LEGEND IsoPulse Fusion Universal Volume Trend Buy Sell RadarLEGEND IsoPulse Fusion • Universal Volume Trend Buy Sell Radar
One line summary
LEGEND IsoPulse Fusion reads intent from price and volume together, learns which features matter most on your symbol, blends them into a single signed Fusion line in a stable unit range, and emits clear Buy Sell Close events with a structure gate and a liquidity safety gate so you act only when the tape is favorable.
What this script is and why it exists
Many traders keep separate windows for trend, volume, volatility, and regime filters. The result can feel fragmented. This script merges two complementary engines into one consistent view that is easy to read and simple to act on.
LEGEND Tensor estimates directional quality from five causally computed features that are normalized for stationarity. The features are Flow, Tail Pressure with Volume Mix, Path Curvature, Streak Persistence, and Entropy Order.
IsoPulse transforms raw volume into two decaying reservoirs for buy effort and sell effort using body location and wick geometry, then measures price travel per unit volume for efficiency, and detects volume bursts with a recency memory.
Both engines are mapped into the same unit range and fused by a regime aware mixer. When the tape is orderly the mixer leans toward trend features. When the tape is messy but a true push appears in volume efficiency with bursts the mixer allows IsoPulse to speak louder. The outcome is a single Fusion line that lives in a familiar range with calm behavior in quiet periods and expressive pushes when energy concentrates.
What makes it original and useful
Two reservoir volume split . The script assigns a portion of the bar volume to up effort and down effort using body location and wick geometry together. Effort decays through time using a forgetting factor so memory is present without becoming sticky.
Efficiency of move . Price travel per unit volume is often more informative than raw volume or raw range. The script normalizes both sides and centers the efficiency so it becomes signed fuel when multiplied by flow skew.
Burst detection with recency memory . Percent rank of volume highlights bursts. An exponential memory of how recently bursts clustered converts isolated blips into useful context.
Causal adaptive weighting . The LEGEND features do not receive static weights. The script learns, causally, which features have correlated with future returns on your symbol over a rolling window. Only positive contributions are allowed and weights are normalized for interpretability.
Regime aware fusion . Entropy based order and persistence create a mixer that blends IsoPulse with LEGEND. You see a single line rather than two competing panels, which reduces decision conflict.
How to read the screen in seconds
Fusion area . The pane fills above and below zero with a soft gradient. Deeper fill means stronger conviction. The white Fusion line sits on top for precise crossings.
Entry guides and exit guides . Two entry guides draw symmetrically at the active fused entry level. Two exit guides sit inside at a fraction of the entry. Think of them as an adaptive envelope.
Letters . B prints once when the script flips from flat to long. S prints once when the script flips from flat to short. C prints when a held position ends on the appropriate side. T prints when the structure gate first opens. A prints when the liquidity safety flag first appears.
Price bar paint . Bars tint green while long and red while short on the chart to mirror your virtual position.
HUD . A compact dashboard in the corner shows Fusion, IsoPulse, LEGEND, active entry and exit levels, regime status, current virtual position, and the vacuum z value with its avoid threshold.
What signals actually mean
Buy . A Buy prints when the Fusion line crosses above the active entry level while gates are open and the previous state was flat.
Sell . A Sell prints when the Fusion line crosses below the negative entry level while gates are open and the previous state was flat.
Close . A Close prints when Fusion cools back inside the exit envelope or when an opposite cross would occur or when a gate forces a stop, and the previous state was a hold.
Gates . The Trend gate requires sufficient entropy order or significant persistence. The Avoid gate uses a liquidity vacuum z score. Gates exist to protect you from weak tape and poor liquidity.
Inputs and practical tuning
Every input has a tooltip in the script. This section provides a concise reference that you can keep in mind while you work.
Setup
Core window . Controls statistics across features. Scalping often prefers the thirties or low fifties. Intraday often prefers the fifties to eighties. Swing often prefers the eighties to low hundreds. Smaller responds faster with more noise. Larger is calmer.
Smoothing . Short EMA on noisy features. A small value catches micro shifts. A larger value reduces whipsaw.
Fusion and thresholds
Weight lookback . Sample size for weight learning. Use at least five times the horizon. Larger is slower and more confident. Smaller is nimble and more reactive.
Weight horizon . How far ahead return is measured to assess feature value. Smaller favors quick reversion impulses. Larger favors continuation.
Adaptive thresholds . Entry and exit levels from rolling percentiles of the absolute LEGEND score. This self scales across assets and timeframes.
Entry percentile . Eighty selects the top quintile of pushes. Lower to seventy five for more signals. Raise for cleanliness.
Exit percentile . Mid fifties keeps trades honest without overstaying. Sixty holds longer with wider give back.
Order threshold . Minimum structure to trade. Zero point fifteen is a reasonable start. Lower to trade more. Raise to filter chop.
Avoid if Vac z . Liquidity safety level. One point two five is a good default on liquid markets. Thin markets may prefer a slightly higher setting to avoid permanent avoid mode.
IsoPulse
Iso forgetting per bar . Memory for the two reservoirs. Values near zero point nine eight to zero point nine nine five work across many symbols.
Wick weight in effort split . Balance between body location and wick geometry. Values near zero point three to zero point six capture useful behavior.
Efficiency window . Travel per volume window. Lower for snappy symbols. Higher for stability.
Burst percent rank window . Window for percent rank of volume. Around one hundred to three hundred covers most use cases.
Burst recency half life . How long burst clusters matter. Lower for quick fades. Higher for cluster memory.
IsoPulse gain . Pre compression gain before the atan mapping. Tune until the Fusion line lives inside a calm band most of the time with expressive spikes on true pushes.
Continuation and Reversal guides . Visual rails for IsoPulse that help you sense continuation or exhaustion zones. They do not force events.
Entry sensitivity and exit fraction
Entry sensitivity . Loose multiplies the fused entry level by a smaller factor which prints more trades. Strict multiplies by a larger factor which selects fewer and cleaner trades. Balanced is neutral.
Exit fraction . Exit level relative to the entry level in fused unit space. Values around one half to two thirds fit most symbols.
Visuals and UX
Columns and line . Use both to see context and precise crossings. If you present a very clean chart you can turn columns off and keep the line.
HUD . Keep it on while you learn the script. It teaches you how the gates and thresholds respond to your market.
Letters . B S C T A are informative and compact. For screenshots you can toggle them off.
Debug triggers . Show raw crosses even when gates block entries. This is useful when you tune the gates. Turn them off for normal use.
Quick start recipes
Scalping one to five minutes
Core window in the thirties to low fifties.
Horizon around five to eight.
Entry percentile around seventy five.
Exit fraction around zero point five five.
Order threshold around zero point one zero.
Avoid level around one point three zero.
Tune IsoPulse gain until normal Fusion sits inside a calm band and true squeezes push outside.
Intraday five to thirty minutes
Core window around fifty to eighty.
Horizon around ten to twelve.
Entry percentile around eighty.
Exit fraction around zero point five five to zero point six zero.
Order threshold around zero point one five.
Avoid level around one point two five.
Swing one hour to daily
Core window around eighty to one hundred twenty.
Horizon around twelve to twenty.
Entry percentile around eighty to eighty five.
Exit fraction around zero point six zero to zero point seven zero.
Order threshold around zero point two zero.
Avoid level around one point two zero.
How to connect signals to your risk plan
This is an indicator. You remain in control of orders and risk.
Stops . A simple choice is an ATR multiple measured on your chart timeframe. Intraday often prefers one point two five to one point five ATR. Swing often prefers one point five to two ATR. Adjust to symbol behavior and personal risk tolerance.
Exits . The script already prints a Close when Fusion cools inside the exit envelope. If you prefer targets you can mirror the entry envelope distance and convert that to points or percent in your own plan.
Position size . Fixed fractional or fixed risk per trade remains a sound baseline. One percent or less per trade is a common starting point for testing.
Sessions and news . Even with self scaling, some traders prefer to skip the first minutes after an open or scheduled news. Gate with your own session logic if needed.
Limitations and honest notes
No look ahead . The script is causal. The adaptive learner uses a shifted correlation, crosses are evaluated without peeking into the future, and no lookahead security calls are used. If you enable intrabar calculations a letter may appear then disappear before the close if the condition fails. This is normal for any cross based logic in real time.
No performance promises . Markets change. This is a decision aid, not a prediction machine. It will not win every sequence and it cannot guarantee statistical outcomes.
No dependence on other indicators . The chart should remain clean. You can add personal tools in private use but publications should keep the example chart readable.
Standard candles only for public signals . Non standard chart types can change event timing and produce unrealistic sequences. Use regular candles for demonstrations and publications.
Internal logic walkthrough
LEGEND feature block
Flow . Current return normalized by ATR then smoothed by a short EMA. This gives directional intent scaled to recent volatility.
Tail pressure with volume mix . The relative sizes of upper and lower wicks inside the high to low range produce a tail asymmetry. A volume based mix can emphasize wick information when volume is meaningful.
Path curvature . Second difference of close normalized by ATR and smoothed. This captures changes in impulse shape that can precede pushes or fades.
Streak persistence . Up and down close streaks are counted and netted. The result is normalized for the window length to keep behavior stable across symbols.
Entropy order . Shannon entropy of the probability of an up close. Lower entropy means more order. The value is oriented by Flow to preserve sign.
Causal weights . Each feature becomes a z score. A shifted correlation against future returns over the horizon produces a positive weight per feature. Weights are normalized so they sum to one for clarity. The result is angle mapped into a compact unit.
IsoPulse block
Effort split . The script estimates up effort and down effort per bar using both body location and wick geometry. Effort is integrated through time into two reservoirs using a forgetting factor.
Skew . The reservoir difference over the sum yields a stable skew in a known range. A short EMA smooths it.
Efficiency . Move size divided by average volume produces travel per unit volume. Normalization and centering around zero produce a symmetric measure.
Bursts and recency . Percent rank of volume highlights bursts. An exponential function of bars since last burst adds the notion of cluster memory.
IsoPulse unit . Skew multiplied by centered efficiency then scaled by the burst factor produces the raw IsoPulse that is angle mapped into the unit range.
Fusion and events
Regime factor . Entropy order and streak persistence form a mixer. Low structure favors IsoPulse. Higher structure favors LEGEND. The blend is convex so it remains interpretable.
Blended guides . Entry and exit guides are blended in the same way as the line so they stay consistent when regimes change. The envelope does not jump unexpectedly.
Virtual position . The script maintains state. Buy and Sell require a cross while flat and gates open. Close requires an exit or force condition while holding. Letters print once at the state change.
Disclosures
This script and description are educational. They do not constitute investment advice. Markets involve risk. You are responsible for your own decisions and for compliance with local rules. The logic is causal and does not look ahead. Signals on non standard chart types can be misleading and are not recommended for publication. When you test a strategy wrapper, use realistic commission and slippage, moderate risk per trade, and enough trades to form a meaningful sample, then document those assumptions if you share results.
Closing thoughts
Clarity builds confidence. The Fusion line gives a single view of intent. The letters communicate action without clutter. The HUD confirms context at a glance. The gates protect you from weak tape and poor liquidity. Tune it to your instrument, observe it across regimes, and use it as a consistent lens rather than a prediction oracle. The goal is not to trade every wiggle. The goal is to pick your spots with a calm process and to stand aside when the tape is not inviting.
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Candle Partition Statistics with IQV and Chi2NOTE: THE FORMULA IN THE CHART IS NOT PART OF THE CODE
This Pine Script calculates statistical measures for candle partitions based on whether a candle is bullish or bearish and whether the price is above or below an EMA. It evaluates statistical properties such as the Index of Qualitative Variation (IQV) and the Chi-Square (χ²) statistic to assess variations in price action.
Concept of Index of Qualitative Variation (IQV)
IQV is a statistical measure used to quantify the diversity or dispersion of categorical variables. In this script, it is used to measure how evenly the four categories of candles (green above EMA, red above EMA, green below EMA, red below EMA) are distributed.
Purpose of IQV in the Script:
IQV ranges from 0 to 1, where 0 indicates no variation (one category dominates) and 1 indicates maximum variation (categories are equally distributed).
A high IQV suggests balanced distributions of bullish/bearish candles above/below the EMA, indicating market uncertainty or mixed sentiment.
A low IQV suggests dominance of a particular candle type, indicating a strong trend.
Concept of Chi-Square (χ²) Test
Chi-square (χ²) is a statistical test that measures the difference between expected and observed frequencies of categorical data. It assesses whether short-term price behavior significantly deviates from historical trends.
Purpose of Chi-Square in the Script:
A high χ² value means that short-term candle distributions are significantly different from historical patterns, indicating potential trend shifts.
If χ² exceeds a predefined significance threshold (chi_threshold), an alert (Chi² Alert!) is triggered.
It helps traders identify periods where recent price behavior deviates from historical norms, possibly signaling trend reversals or market regime changes.
Key Takeaways:
IQV helps measure the diversity of price action, detecting whether the market is balanced or trending.
Chi-square (χ²) identifies significant deviations in short-term price behavior compared to long-term trends.
Both metrics together provide insights into whether the market is stable, trending, or shifting.
The Nasan C-score enhances trend strength by incorporating volatility. It is calculated as:
enhanced_t_s =(𝑡𝑠 × avg_movement x 100)/SMA(𝑐lose)
Key Components:
𝑡𝑠 : Measures trend strength based on price movements relative to EMA.
ts=green_EMAup_a+0.5×red_EMAup_a−(0.5×green_EMAdown_a+red_EMAdown_a)
avg_movement: The SMA of absolute close-open differences, capturing volatility.
Normalization: The division by SMA(close) adjusts the score relative to price levels.
Purpose of the Nasan C-score
Enhanced Trend Strength
It amplifies the trend strength value by factoring in volatility (price movement).
If price volatility is high, trend strength variations have a greater impact.
Volatility-Adjusted Momentum
By scaling 𝑡𝑠 with average movement, the score adjusts to changing price dynamics.
Higher price fluctuations lead to a higher score, making trend shifts more prominent.
How It Can Be Used in Trading
Higher values of Nasan C-score indicate strong bullish or bearish trends.
Comparing it with past values helps determine whether momentum is increasing or fading.
Thresholds can be set to identify significant trend shifts based on historical highs and lows.
Buy&Sell Hollow CandlesThe Hollow Candles Script is a type of candlestick analysis script designed to highlight the following:
Purpose of the Script: This script provides the user with buy and sell signals based on candlesticks that show an upward or downward reversal.
Mechanism of the Script: When a hollow (unfilled) red candle appears, it signals a potential entry, provided that this candle is at a low point, following a series of red candles with higher volume than previous days. Similarly, it gives a sell signal when a green candle appears at a peak with high sell volume surpassing that of prior days. However, the appearance of these candles alone should not prompt an immediate buy or sell; you should wait for a confirming candle to validate the signal.
Sideways Movement Caution: If these signals appear during a sideways or flat trend, it is not advisable to proceed with buying or selling.
Chart Insights: The chart demonstrates certain buy and sell operations along with some non-ideal signals where decision-making should be based on fundamental analytical experience.
TrendYFriend Description
This script is designed for automatic trendline plotting and generating alerts for key market events: retests and trendline breakouts. Using trendlines is one of the core methods of technical analysis, helping traders to identify the current market trend and open positions in its direction. The script is based on detecting pivot points and connecting them with trendlines, which helps visualize important support and resistance levels.
Importance of Trading with the Trend
Trend trading is one of the most reliable and time-tested approaches in trading. The main principle is that a trend is more likely to continue than to reverse. Following the trend allows traders to enter positions when the probability of further movement in the direction of the trend is high. By trading with the trend, traders can capture prolonged market movements, reducing risk and increasing profit potential.
Opening Positions from Trendlines
Trendlines help identify key levels from which price may either bounce or break through. Upward trendlines serve as dynamic support levels, while downward lines act as resistance levels. It’s important to understand that trendline retests can provide a signal to enter trades in the direction of the primary trend. Conversely, a trendline breakout may signal a trend reversal or correction, which is also an important trading signal.
Main Features of the Script:
1. **Automatic Trendline Drawing** — connecting key pivot points and displaying upward and downward trends on the chart.
2. **Alerts for Retests and Breakouts** — generating signals when the price touches (retest) or breaks through a trendline.
- **Retest of Uptrend Line** — a signal of a potential bounce from support and continuation of the upward trend.
- **Retest of Downtrend Line** — a signal of a potential bounce from resistance in a downward trend.
- **Breakout of Uptrend Line** — a signal of a potential reversal or correction of the upward trend.
- **Breakout of Downtrend Line** — a signal of a potential reversal or continuation of the downward trend.
How to Use the Script:
1. Apply the script to the chart.
2. When an alert triggers, pay attention to the current market situation and verify if the signal aligns with your trading strategy.
3. Open positions in the direction of the trend during retests, or exit trades if a trendline breakout occurs.
Jason's Simple Moving Averages WaveUnderstanding the Script:
Purpose: This script identifies potential trend direction and momentum using a moving average and wave amplitude calculation. It shows a green line when the price is trending upwards and a red line when trending downwards.
Strategy: This script doesn't provide a complete trading strategy. It's an indicator designed to be used alongside other tools.
Parameters: You can adjust the "Moving Average Length" input to change the sensitivity of the indicator. A shorter length will react quicker to price changes, while a longer length will be smoother but less responsive.
How to Use it:
Load the Script: In TradingView, navigate to the indicator creation section and paste the provided script code.
Adjust Parameters: Set the "Moving Average Length" based on your preferred timeframe and trading style.
Combine with Other Tools: Use the indicator along with other technical indicators or price action analysis to confirm potential entry and exit points for trades.
Here are some additional points to consider:
Crossovers: You could look for buy signals when the price crosses above the green line and sell signals when it crosses below the red line. However, these can be prone to false signals.
Divergence: Look for divergences between the price movement and the wave indicator. For example, a rising price with a falling wave could indicate overbought conditions and a potential reversal.
Confirmation: Don't rely solely on this indicator. Use it alongside other confirmations from price action, volume analysis, or other indicators to identify higher probability trades.
Important Note:
ET's FlagsPurpose:
This Pine Script is designed for the TradingView platform to identify and visually highlight specific technical chart patterns known as "Bull Flags" and "Bear Flags" on financial charts. These patterns are significant in trading as they can indicate potential continuation trends after a brief consolidation. The script includes mechanisms to manage signal frequency through a cooldown period, ensuring that the trading signals are not excessively frequent and are easier to interpret.
Functionality:
Input Parameters:
flagpole_length: Defines the number of bars to consider when identifying the initial surge in price, known as the flagpole.
flag_length: Determines the number of bars over which the flag itself is identified, representing a period of consolidation.
percent_change: Sets the minimum percentage change required to validate the presence of a flagpole.
cooldown_period: Specifies the number of bars to wait before another flag can be identified, reducing the risk of overlapping signals.
Percentage Change Calculation:
The script calculates the percentage change between two price points using a helper function percentChange(start, end). This function is crucial for determining whether the price movement within the specified flagpole_length meets the threshold set by percent_change, thus qualifying as a potential flagpole.
Flagpole Identification:
Bull Flagpole: Identified by finding the lowest close price over the flagpole_length and determining if the subsequent price rise meets or exceeds the specified percent_change.
Bear Flagpole: Identified by finding the highest close price over the flagpole_length and checking if the subsequent price drop is sufficient as per the percent_change.
Flag Identification:
After identifying a flagpole, the script assesses if the price action within the next flag_length bars consolidates in a manner that fits a flag pattern. This involves checking if the price fluctuation stays within the bounds set by the percent_change.
Signal Plotting:
If a bull or bear flag pattern is confirmed, and the cooldown period has passed since the last flag of the same type was identified, the script plots a visual shape on the chart:
Green shapes below the price bar for Bull Flags.
Red shapes above the price bar for Bear Flags.
Line Drawing:
For enhanced visualization, the script draws lines at the high and low prices of the flag during its formation period. This visually represents the consolidation phase of the flag pattern.
Debugging Labels:
The script optionally displays labels at the flag formation points, showing the exact percentage change achieved during the flagpole formation. This feature aids users in understanding why a particular segment of the price chart was identified as a flag.
Compliance and Usage:
This script does not automate trading but provides visual aids and potential signals based on historical price analysis. It adheres to TradingView's scripting policies by only accessing publicly available price data and user-defined parameters without executing trades or accessing any external data.
Conclusion:
This Pine Script is a powerful tool for traders who follow technical analysis, offering a clear, automated way to spot potential continuation patterns in the markets they monitor. By emphasizing visual clarity and reducing signal redundancy through cooldown periods, the script enhances decision-making processes for chart analysis on TradingView.
Smart Money Analysis with Golden/Death Cross [YourTradingSensei]Description of the script "Smart Money Analysis with Golden/Death Cross":
This TradingView script is designed for market analysis based on the concept of "Smart Money" and includes the detection of Golden Cross and Death Cross signals.
Key features of the script:
Moving Averages (SMA):
Two moving averages are calculated: a short-term (50 periods) and a long-term (200 periods).
The intersections of these moving averages are used to determine Golden Cross and Death Cross signals.
High Volume:
The current trading volume is analyzed.
Periods of high volume are identified when the current volume exceeds the average volume by a specified multiplier.
Support and Resistance Levels:
Key support and resistance levels are determined based on the highest and lowest prices over a specified period.
Buy and Sell Signals:
Buy and sell signals are generated based on moving average crossovers, high volume, and the closing price relative to key levels.
Golden Cross and Death Cross:
A Golden Cross occurs when the short-term moving average crosses above the long-term moving average.
A Death Cross occurs when the short-term moving average crosses below the long-term moving average.
These signals are displayed on the chart with text color changes for better visualization.
Using the script:
The script helps traders visualize key signals and levels, aiding in making informed trading decisions based on the behavior of major market players and technical analysis.
Custom candle lighting(CCL) © 2024 by YourTradingSensei is licensed under CC BY-NC-SA 4.0. To view a copy of this license.
Liquidations Meter [LuxAlgo]The Liquidation Meter aims to gauge the momentum of the bar, identify the strength of the bulls and bears, and more importantly identify probable exhaustion/reversals by measuring probable liquidations.
🔶 USAGE
This tool includes many features related to the concept of liquidation. The two core ones are the liquidation meter and liquidation price calculator, highlighted below.
🔹 Liquidation Meter
The liquidation meter presents liquidations on the price chart by measuring the highest leverage value of longs and shorts that have been potentially liquidated on the last chart bar, hence allowing traders to:
gauge the momentum of the bar.
identify the strength of the bulls and bears.
identify probable reversal/exhaustion points.
Liquidation of low-leveraged positions can be indicative of exhaustion.
🔹 Liquidation Price Calculator
A liquidation price calculator might come in handy when you need to calculate at what price level your leveraged position in Crypto, Forex, Stocks, or any other asset class gets liquidated to add a protective stop to mitigate risk. Monitoring an open position gets easier if the trader can calculate the total risk in order for them to choose the right amount of margin and leverage.
Liquidation price is the distance from the trader's entry price to the price where trader's leveraged position gets liquidated due to a loss. As the leverage is increased, the distance from trader's entry price to the liquidation price shrinks.
While you have one or several trades open you can quickly check their liquidation levels and determine which one of the trades is closest to their liquidation price.
If you are a day trader that uses leverage and you want to know which trade has the best outlook you can calculate the liquidation price to see which one of the trades looks best.
🔹 Dashboard
The bar statistics option enables measuring and presenting trading activity, volatility, and probable liquidations for the last chart bar.
🔶 DETAILS
It's important to note that liquidation price calculator tool uses a formula to calculate the liquidation price based on the entry price + leverage ratio.
Other factors such as leveraged fees, position size, and other interest payments have been excluded since they are variables that don’t directly affect the level of liquidation of a leveraged position.
The calculator also assumes that traders are using an isolated margin for one single position and does not take into consideration the additional margin they might have in their account.
🔹Liquidation price formula
the liquidation distance in percentage = 100 / leverage ratio
the liquidation distance in price = current asset price x the liquidation distance in percentage
the liquidation price (longs) = current asset price – the liquidation distance in price
the liquidation price (shorts) = current asset price + the liquidation distance in price
or simply
the liquidation price (longs) = entry price * (1 – 1 / leverage ratio)
the liquidation price (shorts) = entry price * (1 + 1 / leverage ratio)
Example:
Let’s say that you are trading a leverage ratio of 1:20. The first step is to calculate the distance to your liquidation point in percentage.
the liquidation distance in percentage = 100 / 20 = 5%
Now you know that your liquidation price is 5% away from your entry price. Let's calculate 5% below and above the entry price of the asset you are currently trading. As an example, we assume that you are trading bitcoin which is currently priced at $35000.
the liquidation distance in price = $35000 x 0.05 = $1750
Finally, calculate liquidation prices.
the liquidation price (longs) = $35000 – $1750 = $33250
the liquidation price (short) = $35000 + $1750 = $36750
In this example, short liquidation price is $36750 and long liquidation price is $33250.
🔹How leverage ratio affects the liquidation price
The entry price is the starting point of the calculation and it is from here that the liquidation price is calculated, where the leverage ratio has a direct impact on the liquidation price since the more you borrow the less “wiggle-room” your trade has.
An increase in leverage will subsequently reduce the distance to full liquidation. On the contrary, choosing a lower leverage ratio will give the position more room to move on.
🔶 SETTINGS
🔹Liquidations Meter
Base Price: The option where to set the reference/base price.
🔹Liquidation Price Calculator
Liquidation Price Calculator: Toggles the visibility of the calculator. Details and assumptions made during the calculations are stated in the tooltip of the option.
Entry Price: The option where to set the entry price, a value of 0 will use the current closing price. Details are given in the tooltip of the option.
Leverage: The option where to set the leverage value.
Show Calculated Liquidation Prices on the Chart: Toggles the visibility of the liquidation prices on the price chart.
🔹Dashboard
Show Bar Statistics: Toggles the visibility of the last bar statistics.
🔹Others
Liquidations Meter Text Size: Liquidations Meter text size.
Liquidations Meter Offset: Liquidations Meter offset.
Dashboard/Calculator Placement: Dashboard/calculator position on the chart.
Dashboard/Calculator Text Size: Dashboard text size.
🔶 RELATED SCRIPTS
Here are some of the scripts that are related to the liquidation and liquidity concept, for more and other conceptual scripts you are kindly invited to visit LuxAlgo-Scripts .
Liquidation-Levels
Liquidations-Real-Time
Buyside-Sellside-Liquidity
[blackcat] L1 T3 MA Lite Version
Tilson T3 Moving Average (T3MA) is a type of moving average line designed to reduce lag and improve the accuracy of trend identification. It is based on a combination of multiple smoothed moving averages, with each subsequent smoothed moving average having a higher weight than the previous one. The T3MA formula includes three different smoothing coefficients and a volume coefficient or volatility coefficient, which can be adjusted according to user preferences. T3MA is commonly used by traders and investors to identify trends and generate trading signals.
The calculation method for T3MA requires the use of exponential moving averages (EMA). In Pine scripts in the TradingView community, over 90% of them use the EMA function to calculate T3MA. Specifically, in Pine scripts, it is necessary to define the length and volatility coefficient of T3MA, then calculate three different lengths of EMA separately. Next, three constants need to be calculated that are related to volatility. Finally, the weighted average value of the three EMAs and three constants is added together to obtain the value of T3MA. If you want to customize the length and volatility of T3MA, you just need to modify the parameters in the code. Overall, T3MA is a very useful technical indicator that can help traders better understand market trends and improve trading efficiency.
The improved version introduced today mainly addresses my perception that traditional T3 algorithms are too redundant with high computational complexity leading to delayed reactions. Therefore, I have developed a lightweight version called L1 T3 MA Lite Version. This doesn't bring about any qualitative changes; it simply makes adjustments in terms of computational resources and response speed. To illustrate its advantages compared with traditional T3 MA indicators, I will provide a comparison using Everget's script from TradingView community blogger everget.
The difference between these two scripts for calculating T3 Moving Average lies in their implementation methods. The first script (Everget) uses a more complex calculation formula, which requires calculating three different lengths of EMA and computing three constants based on volatility. Finally, they are weighted averaged to obtain T3MA. This complex calculation formula can enhance the sensitivity of the T3MA indicator, thereby better identifying price trends. On the other hand, the second script (Blackcat1402) uses a relatively simple calculation formula that only requires calculating three different lengths of EMA and computing three constants based on volatility. Finally, they are weighted averaged to obtain T3MA as well. This simple calculation formula reduces computational complexity and speeds up calculations. Both have slightly different effects and calculation methods; users can choose the script that suits their needs.
In summary, T3 Moving Average is a very useful technical indicator that can help traders better understand market trends and improve trading efficiency. Users can choose scripts suitable for themselves according to their needs and flexibly adjust the length and volatility coefficient of T3MA to adapt to different markets.
BUY/SELL + ADVANCE DECLINEThis script is a custom trading view indicator that helps to identify potential buy and sell signals based on the RSI (Relative Strength Index) and SMA (Simple Moving Average) indicators. The script also identifies potential reversals using a combination of RSI and price action. It plots buy, sell, and reversal signals on the chart along with an SMA line. Additionally, it provides alerts based on the buy, sell, and reversal conditions.
Changes made to the original script:
Fixed the undeclared identifier 'c' error by calculating the difference between the current closing price and the previous closing price: c = close - close .
Added an "ADD Value Floating Label" to the chart. The label shows the difference between the current and previous closing prices (ADD value) along with a "Bullish" or "Bearish" indicator based on the value of 'c'. The label is positioned at the top right of the visible chart area and remains static.
Here's a summary of the major components of the script:
Input settings: Define the input parameters for RSI and SMA.
Calculation of RSI and SMA: Compute the RSI and SMA values based on the input parameters.
Color definitions: Define colors for different conditions and levels.
Condition definitions: Define various conditions for buy, sell, reversal, and other criteria.
Buy and sell conditions: Determine buy and sell signals based on RSI, SMA, and price action.
Reversal conditions: Identify potential reversals using RSI and price action.
Plot signals: Display buy, sell, and reversal signals on the chart.
Bar colors: Color the bars based on the identified signals.
Plot SMA: Display the SMA line on the chart.
Alert conditions: Set up alerts for buy, sell, and reversal conditions.
ADD Value Floating Label: Add a label to the chart showing the ADD value and a "Bullish" or "Bearish" indicator.
Neon Juliet - PreviewThere is no TLDR, but there is a summary at the end. I strongly encourage to read full description before trying it out. Enjoy!
Background
=========
Having successful and adamant trading systems typically consists of two (oversimplified) elements: signals and risk management system. In most zero-sum games, such as trading, signals must offer an advantage against the market, and risk management system provides a safety mechanism to allow the system to exist in the future. Let me explain.
Say, I have a solid risk management system: it is diversified, with take profit and stop loss thresholds set for low risk, on average I trade less than 3% of my assets, and there’s a loss recovery mechanism, etc. Hypothetically, it’s pristine. Now, let’s trade this portfolio against a flip of a coin, essentially a signal that provides 50% probability of things turning out in my favour. How profitable is such system? My answer: it isn’t. I might be able to sustain this system for some time, but eventually this system is going to have to loosen risk restrictions to stay ahead of the commissions and borrowing costs, resulting in overtime detrimental trend.
Conversely, if the signals provide greater than 50% confidence of things turning out in my favour, but risk management is poor, I’d expect such system to end up in a disaster soon, perhaps after a few euphoric gains. (I’d isolate a top-notch signals, say >90% confidence, in another bucket, but this idealistic system is non-achievable in my practice, so I’ll leave it be)
Neon Juliet was developed to offer an advantage against given markets. Probabilities generated by this model are statistical historical outcomes. This model developed using only price action and is unable to consume any other data or price data across instruments. In other words, it doesn’t know anything you don’t see already on a chart.
Neon J performs best on complex instruments where there’s great diversity of actors and considerable daily volume .
Methodology
==========
In principle, Neon J is based on Bayes’ Theorem. Simply put, prior knowledge of price action ( aka patterns) provides basis for probability of future price action development (ex. long or short trend).
The training process is implemented outside of this script mainly due to Pine Script limitations. This script, however, contains inference portion of the model.
As input for training, daily candle data is used. From this data, feature engineering step of the training develops features, like price average divergence/convergence (think MACD ), price strength (think RSI , ADX ); multiple periods used to diversify long and short patterns. This is done to develop a “state” that is reflective of recent price development. Ex. what we’d call a trend is just a strong and consistent upward price action, but we’d need to look at most recent N candles and their pattern to know that.
Once features are developed, I train a model using Reinforcement Learning technique. Simply put, this technique allows an agent to interact with a trading simulator and take actions (ex. go long, go short, etc.). After many iterations, the agent learns conditions (patterns) that lead to positive outcomes and those that lead to negative outcomes. This learning is quantitative, which means there’s a way to tell which probabilities are strong and which are weak. These probabilities are indicated by this script.
Trained Neon J models are instruments-specific. Meaning, that model for DJI is not compatible with SP500 or any other instrument. Experimentally, I proved that such approach over-performs generalizable models (those that are trained on data from multiple instruments)
Neon J currently only support daily time frame. The limitation is purely practical to reduce the development load and model size.
Results
======
Tests show 60%-70% success rate (on average, some instruments are worse than that, some better) of individual signal when threshold is set to 0.3 (roughly equivalent to 65% probability). This is calculated with Pine Script Strategy with the following entry/exit rules:
Entry when individual signal (a dot) is above 0.3 (long) or below -0.3 (short)
Exit when 14-period smooth signal (a column) is above 0.0 (short exit) or below 0.0 (long exit)
No stop loss or take profit levels.
Pyramiding is set to 100 (to allow unrestricted action of all signals)
All trades are closed on last tested bar (to conclude all signals in-flight)
Percent Profitable is what we take as success rate in the context of this assessment. This number represents how many signals were profitable vs all signals actioned.
It is also worth noting that this assessment was performed on a time period previously unseen by the model. Simply put, we only train a model with data up until date X, then we test starting from date X onward. This ensures that the assessment is unbiased by the model already “knowing” the future. In practice, this gives confidence that future (unknown) market dynamics is going to be representative of our test results.
Be aware, the above “strategy” is not my recommended usage of this signal, it is simply an assessment technique that is meant to be as simple and unconstrained as possible.
How to use this script
================
The script calculates a probability. A term probability here is used in a loose form and means “a numeric value in roughly -1 to 1 space that represents the likelyhood of bullish or bearish price action”. Keep in mind that probability values can go over 1.0 or below -1.0. This is due to the fact that these value are normalized to -1/1 space using 95-percentile (this detail is largely unimportant for usability’s sake).
Indications
--------------
Dots (circles) indicate individual probability value on any given bar. Indicated value on a given bar indicates the probability of future price action. High (positive) values indicate high probability of long action in the future. Low (negative) values indicate high probability of short action in the future. You should interpret future as a gradient (a trend developing slowly over time) instead of being isolated to what’s immediately follows (ex. next bar)
Columns (histogram) provided as convenient view of smoothed probabilities of last N bars. This is controlled by the Smoothing parameter and defaults to 14.
Parameters
---------------
Model parameter is the backbone of this script. It is a required parameter and it is unique for each instrument. Example models provided at the end (see below). This parameter is a long 10000+ character representation of a model.
The script has two additional parameters for configuring interpretation: Threshold and Smoothing.
Threshold controls the level at which values change color (ex. above 0.3, turn neon blue, and below -0.3 turn neon purple).
Smoothing parameter provides a way to smooth out individual probabilities into a exponential moving average with the periods provided. This average is indicated using columns on the indicator.
Model expiration
----------------------
Models are valid for 1 month after training. This is done by design to prevent model deterioration. A month is proven to be a maximum period of time to hold model performance steady. After that, deterioration is likely to occur. Optimal time for model lifetime is 10 days (this is what I use for live trading), and of course most optimal (but unpractical for now) is to re-train daily.
Validity indicated with blue-tinted indicator background, while red-tinted background indicates expired period.
Preview
======
This script is released as a public script for anyone to try. My motives for this release are two-fold:
To subject the model to a variety of conditions, including traders with different experiences trading different instruments (subject to specific models offered of course). Essentially, my own testing is not enough to grasp a full breadths of scenarios. I’d like to harden it and understand where it is strong and where it might fall short (pun intended).
Get an idea on how Neon J might be useful when making trading decision. I tried to make the representation of the signals unconstrained and unopinionated, so there’s room to explore and experiment. I found that Neon J can be packaged in a number of different ways.
At this moment the script is closed-source. I might consider open-sourcing this script in future depending on how much feedback I get from this submission and whether it’d be deemed useful to others.
Summary
=======
Neon J is a set of probabilistic models for predicting future price action with ~65% accuracy. It indicates individual signals (circles) for probability of price action in a foreseeable future, while smoothed signals (columns) are provided for a more dynamic view of probable price action. Blue circle - strong long probability; Purple circle - strong short probability. Blue column - strong long trend ahead or in-progress; Purple column - strong short trend ahead or in-progress.
To use it, copy models below and provide them an input to “model” parameter when applying to a chart. Models are instrument-specific. Only daily (D) charts should be used.
The script is provided for evaluation purposes.
Models!
======
At last, here are the models (a piece of text you need to input in script parameters for each instrument)
TVC:DJI :
DJI|20121220|20221220|0.597,-0.032,0.0,-0.121,0.0,0.866,-0.046,0.0,-0.091,0.0|1.492,0.1,0.0,-0.162,0.0,-0.669,-0.037,0.0,-0.042,0.0|0.07,0.374,0.0,0.305,0.0,0.085,0.488,0.0,0.26,0.0|0.249,-0.257,0.0,0.529,0.0,-0.018,-0.233,0.0,0.502,0.0|0,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,30,10,10,10,10,10,10,10,30,10,10,10,10,10,10,30,30,10,10,10,10,60,10,10,10,20,10,40,10,10,10,80,10,10,60,10,10,10,10,10,10,20,10,10,10,10,10,10,10,10,20,20,10,10,10,10,10,10,20,10,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,20,10,10,10,20,10,10,10,20,10,10,10,10,20,10,20,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,30,10,10,10,10,20,50,10,10,10,10,10,10,30,10,10,10,10,10,10,10,30,10,10,10,10,10,10,10,10,10,10,10,10,10,10,30,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,10,10,20,30,10,10,10,10,10,50,10,10,10,10,60,10,10,10,10,10,40,10,10,10,10,10,20,30,10,10,10,10,60,10,10,10,10,10,20,10,10,10,10,10,10,10,40,10,10,10,10,10,10,10,30,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,10,10,30,10,10,10,10,10,10,10,40,10,10,10,10,10,10,40,10,10,10,10,10,50,10,10,10,10,10,50,10,10,10,10,50,10,10,10,10,10,40,10,10,10,10,10,10,40,10,10,10,10,10,10,40,10,10,10,10,10,10,10,30,10,10,10,10,10,10,10,20,20,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,40,10,10,10,10,10,10,40,10,10,10,10,10,10,30,10,10,10,10,10,10,40,10,10,10,10,10,40,10,10,10,10,10,10,10,30,10,10,10,10,10,10,20,20,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,30,10,10,10,10,10,10,10,20,10,10,10,10,10,10,20,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,10,20,20,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,30,10,10,10,10,10,10,40,10,10,10,10,10,20,20,10,10,10,10,10,10,40,10,10,10,10,10,10,10,10,30,10,10,10,10,10,30,20,10,10,10,10,10,20,20,10,10,10,10,10,10,10,10,30,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,30,10,10,10,10,10,10,40,10,10,10,10,10,10,40,10,10,10,10,10,50,10,10,10,10,20,40,10,10,10,70,10,10,10,10,60,10,10,10,10,10,10,40,10,10,10,10,10,10,10,10,20,10,10,10,10,10,10,10,30,10,10,10,10,10,10,40,10,10,10,10,10,10,40,10,10,10,10,10,50,10,10,10,10,70,10,10,10|-645,-188,-7,-97,-4,29,-18,90,60,-7,-30,117,-226,-82,-49,77,-245,53,78,221,-72,280,245,400,683,268,-74,-15,-106,-102,-3,251,302,536,47,3,-6,-179,-56,101,-62,172,176,98,-15,-71,-18,200,61,-249,-30,-38,1,94,-2,-9,47,79,-35,-15,34,-30,76,120,39,96,-47,-11,-61,-21,124,-704,0,-248,112,-193,143,-27,-14,133,170,-20,-17,-2,-120,61,-98,-32,-2,79,-2,109,-35,-16,132,-44,-63,-168,205,-28,919,235,-34,-53,-23,-243,-68,-26,-35,-54,60,-37,28,-91,-3,-21,-47,79,-127,229,61,59,-49,-139,-63,-43,91,201,-19,-80,-27,120,-122,-141,-100,-32,-25,-98,-27,50,-2,-65,-138,-7,-36,-9,53,-36,-36,-64,-11,216,-5,-664,-19,74,82,-83,-3,-66,21,386,-454,-1002,-282,-7,-52,-30,-9,-16,-148,-131,112,-484,-96,97,93,-13,-162,-49,38,31,-5,-199,-22,205,153,-29,14,-41,-222,-225,-145,107,70,-3,-8,-7,-20,-247,37,96,268,362,-95,706,-69,60,70,120,-34,-65,-152,-69,-7,69,-76,71,-5,384,109,-102,-484,-3,34,60,-20,380,244,678,292,-48,-2,-154,-17,-62,105,486,597,212,-26,-21,-310,-29,-22,-90,285,-204,-92,-290,-6,-516,-42,-16,127,-47,-7,-72,-247,76,-47,-13,43,-26,43,89,-38,30,-21,-106,-78,113,-19,-13,-8,-12,-12,362,247,-4,50,76,64,-14,-52,-16,-93,-172,53,-1,32,99,22,-75,-4,-9,31,70,116,-54,-61,-3,-55,-19,-15,176,143,-11,134,144,-11,-28,-47,-29,-136,-75,99,64,-9,-2,-24,-43,30,-161,-179,82,175,129,115,-71,-396,-202,101,-9,139,-6,-31,-312,-111,2,0,-234,-21,-52,-31,-12,-26,-37,-144,-23,68,23,-16,149,60,-64,10,-7,-8,46,210,393,-5,96,-56,89,48,475,176,20,-10,-31,-29,34,76,41,178,38,-32,-94,-33,76,-5,91,-15,123,72,-46,-13,-11,0,-37,-244,-161,155,-8,-3,165,23,77,16,-117,35,-74,-5,-107,-286,-24,-263,-14,-37,-5,-196,-290,-576,-188,41,-20,-98,-34,-45,-45,-242,40,60,-7,-10,-17,-43,73,48,-25,-8,-40,-27,-2,-5,42,73,-6,-23,8,-16,63,167,21,-99,-47,-119,-36,-59,192,158,115,123,54,-28,-1,-90,-169,-71,-72,114,156,-141,155,64,42,-88,69,-75,76,94,-4,65,102,152,-9,10,-17,-192,67,-10,-343,-90,-43,-106,12,-9,-79,-10,-73,-461,-509,-75,99,-57,0,-27,80,-156,-198,-642,-363,33,47,-28,-40,-43,-8,9,-27,-67,41,26,0,6,-49,-29,-60,32,70,34,-2,-9,-40,-240,-152,21,189,49,67,12,-12,-2,16,31,200,193,211,-150,-84,-45,58,75,44,260,128,105,-9,-11,-1,82,-94,184,-53,266,326,-55,-209,-9,54,85,308,-14,60,420,160,-39,-81,-17,-10,77,108,-28,257,-104,-53,-59,-128,-5,-13,8,119,-20,-130,-49,-9,-3,-23,-46,150,194,263,-214,-12,72,-6,-22,25,-10,290,-41,-21,-18,-1,-17,-42,-14,-21,0,-4,-23,-1,-1,-13,172,-9,224,86,-9,-2,-22,176,-6,33,186,-61,-187,-46,-33,94,172,0,16,-12,-37,59,103,118,194,1000,44,4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VANTAGE:SP500 :
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BINANCE:BTCUSD
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For more models, see a link on bio (description length limitation in this description restricts me to publish more).
Unimportant details
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“Neon” is the project code name, “J” is the iteration (versions “A” to “I” all led to a solid “J”)
Formatting options here make formatting very difficult, so forgive me poor readability.
Crossover Alerts for Yesterday O/H/L/C , Today Vwap [Zero54]This is a very simple script/indicator that trigger alerts every time the script triggers the following conditions.
1) Script crosses yesterday's (previous day's) high
2) Script crosses yesterday's (previous day's) low
3) Script crosses yesterday's (previous day's) open
4) Script crosses yesterday's (previous day's) close
5) Script crosses today's vwap.
I developed this to keep track of the scripts I follow and I find it useful. Hope you will find it useful too.
Steps to use:
1) Open the ticker for which you want to set the alerts.
2) Add this indicator to the chart.
3) Right Click on the text and set choose "Add Alert"
4) After you have done with setting up the alert, feel free to remove the indicator from the chart. It is not necessary for the indicator to be added in the chart in order for it to work.
5) Repeat 1-4 for all the scripts for which you want to set the alerts.
Be advised: During market open, if you have set alerts for multiple scripts, a tsunami of alerts may be triggered.
If you like this alert indicator, please like/boost it. Feel free to re-use this code however you may wish to. Cheers!
Chart VWAP█ OVERVIEW
This indicator displays a Volume-Weighted Average Price anchored to the leftmost visible bar of the chart. It dynamically recalculates when the chart's visible bars change because you scroll or zoom your chart.
If you are not already familiar with VWAP, our Help Center will get you started. The typical VWAP is designed to be used on intraday charts, as it resets at the beginning of the day. Our Rolling VWAP , instead, resets on a rolling time window. You may also find the VWAP Auto Anchored built-in indicator worth a try.
█ HOW TO USE IT
Load the indicator on an active chart (see the Help Center if you don't know how). By default, it displays the chart's VWAP in orange and a simple average of the chart's visible close values in gray. This average can be used as a companion to the VWAP, since both are calculated from the same set of bars. The script's settings allow you to hide it.
You may also use the script's settings to enable the display of the chart's OHLC (open, high, low, close) levels and the values of the high and low. These are also calculated from the range of visible bars. You can complement the high and low lines with their price and their distance in percent from the chart's latest visible close . You can use the levels to quickly identify the distances from extreme points in the visible price range, as well as observe the visible chart's beginning and end prices.
█ NOTES FOR Pine Script™ CODERS
This script showcases three novelties:
• Dynamic recalculation on visible bars
• The VisibleChart library by PineCoders
• The new `anchor` parameter of ta.vwap()
Dynamic recalculation on visible bars
This script behaves in a novel way made possible by the recent introduction of two new built-in variables: chart.left_visible_bar_time and chart.right_visible_bar_time , which return the opening time of the leftmost and rightmost visible bars on the chart. These are only two of many new built-ins in the `chart.*` namespace. See this blog post for more information, or look up them up by typing "chart." in the Pine Script™ Reference Manual .
Any script using chart.left_visible_bar_time or chart.right_visible_bar_time acquires a unique property, which triggers its recalculation when traders scroll or zoom their chart, causing the range of visible bars to change. This new capability is what makes it possible for this script to calculate its VWAP on the chart's visible bars only, and dynamically recalculate if the user scrolls or zooms their chart.
This script is just a start to the party; endless uses for indicators that redraw on changes to the chart will no doubt emerge through the hands of our community's Pine Script™ programmers.
The VisibleChart library by PineCoders
The newly published VisibleChart library is designed to help programmers benefit from the new capabilities made possible by the fact that Pine Script™ code can now tell when it is executing on visible bars. The library's description, functions and example code will help programmers make the most of the new feature.
This script uses three of the library's functions:
• `PCvc.vVwap()` calculates a VWAP for visible bars.
• `PCvc.avg()` calculates the average of a source value for visible bars only. We use it to calculate the average close (the default source).
• `PCvc.chartXTimePct(25)` calculates a time value corresponding to 25% of the horizontal distance between visible bars, starting from the left.
The new `anchor` parameter of ta.vwap()
Our script also uses this new `anchor` parameter to reset the VWAP at the leftmost visible bar. See how simple the code is for the VisibleChart library's `vVwap()` function.
Look first. Then leap.
CVD - Cumulative Volume Delta Candles█ OVERVIEW
This indicator displays cumulative volume delta in candle form. It uses intrabar information to obtain more precise volume delta information than methods using only the chart's timeframe.
█ CONCEPTS
Bar polarity
By bar polarity , we mean the direction of a bar, which is determined by looking at the bar's close vs its open .
Intrabars
Intrabars are chart bars at a lower timeframe than the chart's. Each 1H chart bar of a 24x7 market will, for example, usually contain 60 bars at the lower timeframe of 1min, provided there was market activity during each minute of the hour. Mining information from intrabars can be useful in that it offers traders visibility on the activity inside a chart bar.
Lower timeframes (LTFs)
A lower timeframe is a timeframe that is smaller than the chart's timeframe. This script uses a LTF to access intrabars. The lower the LTF, the more intrabars are analyzed, but the less chart bars can display CVD information because there is a limit to the total number of intrabars that can be analyzed.
Volume delta
The volume delta concept divides a bar's volume in "up" and "down" volumes. The delta is calculated by subtracting down volume from up volume. Many calculation techniques exist to isolate up and down volume within a bar. The simplest techniques use the polarity of interbar price changes to assign their volume to up or down slots, e.g., On Balance Volume or the Klinger Oscillator . Others such as Chaikin Money Flow use assumptions based on a bar's OHLC values. The most precise calculation method uses tick data and assigns the volume of each tick to the up or down slot depending on whether the transaction occurs at the bid or ask price. While this technique is ideal, it requires huge amounts of data on historical bars, which usually limits the historical depth of charts and the number of symbols for which tick data is available.
This indicator uses intrabar analysis to achieve a compromise between the simplest and most precise methods of calculating volume delta. In the context where historical tick data is not yet available on TradingView, intrabar analysis is the most precise technique to calculate volume delta on historical bars on our charts. Our Volume Profile indicators use it. Other volume delta indicators in our Community Scripts such as the Realtime 5D Profile use realtime chart updates to achieve more precise volume delta calculations, but that method cannot be used on historical bars, so those indicators only work in real time.
This is the logic we use to assign intrabar volume to up or down slots:
• If the intrabar's open and close values are different, their relative position is used.
• If the intrabar's open and close values are the same, the difference between the intrabar's close and the previous intrabar's close is used.
• As a last resort, when there is no movement during an intrabar and it closes at the same price as the previous intrabar, the last known polarity is used.
Once all intrabars making up a chart bar have been analyzed and the up or down property of each intrabar's volume determined, the up volumes are added and the down volumes subtracted. The resulting value is volume delta for that chart bar.
█ FEATURES
CVD Candles
Cumulative Volume Delta Candles present volume delta information as it evolves during a period of time.
This is how each candle's levels are calculated:
• open : Each candle's' open level is the cumulative volume delta for the current period at the start of the bar.
This value becomes zero on the first candle following a CVD reset.
The candles after the first one always open where the previous candle closed.
The candle's high, low and close levels are then calculated by adding or subtracting a volume value to the open.
• high : The highest volume delta value found in intrabars. If it is not higher than the volume delta for the bar, then that candle will have no upper wick.
• low : The lowest volume delta value found in intrabars. If it is not lower than the volume delta for the bar, then that candle will have no lower wick.
• close : The aggregated volume delta for all intrabars. If volume delta is positive for the chart bar, then the candle's close will be higher than its open, and vice versa.
The candles are plotted in one of two configurable colors, depending on the polarity of volume delta for the bar.
CVD resets
The "cumulative" part of the indicator's name stems from the fact that calculations accumulate during a period of time. This allows you to analyze the progression of volume delta across manageable chunks, which is often more useful than looking at volume delta cumulated from the beginning of a chart's history.
You can configure the reset period using the "CVD Resets" input, which offers the following selections:
• None : Calculations do not reset.
• On a fixed higher timeframe : Calculations reset on the higher timeframe you select in the "Fixed higher timeframe" field.
• At a fixed time that you specify.
• At the beginning of the regular session .
• On a stepped higher timeframe : Calculations reset on a higher timeframe automatically stepped using the chart's timeframe and following these rules:
Chart TF HTF
< 1min 1H
< 3H 1D
<= 12H 1W
< 1W 1M
>= 1W 1Y
The indicator's background shows where resets occur.
Intrabar precision
The precision of calculations increases with the number of intrabars analyzed for each chart bar. It is controlled through the script's "Intrabar precision" input, which offers the following selections:
• Least precise, covering many chart bars
• Less precise, covering some chart bars
• More precise, covering less chart bars
• Most precise, 1min intrabars
As there is a limit to the number of intrabars that can be analyzed by a script, a tradeoff occurs between the number of intrabars analyzed per chart bar and the chart bars for which calculations are possible.
Total volume candles
You can choose to display candles showing the total intrabar volume for the chart bar. This provides you with more context to evaluate a bar's volume delta by showing it relative to the sum of intrabar volume. Note that because of the reasons explained in the "NOTES" section further down, the total volume is the sum of all intrabar volume rather than the volume of the bar at the chart's timeframe.
Total volume candles can be configured with their own up and down colors. You can also control the opacity of their bodies to make them more or less prominent. This publication's chart shows the indicator with total volume candles. They are turned off by default, so you will need to choose to display them in the script's inputs for them to plot.
Divergences
Divergences occur when the polarity of volume delta does not match that of the chart bar. You can identify divergences by coloring the CVD candles differently for them, or by coloring the indicator's background.
Information box
An information box in the lower-left corner of the indicator displays the HTF used for resets, the LTF used for intrabars, and the average quantity of intrabars per chart bar. You can hide the box using the script's inputs.
█ INTERPRETATION
The first thing to look at when analyzing CVD candles is the side of the zero line they are on, as this tells you if CVD is generally bullish or bearish. Next, one should consider the relative position of successive candles, just as you would with a price chart. Are successive candles trending up, down, or stagnating? Keep in mind that whatever trend you identify must be considered in the context of where it appears with regards to the zero line; an uptrend in a negative CVD (below the zero line) may not be as powerful as one taking place in positive CVD values, but it may also predate a movement into positive CVD territory. The same goes with stagnation; a trader in a long position will find stagnation in positive CVD territory less worrisome than stagnation under the zero line.
After consideration of the bigger picture, one can drill down into the details. Exactly what you are looking for in markets will, of course, depend on your trading methodology, but you may find it useful to:
• Evaluate volume delta for the bar in relation to price movement for that bar.
• Evaluate the proportion that volume delta represents of total volume.
• Notice divergences and if the chart's candle shape confirms a hesitation point, as a Doji would.
• Evaluate if the progress of CVD candles correlates with that of chart bars.
• Analyze the wicks. As with price candles, long wicks tend to indicate weakness.
Always keep in mind that unless you have chosen not to reset it, your CVD resets for each period, whether it is fixed or automatically stepped. Consequently, any trend from the preceding period must re-establish itself in the next.
█ NOTES
Know your volume
Traders using volume information should understand the volume data they are using: where it originates and what transactions it includes, as this can vary with instruments, sectors, exchanges, timeframes, and between historical and realtime bars. The information used to build a chart's bars and display volume comes from data providers (exchanges, brokers, etc.) who often maintain distinct feeds for intraday and end-of-day (EOD) timeframes. How volume data is assembled for the two feeds depends on how instruments are traded in that sector and/or the volume reporting policy for each feed. Instruments from crypto and forex markets, for example, will often display similar volume on both feeds. Stocks will often display variations because block trades or other types of trades may not be included in their intraday volume data. Futures will also typically display variations.
Note that as intraday vs EOD variations exist for historical bars on some instruments, differences may also exist between the realtime feeds used on intraday vs 1D or greater timeframes for those same assets. Realtime reporting rules will often be different from historical feed reporting rules, so variations between realtime feeds will often be different from the variations between historical feeds for the same instrument. The Volume X-ray indicator can help you analyze differences between intraday and EOD volumes for the instruments you trade.
If every unit of volume is both bought by a buyer and sold by a seller, how can volume delta make sense?
Traders who do not understand the mechanics of matching engines (the exchange software that matches orders from buyers and sellers) sometimes argue that the concept of volume delta is flawed, as every unit of volume is both bought and sold. While they are rigorously correct in stating that every unit of volume is both bought and sold, they overlook the fact that information can be mined by analyzing variations in the price of successive ticks, or in our case, intrabars.
Our calculations model the situation where, in fully automated order handling, market orders are generally matched to limit orders sitting in the order book. Buy market orders are matched to quotes at the ask level and sell market orders are matched to quotes at the bid level. As explained earlier, we use the same logic when comparing intrabar prices. While using intrabar analysis does not produce results as precise as when individual transactions — or ticks — are analyzed, results are much more precise than those of methods using only chart prices.
Not only does the concept underlying volume delta make sense, it provides a window on an oft-overlooked variable which, with price and time, is the only basic information representing market activity. Furthermore, because the calculation of volume delta also uses price and time variations, one could conceivably surmise that it can provide a more complete model than ones using price and time only. Whether or not volume delta can be useful in your trading practice, as usual, is for you to decide, as each trader's methodology is different.
For Pine Script™ coders
As our latest Polarity Divergences publication, this script uses the recently released request.security_lower_tf() Pine Script™ function discussed in this blog post . It works differently from the usual request.security() in that it can only be used at LTFs, and it returns an array containing one value per intrabar. This makes it much easier for programmers to access intrabar information.
Look first. Then leap.
[Sextan] M-Oscillator BacktestLevel: 1
NOTE: This is a request by @scantor516 to backtest M-Oscillator by Mango2Juice with my Sextan framework. I ONLY take 5 minutes to perform it and how much time would you cost for this work?
Courtesy of Mango2Juice for M-Oscillator script.
You can backtest many of my indicators in minutes now! Of course,you can define your own indicator in the highlighted area in compliance with the uniform format, which guarantee when you use "Indicator on Indicator" function, it would not produce any error.
Background
Backtesting of technical indicators and strategies is the most common way to understand a quantitative strategy. However, the complicated configuration and adaptation work of backtesting many quantitative tools makes many traders who do not understand the code daunted. Moreover, although I have written a lot of strategies, I am still not very satisfied with the backtest configuration and writing efficiency. Therefore, I have been thinking about how to build a backtesting framework that can quickly and easily evaluate the backtesting performance of any indicator with a "long/short entry" indicator, that is, a "simple backtesting tool for dummies". The performance requirements should be stable, and the operation should be simple and convenient. It is best to "copy", "paste", and "a few mouse clicks" to complete the quick backtest and evaluation of a new indicator.
Luckily, I recently realized that TradingView provides an "Indicator on Indicator" feature, which is the perfect foundation for doing "hot swap" backtesting. My basic idea is to use a two-layer design. The first layer is the technical indicator signal source that needs to be embedded, which is only used to provide buy and sell signals of custom strategies; the second layer is the trading system, which is used to receive the output signals of the first layer, and filter the signals according to the agreed specifications. , Take Profit, Stop Loss, draw buy and sell signals and cost lines, define and send custom buy and sell alert messages to mobile phones, social software or trading interfaces. In general, this two-layer design is a flexible combination of "death and alive", which can meet the needs of most traders to quickly evaluate the performance of a certain technical indicator. The first layer here is flexible. Users can insert their own strategy codes according to my template, and they can draw buy and sell signals and output them to the second layer. The second layer is fixed, and the overall framework is solidified to ensure the stability and unity of the trading system. It is convenient to compare different or similar strategies under the same conditions. Finally, all trading signals are drawn on the chart, and the output strategy returns. test report.
The main function:
The first layer: "{Sextan} Your Indicator Source", the script provides a template for personalized strategy input, and the signal and definition interfaces ensure full compatibility with the second layer. Backtesting is performed stably in the backtesting framework of the layer. The first layer of this script is also relatively simple: enter your script in the highlighted custom script area, and after ensuring the final buy and sell signals long = bool condition, short = bool condition, the design of the first layer is considered complete. Input it into the PINE script editor of TradingView, save it and add it to the chart, you can see the pulse sequence in yellow (buy) and purple (sell) on the sub-picture, corresponding to the main picture, you can subjectively judge that the quality of the trading point of the strategy is good Bad.
The second layer: "{Sextan} PINEv4 Sextans Backtest Framework". This script is the standardized trading system strategy execution and alarm, used to generate the final report of the strategy backtest and some key indicators that I have customized that I find useful, such as: winning rate , Odds, Winning Surface, Kelly Ratio, Take Profit and Stop Loss Thresholds, Trading Frequency, etc. are evaluated according to the Kelly formula. To use the second layer, first load it into the TrainingView chart, no markers will appear on the chart, since you have not specified any strategy source signals, click on the gear-shaped setting next to the "{Sextan} PINEv4 Sextans BTFW" header button, you can open the backtest settings, the first item is to select your custom strategy source. Because we have added the strategy source to the chart in the previous step, you can easily find an option "{Sextan} Your Indicator Source: Signal" at the bottom of the list, this is the strategy source input we need, select and confirm , you can see various markers on the main graph, and quickly generate a backtesting profit graph and a list of backtesting reports. You can generate files and download the backtesting reports locally. You can also click the gear on the backtest chart interface to customize some conditions of the backtest, including: initial capital amount, currency type, percentage of each order placed, amount of pyramid additions, commission fees, slippage, etc. configuration. Note: The configuration in the interface dialog overrides the same configuration implemented by the code in the backtest script.
How to output charts:
The first layer: "{Sextan} Your Indicator Source", the output of this script is the pulse value of yellow and purple, yellow +1 means buy, purple -1 means sell.
The second layer: PINEv4 Sextans Backtest Framework". The output of this script is a bit complicated. After all, it is the entire trading system with a lot of information:
1. Blue and red arrows. The blue upward arrow indicates long position, the red downward arrow indicates short position, and the horizontal bar at the end of the purple arrow indicates take profit or stop loss exit.
2. Red and green lines. This is the holding cost line of the strategy, green represents the cost of holding a long position, and red represents the cost of holding a short position. The cost line is a continuous solid line and the price action is relatively close.
3. Green and yellow long take profit and stop loss area and green and yellow long take profit and stop loss fork. Once a long position is held, there is a conditional order for take profit and stop loss. The green horizontal line is the long take profit ratio line, and the yellow is the long stop loss ratio line; the green cross indicates the long take profit price, and the yellow cross indicates the long position. Stop loss price. It's worth noting that the prongs and wires don't necessarily go together. Because of the optimization of the algorithm, for a strong market, the take profit will occur after breaking the take profit line, and the profit will not be taken until the price falls.
4. The purple and red short take profit and stop loss area and the purple red short stop loss fork. Once a short position is held, there will be a take profit and stop loss conditional order, the red is the short take profit ratio line, and the purple is the short stop loss ratio line; the red cross indicates the short take profit price, and the purple cross indicates the short stop loss price.
5. In addition to the above signs, there are also text and numbers indicating the profit and loss values of long and short positions. "L" means long; "S" means short; "XL" means close long; "XS" means close short.
TradingView Strategy Tester Panel:
The overview graph is an intuitive graph that plots the blue (gain) and red (loss) curves of all backtest periods together, and notes: the absolute value and percentage of net profit, the number of all closed positions, the winning percentage, the profit factor, The maximum trading loss, the absolute value and ratio of the average trading profit and loss, and the average number of K-lines held in all trades.
Another is the performance summary. This is to display all long and short statistical indicators of backtesting in the form of a list, such as: net profit, gross profit, Sharpe ratio, maximum position, commission, times of profit and loss, etc.
Finally, the transaction list is a table indexed by the transaction serial number, showing the signal direction, date and time, price, profit and loss, accumulated profit and loss, maximum transaction profit, transaction loss and other values.
Remarks
Finally, I will explain that this is just the beginning of this model. I will continue to optimize the trading system of the second layer. Various optimization feedback and suggestions are welcome. For valuable feedback, I am willing to provide some L4/L5 technical indicators as rewards for free subscription rights.
Volume X-ray [LucF]█ OVERVIEW
This tool analyzes the relative size of volume reported on intraday vs EOD (end of day) data feeds on historical bars. If you use volume data to make trading decisions, it can help you improve your understanding of its nature and quality, which is especially important if you trade on intraday timeframes.
I often mention, when discussing volume analysis, how it's important for traders to understand the volume data they are using: where it originates, what it includes and does not include. By helping you spot sizeable differences between volume reported on intraday and EOD data feeds for any given instrument, "Volume X-ray" can point you to instruments where you might want to research the causes of the difference.
█ CONCEPTS
The information used to build a chart's historical bars originates from data providers (exchanges, brokers, etc.) who often maintain distinct historical feeds for intraday and EOD timeframes. How volume data is assembled for intraday and EOD feeds varies with instruments, brokers and exchanges. Variations between the two feeds — or their absence — can be due to how instruments are traded in a particular sector and/or the volume reporting policy for the feeds you are using. Instruments from crypto and forex markets, for example, will often display similar volume on both feeds. Stocks will often display variations because block trades or other types of trades may not be included in their intraday volume data. Futures will also typically display variations. It is even possible that volume from different feeds may not be of the same nature, as you can get trade volume (market volume) on one feed and tick volume (transaction counts) on another. You will sometimes be able to find the details of what different feeds contain from the technical information provided by exchanges/brokers on their feeds. This is an example for the NASDAQ feeds . Once you determine which feeds you are using, you can look for the reporting specs for that feed. This is all research you will need to do on your own; "Volume X-ray" will not help you with that part.
You may elect to forego the deep dive in feed information and simply rely on the figure the indicator will calculate for the instruments you trade. One simple — and unproven — way to interpret "Volume X-ray" values is to infer that instruments with larger percentages of intraday/EOD volume ratios are more "democratic" because at intraday timeframes, you are seeing a greater proportion of the actual traded volume for the instrument. This could conceivably lead one to conclude that such volume data is more reliable than on an instrument where intraday volume accounts for only 3% of EOD volume, let's say.
Note that as intraday vs EOD variations exist for historical bars on some instruments, there will typically also be differences between the realtime feeds used on intraday vs 1D or greater timeframes for those same assets. Realtime reporting rules will often be different from historical feed reporting rules, so variations between realtime feeds will often be different from the variations between historical feeds for the same instrument. A deep dive in reporting rules will quickly reveal what a jungle they are for some instruments, yet it is the only way to really understand the volume information our charts display.
█ HOW TO USE IT
The script is very simple and has no inputs. Just add it to 1D charts and it will calculate the proportion of volume reported on the intraday feed over the EOD volume. The plots show the daily values for both volumes: the teal area is the EOD volume, the orange line is the intraday volume. A value representing the average, cumulative intraday/EOD volume percentage for the chart is displayed in the upper-right corner. Its background color changes with the percentage, with brightness levels proportional to the percentage for both the bull color (% >= 50) or the bear color (% < 50). When abnormal conditions are detected, such as missing volume of one kind or the other, a yellow background is used.
Daily and cumulative values are displayed in indicator values and the Data Window.
The indicator loads in a pane, but you can also use it in overlay mode by moving it on the chart with "Move to" in the script's "More" menu, and disabling the plot display from the "Settings/Style" tab.
█ LIMITATIONS
• The script will not run on timeframes >1D because it cannot produce useful values on them.
• The calculation of the cumulative average will vary on different intraday timeframes because of the varying number of days covered by the dataset.
Variations can also occur because of irregularities in reported volume data. That is the reason I recommend using it on 1D charts.
• The script only calculates on historical bars because in real time there is no distinction between intraday and EOD feeds.
• You will see plenty of special cases if you use the indicator on a variety of instruments:
• Some instruments have no intraday volume, while on others it's the opposite.
• Missing information will sometimes appear here and there on datasets.
• Some instruments have higher intraday than EOD volume.
Please do not ask me the reasons for these anomalies; it's your responsibility to find them. I supply a tool that will spot the anomalies for you — nothing more.
█ FOR PINE CODERS
• This script uses a little-known feature of request.security() , which allows us to specify `"1440"` for the `timeframe` argument.
When you do, data from the 1min intrabars of the historical intraday feed is aggregated over one day, as opposed to the usual EOD feed used with `"D"`.
• I use gaps on my request.security() calls. This is useful because at intraday timeframes I can cumulate non- na values only.
• I use fixnan() on some values. For those who don't know about it yet, it eliminates na values from a series, just like not using gaps will do in a request.security() call.
• I like how the new switch structure makes for more readable code than equivalent if structures.
• I wrote my script using the revised recommendations in the Style Guide from the Pine v5 User Manual.
• I use the new runtime.error() to throw an error when the script user tries to use a timeframe >1D.
Why? Because then, my request.security() calls would be returning values from the last 1D intrabar of the dilation of the, let's say, 1W chart bar.
This of course would be of no use whatsoever — and misleading. I encourage all Pine coders fetching HTF data to protect their script users in the same way.
As tool builders, it is our responsibility to shield unsuspecting users of our scripts from contexts where our calcs produce invalid results.
• While we're on the subject of accessing intrabar timeframes, I will add this to the intention of coders falling victim to what appears to be
a new misconception where the mere fact of using intrabar timeframes with request.security() is believed to provide some sort of edge.
This is a fallacy unless you are sending down functions specifically designed to mine values from request.security() 's intrabar context.
These coders do not seem to realize that:
• They are only retrieving information from the last intrabar of the chart bar.
• The already flawed behavior of their scripts on historical bars will not improve on realtime bars. It will actually worsen because in real time,
intrabars are not yet ordered sequentially as they are on historical bars.
• Alerts or strategy orders using intrabar information acquired through request.security() will be using flawed logic and data most of the time.
The situation reminds me of the mania where using Heikin-Ashi charts to backtest was all the rage because it produced magnificent — and flawed — results.
Trading is difficult enough when doing the right things; I hate to see traders infected by lethal beliefs.
Strive to sharpen your "herd immunity", as Lionel Shriver calls it. She also writes: "Be leery of orthodoxy. Hold back from shared cultural enthusiasms."
Be your own trader.
█ THANKS
This indicator would not exist without the invaluable insights from Tim, a member of the Pine team. Thanks Tim!
Moses Long-term Index ETF Investing StrategyMoses is a script designed for long-term Index ETF investors.
Moses Goals.
1. Alerts you when a major crash is starting or is underway (Bear Market Signal)
2. Warn you of price events in the market that may lead to increased volatility and downward price pressure (Shock Event Warning)
3. Clearly inform you when the market is in a bull phase (growing) or bear phase (decreasing) (Bull/Bear Signal)
4. Inform you if the market is showing early signs of recovery from a crash
5. Alert you to catastrophic events, which are extreme one bar price drops (typically occurring before or during a major stock market crash)
Moses Logic.
Moses is the product of years of testing, but the application of the logic is simple.
1. Moses is designed specifically to work on a weekly chart (5 days per bar). Do not use the scripts on daily, monthly, or intraday charts
2. Moses Uses 4 Moving Average Indicators
3. Moses uses the position of price and the moving averages to determine the state of the market (Bull/Bear/Recovery)
4. Moses uses price action to determine shock events and catastrophic event warnings
5. The script is hardcoded to start trading in 1997. Why? So that the script's primary goal of avoiding crashes is tested on 3 major crashes, the Dotcom 2000, the Financial Crisis 2008, and the Corona Crash in 2020.
How Moses Works
Being able to exit the market before or during a large market crash enables you to preserve a portion of your equity from decline. Buying back into the market on a Bull Market or Early Recovery Signal enables you to enter the market at a lower price. This goal is achieved during major crashes.
As with all scripts, there are false signals which may incur a losing trade; you can see in the strategy tester results the % of Winning/Losing Trades.
Strategy Setup In Tradingview
Initial Capital $10,000
Order Size 100% of equity (this is because it is a long-term strategy with only one trade in play – you are either long or not invested, using a smaller position size means you cannot meaningfully compare a Moses strategy to a Buy & Hold Strategy)
Commission is $5 per trade (this is negligible because the strategy only trades at most once per year)
Slippage – 10 ticks
This Script Displays the 5 Main MOSES Signals Directly On Your Chart To Help Your Investing Decision Making
1. Bull Market Signal - Green
2. Bear Market Signal - Red
3. Stock Market Recovery Signal - Amber/Yellow
4. Shock Event Warning - Shock Label on Price
5. Catastrophic Event Warning - Red Catastrophe Label
Includes 5 Moses Scripts
• Moses Signals 2.0 (plots all alerts directly on the price chart)
• Moses Buy on Bull - Sell on Bear (Plots a buy on the first Bull Market Signal - Closes All Positions on a Bear Market Signal)
• Moses Buy on Bull - Sell on Catastrophe (Plots a buy on the first Bull Market Signal - Closes All Positions on a Catastrophic event)
• Moses Buy on Recovery - Sell on Catastrophe (Plots a buy on the first Recovery Signal - Closes All Positions on a Catastrophic Event)
• Buy & Hold Script (Used to compare the effectiveness of the strategies versus a Buy and Hold Strategy)
As the script has 3 Moses Strategies, the idea is that you choose the strategy that best fits the ETF you are trading.
Moses is a long-term investing strategy that has historically outperformed the US and European Major Indices for the last 24 years. There is no guarantee of future performance.
Moses has outperformed the market (buy and hold strategy) from 1997 on the:
Nasdaq 100, S&P500, Russell 3000, Nasdaq Composite, EuroStoxx 50, Italian Milano Borsa, German DAX, Paris CAC40
Moses does not outperform the market on:
Nifty 50, BSE Sensex, ASX 200, Chinese Market
Backtested Performance
Test Timeframe Jan 13 1997 - Sept 21 2021
Duration Years 24.75
Initial Investment $10,000
North America Strategy-------------------------------$ Return------------CAGR-------Total %
Nasdaq 100 Buy & Hold----------------------------$176,380-----------12.30%------1664%
Buy Bull - Sell Bear------------------$288,554-----------14.55%------2786%
Buy Bull - Sell Catastrophe---------$202,491-----------12.92%------1925%
Buy Recovery - Sell Catastrophe---$229,866-----------13.50%------2199%
North America Strategy-------------------------------$ Return-----------CAGR------Total %
S&P 500 Buy & Hold----------------------------$58,122-----------7.37%------481%
Buy Bull - Sell Bear------------------$48,544-----------6.59%------385%
Buy Bull - Sell Catastrophe $59,573-----------7.48%------496%
Buy Recovery - Sell Catastrophe $64,579-----------7.83%------546%
North America Strategy-------------------------------$ Return-----------CAGR------Total %
Russell 3000 Buy & Hold----------------------------$61,363-----------7.61%------514%
Buy Bull - Sell Bear------------------$52,957-----------6.97%------430%
Buy Bull - Sell Catastrophe---------$64,027-----------7.79%------540%
Buy Recovery - Sell Catastrophe---$71,565-----------8.28%------616%
North America Strategy-------------------------------$ Return-----------CAGR------Total %
Nasdaq Composite Buy & Hold----------------------------$112,839-----------10.29%------1028%
Buy Bull - Sell Bear------------------$123,308-----------10.68%------1133%
Buy Bull - Sell Catastrophe---------$107,699-----------10.08%------977%
Buy Recovery - Sell Catastrophe---$112,453-----------10.27%------1025%
*CAGR - Compound Annual Growth Rate
From a Declaration of Principles jointly adopted by a Committee of the American Bar Association and a Committee of Publishers
This work is provided to you for informational purposes only and should not be construed as an offer to buy or sell a particular security or a solicitation of offers to buy or sell a particular security. The author may make available certain information related to the potential price movement of particular securities. By reading this report or using the training materials, you acknowledge and agree that any reliance upon the content or data available is at your own sole risk. You are strongly advised to use your own judgment, your own research, and question everything. The information is generic in nature and not targeted to individuals or individual circumstances. The author is an independent investor and is not licensed to give formal Stock advice to the individual, run funds of any type, or accept fees for individual stock advice. The Author accepts no responsibility for loss of money for following any of the lessons or systems created. Trading of securities may not be suitable for all users of this information; if in doubt, seek a professional advisor. All use of this work is at your sole risk.
Technical Ratings█ OVERVIEW
This indicator calculates TradingView's well-known "Strong Buy", "Buy", "Neutral", "Sell" or "Strong Sell" states using the aggregate biases of 26 different technical indicators.
█ FEATURES
Differences with the built-in version
• You can adjust the weight of the Oscillators and MAs components of the rating here.
• The built-in version produces values matching the states displayed in the "Technicals" ratings gauge; this one does not always, where weighting is used.
• A strategy version is also available as a built-in; this script is an indicator—not a strategy.
• This indicator will show a slightly different vertical scale, as it does not use a fixed scale like the built-in.
• This version allows control over repainting of the signal when you do not use a higher timeframe. Higher timeframe (HTF) information from this version does not repaint.
• You can configure markers on signal breaches of configurable levels, or on advances declines of the signal.
The indicator's settings allow you to:
• Choose the timeframe you want calculations to be made on.
• When not using a HTF, you can select a repainting or non-repainting signal.
• When using both MAs and Oscillators groups to calculate the rating, you can vary the weight of each group in the calculation. The default is 50/50.
Because the MAs group uses longer periods for some of its components, its value is not as jumpy as the Oscillators value.
Increasing the weight of the MAs group will thus have a calming effect on the signal.
• Alerts can be created on the indicator using the conditions configured to control the display of markers.
Display
The calculated rating is displayed as columns, but you can change the style in the inputs. The color of the signal can be one of three colors: bull, bear, or neutral. You can choose from a few presets, or check one and edit its color. The color is determined from the rating's value. Between 0.1 and -0.1 it is in the neutral color. Above/below 0.1/-0.1 it will appear in the bull/bear color. The intensity of the bull/bear color is determined by cumulative advances/declines in the rating. It is capped to 5, so there are five intensities for each of the bull/bear colors.
The "Strong Buy", "Buy", "Neutral", "Sell" or "Strong Sell" state of the last calculated value is displayed to the right of the last bar for each of the three groups: All, MAs and Oscillators. The first value always reflects your selection in the "Rating uses" field and is the one used to display the signal. A "Strong Buy" or "Strong Sell" state appears when the signal is above/below the 0.5/-0.5 level. A "Buy" or "Sell" state appears when the signal is above/below the 0.1/-0.1 level. The "Neutral" state appears when the signal is between 0.1 and -0.1 inclusively.
Five levels are always displayed: 0.5 and 0.1 in the bull color, zero in the neutral color, and -0.1 and - 0.5 in the bull color.
The levels that can be used to determine the breaches displaying long/short markers will only be visible when their respective long/short markers are turned on in the "Direction" input. The levels appear as a bright dotted line in bull/bear colors. You can control both levels separately through the "Longs Level" and "Shorts Level" inputs.
If you specify a higher timeframe that is not greater than the chart's timeframe, an error message will appear and the indicator's background will turn red, as it doesn't make sense to use a lower timeframe than the chart's.
Markers
Markers are small triangles that appear at the bottom and top of the indicator's pane. The marker settings define the conditions that will trigger an alert when you configure an alert on the indicator. You can:
• Choose if you want long, short or both long and short markers.
• Determine the signal level and/or the number of cumulative advances/declines in the signal which must be reached for either a long or short marker to appear.
Reminder: the number of advances/declines is also what controls the brightness of the plotted signal.
• Decide if you want to restrict markers to ones that alternate between longs and shorts, if you are displaying both directions.
This helps to minimize the number of markers, e.g., only the first long marker will be displayed, and then no more long markers will appear until a short comes in, then a long, etc.
Alerts
When you create an alert from this indicator, that alert will trigger whenever your marker conditions are confirmed. Before creating your alert, configure the makers so they reflect the conditions you want your alert to trigger on.
The script uses the alert() function, which entails that you select the "Any alert() function call" condition from the "Create Alert" dialog box when creating alerts on the script. The alert messages can be configured in the inputs. You can safely disregard the warning popup that appears when you create alerts from this script. Alerts will not repaint. Markers will appear, and thus alerts will trigger, at the opening of the bar following the confirmation of the marker condition. Markers will never disappear from the bar once they appear.
Repainting
This indicator uses a two-pronged approach to control repainting. The repainting of the displayed signal is controlled through the "Repainting" field in the script's inputs. This only applies when you have "Same as chart" selected in the "Timeframe" field, as higher timeframe data never repaints. Regardless of that setting, markers and thus alerts never repaint.
When using the chart's timeframe, choosing a non-repainting signal makes the signal one bar late, so that it only displays a value once the bar it was calculated has elapsed. When using a higher timeframe, new values are only displayed once the higher timeframe completes.
Because the markers never repaint, their logic adapts to the repainting setting used for the signal. When the signal repaints, markers will only appear at the close of a realtime bar. When the signal does not repaint (or if you use a higher timeframe), alerts will appear at the beginning of the realtime bar, since they are calculated on values that already do not repaint.
█ CALCULATIONS
The indicator calculates the aggregate value of two groups of indicators: moving averages and oscillators.
The "MAs" group is comprised of 15 different components:
• Six Simple Moving Averages of periods 10, 20, 30, 50, 100 and 200
• Six Exponential Moving Averages of the same periods
• A Hull Moving Average of period 9
• A Volume-weighed Moving Average of period 20
• Ichimoku
The "Oscillators" group includes 11 components:
• RSI
• Stochastic
• CCI
• ADX
• Awesome Oscillator
• Momentum
• MACD
• Stochastic RSI
• Wiliams %R
• Bull Bear Power
• Ultimate Oscillator
The state of each group's components is evaluated to a +1/0/-1 value corresponding to its bull/neutral/bear bias. The resulting value for each of the two groups are then averaged to produce the overall value for the indicator, which oscillates between +1 and -1. The complete conditions used in the calculations are documented in the Help Center .
█ NOTES
Accuracy
When comparing values to the other versions of the Rating, make sure you are comparing similar timeframes, as the "Technicals" gauge in the chart's right pane, for example, uses a 1D timeframe by default.
For coders
We use a handy characteristic of array.avg() which, contrary to avg() , does not return na when one of the averaged values is na . It will average only the array elements which are not na . This is useful in the context where the functions used to calculate the bull/neutral/bear bias for each component used in the rating include special checks to return na whenever the dataset does not yet contain enough data to provide reliable values. This way, components gradually kick in the calculations as the script calculates on more and more historical data.
We also use the new `group` and `tooltip` parameters to input() , as well as dynamic color generation of different transparencies from the bull/bear/neutral colors selected by the user.
Our script was written using the PineCoders Coding Conventions for Pine .
The description was formatted using the techniques explained in the How We Write and Format Script Descriptions PineCoders publication.
Bits and pieces were lifted from the PineCoders' MTF Selection Framework .
Look first. Then leap.
GA - Momentum DivergencesGA Momentum Divergences Script highlights Trend Strength, Overbought-Oversold Conditions, Regular-Hidden Divergences. Besides, it shows the Buying-Selling Pressure.
The practical use of any Momentum Curve helps in the comprehension of:
Supply-Demand Absorption.
Thrusts and their shortening.
The reversing and the continuation of the trend.
True Strength of the Trend.
Price Strength.
Increase and Decrease in Buying-Selling Pressure.
You choose which curve to show, according to your needs. There are 2 groups of curves.
Momentum Curves
GA Momentum.
Commodity Channel Index ( CCI ).
Relative Strength Index ( RSI ).
Stochastic %K.
True Strength Indicator ( TSI ).
Money Flow Curves
GA Money Flow.
Chaikin Money Flow.
Money Flow Index.
Every Curve used in this script has 0 as center. This means that RSI and Stochastic Curves wave around 0 and not around 50.
Fractal Algorithm for Pivots and Divergences
GA Momentum script highlights Divergences. This is possible by the Fractal Calculation of Pivot Points .
The sensibility of the algorithm depends on the look back and on the look forward of pivot points . This means that it does not highlight every divergence. But it marks divergences according to settings.
Besides, the interpretation of those divergences depends on the experience of the trader.
This feature has a particular use for the purpose to simplify and optimize. Besides, it is a very important feature provided by the GA Money Flow script.
Regular and Hidden Divergences highlight the weakening and strengthening of the price behavior. They give an anticipation to price changing. Besides, they enforce the judgment on the condition that marks the price continuation.
The Fractal Algorithm can also mark a Channel. This happens enveloping the Curve between its marked pivot points .
Flags and lines mark Divergences in the Curve. GA Momentum Divergences highlights Regular Divergences and Hidden Divergences.
Price and Momentum, Volume and Money Flow
The GA Momentum script works with any marketplace. It uses price variations and volume variations, according to needs and market.
Every curve available in the script is a mathematical discretization of the market. But in those marketplaces that includes the volume you can use Money Flow Curves. Where the volume is missing the Money Flow Curves return zero. In this case, a Momentum Curve is the right choice because it uses the price variations.
GA Momentum and GA Money Flow are formulas built for this script. They include several peculiarities that are a privilege of other functions. This gives a better visual impact by their practical use.
TSI Curve or RSI Curve are the right choices to replace Money Flow Curves where the volume is not available. In the same way, RSI Curve can replace the TSI Curve for the Trend Strength. Then, the RSI Curve is universal. It works on any marketplace giving a lot of information, using it in the right way.
RSI is a slow curve. It waves above and below the middle line, according to the bullish and bearish trend . This is why it incorporates the Trend Strength in its calculation.
Instead, other choices give Faster Momentum Curves that give different advantages and peculiarities. The final result and purpose do not change.
Market Conditions
Overbought and Oversold Conditions could not cause the immediate reversing of the trend. The changing occurs according to Thrusts and their shortening.
This happens by one or more rebounds in the price action. Indeed, this marks hesitation to continue the advancing or the declining of the price.
The Momentum Curve can highlight the absorption of Supply Pressure and Supporting Demand. This precedes the Climactic Point so as a Thrust during the advancing or declining of the price.
True Strength and Money Flow curves follow the trend. They show where the trend is weakening or strengthening.
When these curves rise together with the trend, this confirms the trend. Instead, when these curves hesitate, they are marking a changing.
TSI and Money Flow have advantages. They show the continuation of the trend by its positive or negative value. Besides, they show the shortening of the trend. Moreover, the curve anticipates the shortening of the thrust.
Money Flow Curves highlights the prevailing of Buying Pressure of Selling Pressure. This is possible because their formulas includes the volume . But the TSI discretization that uses prices, works giving a fair result.
This returns an unconditional conclusion. The volume has a high relevance because of the correlation between effort and result. But despite this, the mathematical discretization of the market can work without it.
Short and Long Signal Lines
The GA Momentum plots 2 extra curves to support the market momentum interpretation. They are Exponential Moving Average applied to the momentum curve.
The Short Signal Line follows the main curve and it gives the first crossing for an entry signal. Of course, this is useful only when there are the right condition for an entry point.
Instead, the Long Signal Line exists to be a trending indicator. When the main curve is approaching it, rebounds, the shortening of the thrust, can mark a changing. Following the thrust, these curves become closer and closer for some waves. This becomes better visible by the plotting of the Histogram.
The Histogram shows the difference between the main curve and the Long Signal Line. The distance between those curves becomes relevant and helpful in many circumstances. This highlights the changing in the Strength or Weakness of the trend.
Short and Long Signal Curves can have a partial plotting. This reduces the impact of those curves on screen. The script can show them only when they give a relevant visual impact for the trading practice.
Coloring
GA Momentum Script colors curve and price bars. It highlights conditions where the price is Overbought or Oversold. But it highlights also divergences with labels and colored lines.
The script plots colors on bars with extended prices. Besides, the script plots colors on bars that are the ending of divergences
GA Momentum script colors the price bars using the same criteria applied to color curves. Color used on the Curve are the same used on the price bars.
True Strength Curve and Momentum Curves color price bars. This happens for the entire Trend Strength. Then the prevailing of the Buying Pressure or Bearish Pressure is also visible on bars. This occurs by the persistent green or red colors according to Pressure and Trend.
Alerts
GA Momentum provides 2 alerts for Bearish and Bullish Signals. Both uses the crossing of Short and Long Signals in the same direction.
Note: I restrict access to the tool.
Regards
Girolamo Aloe
Founder of Profiting Me
Triple Moving Average HeatmapHi everyone
I didn't publish on Friday because I was working on an Expert Advisor in MT4. The day I don't publish, some scripts spamming guys published many (not useful) scripts the same to kick me out of the TOP #1 ranking.
So what I'm going to do about it? crying or sharing more quality scripts than before? :)
I guess you know the answer :) I'm gonna share a few quality scripts that I have in my library. I noticed that you guys tend to like more the scripts useful for your trading actually making you money rather than a copy-paste (of another copy-paste)
Alright, enough for the trolling now let's introduce the Three MA heatmap which is an upgrade of that script : MA-heatmap-Double-cross-edition/
The challenge was to keep the heatmap not rolling and to make it match with the MA cross. I did it using this
```
since_ma_buy = barssince(macrossover)
since_ma_sell = barssince(macrossunder)
heatmap_color() =>
since_ma_buy < since_ma_sell ? color.new(color.green, 20) : since_ma_buy > since_ma_sell ? color.new(color.red, 20) : na
```
This is a technique that I found after drinking three glasses of red wine (#french) to keep the heatmap stable and not rolling.
To get what I'm saying I invite you to replace the piece of code above by what everyone would normally do
```
heatmap_color() =>
macrossunder() ? color.new(color.green, 20) : macrossover() ? color.new(color.red, 20) : na
```
Ah and I'm not done sharing for the day, a few scripts are coming also after that one and tonight !!!!! I want to live in a world where you guys can enjoy quality scripts (mostly) :)
PS
____________________________________________________________
Feel free to hit the thumbs up as it shows me that I'm not doing this for nothing and will motivate to deliver more quality content in the future.
- I'm an officially approved PineEditor/LUA/MT4 approved mentor on codementor. You can request a coaching with me if you want and I'll teach you how to build kick-ass indicators and strategies
Jump on a 1 to 1 coaching with me
- You can also hire for a custom dev of your indicator/strategy/bot/chrome extension/python
A+ Model - Cave EducationHere is a comprehensive and detailed explanation of the "A+ Model - Cave Education" Pine Script code.
This script is a sophisticated technical analysis tool designed for TradingView. It assists traders in identifying specific institutional time windows, price ranges (sessions), and "Macro" volatility periods based on the ICT (Inner Circle Trader) or similar time-based trading concepts.
Below is the breakdown of how the code functions, organized by its logic sections.
1. General Overview
The script is an overlay indicator (it sits directly on the price chart). Its primary purpose is to:
Highlight a specific trading session (The "A+ Box") and mark its High/Low.
Mark key institutional times (07:00 NY and 09:30 NY Open).
Identify "Macro" windows (specific 20-minute periods where algorithms are active) and draw dynamic ranges around them based on volatility (ATR).
Project future times onto the chart to help the trader prepare for the next day.
2. Settings & Inputs (User Configuration)
The code begins by defining a vast array of user inputs, grouped for better usability:
General Time & Box: Allows the user to define the "A+ Session" time (default 20:00-00:00) and the Time Zone (UTC-5/New York). It also handles the visual style (colors) of the session box.
Visibility: A crucial performance and visual clutter setting. boxDays limits how far back the A+ boxes and time lines are drawn (default 14 days). Macros are strictly limited to the current week to prevent chart lagging.
Line & Text Controls: Every visual element (A+ lines, NY markers, Macros) has toggles (input.bool) to show/hide the lines or the text labels separately.
Macro Settings: Defines the time windows for three separate macros and an ATR Multiplier. The ATR multiplier determines how wide the channel lines are drawn around the macro price action.
3. Logic Breakdown by Section
Section 1: The "A+ Draw" Box (Session Range)
This is the core of the A+ Model.
Logic: The script checks if the current bar is within the user-defined sessionTime.
Box Creation:
When the session starts, it initializes a new Box (box.new).
Throughout the session, it continuously updates the Box's Top (Highest High) and Bottom (Lowest Low) to encompass the full range of that time period.
Extension Lines (Support/Resistance):
Once the session ends, the script draws two horizontal lines: one from the Session High and one from the Session Low.
Smart Break Logic: These lines are active (highActive, lowActive). They extend to the right until the price breaks them (High line is broken by a higher price, Low line by a lower price). This helps traders see if the session range is being respected or broken later in the day.
Section 2: Time Lines (NY Midnight & Open)
This section marks vertical reference points.
It checks for specific times: 07:00 and 09:30 (in the user's timezone).
If the current bar matches these times, it draws a vertical line (line.new) covering the High/Low of that bar and places a label (e.g., "NY." or "09:30") above it.
This helps the trader orient themselves regarding the New York session Open and the "Killzone" start.
Section 3: Macros (Volatility Windows)
This is the most complex calculation in the script.
Definition: Macros are specific time windows (e.g., 09:50–10:10) where price delivery is often accelerated.
Visibility Rule: To keep the script fast, this only runs if isCurrentWeek is true.
ATR Offset: The script calculates the Average True Range (ATR). It uses this to create a "channel" around the price.
Drawing Logic:
When a Macro time starts, the script tracks the Highest High and Lowest Low inside that specific 20-minute window.
It draws parallel horizontal lines above and below these prices.
The Twist: The lines are not drawn at the High/Low. They are offset by ATR * Multiplier. This creates a wider "zone" around the macro price action, visually indicating a volatility range.
Section 4: Future Projection (Tomorrow)
This feature is for planning ahead.
It runs only on the last bar of the chart (barstate.islast).
It calculates the timestamps for the next occurrence of the key times (07:00, 09:30, and all three Macros).
It draws vertical lines into the future (empty space on the right of the chart).
Benefit: The trader can see exactly where 09:30 or the next Macro will occur on the timeline before the candles even print.
4. Helper Functions
The code uses custom functions to keep the logic clean:
f_drawFuture(...): A standardized function to draw the future vertical lines and labels so the code doesn't have to repeat itself for every single time marker.
isStartTime(...) & isInTime(...): Shorthand functions to check if the current candle belongs to a specific session string (like "0950-1010").
Summary of Improvements in this Version
Compared to a standard indicator, this script is highly optimized:
Text Control: You can turn off text labels while keeping the lines (or vice versa).
Performance: It limits historical drawing (only 14 days back for boxes, only this week for macros) to prevent "Maximum Line Count" errors in Pine Script.
Visual Clarity: It uses different colors for different Macros (Blue, Red, Orange) to make them instantly distinguishable.
WOW Intraday Tracker by Dev🎯 WOW Intraday Tracker: Professional Trade Execution & R/R Analysis
The WOW Intraday Tracker (V1.30 Final) is an advanced, invite-only tool built for disciplined intraday trading. It transforms market signals into a fully managed trade, providing both real-time execution confidence and objective performance review.
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✨ Core Execution Features
The Tracker automates the most critical aspects of trade management:
Automatic Entry Trigger: The script uses a proprietary multi-factor scoring system to identify high-probability setups. Once a trade signal is validated and its Score meets the Activation Threshold (which is visible in the Running Trade Table), the entry order (Long or Short) is automatically triggered and monitored.
Trade Grade Qualification: Crucially, every setup is assigned a Trade Grade (A+, A, or B) before entry, based on structural confluence, allowing traders to qualify the setup quality instantly.
Initial SL & Multiple Targets (TGTs): All trades are established with risk-defined parameters from the start.
Initial Stop-Loss (SL): Automatically calculated based on user-defined ATR Multiples to align risk with current volatility.
Multiple Take-Targets (TGTs): Two distinct target levels (TGT1 and TGT2) are set based on user-defined R-Multiples (Risk-to-Reward ratios) to facilitate a partial profit-taking strategy.
Dynamic Trailing & Stop Adjustment: As the trade progresses, the script automatically manages risk, adjusting the stop-loss upon TGT hits to lock in profit.
Signal Cancellation Feature: To protect capital, the script actively monitors the signal's health. If the internal trade score drops below the configurable Cancellation Threshold before entry, the pending order is automatically invalidated and cleared.
⚖️ Trade Exit and Weighted R/R Assumptions
The script's primary function is to track and calculate a Weighted Risk-to-Reward (R/R) based on a predetermined exit plan:
Target 1 (T1): 30% of the original position. Stop is adjusted to protect profits.
Target 2 (T2): Another 30% of the original position. Trailing Stop begins based on a volatility factor.
Final Exit: Rest 40% of the original position. Exited when the Trailing Stop is hit.
Important Note: The Trailing Stop is tracked on a closing basis within the script. While you can choose to exit the trade manually on a hit basis or book profits based on your personal judgment, the script's final Weighted R/R calculation is based on the assumption that the position exits as detailed above.
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📊 Global R/R Tracker Table (Performance by Grade)
This powerful feature provides objective, actionable data for trade review. It continuously tallies your performance, broken down by the quality (Grade) of the trade setup.
The table tracks performance for A+, A, and B grade setups, plus a TOTAL row, based on your chosen lookback (Full History or Day Start)
By separating performance by Grade, you gain a clear, evidence-based understanding of which setups truly deserve your capital and focus.
*************************************************************************************
🎨 Advanced Customization & Styling
The WOW Intraday Tracker offers extensive control over the look and feel of your workspace to ensure maximum clarity and minimal chart clutter.
Table Positioning: Freely select the on-chart location (Top Right, Bottom Left, etc.) for all three tables.
Theming: Customize the background and text colors for all tables, including the dynamic green/red backgrounds of the Global R/R Tracker.
Plot Lines: Full color control over all plotted trade lines: PDH/PDL, Entry Price, Initial Stop, Trailing Stop, and Targets.
*********************************************************************************
⏱️ Usage & Recommended Timeframes
The WOW Intraday Tracker is primarily designed and optimized for high-frequency, short-term intraday trading.
Recommended Timeframes: For optimal performance, we recommend using the script on lower-to-mid-range intraday timeframes: 5-minute, 15-minute, and 25 (or 30) minutes.
Intended Use: While the script can be applied to higher timeframes, its main purpose is to capture volatility and quick moves within the trading day.
Swing Trading: In rare instances, the tracker may generate signals suitable for a short-term swing trade (1-2 days), but this is secondary to its core intraday function.
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🔑 Access Note
The WOW Intraday Tracker utilizes proprietary logic within its scoring system and is published as an invite-only script. The source code is protected to maintain the integrity and value of the intellectual property.
To inquire about access, please contact the author directly via TradingView Private Message on this profile.
RSS-Stochastik [afterworktrading]Hi all,
this is the first script from the series "afterworktrading". The goal is to develop and provide tools for traders with a fulltime job or little time for trading/analyzing charts.
Over time some of the scripts will also be linked to complete trading systems.
Let's start with my favourite one, the "RSS-Stochastik" with alert function.
The RSS-concept (Relative Spread Strength, developed by Ian Copsey) is based on the variance between a "short" and a "long" moving averages (or "slow" and "fast"), here between two EMA.
This variance is calculated and plotted in a RSI-diagram to show "overbought" and "oversold" conditions, helping to identify an ideal entry setup for trend continuation or catching a possible reversal.
Compared to the conventional RSI etc., possible reversal or trend continuation areas are often better represented in terms of quality, as an example see the Amazon-Chart.
The EMA-values, limit value thresholds and background colors can be set in the script. As a special feature, alarms can be set to be notified when a value has reached the extreme range. This reduces the screen time to the minimum.
In my personal trading, this indicator forms the basis for almost all trades, but is not a pure signal indicator on its own.
However, the informative value can be further improved if volume or support/resistance zones etc. are linked to the RSS, see example NASDAQ future with support zone price or 200 EMA.
Example for a possible RSS-Trade-Setup:
- choose an asset with a strong trend
- set alerts for crossing the oversold or overbought condition in direction of the trend
- in case of an alert check possible support/resistance areas on the current chart level (EMA, price zones, volume zones, anchored VWAP etc.)
- trade in the direction of the trend using your preferred entry setup
In my opinion, the system can be used very well, especially in trend phases, in order to obtain optimal entries.
Does it works also on lower timeframes?
Yes, it might work on every timeframe with a strong trend of high quality. Please see attached a 5m-Chart of GPBUSD-pair, notice the signal quality in direction of the trend.
Like every trading system this is not the "holy grail setup" and you will have losing trades. But handling this indicator with care you can have better entries especially in trend direction with less screen time due to the alert function.
Good luck with it! Further indicators will be published in the coming months, some will also be based on the RSS system.
As always: no liability for losing trades, no investment advice etc. Observe the risk limit for every trade!
