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NY 5m & 15m Orb - Statistics & LTF Candle structureNY Opening Range (Enhanced with LTF) - NQ Futures Only ⚠️ IMPORTANT: NQ FUTURES ONLY This indicator and ALL statistical probabilities are based on 12 years of historical analysis of NQ (Nasdaq-100 E-mini futures) ONLY. The probabilities, median extensions, and predictions are NOT applicable to ES, stocks, forex, or any other instruments. Use on other instruments at your own risk - the statistics will not be valid. What This Indicator Does The NY Opening Range (ORB) indicator tracks and visualizes the first 5 minutes (9:30-9:35 AM ET) and first 15 minutes (9:30-9:45 AM ET) of the New York trading session, providing: Opening Range Zones - Visual boxes showing the high, low, and midpoint of each timeframe Statistical Extension Levels - Median price targets based on 12 years of NQ data analysis Lower Timeframe (LTF) Candles - Displays 1-minute candles from the OR period positioned to the right of current price for detailed structure analysis Live Statistics Table - Real-time probability calculations that update as conditions are met throughout the session The indicator helps traders identify high-probability setups by showing where price is statistically likely to move based on: Opening range direction (bullish/bearish) Which extreme formed first (high or low) Whether price has broken the range Current market structure Key Features 5-Minute ORB (9:30-9:35 AM ET) Opening range box with customizable bullish/bearish colors Midpoint line (optional) Median extension levels at +0.41% (high) and -0.45% (low) 1-minute LTF candles showing internal structure Extension probability: 84.9% (upside), 81.0% (downside) 15-Minute ORB (9:30-9:45 AM ET) Opening range box with customizable bullish/bearish colors Midpoint line (optional) Median extension levels at +0.38% (high) and -0.42% (low) 1-minute LTF candles showing internal structure Extension probability: 77.2% (upside), 73.5% (downside) Statistics Table The table displays real-time probabilities for: Direction: Whether the OR candle was bullish or bearish Extreme First: Which level (high or low) was touched first during the OR period Extension ↑/↓: Probability that price will break above the high or below the low Midpoint Retest: Likelihood of price returning to test the midpoint (varies 71-88% based on conditions) IB Prediction: Predicted direction of Initial Balance (9:30-10:30 AM, varies 50-74%) Next Break: Most likely direction of next range break (varies 59-80%) Session Close: Predicted direction of 4:00 PM cash close (varies 49-74%) Each statistic shows a status indicator: 🟡 Pending (yellow): Condition hasn't been confirmed yet 🟢 Validated (teal): Condition has been met and confirmed Configuration & Inputs 5-Minute ORB Settings Colors: Bullish Color: Color for bullish OR candles (default: bright green) Bearish Color: Color for bearish OR candles (default: purple) Bullish Fill / Bearish Fill: Semi-transparent fill colors for the range box Range Display: Range Style: Line style for high/low (Solid/Dashed/Dotted) Width: Border width (1-10) Show Midline: Toggle midpoint line visibility Midline Style & Width: Customization for midpoint line Median Extensions: Show Median Extensions: Toggle extension levels Extension Style & Width: Line customization Show Extension Labels: Display percentage labels on extension lines LTF Candles: Show LTF Candles: Toggle 1-minute candle display Number of Candles: How many recent candles to show (1-20, default: 5) Offset: Distance from current bar in bars (default: 5) Candle Spacing: Space between LTF candles (1-5) Candle Width: Width of each LTF candle body (1-5) LTF Bullish/Bearish Colors: Colors for LTF candles Show LTF High/Low Lines: Display range of LTF candles LTF Range Style, Width & Color: Customization for LTF range lines 15-Minute ORB Settings (Same structure as 5-minute, with different defaults for LTF offset: 35 bars, and 15 candles) Labels & Display Show High/Low/Mid Labels: Toggle price level labels Show Prices: Include actual price values in labels Position: Place labels on Left or Right side of range Statistics Table Show Statistics Table: Toggle table visibility Table Position: 9 position options (Top/Middle/Bottom × Left/Center/Right) Table Size: Text size (Auto/Tiny/Small/Normal/Large/Huge) Important Notes About LTF Candles ⚠️ Chart Timeframe Requirements: LTF candles will NOT render properly if your chart timeframe is higher than the ORB timeframe: For 5-minute ORB: Use chart timeframe ≤ 5 minutes For 15-minute ORB: Use chart timeframe ≤ 15 minutes Recommended chart timeframes: 1-minute, 2-minute, or 5-minute for best LTF candle visualization. The LTF candles are "frozen" at the end of the OR period and displayed to the right of the orb box for the session. They show the internal 1-minute structure of how the opening range formed, which can be valuable for: Identifying the order of extreme formation Seeing liquidity sweeps or stop hunts Understanding the microstructure of the opening auction How to Read the Statistics Table The statistics table uses a conditional probability system based on the 5-minute and 15-minute ORB characteristics: Initial Conditions (Always Shown) Direction: Bullish if close ≥ open, Bearish if close < open - Always validated Extreme First: Which level (high or low) was touched first during the OR period - Validated after OR period ends Progressive Statistics (Shown When Conditions Met) Extension ↑/↓: Base probabilities that price will eventually break the high/low Midpoint Retest: Probability varies based on direction + extreme first combination IB Prediction: Predicted Initial Balance direction based on ORB pattern Next Break: Most likely next level to break (high or low) based on current conditions Session Close: Predicted 4PM close direction - only shown after a breakout occurs Status Indicators 🟡 Pending: Waiting for condition to occur (you're watching for it) 🟢 Validated: Condition has been confirmed (it happened) Example Interpretation: 5-MIN ORB Direction: Bullish Extreme First: Low First Extension ↑: 84.9% Extension ↓: 81.0% Midpoint Retest: 81.8% IB Prediction: Bullish 68.7% Next Break: High 79.9% Session Close: Bullish 67.1% This tells you: The 5-min candle closed bullish The low was tested before the high during 9:30-9:35 Price has broken below the low (Extension ↓ validated) Despite breaking the low, there's a 79.9% chance the high breaks next If the high breaks, there's a 67.1% chance of a bullish cash close Median Extension Levels Explained The extension levels are NOT stop loss or take profit targets. They represent the median (50th percentile) price extension observed over 12 years of data when the high or low was breached. 5-Minute ORB: High Extension: +0.41% above the OR high (median upside extension) Low Extension: -0.45% below the OR low (median downside extension) 15-Minute ORB: High Extension: +0.38% above the OR high Low Extension: -0.42% below the OR low These levels show where price typically extends to, but: 50% of extensions go further than these levels 50% of extensions don't reach these levels They are reference points, not guarantees Disclaimer These Are Statistics, Not Predictions All probabilities shown in this indicator are derived from historical analysis of 12 years of NQ futures data. They represent what has happened historically, not what will happen. Important Limitations: A 75% probability means it happened 75% of the time historically - but also failed 25% of the time Past performance does not guarantee future results Market conditions change; regime changes can invalidate historical patterns Statistics are based on NQ futures only - not valid for other instruments Risk Warning: Do NOT trade based solely on these probabilities Always use proper risk management and position sizing These statistics should be ONE input among many in your trading decisions No indicator, system, or probability can eliminate trading risk You can lose money even when trading "high probability" setups Recommended Use: Use probabilities as confluence with your existing trading strategy Combine with price action, order flow, and market context Track the statistics yourself to verify they remain valid Be aware that widely-known statistical edges tend to diminish over time Technical Considerations The indicator uses request.security and request.security_lower_tf which may cause repainting on the last bar LTF candles are "frozen" after the OR period ends to prevent repainting All statistics are calculated in real-time but validate only after conditions are fully met The Initial Balance (9:30-10:30 AM) is used for certain probability calculations Use at your own risk. Trade responsibly.
อินดิเคเตอร์ Pine Script®
โดย lucymatos
1
Manias, Panics and CrashesI got inspired to build the Manias Panics and Crashes indicator after reading the book "Manias, Panics and Crashes" by Charles Kindleberger's and Hyman Minsky's Financial Instability Hypothesis . This indicator identifies the three critical phases of market cycles, from manias, to panics, to crashes by analyzing multiple dimensions of market behavior including volatility, credit stress, market breadth, and momentum. As you will be able to see, a panic or crash is often anticipated by a mania. Here's how it works: I Use multi-dimensional risk analysis which includes: VIX Integration: Real-time fear gauge monitoring with spike detection Credit Spread Analysis: Tracks HYG/LQD spreads and flight-to-safety indicators (TLT/SPY) Market Breadth: Monitors participation levels to detect divergences Momentum Indicators: RSI, MACD, and rate-of-change analysis Volume Analysis: Identifies climax selling and forced liquidation events The indicator scores three distinct market phases (0-100 scale): 🟡 MANIA: Euphoric speculation, extended valuations, complacency (VIX <20, RSI >70) 🟠 PANIC: Sharp deterioration, fear acceleration, breadth collapse 🔴 CRASH: Capitulation events, extreme volatility (VIX >40), credit freeze This indicator implements the classic boom-bust cycle model: 1. Displacement → Credit Expansion → Mania/Euphoria Excessive leverage, speculation replacing investment Measured: Price >15% above 200-MA, RSI overbought >10 days, VIX <20 2. Critical Stage → Panic/Financial Distress Smart money exits, credit spreads widen Measured: Sharp declines, VIX spikes, breadth deterioration 3. Revulsion → Crash Forced liquidation, credit freeze, herd panic Measured: VIX >40, extreme volume, breadth <20%, credit stress >60 This framework has successfully identified major market crises for over 300 years of financial history, and you can backtest it yourself. Scoring Methodology Each phase receives a score (0-100) based on multiple factors: MANIA Score Components Price deviation from 200-day MA (>15% = elevated) RSI overbought duration (>70 for 10+ days) Market breadth (>60% stocks rising) Low volatility complacency (VIX <20) Accelerating momentum (ROC increasing) PANIC Score Components: Moderate declines (-5% to -15% from peak) VIX spike (>30% increase in 5 days) High volume on down days (>150% average) Breadth deterioration (<40% participation) Credit stress emergence (spreads widening >2%) Momentum reversal (MACD bearish cross) CRASH Score Components: Extreme declines (>15% from peak) VIX extreme (>40) Volume climax (>200% average) Breadth collapse (<20% participation) High correlation (forced selling across sectors) Credit freeze (spreads >10% wider) The indicator automatically pulls from multiple data feeds: TVC:VIX - CBOE Volatility Index AMEX:HYG / AMEX:LQD - Credit spread proxy (High Yield vs Investment Grade) NASDAQ:TLT / AMEX:SPY - Flight-to-safety indicator (Treasuries vs Equities) AMEX:XLF - Financial sector health INDEX:ADDN - NYSE Advance/Decline for breadth For Traders: Use the indicator to adjust risk based on market phase. During NORMAL conditions, trade normally. In MANIA, reduce positions and take profits. During PANIC, raise cash and avoid catching knives. In CRASH, prepare your shopping list and wait for capitulation signs before deploying capital. For Investors: Maintain target allocation during NORMAL markets. When MANIA is detected, rebalance to defensive sectors and build cash reserves. During PANIC/CRASH phases, deploy cash into quality names at extreme fear levels, as these periods create the best long-term buying opportunities. Historical Performance The indicator successfully identified: COVID-19 Crash (March 2020): MANIA signals in Feb 2020, PANIC phase Mar 12-23: 2022 Bear Market: Multiple MANIA warnings in 2021: January 2018 Selloff: MANIA warnings a few days earlier: 2008 Financial Crisis: Multiple MANIA alerts before the crash: Note : Past performance does not guarantee future results. This indicator provides context and warning signals but cannot predict exact timing of market events. This indicator might have some limitations: False Positives: Mania phases can persist for months/years before corrections (see phase from 1996 until the doc com crash) Lag: Some indicators are reactive rather than predictive Data Availability: It works pretty much only for the US markets Timeframe Sensitivity: Best on daily/weekly charts; intraday may be noisy and I didn't try it Acknowledgments As always, I'm standing on the shoulders of giants. the indicator was inspired by: Charles Kindleberger's "Manias, Panics and Crashes" Hyman Minsky's Financial Instability Hypothesis Behavioral finance research by Robert Shiller Let me know if you have any comments or suggestions! - Henrique Centieiro
อินดิเคเตอร์ Pine Script®
โดย HenriqueCentieiro
2
Regime Guard (Clean Background) - Free v1.0.1 [VBS]This indicator is built with one simple objective: Help traders avoid trading when the market environment is unfavorable. Instead of generating buy or sell signals, Regime Guard focuses on identifying whether the market is in a No-Trade (compression/choppy) condition or a Tradable (normal expansion) state. It is designed to be used alongside trend or momentum tools — not as a standalone entry system. What It Does 1) Detects Volatility Compression (Squeeze) Using Bollinger Band Width percentile, the script identifies periods where volatility is unusually low compared to its recent history. Low volatility often leads to: False breakouts Whipsaws Overtrading losses When compression is detected and trend strength is weak, the background turns gray, signaling a No-Trade environment. 2) Measures Trend Strength (DMI / ADX) The script evaluates whether the market is trending or choppy using ADX. Low ADX → weak structure, higher risk of random movement Rising ADX → strengthening directional movement This helps differentiate between: Quiet compression Genuine expansion Market States The indicator operates with clean, minimal states: Gray Background → NO-TRADE Market is compressed and trend strength is weak. Risk of chop is elevated. Subtle Green Background → TRADABLE Market conditions are normal and potentially suitable for setups. No arrows. No direction bias. No false promises. This tool is about environment filtering, not prediction. Optional READY Hint A “READY” event can be enabled to highlight when: The market exits a squeeze Or ADX begins rising above a defined threshold By default, this marker is turned off to maintain a clean chart. Important: READY does not mean Buy or Sell. It simply means market conditions may be shifting back toward tradable behavior. How to Use It A simple workflow: Use a trend indicator to determine direction Use a momentum tool for timing Use Regime Guard to confirm the environment is tradable If the background is gray, consider standing aside. If conditions are tradable, then look for structured setups. Why This Exists Many traders don’t lose because of bad entries. They lose because they trade in the wrong market conditions. Regime Guard is designed to reduce that mistake. It won’t tell you where to buy or sell. It will help you decide when it makes sense to participate at all. — VictoryByStrategy
อินดิเคเตอร์ Pine Script®
โดย VictoryByStrategy
Asset Ratio [Chart-Based] ASSET RATIO — INDICATOR DESCRIPTION & METADATA DESCRIPTION: Asset Ratio is an institutional-grade relative strength indicator that compares any two assets to identify mean reversion opportunities, breakouts, and regime changes through statistical deviation analysis. CORE FUNCTIONALITY: • Compare any asset pair (stocks, crypto, commodities, indices, USD) • Calculate Bollinger Band-style deviation bands around the ratio • Z-score analysis identifies extreme overbought/oversold conditions • Real-time correlation measurement between asset pair • Percentage change tracking from benchmark date KEY FEATURES: ✓ Four pre-built trading regimes (Long-Term, Bull-Run, Balanced, Custom) ✓ Dynamic Bollinger Bands with asymmetric deviation multipliers ✓ Institutional dashboard with Pairing, Deviation, Correlation, Verdict ✓ Mean reversion signal detection (crosses above lower band = bounce risk, crosses below upper band = pullback risk) ✓ Performance tracking from custom start date with live percentage change label ✓ Comprehensive tooltips and input guidance for all parameters ✓ Aurelius-compliant color theme (dark mode optimized) ✓ Works on any timeframe with configurable smoothing and lookback periods IDEAL FOR: • Relative strength trading (tech vs financials, crypto vs traditional assets) • Cross-asset momentum analysis • Mean reversion strategies • Pair trading and hedge construction • Macro thematic investing • Currency debasement monitoring (USD penalty mode) The indicator excels at identifying when one asset is trading at statistical extremes relative to a benchmark, signaling early entry and exit opportunities before the ratio mean-reverts back to equilibrium. CATEGORY: Technical Analysis / Relative Strength / Multi-Asset Analysis FEATURES SUMMARY: Input Categories: • Data Selection: Choose denominator asset, USD penalty, comparison mode • Calibration: Select regime profile or customize all parameters • Start Date: Benchmark for percentage change tracking Outputs: • Smoothed ratio with color-coded z-score status • Upper/Lower Bollinger Bands with standard deviation multipliers • Mean line with labeled endpoint • Institutional dashboard (5-row table with real-time metrics) • Percentage change label from start date • Mean reversion signal documentation Compatible Timeframes: • 1-minute to Monthly (responsive on all timeframes) Data Requirements: • Chart asset: Any valid TradingView symbol • Denominator asset: Any valid ticker (NASDAQ:QQQ, AMEX:GDX, COINBASE:BTCUSD, etc.) • USD comparisons supported with configurable debasement penalty USE CASES: 1. RELATIVE STRENGTH TRADING Monitor when tech (QQQ) outperforms/underperforms financial stocks (XLF) 2. MACRO THEMATIC ANALYSIS Track gold mining stocks (GDX) vs spot gold price for structural trades 3. PAIR TRADING Identify when correlated pairs diverge for mean reversion entries 4. CURRENCY DEBASEMENT MONITORING Compare commodity or asset prices to USD with penalty for inflation analysis 5. BREAKOUT CONFIRMATION Use correlation and z-score to validate momentum breakouts in ratio pairs 6. MOMENTUM ANALYSIS Identify which asset is gaining relative strength for directional trading VERSION HISTORY: v6.0 (Current) • Comprehensive input tooltips with regime profile guidance • Mean reversion signal documentation • Data validation with runtime error handling • Label at mean line endpoint • Aurelius theme compliance with enhanced visibility • Cross-asset correlation analysis • Z-score extremes detection • Institutional dashboard metrics CREDITS: Inspired by 'Market Hedge Ratio', created by Charles Edwards © TrendMatrix_Labs License: Mozilla Public License 2.0
อินดิเคเตอร์ Pine Script®
โดย TrendMatrix_Labs
Long Sword Strategy DashboardRSI (Momentum): Instantly see if the price momentum is Bullish (above 50) or Bearish (below 50). ADX (Trend Strength): Indicates how powerful the current move is. Values above 25 highlight a strong trend, while values below suggest a weak or non-existent trend. Choppiness Index (Market Phase): Helps you avoid "saw-tooth" markets. It identifies if the market is Trending (low values), Ranging/Sideways (high values), or in a transition phase.
อินดิเคเตอร์ Pine Script®
โดย Astra_Quant_Flow
Alpaca-trade V3S-GodMode Synced Strategy คือเครื่องมือ All-in-One สำหรับเทรดเดอร์สาย ICT / SMC (Smart Money Concepts) ที่ออกแบบมาเพื่อการเทรด Gold (XAUUSD) และ Futures โดยเฉพาะ รวบรวมเครื่องมือวิเคราะห์โครงสร้างราคาและเวลา (Time & Price) ที่สำคัญที่สุดไว้ในหน้าจอเดียว พร้อมระบบ Clean Chart ที่ช่วยให้กราฟไม่รก 🚀 Key Features (ฟีเจอร์หลัก): 1. 🏛️ Market Structure & Trend Trend Filter: กรองเทรนด์หลักด้วย EMA 200 (ปรับแต่งได้) VWAP: เส้นค่าเฉลี่ยถ่วงน้ำหนักปริมาณการซื้อขาย Swing Detection: ระบุจุด Swing High/Low อัตโนมัติ (เลือกดูย้อนหลังหรือดูแค่ปัจจุบันได้) 2. ⏰ Time & Sessions Session Ranges: กล่องแสดงช่วงเวลา Asia, London, และ New York พร้อมเส้นกึ่งกลาง (Mean Threshold) Daily Levels: เส้นราคาสำคัญประจำวัน (Previous Day High/Low, True Day Open, New Day Open) Clean Chart Mode: โหมดพิเศษแสดงผลเฉพาะสัปดาห์ปัจจุบัน ช่วยให้โหลดกราฟไวและไม่รกตาย้อนหลัง 3. 🧠 ICT Concepts & Macros ICT Macro Tracker: ติดตามช่วงเวลา Macro สำคัญ (เช่น 02:50, 09:50) พร้อมเส้นราคาเปิดของช่วงเวลานั้นๆ Quarterly Theory: เส้นแบ่งช่วงเวลา 90 นาที (Q1-Q4) และ Micro Cycles (23 นาที) SMT Divergence: ตรวจจับความขัดแย้งของราคากับสินทรัพย์อ้างอิง (เช่น DXY) 4. 💎 Smart Money & Entry Models Inversion FVG (IFVG): แสดง Fair Value Gaps ที่ถูกทำลายและเปลี่ยนหน้าที่เป็นแนวรับ/ต้าน (Credit: LuxAlgo logic) CISD (Change in State of Delivery): ระบบแจ้งเตือนจุดกลับตัวเมื่อเกิดการกวาด Liquidity + FVG + Displacement ในช่วง Killzone 5. 🏆 Gold Special Features Round Numbers: เส้นแนวรับแนวต้านจิตวิทยา (Psychological Levels) สำหรับทองคำ ปรับระยะห่างได้ (เช่น ทุกๆ $5 หรือ $10) 6. 🛠️ Quality of Life Dashboard & Watermark: แสดงสถานะและชื่อระบบแบบมืออาชีพ Customizable: ปรับสี เปิด/ปิด ฟีเจอร์ต่างๆ ได้ตามใจชอบผ่านเมนูตั้งค่า ⚠️ Disclaimer: เครื่องมือนี้มีไว้เพื่อช่วยในการวิเคราะห์ทางเทคนิคเท่านั้น ไม่ใช่คำแนะนำทางการเงิน การลงทุนมีความเสี่ยง ผู้ใช้งานควรศึกษาและบริหารความเสี่ยงด้วยตนเอง ------------------------------------------------------------- Here is the English Version of the description, ready for you to copy and paste into TradingView! 😎 📝 V3S-GodMode Synced Strategy Title: V3S-GodMode Synced Strategy Description: V3S-GodMode Synced Strategy is an All-in-One trading toolkit designed specifically for ICT / SMC (Smart Money Concepts) traders focusing on Gold (XAUUSD) and Futures markets. It consolidates the most critical Price Action and Time analysis tools into a single, comprehensive indicator, featuring a "Clean Chart Mode" to keep your workspace uncluttered and professional. 🚀 Key Features: 1. 🏛️ Market Structure & Trend Trend Filter: Filters the primary market direction using a customizable EMA 200. VWAP: Displays the Volume Weighted Average Price for intraday analysis. Swing Detection: Automatically identifies Swing Highs and Swing Lows (Toggle available for historical or current data only). 2. ⏰ Time & Sessions Session Ranges: Visual boxes for Asia, London, and New York sessions, complete with a Mean Threshold (50%) line. Daily Levels: critical daily price levels, including Previous Day High/Low (PDH/PDL), True Day Open (TDO), and New Day Open (NDO). Clean Chart Mode: A unique feature that displays data only for the current week, significantly improving chart loading speed and reducing visual noise from historical data. 3. 🧠 ICT Concepts & Macros ICT Macro Tracker: Tracks essential Macro windows (e.g., 02:50, 09:50) and plots the opening price line for each specific macro period. Quarterly Theory: Vertical dividers for 90-minute cycles (Q1-Q4) and Micro Cycles (23-minute intervals). SMT Divergence: Detects divergences between the asset price and a reference asset (e.g., DXY) to spot potential reversals. 4. 💎 Smart Money & Entry Models Inversion FVG (IFVG): Highlights Fair Value Gaps that have been invalidated and flipped their role to support or resistance (Credit to LuxAlgo logic). CISD (Change in State of Delivery): An alert system identifying potential reversal points based on Liquidity Sweeps + FVG + Displacement occurring specifically within Killzones. 5. 🏆 Gold Special Features Round Numbers: Automatic psychological support and resistance lines for Gold, with adjustable increments (e.g., every $5, $10, or custom values). 6. 🛠️ Quality of Life Dashboard & Watermark: Displays the system status and indicator name with a professional look. Fully Customizable: Toggle any feature on or off and customize colors to match your personal trading style via the settings menu. ⚠️ Disclaimer: This tool is intended for technical analysis assistance only and does not constitute financial advice. Trading involves significant risk. Users should conduct their own research and manage their risk accordingly.
อินดิเคเตอร์ Pine Script®
โดย CayenneGT
Z-Score (Normal Distribution ) with AlertsStatistical Edge: Z-Score (Normal Distribution) Indicator Concept & Logic The Z-Score Indicator is a statistical tool used to measure how many standard deviations a price is from its mean (Simple Moving Average). By applying the principles of Normal Distribution (The Gaussian Curve) to market data, this indicator identifies whether a price move is "normal" or "extreme" relative to its recent history. In a theoretical Normal Distribution: 68.2% of data points fall within ±1 Standard Deviation (SD). 95.4% of data points fall within ±2 SD. 99.7% of data points fall within ±3 SD. When the Z-Score crosses these thresholds, it indicates that the current price action is statistically rare, often signaling potential exhaustion or a high-momentum breakout. Key Features Z-Score Line (Blue): Tracks the real-time deviation of price from the mean. ±2.0 Threshold (Dashed Lines): Represents the 95% confidence interval. Prices reaching this zone are considered "Overextended" and often see a return to the mean (Mean Reversion). ±3.0 Threshold (Solid Lines): Represents the 99.7% extreme zone. Movements here are rare and suggest either an imminent sharp reversal or the start of a "Black Swan" parabolic trend. Statistical Zones: Color-coded fills (Red for high extreme, Green for low extreme) for quick visual scanning. How to Trade with Z-Score Mean Reversion: Look for the Z-Score to penetrate the +2 or +3 levels and then cross back toward the zero line (Mean). This often signals that the "stretch" is over and price is returning to balance. Trend Strength: A Z-Score that stays consistently above +2 (or below −2) without returning to zero indicates a very strong momentum trend. Do not fight the trend in these "fat tail" events. Divergence: Watch for price making a higher high while the Z-Score makes a lower high at the +2 level; this suggests the momentum is weakening despite the price increase. Technical Settings Period (Length): The lookback period for calculating the Mean and Standard Deviation (Default: 20). Source: Usually set to Close, but can be adjusted for different strategies. Disclaimer Financial markets do not always follow a perfect Normal Distribution (they often exhibit "Leptokurtosis" or fat tails). Statistical indicators should be used as a confluence tool alongside Price Action, Volume, and other technical analysis methods. Past performance does not guarantee future results.
อินดิเคเตอร์ Pine Script®
โดย GodeyeThelasthope
Naked POC Real-Time nPOC & Visual Upgrade Real-Time Monitoring: No need to wait for the candle close! nPOC lines now appear instantly when volume spikes, allowing for faster reaction. Smart Status: Active (Unconfirmed): Shown as a dotted, semi-transparent line with a "⚡" icon. Confirmed: Automatically solidifies into a permanent line once the candle closes. Performance Boost: Complete code refactor for smoother operation and 100% logic consistency
อินดิเคเตอร์ Pine Script®
โดย HuskyChaosBTC
Z-Score Distortion LabName: Z-Score Distortion Lab 🔬 Description: The Anatomy of Market Volatility Most indicators focus on price direction, but Z-Score Distortion Lab dives deeper into the "Statistical Health" of the market. This tool analyzes the 3rd and 4th statistical moments—Skewness and Excess Kurtosis—to identify when price action is deviating from a normal distribution. Key Clinical Features: Skewness (Neon Line): Measures the asymmetry of price distribution. A high positive/negative skew indicates a strong directional bias or "Distortion" that often precedes trend exhaustion or sharp reversals. Excess Kurtosis (Aqua Line): Monitors "Fat-Tail Risk." When Kurtosis spikes, it signals extreme market conditions and high volatility where outliers (black swan events) are more likely to occur. Visual Diagnostics: Equipped with "Risk Triangles" and "Bias Arrows" to highlight statistical anomalies in real-time. How to use in your "Lab": Risk Monitoring: Use the Kurtosis threshold to identify high-risk environments where standard strategies might fail. Bias Detection: Use Skewness arrows to confirm the underlying strength of a move. Customizable Thresholds: Fully adjustable inputs to fit your specific timeframe and asset class. Disclaimer: This tool is for statistical analysis and educational purposes only. It does not provide financial advice or guaranteed trade signals. Always use proper risk management.
อินดิเคเตอร์ Pine Script®
โดย GodeyeThelasthope
FeraTrading Rolling Price MagnetFeraTrading Rolling Price Magnet This indicator highlights the price zones where the market has spent the most time over a recent window of bars. Instead of using moving averages or fixed levels, it scans past price action and identifies the levels that price has interacted with most frequently, helping reveal natural areas of interest, support, or resistance. Overview The script looks back a user-defined number of bars and breaks the price range into small zones (bins). It then counts how often price traveled through each zone and ranks them by frequency. The most-visited levels are plotted directly on the chart as horizontal lines. This creates a dynamic view of where the market has been spending time, rather than relying on static indicators or lagging averages. How It Works The indicator looks back over the last X bars. Each candle contributes price “hits” based on the selected mode: Full Range: Counts all price levels between the candle’s low and high. Positive Close: Only counts upward movement for candles that closed higher than the previous close. Negative Close: Only counts downward movement for candles that closed lower than the previous close. Price is grouped into small zones using a configurable bin size. The script counts how often price passes through each zone. The top most-visited levels are plotted as horizontal lines. Visual Behavior Green line: Most-visited price level. Yellow line: Second most-visited level. Orange line: Third most-visited level. Optional labels display how many times each level was hit. Lines update continuously as the rolling lookback window moves forward. Inputs Lookback Bars: Number of past bars used to calculate levels. Top Levels: How many price levels to display. Hit Mode: Full Range Positive Close Negative Close Bin Size: Controls the width of each price zone (in ticks or points). Spacing Filter: Option to only count bars that are a minimum number of bars apart. Line Width / Label Toggle: Visual customization options. Use Case Summary This indicator is useful for: Finding natural support and resistance zones. Identifying price “acceptance” areas. Spotting magnets where price tends to return. It works well across intraday and swing timeframes, especially on liquid instruments where price interacts frequently with key levels.
อินดิเคเตอร์ Pine Script®
โดย FeraTrading
Multi-Coin SpaghettiMulti-Coin Spaghetti is a Pine Script v6 indicator for comparing the relative performance of multiple crypto symbols in one dedicated indicator pane. Inspiration and originality Inspired in part by "Multi-Asset Performance - By Leviathan". Implementation logic in this script was written from scratch. Some feature ideas (including parts of table analytics) were adapted conceptually and reimplemented for this workflow. What this indicator does Plots up to 20 symbols as percentage-change lines from a shared anchor. Uses one bulk Ticker List text field so you can copy/paste many symbols at once. Supports two comparison modes: Raw %: each symbol's own anchored return. Relative to Base: each symbol's outperformance/underperformance versus a selected base ticker. Supports anchor/reset modes: Visible Range Timestamp Anchor Time-based periods from 5m to 1Y Includes group context: Mean line Optional +/- N sigma deviation bands Outlier and threshold alerts Includes an auto-ranked table (sorted by current % each bar): Rank: current position by % value (1 = strongest) Symbol: ticker name (base row is marked) %: anchored performance from selected period start (depends on Comparison Mode: Raw % or Relative to Base) Delta %: bar-to-bar change in the above % value Direction: quick up/down/flat signal from Delta % RSI: 14-period RSI of that symbol r: correlation of percentage returns vs selected base ticker over 20 bars beta: relative volatility vs the selected base ticker Why the symbol input workflow matters Many multi-symbol scripts require one-by-one symbol fields. This script is designed for fast bulk paste setup using Pine v6 string/array handling. Useful when rotating baskets frequently. How symbol resolution works Input supports comma-separated or newline-separated symbols. Bare symbols can be auto-resolved using selected Exchange + Quote Currency + Market Type. Fully qualified symbols containing ":" are preserved (uppercased only). Futures mode appends ".P" where needed. Spot mode does not. Max active symbols: 20. Functional options and purpose Color palettes (Vivid, Jewel Tones, Pastel): tune contrast/readability for your chart theme. Color modes: All Colored: identity tracking for each line. Threshold Highlight: each symbol's indicator performance line is green if current % > +X, red if < -X, otherwise dim gray. Threshold Highlight affects indicator lines only. It does not color main-chart candles. Highlight Selected Ticker: isolate one symbol to inspect leadership/lagging behavior while fading others. Highlight Selected Ticker works only for symbols already present in Ticker List; non-listed symbols are ignored. Smoothing (SMA): reduce noise for cleaner trend comparison (with lag tradeoff). Period separators: make reset boundaries visually explicit. Table color modes (Threshold, Line Color, Gradient, None): choose emphasis style for your workflow. Status table: warns when more than 20 symbols are requested or data is missing. Important behavior notes In Visible Range mode, values re-anchor when you scroll/zoom. Historical values can move after viewport changes. For stable alerting behavior, prefer Timestamp or fixed time-based period modes. Missing market data for a symbol can result in no plotted line for that slot. Comparative analytics tool only, not financial advice. How to view it clearly on chart This script runs in a separate indicator pane (not over price candles). For best readability: shrink the main price pane and expand the indicator pane. Hide unnecessary chart elements/other indicators to make lines and table easier to read. Alert conditions included Deviation Outlier Cross Threshold Upside Cross Threshold Downside Cross How to add alerts in TradingView Add the indicator to chart. Click Alert (clock icon) or press Alt + A. In Condition, choose this script name. Select one of the script conditions: Deviation Outlier Cross Threshold Upside Cross Threshold Downside Cross Set alert frequency and expiration. Configure notification channels (popup/app/email/webhook). Create the alert. Alert interpretation Threshold alerts: trigger when a symbol crosses above +Threshold or below -Threshold. Deviation alerts: trigger when a symbol crosses outside configured deviation context. In Visible Range mode, historical trigger locations can shift after viewport changes.
อินดิเคเตอร์ Pine Script®
โดย RiccoNewman
ATR Focus Node本工具专为奉行“价格行为（Price Action）”和“形态交易”的交易者设计。我们坚信形态是交易的第一准则，而过多的指标线条往往会干扰对市场结构的判断。 为了保持图表的纯净，本指标取消了传统的 ATR 走势线，改为在右下角以极简表格形式呈现。它能实时为你提供两个关键数据：当前的 ATR 数值，以及基于设定倍数（如 1.5x 或 2.0x）的动态止损参考距离。 核心功能： 零干扰布局： 固定在右下角，不遮挡 K 线，不占用副图空间。 动态止损计算： 自动换算止损空间，助你快速执行交易决策。 高度自定义： 支持自定义 ATR 周期、倍数，并提供大、中、小三种字体以适应不同分辨率的屏幕。 Indicator Name: Minimalist ATR Dashboard Description: This tool is specifically designed for traders who follow "Price Action" and "Pattern Trading" principles. We believe that chart patterns are the primary principle of trading, and excessive indicator lines often interfere with the analysis of market structure. To keep your charts clean, this indicator removes the traditional ATR trend lines and instead presents the data in a minimalist table at the bottom right. It provides two key real-time metrics: the current ATR value and a dynamic Stop Loss (SL) reference distance based on your custom multiplier (e.g., 1.5x or 2.0x). Key Features: Zero-Interference Layout: Fixed at the bottom right to avoid blocking candlesticks or wasting sub-pane space. Dynamic SL Calculation: Automatically calculates the SL distance to help you make faster execution decisions. Highly Customizable: Supports custom ATR periods, multipliers, and three font sizes (Small, Normal, Large) to fit different screen resolutions.
อินดิเคเตอร์ Pine Script®
โดย Zhihui_Peng
Geopbytech Risk Based Lots Calculator📊 Geopbytech – Risk Based Lots Calculator Built by Juan C. Delgado A lightweight and fast position size calculator designed to help traders determine optimal lot size directly from the TradingView chart. No more switching to external websites during live execution. Simply input: Account Size (USD) Risk Ratio % Stop-Loss distance (pips or points) The tool instantly calculates the correct lot size based on proper risk management. 🔹 How It Works The calculator determines: Risk ($) = Account Size × Risk % Lot Size = Risk ($) ÷ (Stop-Loss Units × $ Value per Unit per 1 Lot) Everything updates instantly as you change values. 🔹 Example Account Size Risk % Stop Loss Result $10,000 1% 20 pips 0.50 lots $5,000 1% 15 pips 0.33 lots $8,000 2% 30 pips 0.53 lots 🔹 Default Configuration (Forex – EURUSD) By default, the script is optimized for standard Forex pairs like EURUSD. You only need to: Enter Account Size Enter Risk % Enter Stop-Loss in pips The script automatically calculates pip value using standard 100,000 contract size. 🔹 Trading Gold (XAUUSD) If you are trading Gold: Enable: ✔ Override $ per unit (non-FX) Then adjust: • Override $ per 1 unit per 1 lot (or use Custom Unit Size if needed depending on broker specification) Because gold brokers may use different contract sizes. 🔹 Trading Indices For indices (NAS100, US30, SPX, etc.): You can: • Leave override OFF (if TradingView provides correct point value) OR • Enable Override and manually define $ value per point per lot Depends on your broker's contract specification. 🔹 Trading Cross Pairs (GBPJPY, EURJPY, etc.) For Forex crosses: Leave override OFF. If calculation warning appears: Adjust "Custom Unit Size" to match correct pip structure. Example: GBPJPY may require adjusting unit size depending on feed. 🔹 Inputs Explained Account Size (USD) Your total trading account balance. Risk Ratio % Percentage of account you are willing to lose per trade. (Example: 1% = disciplined risk management) Stop-Loss (pips / points) Distance from entry to stop loss. This must match what you use in the TradingView position tool. Custom Unit Size (price) Advanced setting. Used when your symbol does not follow standard pip or tick logic. You define how much price movement equals 1 unit. FX Contract Size Default: 100,000 (standard lot in Forex). Only change if your broker uses non-standard contract sizes. 🎨 UI Customization You can customize: • Theme (Dark / Light / Midnight) • Dashboard Position • Transparency • Text Size • Warning visibility ⚠️ Important Notes This tool calculates position size based on TradingView symbol specifications. Broker contract sizes may vary. Always verify: Pip value Contract size Margin requirements Final order size Before placing a live trade. ⚠️ Disclaimer This tool is provided for educational and informational purposes only. It does not constitute financial advice, investment advice, or trading recommendations. Trading involves substantial risk and may result in loss of capital. Use at your own risk. 👤 Author Built by Juan C. Delgado Geopbytech
อินดิเคเตอร์ Pine Script®
โดย Geopbytech
Debasement Trap: Real Wealth Tracker [Binet]Debasement Trap: Real Wealth Tracker - Script Description Overview A sophisticated TradingView Pine Script indicator that measures real wealth performance by adjusting nominal asset gains for monetary debasement (M2 expansion) and inflation expectations. Unlike traditional price-based indicators, this tool calculates what your investments are actually worth after accounting for purchasing power erosion. Key Features Core Metrics Real Performance - Nominal gains minus purchasing power loss Debasement Trap Detection - Identifies when assets show positive nominal returns but negative real returns Purchasing Power Decay - Tracks cumulative wealth erosion from money supply expansion Real Yield Analysis - Uses FRED data for 10-year inflation expectations vs nominal rates Monetary Regime Classification - Automatic detection of repression (negative real yields) vs tightening Advanced Analytics High Water Mark (HWM) - Peak real performance tracking with visual reference Time-To-Zero (TTZ) - Days until gains are fully eroded at current debasement pace Halflife Calculation - Years for purchasing power to decline to 50% Benchmark Comparison - Real performance vs Gold, Bitcoin, S&P 500, or custom assets Regime Shift Detection - Alerts when monetary policy regime changes Trap Severity Rating - Light/Moderate/Severe classification of debasement impact Alpha Velocity - Rate of change of real performance (momentum indicator) Data Sources FRED M2 Money Supply (WM2NS) with automatic year-over-year calculation FRED 10-Year Inflation Expectations (T10YIFR) FRED 10-Year Treasury Yield (T10YIE) Real-time benchmark pricing User Interface Compact or expanded HUD terminal (8-15 rows) Comprehensive tooltips on all metrics Color-coded risk indicators Unicode sparklines for trend visualization Data staleness monitoring AI-friendly console logging Portfolio real return analysis Long-term wealth preservation tracking Macro economic regime monitoring Inflation hedge strategy validation Asset real performance comparison Monetary policy impact assessment Purchasing power loss quantification
อินดิเคเตอร์ Pine Script®
โดย TrendMatrix_Labs
1
Live Ratio Tracker & Alert📊 Live Ratio Tracker & Alert (v6) Overview The Live Ratio Tracker & Alert is a powerful utility designed for pairs traders, macro analysts, and investors who monitor the relative strength between two assets. Whether you are tracking the Gold/Silver ratio, BTC/S&P500, or your favorite stock against its sector lead, this tool provides a real-time visual anchor and automated alerts. Instead of switching back and forth between charts, this indicator calculates the ratio instantly and displays it as a dynamic label that follows the price action. 🚀 Key Features Real-Time Ratio Calculation: Automatically fetches data from a secondary symbol (e.g., TVC:GOLD) and divides the current chart price by the secondary price. Dynamic Visual Label: A clean, customizable label appears to the right of the latest candle, showing the live ratio and your set target. Integrated Alert System: Get notified the moment a specific ratio level is crossed. Supports "Crossing," "Crossing Up," and "Crossing Down" logic. Fully Customizable UI: Adjust colors, text size, and label offsets to match your chart theme. Pine Script v6 Optimized: Built using the latest standards for better performance and reliability. 📖 How to Use 1. Setting Up the Comparison Open the indicator settings. In the Compare Against (Denominator) field, type the ticker you want to compare the current chart to (e.g., if you are on BTCUSD and want the BTC/GOLD ratio, enter TVC:GOLD). Tooltip: Use the search icon to find the exact exchange ticker for the most accurate results. 2. Configuring Alerts Alert Ratio Level: Enter the decimal value you are watching (e.g., 0.025). Alert Type: Choose if you want to be notified only when the ratio breaks above, below, or moves in either direction. Tooltip: After setting the level in the inputs, remember to create a standard TradingView alert and select this indicator as the condition. 3. Customizing the Display Label Offset: Use this to move the label further to the right so it doesn't overlap with the price action. Size & Colors: Switch between "Small" or "Huge" text depending on your screen resolution and personal preference. 💡 Pro Tips for Traders Relative Strength: Use this to identify which asset is outperforming during a market rally. Mean Reversion: If the ratio reaches a historical extreme (e.g., Gold/Silver ratio at 100+), use the alert to prepare for a potential reversal trade. Overlay Mode: This indicator is set to overlay=true, meaning it stays on your main price chart for a clutter-free workspace.
อินดิเคเตอร์ Pine Script®
โดย tcspirit
backtestLibrary "backtest" curve(disp_ind)   Call function to get a certain curve of your strategy.   Parameters:      disp_ind (string)   Returns: Returns type of curve plot. cleaner(disp_ind, plot)   Call function to filter out your Strategy plots   Parameters:      disp_ind (string)      plot (float) backtestTable(option, position)   Assign this function to a random variable to get the "Performance Table"   Parameters:      option (simple string)      position (simple string)
ไลบรารี Pine Script®
โดย TheTradingSpiderMan
hmss_data_ceLibrary "hmss_data_ce" get_dict() get_prof_btc() get_pat_btc() get_kf_form_btc() get_kf_brk_btc() get_prof_sol() get_pat_sol() get_kf_form_sol() get_kf_brk_sol() get_prof_eth() get_pat_eth() get_kf_form_eth() get_kf_brk_eth() This library serves as a central data repository for the HMSS PRO analysis system. It is designed to offload static data structures from the main indicator to ensure better performance and code management. The library allows fetching predefined configurations and data arrays for specific assets. **Content includes:** * **Dictionaries:** General mapping data (`get_dict`). * **Asset Profiles:** Specialized profile data for BTC, ETH, and SOL. * **Patterns:** Breakout and formation pattern definitions for BTC, ETH, and SOL. * **Coefficients:** Key factors (Form/Brk) used in calculations for supported assets. **Note:** This library is intended to be used as a dependency for the HMSS PRO script and does not perform calculations on its own.
ไลบรารี Pine Script®
โดย MAXmks
FX Risk Regime (Risk-On - Risk-Off) - CompositeOverview FX Risk Regime - Composite is a macro-driven regime detection indicator designed to classify market conditions into: Risk-On Risk-Off Neutral / Transitional The model aggregates cross-asset information from equities, volatility, USD strength, and carry flows to generate a standardised composite risk score. It is particularly useful for FX traders who trade risk-sensitive and defensive currency pairs. This indicator does not directly predict price direction. Instead, it identifies the prevailing macro regime so traders can align directional bias and risk management accordingly. Conceptual Framework Financial markets tend to rotate between two dominant macro states: Risk-On Equities rising Volatility falling USD softening Carry trades performing Capital flows into higher-beta currencies and growth-linked assets. Risk-Off Equities declining Volatility rising USD strengthening Carry trades unwinding Capital rotates into defensive currencies and safe-haven assets. This indicator quantifies these dynamics and standardises them using Z-scores to create a normalised composite regime signal. Indicator Architecture The model is constructed using four cross-asset components: 1. Equity Momentum (SPX) Symbol: SP:SPX Measures risk appetite via equity momentum Positive equity momentum = Risk-On bias 2. Volatility Index (VIX) Symbol: CBOE:VIX Standardised and inverted Rising volatility = Risk-Off Falling volatility = Risk-On 3. USD Index (DXY) Symbol: TVC:DXY USD strength is associated with defensive flows Rising DXY = Risk-Off 4. Carry Proxy (AUDJPY) Symbol: OANDA:AUDJPY High-beta FX pair representing global carry flows Rising AUDJPY = Risk-On Mathematical Construction Each component is transformed using: Log momentum Rolling Z-Score normalisation Optional EMA smoothing Composite Score: RawScore = Z(SPX Momentum) + Z(−VIX) + Z(−DXY Momentum) + Z(AUDJPY Momentum) The result is smoothed and compared to a configurable regime threshold. R egime Classification Green Background Risk-On Regime (score > +threshold) Red Background Risk-Off Regime (score < −threshold) Neutral Zone Between thresholds — transitional conditions. What Does the 0.8 Threshold Mean? The default threshold (0.8) represents approximately: 0.8 standard deviations above or below the composite mean. It filters out noise and avoids reacting to minor fluctuations. Lower threshold - more signals, more sensitivity Higher threshold - fewer signals, stronger conviction For swing trading, values between 0.8 and 1.2 are typically appropriate. How to Use This Indicator 1. Regime Filter for FX Trading Use as a directional bias filter. In Risk-On: Favor: AUDJPY NZDJPY CADJPY EURAUD GBPJPY Avoid: USDJPY shorts CHF strength trades In Risk-Off: Favor: USDJPY longs CHFJPY shorts EURJPY shorts AUDUSD shorts Avoid: Carry longs 2. Position Sizing Tool Increase size in aligned regime Reduce exposure during neutral regime 3. Strategy Overlay Combine with: Trend systems (EMA / MACD) Momentum systems Breakout systems Carry strategies This indicator improves expectancy by preventing trades against macro flow. Best Timeframes Recommended: 1H 4H Daily Lower timeframes may be noisy because macro variables update at slower frequencies. Asset Classes Where It Works Best FX Pairs: - JPY crosses - Commodity currencies - High beta crosses Indices: - DAX - Nasdaq - S&P500 Commodities: - Oil - Copper Crypto: - BTCUSD (during macro-correlated phases) Strengths Cross-asset driven Macro consistent Quantitative standardization Regime persistence model (state memory) Adaptable threshold Fully transparent logic Limitations Not a predictive model Reacts with slight lag May misclassify during structural regime shifts Dependent on external symbol data availability Regime changes can be violent. Use risk management. Suggested Improvements (Advanced Users) For advanced research: Weight components by historical Information Ratio Use dynamic thresholds based on rolling volatility Add bond yield spreads (US10Y vs JGB) Add credit spreads (CDX) Add copper/gold ratio Customization All major parameters are configurable: Z-Score Lookback Momentum Lookback Threshold Smoothing Symbols This allows adaptation for: Short-term trading Swing trading Macro overlay models
อินดิเคเตอร์ Pine Script®
โดย Novaque_Research
Initial Balance Statistical MappingInitial Balance Statistical Mapping Overview The Initial Balance (Enhanced) indicator is a sophisticated trading tool designed specifically for NQ (Nasdaq-100 E-mini Futures) during New York trading hours. It provides data-driven insights based on comprehensive analysis of 12 years of 1-minute price data (2013-2025), offering traders probabilistic forecasts for intraday price movement based on the market's behavior during the critical first hour of trading. What is Initial Balance? Initial Balance (IB) refers to the price range established during the first hour of the New York cash session (9:30-10:30 AM ET). This concept, pioneered by legendary trader Peter Steidlmayer as part of Market Profile theory, represents a critical period where the market establishes its initial value area for the day. The IB high and low create key reference points that professional traders use throughout the session to: Identify potential support and resistance levels Gauge market directional bias Set realistic profit targets Assess market volatility and range expectations Statistical Foundation This indicator is built on rigorous statistical analysis of 12+ years of NQ futures data (over 3,000 trading sessions), examining: Opening Range Patterns: 5-minute and 15-minute opening ranges Initial Balance Characteristics: Directional bias, extreme formation sequence, and closing position Breakout Behavior: Which IB boundary breaks first and subsequent price action Midpoint Dynamics: Probability and timing of midpoint retests Session Outcomes: Correlation between IB patterns and daily close direction Extension Targets: Historical percentile-based price projections beyond IB boundaries The statistical combinations tracked include: IB direction (bullish vs bearish) × Extreme formed first (high vs low) × Close position (above vs below midpoint) Post-break behavior (confirmation, reversal, or range-bound) Conditional probabilities for over 16 unique market scenarios Visual Components 1. IB Box A shaded rectangular area highlighting the first hour's price range: Top boundary: IB High Bottom boundary: IB Low Midpoint line: The 50% level of the IB range Customizable colors for the fill, border, and midpoint 2. Extension Levels Percentile-based price targets above and below the IB boundaries, calculated from historical extension data: Above IB High: 25th percentile: +0.14% extension Median (50th): +0.31% extension (default display) 75th percentile: +0.60% extension 90th percentile: +1.00% extension Below IB Low: 25th percentile: -0.16% extension Median (50th): -0.38% extension (default display) 75th percentile: -0.79% extension 90th percentile: -1.37% extension These levels represent targets that historically occur at the specified frequency. For example, the median extension suggests that 50% of the time, the market extends at least this amount beyond the IB boundary when it breaks out. 3. Statistics Table A dynamic information panel displaying real-time probabilities and historical context (detailed in "Interpreting the Statistics Table" section below). Input Parameters Calculation Period IB Period: Default 0930-1030 (9:30-10:30 AM ET) Defines the time window for Initial Balance calculation Should match the first hour of NY cash session Regular Trading Hours: Default 0930-1600 (9:30 AM - 4:00 PM ET) Extension lines only display during these hours Statistics table appears during RTH only Prevents visual clutter during overnight sessions Display Options Show IB Box: Toggle the shaded IB range rectangle Only Show Current IB: When enabled, previous days' IB boxes are removed (keeps chart clean) Show Extension Labels: Display percentile labels on extension lines Show Extensions: Individual toggles for each extension level Colors IB Box Color: Customize the shaded range fill (default: semi-transparent blue) Box Border Color: Border line color (default: gray) Midpoint Color: Midpoint line color (default: gray) Extension Color: All extension lines and labels (default: blue) Styling Line Style: Choose Solid, Dashed, or Dotted for IB box borders and midpoint Extension Line Style: Separate style control for extension levels Extension Line Width: 1-4 pixels thickness Extension Label Size: Tiny/Small/Normal/Large/Huge Statistics Table Table Position: 9 placement options (corners, edges, center) Table Size: Auto/Tiny/Small/Normal/Large/Huge Sessions for IB Stats: Number of previous sessions (5-250) to calculate rolling IB range statistics Higher values = more stable averages Lower values = more responsive to recent market conditions Default: 50 sessions Interpreting the Statistics Table The statistics table is the analytical core of this indicator, providing probabilities derived from 12 years of historical NQ data. It updates in real-time as the trading day progresses. Section 1: IB Characteristics IB Direction Bullish (green): IB close > IB open Bearish (red): IB close < IB open This reflects whether the first hour closed higher or lower than it opened Extreme First High First: The IB high was established before the IB low during the first hour Low First: The IB low was established before the IB high This sequence often indicates early momentum direction Close Position Above Midpoint: IB close is above the midpoint of the IB range Below Midpoint: IB close is below the midpoint This shows where buying/selling pressure finished within the range Section 2: Historical Pattern & Probabilities Historical Pattern Shows the number of sessions (out of 3,000+) that match the current IB combination Example: "151 sessions" means this exact pattern (e.g., Bullish + High First + Close Above Mid) occurred 151 times Larger sample sizes (>100) provide more reliable probabilities Smaller samples (<50) should be interpreted with appropriate caution Next Break Predicts which IB boundary will break first: HIGH: Price likely to exceed IB high before IB low LOW: Price likely to breach IB low before IB high Neither: Higher probability that both boundaries remain intact for the session Shows the highest probability outcome with its percentage Based on what actually happened in similar historical sessions Midpoint Retest Probability that price will return to the IB midpoint at some point during the session Initially shows "PENDING" status (orange) Updates to "✓ CONFIRMED" (green) when the midpoint is touched after IB formation Calculated based on sessions where price left the midpoint (>0.1% threshold) and returned Average/median time to retest is tracked in the underlying data Session Close Highlighted row (green background): The key predictive metric Predicts whether the NY cash session (9:30 AM - 4:00 PM ET) will close: Bullish: Close > IB open (green) Bearish: Close < IB open (red) Shows the probability of the more likely outcome This is arguably the most actionable statistic for directional bias Section 3: IB Range Statistics Current Range The actual point value of today's IB range (IB High - IB Low) Useful for comparing to historical norms Mean (X/Yd) Average IB range over the lookback period "X/Y" indicates X sessions were captured out of Y lookback days May be less than lookback if some days had incomplete data or early closures Percentile Rank (color-coded cell) Shows where today's IB range ranks relative to recent sessions: Blue tint (<20th percentile): Unusually narrow range - expect potential expansion Light gray (20-60th): Normal range Dark gray (60-80th): Above average range Red tint (>80th percentile): Unusually wide range - may indicate high volatility or potential consolidation Format: "92nd" means today's range is larger than 92% of the last n sessions (n is defined by the lookback period) Section 4: Post-Break Analysis (Dynamic Section) This section appears only after the IB high or IB low is broken, replacing the standard table with expanded statistics. ━ IB HIGH BROKEN ━ or ━ IB LOW BROKEN ━ Orange header indicates which boundary was exceeded Triggers when price definitively breaks through IB high or low Historical Breaks Number of times this specific pattern (IB direction + close position + break direction) occurred historically Example: "1134 times" means this combination has broken the IB high 1,134 times in the dataset Mid Retest Prob Probability that price will return to test the IB midpoint after breaking out Critical for entry/re-entry decisions and stop placement Percentages typically range from 40-65% depending on the pattern If Retest Occurs: Shows three potential outcomes if the midpoint is retested after the break: Bounce Back UP/DOWN (Confirmation - green text) After breaking IB high and retesting midpoint → bounces back up (confirms bullish breakout) After breaking IB low and retesting midpoint → bounces back down (confirms bearish breakdown) This is the "successful retest" scenario traders often look for Reverse to LOW/HIGH (Reversal - red text) After breaking IB high and retesting → reverses and breaks IB low (failed breakout) After breaking IB low and retesting → reverses and breaks IB high (failed breakdown) The "trap" scenario that catches breakout traders Stays in Range (neutral text) Price retests midpoint but then remains between the midpoint and the opposite IB extreme No additional breakout in either direction Consolidation/balance scenario Example Interpretation: ━ IB HIGH BROKEN ━ Historical Breaks: 1134 times Mid Retest Prob: 44.9% If Retest Occurs: Bounce Back UP : 41.3% (confirms the high break) Reverse to LOW : 39.1% (breaks IB low instead) Stays in Range : 19.6% (consolidates) This tells you: This pattern has broken the IB high 1,134 times historically There's a 44.9% chance price will retest the midpoint after breaking IF it retests, there's roughly an equal chance it bounces back up (41.3%) or reverses to break the low (39.1%) Only 19.6% of retests result in consolidation This would be a high-risk breakout due to the near-equal probability of confirmation vs. reversal How the Statistics Are Calculated Data Collection Methodology The Python analysis script processes: 12+ years of 1-minute NQ futures data (2013-2025) 3,000+ trading sessions Only NY cash session data (9:30 AM - 4:00 PM ET) Adjusted for early closures (holidays, half days) Conditional Probability Framework The indicator uses a nested conditional probability structure: Level 1: IB Direction Bullish (close > open) vs Bearish (close < open) Level 2: IB Extreme Sequence High First vs Low First Determined by which extreme was reached first during IB formation Level 3: IB Close Position Close Above Midpoint vs Close Below Midpoint Where within the range did the IB close? Level 4: Break Direction Which boundary broke first after IB? High Breaks / Low Breaks / Neither Level 5: Midpoint Retest Behavior (post-break) Did midpoint get retested after break? If yes: Confirmed / Reversed / Stayed in Range This creates specific combinations like: "Bullish IB + Low First + Close Above Mid" → 76.7% bullish session close (1,281 historical occurrences) "Bearish IB + High First + Close Below Mid" → 73.9% breaks low first (1,127 occurrences) Extension Percentile Calculations For each session, the maximum extension beyond each IB boundary is measured: High Extension: (Session High - IB High) / IB High × 100 Low Extension: (IB Low - Session Low) / IB Low × 100 These extensions are collected across all sessions, and percentiles are calculated: 25th percentile: 25% of sessions extend at least this far 50th percentile (Median): 50% of sessions extend at least this far 75th percentile: 75% of sessions extend at least this far 90th percentile: 90% of sessions extend at least this far Note: Sessions with no extension (price never exceeded the IB boundary) are included in the dataset as zero-extension values. This is statistically important because it means: The median extension of +0.31% above IB high means 50% of ALL sessions (including those that never broke the high) extended at least this far This is a conservative, realistic measure of actual market behavior IB Range Percentile Rank The rolling percentile rank compares today's IB range to the previous N sessions (default 50): Collect IB ranges for the past 50 sessions Count how many of those ranges were smaller than today's range Divide by total sessions and multiply by 100 Example: If 34 of the past 50 sessions had smaller IB ranges than today: Percentile = (34/50) × 100 = 68th percentile Today's range is larger than 68% of recent sessions Real-Time Validation & Updates The statistics table evolves as the trading day progresses: Pre-IB Formation (9:30-10:30 AM) Table shows "PENDING" for all fields in orange No predictions yet, as IB hasn't formed Useful as a reminder that IB is still forming IB Formation Complete (10:30 AM) All IB characteristics are determined and displayed Historical pattern sample size is shown Probabilities are populated based on the specific IB combination "Midpoint Retest" shows expected probability with "PENDING" status During Trading Session (10:30 AM - 4:00 PM) Midpoint Retest status updates from "PENDING" to "✓ CONFIRMED" if midpoint is touched Table remains stable showing initial probabilities Extension levels continue to be displayed After IB Breakout Entire table is dynamically rebuilt when IB high or low is broken Post-break statistics section is added Shows refined probabilities specific to the break direction Midpoint retest probability is now specific to post-break behavior End of Session (4:00 PM) Table is removed from chart IB box and extensions remain visible for reference Resets for next trading session Practical Trading Applications 1. Directional Bias Use the "Session Close" prediction to establish your directional bias for the day Higher percentages (>70%) suggest stronger historical edge Consider trading with the bias rather than against it 2. Breakout Trading "Next Break" probability helps anticipate which boundary is more likely to break Wait for confirmation, but prepare for the higher-probability direction Use extension levels as initial profit targets 3. Mean Reversion High "Midpoint Retest" probabilities (>80%) suggest mean reversion opportunities After a break, if retest probability is high, consider waiting for the pullback Post-retest statistics help determine whether to fade or trade with the move 4. Risk Management Wide IB ranges (>75th percentile) may suggest: Higher volatility day requiring wider stops Potential for consolidation or smaller extensions More challenging trading conditions Narrow IB ranges (<25th percentile) may suggest: Compressed volatility ready to expand Potential for larger extensions when breakouts occur Clearer directional moves 5. Trade Filtering Use the statistics to avoid low-probability setups If "Session Close" and "Next Break" align (both bullish or both bearish), confidence is higher Conflicting signals suggest a more balanced, range-bound day 6. Exit Strategy Extension percentiles provide logical profit targets: Conservative: 25th percentile (smaller move, higher hit rate) Moderate: 50th percentile (median expectation) Aggressive: 75th-90th percentile (larger move, lower hit rate) After a midpoint retest, use the post-retest probabilities to decide whether to hold or exit Important Notes & Disclaimers Timeframe Specificity This indicator is designed exclusively for NQ futures Statistics are derived from NY cash session hours only (9:30 AM - 4:00 PM ET) Do not use on other instruments or timeframes without independent validation The IB period should always be set to the first hour of the NY session Statistical Interpretation Probabilities are not certainties - a 70% probability means 30% of the time the opposite occurs Sample size matters - combinations with <50 occurrences should be treated with caution Market conditions evolve - the 12-year dataset includes various market regimes, but future behavior may differ Past performance ≠ future results - these statistics are educational and analytical tools, not guarantees Best Practices Use this indicator as one component of a comprehensive trading plan Combine with price action, volume analysis, and market context Paper trade strategies based on these statistics before risking real capital Keep a trading journal to track how probabilities play out in real-time Adjust position sizing based on probability strength and your risk tolerance Data Quality Statistics are based on continuous NQ futures data (rollover-adjusted) Early session closures, half days, and holidays are included in the dataset Gaps and overnight moves are not considered in the analysis (only RTH data) The indicator auto-detects early closures and adjusts the RTH end time accordingly Technical Requirements Platform: TradingView (Pine Script v5) Instrument: NQ (Nasdaq-100 E-mini Futures) recommended; adaptable to ES or YM with separate validation Timeframe: Works on any intraday timeframe (1-min, 5-min, 15-min, etc.) Lower timeframes (1-5 min) recommended for precision Session Settings: Chart timezone should be set to "America/New_York" or equivalent for accurate IB timing Data Requirements: Sufficient historical data to populate IB range statistics (minimum 50 sessions) Version History & Updates Current Version: Enhanced Initial Balance with Conditional Statistics (v1.0) Key Features: 12-year statistical foundation (2013-2025) 16+ conditional pattern combinations Dynamic post-break analysis Real-time midpoint retest validation Percentile-based extension targets Rolling IB range analysis Comprehensive statistics table Conclusion The Initial Balance (Enhanced) indicator transforms 12 years of market data into actionable, probabilistic insights for NQ traders. By understanding the historical behavior of specific IB patterns, traders can: Make more informed directional decisions Set realistic profit targets based on statistical extension frequencies Anticipate mean reversion opportunities with midpoint retest probabilities Manage risk with context-aware range analysis Avoid low-probability setups and focus on higher-edge opportunities This is not a "black box" system or a magic formula. It's a transparent, data-driven framework that provides historical context to inform your trading decisions. The statistics table doesn't tell you what will happen - it tells you what has historically happened when similar patterns emerged, allowing you to trade with probabilistic edges rather than guesses.
อินดิเคเตอร์ Pine Script®
โดย lucymatos
2
NBSG_RelativeStrength_LabelsOVERVIEW The Relative Strength (RS) Rolling Labels is a minimalist, high-utility analysis tool that provides an at-a-glance comparison of an asset’s performance against a primary market benchmark (default: CBOE: SPX). While many traders use fixed calendar months for relative strength, this indicator utilizes Rolling Trading-Day Windows (21, 63, and 126 sessions). This ensures that your momentum data is always current and consistent, regardless of the day of the month, providing a superior signal for active day and swing traders. KEY FEATURES Rolling Lookbacks: Uses 21D (1M), 63D (3M), and 126D (6M) trading-day periods for a consistent rate-of-change calculation.Institutional Benchmark: Locked to CBOE: SPX by default for high-fidelity index tracking.Dynamic UI: A clean, minimalist table that stays pinned to your chart corner, providing critical data without cluttering your price action.Conditional Coloring: Instantly identify outperformance (Green) or underperformance (Red) relative to the broader market. CALCULATION LOGIC Relative Strength is calculated by determining the percentage return of the chart's current asset and subtracting the percentage return of the benchmark over the same rolling period:$ NYSE:RS = (\text{Asset Return} \%) - (\text{Benchmark Return} \%)$$A positive value indicates the asset is "winning" against the index, while a negative value indicates it is lagging. USAGE This script is best used on a Daily (D) timeframe for maximum precision, though it is programmed to pull Daily data regardless of your active chart timeframe. It is a vital tool for traders looking to "buy strength and sell weakness" by identifying assets that are holding up or leading when the broader market is under pressure. DISCLAIMER This script is an informational tool and does not constitute financial advice. Always use proper risk management and size your positions according to your individual trading plan.
อินดิเคเตอร์ Pine Script®
โดย NotABigShortGuy