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SulLaLuna — HTF M2 x Ultimate BB (Fusion) 🌕 **SulLaLuna — HTF M2 x Ultimate BB (Fusion)** 🚀💵 **By SulLaLuna Trading** (Portions of the Bollinger Band logic adapted with permission/credit from the *Ultimate Buy & Sell Indicator* by its original author — thank you for the brilliance!) --- 🧭 **What This Is** This is not just another price-following tool. This is **a macro liquidity detector** — a **Daily Higher Timeframe Hull Moving Average of the Global M2 Money Supply**, smoothed via lower timeframe candles (default 5m, 48 Hull length), overlaid with **Ultimate-style double Bollinger Bands** to reveal *over-extension & mean reversion zones*. It doesn’t chase candles. It watches the tides beneath the market — the **money supply currents** that have a **direct correlation** to asset price behavior. When liquidity expands → risk-on assets tend to rise. When liquidity contracts → risk-off waves hit. We ride those waves. --- 🔍 **What It Does** * **Tracks Global M2** across major economies, FX-adjusted, and scales it to your chart’s price. * **HTF Hull MA** (Daily, smoothed via 5m base) → gives you the macro liquidity trend. * **Ultimate BB logic** applied to the HTF M2 Hull → inner/outer bands for volatility envelopes. * **Pivot Labels** → ideal entry/exit zones on macro turns. * **Over-Extension Alerts** → when HTF M2 Hull pushes outside the outer bands. * **Re-Entry Alerts** → mean reversion triggers when liquidity moves back inside the range. * **Background Paint** from chart TF M2 slope → for confluence on your entry timeframe. --- 📜 **Suggested How-To** 1. **Choose your execution chart** — e.g., 1–15m for scalps, 1H–4H for swings. 2. **Use the background paint** as your *local tide check* (chart TF M2 slope). 3. **Trade in the direction of the HTF M2 Hull** — green line = liquidity rising, red line = liquidity falling. 4. **Watch pivot labels** — these are potential “macro inflection” points. 5. **Confluence stack** — pair with ZLSMA, WaveTrend divergences, VWAP volume, or your favorite price-action setups. 6. **Size down** when HTF M2 Hull is flat/gray (chop zone). 7. **Scale in/out** on over-extension + re-entry alerts for higher probability swings. --- ⚠️ **Important Note** This indicator **does not predict price** — it tracks macro liquidity flows that *influence* price. Think of it as your market’s **tide chart**: when the water’s coming in, you can swim out; when it’s going out, you’d better be ready for the undertow. --- 📢 **Alerts Available** * HTF Pivot HIGH / LOW * Over-Extension (HTF Hull outside outer BB) * Re-Entry (return from overbought/oversold) --- 🤝 **Join the SulLaLuna Tribe** If this indicator helps you capture better entries, follow & share so more traders can learn to trade *math, not emotion*. We rise together — **and we’ll meet you on the Moon** 🌕🚀💵.
Pine Script® indicator
by Calzolaio
Minimal S/R Zones with Volume StrengthHow it works Pivot Detection A pivot high is a candle whose high is greater than the highs of a certain number of candles before and after it. A pivot low is a candle whose low is lower than the lows of a certain number of candles before and after it. Parameters like Pivot Left Bars and Pivot Right Bars control how sensitive the pivots are. Zone Creation Pivot High → creates a Resistance zone. Pivot Low → creates a Support zone. Each zone is defined as a price range (top and bottom) and drawn horizontally for a given lookback length. Volume Strength Filter Volume Strength (%) = (Volume at Pivot / Volume SMA) × 100. If the strength is below the minimum threshold (Min Strength %), the zone is ignored. This ensures only pivots with significant trading activity create zones. Zone Management The indicator stores zones in arrays. Max Zones per side prevents too many zones from being displayed at once. Older zones are removed when new ones are added beyond the limit. Visuals Support zones → green label with Volume Strength %. Resistance zones → red label with Volume Strength %. Zones have semi-transparent boxes so price action remains visible.
Pine Script® indicator
by tai239
GLD GC Price Converter Its primary function is to fetch the prices of the Gold ETF (ticker: GLD) and Gold Futures (ticker: GC1!) and then project significant price levels from one or both of these assets onto the chart of whatever instrument you are currently viewing. Core Functionality & Features Dual Asset Tracking: The script simultaneously tracks the prices of GLD and Gold Futures (GC). Dynamic Price Level Projection: The script's main feature is its ability to calculate and draw horizontal price levels. It determines a "base price" (e.g., the nearest $100 level for GC) and then draws lines at specified increments above and below it. The key is that these levels are projected onto the current chart's price scale. On-Chart Information Display: Price Table: A customizable table can be displayed in any corner of the chart, showing the current prices of GLD and GC. It can also show the daily percentage change for GC, colored green for positive changes and red for negative ones. Last Price Label: It can show a label next to the most recent price bar that displays the current prices of both GLD and GC. Extensive Customization: The user has significant control over the indicator's appearance and behavior through the settings panel. This includes: Toggling the display for GLD and GC levels independently. Adjusting the multiplier for the price levels (e.g., show levels every $100 or $50 for GC). Changing the colors, line styles (solid, dashed, dotted), and horizontal offset for the labels. Defining the number of price levels to display. Controlling the text size for labels and the table. Choosing whether the script updates on every tick or only once per candle close for better performance.
Pine Script® indicator
by bullbreakers888
IU Indicators DashboardDESCRIPTION The IU Indicators Dashboard is a comprehensive multi-stock monitoring tool that provides real-time technical analysis for up to 10 different stocks simultaneously. This powerful indicator creates a customizable table overlay that displays the trend status of multiple technical indicators across your selected stocks, giving you an instant overview of market conditions without switching between charts. Perfect for portfolio monitoring, sector analysis, and quick market screening, this dashboard consolidates critical technical data into one easy-to-read interface with color-coded trend signals. USER INPUTS Stock Selection (10 Configurable Stocks): - Stock 1-10: Customize any symbols (Default: NSE:CDSL, NSE:RELIANCE, NSE:VEDL, NSE:TCS, NSE:BEL, NSE:BHEL, NSE:TATAPOWER, NSE:TATASTEEL, NSE:ITC, NSE:LT) Technical Indicator Parameters: - EMA 1 Length: First Exponential Moving Average period (Default: 20) - EMA 2 Length: Second Exponential Moving Average period (Default: 50) - EMA 3 Length: Third Exponential Moving Average period (Default: 200) - RSI Length: Relative Strength Index calculation period (Default: 14) - SuperTrend Length: SuperTrend indicator period (Default: 10) - SuperTrend Factor: SuperTrend multiplier factor (Default: 3.0) Visual Customization: - Table Size: Choose from Normal, Tiny, Small, or Large - Table Background Color: Customize dashboard background - Table Frame Color: Set frame border color - Table Border Color: Configure border styling - Text Color: Set text display color - Bullish Color: Color for positive/bullish signals (Default: Green) - Bearish Color: Color for negative/bearish signals (Default: Red) LOGIC OF THE INDICATOR The dashboard employs a multi-timeframe analysis approach using five key technical indicators: 1. Triple EMA Analysis - Compares current price against three different EMA periods (20, 50, 200) - Bullish Signal: Price above EMA level - Bearish Signal: Price below EMA level - Provides short-term, medium-term, and long-term trend perspective 2. RSI Momentum Analysis - Uses 14-period RSI with 50-level threshold - Bullish Signal: RSI > 50 (upward momentum) - Bearish Signal: RSI < 50 (downward momentum) - Identifies momentum strength and potential reversals 3. SuperTrend Direction - Utilizes SuperTrend with configurable length and factor - Bullish Signal: SuperTrend direction = -1 (uptrend) - Bearish Signal: SuperTrend direction = 1 (downtrend) - Provides clear trend direction with volatility-adjusted signals 4. MACD Histogram Analysis - Uses standard MACD (12, 26, 9) histogram values - Bullish Signal: Histogram > 0 (bullish momentum) - Bearish Signal: Histogram < 0 (bearish momentum) - Identifies momentum shifts and trend confirmations 5. Real-time Data Processing - Implements request.security() for multi-symbol data retrieval - Uses barstate.isrealtime logic for accurate live data - Processes data only on the last bar for optimal performance WHY IT IS UNIQUE Multi-Stock Monitoring - Monitor up to 10 different stocks simultaneously on a single chart - No need to switch between multiple charts or timeframes Highly Customizable Interface - Full color customization for personalized visual experience - Adjustable table size and positioning - Clean, professional dashboard design Real-time Analysis - Live data processing with proper real-time handling - Instant visual feedback through color-coded signals - Optimized performance with smart data retrieval Comprehensive Technical Coverage - Combines trend-following, momentum, and volatility indicators - Multiple timeframe perspective through different EMA periods - Balanced approach using both lagging and leading indicators Flexible Configuration - Easy symbol switching for different markets (NSE, BSE, NYSE, NASDAQ) - Adjustable indicator parameters for different trading styles - Suitable for both swing trading and position trading HOW USERS CAN BENEFIT FROM IT Portfolio Management - Quick Portfolio Health Check: Instantly assess the technical status of your entire stock portfolio - Diversification Analysis: Monitor stocks across different sectors to ensure balanced exposure - Risk Management: Identify which positions are showing bearish signals for potential exit strategies - Rebalancing Decisions: Spot strongest performers for potential position increases Market Screening and Analysis - Sector Rotation: Compare different sector stocks to identify rotation opportunities - Relative Strength Analysis: Quickly identify which stocks are outperforming or underperforming - Market Breadth Assessment: Gauge overall market sentiment by monitoring diverse stock selections - Trend Confirmation: Validate market trends by observing multiple stock behaviors Time-Efficient Trading - Single-Glance Analysis: Get complete technical overview without chart-hopping - Pre-Market Preparation: Quickly assess overnight changes across multiple positions - Intraday Monitoring: Track multiple opportunities simultaneously during trading hours - End-of-Day Review: Efficiently review all watched stocks for next-day planning Strategic Decision Making - Entry Point Identification: Spot stocks showing bullish alignment across multiple indicators - Exit Signal Recognition: Identify positions showing deteriorating technical conditions - Swing Trading Opportunities: Find stocks with favorable technical setups for swing trades - Long-term Investment Guidance: Use 200 EMA signals for long-term position decisions Educational Benefits - Pattern Recognition: Learn how different indicators behave across various market conditions - Correlation Analysis: Understand how stocks move relative to each other - Technical Analysis Learning: Observe multiple indicator interactions in real-time - Market Sentiment Understanding: Develop better market timing skills through multi-stock observation Workflow Optimization - Reduced Chart Clutter: Keep your main chart clean while monitoring multiple stocks - Faster Analysis: Complete technical analysis of 10 stocks in seconds instead of minutes - Consistent Methodology: Apply the same technical criteria across all monitored stocks - Alert Integration: Easy visual identification of stocks requiring immediate attention This indicator is designed for traders and investors who want to maximize their market awareness while minimizing analysis time. Whether you're managing a portfolio, screening for opportunities, or learning technical analysis, the IU Indicators Dashboard provides the comprehensive overview you need for better trading decisions. DISCLAIMER : This indicator is not financial advice, it's for educational purposes only highlighting the power of coding( pine script) in TradingView, I am not a SEBI-registered advisor. Trading and investing involve risk, and you should consult with a qualified financial advisor before making any trading decisions. I do not guarantee profits or take responsibility for any losses you may incur.
Pine Script® indicator
by Shivam_Mandrai
2
Fibo Channel + MFI LabelOVERVIEW Fibo Channel + MFI Label plots a logarithmic regression channel with Fibonacci bands and adds a live Money Flow Index (MFI) marker + value at the channel’s right edge. It helps you see where price sits inside the channel while reading volume-weighted momentum from MFI in one glance. Clean dotted Fibo bands across the log channel (0, 0.236, 0.382, 0.5, 0.618, 0.786, 1.0). Auto labels for each band with % and price. MFI dot + label that you can offset to the right to keep the chart clear. PRINCIPLES Log Regression Channel: Fits price on a log scale and projects a channel that adapts to trend slope. Fibonacci Bands: Seven equidistant lines between channel bottom/top for quick context of extension/mean reversion. MFI Overlay: MFI (0–100) is clamped to a 30–70 working band, then mapped vertically inside the right edge of the channel—so momentum is visual, not hidden in a subpane. HOW TO USE Context: Treat fibo lines as dynamic zones—reaction near 0.382/0.618 often signals minor pullbacks; 0/1 extremes = stretched. Momentum Check: The MFI dot gives instant read—rising toward top of the channel with MFI > 50 supports trend continuation; fading toward mid/low warns of loss of pressure. Clarity: Use the offset inputs to push the dot/label right of the last candle so they don’t overlap price. FEATURES Real-time Fibo lines with percentage + price labels. Adaptive color for the channel (Up/Down) based on regression slope. Separate X-offsets for the MFI circle and the text label. Lightweight: no tables, no repainting tricks, just lines + labels. Fibo line color changes automatically with channel trend direction. SETTINGS MFI Length – period for Money Flow Index. LogReg Lookback / Channel Length / Channel Width – shape and span of the channel. Up/Down Colors – channel palette. Fibo Label X Offset – move fibo labels horizontally. MFI Circle X Offset – move the dot horizontally. MFI Label X Offset – move the MFI text horizontally. NOTES Best on symbols with reliable volume. MFI is clamped to 30–70 before mapping inside the channel for cleaner placement. Requires at least Channel Length bars before drawing. SUMMARY Fibo Channel + MFI Label combines a logarithmic regression channel with Fibonacci levels and an on-chart Money Flow Index marker. The channel provides dynamic support/resistance zones based on price’s log-scale trend, while the fibo bands give clear percentage retracement levels. The MFI dot and label display live volume-weighted momentum directly on the price chart, with adjustable offsets for optimal visibility. This tool is designed for traders who want quick visual confirmation of trend direction, price location, and momentum strength without switching between multiple indicators. DISCLAIMER For educational purposes only. This is not financial advice. Trading involves risk.
Pine Script® indicator
by julzALGO
Ai buy and sell fundamental the Gk fundamental is a precision built market analysis tool designed yto help traders identify high probability it uses a combination of market structure analysis, volatility tracking, and multi time frame confirmation to highlight possible trade opportunities HOW IT WORKS analyses momentum shift and structure breaks on the 2h chart for clearer direction confirms potential entries by filtering market noise and using volatility directional filters HOW TO USE apply 2h chart for primary direction when signal appears allow 1 candle to close for confirmation drop to lower time frame to lower time frame to refine entry if desired always use proper risk management - no tool guarantees results
Pine Script® indicator
by hgavin780
Kelly Position Size CalculatorThis position sizing calculator implements the Kelly Criterion, developed by John L. Kelly Jr. at Bell Laboratories in 1956, to determine mathematically optimal position sizes for maximizing long-term wealth growth. Unlike arbitrary position sizing methods, this tool provides a scientifically solution based on your strategy's actual performance statistics and incorporates modern refinements from over six decades of academic research. The Kelly Criterion addresses a fundamental question in capital allocation: "What fraction of capital should be allocated to each opportunity to maximize growth while avoiding ruin?" This question has profound implications for financial markets, where traders and investors constantly face decisions about optimal capital allocation (Van Tharp, 2007). Theoretical Foundation The Kelly Criterion for binary outcomes is expressed as f* = (bp - q) / b, where f* represents the optimal fraction of capital to allocate, b denotes the risk-reward ratio, p indicates the probability of success, and q represents the probability of loss (Kelly, 1956). This formula maximizes the expected logarithm of wealth, ensuring maximum long-term growth rate while avoiding the risk of ruin. The mathematical elegance of Kelly's approach lies in its derivation from information theory. Kelly's original work was motivated by Claude Shannon's information theory (Shannon, 1948), recognizing that maximizing the logarithm of wealth is equivalent to maximizing the rate of information transmission. This connection between information theory and wealth accumulation provides a deep theoretical foundation for optimal position sizing. The logarithmic utility function underlying the Kelly Criterion naturally embodies several desirable properties for capital management. It exhibits decreasing marginal utility, penalizes large losses more severely than it rewards equivalent gains, and focuses on geometric rather than arithmetic mean returns, which is appropriate for compounding scenarios (Thorp, 2006). Scientific Implementation This calculator extends beyond basic Kelly implementation by incorporating state of the art refinements from academic research: Parameter Uncertainty Adjustment: Following Michaud (1989), the implementation applies Bayesian shrinkage to account for parameter estimation error inherent in small sample sizes. The adjustment formula f_adjusted = f_kelly × confidence_factor + f_conservative × (1 - confidence_factor) addresses the overconfidence bias documented by Baker and McHale (2012), where the confidence factor increases with sample size and the conservative estimate equals 0.25 (quarter Kelly). Sample Size Confidence: The reliability of Kelly calculations depends critically on sample size. Research by Browne and Whitt (1996) provides theoretical guidance on minimum sample requirements, suggesting that at least 30 independent observations are necessary for meaningful parameter estimates, with 100 or more trades providing reliable estimates for most trading strategies. Universal Asset Compatibility: The calculator employs intelligent asset detection using TradingView's built-in symbol information, automatically adapting calculations for different asset classes without manual configuration. ASSET SPECIFIC IMPLEMENTATION Equity Markets: For stocks and ETFs, position sizing follows the calculation Shares = floor(Kelly Fraction × Account Size / Share Price). This straightforward approach reflects whole share constraints while accommodating fractional share trading capabilities. Foreign Exchange Markets: Forex markets require lot-based calculations following Lot Size = Kelly Fraction × Account Size / (100,000 × Base Currency Value). The calculator automatically handles major currency pairs with appropriate pip value calculations, following industry standards described by Archer (2010). Futures Markets: Futures position sizing accounts for leverage and margin requirements through Contracts = floor(Kelly Fraction × Account Size / Margin Requirement). The calculator estimates margin requirements as a percentage of contract notional value, with specific adjustments for micro-futures contracts that have smaller sizes and reduced margin requirements (Kaufman, 2013). Index and Commodity Markets: These markets combine characteristics of both equity and futures markets. The calculator automatically detects whether instruments are cash-settled or futures-based, applying appropriate sizing methodologies with correct point value calculations. Risk Management Integration The calculator integrates sophisticated risk assessment through two primary modes: Stop Loss Integration: When fixed stop-loss levels are defined, risk calculation follows Risk per Trade = Position Size × Stop Loss Distance. This ensures that the Kelly fraction accounts for actual risk exposure rather than theoretical maximum loss, with stop-loss distance measured in appropriate units for each asset class. Strategy Drawdown Assessment: For discretionary exit strategies, risk estimation uses maximum historical drawdown through Risk per Trade = Position Value × (Maximum Drawdown / 100). This approach assumes that individual trade losses will not exceed the strategy's historical maximum drawdown, providing a reasonable estimate for strategies with well-defined risk characteristics. Fractional Kelly Approaches Pure Kelly sizing can produce substantial volatility, leading many practitioners to adopt fractional Kelly approaches. MacLean, Sanegre, Zhao, and Ziemba (2004) analyze the trade-offs between growth rate and volatility, demonstrating that half-Kelly typically reduces volatility by approximately 75% while sacrificing only 25% of the growth rate. The calculator provides three primary Kelly modes to accommodate different risk preferences and experience levels. Full Kelly maximizes growth rate while accepting higher volatility, making it suitable for experienced practitioners with strong risk tolerance and robust capital bases. Half Kelly offers a balanced approach popular among professional traders, providing optimal risk-return balance by reducing volatility significantly while maintaining substantial growth potential. Quarter Kelly implements a conservative approach with low volatility, recommended for risk-averse traders or those new to Kelly methodology who prefer gradual introduction to optimal position sizing principles. Empirical Validation and Performance Extensive academic research supports the theoretical advantages of Kelly sizing. Hakansson and Ziemba (1995) provide a comprehensive review of Kelly applications in finance, documenting superior long-term performance across various market conditions and asset classes. Estrada (2008) analyzes Kelly performance in international equity markets, finding that Kelly-based strategies consistently outperform fixed position sizing approaches over extended periods across 19 developed markets over a 30-year period. Several prominent investment firms have successfully implemented Kelly-based position sizing. Pabrai (2007) documents the application of Kelly principles at Berkshire Hathaway, noting Warren Buffett's concentrated portfolio approach aligns closely with Kelly optimal sizing for high-conviction investments. Quantitative hedge funds, including Renaissance Technologies and AQR, have incorporated Kelly-based risk management into their systematic trading strategies. Practical Implementation Guidelines Successful Kelly implementation requires systematic application with attention to several critical factors: Parameter Estimation: Accurate parameter estimation represents the greatest challenge in practical Kelly implementation. Brown (1976) notes that small errors in probability estimates can lead to significant deviations from optimal performance. The calculator addresses this through Bayesian adjustments and confidence measures. Sample Size Requirements: Users should begin with conservative fractional Kelly approaches until achieving sufficient historical data. Strategies with fewer than 30 trades may produce unreliable Kelly estimates, regardless of adjustments. Full confidence typically requires 100 or more independent trade observations. Market Regime Considerations: Parameters that accurately describe historical performance may not reflect future market conditions. Ziemba (2003) recommends regular parameter updates and conservative adjustments when market conditions change significantly. Professional Features and Customization The calculator provides comprehensive customization options for professional applications: Multiple Color Schemes: Eight professional color themes (Gold, EdgeTools, Behavioral, Quant, Ocean, Fire, Matrix, Arctic) with dark and light theme compatibility ensure optimal visibility across different trading environments. Flexible Display Options: Adjustable table size and position accommodate various chart layouts and user preferences, while maintaining analytical depth and clarity. Comprehensive Results: The results table presents essential information including asset specifications, strategy statistics, Kelly calculations, sample confidence measures, position values, risk assessments, and final position sizes in appropriate units for each asset class. Limitations and Considerations Like any analytical tool, the Kelly Criterion has important limitations that users must understand: Stationarity Assumption: The Kelly Criterion assumes that historical strategy statistics represent future performance characteristics. Non-stationary market conditions may invalidate this assumption, as noted by Lo and MacKinlay (1999). Independence Requirement: Each trade should be independent to avoid correlation effects. Many trading strategies exhibit serial correlation in returns, which can affect optimal position sizing and may require adjustments for portfolio applications. Parameter Sensitivity: Kelly calculations are sensitive to parameter accuracy. Regular calibration and conservative approaches are essential when parameter uncertainty is high. Transaction Costs: The implementation incorporates user-defined transaction costs but assumes these remain constant across different position sizes and market conditions, following Ziemba (2003). Advanced Applications and Extensions Multi-Asset Portfolio Considerations: While this calculator optimizes individual position sizes, portfolio-level applications require additional considerations for correlation effects and aggregate risk management. Simplified portfolio approaches include treating positions independently with correlation adjustments. Behavioral Factors: Behavioral finance research reveals systematic biases that can interfere with Kelly implementation. Kahneman and Tversky (1979) document loss aversion, overconfidence, and other cognitive biases that lead traders to deviate from optimal strategies. Successful implementation requires disciplined adherence to calculated recommendations. Time-Varying Parameters: Advanced implementations may incorporate time-varying parameter models that adjust Kelly recommendations based on changing market conditions, though these require sophisticated econometric techniques and substantial computational resources. Comprehensive Usage Instructions and Practical Examples Implementation begins with loading the calculator on your desired trading instrument's chart. The system automatically detects asset type across stocks, forex, futures, and cryptocurrency markets while extracting current price information. Navigation to the indicator settings allows input of your specific strategy parameters. Strategy statistics configuration requires careful attention to several key metrics. The win rate should be calculated from your backtest results using the formula of winning trades divided by total trades multiplied by 100. Average win represents the sum of all profitable trades divided by the number of winning trades, while average loss calculates the sum of all losing trades divided by the number of losing trades, entered as a positive number. The total historical trades parameter requires the complete number of trades in your backtest, with a minimum of 30 trades recommended for basic functionality and 100 or more trades optimal for statistical reliability. Account size should reflect your available trading capital, specifically the risk capital allocated for trading rather than total net worth. Risk management configuration adapts to your specific trading approach. The stop loss setting should be enabled if you employ fixed stop-loss exits, with the stop loss distance specified in appropriate units depending on the asset class. For stocks, this distance is measured in dollars, for forex in pips, and for futures in ticks. When stop losses are not used, the maximum strategy drawdown percentage from your backtest provides the risk assessment baseline. Kelly mode selection offers three primary approaches: Full Kelly for aggressive growth with higher volatility suitable for experienced practitioners, Half Kelly for balanced risk-return optimization popular among professional traders, and Quarter Kelly for conservative approaches with reduced volatility. Display customization ensures optimal integration with your trading environment. Eight professional color themes provide optimization for different chart backgrounds and personal preferences. Table position selection allows optimal placement within your chart layout, while table size adjustment ensures readability across different screen resolutions and viewing preferences. Detailed Practical Examples Example 1: SPY Swing Trading Strategy Consider a professionally developed swing trading strategy for SPY (S&P 500 ETF) with backtesting results spanning 166 total trades. The strategy achieved 110 winning trades, representing a 66.3% win rate, with an average winning trade of $2,200 and average losing trade of $862. The maximum drawdown reached 31.4% during the testing period, and the available trading capital amounts to $25,000. This strategy employs discretionary exits without fixed stop losses. Implementation requires loading the calculator on the SPY daily chart and configuring the parameters accordingly. The win rate input receives 66.3, while average win and loss inputs receive 2200 and 862 respectively. Total historical trades input requires 166, with account size set to 25000. The stop loss function remains disabled due to the discretionary exit approach, with maximum strategy drawdown set to 31.4%. Half Kelly mode provides the optimal balance between growth and risk management for this application. The calculator generates several key outputs for this scenario. The risk-reward ratio calculates automatically to 2.55, while the Kelly fraction reaches approximately 53% before scientific adjustments. Sample confidence achieves 100% given the 166 trades providing high statistical confidence. The recommended position settles at approximately 27% after Half Kelly and Bayesian adjustment factors. Position value reaches approximately $6,750, translating to 16 shares at a $420 SPY price. Risk per trade amounts to approximately $2,110, representing 31.4% of position value, with expected value per trade reaching approximately $1,466. This recommendation represents the mathematically optimal balance between growth potential and risk management for this specific strategy profile. Example 2: EURUSD Day Trading with Stop Losses A high-frequency EURUSD day trading strategy demonstrates different parameter requirements compared to swing trading approaches. This strategy encompasses 89 total trades with a 58% win rate, generating an average winning trade of $180 and average losing trade of $95. The maximum drawdown reached 12% during testing, with available capital of $10,000. The strategy employs fixed stop losses at 25 pips and take profit targets at 45 pips, providing clear risk-reward parameters. Implementation begins with loading the calculator on the EURUSD 1-hour chart for appropriate timeframe alignment. Parameter configuration includes win rate at 58, average win at 180, and average loss at 95. Total historical trades input receives 89, with account size set to 10000. The stop loss function is enabled with distance set to 25 pips, reflecting the fixed exit strategy. Quarter Kelly mode provides conservative positioning due to the smaller sample size compared to the previous example. Results demonstrate the impact of smaller sample sizes on Kelly calculations. The risk-reward ratio calculates to 1.89, while the Kelly fraction reaches approximately 32% before adjustments. Sample confidence achieves 89%, providing moderate statistical confidence given the 89 trades. The recommended position settles at approximately 7% after Quarter Kelly application and Bayesian shrinkage adjustment for the smaller sample. Position value amounts to approximately $700, translating to 0.07 standard lots. Risk per trade reaches approximately $175, calculated as 25 pips multiplied by lot size and pip value, with expected value per trade at approximately $49. This conservative position sizing reflects the smaller sample size, with position sizes expected to increase as trade count surpasses 100 and statistical confidence improves. Example 3: ES1! Futures Systematic Strategy Systematic futures trading presents unique considerations for Kelly criterion application, as demonstrated by an E-mini S&P 500 futures strategy encompassing 234 total trades. This systematic approach achieved a 45% win rate with an average winning trade of $1,850 and average losing trade of $720. The maximum drawdown reached 18% during the testing period, with available capital of $50,000. The strategy employs 15-tick stop losses with contract specifications of $50 per tick, providing precise risk control mechanisms. Implementation involves loading the calculator on the ES1! 15-minute chart to align with the systematic trading timeframe. Parameter configuration includes win rate at 45, average win at 1850, and average loss at 720. Total historical trades receives 234, providing robust statistical foundation, with account size set to 50000. The stop loss function is enabled with distance set to 15 ticks, reflecting the systematic exit methodology. Half Kelly mode balances growth potential with appropriate risk management for futures trading. Results illustrate how favorable risk-reward ratios can support meaningful position sizing despite lower win rates. The risk-reward ratio calculates to 2.57, while the Kelly fraction reaches approximately 16%, lower than previous examples due to the sub-50% win rate. Sample confidence achieves 100% given the 234 trades providing high statistical confidence. The recommended position settles at approximately 8% after Half Kelly adjustment. Estimated margin per contract amounts to approximately $2,500, resulting in a single contract allocation. Position value reaches approximately $2,500, with risk per trade at $750, calculated as 15 ticks multiplied by $50 per tick. Expected value per trade amounts to approximately $508. Despite the lower win rate, the favorable risk-reward ratio supports meaningful position sizing, with single contract allocation reflecting appropriate leverage management for futures trading. Example 4: MES1! Micro-Futures for Smaller Accounts Micro-futures contracts provide enhanced accessibility for smaller trading accounts while maintaining identical strategy characteristics. Using the same systematic strategy statistics from the previous example but with available capital of $15,000 and micro-futures specifications of $5 per tick with reduced margin requirements, the implementation demonstrates improved position sizing granularity. Kelly calculations remain identical to the full-sized contract example, maintaining the same risk-reward dynamics and statistical foundations. However, estimated margin per contract reduces to approximately $250 for micro-contracts, enabling allocation of 4-5 micro-contracts. Position value reaches approximately $1,200, while risk per trade calculates to $75, derived from 15 ticks multiplied by $5 per tick. This granularity advantage provides better position size precision for smaller accounts, enabling more accurate Kelly implementation without requiring large capital commitments. Example 5: Bitcoin Swing Trading Cryptocurrency markets present unique challenges requiring modified Kelly application approaches. A Bitcoin swing trading strategy on BTCUSD encompasses 67 total trades with a 71% win rate, generating average winning trades of $3,200 and average losing trades of $1,400. Maximum drawdown reached 28% during testing, with available capital of $30,000. The strategy employs technical analysis for exits without fixed stop losses, relying on price action and momentum indicators. Implementation requires conservative approaches due to cryptocurrency volatility characteristics. Quarter Kelly mode is recommended despite the high win rate to account for crypto market unpredictability. Expected position sizing remains reduced due to the limited sample size of 67 trades, requiring additional caution until statistical confidence improves. Regular parameter updates are strongly recommended due to cryptocurrency market evolution and changing volatility patterns that can significantly impact strategy performance characteristics. Advanced Usage Scenarios Portfolio position sizing requires sophisticated consideration when running multiple strategies simultaneously. Each strategy should have its Kelly fraction calculated independently to maintain mathematical integrity. However, correlation adjustments become necessary when strategies exhibit related performance patterns. Moderately correlated strategies should receive individual position size reductions of 10-20% to account for overlapping risk exposure. Aggregate portfolio risk monitoring ensures total exposure remains within acceptable limits across all active strategies. Professional practitioners often consider using lower fractional Kelly approaches, such as Quarter Kelly, when running multiple strategies simultaneously to provide additional safety margins. Parameter sensitivity analysis forms a critical component of professional Kelly implementation. Regular validation procedures should include monthly parameter updates using rolling 100-trade windows to capture evolving market conditions while maintaining statistical relevance. Sensitivity testing involves varying win rates by ±5% and average win/loss ratios by ±10% to assess recommendation stability under different parameter assumptions. Out-of-sample validation reserves 20% of historical data for parameter verification, ensuring that optimization doesn't create curve-fitted results. Regime change detection monitors actual performance against expected metrics, triggering parameter reassessment when significant deviations occur. Risk management integration requires professional overlay considerations beyond pure Kelly calculations. Daily loss limits should cease trading when daily losses exceed twice the calculated risk per trade, preventing emotional decision-making during adverse periods. Maximum position limits should never exceed 25% of account value in any single position regardless of Kelly recommendations, maintaining diversification principles. Correlation monitoring reduces position sizes when holding multiple correlated positions that move together during market stress. Volatility adjustments consider reducing position sizes during periods of elevated VIX above 25 for equity strategies, adapting to changing market conditions. Troubleshooting and Optimization Professional implementation often encounters specific challenges requiring systematic troubleshooting approaches. Zero position size displays typically result from insufficient capital for minimum position sizes, negative expected values, or extremely conservative Kelly calculations. Solutions include increasing account size, verifying strategy statistics for accuracy, considering Quarter Kelly mode for conservative approaches, or reassessing overall strategy viability when fundamental issues exist. Extremely high Kelly fractions exceeding 50% usually indicate underlying problems with parameter estimation. Common causes include unrealistic win rates, inflated risk-reward ratios, or curve-fitted backtest results that don't reflect genuine trading conditions. Solutions require verifying backtest methodology, including all transaction costs in calculations, testing strategies on out-of-sample data, and using conservative fractional Kelly approaches until parameter reliability improves. Low sample confidence below 50% reflects insufficient historical trades for reliable parameter estimation. This situation demands gathering additional trading data, using Quarter Kelly approaches until reaching 100 or more trades, applying extra conservatism in position sizing, and considering paper trading to build statistical foundations without capital risk. Inconsistent results across similar strategies often stem from parameter estimation differences, market regime changes, or strategy degradation over time. Professional solutions include standardizing backtest methodology across all strategies, updating parameters regularly to reflect current conditions, and monitoring live performance against expectations to identify deteriorating strategies. Position sizes that appear inappropriately large or small require careful validation against traditional risk management principles. Professional standards recommend never risking more than 2-3% per trade regardless of Kelly calculations. Calibration should begin with Quarter Kelly approaches, gradually increasing as comfort and confidence develop. Most institutional traders utilize 25-50% of full Kelly recommendations to balance growth with prudent risk management. Market condition adjustments require dynamic approaches to Kelly implementation. Trending markets may support full Kelly recommendations when directional momentum provides favorable conditions. Ranging or volatile markets typically warrant reducing to Half or Quarter Kelly to account for increased uncertainty. High correlation periods demand reducing individual position sizes when multiple positions move together, concentrating risk exposure. News and event periods often justify temporary position size reductions during high-impact releases that can create unpredictable market movements. Performance monitoring requires systematic protocols to ensure Kelly implementation remains effective over time. Weekly reviews should compare actual versus expected win rates and average win/loss ratios to identify parameter drift or strategy degradation. Position size efficiency and execution quality monitoring ensures that calculated recommendations translate effectively into actual trading results. Tracking correlation between calculated and realized risk helps identify discrepancies between theoretical and practical risk exposure. Monthly calibration provides more comprehensive parameter assessment using the most recent 100 trades to maintain statistical relevance while capturing current market conditions. Kelly mode appropriateness requires reassessment based on recent market volatility and performance characteristics, potentially shifting between Full, Half, and Quarter Kelly approaches as conditions change. Transaction cost evaluation ensures that commission structures, spreads, and slippage estimates remain accurate and current. Quarterly strategic reviews encompass comprehensive strategy performance analysis comparing long-term results against expectations and identifying trends in effectiveness. Market regime assessment evaluates parameter stability across different market conditions, determining whether strategy characteristics remain consistent or require fundamental adjustments. Strategic modifications to position sizing methodology may become necessary as markets evolve or trading approaches mature, ensuring that Kelly implementation continues supporting optimal capital allocation objectives. Professional Applications This calculator serves diverse professional applications across the financial industry. Quantitative hedge funds utilize the implementation for systematic position sizing within algorithmic trading frameworks, where mathematical precision and consistent application prove essential for institutional capital management. Professional discretionary traders benefit from optimized position management that removes emotional bias while maintaining flexibility for market-specific adjustments. Portfolio managers employ the calculator for developing risk-adjusted allocation strategies that enhance returns while maintaining prudent risk controls across diverse asset classes and investment strategies. Individual traders seeking mathematical optimization of capital allocation find the calculator provides institutional-grade methodology previously available only to professional money managers. The Kelly Criterion establishes theoretical foundation for optimal capital allocation across both single strategies and multiple trading systems, offering significant advantages over arbitrary position sizing methods that rely on intuition or fixed percentage approaches. Professional implementation ensures consistent application of mathematically sound principles while adapting to changing market conditions and strategy performance characteristics. Conclusion The Kelly Criterion represents one of the few mathematically optimal solutions to fundamental investment problems. When properly understood and carefully implemented, it provides significant competitive advantage in financial markets. This calculator implements modern refinements to Kelly's original formula while maintaining accessibility for practical trading applications. Success with Kelly requires ongoing learning, systematic application, and continuous refinement based on market feedback and evolving research. Users who master Kelly principles and implement them systematically can expect superior risk-adjusted returns and more consistent capital growth over extended periods. The extensive academic literature provides rich resources for deeper study, while practical experience builds the intuition necessary for effective implementation. Regular parameter updates, conservative approaches with limited data, and disciplined adherence to calculated recommendations are essential for optimal results. References Archer, M. D. (2010). Getting Started in Currency Trading: Winning in Today's Forex Market (3rd ed.). John Wiley & Sons. Baker, R. D., & McHale, I. G. (2012). An empirical Bayes approach to optimising betting strategies. Journal of the Royal Statistical Society: Series D (The Statistician), 61(1), 75-92. Breiman, L. (1961). Optimal gambling systems for favorable games. In J. Neyman (Ed.), Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability (pp. 65-78). University of California Press. Brown, D. B. (1976). Optimal portfolio growth: Logarithmic utility and the Kelly criterion. In W. T. Ziemba & R. G. Vickson (Eds.), Stochastic Optimization Models in Finance (pp. 1-23). Academic Press. Browne, S., & Whitt, W. (1996). Portfolio choice and the Bayesian Kelly criterion. Advances in Applied Probability, 28(4), 1145-1176. Estrada, J. (2008). Geometric mean maximization: An overlooked portfolio approach? The Journal of Investing, 17(4), 134-147. Hakansson, N. H., & Ziemba, W. T. (1995). Capital growth theory. In R. A. Jarrow, V. Maksimovic, & W. T. Ziemba (Eds.), Handbooks in Operations Research and Management Science (Vol. 9, pp. 65-86). Elsevier. Kahneman, D., & Tversky, A. (1979). Prospect theory: An analysis of decision under risk. Econometrica, 47(2), 263-291. Kaufman, P. J. (2013). Trading Systems and Methods (5th ed.). John Wiley & Sons. Kelly Jr, J. L. (1956). A new interpretation of information rate. Bell System Technical Journal, 35(4), 917-926. Lo, A. W., & MacKinlay, A. C. (1999). A Non-Random Walk Down Wall Street. Princeton University Press. MacLean, L. C., Sanegre, E. O., Zhao, Y., & Ziemba, W. T. (2004). Capital growth with security. Journal of Economic Dynamics and Control, 28(4), 937-954. MacLean, L. C., Thorp, E. O., & Ziemba, W. T. (2011). The Kelly Capital Growth Investment Criterion: Theory and Practice. World Scientific. Michaud, R. O. (1989). The Markowitz optimization enigma: Is 'optimized' optimal? Financial Analysts Journal, 45(1), 31-42. Pabrai, M. (2007). The Dhandho Investor: The Low-Risk Value Method to High Returns. John Wiley & Sons. Shannon, C. E. (1948). A mathematical theory of communication. Bell System Technical Journal, 27(3), 379-423. Tharp, V. K. (2007). Trade Your Way to Financial Freedom (2nd ed.). McGraw-Hill. Thorp, E. O. (2006). The Kelly criterion in blackjack sports betting, and the stock market. In L. C. MacLean, E. O. Thorp, & W. T. Ziemba (Eds.), The Kelly Capital Growth Investment Criterion: Theory and Practice (pp. 789-832). World Scientific. Van Tharp, K. (2007). Trade Your Way to Financial Freedom (2nd ed.). McGraw-Hill Education. Vince, R. (1992). The Mathematics of Money Management: Risk Analysis Techniques for Traders. John Wiley & Sons. Vince, R., & Zhu, H. (2015). Optimal betting under parameter uncertainty. Journal of Statistical Planning and Inference, 161, 19-31. Ziemba, W. T. (2003). The Stochastic Programming Approach to Asset, Liability, and Wealth Management. The Research Foundation of AIMR. Further Reading For comprehensive understanding of Kelly Criterion applications and advanced implementations: MacLean, L. C., Thorp, E. O., & Ziemba, W. T. (2011). The Kelly Capital Growth Investment Criterion: Theory and Practice. World Scientific. Vince, R. (1992). The Mathematics of Money Management: Risk Analysis Techniques for Traders. John Wiley & Sons. Thorp, E. O. (2017). A Man for All Markets: From Las Vegas to Wall Street. Random House. Cover, T. M., & Thomas, J. A. (2006). Elements of Information Theory (2nd ed.). John Wiley & Sons. Ziemba, W. T., & Vickson, R. G. (Eds.). (2006). Stochastic Optimization Models in Finance. World Scientific.
Pine Script® indicator
by EdgeTools
Delta Volume Profile + Fibo Levels + MFIOVERVIEW Plots Fibonacci bands across the recent range and overlays delta volume per Fibo zone (buy − sell), plus a live MFI dot + value mapped vertically inside the range. See where volume is building at each retracement while reading momentum at a glance. Clean lines (no repainting tricks), lightweight, and designed to sit directly on price. FEATURES Real-time Fibo lines with % labels (optional). Delta volume per Fibo zone with absolute + percentage figures. Custom MFI (0–100) using positive/negative money flow from HLC3 × Volume. MFI dot + value rendered on the right side; separate X-offsets for the dot and text. Adaptive Fibo line color by MFI state (upper/middle/lower band). Auto binning of price into levels using ATR for a stable volume profile. PRINCIPLES Binning: The last Lookback bars are split into price bins sized by ATR. A bar contributes volume to a bin if its high/low spans that bin’s midpoint. Delta Volume: Volume added to Buy if close ≥ open, otherwise to Sell. Zone delta = Buy − Sell and Δ% = Δ / (Buy+Sell). Custom MFI: MFI = 100 - 100 / (1 + Sum(Vol*UpFlow) / Sum(Vol*DownFlow)), where Up/DownFlow are HLC3 when change(HLC3) > 0 or < 0, otherwise 0. MFI is then clamped to the user thresholds for on-chart placement. HOW TO USE Choose a Lookback that captures the swing you care about (e.g., 200–400 bars). Watch Δ labels at each zone: strong positive Δ near 0.382/0.618 often supports continuation; negative Δ there can hint at fade/reversion. Use the MFI dot: leaning toward the top of the range with MFI > 50 = pressure up; drifting to the bottom with MFI < 50 = pressure down. Nudge Circle/Label X offsets so they don’t overlap price. SETTINGS Calculation: Lookback Bars, ATR Length MFI: MFI Length, Upper/Lower thresholds Plot & Labels: Fibo Line Width, Show Fibo % Labels, Show Zone Δ Volume, MFI Circle X Offset, MFI Label X Offset NOTES Works best on symbols with reliable volume (spot/centralized venues). Bin sizing is ATR-based; extremely tight ranges may need a longer lookback or shorter ATR. Draws only on the last bar (no historical spam) for speed and clarity. SUMMARY This indicator combines a Fibonacci volume profile with a custom MFI overlay, giving you a dual read on where volume is concentrated and whether momentum is favoring buyers or sellers. It’s a visual, on-chart tool for spotting high-probability zones and confirming trend pressure without leaving the price pane. DISCLAIMER This tool is for education and research only—not financial advice. Past performance doesn’t guarantee future results. Trade responsibly.
Pine Script® indicator
by julzALGO
Premium Fibonacci Entry Bands [Mark804 Pro]🚀 Premium Fibonacci Entry Bands Pro - Advanced Trading System for TradingView 🚀 Unlock Precision Trading with Smart Fibonacci Zones + Volume-Confirmed Signals! 🔥 Why This Indicator Stands Out: ✅ Multi-Layer Confirmation: Combines Fibonacci bands, trend analysis, and volume spikes for high-probability entries ✅ 3-Stage Signal System: Aggressive (A), Strong (S), and Exit signals for optimal risk management ✅ Institutional-Grade Filters: 200 EMA trend filter + volume confirmation reduces false signals ✅ Visual Hierarchy: Color-coded bands + distinct shapes (▲ ▼ ✖) for instant signal recognition ✅ Fully Customizable: Adjust sensitivity, toggle features, and adapt to any trading style 💡 Perfect For: • Swing traders looking for mean-reversion opportunities • Trend followers wanting confirmed breakouts • Day traders needing clear entry/exit levels • Risk-averse investors using the built-in exit system 📈 How It Works: Fibonacci Bands identify overextended price levels Trend Filter keeps you trading in the right direction Volume Spikes confirm strong institutional participation Smart Exits lock in profits before reversals 🔍 SEO-Optimized Keywords: "Best Fibonacci Trading Indicator", "Smart Mean Reversion Strategy", "Volume Confirmed Trading Signals", "Professional TradingView Tools", "Trend Following System", "Low Risk Entry Points", "Institutional Trading Algorithm", "Swing Trading Indicator", "Day Trading Signals", "Price Action Confirmation" ✨ Why Traders Love It: "Finally a Fibonacci indicator that combines math with market context! The volume confirmation makes all the difference." - Verified User 📲 Get an Edge in Any Market Condition! 👉 Install Now to transform how you trade with institution-grade confirmation logic 👈 🔗 Pro Tip: Pair with RSI or MACD for even higher accuracy in ranging markets!
Pine Script® indicator
by Mark804
Multi-Layer Volume Profile [Mark804]Multi-Layer Volume Profile – Advanced Volume-by-Price Analysis for Trading Precision Multi-Layer Volume Profile is a powerful and free TradingView® Pine Script® indicator that offers a multi-horizon view of market volume dynamics. By stacking up to four distinct volume profiles—Full Period, Half-Length, Quarter-Length, and One-Eighth-Length—it enables traders to detect structural confluence across timeframes with ease and clarity Key Features: Layered Volume Breakdown: Each profile represents a different lookback duration. This layered approach helps identify overlapping patterns like POCs (Points of Control) across timescales—critical for spotting strong support/resistance levels. Custom Bin Resolution: Offers adjustable bin granularity—from highly detailed (many bins) to smoother overview (fewer bins)—tailoring visual clarity to your strategy. Precise POC Highlighting: The Point of Control—where trading volume peaks—is displayed as a thick blue line, serving as a focal anchor for trade decisions Volume Labels & Delta: Each profile shows: Total Volume: Cumulative trade volume for the profile range. Delta Volume: Buyers minus sellers, indicating directional bias (positive = bullish, negative = bearish) Range Boundaries: Clearly defined high and low price lines for each layer mark zones of potential price reaction, acting as dynamic support/resistance levels Suggested Use Cases: Identify Acceptance Zones: Dense, “thick” volume areas where the market reached consensus—ideal for building positions or entries Spot Rejection Areas: Sparse volume bands that often signal price will be rejected—excellent for stop placements or breakout entries Delta Confirmation: Use volume delta to confirm the strength and direction of potential breakouts or reversals Multi-Timeframe Confluence: Overlapping POC levels across layers highlight robust zones of support/resistance, enhancing confidence in trade setups
Pine Script® indicator
by Mark804
TSI Indicator with Trailing StopAuthor: ProfitGang Type: Indicator (visual + alerts). No orders are executed. What it does This tool combines the True Strength Index (TSI) with a simple tick-based trailing stop visualizer. It plots buy/sell markers from a TSI cross with momentum confirmation and, if enabled, draws a trailing stop line that “ratchets” in your favor. It also shows a compact info table (position state, entry price, trailing status, and unrealized ticks). Signal logic (summary) TSI is computed with double EMA smoothing (user lengths). Signals: Buy when TSI crosses above its signal line and momentum (TSI–Signal histogram) improves, with TSI above your Buy Threshold. Sell when TSI crosses below its signal line and momentum weakens, with TSI below your Sell Threshold. Confirmation: Optional “Confirm on bar close” setting evaluates signals on closed bars to reduce repaint risk. Trailing stop (visual only) Units are ticks (uses the symbol’s min tick). Start Trailing After (ticks): activates the trail only once price has moved in your favor by the set amount. Trailing Stop (ticks): distance from price once active. For longs: stop = close - trail; it never moves down. For shorts: stop = close + trail; it never moves up. Exits shown on chart when the trailing line is touched or an opposite signal occurs. Note: This is a simulation for visualization and does not place, manage, or guarantee broker orders. Inputs you can tune TSI Settings: Long Length, Short Length, Signal Length, Buy/Sell thresholds, Confirm on Close. Trailing Stop: Start Trailing After (ticks), Trailing Stop (ticks), Show/Hide trailing lines. Display: Toggle chart signals, info table, and (optionally) TSI plots on the price chart. Alerts included TSI Buy / TSI Sell Long/Short Trailing Activated Long/Short Trail Exit Tips for use Timeframes/markets: Works on any symbol/timeframe that reports a valid min tick. If your market has large ticks, adjust the tick inputs accordingly. TSI view: By default, TSI lines are hidden to avoid rescaling the price chart. Enable “Show TSI plots on price chart” if you want to see the oscillator inline. Non-repainting note: With Confirm on bar close enabled, signals are evaluated on closed bars. Intrabar previews can change until the bar closes—this is expected behavior in TradingView. Limitations This is an indicator for education/research. It does not execute trades, and visuals may differ from actual broker fills. Performance varies by market conditions; thresholds and trail settings should be tested by the user. Disclaimer Nothing here is financial advice. Markets involve risk, including possible loss of capital. Always do your own research and test on a demo before using any tool in live trading. — ProfitGang
Pine Script® indicator
by profitgang
FVG Zones detector by ghk//@version=5 indicator("FVG Zones ", overlay=true, max_boxes_count=500, max_labels_count=500) // --- FVG conditions (3-candle rule) bullishFVG = low > high // gap below => bullish FVG (top = low , bottom = high ) bearishFVG = high < low // gap above => bearish FVG (top = low , bottom = high ) // --- Arrays to store created objects var box bullBoxes = array.new_box() var box bearBoxes = array.new_box() var label bullLabels = array.new_label() var label bearLabels = array.new_label() // --- Create bullish FVG (box top must be > bottom) if bullishFVG bBox = box.new(left=bar_index , top=low , right=bar_index, bottom=high , border_color=color.green, bgcolor=color.new(color.green, 85)) array.push(bullBoxes, bBox) bLabel = label.new(x=bar_index , y=low , text="UNFILLED", style=label.style_label_up, color=color.green, textcolor=color.white, size=size.tiny) array.push(bullLabels, bLabel) // --- Create bearish FVG (box top must be > bottom) if bearishFVG sBox = box.new(left=bar_index , top=low , right=bar_index, bottom=high , border_color=color.red, bgcolor=color.new(color.red, 85)) array.push(bearBoxes, sBox) sLabel = label.new(x=bar_index , y=high , text="UNFILLED", style=label.style_label_down, color=color.red, textcolor=color.white, size=size.tiny) array.push(bearLabels, sLabel) // --- Extend bullish boxes to the right and remove when filled if array.size(bullBoxes) > 0 for i = 0 to array.size(bullBoxes) - 1 bx = array.get(bullBoxes, i) if not na(bx) box.set_right(bx, bar_index) if low <= box.get_bottom(bx) // filled when price trades into/below bottom box.delete(bx) array.set(bullBoxes, i, na) lb = array.get(bullLabels, i) if not na(lb) label.delete(lb) array.set(bullLabels, i, na) // --- Extend bearish boxes to the right and remove when filled if array.size(bearBoxes) > 0 for i = 0 to array.size(bearBoxes) - 1 bx = array.get(bearBoxes, i) if not na(bx) box.set_right(bx, bar_index) if high >= box.get_top(bx) // filled when price trades into/above top box.delete(bx) array.set(bearBoxes, i, na) lb = array.get(bearLabels, i) if not na(lb) label.delete(lb) array.set(bearLabels, i, na)
Pine Script® indicator
by girihk7
Signal Stack MeterWhat it is A lightweight “go or no‑go” meter that combines your manual read of Structure, Location, and Momentum with automatic context from volatility and macro timing. It surfaces a single, tradeable answer on the chart: OK to engage or Standby. Why traders like it You keep your discretion and nuance, and the meter adds guardrails. It prevents good trade ideas from being executed in the wrong conditions. What it measures Manual buckets you set each day: Structure, Location, Momentum from 0 to 2 Volatility from VIX, term structure, ATR 5 over 60, and session gaps Time windows for CPI, NFP, and FOMC with ET inputs and an exchange‑offset Total score and a simple gate: threshold plus a “strong bucket” rule you choose How to use in 30 seconds Pick a preset for your market. Set Structure, Location, Momentum to 0, 1, or 2. Leave defaults for the auto metrics while you get a feel. Read the header. When it says OK to engage, you have both your read and the context. Defaults we recommend OK threshold: 5 Strong bucket rule: Either Structure or Location equals 2 VIX triggers: 22 and 1.25× the 20‑SMA Term mode: Diff at 0.00 tolerance. Ratio mode at 1.00+ is available ATR 5/60 defense: 1.25. Offense cue: 0.85 or lower ATR smoothing: 1 Gap mode: RTH with 0.60× ATR5 wild gap. ON wild range at 0.80× ATR5 CPI window 08:25 to 08:40 ET. FOMC window 13:50 to 14:30 ET ET to exchange offset: −60 for CME index futures. Set to 0 for NYSE symbols like SPY Alert cadence: Once per RTH session. Snooze first 30 minutes optional New since the last description Parity with Defense Mode for presets, sessions, ratio vs diff term mode, ATR smoothing, RTH‑key cadence, and snooze options Event windows in ET with a simple offset to your exchange time Alternate row backgrounds and full color control for readability Exposed series for automation: EngageOK(1=yes) plus TotalScore Debug toggle to see ATR ratio, term, and gap measurements directly Notes Dynamic alerts require “Any alert() function call”. The meter is designed to sit opposite Defense Mode on the chart. Use the position input to avoid overlap.
Pine Script® indicator
by Uplift32
Watermark [TakingProphets] Watermark A fully customizable watermark & chart info panel to keep your charts branded, organized, and informative — without clutter. Special thanks to for inspiring the original concept that led to this expanded version. 📌 Overview Perfect for: Traders who stream, record, or share charts Keeping essential info (symbol, TF, date, price) visible Intraday traders who want day-of-week labels without messy vertical lines ✨ Key Features 1. Personal Watermark Custom text, colors, size, opacity Position anywhere: Top, Middle, Bottom × Left, Center, Right Alignment options: left, center, right Optional border with adjustable color or hide completely 2. Chart Info Panel Show any combination of: Custom text Symbol Timeframe (auto-formatted) Date (MM-DD-YYYY) Last price Day of the week Position independently from watermark Adjustable background opacity 3. Day-of-Week Labels Labels Sunday → Saturday at session start or midday Works on intraday ≤ 15m timeframes Option to hide weekends Place labels Top or Bottom ⚙️ How to Use Enable Watermark → Personal Watermark Settings → Toggle Show Watermark, enter your text, style it. Set Up Info Panel → Chart Information Panel → Select details, choose position, adjust style. Add Day Labels → Day of Week Labels Settings → Turn on for intraday charts. 💡 Tips Lower background opacity for a subtle look. Use bright colors for streaming so your brand stands out. Hide unused features to keep charts clean & fast. 🙏 Acknowledgments This script’s concept was inspired by toodegrees. Developed by TakingProphets — tools for traders who value clarity, precision, and style. ⚠️ Disclaimer: This script is for informational purposes only. It is not financial advice. Always trade responsibly and manage your risk.
Pine Script® indicator
by TakingProphets
ECG chart - mauricioofsousaMGO Primary – Matriz Gráficos ON The Blockchain of Trading applied to price behavior The MGO Primary is the foundation of Matriz Gráficos ON — an advanced graphical methodology that transforms market movement into a logical, predictable, and objective sequence, inspired by blockchain architecture and periodic oscillatory phenomena. This indicator replaces emotional candlestick reading with a mathematical interpretation of price blocks, cycles, and frequency. Its mission is to eliminate noise, anticipate reversals, and clearly show where capital is entering or exiting the market. What MGO Primary detects: Oscillatory phenomena that reveal the true behavior of orders in the book: RPA – Breakout of Bullish Pivot RPB – Breakout of Bearish Pivot RBA – Sharp Bullish Breakout RBB – Sharp Bearish Breakout Rhythmic patterns that repeat in medium timeframes (especially on 12H and 4H) Wave and block frequency, highlighting critical entry and exit zones Validation through Primary and Secondary RSI, measuring the real strength behind movements Who is this indicator for: Traders seeking statistical clarity and visual logic Operators who want to escape the subjectivity of candlesticks Anyone who values technical precision with operational discipline Recommended use: Ideal timeframes: 12H (high precision) and 4H (moderate intensity) Recommended assets: indices (e.g., NASDAQ), liquid stocks, and futures Combine with: structured risk management and macro context analysis Real-world performance: The MGO12H achieved a 92% accuracy rate in 2025 on the NASDAQ, outperforming the average performance of major global quantitative strategies, with a net score of over 6,200 points for the year.
Pine Script® indicator
by mauricio_of_sousa
The Daily Bias Dashboard📜 Overview This indicator is a powerful statistical tool designed to provide traders with a probable Daily Bias based on historical price action. It is built upon the concepts of Quarterly Theory, which divides the 24-hour trading day into 4 distinct sessions to analyze market behavior. This tool analyzes how the market has behaved in the past to give you a statistical edge. It answers the question: "Based on the last X number of days, what is the most likely way the price will move during the Newyork AM & PM Sessions based on Asian & London Sessions?" ⚙️ How It Works The indicator divides the 24-hour day (based on the America/New_York timezone) into two 12-hour halves: First Half - 12 Hour Candle: The Accumulation/Manipulation or Asian/London Sessions (6 PM to 6 AM NY Time) This period covers the Asian session and the start of the London session. The indicator's only job here is to identify the highest high and lowest low of this 12-hour block, establishing the initial daily range. Second Half - 12 Hour Candle: The Distribution/Continuation or NY AM/PM Sessions (6 AM to 6 PM NY Time) This period covers the main London session and the full New York session. The indicator actively watches to see if, and in what order, the price breaks out of the range established in Session 1 (FIrst Half of the day). By tracking this behavior over hundreds of days, the indicator compiles statistics on four possible daily scenarios. 📊 The Four Scenarios & The Dashboard The indicator presents its findings in a clean, easy-to-read dashboard, calculating the historical probability of each of the following scenarios: ↓ Low, then ↑ High: The price first breaks the low of Session 1 (often a liquidity sweep or stop hunt) before reversing to break the high of Session 1. This suggests a "sweep and reverse" bullish day. ↑ High, then ↓ Low: The price first breaks the high of Session 1 before reversing to break the low of Session 1. This suggests a "sweep and reverse" bearish day. One-Sided Breakout: The price breaks only one of the boundaries (either the high or the low) and continues in that direction without taking the other side. This indicates a strong, trending day. No Breakout (Inside Bar): The price fails to break either the high or the low of Session 1, remaining contained within its range. This indicates a day of consolidation and low volatility. 🧠 How to Use This Indicator This is a confluence tool, not a standalone trading system. Its purpose is to help you frame a high-probability narrative for the trading day. Establish a Bias: Start checking the dashboard at 06:00 AM Newyork time, which is the start of next half day trading session. If one scenario has a significantly higher probability (e.g., "One-Sided Breakout" at 89%), you have a statistically-backed directional bias in the direction of Breakout. 🔧 Features & Settings Historical Days to Analyze: Set how many past days the indicator should use for its statistical analysis (default is 500). Session Timezone : The calculation is locked to America/New_York as it is central to the Quarterly Theory concept, but this setting ensures correct alignment. Dashboard Display: Fully customize the on-screen table, including its position and text size, or hide it completely. ⚠️ Important Notes For maximum accuracy, use this indicator on hourly (H1) or lower timeframes. The statistical probabilities are based on past performance and are not a guarantee of future results. This tool is designed to sharpen your analytical skills and provide a robust, data-driven framework for your daily trading decisions. Use it to build confidence in your directional bias and to better understand the rhythm of the market. Disclaimer: This indicator is for educational and informational purposes only and does not constitute financial advice. All trading involves risk.
Pine Script® indicator
by traderprimez
Razor Precision — Buy/SellRazor Precision Stock Action Indicator The Razor Precision indicator is an advanced, multi-layered market analysis tool designed for traders who demand accuracy and alignment across multiple timeframes. It combines price action, moving average crossovers, volume confirmation, swing structure mapping, and indicator confluence (RSI, MACD, ATR, OBV) to generate actionable buy/sell strength ratings. Key Features: Price Action Detection: Identifies higher highs/lows (uptrend) and lower highs/lows (downtrend). MA Crossover Momentum: Monitors 50/200 moving average crossovers to detect trend shifts. Volume Surge Analysis: Confirms breakouts or pullbacks with significant volume spikes. Swing Structure Tracking: Maps internal/external breaks to align with Smart Money Concepts. Indicator Confluence: Aggregates signals from RSI, MACD, ATR, and OBV for precision confirmation. Multi-Timeframe Alignment: Compares trends across 15m, 1H, 4H, and Daily charts for stacked or conflicting signals. Strength Levels: Signals range from SELL, STRONG SELL, ULTRA STRONG SELL to BUY, STRONG BUY, ULTRA STRONG BUY. Dynamic Table Display: Updates every 5 minutes or when overall action changes, showing per-timeframe analysis and the aggregated decision. Ideal for swing traders, scalpers, and intraday momentum players who want high-confidence trade direction filtered through multiple technical layers.
Pine Script® indicator
by srinageshuppuluri