM), Dividend Yield, Payout Ratio, EPS (TTM), Beta 1Y - Technicals: RSI (14), ATR% (14) - Performance: 5D, 1M, 6M, YTD returns - Earnings & Revenue: 8 quarters of EPS/REV with YoY growth and analyst surprises - Net Margin Trend: 8 quarters showing profitability evolution (QoQ changes) Color Signals: 🟢 Green: ROE >20%, Debt <0.5, Positive surprises, Rising margins 🔴 Red: ROE <10%, Debt >2, Negative surprises, Declining margins 🟡 Yellow: Payout Ratio 80-100% (caution) Best For: Fundamental analysis, earnings monitoring, long-term investing, company comparisons. Notes: - Data from TradingView financial database - Auto-updates with new earnings releases - Works best with US stocks (NYSE, NASDAQ) - Free to use 🔔 Remember: Use DAILY (1D) charts only!
อินดิเคเตอร์ Pine Script®
โดย MG-Alpha
ZZ TRADERS📌 ZZ Traders ALGO – Smart Trading Companion for Every Timeframe Introducing "ZZ Traders ALGO" – a precision-built, multi-timeframe algorithm designed for GOLD traders who value accuracy, efficiency, and real-time insights. 🔹 Universal Timeframe Compatibility: Works seamlessly across all timeframes – from scalping the 1-minute chart to analyzing long-term trends on the daily and weekly levels. 🔹 Optimized for XAU/USD (Gold): Specially tuned to capture the unique volatility and price behavior of gold. Get smarter entries and exits with confidence. 🔹 Algorithmic Insights: Built on advanced price action and custom logic to detect potential reversals, trend strength, and key market zones. 🔹 Simple Yet Powerful: Clean visuals, minimal noise – just the signals that matter. Designed for both beginner and experienced traders. 🔹 Ideal for Scalping, Intraday & Swing Trading: Whether you're in and out quickly or holding positions, ZZ Traders ALGO adapts to your style. 📈 Developed by Professional Traders, for Traders – because precision matters. 📩 For inquiries or access, contact me on WhatsApp: +92 300 8339822
อินดิเคเตอร์ Pine Script®
โดย zztraderszaryab
ZZ Traders ALGO📌 ZZ Traders ALGO – Smart Trading Companion for Every Timeframe Introducing "ZZ Traders ALGO" – a precision-built, multi-timeframe algorithm designed for GOLD traders who value accuracy, efficiency, and real-time insights. 🔹 Universal Timeframe Compatibility: Works seamlessly across all timeframes – from scalping the 1-minute chart to analyzing long-term trends on the daily and weekly levels. 🔹 Optimized for XAU/USD (Gold): Specially tuned to capture the unique volatility and price behavior of gold. Get smarter entries and exits with confidence. 🔹 Algorithmic Insights: Built on advanced price action and custom logic to detect potential reversals, trend strength, and key market zones. 🔹 Simple Yet Powerful: Clean visuals, minimal noise – just the signals that matter. Designed for both beginner and experienced traders. 🔹 Ideal for Scalping, Intraday & Swing Trading: Whether you're in and out quickly or holding positions, ZZ Traders ALGO adapts to your style. 📈 Developed by Professional Traders, for Traders – because precision matters. 📩 For inquiries or access, contact me on WhatsApp: +92 300 8339822
อินดิเคเตอร์ Pine Script®
โดย zztraderszaryab
MNQ TopStep 50K | Ultra Quality v3.0MNQ TopStep 50K | Ultra Quality v3.0 - Publish Summary 📊 Overview A professional-grade trading indicator designed specifically for MNQ futures traders using TopStep funded accounts. Combines 7 technical confirmations with 5 advanced safety filters to deliver high-quality trade signals while managing drawdown risk. 🎯 Key Features Core Signal System 7-Point Confirmation: VWAP, EMA crossovers, 15-min HTF trend, MACD, RSI, ADX, and Volume Signal Grading: Each signal is rated A+ through D based on 7 quality factors Quality Threshold: Adjustable minimum grade requirement (A+, A, B, C, D) Advanced Safety Filters (Customizable) Mean Reversion Filter - Prevents chasing extended moves beyond VWAP bands ATR Spike Filter - Avoids trading during extreme volatility events EMA Spacing Filter - Ensures proper trend separation (optional) Momentum Filter - Requires consecutive directional bars (optional) Multi-Timeframe Confirmation - Aligns with 15-min trend (optional) TopStep Risk Management Real-time drawdown tracking Position sizing calculator based on remaining cushion Daily loss limit monitoring Consecutive loss protection Max trades per day limiter Visual Components VWAP with 1σ, 2σ, 3σ bands EMA 9/21 with cloud fill 15-min EMA 50 for HTF trend Comprehensive metrics dashboard Risk management panel Filter status panel Detailed trade labels with entry, stops, and targets ⚙️ Default Settings (Balanced for Regular Signals) Technical Indicators Fast EMA: 9 | Slow EMA: 21 | HTF EMA: 50 (15-min) MACD: 10/22/9 RSI: 14 period | Thresholds: 52 (buy) / 48 (sell) ADX: 14 period | Minimum: 20 ATR: 14 period | Stop: 2x | TP1: 2x | TP2: 3x Volume: 1.2x average required Session Settings Default: 9:30 AM - 11:30 AM ET (adjustable) Avoids first 15 minutes after market open Customizable trading hours Safety Filters (Default Configuration) ✅ Mean Reversion: Enabled (2.5σ max from VWAP) ✅ ATR Spike: Enabled (2.0x threshold) ❌ EMA Spacing: Disabled (can enable for quality) ❌ Momentum: Disabled (can enable for quality) ❌ MTF Confirmation: Disabled (can enable for quality) Risk Controls Minimum Signal Quality: C (adjustable to A+ for fewer/better signals) Min Bars Between Signals: 10 Max Trades Per Day: 5 Stop After Consecutive Losses: 2 📈 Expected Performance With Default Settings: Signals per week: 10-15 trades Estimated win rate: 55-60% Risk-Reward: 1:2 (TP1) and 1:3 (TP2) With Aggressive Settings (Min Quality = D, All Filters Off): Signals per week: 20-25 trades Estimated win rate: 50-55% With Conservative Settings (Min Quality = A, All Filters On): Signals per week: 3-5 trades Estimated win rate: 65-70% 🚀 How to Use Basic Setup: Add indicator to MNQ 5-minute chart Adjust TopStep account settings in inputs Set your risk per trade percentage (default: 0.5%) Configure trading session hours Set minimum signal quality (Start with C for balanced results) Signal Interpretation: Green Triangle (BUY): Long signal - all confirmations aligned Red Triangle (SELL): Short signal - all confirmations aligned Label Details: Shows entry, stop loss, take profit levels, position size, and signal grade Signal Grade: A+ = Elite (6-7 points) | A = Strong (5) | B = Good (4) | C = Fair (3) Dashboard Monitoring: Top Right: Technical metrics and market conditions Top Left: Filter status (which filters are passing/blocking) Bottom Right: TopStep risk metrics and position sizing ⚡ Customization Tips For More Signals: Lower "Minimum Signal Quality" to D Decrease ADX threshold to 18-20 Lower RSI thresholds to 50/50 Reduce Volume multiplier to 1.1x Disable additional filters For Higher Quality (Fewer Signals): Raise "Minimum Signal Quality" to A or A+ Increase ADX threshold to 25-30 Enable all 5 advanced filters Tighten VWAP distance to 2.0σ Increase momentum requirement to 3-4 bars For TopStep Compliance: Adjust "Max Total Drawdown" and "Daily Loss Limit" to match your account Update "Already Used Drawdown" daily Monitor the Risk Panel for cushion remaining Use recommended contract sizing 🛡️ Risk Disclaimer IMPORTANT: This indicator is for educational and informational purposes only. Past performance does not guarantee future results All trading involves substantial risk of loss Use proper risk management and position sizing Test thoroughly in paper trading before live use The indicator does not guarantee profitable trades Adjust settings based on your risk tolerance and trading style Always comply with your broker's and TopStep's rules
อินดิเคเตอร์ Pine Script®
โดย elivgorelick
3
Piotroski F-Score المنهج العلمي: ما هو نموذج بيوتروسكي F-Score؟ نموذج F-Score هو نظام تصنيف رقمي تم تطويره في عام 2000 من قبل جوزيف بيوتروسكي (Joseph Piotroski)، أستاذ المحاسبة في جامعة ستانفورد. الهدف من هذا النموذج هو قياس القوة المالية للشركات ذات القيمة (Value Stocks)، وتحديداً تلك التي لديها نسبة "القيمة الدفترية إلى القيمة السوقية" (Book-to-Market) مرتفعة. الفكرة الأساسية هي فرز الشركات "الرخيصة" ظاهرياً، والتمييز بين تلك التي تتحسن أساسياتها المالية (الرابحون) وتلك التي تتدهور (الخاسرون). يعتمد النموذج على تسعة معايير بسيطة، مقسمة إلى ثلاث فئات رئيسية. تحصل الشركة على نقطة واحدة عن كل معيار تحققه، ولا تحصل على شيء إذا لم تحققه. النتيجة النهائية هي مجموع هذه النقاط، وتتراوح من 0 (الأسوأ) إلى 9 (الأفضل). المعايير التسعة (كيف يتم حساب النقاط): أ) الربحية (Profitability) - (4 نقاط محتملة) صافي الدخل إيجابي (ROA > 0): هل حققت الشركة ربحاً في العام الأخير؟ (نقطة واحدة) التدفق النقدي التشغيلي إيجابي: هل ولّدت الشركة نقداً من عملياتها الأساسية؟ (نقطة واحدة) جودة الأرباح (التدفق النقدي > صافي الدخل): هل التدفق النقدي التشغيلي أعلى من صافي الدخل؟ هذا يشير إلى أن الأرباح ليست مجرد قيود محاسبية. (نقطة واحدة) تحسن العائد على الأصول (ROA): هل العائد على الأصول هذا العام أفضل من العام الماضي؟ (نقطة واحدة) ب) الرافعة المالية والسيولة (Leverage & Liquidity) - (3 نقاط محتملة) 5. انخفاض الرافعة المالية: هل انخفضت نسبة الدين طويل الأجل إلى الأصول هذا العام مقارنة بالعام الماضي؟ (نقطة واحدة) 6. تحسن النسبة الحالية (Current Ratio): هل تحسنت سيولة الشركة قصيرة الأجل هذا العام؟ (نقطة واحدة) 7. عدم إصدار أسهم جديدة: هل قامت الشركة بتخفيف ملكية المساهمين الحاليين عن طريق إصدار أسهم جديدة خلال العام؟ (تحصل على نقطة إذا لم تصدر أسهماً جديدة). ج) الكفاءة التشغيلية (Operating Efficiency) - (2 نقطة محتملة) 8. تحسن هامش الربح الإجمالي: هل زاد هامش الربح الإجمالي هذا العام مقارنة بالعام الماضي؟ (نقطة واحدة) 9. تحسن معدل دوران الأصول: هل زادت كفاءة الشركة في استخدام أصولها لتوليد المبيعات هذا العام؟ (نقطة واحدة) تفسير النتائج: نتيجة قوية (8-9 نقاط): تشير إلى أن الشركة في وضع مالي قوي جداً وأساسياتها تتحسن بشكل ملحوظ. نتيجة محايدة (3-7 نقاط): وضع الشركة مستقر ولكن لا توجد إشارات قوية على تحسن أو تدهور كبير. نتيجة ضعيفة (0-2 نقاط): تشير إلى أن أساسيات الشركة المالية ضعيفة وقد تكون في مسار تدهور. 2. كيفية استخدام المؤشر على TradingView الكود الذي قدمته يجعل من السهل تطبيق هذا التحليل المعقد بنقرة زر. التطبيق على الرسم البياني: أضف المؤشر إلى الرسم البياني. سيظهر في نافذة منفصلة أسفله، ويعرض خطاً يمثل قيمة F-Score عبر الزمن. فهم المدخلات (الإعدادات): Symbol (الرمز): كما في المؤشر السابق، اتركه فارغاً لتحليل السهم الحالي، أو أدخل رمز سهم آخر للمقارنة. Period (الفترة): يتيح لك اختيار الفترة المالية التي يتم على أساسها حساب المعايير التسعة. FY (سنوي) هو الخيار الأكثر شيوعاً لأنه يقارن أداء الشركة على أساس سنوي، وهو ما يتوافق مع تصميم النموذج الأصلي. قراءة المخرجات البصرية: خط F-Score: يوضح قيمة المؤشر تاريخياً. هل كانت الشركة قوية مالياً في الماضي؟ هل تحسنت مؤخراً؟ الخطوط المتقطعة: الخط الأخضر عند 8 والخط الأحمر عند 2 يمثلان حدود المناطق القوية والضعيفة. الخلفية الملونة: تقدم ملخصاً بصرياً سريعاً: أخضر: الشركة قوية جداً (F-Score ≥ 8). أحمر: الشركة ضعيفة (F-Score ≤ 2). بدون لون: الشركة في المنطقة المحايدة. الاستخدام العملي في التحليل: فلترة الأسهم القيمة: الاستخدام الأساسي للنموذج هو فلترة الأسهم التي تبدو "رخيصة" (مثلاً، لديها نسبة سعر إلى ربح منخفضة). سهم رخيص مع F-Score مرتفع (8 أو 9) هو مرشح استثماري واعد. سهم رخيص مع F-Score منخفض (0-2) هو على الأرجح "فخ قيمة" (value trap) يجب تجنبه. تتبع التحولات: راقب الشركات التي ينتقل مؤشرها من المنطقة الضعيفة إلى المنطقة المحايدة أو القوية. هذا قد يكون مؤشراً مبكراً على تحول إيجابي في أداء الشركة. تجنب المخاطر: الشركات التي لديها F-Score منخفض باستمرار هي شركات يجب التعامل معها بحذر شديد، حتى لو بدت أسعارها مغرية. أداة تكميلية: F-Score هو أداة كمية ممتازة، لكن يجب دمجها دائماً مع تحليل نوعي (فهم نموذج عمل الشركة، إدارتها، وميزتها التنافسية). In English 1. The Scientific Method: What is the Piotroski F-Score? The F-Score is a numerical scoring system developed in 2000 by Joseph Piotroski, an accounting professor at Stanford University. The model's purpose is to measure the financial strength of value stocks, specifically those with a high book-to-market ratio. The core idea is to sift through seemingly "cheap" companies and distinguish between those whose financial fundamentals are improving (the "winners") and those whose fundamentals are deteriorating (the "losers"). The model is based on nine simple criteria, divided into three main categories. A company earns one point for each criterion it meets and zero if it doesn't. The final score is the sum of these points, ranging from 0 (worst) to 9 (best). The Nine Criteria (How Points are Scored): A) Profitability (4 possible points) Positive Net Income (ROA > 0): Did the company make a profit in the last year? (1 point) Positive Operating Cash Flow: Did the company generate cash from its core operations? (1 point) Quality of Earnings (Cash Flow > Net Income): Is operating cash flow higher than net income? This suggests earnings are not just accounting-driven. (1 point) Improving Return on Assets (ROA): Is this year's ROA better than last year's? (1 point) B) Leverage & Liquidity (3 possible points) 5. Lower Leverage: Did the long-term debt-to-assets ratio decrease this year compared to last year? (1 point) 6. Improving Current Ratio: Has the company's short-term liquidity improved this year? (1 point) 7. No New Share Issuance: Did the company dilute existing shareholders by issuing new shares during the year? (1 point is awarded if it did not issue new shares). C) Operating Efficiency (2 possible points) 8. Improving Gross Margin: Did the gross profit margin increase this year compared to last year? (1 point) 9. Improving Asset Turnover: Did the company's efficiency in using its assets to generate sales improve this year? (1 point) Interpreting the Score: Strong Score (8-9 points): Indicates the company is in a very strong financial position and its fundamentals are improving significantly. Neutral Score (3-7 points): The company's situation is stable, but there are no strong signals of major improvement or deterioration. Weak Score (0-2 points): Indicates the company's financial fundamentals are weak and may be on a deteriorating path. 2. How to Use the Indicator on TradingView The code you provided makes applying this complex analysis as simple as a click. Applying to the Chart: Add the indicator to a chart. It will appear in a separate pane below, displaying a line representing the F-Score's value over time. Understanding the Inputs (Settings): Symbol: As with the previous indicator, leave it blank to analyze the current stock, or enter another ticker for comparison. Period: This allows you to select the fiscal period on which the nine criteria are based. FY (Fiscal Year) is the most common choice as it compares the company's performance on a year-over-year basis, which aligns with the model's original design. Reading the Visual Outputs: F-Score Line: Shows the historical value of the score. Was the company financially strong in the past? Has it improved recently? Dashed Lines: The green line at 8 and the red line at 2 mark the thresholds for the strong and weak zones. Colored Background: Provides a quick visual summary: Green: The company is very strong (F-Score ≥ 8). Red: The company is weak (F-Score ≤ 2). No Color: The company is in the neutral zone. Practical Use in Analysis: Filtering Value Stocks: The model's primary use is to filter stocks that appear "cheap" (e.g., have a low P/E ratio). A cheap stock with a high F-Score (8 or 9) is a promising investment candidate. A cheap stock with a low F-Score (0-2) is likely a "value trap" and should be avoided. Tracking Turnarounds: Keep an eye on companies whose score moves from the weak zone into the neutral or strong zone. This could be an early indicator of a positive turnaround in the company's performance. Risk Avoidance: Companies with a persistently low F-Score are ones to be very cautious about, even if their prices look tempting. A Complementary Tool: The F-Score is an excellent quantitative tool, but it should always be combined with qualitative analysis (understanding the business model, management, and competitive landscape)
อินดิเคเตอร์ Pine Script®
โดย AhmedAminTC
Altman Z-Score Indicator 1. المنهج العلمي: ما هو نموذج ألتمان Z-Score؟ نموذج Z-Score هو صيغة إحصائية متعددة المتغيرات تم تطويرها في عام 1968 من قبل البروفيسور إدوارد ألتمان (Edward Altman)، أستاذ التمويل في جامعة نيويورك. الهدف الأساسي للنموذج هو التنبؤ باحتمالية إفلاس شركة مساهمة عامة خلال العامين التاليين. يعتمد النموذج على دمج خمس نسب مالية أساسية، يتم استخلاصها من القوائم المالية للشركة (قائمة الدخل والميزانية العمومية). يتم ضرب كل نسبة في معامل (وزن) محدد، ثم يتم جمع النتائج للحصول على قيمة واحدة هي "Z-Score". المعادلة الأساسية للشركات الصناعية العامة (وهي التي يطبقها الكود): `Z = 1.2 X₁ + 1.4 X₂ + 3.3 X₃ + 0.6 X₄ + 1.0 X₅` حيث أن: X₁ = (رأس المال العامل / إجمالي الأصول): يقيس سيولة الشركة على المدى القصير. رأس المال العامل المرتفع يعني أن الشركة لديها أصول متداولة كافية لتغطية التزاماتها قصيرة الأجل. X₂ = (الأرباح المحتجزة / إجمالي الأصول): يقيس الربحية التراكمية للشركة وقدرتها على تمويل أصولها من أرباحها الخاصة بدلاً من الديون. X₃ = (الأرباح قبل الفوائد والضرائب (EBIT) / إجمالي الأصول): يقيس كفاءة الشركة في تحقيق أرباح من أصولها قبل احتساب تكاليف التمويل والضرائب. إنها مؤشر قوي على الربحية التشغيلية. X₄ = (القيمة السوقية لحقوق الملكية / إجمالي الالتزامات): يقيس الرافعة المالية للشركة. كلما انخفضت قيمة الشركة السوقية مقارنة بديونها، زاد خطر الإفلاس. X₅ = (إجمالي الإيرادات (المبيعات) / إجمالي الأصول): يعرف بـ "معدل دوران الأصول". يقيس مدى كفاءة الشركة في استخدام أصولها لتوليد المبيعات. تفسير النتائج (مناطق التصنيف): قام ألتمان بتحديد ثلاث مناطق لتصنيف الشركات بناءً على قيمة Z-Score: 1. منطقة الخطر (Distress Zone) | Z < 1.81: الشركات التي تقع في هذه المنطقة لديها احتمالية عالية جداً لمواجهة صعوبات مالية قد تؤدي إلى الإفلاس. 2. المنطقة الرمادية (Grey Zone) | 1.81 ≤ Z ≤ 2.99: الشركات في هذه المنطقة تقع في وضع غير مؤكد. لا يمكن تصنيفها بأنها آمنة أو في خطر وشيك، وتتطلب تحليلاً أعمق. 3. المنطقة الآمنة (Safe Zone) | Z > 2.99: الشركات التي تحقق نتيجة في هذه المنطقة تعتبر في وضع مالي سليم ومستقر، واحتمالية إفلاسها منخفضة جداً. 2. كيفية استخدام المؤشر على TradingView الكود الذي قمت بتطويره يجعل استخدام هذا النموذج سهلاً للغاية. إليك كيفية استخدامه بفعالية: 1. التطبيق على الرسم البياني: أضف المؤشر إلى الرسم البياني لأي سهم ترغب في تحليله. سيظهر المؤشر في نافذة منفصلة أسفل الرسم البياني للسعر. 2. فهم المدخلات (الإعدادات): Symbol (الرمز): يمكنك ترك هذا الحقل فارغاً ليقوم المؤشر بتحليل السهم الحالي على الرسم البياني تلقائياً. أو يمكنك إدخال رمز سهم آخر (مثلاً `AAPL` أو `MSFT`) لتحليل تلك الشركة ومقارنتها بالشركة الحالية. Fiscal Period (الفترة المالية): هذا هو أهم إعداد. يتيح لك اختيار البيانات التي سيعتمد عليها التحليل: `FY` (سنوي): يستخدم بيانات آخر سنة مالية كاملة. هذا هو الخيار الأكثر شيوعاً واستقراراً. `FQ` (ربع سنوي): يستخدم بيانات آخر ربع مالي. هذا الخيار أكثر حساسية للتغيرات قصيرة المدى. `TTM` (آخر 12 شهراً): يستخدم البيانات المجمعة لآخر 12 شهراً. يوفر نظرة حديثة ومستمرة. 3. قراءة المخرجات البصرية: خط Z-Score: هو الخط الرئيسي للمؤشر. حركته عبر الزمن توضح كيف يتغير الوضع المالي للشركة. هل يتحسن (الخط يرتفع) أم يتدهور (الخط ينخفض)؟ الخطوط المتقطعة: الخط الأخضر عند `2.99` والخط الأحمر عند `1.81` يمثلان حدود المناطق (الآمنة والخطر). عبور خط Z-Score لهذه الحدود يعتبر إشارة هامة. الخلفية الملونة: هي أسرع طريقة لمعرفة وضع الشركة الحالي: أخضر: الشركة في المنطقة الآمنة. أصفر (رمادي): الشركة في المنطقة الرمادية. أحمر: الشركة في منطقة الخطر. 4. الاستخدام العملي في التحليل: التحليل الاتجاهي: لا تنظر فقط إلى القيمة الحالية. راقب اتجاه خط Z-Score على مدى عدة سنوات. شركة يرتفع مؤشرها باستمرار من 1.5 إلى 2.5 هي في مسار تحسن، بينما شركة ينخفض مؤشرها من 4.0 إلى 3.1 قد تكون في بداية مسار تدهور. إشارات الإنذار المبكر: إذا انخفض Z-Score لشركة ما تحت 2.99 ودخل المنطقة الرمادية، فهذه دعوة للبدء في تحليل أعمق لأسباب هذا الانخفاض. إذا انخفض تحت 1.81، فهذه إشارة خطر واضحة يجب أخذها على محمل الجد. المقارنة بين الشركات: استخدم حقل `Symbol` لمقارنة الصحة المالية لشركتين في نفس القطاع. أي منهما لديها Z-Score أعلى وأكثر استقراراً؟ تأكيد التحليل الأساسي: استخدم هذا المؤشر كأداة مساعدة بجانب تحليلاتك الأخرى، وليس كأداة وحيدة لاتخاذ القرار. فهو لا يأخذ في الاعتبار عوامل مثل الإدارة، الميزة التنافسية، أو ظروف السوق الكلية. --- In English 1. The Scientific Method: What is the Altman Z-Score Model? The Z-Score model is a multivariate statistical formula developed in 1968 by Dr. Edward Altman, a Professor of Finance at New York University. The primary objective of the model is to predict the probability of a publicly traded company going bankrupt within the next two years. The model works by combining five key financial ratios derived from a company's financial statements (the income statement and balance sheet). Each ratio is multiplied by a specific coefficient (weight), and the results are summed up to produce a single value: the "Z-Score." The Original Formula for Public Manufacturing Companies (which your code implements): `Z = 1.2 X₁ + 1.4 X₂ + 3.3 X₃ + 0.6 X₄ + 1.0 X₅` Where: X₁ = (Working Capital / Total Assets): Measures the company's short-term liquidity. High working capital indicates the company has sufficient current assets to cover its short-term liabilities. X₂ = (Retained Earnings / Total Assets): Measures the company's cumulative profitability and its ability to finance its assets with its own profits instead of debt. X₃ = (Earnings Before Interest and Taxes (EBIT) / Total Assets): Measures the company's efficiency in generating profits from its assets before accounting for financing costs and taxes. It's a strong indicator of operational profitability. X₄ = (Market Value of Equity / Total Liabilities): Measures the company's financial leverage. The more a company's market value declines relative to its debt, the higher the bankruptcy risk. X₅ = (Total Revenue (Sales) / Total Assets): Known as "Asset Turnover." It measures how efficiently the company is using its assets to generate sales. Interpreting the Score (The Zones of Discrimination): Altman identified three zones to classify companies based on their Z-Score: 1. Distress Zone | Z < 1.81: Companies in this zone have a very high probability of facing financial distress that could lead to bankruptcy. 2. Grey Zone | 1.81 ≤ Z ≤ 2.99: Companies here are in an uncertain position. They cannot be classified as either safe or in imminent danger and require deeper analysis. 3. Safe Zone | Z > 2.99: Companies with a score in this zone are considered to be in a sound and stable financial position, with a very low probability of bankruptcy. 2. How to Use the Indicator on TradingView The code you've developed makes using this model incredibly easy. Here is how to use it effectively: 1. Applying to the Chart: Add the indicator to the chart of any stock you wish to analyze. The indicator will appear in a separate pane below the price chart. 2. Understanding the Inputs (Settings): Symbol: You can leave this blank for the indicator to automatically analyze the current stock on the chart. Alternatively, you can enter another stock ticker (e.g., `AAPL` or `MSFT`) to analyze that company and compare it to the current one. Fiscal Period: This is the most important setting. It lets you choose the data on which the analysis is based: `FY` (Fiscal Year): Uses data from the last full fiscal year. This is the most common and stable option. `FQ` (Fiscal Quarter): Uses data from the last fiscal quarter. This option is more sensitive to short-term changes. `TTM` (Trailing Twelve Months): Uses aggregated data from the last 12 months, providing a recent and rolling view. 3. Reading the Visual Outputs: Z-Score Line: This is the main plot of the indicator. Its movement over time shows how the company's financial health is evolving. Is it improving (line goes up) or deteriorating (line goes down)? Dashed Lines: The green line at `2.99` and the red line at `1.81` represent the thresholds for the Safe and Distress zones. The Z-Score line crossing these thresholds is a significant signal. Colored Background: This is the quickest way to see the company's current status: Green: The company is in the Safe Zone. Yellow (Grey): The company is in the Grey Zone. Red: The company is in the Distress Zone. 4. Practical Use in Analysis: Trend Analysis: Don't just look at the current value. Observe the trend of the Z-Score line over several years. A company whose score is consistently rising from 1.5 to 2.5 is on an improving path, whereas a company whose score is falling from 4.0 to 3.1 may be at the beginning of a deteriorating path. Early Warning Signals: If a company's Z-Score drops below 2.99 into the Grey Zone, it's a call to start a deeper analysis into the reasons for this decline. If it drops below 1.81, it is a clear danger signal that must be taken seriously. Peer Comparison: Use the `Symbol` input field to compare the financial health of two companies in the same sector. Which one has a higher and more stable Z-Score? Fundamental Analysis Confirmation: Use this indicator as a supplementary tool alongside your other analyses, not as a sole decision-making tool. It does not account for factors like management quality, competitive advantage, or macroeconomic conditions.
อินดิเคเตอร์ Pine Script®
โดย AhmedAminTC
Crypto ETFs AUM📘 Description: BTC ETFs AUM Tracker This indicator tracks the Assets Under Management (AUM) and daily inflows/outflows of the main U.S.-listed Bitcoin ETFs, allowing you to visualize institutional capital movement into Bitcoin products over time. It helps traders correlate institutional capital movement with Bitcoin price behavior. 🧩 Overview The script adds up the daily AUM changes from selected Bitcoin ETFs to estimate the total net inflow/outflow of capital into spot BTC funds. It also accumulates those flows over time to display the total aggregated AUM balance, giving you a clearer sense of market direction and institutional sentiment. Two display modes are available: Balance view: plots the cumulative sum of net inflows (total ETF AUM). Inflows view: shows daily inflows (green) and outflows (red) as histogram columns, together with a smoothed moving average line. ⚙️ Inputs Explained Base Settings Base Multiplier (base_multi) – Scaling factor applied to all AUM values. Leave at 1 for USD units, or adjust to display values in millions (1e6) or billions (1e9). Smoothing (c_smoothing) – Period length for the simple moving average used to calculate the smoothed mean inflow/outflow line. Show Balance (showBalance) – When enabled, displays the total cumulative AUM balance (sum of all net inflows over time). Show Inflows (showInflows) – When enabled, displays the daily inflows/outflows as colored columns. ETF Selection You can toggle which ETFs are included in the calculation: BIT (BlackRock) GBTC (Grayscale) FBTC (Fidelity) ARKB (ARK/21Shares) BITB (Bitwise) EZBC (Franklin Templeton) BTCW (WisdomTree) BTCO (Invesco Galaxy) BRRR (Valkyrie) HODL (VanEck) Each switch determines whether the ETF’s AUM and daily flow data are included in the total calculation. 📊 Displayed Values Green Columns → Positive daily net inflows (AUM increased). Red Columns → Negative daily net outflows (AUM decreased). Orange Line → Smoothed moving average of net flows, used to identify persistent inflow/outflow trends. Blue Line (if enabled) → Total cumulative AUM balance (sum of all historical flows). 💡 Usage Notes Works best on daily timeframe, since ETF data is typically updated once per trading day. Not all ETFs have identical data history; missing data points are automatically skipped. The indicator doesn’t represent official fund NAV or guarantee data accuracy — it visualizes TradingView’s public financial feed. You can combine this tool with price action or on-chain metrics to analyze institutional Bitcoin flows. Note: Some ETF data may not be available to all users depending on their TradingView data subscription or market access. Missing values are automatically skipped. 🧠 Disclaimer This script is for educational and analytical purposes only. It is not financial advice, and no investment decisions should be based solely on this indicator. Data accuracy depends on TradingView’s financial data sources and exchange reporting frequency.
อินดิเคเตอร์ Pine Script®
โดย mks17
2