เริ่มกันเลย

Sentiment

UM VIX30-rolling/VIX Ratio oscillatorSUMMARY A forward-looking volatility tool that often signals VIX spikes and market reversals before they happen. MA direction flips spotlight the moment volatility pressure shifts. DESCRIPTION This indicator compares spot VIX to a synthetic 30-day constant-maturity volatility estimate (“VIX30”) built from VX1 and VX2 futures. The VIX30/VIX Ratio reveals short-term volatility pressure and regime shifts that traditional VX1/VX2 roll-yield alone often misses. VIX30 is constructed using true calendar-day interpolation between VX1 and VX2, with VX1% and VX2% showing the real-time weights behind the 30-day volatility anchor. The table displays the volatility regime, the VX1/VX2 weights, spot-term roll yield (VIX30/VIX), and futures-term roll yield (VX2/VX1), giving a complete, front-of-the-curve perspective on volatility dynamics. Use this to spot early vol expansions, collapsing contango, and regime transitions that influence VXX, UVXY, SVIX, VX options, and VIX futures. ⸻ HOW IT WORKS The script calculates the exact calendar days to expiration for the front two VIX futures. It then applies linear interpolation to blend VX1 and VX2 into a 30-day constant-maturity synthetic volatility measure (“VIX30”). Comparing VIX30 to spot VIX produces the VIX30/VIX Ratio, which highlights short-term volatility pressure and regime direction. A full term-structure table summarizes regime, VX1%/VX2% weights, and both spot-term and futures-term roll yields. ⸻ DEFAULT SETTINGS VX1! and VX2! are used by default for front-month and second-month futures. These may be manually overridden if TradingView rolls contracts early. The default timeframe is 30 minutes, and the VIX30/VIX Ratio uses a 21-period EMA for regime smoothing. The historical threshold is set to 1.08, reflecting the long-run average relationship between VIX30 and VIX. All settings are user-configurable. ⸻ SUGGESTED USES • Identify early volatility expansions before they appear in VX1/VX2 roll yield. • Confirm contango/backwardation shifts with front-of-curve context. • Time long/short volatility trades in VXX, UVXY, SVIX, and VX options. • Monitor regime transitions (Low → Cautionary → High) to anticipate trend inflections. • Combine with price action, NW trends, or MA color-flip systems for higher-confidence entries. • MA red → green flips may signal opportunities to short volatility or increase equity exposure. • MA green → red flips may signal opportunities to go long volatility, reduce equity exposure, or even take short-equity positions. ⸻ ALERTS Alerts trigger when the ratio crosses above or below the historical threshold or when the moving-average slope flips direction. A green flip signals rising volatility pressure; a red flip signals fading or collapsing volatility. These can be used to automate long/short volatility bias shifts or trade-entry notifications. ⸻ FURTHER HINTS • Increasing orange/red in the table suggests an emerging higher-volatility environment. • SVIX (inverse volatility ETF) can trend strongly when volatility decays; on a 6h chart, MA green flips often align with attractive short-volatility opportunities. • For long-volatility trades, consider shrinking to a 30-minute chart and watching for MA green → red flips as early entry cues. • Experiment with different timeframes and smoothing lengths to match your trading style. • Higher VIX30/VIX and VX2/VX1 roll yields generally imply faster decay in VXX, UVXY, and UVIX — or stronger upside momentum in SVIX.
อินดิเคเตอร์ Pine Script®
โดย UnderwearMillionaire
BTC STH Proxy vs Realized Price (RP) Ratio | STH : LTH📊 REALIZED PRICE MARKET SIGNAL Indicator that builds a Short-Term Holder (STH) price proxy using a configurable moving average of Bitcoin’s market price and compares it to Bitcoin’s Realized Price (RP) derived from on-chain data. Realized Price (RP) is calculated from CoinMetrics Realized Market Cap divided by Glassnode circulating supply. STH Proxy is a user-defined moving average (EMA/SMA/WMA) of BTC price, designed to mimic the behavior of the true STH Realized Price. Users can adjust the MA type, length, and RP smoothing to closely replicate the STH curve seen on Glassnode, Bitbo, and Bitcoin Magazine Pro. Optionally, the indicator can display the STH/RP ratio, which highlights transitions between market phases. This tool provides a simple but effective way to visualize short-term vs long-term holder cost-basis dynamics using only publicly accessible on-chain aggregates and price data. ---------- 💡TLDR: An alt take on the Short-Term Holder Realized Price / Long-Term Holder Realized Price cross model | (STH/LTH cross) - A mix of MAs are used to mimic STH. - RP here used as a proxy for the long-term holder (LTH) cost basis. - Bull/Bear signals are generated when the STH proxy crosses above or below RP. ⭐ Free to use • Leave feedback • Happy trading!
อินดิเคเตอร์ Pine Script®
โดย r6ra4
Self-Organized Criticality - Avalanche DistributionHere's all you need to know: This indicator applies Self-Organized Criticality (SOC) theory to financial markets, measuring the power-law exponent (alpha) of price drawdown distributions. It identifies whether markets are in stable Gaussian regimes or critical states where large cascading moves become more probable. Self-Organized Criticality SOC theory, introduced by Per Bak, Tang, and Wiesenfeld (1987), describes how complex systems naturally evolve toward critical (fragile) states. An example is a sand pile: adding grains creates avalanches whose sizes follow a power-law distribution rather than a normal distribution. Financial markets exhibit similar behavior. Price movements aren't purely random walks—they display: Fat-tailed distributions (more extreme events than Gaussian models predict) Scale invariance (no characteristic avalanche size) Intermittent dynamics (periods of calm punctuated by large cascades) Power-Law Distributions When a system is in a critical state, the probability of an avalanche of size s follows: P(s) ∝ s^(-α) Where: α (alpha) is the power-law exponent Higher α → distribution resembles Gaussian (large events rare) Lower α → heavy tails dominate (large events common) This indicator estimates α from the empirical distribution of price drawdowns. Mathematical Method 1. Avalanche Detection The indicator identifies local price peaks (highest point in a lookback window), then measures the percentage drawdown to the next trough. A dynamic ATR-based threshold filters out noise—small drops in calm markets count, but the bar rises in volatile periods. 2. Logarithmic Binning Avalanche sizes are sorted into logarithmically-spaced bins (e.g., 1-2%, 2-4%, 4-8%) rather than linear bins. This captures power-law behavior across multiple scales - a 2% drop and 20% crash both matter. The indicator creates 12 adaptive bins spanning from your smallest to largest observed avalanche. 3. Bin-to-Bin Ratio Estimation For each pair of adjacent bins, we calculate: α ≈ log(N₁/N₂) / log(s₂/s₁) Where N₁ and N₂ are avalanche counts, s₁ and s₂ are bin sizes. Example: If 2% drops happen 4× more often than 4% drops, then α ≈ log(4)/log(2) ≈ 2.0. We get 8-11 independent estimates and average them. This is more robust than fitting one line through all points—outliers can't dominate. 4. Rolling Window Analysis Alpha recalculates using only recent avalanches (default: last 500 bars). Old data drops out as new avalanches occur, so the indicator tracks regime shifts in real-time. Regime Classification 🟢 Gaussian α ≥ 2.8 Normal distribution behavior; large moves are rare outliers 🟡 Transitional 1.8 ≤ α < 2.8 Moderate fat tails; system approaching criticality 🟠 Critical 1.0 ≤ α < 1.8 Heavy tails; large avalanches increasingly common 🔴 Super-Critical α < 1.0 Extreme tail risk; system prone to cascading failures What Alpha Tells You Declining alpha → Market moving toward criticality; tail risk increasing Rising alpha → Market stabilizing; returns to normal distribution Persistent low alpha → Sustained fragility; heightened crash probability Supporting Metrics Heavy Tail %: Concentration of total drawdown in largest 10% of events Populated Bins: Data coverage quality (11-12 out of 12 is ideal) Avalanche Count: Sample size for statistical reliability Limitations This is a distributional measure, not a timing indicator. Low alpha indicates increased systemic risk but doesn't predict when a cascade will occur. Only that the probability distribution has shifted toward larger events. How This Differs from the Per Bak Fragility Index The SOC Avalanche Distribution calculates the power-law exponent (alpha) directly from price drawdown distributions - a pure mathematical analysis requiring only price data. The Per Bak Fragility Index aggregates external stress indicators (VIX, SKEW, credit spreads, put/call ratios) into a weighted composite score. Technical Notes Default settings optimized for daily and weekly timeframes on major indices Requires minimum 200 bars of history for stable estimates ATR-based dynamic sizing prevents scale-dependent bias Alerts available for regime transitions and super-critical entry References Bak, P., Tang, C., & Wiesenfeld, K. (1987). Self-organized criticality: An explanation of the 1/f noise. Physical Review Letters. Sornette, D. (2003). Why Stock Markets Crash: Critical Events in Complex Financial Systems. Princeton University Press.
อินดิเคเตอร์ Pine Script®
โดย HenriqueCentieiro
2
MTF Dashboard Pro - Sachin ThakareMTF Dashboard Pro — Sachin Thakare Version: 1.0 Overview: A compact multi-timeframe dashboard built for intraday and swing traders. Shows per-TF values + signals: - Change, %Chg, VWAP, EMA9/21, 200MA distance (with user threshold), SuperTrend, RSI, MACD, ADX, Alligator, Stochastic, ATR, PH/PL and Bias. - Optional TrendShift flag (MSS + EMA9/21 confirmation) appears alongside Bias. Notes: - Pine Script v5. Adjust inputs to match your asset/timeframe. Default EMAs: 9 (red) and 21 (green). - ma200Thresh parameter filters noise around 200MA (unit = percent). Recommended: 0.3–0.7 for intraday scalping. - Use on desktop charts — table is not optimized for small mobile screens. Disclaimer: This indicator is educational and provided “as is”. Not financial advice. Test before trading. Changelog: 1.0 — Public release Author: Sachin Yashwant Thakare
อินดิเคเตอร์ Pine Script®
โดย sachinthakare1971
Angular Resistance & Breakout/BreakdownAngular Resistance & Breakout/Breakdown (Dynamic Trendlines) This indicator provides a dynamic approach to identifying major support and resistance levels by fitting Linear Regression lines to recent pivot points (swing highs and swing lows). Unlike static horizontal lines, these "Angular" trendlines adapt to the market's slope, providing continuously adjusting targets for resistance and support, along with signals for confirmed breakouts and breakdowns. 💡 Key Features Dynamic Trendlines: Utilizes Linear Regression to automatically draw sloped trendlines based on a configurable number of the most recent swing pivots. Confirmed Signals: Generates clear Breakout (▲) and Breakdown (▼) signals with optional buffer and sensitivity filters to reduce noise. Customizable Inputs: Fine-tune the pivot detection period, the number of points used for regression, line extension, and signal sensitivity. On-Chart Info Panel: A table displays real-time data, including the number of detected pivot points and the current calculated price level of the dynamic lines. ⚙️ How It Works (The Logic) Pivot Detection: The script uses the standard ta.pivothigh() and ta.pivotlow() functions to reliably identify swing points, based on the Pivot Left and Pivot Right settings. These points are stored in dynamic arrays (highs for resistance, lows for support). Angular Line Generation: A custom function, f_regression_from_array, performs a Linear Regression analysis using the bar index (X-axis) and the pivot price (Y-axis) for the Points to use. This calculation determines the optimal slope and intercept to draw a best-fit dynamic line through the identified pivot points. Breakout/Breakdown Confirmation: Breakout: Triggered when the current close price crosses above the dynamic resistance line plus the user-defined Breakout buffer. Breakdown: Triggered when the current close price crosses below the dynamic support line minus the user-defined Breakout buffer. Sensitivity Filter: An optional filter requires the price movement on the signal bar to exceed a minimum percentage (Label sensitivity) away from the line to confirm the momentum of the move.
อินดิเคเตอร์ Pine Script®
โดย vslinus
CapitalFlowsResearch: CS CorrelationCapitalFlowsResearch: CS Correlation — Multi-Asset Correlation Radar CapitalFlowsResearch: CS Correlation provides a real-time view of how closely a chosen “base” market is moving relative to a basket of other assets. Instead of relying on a single method, the tool allows you to transform each series (price, log-price, normalized score, or short-term returns) before correlation is calculated. This gives traders the flexibility to analyse relationships on the basis most relevant to their strategy—whether they care about trend alignment, return co-movement, or standardized behaviour. Each comparison asset is evaluated independently using a rolling lookback window, producing a clean set of correlation lines that update bar-by-bar. The tool is deliberately modular: symbols can be switched on or off individually, and the chart remains uncluttered while still capturing broad cross-asset dynamics. A compact on-chart legend displays the latest correlation reading for each active symbol, making it easy to interpret at a glance. Conceptually, the indicator helps highlight when normally-linked assets begin to diverge, when new relationships begin to strengthen, or when markets move into low-correlation regimes often associated with macro shifts, liquidity changes, or turning points. It functions as a correlation heatmap in time-series form, offering structural insight without exposing the underlying computation or weighting logic.
อินดิเคเตอร์ Pine Script®
โดย Capital_Flows_Dev
CapitalFlowsResearch: PEMACapitalFlowsResearch: PEMA — Price Extension CapitalFlowsResearch: PEMA is a visual regime indicator that measures how far price is trading from its dynamic equilibrium and translates that behaviour into a clean, colour-coded background. Instead of simply showing whether price is above or below a moving average MA, the tool evaluates how unusual that distance is relative to recent behaviour, creating a normalized “extension score” that adapts across assets and timeframes. The indicator then highlights periods where price enters meaningful positive or negative extension zones, using customizable thresholds and optional smoothing to control signal sensitivity. The result is a subtle but powerful overlay that helps reveal when markets are operating in balanced conditions, when they’re stretched, and when early signs of exhaustion or continuation may be emerging—without cluttering the chart or exposing the underlying mechanics.
อินดิเคเตอร์ Pine Script®
โดย Capital_Flows_Dev
UM VIX30/VIX Regime & Volatility Roll Yield SUMMARY A front-of-the-curve volatility indicator that compares spot VIX to a synthetic 30-day VIX (VIX30) built from VX1/VX2 futures, revealing early volatility pressure, regime shifts, and roll-yield transitions. Ideal for timing long/short volatility trades in VXX, UVXY, SVIX, and VIX futures. DESCRIPTION This indicator compares spot VIX to a synthetic 30-day constant-maturity volatility estimate (“VIX30”) built from VX1 and VX2 futures. The VIX30/VIX Ratio reveals short-term volatility pressure and regime shifts that traditional VX1/VX2 roll-yield alone often misses. VIX30 is constructed using true calendar-day interpolation between VX1 and VX2, with VX1% and VX2% showing the real-time weights behind the 30-day volatility anchor. The table displays the volatility regime, the VX1/VX2 weights, spot-term roll yield (VIX30/VIX), and futures-term roll yield (VX2/VX1), giving a complete, front-of-the-curve perspective on volatility dynamics. Use this to spot early volatility expansions, collapsing contango, and regime transitions that influence VXX, UVXY, SVIX, VX options, and VIX futures. HOW IT WORKS The script calculates the exact calendar days to expiration for the front two VIX futures. It then applies linear interpolation to blend VX1 and VX2 into a 30-day constant-maturity synthetic volatility measure (“VIX30”). Comparing VIX30 to spot VIX produces the VIX30/VIX Ratio, which highlights short-term volatility pressure and regime direction. A full term-structure table summarizes regime, VX1%/VX2% weights, and both spot-term and futures-term roll yields. DEFAULT SETTINGS VX1! and VX2! are used by default for front-month and second-month futures. These may be manually overridden if TradingView rolls contracts early. The default timeframe is 30 minutes, and the VIX30/VIX Ratio uses a 21-period EMA for regime smoothing. The historical threshold is set to 1.08, reflecting the long-run average relationship between VIX30 and VIX. SUGGESTED USES • Identify early volatility expansions before they appear in VX1/VX2 roll yield. • Confirm contango/backwardation shifts with front-of-curve context. • Time long/short volatility trades in VXX, UVXY, SVIX, and VX options. • Monitor regime transitions (Low → Cautionary → High) to anticipate trend inflections. • Combine with price action, Nadaraya-Watson trends, or MA color-flip systems for higher-confidence entries. • MA red → green flips may signal opportunities to short volatility or increase equity exposure. • MA green → red flips may signal opportunities to go long volatility, reduce equity exposure, or take short-equity positions. ALERTS Alerts trigger when the ratio crosses above or below the historical threshold or when the moving-average slope flips direction. A green flip signals rising volatility pressure; a red flip signals fading or collapsing volatility. These alert conditions can be used to automate long/short volatility bias shifts or trade-entry notifications. FURTHER HINTS • Increasing orange/red in the table suggests an emerging higher-volatility environment. • SVIX (inverse volatility ETF) can trend strongly when volatility decays; on a 6-hour chart, MA green flips often align with attractive short-volatility opportunities. • For long-volatility trades, consider shrinking to a 30-minute chart and watching for MA green → red flips as early entry cues. • Experiment with different timeframes and smoothing lengths to match your trading style. • Higher VIX30/VIX and VX2/VX1 roll yields generally imply faster decay in VXX, UVXY, and UVIX — or stronger upside momentum in SVIX. • The author likes the 6-hour chart for short vol, and the 30-minute chart for long vol. Long vol trades are fast and furious so you want to be quick.
อินดิเคเตอร์ Pine Script®
โดย UnderwearMillionaire
Smart Christmas Tree Overlay with Live Market StatusGet into the holiday spirit while you trade! 🎅📈 This script adds a festive, animated Christmas tree overlay to your chart that reacts to live market conditions in real-time. It is designed with a "Slim Fit" ratio to minimize screen real estate while maximizing the holiday vibe. Key Features: 🎄 Trend-Reactive Lighting: Bullish (Up): The tree lights sparkle in Green tones, and a special Blue Diamond (🔷) shines to indicate upward momentum. Bearish (Down): The tree lights turn Red, and a Red Diamond (♦️) blinks to warn of downward movement. ✨ Real-Time Animation: The lights and star blink dynamically based on price updates, making the chart feel alive. 📊 Mini Market HUD: Displays the current Ticker, Last Price, Price Change, and Change % neatly below the tree. 📐 Fully Customizable: You can easily change the tree's Position (Corners/Middle) and Size (Small to Large) via the settings menu. 🖼️ "Always On" Overlay: Uses the TradingView table function to stay fixed on your screen, regardless of zoom or scroll. How to use: Simply add it to your chart, select your preferred corner in the settings, and enjoy the show! Happy Holidays and Profitable Trading! 🎁 ================================================================================== 트레이딩을 하면서 연말 분위기를 느껴보세요! 🎅📈 이 스크립트는 실시간 시장 상황에 반응하는 애니메이션 크리스마스 트리 오버레이를 차트에 추가합니다. 화면 공간을 최소한으로 차지하도록 "슬림 핏" 비율로 디자인되었습니다. 주요 기능: 🎄 추세 반응형 조명: 상승장 (Bullish): 트리 조명이 녹색 톤으로 반짝이며, 상승 모멘텀을 나타내는 특별한 **파란색 다이아몬드(🔷)**가 빛납니다. 하락장 (Bearish): 트리 조명이 빨간색으로 변하고, **빨간색 다이아몬드(♦️)**가 깜빡이며 하락을 경고합니다. ✨ 실시간 애니메이션: 가격 업데이트에 따라 조명과 별이 역동적으로 깜빡여 차트에 생동감을 줍니다. 📊 미니 시세판 (HUD): 트리 바로 아래에 현재 종목명, 현재가, 가격 변동폭, 변동률(%)을 깔끔하게 표시합니다. 📐 완벽한 커스터마이징: 설정 메뉴를 통해 트리의 위치(모서리/중간)와 크기(작게~크게)를 쉽게 변경할 수 있습니다. 🖼️ "Always On" 오버레이: TradingView의 table 기능을 사용하여 줌이나 스크롤에 관계없이 화면에 고정됩니다. 사용 방법: 차트에 추가하고 설정에서 원하는 위치를 선택하기만 하면 됩니다! 행복한 연말 보내시고 성투하세요! 🎁 양키트레이더 from PropKorea.com
อินดิเคเตอร์ Pine Script®
โดย coldFish52
1
C3 Pattern Trigger-DhirenFawxThis indicator is a highly streamlined and immediate signal generator based on a specific 3-Candle (3C) pattern used to quickly identify potential demand and supply exhaustion points. Unlike traditional zone-based indicators that wait for a price breakout after the pattern forms, the 3C Pattern Trigger signals the moment the pattern completes, offering an early entry/alert opportunity. Connect - DhirenFawx
อินดิเคเตอร์ Pine Script®
โดย Dhirenmvyed
1
XAUUSD Macro Anomaly Pulses (Chart XAU) - sudoXAUUSD Macro Anomaly Pulses A simple pulse indicator that highlights when XAUUSD moves in a way that macro conditions cannot fully explain Overview This indicator marks candles on XAUUSD that behave differently than what the broader market suggests should happen. Instead of looking at XAUUSD alone, this tool compares gold’s actual movement to an expected movement based on: Other gold cross pairs (XAUJPY, XAUAUD, XAUCHF) The U.S. Dollar Index (DXY), inverted The US30 index (Dow Jones) When XAUUSD moves much stronger or weaker than this macro-based expectation, the indicator plots a small pulse (a circle) directly on the candle. Purpose This indicator helps you quickly see when a candle on XAUUSD is acting “out of character” compared to normal macro flow. In other words: “Did XAUUSD move in a way that makes sense with the rest of the market, or did something weird happen?” These unusual moves often signal: Liquidity grabs Stop hunts News-driven spikes False breakouts Front-running of macro shifts How It Works It reads the XAUUSD candles directly from the chart. This ensures pulses stick to your candles correctly. It pulls data from basket legs (XAUJPY, XAUAUD, XAUCHF) and macro symbols (DXY, US30) using security calls. It converts each symbol into a simple % return per candle. It builds an “expected” gold move using weighted inputs: Average return of gold crosses Inverse return of DXY Return of US30 It calculates the “residual,” which means: actual XAU return - expected macro return It turns that into a Z-score to measure how extreme the deviation is. If the Z-score is too high or too low, the script marks the candle: Aqua pulse below bar = unusually strong move Fuchsia pulse above bar = unusually weak move How to Interpret the Pulses Aqua Pulse (below candle) – Bullish anomaly XAUUSD moved stronger than the macro environment suggests. Meaning: -Possible liquidity grab upward -Possible early trend move -Possible false breakout -Price may be overreacting Fuchsia Pulse (above candle) – Bearish anomaly XAUUSD moved weaker than expected. Meaning: -Possible liquidity sweep downward -Possible aggressive sell-side event -Possible exhaustion -Price may be taking liquidity before reversing Typical Use Cases -Spot moments when gold acts independently of macro -Identify candles that might signal a reversal or a trap -Confirm whether a breakout is real or suspicious -Filter trades by macro alignment -Help understand when XAUUSD is reacting to news or liquidity instead of fundamentals Inputs Explained - Z-score Lookback – How many candles are considered normal behavior - Z-threshold – How extreme a move must be before it is marked - Basket / DXY / US30 weights – How much influence each macro component has
อินดิเคเตอร์ Pine Script®
โดย hondacivic2002
Per Bak Self-Organized CriticalityTL;DR: This indicator measures market fragility. It measures the system's vulnerability to cascade failures and phase transitions. I've added four independent stress vectors: tail risk, volatility regime, credit stress, and positioning extremes. This allows us to quantify how susceptible markets are to disproportionate moves from small shocks, similar to how a steep sandpile is primed for avalanches. Avalanches, forest fires, earthquakes, pandemic outbreaks, and market crashes. What do they all have in common? They are not random. These events follow power laws - stable systems that naturally evolve toward critical states where small triggers can unleash catastrophic cascades. For example, if you are building a sandpile, there will be a point with a little bit additional sand will cause a landslide. Markets build fragility grain by grain, like a sandpile approaching avalanche. The Per Bak Self-Organized Criticality (SOC) indicator detects when the markets are a few grains away from collapse. This indicator is highly inspired by the work of Per Bak related to the science of self-organized criticality . As Bak said: "The earthquake does not 'know how large it will become'. Thus, any precursor state of a large event is essentially identical to a precursor state of a small event." For markets, this means: We cannot predict individual crash size from initial conditions We can predict statistical distribution of crashes We can identify periods of increased systemic risk (proximity to critical state) BTW, this is a forwarding looking indicator and doesn't reprint. :) The Story of Per Bak In 1987, Danish physicist Per Bak and his colleagues discovered an important pattern in nature: self-organized criticality. Their sandpile experiment revealed something: drop grains of sand one by one onto a pile, and the system naturally evolves toward a critical state. Most grains cause nothing. Some trigger small slides. But occasionally a single grain triggers a massive avalanche. The key insight is that we cannot predict which grain will trigger the avalanche, but you can measure when the pile has reached a critical state. Why Markets Are the Ultimate SOC System? Financial markets exhibit all the hallmarks of self-organized criticality: Interconnected agents (traders, institutions, algorithms) with feedback loops Non-linear interactions where small events can cascade through the system Power-law distributions of returns (fat tails, not normal distributions) Natural evolution toward fragility as leverage builds, correlations tighten, and positioning crowds Phase transitions where calm markets suddenly shift to crisis regimes Mathematical Foundation Power Law Distributions Traditional finance assumes returns follow a normal distribution. "Markets return 10% on average." But I disagree. Markets follow power laws: P(x) ∝ x^(-α) Where P(x) is the probability of an event of size x, and α is the power law exponent (typically 3-4 for financial markets). What this means: Small moves happen constantly. Medium moves are less frequent. Catastrophic moves are rare but follow predictable probability distributions. The "fat tails" are features of critical systems. Critical Slowing Down As systems approach phase transitions, they exhibit critical slowing down—reduced ability to absorb shocks. Mathematically, this appears as: τ ∝ |T - T_c|^(-ν) Where τ is the relaxation time, T is the current state, T_c is the critical threshold, and ν is the critical exponent. Translation: Near criticality, markets take longer to recover from perturbations. Fragility compounds. Component Aggregation & Non-Linear Emergence The Per Bak SOC our index aggregates four normalized components (each scaled 0-100) with tunable weights: SOC = w₁·C_tail + w₂·C_vol + w₃·C_credit + w₄·C_position Default weights (you can change this): w₁ = 0.34 (Tail Risk via SKEW) w₂ = 0.26 (Volatility Regime via VIX term structure) w₃ = 0.18 (Credit Stress via HYG/LQD + TED spread) w₄ = 0.22 (Positioning Extremes via Put/Call ratio) Each component uses percentile ranking over a 252-day lookback combined with absolute thresholds to capture both relative regime shifts and extreme absolute levels. The Four Pillars Explained 1. Tail Risk (SKEW Index) Measures options market pricing of fat-tail events. High SKEW indicates elevated outlier probability. C_tail = 0.7·percentrank(SKEW, 252) + 0.3·((SKEW - 115)/0.5) 2. Volatility Regime (VIX Term Structure) Combines VIX level with term structure slope. Backwardation signals acute stress. C_vol = 0.4·VIX_level + 0.35·VIX_slope + 0.25·VIX_ratio 3. Credit Stress (HYG/LQD + TED Spread) Tracks high-yield deterioration versus investment-grade and interbank lending stress. C_credit = 0.65·percentrank(LQD/HYG, 252) + 0.35·(TED/0.75)·100 4. Positioning Extremes (Put/Call Ratio) Detects extreme hedging demand through percentile ranking and z-score analysis. C_position = 0.6·percentrank(P/C, 252) + 0.4·zscore_normalized What the Indicator Really Measures? Not Volatility but Fragility Markets Going Down ≠ Fragility Building (actually when markets go down, risk and fragility are released) The 0-100 Scale & Regime Thresholds The indicator outputs a 0-100 fragility score with four regimes: 🟢 Safe (0-39): System resilient, can absorb normal shocks 🟡 Building (40-54): Early fragility signs, watch for deterioration 🟠 Elevated (55-69): System vulnerable 🔴 Critical (70-100): Highly susceptible to cascade failures Further Reading for Nerds Bak, P., Tang, C., & Wiesenfeld, K. (1987). "Self-organized criticality: An explanation of 1/f noise." Physical Review Letters. Bak, P. & Chen, K. (1991). "Self-organized criticality." Scientific American. Bak, P. (1996). How Nature Works: The Science of Self-Organized Criticality. Copernicus. Feedback is appreciated :)
อินดิเคเตอร์ Pine Script®
โดย HenriqueCentieiro
3
Market Internals Dashboard: Trend, Breadth, Volume PressureOverview The Market Internals Dashboard Pro is a professional-grade toolkit modeled after what prop firms and institutional desks use to understand real intraday market conditions. Instead of relying solely on price, this indicator analyzes three critical internal forces: USI:TICK : Microstructure buying/selling pressure USI:ADD : Market breadth participation (advancers vs decliners proxy) USI:VOLD : Volume pressure (buying vs selling volume) These internals determine whether the market is: Trending or ranging Bullish or bearish Likely to follow through or mean-revert Favoring continuation trades or fade setups The script also produces a Market Environment Score (–3 to +3) and a real-time Trade Recommendation Table that updates every bar. This helps answer the single most important question in intraday trading: “What type of trades should I be taking right now given current market conditions?” 1. TICK Proxy: Microstructure Pressure Measures buying vs. selling aggressiveness across the market This proxy simulates the NYSE TICK index by evaluating whether bars close above or below the prior bar. Positive TICK → Buyers lifting offers Negative TICK → Sellers hitting bids Neutral TICK → No microstructure conviction Why it matters: Strong TICK is often the earliest sign of: Trend initiation Algorithmic buy/sell programs Shifts in short‑term sentiment Weak or choppy TICK often signals: Range conditions Failed breakouts Low‑quality trend attempts 2. ADD Proxy: Market Breadth Strength Shows how many stocks are participating in a move Because real USI:ADD data isn't available for all users, this script uses a self-contained breadth approximation built from: Price slope Volatility expansion Volume‑weighted directional pressure Why it matters? Breadth reveals whether the move is: Broad and healthy → likely to continue Narrow and weak → vulnerable to reversal Strong trends require strong breadth. Weak breadth often precedes: Failed breakouts Reversal setups Chop (ewww) 3. VOLD Proxy: Volume Pressure The most important internal of all. This proxy measures whether trading volume is flowing into up bars or down bars. Positive VOLD → Net buying pressure Negative VOLD → Net selling pressure Why it matters: VOLD is considered the "truth serum" of the tape: Strong VOLD drives trend days Negative VOLD kills long setups Mixed VOLD creates chop You should rarely trend trade against VOLD. 4. Market Environment Score (–3 to +3) The Environment Score combines the three internals into a single view: || Score || Interpretation || Market Type || | +3 | Strong Bull | Trend Day (Long) | | +2 | Bull | Pullback Buys / Breakout Continuation | | +1 | Mild Bull | Conservative Long Scalps | | 0 | Neutral | CHOP – VWAP Reversions / Fades | | -1 | Mild Bear | Short Failed Breakouts | | -2 | Bear | Trend Shorts / Breakdown Continuation | | -3 | Strong Bear | Trend Day (Short) | Why it matters: The market behaves differently depending on internal alignment. This score prevents traders from: Forcing trend trades on chop days Chasing breakouts when breadth is weak Fading strong directional days It tells you in real time whether conditions favor: Trend following Mean reversion Breakout continuation Liquidity grabs Or sitting out 5. Trade Recommendation Engine Based on the Environment Score, the indicator outputs a real-time playbook recommending which trade types have the highest probability of success right now. Examples: Score = 0 (Neutral) VWAP Reversions Liquidity Grabs Failed Breakouts Quick Scalps Score = +2/+3 (Strong Bull) Pullback Buys Breakout Continuation Trend Longs Score = -2/-3 (Strong Bear) Pullback Shorts Breakdown Continuation Trend Shorts Only This turns the internals into a trade selection engine, not just a data display. Why Market Internals Matter Most indicators look only at price, but price is the result, not the cause. Market internals show: Where volume is flowing Whether buying is aggressive or passive How many stocks are participating Whether algorithms are supporting or fighting the move This dashboard helps traders: Avoid chop Stay out of low‑quality setups Time entries with institutional flows Improve win rate by trading the right setups at the right times Final Notes Works on any symbol or timeframe Fully customizable colors Two clean visual tables: Internals + Trade Playbook Ideal for futures, ETFs, and options day traders If you enjoy this tool, please like, comment, or follow. More enhancements are coming. Trade smart.
อินดิเคเตอร์ Pine Script®
โดย HighTightFlags
Volatility Regime NavigatorA guide to understanding VIX, VVIX, VIX9D, VVIX/VIX, and the Composite Risk Score 1. Purpose of the Indicator This dashboard summarizes short-term market volatility conditions using four core volatility metrics. It produces: • Individual readings • A combined Regime classification • A Composite Risk Score (0–100) • A simplified Risk Bucket (Bullish → Stress) Use this to evaluate market fragility, drift potential, tail-risk, and overall risk-on/off conditions. This is especially useful for intraday ES/NQ trading, expected-move context, and understanding when breakouts or fades have edge. 2. The Four Core Volatility Inputs (1) VIX — Baseline Equity Volatility • < 16: Complacent (easy drift-up, but watch for fragility) • 16–22: Healthy, normal volatility → ideal trading conditions • > 22: Stress rising • > 26: Tail-risk / risk-off environment (2) VIX9D — Short-Term Event Vol Measures 9-day implied volatility. Reacts to immediate news/events. • < 14: Strongly bullish (drift regime) • 14–17: Bullish to neutral • 17–20: Event risk building • > 20: Short-term stress / caution (3) VVIX — Volatility of VIX (fragility index) Tracks volatility of volatility. • < 100: “Bullish, Bullish” — very low fragility • 100–120: Normal • 120–140: Fragile • > 140: Stress, hedging pressure (4) VVIX/VIX Ratio — Microstructure Risk-On/Risk-Off One of the most sensitive indicators of market confidence. • 5.0–6.5: Strongest “normal/bullish” zone • < 5.0: Bottom-stalking / fear regime • > 6.5: Complacency → vulnerable to reversals • > 7.5: Fragile / top-risk 3. Composite Risk Score (0–100) The dashboard converts all four inputs into a single score. Score Interpretation • 80–100 → Bullish - Drift regime. Shallow pullbacks. Upside favored. • 60–79 → Normal - Healthy tape. Balanced two-way trading. • 40–59 → Fragile - Choppy, failed breakouts, thinner liquidity. • 20–39 → Risk-Off - Downside tails active. Favor fades and defensive behavior. • < 20 → Stress - Crisis or event-driven tape. Avoid longs. Score updates every bar. 4. Regime Label Independent of the composite score, the script provides a Regime classification based on combinations of VIX + VVIX/VIX: • Bullish+ → Buying is easy, tape lifts passively • Normal → Cleanest and most tradable conditions • Complacent → Top-risk; be careful chasing upside • Mixed → Signals conflict; chop potential • Bottom Stalk → High VIX, low VVIX/VIX (capitulation signatures) A trailing “+” or “*” indicates additional bullish or caution overlays from VIX9D/VVIX. 5. How to Use the Dashboard in Trading When Bullish (Score ≥ 80): • Expect drift-up behavior • Downside limited unless catalyst hits • Structure favors breakouts and trend continuation • Mean reversion trades have lower expectancy When Normal (Score 60–79): • The “playbook regime” • Breakouts and mean reversion both valid • Best overall trading environment When Fragile (Score 40–59): • Expect chop • Breakouts fail • Take quicker profits • Avoid overleveraged directional bets When Risk-Off (20–39): • Favor fades of strength • Downside tails activate • Trend-following short setups gain edge • Respect volatility bands When Stress (<20): • Avoid long exposure • Do not chase dips • Expect violent, news-sensitive behavior • Position sizing becomes critical 6. Quick Summary • VIX = weather • VIX9D = short-term storm radar • VVIX = foundation stability • VVIX/VIX = confidence vs fragility • Composite Score = overall regime health • Risk Bucket = simple “what do I do?” label This dashboard gives traders a high-confidence, low-noise view of equity volatility conditions in real time.
อินดิเคเตอร์ Pine Script®
โดย prelate
RED-E Institutional Flow Tracker ProRED-E Institutional Flow Tracker Pro A histogram-based institutional activity detector for swing traders and options traders. Identifies institutional buying/selling pressure through volume analysis, money flow calculations, and manipulation detection algorithms. ═══════════════════════════════════════════════════════════════════════════════ OVERVIEW ═══════════════════════════════════════════════════════════════════════════════ This indicator addresses two critical challenges in swing trading: 1. Exiting profitable positions prematurely due to normal market volatility 2. Holding positions during periods of market manipulation The histogram display provides clear visual signals (BUY/HOLD/SELL) with educational tooltips explaining why each signal appeared and how to trade it. ═══════════════════════════════════════════════════════════════════════════════ ORIGINALITY & METHODOLOGY ═══════════════════════════════════════════════════════════════════════════════ Built from scratch using Pine Script v6, this indicator combines multiple analytical methods into a unified histogram system: **Core Detection Methods:** - **Dollar Volume Analysis** - Multiplies price by volume to identify institutional-sized trades. Default threshold: 3x average dollar volume over 20 periods. - **Smart Money Flow Detection** - Combines three simultaneous conditions: unusual volume (1.5x+ average), large order size (3x+ average dollar volume), and directional price movement. All three must occur on the same bar for confirmation. - **Money Flow Index Integration** - 14-period volume-weighted momentum indicator. Calculated as: typical price (HLC3) × volume, separated into positive flow (up bars) and negative flow (down bars), converted to 0-100 scale. - **Manipulation Detection Algorithm** - Identifies suspicious patterns where volume spikes dramatically (>1.5x threshold) but price moves minimally (<0.5% volatility). This pattern is characteristic of spoofing, layering, and wash trading. - **Market Regime Classification** - Uses Money Flow Index combined with flow strength to classify market state as Bullish (MFI >50 and positive flow), Bearish (MFI <50 and negative flow), or Neutral. **Histogram Calculation:** Formula: (Price Change % × Volume Ratio) × (1.5x multiplier if large order detected) Smoothed with 3-period EMA for clean visualization Values automatically scaled for optimal display **21-Period Moving Average:** Simple moving average of histogram values provides trend direction confirmation. Crossovers signal momentum shifts. ═══════════════════════════════════════════════════════════════════════════════ HOW IT WORKS - TECHNICAL DETAILS ═══════════════════════════════════════════════════════════════════════════════ **1. Volume Analysis Foundation** - 50-period SMA of volume establishes baseline - Current volume compared to baseline creates Volume Ratio - Unusual volume threshold (default 1.5x) flags institutional interest **2. Money Flow Index (14-period default)** - Typical price = (High + Low + Close) / 3 - Raw Money Flow = Typical Price × Volume - Positive Flow = Raw Money Flow when price up - Negative Flow = Raw Money Flow when price down - MFI = 100 - **3. Large Order Detection** - Dollar Volume = Close Price × Volume - 20-period average establishes baseline - Orders exceeding 3x baseline flagged as institutional **4. Smart Money Logic** - Buying Signal: Positive price change AND large order AND volume >1.5x average (all simultaneous) - Selling Signal: Negative price change AND large order AND volume >1.5x average (all simultaneous) - Must occur on same bar for confirmation **5. Flow Magnitude Tracking** - Dollar volume tracked cumulatively - Automatically resets daily at market open - Formatted in readable units: K (thousands), M (millions), B (billions), T (trillions) - Displayed in dashboard for easy monitoring **6. Signal Classification** - Strong Buy: Histogram >0.3 AND bullish regime AND unusual volume - Buy: Histogram >0.15 AND bullish regime - Hold: Histogram between ±0.15 OR neutral regime - Sell: Histogram <-0.15 AND bearish regime - Strong Sell: Histogram <-0.3 AND bearish regime AND unusual volume **7. Manipulation Detection** - Triggers when: Volume Ratio > threshold AND price volatility < 0.5% - This pattern suggests large volume without corresponding price impact - Common in spoofing (fake orders), layering (multiple false orders), and wash trading ═══════════════════════════════════════════════════════════════════════════════ HISTOGRAM DISPLAY & INTERPRETATION ═══════════════════════════════════════════════════════════════════════════════ **Color-Coded Bars:** - **Bright Green** - Strong institutional buying (>0.3 momentum + bullish regime + unusual volume) - **Light Green** - Institutional buying (>0.15 momentum + bullish regime) - **Gray** - Neutral/Hold zone (±0.15 momentum or neutral regime) - **Light Red** - Institutional selling (<-0.15 momentum + bearish regime) - **Bright Red** - Strong institutional selling (<-0.3 momentum + bearish regime + unusual volume) **Visual Signals:** - **BUY labels** - Appear above bright green bars with detailed tooltip - **SELL labels** - Appear below bright red bars with detailed tooltip - **HOLD labels** - Appear on most recent bar during consolidation with educational tooltip - **Yellow warning dots (⚠)** - Mark manipulation periods at zero line with explanation tooltip - **Blue 21-period MA** - Shows overall trend direction **Interactive Tooltips:** Hover over any signal to see: - Why the signal appeared (exact metrics) - What the data shows (momentum, MFI, volume values) - How to trade it (entry, exit, position sizing) - Risk management recommendations **Plot Style Options:** Users can choose from 5 display styles: - Columns (default) - Traditional histogram bars - Area - Filled area chart - Line - Simple line chart - Step Line - Step-style line - Histogram - Alternative histogram style ═══════════════════════════════════════════════════════════════════════════════ DASHBOARD METRICS EXPLAINED ═══════════════════════════════════════════════════════════════════════════════ 12-row real-time dashboard displays: **Current Flow** - Institutional money flow for current bar (M/B/T units) **Daily Flow** - Cumulative activity since market open (resets daily) **Flow Strength** - Intensity percentage (0-100%) - >70% = Extreme pressure - 40-70% = Moderate activity - <40% = Weak/absent activity **Money Flow Index** - Volume-weighted momentum (0-100 scale) - >60 = Strong buying pressure - 40-60 = Neutral/mixed - <40 = Strong selling pressure **Volume Ratio** - Current vs 50-day average - >2.0x = Highly unusual - 1.5-2.0x = Unusual - <1.5x = Normal **Market Regime** - Current classification - Bullish: MFI >50 AND histogram >0 - Bearish: MFI <50 AND histogram <0 - Neutral: All other conditions **Activity Status** - Real-time assessment - HEAVY BUYING: Unusual volume + buying + MFI >60 - BUYING: Large orders + positive movement - HEAVY SELLING: Unusual volume + selling + MFI <40 - SELLING: Large orders + negative movement - NEUTRAL: No significant activity **Unusual Volume** - Binary alert when exceeds threshold **Large Orders** - Binary alert when dollar volume >3x average **Manipulation Warning** - Binary alert for suspicious patterns **Swing Signal** - Primary recommendation - HOLD LONG: Bullish regime + Flow Strength >60% - HOLD SHORT: Bearish regime + Flow Strength >60% - CAUTION: Manipulation detected - MONITOR: All other conditions ═══════════════════════════════════════════════════════════════════════════════ HOW TO USE FOR SWING TRADING ═══════════════════════════════════════════════════════════════════════════════ **ENTRY CONFIRMATION (Long Positions):** Wait for multiple confirmations: 1. Histogram shows bright green bars 2. Histogram crosses above 21-period MA 3. Flow Strength >60% 4. Dashboard shows "BUYING" or "HEAVY BUYING" 5. Volume Ratio >1.5x 6. No yellow manipulation warnings 7. Regime shows "BULLISH" **HOLDING POSITIONS (Primary Use Case):** The indicator's strength is helping traders stay in winning trades. Continue holding when: - Dashboard displays "HOLD LONG" or "HOLD SHORT" - Histogram bars remain same color as position direction - Histogram stays on correct side of 21-period MA - Daily Flow continues trending in your direction - Market regime supports position - No "CAUTION" signals appear This prevents premature exits during normal volatility when institutions are still supporting the move. **EXIT SIGNALS:** Consider closing positions when: - Histogram crosses 21-period MA against position - Histogram color changes from green to red (or vice versa) - Dashboard changes to "CAUTION" - Yellow manipulation warnings appear - Market regime flips - Flow Strength drops below 40% **ENTRY CONFIRMATION (Short Positions):** Wait for multiple confirmations: 1. Histogram shows bright red bars 2. Histogram crosses below 21-period MA 3. Flow Strength >60% 4. Dashboard shows "SELLING" or "HEAVY SELLING" 5. Volume Ratio >1.5x 6. No manipulation warnings 7. Regime shows "BEARISH" ═══════════════════════════════════════════════════════════════════════════════ CUSTOMIZATION OPTIONS ═══════════════════════════════════════════════════════════════════════════════ **Flow Detection Settings:** - Unusual Volume Threshold (1.0-5.0x, default 1.5x) - Large Order Multiplier (2.0-10.0x, default 3.0x) - Flow Analysis Period (5-50 bars, default 14) **Histogram Display:** - Histogram Style (5 options: Columns/Area/Line/Step/Histogram) - Histogram Width (1-10, default 4) **Moving Average:** - Show 21-Period MA (toggle) - MA Line Color (customizable) - MA Line Width (1-5, default 2) **Visual Settings:** - Show Buy/Hold/Sell Labels (toggle) - Label Size (Tiny/Small/Normal/Large/Huge) - Label Distance from Bars (0.1-2.0x, prevents overlap) - Show Manipulation Warnings (toggle) - Show Watermark (toggle) **Dashboard:** - Position (4 corners) - Size (Small/Normal/Large) - Background Color (fully customizable) - Border Color (fully customizable) **Alerts:** - Toggle institutional activity alerts - Three types: Strong Buy, Strong Sell, Manipulation Detection ═══════════════════════════════════════════════════════════════════════════════ RECOMMENDED SETTINGS BY TRADING STYLE ═══════════════════════════════════════════════════════════════════════════════ **Day Trading (15min-1H):** - Volume Threshold: 1.3x - Large Order Multiplier: 2.5x - Flow Period: 7-10 - Label Distance: 0.3-0.4x **Swing Trading (4H-Daily) - DEFAULT:** - Volume Threshold: 1.5x - Large Order Multiplier: 3.0x - Flow Period: 14 - Label Distance: 0.5x **Position Trading (Daily-Weekly):** - Volume Threshold: 2.0x - Large Order Multiplier: 5.0x - Flow Period: 21 - Label Distance: 0.7-1.0x ═══════════════════════════════════════════════════════════════════════════════ BEST MARKETS & TIMEFRAMES ═══════════════════════════════════════════════════════════════════════════════ **Optimal Performance:** - Timeframes: 1-hour, 4-hour, Daily - Markets: Liquid stocks and ETFs (avg volume >1M shares/day) - Market Cap: >$500M (ensures institutional participation) - Examples: SPY, QQQ, AAPL, MSFT, NVDA, TSLA, major sector ETFs **Less Effective:** - Penny stocks (<$500M market cap) - Low-volume securities - Cryptocurrency (different volume dynamics) - Timeframes below 15 minutes (excessive noise) ═══════════════════════════════════════════════════════════════════════════════ EDUCATIONAL FEATURES ═══════════════════════════════════════════════════════════════════════════════ **Interactive Learning:** Every signal includes a hover tooltip that explains: - **Why** - The specific conditions that triggered the signal - **What** - The exact metric values (momentum, MFI, volume) - **How** - Specific trading actions to take - **When** - Exit conditions to monitor - **Risk** - Management recommendations **Example Tooltips:** **BUY Signal:** "Institutions actively accumulating. Momentum: X.XX | MFI: XX | Volume: X.Xx avg. Large orders detected. Consider LONG positions or CALL options. Place stops below support." **HOLD Signal:** "Consolidation phase. No clear direction. HOLD profitable positions. DO NOT enter new trades. Many traders exit too early during consolidation - institutions accumulate before next move." **Manipulation Warning:** "High volume with minimal price movement. Possible spoofing, layering, or wash trading. STAY OUT. Tighten stops. Expect whipsaw. Wait for warning to clear." ═══════════════════════════════════════════════════════════════════════════════ LIMITATIONS & DISCLOSURES ═══════════════════════════════════════════════════════════════════════════════ **What This Indicator DOES:** ✓ Analyzes publicly available price and volume data ✓ Identifies patterns consistent with institutional activity ✓ Detects suspicious volume/price relationships ✓ Provides statistical money flow analysis ✓ Helps traders hold through normal volatility **What This Indicator DOES NOT DO:** ✗ Access external APIs or institutional order flow data ✗ Track actual institutional orders (infers from patterns) ✗ Guarantee profitable trades ✗ Replace risk management ✗ Work reliably on illiquid securities ✗ Provide financial advice **Technical Limitations:** - Uses confirmed bar data only (no repainting) - Requires minimum 50 bars for volume baseline - Daily Flow resets at market open - Manipulation detection can have false positives during low liquidity - Label positioning may overlap on extreme values **Trading Disclaimers:** - Infers institutional activity through statistical analysis - Should complement, not replace, fundamental analysis - Past performance does not guarantee future results - Always use proper position sizing and stop losses - Not a registered investment advisor **Risk Warning:** Options trading carries substantial risk. This indicator is provided for educational purposes. Users should conduct due diligence and consult licensed professionals before trading. ═══════════════════════════════════════════════════════════════════════════════ ALERT CONDITIONS ═══════════════════════════════════════════════════════════════════════════════ Three built-in alert types: 1. **Strong Buy Signal** - Bright green bars appear (>0.3 momentum + bullish regime + unusual volume) 2. **Strong Sell Signal** - Bright red bars appear (<-0.3 momentum + bearish regime + unusual volume) 3. **Manipulation Detected** - Suspicious volume/price patterns occur To enable: - Click three dots next to indicator name - Select "Create Alert" - Choose alert condition - Configure notifications - Set frequency to "Once Per Bar Close" ═══════════════════════════════════════════════════════════════════════════════ TECHNICAL SPECIFICATIONS ═══════════════════════════════════════════════════════════════════════════════ - **Pine Script Version:** v6 - **Type:** Oscillator (separate pane) - **Repainting:** None - uses confirmed bar data only - **Lookahead Bias:** None - **Max Bars Back:** 500 - **Computational Load:** Low to moderate - **Bar Replay Compatible:** Yes ═══════════════════════════════════════════════════════════════════════════════ VERSION HISTORY ═══════════════════════════════════════════════════════════════════════════════ **v1.0** (Initial Release) - Histogram-based institutional momentum display - 5 customizable plot styles - 12-metric comprehensive dashboard - Flow magnitude tracking (M/B/T units) - 21-period moving average overlay - Manipulation detection algorithm - Educational tooltip system on all signals - BUY/HOLD/SELL label system with positioning - Market regime classification - Three alert conditions - Fully customizable dashboard (size, colors, position) ═══════════════════════════════════════════════════════════════════════════════ CREDITS ═══════════════════════════════════════════════════════════════════════════════ Developed from scratch using Pine Script v6 and standard TradingView built-in functions. No code copied from other scripts. Methodology combines classical volume analysis with modern institutional flow detection. ═══════════════════════════════════════════════════════════════════════════════ This indicator helps swing traders answer: "Should I hold or exit?" By analyzing institutional activity and warning of manipulation, it provides the framework to stay in winning trades while protecting against adverse conditions. Published open-source to contribute to the TradingView community. Questions or feedback? Leave a comment below. ═══════════════════════════════════════════════════════════════════════════════ Disclaimer: Provided "as-is" without warranty. Use at your own risk. Past performance does not guarantee future results.
อินดิเคเตอร์ Pine Script®
โดย rogers1906
Relative Strength vs Index - Joe v2This Indicator compares the relative strength of a ticker versus a reference index (QQQ/SPY), offering different calculation modes to capture performance or momentum differences. Calculation Modes Each mode analyzes the ticker’s performance against the index in a different way: 1. Moving Averages #1 (DEFAULT) Compares the performance of the ticker relative to the index using the percentage distance from the moving average. This absolute deviation method may result in larger swings when price is far from the MA, offering a more sensitive view of divergence. 2. Moving Averages #2 Compares the performance of the ticker relative to the index using the ratio of price to moving average. This relative ratio method provides a smoother, proportional comparison and tends to produce stable values even when prices are far from the moving average. 3. % Based Compares the percentage change in price since the session’s start time (adjustable) for both the ticker and the index. Use case: Quick, simple snapshot of relative performance. 4. % Based - Bar-By-Bar It compares the percentage change of the ticker from the previous bar to the percentage change of the index from the previous bar, and expresses the result as a relative strength percentage. It essentially answers: "Did the ticker move more (up or down) than the index in this bar?" 5. Rate of Change (ROC) Compares the rate of change over a user-defined period. Optionally normalizes using ATR ratios to adjust for volatility. Use case: Measures price momentum relative to the index. 6. RSI (Relative Strength Index) Compares the RSI values of the ticker and index. Effect: Highlights differences in momentum strength, expressed as a percentage difference. ------------------------------------------------------------------- ATR Normalization (Very Important) You can normalize the results of any mode using the Daily ATR of the ticker. This adjusts the output to account for the ticker's volatility, helping distinguish between meaningful moves and normal noise. This is very important as every ticker have its own daily Average True Range (Typically movement in any given day) ------------------------------------------------------------------- Trading Ideas This indicator should not be used as the sole signal to enter trades; it works best when combined with your other trading signals. As shown on the chart, at the open, the ticker was stronger than the index and initially moved upward. However, this strength eventually turned into weakness, and the ticker trended downward. Always keep a chart of the index open to monitor overall market behavior alongside your ticker. It is well known that stocks generally follow the index. However, if a stock has news or specific reasons to move independently, knowing whether it is stronger or weaker than the index provides valuable insight. Tip: If a stock is trading stronger than the index while the index is moving downward, once the index reverses and moves upward, the stock is likely to move with even greater strength, assuming it remains correlated with the index. Monitoring both the index and the stock together helps identify these opportunities. ------------------------------------------------------------------- Important Companion Indicator: Correlation Tracker - Jv2 (Available From my Scripts) The Correlation Tracker is a powerful tool designed to measure, visualize, and classify the correlation between a symbol and a reference index (QQQ/SPY). It provides an intuitive and customizable way to understand whether a ticker moves with, against, or independently from the market. It classifies correlation strength into seven categories (from strong negative to strong positive) and highlights them using color-coded visuals, labels, meters, and optional background zones. It is another part of the same puzzle and both should be used at the same time. One measuring relative strength, and the other correlation.
อินดิเคเตอร์ Pine Script®
โดย flamingstudios
BTC Spot vs Perpetual CVD Divergence + Delta Confirm + Band FillThis indicator detects real market turning points by comparing Spot vs Perpetual CVD flows to identify forced positioning changes, leverage clean-ups, and true spot absorption. It tracks normalized CVD for both Spot and Perps, calculates the divergence between them, and applies a dynamic volatility-based threshold to filter noise. Signals only trigger at confirmed pivot points, ensuring accuracy over early false reversals. An optional Delta confirmation layer further validates setups by requiring aggressive market flow in the direction of the pivot reversal. This tool is not designed for blind entries — it highlights high-probability reversal zones. Best used in combination with VWAP, HTF structure, OI, and funding rate analysis to time optimal entries via pullbacks and momentum confirmation. ✅ Ideal for: • Identifying local tops & bottoms • Tracking spot vs leverage dominance • Trading mean reversion and squeeze setups • Flow-based scalping ❌ Not intended for: • Chasing breakouts • Standalone entry signals without price structure
อินดิเคเตอร์ Pine Script®
โดย PerpGuardiola
Goal Setting Strategies Viprasol# 🎯 Goal Setting Strategies Viprasol A powerful goal tracking tool designed for disciplined traders who want to monitor their trading objectives, milestones, and progress directly on their charts. ## ✨ KEY FEATURES ### 📊 Flexible Goal Management - Track anywhere from 1 to 20 trading goals simultaneously - Adjustable goal count via simple input slider - Each goal has its own unique emoji identifier - Real-time progress counter ### ✅ Visual Tracking System - Interactive checkbox system for goal completion - Clear visual indicators (✅ completed, ⬜️ pending) - Customizable goal names and descriptions - Dynamic progress display ### 🎨 Full Customization - **4 Position Options**: Top Left, Top Right, Bottom Left, Bottom Right - **5 Font Sizes**: Tiny, Small, Normal, Large, Huge (optimized for all screen sizes) - **Custom Colors**: Header, labels, background, achievement text - **Premium Styling**: Modern cyber-themed design with professional appearance ### 💡 Perfect For: - Daily/Weekly trading goal tracking - Risk management milestones - Profit target monitoring - Trading plan compliance - Personal development objectives - Learning milestones ## 🔧 HOW TO USE 1. **Set Your Primary Goal**: Enter your main objective in "Primary Goal" field 2. **Choose Goal Count**: Select how many goals you want (1-20) 3. **Name Your Goals**: Customize each goal name in the "Goal Definitions" section 4. **Track Progress**: Check off goals as you complete them 5. **Customize Display**: Adjust colors, sizes, and position to match your chart setup ## 📐 INPUT GROUPS ### 🎯 Viprasol Goal Configuration - Primary Goal Name - Number of Goals (1-20) ### 📋 Goal Definitions - All 20 goals with individual names and checkboxes - Only enabled goals (based on count) will display ### 🌈 Premium Styling - Goal Header Color - Label Color - Panel Background Color - Achievement Color - Header Font Size - Milestone Font Size (Tiny/Small optimized for space) ### 📍 Elite Display - Dashboard Position selector ## 💎 UNIQUE FEATURES - **Space Efficient**: Tiny and Small font options for compact displays - **Scalable**: Grow from 1 goal to 20 as your needs evolve - **Non-Intrusive**: Overlay indicator that doesn't interfere with price action - **Professional Design**: Clean, modern interface with cyber aesthetic ## 🎓 USE CASES **Day Traders**: Track daily profit targets, trade count limits, max loss thresholds **Swing Traders**: Monitor weekly/monthly goals, position management rules **New Traders**: Learning milestones, strategy development checkpoints **Experienced Traders**: Advanced risk management, portfolio objectives ## ⚙️ TECHNICAL DETAILS - Version: Pine Script v5 - Type: Overlay Indicator - Max Labels: 500 - Table-based display system - No repainting - Lightweight performance ## 🚀 GETTING STARTED 1. Add indicator to your chart 2. Set "Number of Goals" to your desired count (start small, scale up) 3. Customize goal names 4. Check boxes as you achieve goals 5. Watch your progress build! ## 📊 DISPLAY OPTIMIZATION - Use "Tiny" or "Small" for maximum goals on small screens - Use "Normal" or "Large" for standard monitors - Use "Huge" for presentation or large displays - Adjust position to avoid chart overlap ## 🎯 TRADING DISCIPLINE This tool helps reinforce: - Goal-oriented trading mindset - Progress tracking accountability - Milestone celebration - Structured approach to trading development --- **© viprasol** *Designed for traders who take their goals seriously.*
อินดิเคเตอร์ Pine Script®
โดย viprasol
[GYTS-Pro] Market Regime Detector🧊 Market Regime Detector (Professional Edition) 🌸 Part of GoemonYae Trading System (GYTS) 🌸 🌸 --------- INTRODUCTION --------- 🌸 💮 What is the Market Regime Detector? The Market Regime Detector (Pro) is an elite, consensus-based market state analyzer designed to filter noise and identify the true underlying market structure. By distinguishing between trending (bullish or bearish) and cyclic (range-bound) market conditions with high precision, this detector acts as the "brain" of your trading system. Instead of forcing a single strategy across incompatible market conditions, the detector empowers you to deploy the right tactic at exactly the right time. 💮 The Importance of Market Regimes Markets constantly shift between different behavioural states or "regimes": • Bullish trending markets - characterised by sustained upward price movement • Bearish trending markets - characterised by sustained downward price movement • Cyclic markets - characterised by range-bound, oscillating behaviour Each regime requires fundamentally different trading approaches. Trend-following strategies excel in trending markets but fail in cyclic ones, while mean-reversion strategies shine in cyclic markets but underperform in trending conditions. However, detecting these regimes is easier said than done, and we have gone through hundreds of hours of testing to create the Market Regime Detector, using multiple very sophisticated methods in an easy-to-use indicator. 💮 Professional vs Community Edition The Market Regime Detector comes in two versions: a comprehensive Professional Edition and a streamlined Community Edition. Key advantages of the Professional Edition: • Enhanced detection accuracy - Utilises 5 advanced detection methods (compared to only 2 in the CE version) • Proprietary cycle measurement - Automatically detects the market's dominant cycle instead of requiring manual input • Superior consensus mechanism - Includes a unique "strength-weighted decision" mode that gives more influence to stronger signals • Reduced false signals - Multiple complementary methods working together provide more reliable regime identification • Advanced DSP algorithms - Implements sophisticated digital signal processing techniques for superior market analysis The Professional Edition delivers significant improvements in detection accuracy, signal stability, and overall trading performance. 🌸 --------- KEY FEATURES --------- 🌸 💮 Consensus-Based Detection Rather than relying on a single method, our detector employs multiple complementary detection methodologies that analyse different aspects of market behaviour: • Advanced digital signal processing techniques • Volatility and momentum analysis • Adaptive filters and mathematical transformations • Cycle identification • Channel breakout detection These diverse perspectives are synthesised into a robust consensus that minimises false signals while maintaining responsiveness to genuine regime changes. 💮 Proprietary Dominant Cycle Measurement ( Pro Edition only ) At the heart of our Professional Edition detector is a proprietary dominant cycle measurement system that automatically and adaptively identifies the market's natural rhythm. This system provides a stable reference framework that continuously adapts to changing market conditions while avoiding the erratic behaviour of typical cycle-finding algorithms like Hilbert Transforms, Discrete Fourier Transforms, or autocorrelation measurements. Unlike the Community Edition which requires manual input of a single, constant dominant cycle period, the Professional Edition automatically detects and continuously adapts this critical parameter. This automated and adaptive approach ensures optimal detection accuracy across different markets and timeframes without requiring user expertise in cycle analysis, and provides significantly better responsiveness to evolving market conditions. 💮 Intuitive Parameter System We've distilled complex technical parameters into intuitive controls that traders can easily understand: • Adaptability - how quickly the detector responds to changing market conditions • Sensitivity - how readily the detector identifies transitions between regimes • Consensus requirement - how much agreement is needed among detection methods This approach makes the detector accessible to traders of all experience levels while preserving the power of the underlying algorithms. 💮 Visual Market Feedback The detector provides clear visual feedback about the current market regime through: • Colour-coded chart backgrounds (purple shades for bullish, pink for bearish, yellow for cyclic) • Colour-coded price bars • Strength indicators showing the degree of consensus • Customisable color schemes to match your preferences or trading system 💮 Integration in the GYTS suite What is of paramount importance, is that the Market Regime Detector is compatible with the GYTS Suite , i.e. it passes the regime into the Order Orchestrator where you can set how to trade the trending and cyclic regime. The intention is to integrate it with more indicators. 🌸 --------- CONFIGURATION SETTINGS --------- 🌸 💮 Adaptability Controls how quickly the Market Regime detector adapts to changing market conditions. You can see it as a low-frequency, long-term change parameter: • Very Low: Very slow adaptation, most stable but may miss regime changes • Low: Slower adaptation, more stability but less responsiveness • Normal: Balanced between stability and responsiveness • High: Faster adaptation, more responsive but less stable • Very High: Very fast adaptation, highly responsive but may generate false signals This setting affects lookback periods and filter parameters across all detection methods. 💮 Sensitivity Controls the conviction threshold required to trigger a regime change. This acts as a high-frequency, short-term filter for market noise: • Very Low: Requires overwhelming evidence to identify a regime change. • Low: Prioritizes stability; reduces false signals but may delay transition detection. • Normal: Balanced sensitivity suitable for most liquid markets. • High: Highly responsive; detects subtle regime changes early but may react to market noise. • Very High: Extremely sensitive; detects minor fluctuations immediately. Pro Feature Note: In the Strength-Weighted Decision mode, this setting acts as a dynamic calibrator. It not only adjusts individual method thresholds but also scales the global consensus threshold . A 'High' sensitivity lowers the barrier for the weighted consensus, allowing the system to react to early-stage breakouts even if not all methods fully agree yet. 💮 Consensus Mode Determines how the signals from all detection methods are combined to produce the final market regime: • Any Method (OR) : Signals bullish/bearish if any method detects that regime. If methods conflict, the stronger signal wins. More sensitive, catches more regime changes but may produce more false signals. • All Methods (AND) : Signals only when all methods agree on the regime. More conservative, reduces false signals but might miss some legitimate regime changes. • Weighted Decision : Balances all methods with equal voting rights. Signals bullish/bearish when the weighted consensus reaches a fixed majority (0.5). Provides a middle ground between sensitivity and stability. • Strength-Weighted Decision ( Pro Edition only ): A "meritocratic" approach where methods reporting extreme confidence (high signal strength) are given proportionally more weight than those reporting weak signals. Unlike standard voting, a single clear signal from a highly reliable method can override indecision from others. Note: The threshold for this decision is dynamically calibrated by your 'Sensitivity' setting, ensuring the logic adapts to your desired risk profile. Each mode also calculates a continuous regime strength value that drives the color intensity in the 'unconstrained' display mode, giving you a visual heatmap of trend conviction. 💮 Display Mode Choose how to display the market regime colours: • Unconstrained regime: Shows the regime strength as a continuous gradient. This provides more nuanced visualisation where the intensity of the color indicates the strength of the trend. • Consensus only: Shows only the final consensus regime with fixed colours based on the detected regime type. The background and bar colours will change to indicate the current market regime: • Purple shades : Bullish trending market. In 'unconstrained' mode, darker purple indicates a stronger bullish trend. • Pink shades : Bearish trending market. In 'unconstrained' mode, darker pink indicates a stronger bearish trend. • Yellow : Cyclic (range-bound) market. 💮 Custom Color Options The Market Regime Detector allows you to customize the color scheme to match your personal preferences or to coordinate with other indicators: • Use custom colours: Toggle to enable your own color choices instead of the default scheme • Transparency: Adjust the transparency level of all regime colours • Bullish colours: Define custom colours for strong, medium, weak, and very weak bullish trends • Bearish colours: Define custom colours for strong, medium, weak, and very weak bearish trends • Cyclic color: Define a custom color for cyclic (range-bound) market conditions 🌸 --------- DETECTION METHODS --------- 🌸 💮 Five-Method Consensus Architecture The Professional Edition employs a sophisticated multi-stage architecture to determine market regimes with high precision. The detection process flows through four logical stages: 1. Market Data & Cycle Detection Price data flows into the system where the Dominant Cycle Detector automatically identifies the market's natural rhythm. This adaptive cycle length calibrates all subsequent calculations, ensuring the detector remains in sync with changing market conditions without manual adjustments. 2. Five Detection Methods Using the detected cycle, five complementary algorithms independently evaluate the market state: • Cyclic Centroid Analysis : Calculates the market's 'centre point' over its dominant cycle and measures price displacement to determine trend or equilibrium. • Spectral Momentum : Measures momentum across the market's frequency spectrum to identify trend concentration. • Energy Distribution Gauge : Gauges how price movement energy is distributed to flag cyclic or trending states. • Volatility Channel : Models the market's volatility state, using band breakouts to indicate a trend. • Phase Coherence Detector : Analyses phase relationships between adaptive low-pass filters to detect trend stability and identify early regime shifts. 3. Consensus Engine The signals from all five methods are fed into the Consensus Engine. Depending on your configuration, it aggregates these votes using one of four logic modes (Any, All, Weighted, or Strength-Weighted) to filter out noise and confirm the true market regime. 4. Regime Output The final result is broadcast as a clear market state: • Bullish (1) : Trending upwards • Bearish (-1) : Trending downwards • Cyclic (0) : Range-bound or oscillating This output drives the visual feedback on your chart and can be streamed directly to the Order Orchestrator for automated strategy switching. 💮 Synergy & Complementarity What makes these methods powerful is not just their individual sophistication, but how they complement one another: • Some excel at early detection while others provide confirmation • Some analyse time-domain behaviour while others work in the frequency domain • Some focus on momentum characteristics while others assess volatility patterns • Some respond quickly to changes while others filter out market noise This creates a comprehensive analytical framework that can detect regime changes more accurately than any single method. All methods utilize the automatically detected and continuously adaptive dominant cycle period, ensuring they remain precisely calibrated to current market conditions without manual intervention. 🌸 --------- USAGE GUIDE --------- 🌸 💮 Starting with Default Settings The default settings (Normal for Adaptability, Sensitivity, and Consensus) provide a balanced starting point suitable for most markets and timeframes. Begin by observing how these settings identify regimes in your preferred instruments. 💮 Adjusting Parameters • If you notice too many regime changes → Decrease Sensitivity or increase Consensus requirement • If regime changes seem delayed → Increase Adaptability • If a trending regime is not detected, the market is automatically assigned to be in a cyclic state. The majority of methods actually measure this explicitly. • If you want to see more nuanced regime transitions → Try the "unconstrained" display mode (note that this will not affect the output to other indicators) 💮 Trading Applications Regime-Specific Strategies: • Bullish Trending Regime - Use trend-following strategies, trail stops wider, focus on breakouts, consider holding positions longer, and emphasise buying dips • Bearish Trending Regime - Consider shorts, tighter stops, focus on breakdown points, sell rallies, implement downside protection, and reduce position sizes • Cyclic Regime - Apply mean-reversion strategies, trade range boundaries, apply oscillators, target definable support/resistance levels, and use profit-taking at extremes Strategy Switching: Create a set of rules for each market regime and switch between them based on the detector's signal. This approach can significantly improve performance compared to applying a single strategy across all market conditions. The Pro Edition's multiple detection methods and advanced consensus mechanisms provide more reliable regime transitions, leading to better strategy switching decisions. GYTS Suite Integration: • In the GYTS 🎼 Order Orchestrator, select the '🔗 STREAM-int 🧊 Market Regime' as the market regime source • Note that the consensus output (i.e. not the "unconstrained" display) will be used in this stream • Create different strategies for trending (bullish/bearish) and cyclic regimes. The GYTS 🎼 Order Orchestrator is specifically made for this. • The output stream is actually very simple, and can possibly be used in indicators and strategies as well. It outputs 1 for bullish, -1 for bearish and 0 for cyclic regime. 🌸 --------- FINAL NOTES --------- 🌸 💮 Development Philosophy The Market Regime Detector has been developed with several key principles in mind: 1. Robustness - The detection methods have been rigorously tested across diverse markets and timeframes to ensure reliable performance. 2. Adaptability - The detector automatically adjusts to changing market conditions, requiring minimal manual intervention. 3. Complementarity - Each detection method provides a unique perspective, with the collective consensus being more reliable than any individual method. 4. Intuitiveness - Complex technical parameters have been abstracted into easily understood controls. 💮 Ongoing Refinement The Market Regime Detector is under continuous development. We regularly: • Fine-tune parameters based on expanded market data using state-of-the-art Machine Learning techniques • Research and integrate new detection methodologies • Optimise computational efficiency for real-time analysis Your feedback and suggestions are very important in this ongoing refinement process!
อินดิเคเตอร์ Pine Script®
โดย GoemonYae
⏰Forex Market Clock Table (DST Auto)⏰ Forex Market Clock Table (DST Auto) Keep track of key forex session times with this clean, real-time table showing local time, market status (open/closed), and automatic Daylight Saving Time (DST) adjustments for Sydney, Tokyo, London, and New York. Displays countdowns to session open/close and highlights weekends. Fully customizable position, colors, and text size—perfect for multi-session traders.
อินดิเคเตอร์ Pine Script®
โดย RT_770