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อินดิเคเตอร์และกลยุทธ์

Supertrend Long/Short with Adjustable R:R by JJThis script is a Supertrend-based trading tool with: Long/Short trade signals Risk/reward calculation Position sizing based on risk, capital, and max shares Visual labels for entries, targets, and stops Checkmarks (✔) for successful trades and crosses (❌) for stopped trades Alerts for trade entries It’s designed for visual analysis on charts, helping you see trades, their targets, and whether they hit profit or stop-loss.
อินดิเคเตอร์ Pine Script®
โดย JohnTJohnson71
Beta -> PROFABIGHI_CAPITAL🌟 Overview The Beta → PROFABIGHI_CAPITAL indicator calculates the systematic risk measurement of any asset relative to a chosen benchmark using statistical correlation analysis and variance decomposition methodology . It combines return calculation, covariance analysis, and variance measurement across (Asset Returns, Benchmark Returns, Correlation Analysis) with rolling window calculations. The indicator features automated beta coefficient calculation , zero-division protection , and benchmark comparison analysis for enhanced systematic risk assessment and market correlation identification. ⚙️ General Settings – Lookback Period : Number of bars for calculating rolling statistics and correlations (1-500 bars, default: 30). – Benchmark Symbol : Reference market index for beta calculation (default: CRYPTO:BTCUSD). – Overlay Setting : False - displays as separate pane oscillator for clear beta visualization. 📊 Beta Calculation Components & Methods The indicator calculates systematic risk metrics using advanced statistical methods: - Asset Returns : Rate of change calculation for current asset percentage movements per bar - Benchmark Returns : Rate of change calculation for benchmark percentage movements per bar - Mean Asset Returns : Simple moving average of asset returns over lookback period - Mean Benchmark Returns : Simple moving average of benchmark returns over lookback period - Covariance Calculation : Manual computation measuring how asset and benchmark move together - Benchmark Variance : Manual calculation of benchmark return volatility and dispersion - Beta Coefficient : Systematic risk measure derived from covariance divided by benchmark variance 📈 Advanced Statistical Features Correlation Analysis Framework: - Return Decomposition : Separation of asset returns into systematic and unsystematic components - Market Sensitivity : Measurement of asset responsiveness to benchmark movements - Risk Attribution : Identification of market-related versus asset-specific risk factors Rolling Window Analysis: - Dynamic Lookback : Continuously updated statistics over specified period for current relevance - Adaptive Calculation : Real-time recalculation with each new bar for evolving correlation analysis - Statistical Smoothing : Moving average application for return volatility reduction Mathematical Protection: - Zero-Division Safety : Built-in protection preventing calculation errors when benchmark variance equals zero - Error Handling : Returns appropriate values when statistical calculations become undefined - Robust Framework : Maintains functionality across all market conditions and correlation scenarios 📏 Signal Levels & Interpretation – Beta = 1 (Gray Dash) : Asset moves in perfect correlation with benchmark (same volatility) – Beta > 1 (Above Line) : Asset exhibits higher volatility than benchmark (amplified movements) – Beta < 1 (Below Line) : Asset exhibits lower volatility than benchmark (dampened movements) – Beta = 0 (Zero Line) : No correlation between asset and benchmark movements – Negative Beta : Inverse correlation - asset moves opposite to benchmark direction 📋 Beta Interpretation Framework Systematic Risk Analysis : - Beta > 1.0 : High Beta Asset - greater systematic risk and volatility than market - Beta = 1.0 : Market Beta - moves in line with benchmark volatility - Beta < 1.0 : Low Beta Asset - lower systematic risk and volatility than market - Beta ≈ 0 : Market Neutral - minimal correlation with benchmark movements - Negative Beta : Hedge Asset - provides portfolio diversification through inverse correlation Portfolio Management Applications : - Risk Assessment : Understanding asset's contribution to portfolio systematic risk - Diversification Analysis : Identifying correlation patterns for portfolio construction - Hedging Strategy : Utilizing beta relationships for risk management - Asset Selection : Choosing assets based on desired beta characteristics 🎨 Visual Features – Beta Line : Blue line plot with 2-pixel thickness showing beta coefficient evolution – Reference Line : Horizontal dashed gray line at beta = 1 for market correlation reference – Separate Pane Display : Independent oscillator visualization for focused beta analysis – Dynamic Scaling : Automatic y-axis adjustment to accommodate beta value ranges 🔍 Advanced Features – Multi-Asset Compatibility : Works across all asset classes and market instruments – Benchmark Flexibility : Any tradable symbol can serve as correlation benchmark – Real-Time Updates : Continuous beta recalculation with each new price bar – Statistical Accuracy : Manual covariance and variance calculations ensuring precision – Rolling Window Methodology : Maintains specified lookback period for all calculations – Correlation Sensitivity : Responsive to changing market relationships and correlations 🔔 Beta Applications & Signals – High Beta Identification : Assets with beta > 1.2 indicating high market sensitivity – Low Beta Recognition : Assets with beta < 0.8 indicating defensive characteristics – Beta Stability Analysis : Monitoring beta consistency over time for reliability assessment – Correlation Breakdown : Identifying periods when historical correlations change – Risk Management : Using beta values for position sizing and portfolio risk control – Market Regime Detection : Beta changes often signal shifting market conditions By utilizing precise statistical correlation analysis and systematic risk measurement , the Beta → PROFABIGHI_CAPITAL indicator provides mathematically robust market sensitivity analysis , offering accurate identification of systematic risk exposure through rigorous covariance calculation , variance analysis , and benchmark correlation assessment .
อินดิเคเตอร์ Pine Script®
โดย PROFABIGHI_CAPITAL
NY Session (PIPNEXUS) Description: This indicator, created for the PIPNEXUS Community, is designed to make backtesting easier and more efficient. It highlights the New York session, allowing you to clearly see when the market experiences the highest volume and liquidity. By using this tool, PIPNEXUS members can better identify peak trading hours, spot potential high-momentum moves, and optimize their trading strategy. Ideal for traders who want a precise and visual way to track the most active market periods.
อินดิเคเตอร์ Pine Script®
โดย Pipnexus5
Trap Zone — Shinobi LabPurpose Trap Zone draws a clean intraday “no-man’s-land” and its surrounding + / – zones so you can quickly see where momentum trades are favored — and where to avoid fighting the tape. It also overlays ADR bands to frame extreme extensions. How it works Trap Zone core: Built from recent high/low lookbacks and key MAs. You can include MA200 in the box bounds (on by default) for stronger regime context. +1 / –1 zones: Dynamic bands just outside the Trap Zone, sized by an adaptive EB minimum (bar-size floor based on instrument price) or average body size. ADR bands (+/–): Daily range estimate using the last 20 sessions with outlier filtering (keeps the 5 most representative ranges under a safe cap). Anchoring & visuals: New zones/ADR levels are projected from the prior session close with configurable left/right extension, labels (“++”, “––”, “+++”, “–––”), and a skull label inside the box. Why it’s useful Clarity at a glance: Above the box → long context; below the box → short context. Inside the box = trap area where signals are lower-quality. Avoid the worst spots: The shaded center helps you skip chop and wait for clean breaks. Frame extensions: ADR lines highlight when price is getting stretched beyond a typical session move. Main features MAs: 8 / 20 / 200 / 500 (200 is optional in the box logic). Lookbacks: independent highs/lows for precise box edges. Adaptive EB sizing drives +1 / –1 placement. Outlier-robust ADR calculation. Customizable colors, labels, and projection length. Best practices Treat the Trap Zone as a filter, not an entry signal. Favor longs for signals above the box and shorts for signals below it. Use with your signal tool (e.g., EB/TB V11.4) to time entries while the Trap Zone provides bias and location. Inputs (highlights) Include MA200 in Trap Zone (on/off) Bars for High / Low (lookback) Visual Extension Zones & Left Visual Extension Show Zones / Show ADR Labels MA lengths (8/20/200/500) Notes Designed for equities; ADR is computed at the end of the regular session and projected forward. Works on intraday charts; precision set to 2 by default.
อินดิเคเตอร์ Pine Script®
โดย manueldelcura1
Seasonality - Multiple Timeframes📊 Seasonality - Multiple Timeframes 🎯 What This Indicator Does This advanced seasonality indicator analyzes historical price patterns across multiple configurable timeframes and projects future seasonal behavior based on statistical averages. Unlike simple seasonal overlays, this indicator provides gap-resistant architecture specifically designed for commodity futures markets and other instruments with contract rolls. 🔧 Key Features Multiple Timeframe Analysis Three Independent Timeframes: Configure separate historical periods (e.g., 5Y, 10Y, 15Y) for comprehensive analysis Individual Control: Enable/disable historical lines and projections independently for each timeframe Color Customization: Distinct colors for historical patterns and future projections Advanced Architecture Gap-Resistant Design: Handles missing data and contract rolls in futures markets seamlessly Calendar-Day Normalization: Uses 365-day calendar system for accurate seasonal comparisons Outlier Filtering: Automatically excludes extreme price movements (>10% daily changes) Roll Detection: Identifies and excludes contract roll periods to maintain data integrity Real-Time Projections Forward-Looking Analysis: Projects seasonal patterns into the future based on remaining calendar days Configurable Projection Length: Adjust forecast period from 10 to 150 bars Data Interpolation: Optional gap-filling for smoother seasonal curves 📈 How It Works Data Collection Process The indicator collects daily price returns for each calendar day (1-365) over your specified historical periods. For each timeframe, it: Calculates daily returns while excluding roll periods and outliers Accumulates these returns by calendar day across multiple years Computes average seasonal performance from January 1st to current date Projects remaining seasonal pattern based on historical averages 🎯 Designed For Primary Use Cases Commodity Futures Trading: Corn, soybeans, coffee, sugar, cocoa, natural gas, crude oil Seasonal Strategy Development: Identify optimal entry/exit timing based on historical patterns Pattern Validation: Confirm seasonal tendencies across different time horizons Market Timing: Compare current performance against historical seasonal expectations Trading Applications Trend Confirmation: Use multiple timeframes to validate seasonal direction Risk Assessment: Understand seasonal volatility patterns Position Sizing: Adjust exposure based on seasonal performance consistency Calendar Spread Analysis: Identify seasonal price relationships ⚙️ Configuration Guide Timeframe Setup Configure each timeframe independently: Years: Set historical lookback period (1-20 years) Historical Display: Show/hide the seasonal pattern line Projection Display: Enable/disable future seasonal projection Colors: Customize line colors for visual clarity Display Options Current YTD: Compare actual year-to-date performance Info Table: Detailed performance comparison across timeframes Projection Bars: Control forward-looking projection length Fill Gaps: Interpolate missing data points for smoother curves Debug Features Enable debug mode to validate data quality: Data Point Counts: Verify sufficient historical data per calendar day Roll Detection Status: Monitor contract roll identification Empty Days Analysis: Identify potential data gaps Calculation Verification: Debug seasonal price computations 📊 Interpretation Guidelines Strong Seasonal Signal All three timeframes align in the same direction Current price follows seasonal expectation Sufficient data points (>3 years minimum per timeframe) Seasonal Divergence Different timeframes show conflicting patterns Recent years deviate from longer-term averages Current price significantly above/below seasonal expectation Data Quality Indicators Green Status: Adequate data across all calendar days Red Warnings: Insufficient data or excessive gaps Roll Detection: Proper handling of futures contract changes ⚠️ Important Considerations Data Requirements Minimum History: At least 3-5 years for reliable seasonal analysis Continuous Data: Best results with daily continuous contract data Market Hours: Designed for traditional market session data Limitations Past Performance: Historical patterns don't guarantee future results Market Changes: Structural shifts can alter traditional seasonal patterns External Factors: Weather, geopolitics, and policy changes affect seasonal behavior Contract Rolls: Some data gaps may occur during futures roll periods 🔍 Technical Specifications Performance Optimizations Array Management: Efficient data storage using Pine Script arrays Gap Handling: Robust price calculation with fallback mechanisms Memory Usage: Optimized for large historical datasets (max_bars_back = 4000) Real-Time Updates: Live calculation updates as new data arrives Calculation Accuracy Outlier Filtering: Excludes daily moves >10% to prevent data distortion Roll Detection: 8% threshold for identifying contract changes Data Validation: Multiple checks for price continuity and data integrity 🚀 Getting Started Add to Chart: Apply indicator to your desired futures contract or commodity Configure Timeframes: Set historical periods (recommend 5Y, 10Y, 15Y) Enable Projections: Turn on future seasonal projections for forward guidance Validate Data: Use debug mode initially to ensure sufficient historical data Interpret Patterns: Compare current price action against seasonal expectations 💡 Pro Tips Multiple Confirmations: Use all three timeframes for stronger signal validation Combine with Technicals: Integrate seasonal analysis with technical indicators Monitor Divergences: Pay attention when current price deviates from seasonal pattern Adjust for Volatility: Consider seasonal volatility patterns for position sizing Regular Updates: Recalibrate settings annually to maintain relevance --- This indicator represents years of development focused on commodity market seasonality. It provides institutional-grade seasonal analysis previously available only to professional trading firms.
อินดิเคเตอร์ Pine Script®
โดย joericke
EB TB V11.5 — Elephant & Tail Bar Detector | Shinobi LabThe EB TB V11.4 indicator is built to accurately detect Elephant Bars (EB) and Tail Bars (TB), helping traders capture momentum while filtering out false signals. It combines strict technical validation with visual risk management, so you can trade with structure and discipline. 🔑 Key Features: Dynamic Moving Averages (8, 20, 200): confirm direction and dominant trend. Configurable session filter: only shows signals during the most liquid hours. Clean Average Range: removes outliers to calculate consistent ranges. 200MA Extension Bypass: allows signals when price is stretched far enough from the MA200. Validated EB/TB signals: strict conditions for bar size, strength and range. Repetition control: prevents back-to-back duplicate signals. Auto TP levels: blue lines marking suggested exit targets. MLPT Risk Box: automatic lot size & $ risk calculation per trade. Gap & Excess Bar warnings: visual notes when special market conditions are present. Integrated alerts: instant notification when a new EB/TB signal appears. This approach makes EB TB V11.4 not just a signal-painting tool, but a complete framework that blends context, risk management, and trading discipline into one indicator.
อินดิเคเตอร์ Pine Script®
โดย manueldelcura1
SPX Ladder → Adjusted to Active Ticker (5s & 10s)This indicator allows you to a grid of SPX levels directly on the ES1! (E-mini S&P 500 Futures) chart, automatically adjusting for the spread between SPX and ES1!. This is particularly useful for traders who perform technical analysis on SPX but execute trades on ES1!. Features: Renders every 5 and 10 points steps of the SPX in your current chart. The script adjusts these levels in real-time based on the current spread between SPX and ES1! Plots updated horizontal lines that move with the spread Supports Multiple Tickers, ES1!, SPY and SPX500USD. Ideal for futures traders who want SPX context while trading ES1!.
อินดิเคเตอร์ Pine Script®
โดย alejandroveronn
ZoneRadar by Chaitu50cZoneRadar ZoneRadar is a tool designed to detect and visualize hidden buy or sell pressures in the market. Using a Z-Score based imbalance model, it identifies areas where buyers or sellers step in with strong momentum and highlights them as dynamic supply and demand zones. How It Works Z-Score Imbalance : Calculates statistical deviations in order flow (bull vs. bear pressure). Buy & Sell Triggers: Detects when imbalances cross predefined thresholds. Smart Zones: Marks potential buy (green) or sell (red) zones directly on your chart. Auto-Merge & Clean: Overlapping or noisy zones are automatically merged to keep the chart clean. History Control: Keeps only the most recent and strongest zones for focus. Key Features Customizable Z-Score level and lookback period Cooldown filter to avoid over-signaling Smart zone merging to prevent clutter Adjustable price tolerance for merging overlapping zones (ticks) Extend zones into the future with right extensions Fully customizable colors and display settings Alert conditions for Buy Pressure and Sell Pressure Why ZoneRadar? Simplifies complex order flow into clear, tradable zones Helps identify high-probability reversal or continuation levels Avoids noise by keeping only the cleanest zones Works across any timeframe or market (stocks, futures, forex, crypto) Disclaimer This tool is designed for educational and informational purposes only. It does not provide financial advice. Always test on demo and combine with your own trading strategy.
อินดิเคเตอร์ Pine Script®
โดย chaitu50c
Strength by EGThis indicator from equitygurukul.in is designed to help traders identify key market trend phases using classic moving averages. It includes: 50, 150, 200-period MAs (user can choose SMA or EMA via dropdown). A Custom MA (default length 21, user-adjustable). Buy Signal Arrow when bullish alignment conditions are met. Weak Label when price crosses below the Custom MA. Strength Label when price crosses above the Custom MA and is also above the 50 MA. Fully customizable colors, label display toggles, and arrow size options. This tool allows traders to quickly visualize momentum shifts, long-term trend alignment, and strength/weakness signals on the chart. ⚠️ Disclaimer This script is created for educational purposes under the brand equitygurukul.in. It is not financial advice. Trading and investing involve risk, and past performance does not guarantee future results. Please do your own research or consult a financial advisor before making investment decisions.
อินดิเคเตอร์ Pine Script®
โดย arh02041996