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ค้นหาในสคริปต์สำหรับ "文华财经tick价格"

Scanner/Screener of Over 40 Coins Per Script I am very scatter-brained by nature and sporadic in my thought processes but if these benefit the community and ya'll ask for more perhaps I will get better and even out a tad....probably not....but you never know. Firstly, allow me to apologize to all the vet/more sophisticated coders out there whose eyes and brains might just be overly taxed due to my poor coding structure. Im just getting started for the first time in ANY sort of coding...so cut me a little slack. Also, if anyone sees any mistakes or the functionality is not as I proclaimed, PLEASE do let me know. In these past 12mo of me learning my 1st coding language (Pinescript) I would say that I have been intently focused on creating all types/sorts of scanners/screeners. Ive always hoped to be a benefit to the community as I was always SO grateful to those who have come before me that have led me to the little bit of progress I have made with Pinescript. This script is not necessarily something that should be traded with as it is just a thrown together example showing a scanner/screener whose results produce plot outputs (ie, Rate of Change / oscillators as well / etc) and how they can be used in the alert system so that only 1 alert has to be set per iteration of the script but more importantly how to use/scan/screen with over 40 coins per script. My intent is not to trick anyone here. So to be PERFECTLY CLEAR, more than 40 coins CAN in fact be screened/scanned from one script (here I am doing all of KUCOIN's Margin Coins...72 total I look at)...BUT...(heres the catch) it must be added to the chart however many times EQUAL to the amount of "sets" you have in your script. (Heres the limitation by TV) There cannot be more than 40 coins in each "set". The less coins you have per set, the quicker the script will startup and run, thus, the quicker alerts will be received if automating the process. Though, if you only have the free plan and can only have MAX 3 indicators per chart then the MAX you can screen at a time is 120 coins if you use 40 coins per set. So, this is the first one I would like to introduce. For this one your screener/scanner must be using some sort of plots as output that is being screened for. (original inspiration of ALL my variations mainly come from @QuantNomad, @daveatt, and @LonesomeTheBlue (and a few others I may be forgetting at the moment). Thanks for the inspiration through countless publications that ya'll have created for us in the community. Some of my variations are more complex/elegant than others but there are MANY very different ones that I would like to share with the community. If you leave a comment and wonder why I have not responded but did so to every comment around yours...see if you are one of the individuals in this next few sentences...and if you are then perhaps someone else would like to waste their time responding to your comment...but basically, if you don't want to spend the time helping yourself by reading the title, description section, AND the comments section (at least scanning them) then I am MOST DEFINITELY not going to help you down your path of destruction that is most likely soon to be your blown-up trading account. I was called a "masochist" after asking for guidance on if its worth the headache to publish anything on TV bc there will NO DOUBT be comments that'll make me wish I didn't (ie. someone CLEARLY not reading the description (or seemingly even the title sometimes) bc they make a comment that has been explicitly addressed, or someone asking to rebuild the code compatible for another charting software or whatnot, or how about those asking if it repaints (this one is almost always addressed in the comments section but I can understand this question more than others as Im only 1 yr into learning any sort of coding for the first time in the beginning I saw people ask on EVERY script about if it repainted and it was worrisome at the lest (esp bc I didn't even understand what it was not so long ago, or my favorite...what TF it works best on...these people CLEARLY need not be trading yet if your still asking questions as such...Ill end it there). Point being, Ive got some truly VERY useful scripts that I want to share and as long as these people don't make me regret doing so in the beginning, then whats mine...will soon be yours. Though, I will take a little time between the releases. YOU GUYS (TV and its community) ARE AWESOME (most of you anyways ;) MUCH LOVE, ChasinAlts (1) INPUTS Here is where the "sets" come in. I am looking at all of KUCOIN's Margin Coins (72 of them at least) so am splitting them up into 3 sets/iterations and a copy of the script must be added equal to amount of "sets" you have here. This is the ONLY workaround I have found to be able to scan/screen with more than 40 coins per script (due to TV's limitation of 40 Security Calls per script) ***So for everyone saying it's impossible scan more than 40 Coins per scipt...it' MOST DEFINITELY possible....BUT ONLY by adding this script multiple times on the chart and selecting 1 of each of the "sets" in the script settings via the chart window. To save the much needed room you must push each iteration of the script into 1 window and merging the scales of each into 1 scale(ie. "Scale A") within the settings of the script name on the chart(3 horizontal dots) (2) FUNCTION (2.1) COLORIDs This is just to set up all my Colors of plots which are being matched with their respective labels. I have a diff color for each of the 72 coins Im plotting so Im telling the function, "depending on which set of coins I select...give me this color out of the colors I input later into the function" (2.2) TICKERID CONSTRUCTION I construct the tickerID this way so that the labels on my plots have only the Coin's name vs the label having the (Exchange Name):(Coin Name)(Base Pair Name). If you are using more than 1 Base pair (ie. XRP/BTC and XRP/USDT and XRP/ETH) OR more than 1 Exchange OR want your plots to show MORE THAN just the Trading Coin's name, then the tickerID MUST BE constructed differently (2.3) SECURITY CALL & PLOT OUTPUT VARIABLES If using a Higher Time Frame in Security Call then it MUST BE adjusted to permit or dissallow repainting if you so wish (BEYOND THE SCOPE OF THIS PUBLICATION so Do Your Own Researh). If your MAIN LOGIC is more complex than simply using a TV built-in function), THEN it MUST BE built into its own function outside of this function and called on within the "expression" slot of this Security Call OR can also be built into this function and called on in the "expression" slot of this Security call (BEYOND THE SCOPE OF THIS PUB SO DYOR). FURTHERMORE...when you are using a series(ie high/low/close/open/hl2/etc) / bar_index / time / etc that will be specific to the Coin/tickerID, then they MUST BE explicitly used within the "expression" slot of the Security Function when calling on your Main Logic or else it will pull the series/time/bar_index/etc from the Coin that the Chart is presently on (BEYOND THE SCOPE OF THIS PUB SO DYOR) (2.4) PLOT LABEL This is the Plot's Label that will be next to the end of the plot on the LAST bar_index. ***Notice in the "text" slot of the label I have "_coin" (without the quotes obviously)...this is where have JUST the Coin's name comes into effect on the label vs the (Exchange Name):(Coin Name)(Base Pair Name) which looks MUCH cleaner (2.5) ALERT LOGIC / ALERT LABEL Your alert logic need not be as complex as this... I just wanted to create a decent enough timing for this system and wanted to simply print the labels displaying which coin produced the alert at the same time the alerts would go off. Alert is set up to Trigger Bullish when the ROC is below the Threshold and _chg > _chg X=length of bars inputted in "Rising/Falling Length" setting and vise versa for Bearish Alerts. If _chg plot only goes past threshold for a VERY few amount of bars NOT providing enough time for initial Alert to trigger, then alert/label triggers on crossing of threshold back towards 0(zero). ONLY 1 alert needs to be set per script to be able to scan ALL 72 of the coins as I have them in this script. Timing of Alert is inline with the name label printed past the thresholds. (3) VARIABLES FROM MAIN FUNCTION This is the tuple of the Main Function that outputs the variables from 3 lines up to be able to plot the lines and color them according to the colors on the labels. *** As of now, we CANNOT plot from within the function so MUST BE done this way to produce the variables and colors needed. The plots are the ONLY thing in this script that cannot be executed from within the function (4) LINE PLOTS ALL output variables from our Main Function are used here for the line plots
อินดิเคเตอร์ Pine Script®
โดย A_Traders_Edge
11
DAYOFWEEK performance1 -Objective "What is the ''best'' day to trade .. Monday, Tuesday...." This script aims to determine if there are different results depending on the day of the week. The way it works is by dividing data by day of the week (Monday, Tuesday, Wednesday ... ) and perform calculations for each day of the week. 1 - Objective 2 - Features 3 - How to use (Examples) 4 - Inputs 5 - Limitations 6 - Notes 7 - Final Tooughs 2 - Features AVG OPEN-CLOSE Calculate de Percentage change from day open to close Green % (O-C) Percentage of days green (open to close) Average Change Absolute day change (O-C) AVG PrevD. Close-Close Percentage change from the previous day close to the day of the week close (Example: Monday (C-C) = Friday Close to Monday close Tuesday (C-C) = Monday C. to Tuesday C. Green % (C1-C) Percentage of days green (open to close) AVG Volume Day of the week Average Volume Notes: *Mon(Nº) - Nº = Number days is currently calculated Example: Monday (12) calculation based on the last 12 Mondays. Note: Discrepancies in numbers example Monday (12) - Friday (11) depend on the initial/end date or the market was closed (Holidays). 3 - How to use (Examples) For the following example, NASDAQ:AAPL from 1 Jan 21 to 1 Jul 21 the results are following. The highest probability of a Close being higher than the Open is Monday with 52.17 % and the Lowest Tuesday with 38.46 %. Meaning that there's a higher chance (for NASDAQ:AAPL ) of closing at a higher value on Monday while the highest chance of closing is lower is Tuesday. With an average gain on Tuesday of 0.21% Long - The best day to buy (long) at open (on average) is Monday with a 52.2% probability of closing higher Short - The best day to sell (short) at open (on average) is Tuesday with a 38.5% probability of closing higher (better chance of closing lower) Since the values change from ticker to ticker, there is a substantial change in the percentages and days of the week. For example let's compare the previous example ( NASDAQ:AAPL ) to NYSE:GM (same settings) For the same period, there is a substantial difference where there is a 62.5% probability Friday to close higher than the open, while Tuesday there is only a 28% probability. With an average gain of 0.59% on Friday and an average loss of -0.34% Also, the size of the table (number of days ) depends if the ticker is traded or not on that day as an example COINBASE:BTCUSD 4 - Inputs DATE RANGE Initial Date - Date from which the script will start the calculation. End Date - Date to which the script will calculate. TABLE SETTINGS Text Color - Color of the displayed text Cell Color - Background color of table cells Header Color - Color of the column and row names Table Location - Change the position where the table is located. Table Size - Changes text size and by consequence the size of the table 5 - LIMITATIONS The code determines average values based on the stored data, therefore, the range (Initial data) is limited to the first bar time. As a consequence the lower the timeframe the shorter the initial date can be and fewer weeks can be calculated. To warn about this limitation there's a warning text that appears in case the initial date exceeds the bar limit. Example with initial date 1 Jan 2021 and end date 18 Jul 2021 in 5m and 10 m timeframe: 6 - Notes and Disclosers The script can be moved around to a new pane if need. -> Object Tree > Right Click Script > Move To > New pane The code has not been tested in higher subscriptions tiers that allow for more bars and as a consequence more data, but as far I can tell, it should work without problems and should be in fact better at lower timeframes since it allows more weeks. The values displayed represent previous data and at no point is guaranteed future values 7 - Final Tooughs This script was quite fun to work on since it analysis behavioral patterns (since from an abstract point a Tuesday is no different than a Thursday), but after analyzing multiple tickers there are some days that tend to close higher than the open. PS: If you find any mistake ex: code/misspelling please comment.
อินดิเคเตอร์ Pine Script®
โดย MA_PT
25
Strat Assistant ScreenerStrat Assistant Screener ---------------------------- █ OVERVIEW This script is intended to provide screening/scanning functionality for the strat for the time period provided in the input (Day is the default). When added, the script provides a chart with labels separated for each type of candle (2 up, 2 down, outside, inside) as well as actionable signals (inside already provided, hammer, shooter). Trading view is limited to 40 "security/ticker/symbol" calls so only 40 at a time are available. It's best to run this on higher time frames as it will occasionally push peak trading view memory limits and throw an error. Various inputs are provided a detailed below. It's not FAST so be patient please. █ DETAIL Inputs ---------- Security/Screener Time Frame: The screener will only run for one time frame, the time frame selected and this can be changed Actionable Wick Percentage: The percentage of the WICK to determine a hammer or a shooter. For example, the default is .75 or 75%, which means 75% of the candle must be a WICK (top wick 75% for shooter, bottom wick 75% for hammer). If you wish to be more conservative scale it down or more aggressive scale it up Label Index Offset Factor: There are 6 separate labels that will appear at the bottom separated by this indicator. If you feel like things are too tight or too narrow you can adjust this to spread things out further, or push them closer together. Security/SXX: The various securities that can be input to track. If you find this is a pain, you can always copy the source code, put it in the pine editor yourself, and manually modify them there. Trading view limits you to 40 securities/symbols/tickers so I've pushed the limit as far as I can with this script. Outputs ---------- The screener will provide a second chart at the bottom of the primary chart with labels for the types of candles and actionable signals Each label will be present even if no results are found. The label will display the time frame selected toward the end of the header - Strat Assistant Screener: Each label is colored for quick reference to indicate the various bull/bear/inside/outside "patterns" Best Practices ---------- It is not fast, so please be patient and let it run. This screener is best used as a utility a few times a day, not recommended for intraday. I will create a scaled down version of this will only 5 securities/symbols/tickers that can be used intraday. The screener pushes the limits of training views provided memory, so you may occasionally see errors, please try a higher time frame. The bottom chart can be scaled and moved just like the top one, play around with it to determine what works best for you. I recommend decreasing the scale and then moving it up so you can see it better. When the time frame is changed, it will take a minute, you can verify the results by seeing the time frame change in the label - Strat Assistant Screener: I have not played with this thoroughly intraday yet. So it may be buggy/slower.
อินดิเคเตอร์ Pine Script®
โดย rickyzcarroll
14
Relative Strength RatioAbout this indicator: This indicator goes under many different names such as Relative Strength Ratio, Comparative Strength, Relative Strength Comparison (RSC) etc. It compares the strength of the current asset to another asset of your choice and displays the relative strength of the current asset. (Not RSI) There are several comparative indicators published already here on TV but I have added some unique features that I think is really useful. When to use it: This is useful when you want to compare for example a stock with its sector to find out if the stock is a leadership stock in that sector or main index. You could also use it to compare the sector to its index etc. If you want to compare for example a stock to both its index and its sector at the same time I suggest you add 2 instances of this indicator. In many trading systems you are supposed find the strongest tickers by identifying "layers of strength" like 1. The strongest asset class that money is flowing into (like stocks, commodities, bonds, etc.) 2. Find the strongest sectors. 3. Find the stocks outperforming those sectors. 4. Find some kind of entry signal there. How it works: The indicator calculates an "RS line" (Relative Strength) by dividing the current ticker with a ticker of your choice. This creates a ratio or pair similar to how currencies are related to each others like USDGBP (dollar against pound). The RS line is black by default so you might want to change its color if you use a dark theme. If the RS line is moving up it means your current asset is stronger than the asset you are comparing it with and vice versa. Use the simple moving average to quickly see long term strength trends. Features RS line Shows the relative strength of the current asset. SMA This Simple Moving Average has directional coloring; green when it is angled up and red when it is angled down. You can customise the period in the settings. If you don't want the color change just make both up/down color the same. Relative market label This displays the market you are currently comparing with as a label next to the last data point. Because I tried stocks in 2 different countries I want to know which index I am comparing with and this label saves me from going into the settings to check. I find it to be a life saver! Please let me know if you find any problems or if you have any ideas for improvement
อินดิเคเตอร์ Pine Script®
โดย colicoid
7
Difference over barsDescription: One of my followers asked about an indicator that shows the difference between the open and a previous close and didn't find one so I wrote this one. This is similar to a momentum indicator except it offers more flexibility. While the standard momentum indicator calculates a difference between current close and a previous close (sometimes customizable to work on open, high or lows instead of close), this allows to mix and match between open, high, low and close. It also offers multiple kinds of moving averages. Settings: Current point of reference Previous point of reference Difference over how many bars? How it works: The indicator calculates the difference between the current point of reference and a previous (n-bars back) point of reference (where n is given by the "Difference over how many bars?"). How to use it: find historical support lines like the 0.68 line in the cart above where in the past the indicator tends to bounce back; similarly find resistance lines like the -0.75 line in the chart (which servers as a resistance line both for the main indicator line and its moving average ) look for convergence between the price and the indicator; for example, if the price is going up and the indicator is going down a change in the price direction may be coming soon look for the indicator crossing its moving average: moving up will signify an up trend and vice-versa since the difference between the open and previous close (which is what the blue line in the chart shows) since to go up to 0.68 (the upper horizontal line) and down to -0.75 (the lower horizontal line) most of the time, one strategy, using options, is to to buy, right before the close of a trading day, a "long iron butterfly": buy-to-open (BTO) both a call and a put at the strike price and sell-to-open (STO) a call at a strike of around $0.68 more and sell to open a put at a strike of around $0.75 less. The STO legs should be for the next expiration and the BTO legs for the next expiration after that. This way the STO will decrease their time value faster than the BTO legs if the price stays flat (which plays to your advantage) and the BTO legs may make profit if the next day it opens away from the price at which the ticker closed the previous day (when the position was opened). The most profit is when it moves right up to one of the STO legs. This position would normally be closed next day at opening. The percentage of profit it makes is low compared to other strategies but also the percentage of the total cost at risk is also low which could potentially allow a trader to increase the lot and thus, in the end, the total profit amount may be comparable to other strategies. Notes: The indicator in the chart above comes with the standard options. For a more standard momentum indicator set both the current and previous reference point to the same OHLC value (such as "close"). The 0.68 and -0.75 levels are for open/close (current/previous point of reference) for ticker INTC. Obviously, other tickers will likely have other levels and you will have to find those yourself. If you use INTC but use other combination of current and previous reference points, they will have different levels as well.
อินดิเคเตอร์ Pine Script®
โดย TradersForecast
Big Move WarningThis script shows plots a warning on the chat when the tick increase is more than the configures value. It considers the highest and lowest value of each candle. The following warnings are shown: "RISE" - the increase is more than the configures value "BIGRISE" - the increase over the last 3 ticks is more than 2x the configured value "DIP" - the decrease is more than the configures value "BIGDIP" - the decrease over the last 3 ticks iscmore than 2x the configured value
อินดิเคเตอร์ Pine Script®
โดย MalsenInvest
2
CC - Macro Consolidated Interval Display (MCID)Ever wish you didn't have to rapidly flip between 6 different tickers to get the full picture? Yeah, me too. Do you also wish that you kind of understood how the shift / unshift function works for arrays? Yeah, I did too. Both of those birds are taken care of with one stone! The Macro Consolidated Interval Display uses the new Array structure and security to display data for VIX, GLD, TLT, QQQ, SPY and IWM (at a 1D interval) SIMUTANEOUSLY! Regardless of which ticker you're looking at you can get the full picture of macro futures data without flipping around to get it. This is my first script trying to use arrays. It basically shows the following a 1d interval: ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for VIX. ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for GLD. ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for TLT. ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for QQQ. ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for SPY. ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for IWM To make it more or less busy, I've allowed you to toggle off any of the levels you wish. I've also chosen to leave this as open source, as it's nothing too experimental, and I hope that it can gain some traction as an Array example that the public can use! If you don't like the different values that are shown, use this source code example as a spring-board to put values that you do care about onto the labels. If this code has helped you at all please drop me a like or some constructive criticism if you do not think it's worth a like. Good luck and happy trading friends. This should be compatible with my CID as well: If this gets traction, I will post something similar for a dynamic combination of tickers and intervals that you can set yourself.
อินดิเคเตอร์ Pine Script®
โดย maigcaloctopus
SuperTrend EXPLORER / SCREENERSUPERTREND EXPLORER / SCREENER screens the BUY and SELL signals (trend reversals) for 38 user defined different tickers in Tradingview charts. Simply input the short name of the ticker in Tradingview that you want to screen. Script is derived from zzzcrypto123 's work. Thanks for the permission letting me to use his logic. Terminology explanation: Confirmed Reversal: Supertrend reversal that happened in the last bar and cannot be repainted. Potential Reversal: Supertrend reversal that might happen in the current bar but can also not happen depending upon the timeframe closing price. Screener has also got a built in SuperTrend indicator which users can confirm the reversals on graphs. Screener explores the 38 tickers in current graph's time frame and also in desired parameters of the SuperTrend indicator. SUPERTREND INDICATOR: STRATEGY version of SuperTrend Indicator: SuperTrend is one of the most common ATR based trailing stop indicators. In this version you can change the ATR calculation method from the settings. Default method is RMA, when the alternative method is SMA . The indicator is easy to use and gives an accurate reading about an ongoing trend. It is constructed with two parameters, namely period and multiplier. The default values used while constructing a superindicator are 10 for average true range or trading period and three for its multiplier. The average true range (ATR) plays an important role in 'Supertrend' as the indicator uses ATR to calculate its value. The ATR indicator signals the degree of price volatility . The buy and sell signals are generated when the indicator starts plotting either on top of the closing price or below the closing price. A buy signal is generated when the ‘Supertrend’ closes above the price and a sell signal is generated when it closes below the closing price. It also suggests that the trend is shifting from descending mode to ascending mode. Contrary to this, when a ‘Supertrend’ closes above the price, it generates a sell signal as the colour of the indicator changes into red. A ‘Supertrend’ indicator can be used on equities, futures or forex, or even crypto markets and also on daily, weekly and hourly charts as well, but generally, it fails in a sideways-moving market. Source function added to use the indicator as the ATR Trailing Stop indicator. Just change source type hl2 to close. different variations might be useful.
อินดิเคเตอร์ Pine Script®
โดย KivancOzbilgic
75
Alpha & BetaAlpha & Beta Indicators for Portfolio Performance β = Σ Correlation (RP, RM) * (σP/σM) α P = E(RP) – Where, RP = Portfolio Return (or Investment Return) RM = Market Return (or Benchmark Index) RF = Risk-Free Rate How to use the Indicator RM = SPX (Default) The Market Return for the indicator has the options of $SPX, $NDX, or $DJI (S&P 500, Nasdaq 100, Dow 30) RF = FRED: DTB3 The Risk-Free Rate in the Indicator is set to the 3-Month Treasury Bill: Secondary Market Rate The Default Timeframe is 1260 or 5-Years (252 Trading Days in One Year) RP = The symbol you enter HOWEVER , you can determine your portfolio value by following the following directions below. Note: I am currently working on an indicator that will allow you to insert the weights of your positions. Complete Portfolio Analysis Directions You will first need... a) spreadsheet application - Google Sheets is Free, but Microsoft Excel will convert ticker symbols to Stocks and Retrieve Data. b) your current stock tickers, quantity of shares, and last price information In the spreadsheet, In the first column list the stock tickers... AMZN AAPL TSLA In the second column list the quantity of shares you own... 5 10 0.20 In the third column insert the last price Excel: Three tickers will automatically give you the option to "Convert to Stocks", after conversion, click once on cell and click the small tab in the upper right-hand of the highlighted cell. Click the tab and a menu pops up Find "Price", "Price Extended-Hours", or "Previous Close"... $3,284.72 $497.48 $2,049.98 Next, multiply the number of shares by the price (Stock Market Value) Excel: in fourth column type "=(B1*C1)", "=(B2*C2)", "=(B3*C3)"... = $16,423.60 = $4,974.80 = $410.00 add the three calculated numbers together or click "ΣAutoSum" (Portfolio Market Value) = $21,808.40 Last, divide the market value of AMZN ($16,423.60) by the Portfolio Market Value ($21,808.40) for each of the stocks. = 0.7531 = 0.2281 = 0.0188 These values are the weight of the stock in your portfolio. Go back to TradingView Enter into the "search box" the following... AMZN*0.7531 + AAPL*0.2281 + TSLA*0.0188 and click Enter Now you can use the "Alpha & Beta" Indicator to analyze your entire portfolio!
อินดิเคเตอร์ Pine Script®
โดย luminaryfi
Hashem Correlation CoefficientCorrelation Coefficient Core Code from: www.tradingview.com This indicator Show Correlation between the Current Ticker & timeframe and a Customizable Ticker. After adding the indicator you can change the second ticker in the settings. The Correlation Coeff is between -1 to 1 which 1 means 100% correlation and -1 means -100% correlation ( Inverse Correlation ). The color of the area changes when: Blue : CC > 0.5 Aqua : CC > 0.75 Purple : CC < -0.5 Red : CC < -0.75
อินดิเคเตอร์ Pine Script®
โดย rhawshemi
Open Interest:CME e-o-d vs CFTC e-o-wCFTC only publishes total OI on fridays, related to last Tuesday. But what happened since last Tuesday? CME Vol & Open Interest data is recorded&exported daily by quandl.com to tradingview via the che CHRIS/CME datasets www.quandl.com Eg. Nat Gas next outstanding cntract n. 20, field n. 7(OI) @quandl.com: www.quandl.com is exported @tradingview: www.tradingview.com Every outstanding contract's OI & vol is exported (black column), but not the total (yellow line): tiny.cc This script sums up all the existing outstanding contract's OI for the future (the black column), so one can have an idea of the total OI for the day (Yellow line). As numer of outstanding contracts varies from future to future,Eg: E-mini (ES) has 4 contracts, Gold(GC) 16 cntrcts, NatGas(NG) has 43, WTI(CL) has 38 etc the scrips tries to guess how many exist for it and sums them up, to have the total OI for tha day Number ofoutstanding contracts exported by quandl.com to tradingview is taken from s3.amazonaws.com There are 2 params you can enter on the script: * override the ticket symbol on the chart ,if script cannot guessit or you need a different one * enter the "preliminary" OI that is published by CME early the next day, butb not yet exported by quandl to tradingview This script is Open so anyone can copy and modifyit for its use. Please post comments and ideas if you find it useful I try to keep a log of my work here:
อินดิเคเตอร์ Pine Script®
โดย giancapino
4
Multi SMA EMA WMA HMA BB (5x8 MAs Bollinger Bands) MAX MTF - RRBMulti SMA EMA WMA HMA 4x7 Moving Averages with Bollinger Bands MAX MTF by RagingRocketBull 2019 Version 1.0 All available MAX MTF versions are listed below (They are very similar and I don't want to publish them as separate indicators): ver 1.0: 4x7 = 28 MTF MAs + 28 Levels + 3 BB = 59 < 64 ver 2.0: 5x6 = 30 MTF MAs + 30 Levels + 3 BB = 63 < 64 ver 3.0: 3x10 = 30 MTF MAs + 30 Levels + 3 BB = 63 < 64 ver 4.0: 5(4+1)x8 = 8 CurTF MAs + 32 MTF MAs + 20 Levels + 3 BB = 63 < 64 ver 5.0: 6(5+1)x6 = 6 CurTF MAs + 30 MTF MAs + 24 Levels + 3 BB = 63 < 64 ver 6.0: 4(3+1)x10 = 10 CurTF MAs + 30 MTF MAs + 20 Levels + 3 BB = 63 < 64 Fib numbers: 8, 13, 21, 34, 55, 89, 144, 233, 377 This indicator shows multiple MAs of any type SMA EMA WMA HMA etc with BB and MTF support, can show MAs as dynamically moving levels. There are 4 MA groups + 1 BB group, a total of 4 TFs * 7 MAs = 28 MAs. You can assign any type/timeframe combo to a group, for example: - EMAs 9,12,26,50,100,200,400 x H1, H4, D1, W1 (4 TFs x 7 MAs x 1 type) - EMAs 8,13,21,30,34,50,55,89,100,144,200,233,377,400 x M15, H1 (2 TFs x 14 MAs x 1 type) - D1 EMAs and SMAs 8,13,21,30,34,50,55,89,100,144,200,233,377,400 (1 TF x 14 MAs x 2 types) - H1 WMAs 13,21,34,55,89,144,233; H4 HMAs 9,12,26,50,100,200,400; D1 EMAs 12,26,89,144,169,233,377; W1 SMAs 9,12,26,50,100,200,400 (4 TFs x 7 MAs x 4 types) - +1 extra MA type/timeframe for BB There are several versions: Simple, MTF, Pro MTF, Advanced MTF, MAX MTF and Ultimate MTF. This is the MAX MTF version. The Differences are listed below. All versions have BB - Simple: you have 2 groups of MAs that can be assigned any type (5+5) - MTF: +2 custom Timeframes for each group (2x5 MTF) +1 TF for BB, TF XY smoothing - Pro MTF: 4 custom Timeframes for each group (4x3 MTF), 1 TF for BB, MA levels and show max bars back options - Advanced MTF: +4 extra MAs/group (4x7 MTF), custom Ticker/Symbols, Timeframe <>= filter, Remove Duplicates Option - MAX MTF: +2 subtypes/group, packed to the limit with max possible MAs/TFs: 4x7, 5x6, 3x10, 4(3+1)x10, 5(4+1)x8, 6(5+1)x6 - Ultimate MTF: +individual settings for each MA, custom Ticker/Symbols MAX MTF version tests the limits of Pinescript trying to squeeze as many MAs/TFs as possible into a single indicator. It's basically a maxed out Advanced version with subtypes allowing for mixed types within a group (i.e. both emas and smas in a single group/TF) Pinescript has the following limits: - max 40 security calls (6 calls are reserved for dupe checks and smoothing, 2 are used for BB, so only 32 calls are available) - max 64 plot outputs (BB uses 3 outputs, so only 61 plot outputs are available) - max 50000 (50kb) size of the compiled code Based on those limits, you can only have the following MAs/TFs combos in a single script: 1. 4x7, 5x6, 3x10 - total number of MTF MAs must always be <= 32, and you can still have BB and Num Levels = total MAs, without any compromises 2. 5(4+1)x8, 6(5+1)x6, 4(3+1)x10 - you can use the Current Symbol/Timeframe as an extra (+1) fixed TF with the same number of MTF MAs - you don't need to call security to display MAs on the Current Symbol/Timeframe, so the total number of MTF MAs remains the same and is still <= 32 - to fit that many MAs into the max 64 plot outputs limit you need to reduce the number of levels (not every MA Group will have corresponding levels) Features: - 4x7 = 28 MAs of any type - 4x MTF groups with XY step line smoothing - +1 extra TF/type for BB MAs - 2 MA subtypes within each group/TF - 4x7 = 28 MA levels with adjustable group offsets, indents and shift - supports any existing type of MA: SMA, EMA, WMA, Hull Moving Average (HMA) - custom tickers/symbols for each group - show max bars back option - show/hide both groups of MAs/levels/BB and individual MAs - timeframe filter: show only MAs/Levels with TFs <>= Current TF - hide MAs/Levels with duplicate TFs - support for custom TFs that are not available in free accounts: 2D, 3D etc - support for timeframes in H: H, 2H, 4H etc Notes: - Uses timeframe textbox instead of input resolution dropdown to allow for 240 120 and other custom TFs - Uses symbol textbox instead of input symbol to avoid establishing multiple dummy security connections to the current ticker - otherwise empty symbols will prevent script from running - Possible reasons for missing MAs on a chart: - there may not be enough bars in history to start plotting it. For example, W1 EMA200 needs at least 200 bars on a weekly chart. - for charts with low/fractional prices i.e. 0.00002 << 0.001 (default Y smoothing step) decrease Y smoothing as needed (set Y = 0.0000001) or disable it completely (set X,Y to 0,0) - for charts with high price values i.e. 20000 >> 0.001 increase Y smoothing as needed (set Y = 10-20). Higher values exceeding MAs point density will cause it to disappear as there will be no points to plot. Different TFs may require diff adjustments - TradingView Replay Mode UI and Pinescript security calls are limited to TFs >= D (D,2D,W,MN...) for free accounts - attempting to plot any TF < D1 in Replay Mode will only result in straight lines, but all TFs will work properly in history and real-time modes. This is not a bug. - Max Bars Back (num_bars) is limited to 5000 for free accounts (10000 for paid), will show error when exceeded. To plot on all available history set to 0 (default) - Slow load/redraw times. This indicator becomes slower, its UI less responsive when: - Pinescript Node.js graphics library is too slow and inefficient at plotting bars/objects in a browser window. Code optimization doesn't help much - the graphics engine is the main reason for general slowness. - the chart has a long history (10000+ bars) in a browser's cache (you have scrolled back a couple of screens in a max zoom mode). - Reload the page/Load a fresh chart and then apply the indicator or - Switch to another Timeframe (old TF history will still remain in cache and that TF will be slow) - in max possible zoom mode around 4500 bars can fit on 1 screen - this also slows down responsiveness. Reset Zoom level - initial load and redraw times after a param change in UI also depend on TF. For example: D1/W1 - 2 sec, H1/H4 - 5-6 sec, M30 - 10 sec, M15/M5 - 4 sec, M1 - 5 sec. M30 usually has the longest history (up to 16000 bars) and W1 - the shortest (1000 bars). - when indicator uses more MAs (plots) and timeframes it will redraw slower. Seems that up to 5 Timeframes is acceptable, but 6+ Timeframes can become very slow. - show_last=last_bars plot limit doesn't affect load/redraw times, so it was removed from MA plot - Max Bars Back (num_bars) default/custom set UI value doesn't seem to affect load/redraw times - In max zoom mode all dynamic levels disappear (they behave like text) - Dupe check includes symbol: symbol, tf, both subtypes - all must match for a duplicate group - For the dupe check to work correctly a custom symbol must always include an exchange prefix. BB is not checked for dupes Good Luck! Feel free to learn from/reuse the code to build your own indicators.
อินดิเคเตอร์ Pine Script®
โดย RagingRocketBull
12
Multi SMA EMA WMA HMA BB (4x5 MAs Bollinger Bands) Adv MTF - RRBMulti SMA EMA WMA HMA 4x5 Moving Averages with Bollinger Bands Advanced MTF by RagingRocketBull 2019 Version 1.0 This indicator shows multiple MAs of any type SMA EMA WMA HMA etc with BB and MTF support, can show MAs as dynamically moving levels. There are 4 MA groups + 1 BB group, a total of 4 TFs * 5 MAs = 20 MAs. You can assign any type/timeframe combo to a group, for example: - EMAs 12,26,50,100,200 x H1, H4, D1, W1 (4 TFs x 5 MAs x 1 type) - EMAs 8,10,13,21,30,50,55,100,200,400 x M15, H1 (2 TFs x 10 MAs x 1 type) - D1 EMAs and SMAs 8,10,12,26,30,50,55,100,200,400 (1 TF x 10 MAs x 2 types) - H1 WMAs 7,77,89,167,231; H4 HMAs 12,26,50,100,200; D1 EMAs 89,144,169,233,377; W1 SMAs 12,26,50,100,200 (4 TFs x 5 MAs x 4 types) - +1 extra MA type/timeframe for BB There are several versions: Simple, MTF, Pro MTF, Advanced MTF and Ultimate MTF. This is the Advanced MTF version. The Differences are listed below. All versions have BB - Simple: you have 2 groups of MAs that can be assigned any type (5+5) - MTF: +2 custom Timeframes for each group (2x5 MTF) +1 TF for BB, TF XY smoothing - Pro MTF: 4 custom Timeframes for each group (4x3 MTF), 1 TF for BB, MA levels and show max bars back options - Advanced MTF: +2 extra MAs/group (4x5 MTF), custom Ticker/Symbols, Timeframe <>= filter, Remove Duplicates Option - Ultimate MTF: +individual settings for each MA, custom Ticker/Symbols Features: - 4x5 = 20 MAs of any type - 4x MTF groups with XY step line smoothing - +1 extra TF/type for BB MAs - 4x5 = 20 MA levels with adjustable group offsets, indents and shift - supports any existing type of MA: SMA, EMA, WMA, Hull Moving Average (HMA) - custom tickers/symbols for each group - you can compare MAs of the same symbol across exchanges - show max bars back option - show/hide both groups of MAs/levels/BB and individual MAs - timeframe filter: show only MAs/Levels with TFs <>= Current TF - hide MAs/Levels with duplicate TFs - support for custom TFs that are not available in free accounts: 2D, 3D etc - support for timeframes in H: H, 2H, 4H etc Notes: - Uses timeframe textbox instead of input resolution dropdown to allow for 240 120 and other custom TFs - Uses symbol textbox instead of input symbol to avoid establishing multiple dummy security connections to the current ticker - otherwise empty symbols will prevent script from running - Possible reasons for missing MAs on a chart: - there may not be enough bars in history to start plotting it. For example, W1 EMA200 needs at least 200 bars on a weekly chart. - price << default Y smoothing step 5. For charts with low/fractional prices (i.e. 0.00002 << 5) adjust X Y smoothing as needed (set Y = 0.0000001) or disable it completely (set X,Y to 0,0) - TradingView Replay Mode UI and Pinescript security calls are limited to TFs >= D (D,2D,W,MN...) for free accounts - attempting to plot any TF < D1 in Replay Mode will only result in straight lines, but all TFs will work properly in history and real-time modes. This is not a bug. - Max Bars Back (num_bars) is limited to 5000 for free accounts (10000 for paid), will show error when exceeded. To plot on all available history set to 0 (default) - Slow load/redraw times. This indicator becomes slower, its UI less responsive when: - Pinescript Node.js graphics library is too slow and inefficient at plotting bars/objects in a browser window. Code optimization doesn't help much - the graphics engine is the main reason for general slowness. - the chart has a long history (10000+ bars) in a browser's cache (you have scrolled back a couple of screens in a max zoom mode). - Reload the page/Load a fresh chart and then apply the indicator or - Switch to another Timeframe (old TF history will still remain in cache and that TF will be slow) - in max possible zoom mode around 4500 bars can fit on 1 screen - this also slows down responsiveness. Reset Zoom level - initial load and redraw times after a param change in UI also depend on TF. For example: D1/W1 - 2 sec, H1/H4 - 5-6 sec, M30 - 10 sec, M15/M5 - 4 sec, M1 - 5 sec. M30 usually has the longest history (up to 16000 bars) and W1 - the shortest (1000 bars). - when indicator uses more MAs (plots) and timeframes it will redraw slower. Seems that up to 5 Timeframes is acceptable, but 6+ Timeframes can become very slow. - show_last=last_bars plot limit doesn't affect load/redraw times, so it was removed from MA plot - Max Bars Back (num_bars) default/custom set UI value doesn't seem to affect load/redraw times - In max zoom mode all dynamic levels disappear (they behave like text) 1. based on 3EmaBB, uses plot*, barssince and security functions 2. you can't set certain constants from input due to Pinescript limitations - change the code as needed, recompile and use as a private version 3. Levels = trackprice implementation 4. Show Max Bars Back = show_last implementation 5. swma has a fixed length = 4, alma and linreg have additional offset and smoothing params 6. Smoothing is applied by default for visual aesthetics on MTF. To use exact ma mtf values (lines with stair stepping) - disable it Good Luck! You can explore, modify/reuse the code to build your own indicators.
อินดิเคเตอร์ Pine Script®
โดย RagingRocketBull
3
Chiki-Poki BFXLS Longs Shorts Abs Normalized Volume Pro by RRBChiki-Poki BFXLS Longs vs Shorts Absolute Normalized Volume Value Pro by RagingRocketBull 2018 Version 1.0 This indicator displays Longs vs Shorts in a side by side graph, shows volume's absolute price value and normalized volume of Longs/Shorts for the current asset. This allows for more accurate L/S comparisons (like a log scale for volume) since volume on spot exchanges (Bitstamp, Bitfinex, Coinbase etc) is measured in coins traded, not USD traded. Similarly, L/S is usually the amount of coins in open L/S positions, not their total USD value. On Bitmex and other futures exchanges volume is measured in USD traded, so you don't need to apply the Volume Absolute Price Value checkbox to compare L/S. You should always check first whether your source is measured in coins or USD. Chiki-Poki BFXLS primarily uses *SHORTS/LONGS feeds from Bitfinex for the current crypto asset, but you can specify custom L/S source tickers instead. This 2-in-1 works both in the Main Chart and in the indicator pane below. You can switch between Main/Sub Window panes using RMB on the indicator's name and selecting Move To/Pane Above/Below. This indicator doesn't use volume of the current asset. It uses L/S ticker's OHLC as a source for SHORTS/LONGS volumes instead. Essentially L/S => L/S Volume == L/S Features: - Display Longs vs Shorts side by side graph for the current crypto asset, i.e. for BTCUSD - BTCUSDLONGS/BTCUSDSHORTS, for ETHUSD - ETHUSDLONGS/ETHUSDSHORTS etc. - Use custom OHLC ticker sources for Longs/Shorts from different exchanges/crypto assets with/without exchange prefix. - Plot Longs/Shorts as lines or candles - Show/Hide L/S, Diff, MAs, ATH/ATL - Use Longs/Shorts Volume Absolute Price Value (Price * L/S Volume) instead of Coins Traded in open L/S positions to compare total L/S value/capitalization - Normalize L/S Volume using Price / Price MA / L/S Volume MA - Supports any existing type of MA: SMA, EMA, WMA, HMA etc - Volume Absolute Price Value / Normalize also works on candles - Oscillator mode with negative axis (works in both Main Chart/Subwindow panes). - Highlight L/S Volume spikes above L/S MAs in both lines/oscillator. - Change L/S MA color based on a number of last rising/falling L/S bars, colorize candles - Display L/S volume as 1000s, mlns, or blns using alpha multiplier 1. based on BFXLS Longs vs Shorts and Compare Style, uses plot*, security and custom hma functions 2. swma has a fixed length = 4, alma and linreg have additional offset and smoothing params Notes: - Make sure that Left Price Scale shows up with Auto Fit Data enabled. You can reattach indicator to a different scale in Style. - It is not recommended to switch modes multiple times due to TradingView's scale reattachment bugs. You should switch between Main Chart and Sub Window only once. - When the USD price of an asset is lower you can trade more coins but capitalization value won't be as significant as when there are less coins for a higher price. Same goes for Shorts/Longs. Current ATH in shorts doesn't trigger a squeeze because its total value is now far less than before and we are in a bear market where it's normal to have a higher number of shorts. - You should always subtract Hedged L/S from L/S because hedged positions are temporary - used to preserve the value of the main position in the opposite direction and should be disregarded as such. - Low margin rates increase the probability of a move in an underlying direction because it is cheaper. High margin rates => the market is anticipating a move in this direction, thus a more expensive rate. Sudden 5-10x rate raises imply a possible reversal soon. high - 0.1%, avg - 0.01-0.02%, low - 0.001-0.005% You can also check out: - BFXLS Longs/Shorts on BFXData - Bitfinex L/S margin rates and Hedged L/S on datamish - Bitmex L/S on Coinfarm.online
อินดิเคเตอร์ Pine Script®
โดย RagingRocketBull
3
Trailing Stops/Choose a Day of the WeekThis would be my second ever published strategy. It is almost the same as my first ever published script . I've been working primarily on UGAZ and DGAZ . This is basically a statistical trade. It buys every morning near market open (or by choosing a "time constraint"), then immediately places a trailing stop at a specified amount in ticks (if used on UGAZ a tick = $0.01, if used on NG at tick = $0.001). I've found between 2% and 3% works well for the trailing stop (ie. if UGAZ = $75, a 3% trailing stop = $2.25) -----What is different from my first strategy?------ You can test the trailing stop strategy one 1 day of the week. Days of the week are assigned numbers. Sunday=1, Monday=2, Tuesday=3 and so on. Just choose a number that correlates to the day of the week you want to test. The Trailing stop may go past that day, that's a good thing if it's making money. -- Go long/Short is just that, it will buy shares/contracts or short them. -- Trades per day. This may not be a good choice, when left on "2", it will trade once per day. If set above 2 and there is time left for another trade, an order will enter on the open of the next candle. I'm am still working on ideas for this. -- Time constraints. When you select this check box, the strategy will limit an entry to the time specified below the "Use Time Constraints" check box. An Exit order will still continue past this window of time until it is stopped out. ---- very important ---- Due to decay, leveraged ETFs will give false results if the price gets far out of range. For example, your ETF is trading around $20 and you choose a 1 hour chart, it may back test back to a time before a reverse split. If the price gets to be too large, like $200, or $1200, the movement on the chart creates false indication of profit/loss. --- Most important. --- Do not trade off this strategy, you may lose lots of money. This is for educational use only. Good luck
กลยุทธ์ Pine Script®
โดย oldinvestor
2
Bitfinex margin change / total volumeThis script tracks the net Bitfinex margin sizes from candle to candle (longs - shorts), and divide it by the total volume from the previous candle. This should give you a ratio of net margin trading volume over total volume on Bitfinex. Note that assuming the delay is not severe, this ratio should never exceed 1 or -1 (since margin traded volume should strictly be lower than total traded volume during any time interval). As you can see clearly however, the ratio exceeds 1 and -1 quite frequently. Thanks to @CryptoTrendy on Twitter for bringing this issue to attention. Our trading group has noticed this issue ever since they introduced the tickers, and we suspect there are severe inaccuracies in either one, or both of the margin and total volume tickers.
อินดิเคเตอร์ Pine Script®
โดย zxbc
IBS markerIndicator Description This indicator provides a detailed analysis of the structure and volatility of each candlestick. It is designed to help traders better understand the balance between buying and selling pressure within individual bars, as well as the short-term volatility environment. 📌 Features Candlestick Structure Analysis Calculates the relative percentage of the upper wick, lower wick, and real body of each candle. Helps traders visually and numerically evaluate whether a candle is dominated by bullish, bearish, or indecisive pressure. IBS (Intraday Bar Strength) Computes the Intraday Bar Strength value, showing where the close is located relative to the high-low range. A high IBS indicates strong closing near the high, while a low IBS indicates weakness near the low. Range Measurements Displays the candlestick range in both price units and ticks. Useful for traders who need precise range data for scalping or range-based strategies. ATR (Average True Range) Volatility Filter ATR is included with a configurable period setting. Provides a contextual measure of volatility, helping traders compare current bar size against recent market behavior. Dynamic Chart Labels Key values (such as wick percentages, IBS, and range) are displayed directly on the chart through dynamic labels. This allows for quick interpretation without opening extra panels or indicators. 📈 How to Use Add the indicator to any chart and configure the settings (ATR period, label visibility, etc.) according to your trading style. Use wick/body ratios to spot candles with unusual buying/selling pressure. Combine IBS with ATR to identify potential exhaustion or continuation setups. The dynamic labels are best used on lower timeframes for scalpers, but they can also provide insights on higher timeframes for swing traders. 🔍 Practical Applications Identify reversal candles where one wick dominates. Measure strength of breakouts by comparing candle body % and IBS values. Detect volatility shifts by monitoring when bar ranges deviate from the ATR baseline. Support scalping strategies that rely on tick-based range detection. ✅ Notes This is a standalone indicator and does not require any other script to function. Works on all markets (stocks, futures, forex, crypto). For best results, use in conjunction with price action analysis or your preferred trading strategy.
อินดิเคเตอร์ Pine Script®
โดย nnbkxq
IBS_WickandBody_ATRIndicator Description This indicator provides a detailed analysis of the structure and volatility of each candlestick. It is designed to help traders better understand the balance between buying and selling pressure within individual bars, as well as the short-term volatility environment. 📌 Features Candlestick Structure Analysis Calculates the relative percentage of the upper wick, lower wick, and real body of each candle. Helps traders visually and numerically evaluate whether a candle is dominated by bullish, bearish, or indecisive pressure. IBS (Intraday Bar Strength) Computes the Intraday Bar Strength value, showing where the close is located relative to the high-low range. A high IBS indicates strong closing near the high, while a low IBS indicates weakness near the low. Range Measurements Displays the candlestick range in both price units and ticks. Useful for traders who need precise range data for scalping or range-based strategies. ATR (Average True Range) Volatility Filter ATR is included with a configurable period setting. Provides a contextual measure of volatility, helping traders compare current bar size against recent market behavior. Dynamic Chart Labels Key values (such as wick percentages, IBS, and range) are displayed directly on the chart through dynamic labels. This allows for quick interpretation without opening extra panels or indicators. 📈 How to Use Add the indicator to any chart and configure the settings (ATR period, label visibility, etc.) according to your trading style. Use wick/body ratios to spot candles with unusual buying/selling pressure. Combine IBS with ATR to identify potential exhaustion or continuation setups. The dynamic labels are best used on lower timeframes for scalpers, but they can also provide insights on higher timeframes for swing traders. 🔍 Practical Applications Identify reversal candles where one wick dominates. Measure strength of breakouts by comparing candle body % and IBS values. Detect volatility shifts by monitoring when bar ranges deviate from the ATR baseline. Support scalping strategies that rely on tick-based range detection. ✅ Notes This is a standalone indicator and does not require any other script to function. Works on all markets (stocks, futures, forex, crypto). For best results, use in conjunction with price action analysis or your preferred trading strategy.
อินดิเคเตอร์ Pine Script®
โดย nnbkxq
Candle Body Size AlertThis indicator monitors the body size of each candle (close minus open, ignoring wicks) and compares it to a user-defined threshold measured in ticks. If the candle body exceeds the threshold, the indicator triggers an alert condition at the close of the candle. Features: 1. Adjustable threshold in ticks (default: 4000) 2. Adjustable timeframe (or use chart timeframe) 3. Alerts only at candle close (no intrabar signals) Use Case: Designed for traders who want to be notified when unusually large candles form, helping to identify strong momentum moves or volatility spikes.
อินดิเคเตอร์ Pine Script®
โดย ibrahiimH