Get started

Spread

Meridian Stochastic Regime Suite [JOAT]Meridian Stochastic Regime Suite Introduction Meridian Stochastic Regime Suite is an open-source adaptive oscillator built for traders who want more context than a standard stochastic line can provide. The script combines a centered stochastic engine, an adaptive response model, and a regime profile so the oscillator changes character as the market shifts between trend, compression, expansion, and balance. The problem Meridian solves is signal quality. Standard oscillators often look clean, but they do not explain whether momentum is occurring inside a compressed market, an expanding breakout phase, or a stable trend. Meridian adds that context directly into the oscillator architecture so the same reading can be interpreted differently depending on the active regime profile. Core Concepts 1. Centered stochastic architecture Price is pre-smoothed first, then converted into a stochastic reading that is centered around 50 so directional pressure is easy to interpret: smoothHigh = ta.ema(high, priceSmoothLen) smoothLow = ta.ema(low, priceSmoothLen) smoothClose = ta.ema(close, priceSmoothLen) rawStoch = 100.0 * (smoothClose - ta.lowest(smoothLow, stochLen)) / stochRange 2. Adaptive response engine The main oscillator does not use static smoothing alone. Its response speed and gain expand or contract based on the regime profile: gainBias = gainBase + trendScore * 0.38 + expansionScore * 0.18 - compressionScore * 0.12 speedBias = responseBase + trendScore * 0.08 + expansionScore * 0.04 adaptiveOsc := adaptiveOsc + speedBias * (adaptiveSeed - adaptiveOsc ) This helps the oscillator respond differently in directional and compressed conditions. 3. Embedded regime scoring Meridian computes four internal state scores: Trend Compression Expansion Balance Those scores are derived from ATR behavior, path efficiency, and slope strength, then normalized into a regime profile shown in the dashboard. 4. Spread and signal layer The script compares the adaptive oscillator to a slower signal line and visualizes the spread around the neutral axis. This gives a direct view of acceleration versus drag. 5. Institutional oscillator panel The panel uses restrained zones, layered fills, and a top-right dashboard instead of loud markers. The result stays readable while still carrying multiple analytical dimensions. Features Centered stochastic core: Keeps the oscillator readable around a neutral midpoint Adaptive response model: Gain and speed shift with the internal regime profile Four-state regime map: Trend, Compression, Expansion, and Balance Fast line and signal line: Shows momentum acceleration versus stabilization Spread shading: Highlights when the adaptive oscillator is separating from the signal line Regime dashboard: Displays state, confidence, adaptive reading, signal reading, and regime profile shares Confirmed-bar flips: Internal state transitions are tracked on closed bars Non-repainting design: Uses only current-timeframe data and no future references Input Parameters Stochastic Core: Price Pre-Smoothing Stochastic Length Fast Smoothing Adaptive Signal Smoothing Regime Filter: Regime Window ATR Window Base Oscillator Gain Base Response Speed Visual Output: Show Adaptive Zones Show Centered Fast Line How to Use This Indicator Step 1: Start with the regime Read the dashboard first. Trend and Expansion regimes support directional interpretation. Compression and Balance call for more caution. Step 2: Watch adaptive versus signal spread When the adaptive line separates cleanly from the signal line, momentum is strengthening. When the spread compresses, the move is losing urgency. Step 3: Use the centered fast line as timing context The fast line helps show whether short-term momentum is leading or lagging the adaptive engine. Step 4: Avoid isolated readings Meridian is strongest when used alongside a structure or value-based tool rather than as a standalone trade trigger. Indicator Limitations Like all oscillators, Meridian can remain elevated or depressed during strong directional trends Compression states may delay re-acceleration readings until volatility expands again The regime profile is descriptive, not predictive Originality Statement Meridian Stochastic Regime Suite is original in how it embeds a four-state regime profile directly into the adaptive behavior of a centered stochastic engine. It is published because: The oscillator response changes with internal market-state measurements instead of using only fixed smoothing The script surfaces trend, compression, expansion, and balance as percentages inside the same panel The panel and dashboard design turn regime context into an interpretable momentum framework rather than a generic stochastic clone Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to trade. Oscillator readings can remain extreme for extended periods, and regime classifications can shift as conditions evolve. Always use independent judgment and proper risk management.
Pine Script® indicator
by officialjackofalltrades
Covenant Regime Register [JOAT]Covenant Regime Register Introduction Covenant Regime Register is an open-source market context indicator that classifies whether price is currently behaving like a directional auction or a rotational auction. Instead of treating trend detection as a single yes-or-no output, the script builds two competing probability streams and continuously updates which state has stronger evidence. The problem this indicator solves is context drift. Many tools are applied the same way in every environment even though trending conditions and ranging conditions reward very different decisions. Covenant Regime Register separates those environments first, then exposes confidence, directional efficiency, and bias so the trader can decide whether to lean into continuation logic or step back into rotation logic. Core Concepts 1. Multi-factor regime observations The regime engine does not rely on one input. It blends normalized returns, normalized volatility, directional efficiency, and slope persistence into a two-state regime model: logReturn = math.log(close / nz(close , close)) realizedVol = ta.stdev(logReturn, volatilityLength) efficiencyRatio = math.abs(close - close ) / math.sum(math.abs(ta.change(close)), efficiencyLength) This keeps the classification grounded in both movement quality and volatility behavior. 2. Probabilistic state competition Directional and rotational states each receive an emission score. Those scores are then smoothed through a persistence-heavy probability engine so the output does not flip on every small fluctuation: posteriorTrend = emissionTrend * priorTrend posteriorRange = emissionRange * priorRange trendProb := trendProb + learningInput * (targetTrend - trendProb) The result is a stable state register rather than a noisy binary switch. 3. Confidence-aware classification The script only considers a regime confirmed when the dominant state exceeds the user-defined confidence threshold on a confirmed bar. This helps reduce false transitions during temporary turbulence. 4. Probability spread visualization Trend probability and range probability are plotted together, while the spread between them is shaded as a separate area. This lets the user see whether the market is decisively one-sided or only marginally biased. 5. Institutional dashboard The top-right dashboard reports current state, confirmation status, trend probability, range probability, efficiency, and directional bias using a restrained dark palette designed to stay readable on a clean chart. Features Two-state regime model: Directional auction versus rotational auction Multi-factor classification: Uses returns, volatility, efficiency, and slope instead of a single oscillator threshold Probability outputs: Trend and range are shown as separate probability streams Confidence gate: Regimes are only considered confirmed above the user-defined threshold Spread visualization: Shows the separation between the two competing states Dark institutional dashboard: Compact top-right panel with current state and supporting metrics Confirmed-bar regime alerts: Alerts only fire when a new regime is confirmed on bar close Non-repainting design: Uses only current-timeframe information and confirmed-bar state transitions Input Parameters Regime Engine: Return Lookback: Smoothing window for the return series Volatility Lookback: Window used to normalize realized volatility Efficiency Length: Measures directional travel versus rotational travel Probability Learning: Controls how quickly the posterior probabilities adapt Trend Confirmation Threshold: Minimum dominant probability required before a regime is treated as confirmed Visual System: Show Regime Backdrop Show Probability Spread Show State Ribbon Show Dashboard How to Use This Indicator Step 1: Read the dominant state If Trend Probability is above Range Probability and the confidence threshold is met, the market is behaving more directionally. If Range Probability dominates, the market is behaving more rotationally. Step 2: Check confirmation Use the confirmation state before treating the output as actionable. Developing readings can still change as the current bar closes. Step 3: Use efficiency and bias together High efficiency with strong directional bias supports continuation logic. Low efficiency with range dominance supports mean-reversion or lower-aggression decision making. Step 4: Apply it as a filter This indicator is best used as a context layer for other tools. It is not intended to predict the next bar by itself. Indicator Limitations Regime models classify the present environment; they do not forecast future direction Extremely fast reversals can temporarily lower confidence before the new state stabilizes Range and trend can overlap during transition periods, so marginal readings should be treated cautiously Originality Statement Covenant Regime Register is original in how it combines normalized return behavior, normalized volatility, directional efficiency, and slope persistence into a compact two-state probability register with an explicit confidence gate. It is published because: The script produces competing regime probabilities rather than a single trend flag The classification emphasizes state persistence and bar-close confirmation instead of hyper-reactive regime flipping The dashboard surfaces regime context in a compact format suitable for use as a decision filter alongside other indicators Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice and does not guarantee future market behavior. All regime classifications are derived from historical and current price behavior and can produce false or delayed readings. Always use independent judgment and proper risk management.
Pine Script® indicator
by officialjackofalltrades
10Y Yield Spread - Auto FX Pair10Y Yield Spread — Auto FX Pair Automatically displays the 10-year government bond yield spread for the FX pair currently on your chart. Switch from EURUSD to USDJPY to GBPAUD and the indicator instantly recalculates — no manual reconfiguration needed. What it shows The spread between the base currency's 10Y yield and the quote currency's 10Y yield, expressed in basis points. For example: USD/JPY → US10Y minus JP10Y EUR/USD → DE10Y (Bund) minus US10Y GBP/AUD → GB10Y minus AU10Y A positive spread (green) means the base currency offers a yield premium — historically a tailwind for the pair. A negative spread (red) means the opposite. The wider the spread, the stronger the rates differential pushing the pair. Why it matters Yield differentials are one of the most reliable medium-term drivers of major FX pairs. When the spread trends one way and the pair trends the other, you're often looking at a setup waiting to resolve — either the pair catches up, or the spread breaks. Particularly powerful for: Carry trade decisions (positive spreads = positive carry on the long side) Filtering FX trades against the macro backdrop Spotting divergences between price and rates Anticipating central bank repricing impact across pairs Confirming or fading reactions to CPI, NFP, and rate decisions Supported pairs All combinations of the 8 majors: USD, EUR, JPY, GBP, AUD, NZD, CAD, CHF. Auto-detection works on standard naming (EURUSD, EUR/USD, OANDA:USDJPY, FX:GBPJPY, etc.). For exotic symbols or futures, switch to Manual mode and pick base/quote from the dropdowns. Yield benchmarks used USD → US10Y (US Treasury) EUR → DE10Y (German Bund, eurozone benchmark) JPY → JP10Y (JGB) GBP → GB10Y (Gilt) AUD → AU10Y NZD → NZ10Y CAD → CA10Y CHF → CH10Y Settings Moving average : configurable SMA overlay (default 50) to smooth the spread trend Zero line : visual reference for spread sign change Background fill : green above zero, red below — instant regime read End label : shows current pair and live spread value in bps Pair detection : Auto (reads chart ticker) or Manual (override with dropdowns) Recommended setup Works on any FX chart timeframe from 15m to daily. For best results, pair this with my companion indicator Bond Yield Strength — 10Y Majors to see the full rates landscape alongside the specific spread of your pair. Notes DE10Y (German Bund) is used as the EUR proxy — it's the de facto eurozone benchmark used by rates desks globally. Data availability for some symbols depends on your TradingView plan; if a yield doesn't render, your plan may not include that exchange. Feedback and suggestions welcome.
Pine Script® indicator
by ValentinH-5
Cross Exchange Premium Drift Map [AGPro Series]Cross Exchange Premium Drift Map 🧠 Core Idea Is the active crypto venue drifting away from the exchange basket, or is the market staying aligned across venues? 📌 Overview / What it does Cross Exchange Premium Drift Map is a crypto market structure tool designed to compare the active chart against a configurable basket of exchange reference symbols. Instead of reading only the local chart, the script builds a venue basket from multiple exchange feeds and measures whether the active venue is trading at a premium, discount, or neutral alignment versus that basket. It produces a premium drift path, a dispersion path, a right-side venue premium stack, event labels, strongest/weakest venue context, and a compact panel. It does not predict price direction, automate trading, or claim that a premium will close immediately. 🎯 Purpose & Design Philosophy This script was built to fill a specific gap in crypto analysis: many traders look at one exchange chart and assume that chart represents the whole market. Crypto is fragmented across venues. Premiums, discounts, and venue dispersion can appear before important shifts in liquidity, risk appetite, or execution quality. The purpose of this tool is to make that fragmentation visible in a structured, readable, and non-predictive way. ⚡ Why This Script Is Different Most tools focus on the active chart alone, or compare futures against spot using a basis model. This script does NOT operate as a funding, carry, open interest, or perp-versus-spot basis indicator. Instead, it compares the active venue against a configurable cross-exchange reference basket, then maps premium drift, venue dispersion, strongest venue, weakest venue, and alignment quality into a dedicated visual workflow. ⚙️ Methodology 1. Venue Basket Construction The script requests multiple user-defined exchange symbols and builds an average reference basket from available venue prices. 2. Premium Drift Detection The active chart is compared against the venue basket to calculate premium or discount. 3. Dispersion Evaluation The script measures how far individual venues are spread around the basket. 4. State Classification Premium, discount, spread expansion, spread compression, and exchange alignment are converted into readable states. 5. Visual Output The chart displays premium paths, event labels, a right-side venue stack, and a panel summary. 🗺️ How to Read the Chart The premium drift path shows how the active chart behaves relative to the venue basket. The dispersion path shows whether exchange prices are widening away from each other or compressing toward alignment. The right-side venue stack shows the current premium/discount context, basket drift, dispersion, strongest venue, and weakest venue. Labels mark meaningful changes such as Venue Premium, Venue Discount, Spread Expansion, and Exchange Alignment. The panel summarizes state, score, premium, drift z-score, velocity, dispersion, direction, grade, and venue count. 🚦 Signals & States • Venue Premium → the active chart trades meaningfully above the exchange basket • Venue Discount → the active chart trades meaningfully below the exchange basket • Spread Expansion → venue dispersion is widening • Spread Compression → venue prices are moving closer together • Exchange Alignment → venues are compressed and the active chart is near the basket • Check Venue Set → selected symbols may not represent the same asset or may be mismatched 🔔 Alerts Logic Alerts trigger when the script detects a fresh state transition into a meaningful venue condition. Venue Premium alerts mark active-chart premium pressure versus the basket. Venue Discount alerts mark active-chart discount pressure versus the basket. Spread Expansion alerts mark widening cross-exchange dispersion. Exchange Alignment alerts mark compression toward venue agreement. Alerts are attention markers, not trade instructions. 🧩 Confluence Logic The strongest readings occur when premium drift, drift z-score, velocity, dispersion, and persistence align. When these conditions align, the venue message becomes more meaningful, but it still remains context rather than a prediction. 📊 When to Use • Crypto spot charts with active multi-exchange liquidity • BTC, ETH, and major liquid altcoin pairs • Periods where venue premium, discount, or spread quality matters • Market structure review before interpreting local price action • Cross-exchange monitoring during volatile sessions ⚠️ When NOT to Use • Illiquid symbols with unreliable venue references • Symbols where the basket does not match the active chart asset • Extremely noisy low-timeframe conditions • Markets where one or more venue feeds are missing or stale • Situations where the user expects guaranteed arbitrage signals 🎛️ Key Inputs • Venue Symbols → define the exchange reference basket • Venue Labels → control the short exchange names shown in the visual stack • Premium Threshold → controls when active-chart premium or discount becomes relevant • Dispersion Threshold → controls when cross-exchange spread widening matters • Premium Baseline Length → controls the drift baseline • Premium Z-Score Length → controls normalization • Visual Settings → control panel, labels, paths, and venue stack display 🖥️ Interface & Visual Design The interface is built for quick market reading. The panel provides compact state information. The premium stack shows the current venue relationship without using pale or white primary visuals, preserving readability on both dark and light chart backgrounds. Labels are designed to be visible, premium, and not buried inside candles. 🧪 Practical Usage Workflow 1. Confirm that the venue symbols match the active chart asset. 2. Read the panel state and score. 3. Check whether the active chart is premium, discount, aligned, or mismatched. 4. Inspect the strongest and weakest venue labels. 5. Use the premium and dispersion paths to understand whether the relationship is widening or normalizing. 🔍 Interpretation Guidelines A venue premium does not automatically mean price must fall. A venue discount does not automatically mean price must rise. Spread expansion means exchange prices are becoming less aligned. Exchange alignment means the active venue is closer to the basket. The script should be read as market context, not as a buy or sell system. 🚫 What This Script Is NOT This script is not a prediction engine. It is not financial advice. It is not an arbitrage execution tool. It is not an auto-trading system. It does not guarantee that premiums, discounts, or spreads will normalize. ⚠️ Limitations & Transparency Cross-exchange readings depend on symbol quality, venue availability, quote currency differences, and TradingView data access. USD and USDT references may behave slightly differently. Low-liquidity assets can produce unstable readings. Timeframe differences and exchange data behavior can affect how states appear. 🧠 Market Context Notes Crypto markets are fragmented. The same asset can trade differently across exchanges because of liquidity, regional flow, quote currency differences, venue-specific demand, and execution conditions. This script attempts to make that fragmentation easier to see. 🧾 Use Case Examples When the active chart trades above the basket while dispersion expands, the market may be showing venue-specific premium pressure. When the active chart trades below the basket while dispersion expands, the market may be showing local venue weakness. When premium and dispersion compress together, the market may be returning toward exchange alignment. 🧱 System Philosophy Cross Exchange Premium Drift Map follows the AGProLabs design principle of building decision-support maps rather than prediction tools. The goal is to improve context, visual structure, and trader awareness. 🔐 Non-Promise Statement No signal in this script guarantees a future price move. No premium or discount reading guarantees convergence. All outputs require broader market interpretation. 📉 Risk Disclosure Trading involves risk. Users are fully responsible for their own decisions. This script does not provide financial advice, investment advice, or guaranteed trading outcomes. 📚 Educational Note This tool is designed for educational and analytical use. It helps traders study cross-exchange price behavior, venue alignment, and premium drift as part of a broader market structure workflow.
Pine Script® indicator
by AGProLabs
Perpetual Basis Drift Map [AGPro Series]Perpetual Basis Drift Map 🧠 Core Idea Is the perpetual market quietly drifting away from spot, or is the basis relationship compressing back toward neutral? 📌 Overview / What it does Perpetual Basis Drift Map is a crypto derivatives context tool designed to monitor how the active perpetual or futures market behaves against a matching spot reference. The script compares the active chart price with an automatically selected spot reference, measures basis percentage, basis drift, normalized basis z-score, drift velocity, persistence, and trend context. It converts that relationship into an open three-rail basis drift meter, state labels, right-side tags, alerts, and an AG Pro dashboard. It does not read official funding payments, automate trades, predict future price direction, or promise that basis must mean-revert. It is a structured visual map for interpreting perpetual premium, perpetual discount, basis expansion, basis compression, reset, and spot-reference mismatch conditions. 🎯 Purpose & Design Philosophy This script was built to separate basis drift from generic funding or premium talk. Funding pressure can be noisy, and a raw premium number is often not enough. Traders need to know whether the relationship between perp/futures and spot is widening, compressing, persisting, or simply resetting. The design goal is to make basis behavior visible as a chart story, not just a number in a panel. ⚡ Why This Script Is Different Most tools show a spread or premium value and leave the interpretation to the user. This script does NOT treat basis as a simple buy or sell signal, does NOT claim that premium must reverse, and does NOT hide reference mismatch risk. Instead, it maps the basis relationship into states: Positive Drift, Negative Drift, Basis Expansion, Basis Compression, Reset, and Check Spot Ref, while the chart labels use Premium Drift, Discount Drift, Spread Expansion, and Basis Compression for faster visual reading. It uses spot-reference comparison, baseline drift, z-score, velocity, persistence, and trend context together. ⚙️ Methodology 1. Context Detection The script builds a spot reference from the active chart base currency, selected exchange, and selected quote. 2. Reference Mapping It compares the active market against the spot reference and calculates basis percentage. 3. Reaction Evaluation The model evaluates basis drift from baseline, normalized basis z-score, drift velocity, persistence, and trend context. 4. Visual Output The result is shown as a compact open basis drift meter, centered meter label, right-side tags, event labels, and dashboard panel. 🗺️ How to Read the Chart The basis drift meter separates the current read into three visible layers: state rail, basis value rail, and pressure score rail. It is intentionally open-ended rather than a closed corridor, so the visual story feels different from zone-first tools. Labels mark state changes such as Premium Drift, Discount Drift, Spread Expansion, and Basis Compression. Optional compact pulse markers add additional context when premium, discount, expansion, or compression pressure appears without turning the script into a signal engine. Colors communicate context: • Teal = positive/perp-premium drift pressure • Pink = negative/perp-discount drift pressure • Yellow = spread expansion or reference warning • Indigo = compression/reset regime The panel summarizes state, score, basis, basis z-score, velocity, persistence, direction, quality, spot reference, trend, and meter values. 🚦 Signals & States • Positive Drift → perpetual/futures market is drifting above the spot reference • Negative Drift → perpetual/futures market is drifting below the spot reference • Basis Expansion → basis deviation and drift velocity are widening • Basis Compression → basis deviation is compressing back toward neutral • Reset → no active drift state is strong enough to dominate the read • Check Spot Ref → selected spot reference appears mismatched or unavailable 🔔 Alerts Logic Alerts trigger when the script transitions into selected basis states. Positive Basis Drift alerts mark meaningful upward perp-versus-spot drift. Negative Basis Drift alerts mark meaningful downward perp-versus-spot drift. Basis Expansion alerts mark widening basis deviation and drift velocity. Basis Compression alerts mark movement back toward a neutral basis relationship. Alerts are attention markers, not trade instructions. 🧩 Confluence Logic The strongest context appears when multiple components align: Basis percentage + normalized basis z-score + drift velocity + persistence + trend context. When basis widens and persists, the relationship may deserve closer attention. When basis compresses, the market may be returning toward a more neutral perp-versus-spot condition. 📊 When to Use • Crypto perpetual and futures charts • Markets where spot reference comparison is meaningful • Perp/spot monitoring on BTC, ETH, and liquid crypto pairs • Basis expansion, basis compression, and drift-context analysis • Sessions where derivatives premium or discount behavior matters ⚠️ When NOT to Use • Symbols with poor spot-reference alignment • Illiquid markets with unreliable pricing • Spot-only charts if the user expects a derivatives basis story • Extreme news events where spread behavior can become unstable • Markets where the active symbol and selected reference are not comparable 🎛️ Key Inputs • Auto Spot Reference → automatically builds a matching spot reference • Basis Baseline Length → controls how quickly the normal basis relationship adapts • Basis Normalization Lookback → controls how unusual basis drift must be • Drift Velocity Lookback → measures whether basis is widening or tightening • Persistence Window → measures whether basis behavior continues across bars • Reference Mismatch Guard % → prevents mismatched references from being interpreted as real basis drift • Visual Settings → control meter projection, labels, right-side tags, and font sizes 🖥️ Interface & Visual Design The interface is designed around a premium chart-first story. The basis drift meter provides the main visual anchor. Centered meter text explains the state without relying on weak transparent labels or a large corridor box. Right-side tags keep the current state, basis, and score visible near the active price area. The panel follows the AG Pro standard with a merged blue header row, adjustable location, adjustable theme, and adjustable font size. 🧪 Practical Usage Workflow 1. Apply the script to a crypto perpetual or futures chart. 2. Keep Auto Spot Reference enabled for the first pass. 3. Confirm the Spot Ref row matches the active market base currency. 4. Read State, Score, Basis, Basis Z, and Velocity. 5. Inspect whether basis is drifting, expanding, compressing, or resetting. 6. Confirm the read with broader market structure, liquidity, volatility, and risk management. 🔍 Interpretation Guidelines Positive basis drift can show perp premium building, but it does not automatically mean price must fall. Negative basis drift can show perp discount building, but it does not automatically mean price must rise. Basis expansion is a context marker, not a trade instruction. Basis compression can indicate normalization, but normalization does not guarantee direction. 🚫 What This Script Is NOT This script is not a prediction engine. This script is not financial advice. This script is not an auto trading system. This script is not a guaranteed signal engine. This script does not read official funding payments directly. This script does not claim that basis drift must immediately reverse. ⚠️ Limitations & Transparency The script estimates basis from active-symbol versus spot-reference price behavior. Reference quality matters. If the selected reference is wrong or unavailable, the script shows Check Spot Ref rather than presenting the spread as valid basis drift. Different exchanges, contract types, liquidity conditions, and timeframes can produce different basis behavior. Very low basis values can be visually clean but may not produce a dramatic story. 🧠 Market Context Notes Perpetual basis can help traders understand whether derivatives pricing is leaning above or below spot. The value of this tool is strongest when combined with structure, volatility, liquidity, open interest, and disciplined risk management. Basis tells context. It does not create certainty. 🧾 Use Case Examples When a perpetual chart trades persistently above spot and basis velocity expands, the script may classify Positive Drift or Basis Expansion. When a perpetual chart trades persistently below spot and basis velocity expands downward, the script may classify Negative Drift. When basis returns toward its baseline, Basis Compression can help show normalization. 🧱 System Philosophy Perpetual Basis Drift Map follows the AGProLabs principle of building decision-support maps rather than prediction tools. The script is designed to make hidden derivatives context easier to see, not to replace judgment. 🔐 Non-Promise Statement No basis model can guarantee future price direction. No drift score removes uncertainty. This tool helps organize context; it does not create certainty. 📉 Risk Disclosure Trading involves risk. Crypto derivatives can be highly volatile and may involve leverage, liquidation risk, exchange risk, funding-cost changes, and rapid market movement. This script is for educational and analytical purposes only. It does not provide financial advice or guaranteed trading outcomes. Users remain responsible for their own decisions. 📚 Educational Note Use the script as a learning layer for understanding how perpetual premium, perpetual discount, basis drift, basis velocity, and spot-reference behavior can combine into a cleaner derivatives-context read.
Pine Script® indicator
by AGProLabs
Yield Curve MonitorWhat you see in the preview image The chart displays the complete US Treasury yield curve as a smooth log-scaled polyline drawn to the right of the last bar, with all eleven maturities from 1-month T-bills to 30-year bonds plotted at their actual yield values. The solid line shows today's curve; the dashed line shows the curve from 21 trading days ago for direct visual comparison. Each tenor is labeled with its name and yield in percent. To the right, a comprehensive dashboard table lists every maturity with current yield, the change in basis points versus the historical reference date, and a relative magnitude bar. Below the maturity rows the four most-watched yield-curve spreads are shown (2s10s, 3m10y, 2s30s, 5s30s) with their current value, change versus history, and inversion status. The footer classifies both the current and historical curves into one of five regimes — Steep, Normal, Flat, Inverted, or Humped — using a user-selectable slope metric. What this indicator does This is a complete US Treasury yield-curve workstation built into a single TradingView pane. It solves a problem that ordinary time-series indicators cannot: the yield curve is fundamentally a cross-sectional object — yield as a function of maturity at a single moment — but standard charts plot variables against time. By rendering the curve as a polyline anchored to the right of the last bar, with maturity on a logarithmic x-axis and yield on the price axis, the indicator gives you a real, geometrically faithful view of curve shape, alongside a complete data table and historical comparison. Eleven maturities are pulled from TradingView's TVC feed at daily resolution: US01MY, US03MY, US06MY, US01Y, US02Y, US03Y, US05Y, US07Y, US10Y, US20Y, US30Y. Each tenor is requested twice — once for the current bar and once for a user-defined lookback offset — giving the indicator a paired snapshot that drives every visualization and metric. If a specific tenor is unavailable on your data plan (US20Y is the most common gap), that point silently drops from the curve and shows an em dash in the table — no errors are raised. Settings explained Display group Curves geplottet (Curves to plot) — choose which yield curves are drawn to the right of the last bar: , , or . The dashboard table always shows both datasets regardless of this setting; this toggle controls only the visual polyline. The tenor labels next to the points always reflect the curve being plotted (or the current curve when both are shown).Current onlyHistoric onlyBoth Slope-Metrik (Shape-Klassifikation) — selects which spread drives the Steep / Normal / Flat / Inverted / Humped classification shown in the dashboard footer. Six options are available: (the default, broadest possible measure), (classic NBER recession lead-indicator), (the Federal Reserve's preferred recession signal), (long-end steepness), (pure long-end term-premium proxy), and (full-spectrum slope excluding T-bills). Each metric has its own empirically calibrated thresholds (see the Methodology section), so the classification remains meaningful regardless of which spread you choose. Alerts also fire on the selected spread.30y - 3m10y - 2y (2s10s)10y - 3m (3m10y)30y - 5y (5s30s)30y - 10y (10s30s)30y - 2y (2s30s) Dashboard anzeigen — show or hide the data table. Tabellen-Position — five anchor points for the dashboard: top-left, top-right, middle-right, bottom-right, bottom-left. Historic Lookback (Daily Bars) — the number of trading days back used for the historical comparison. Default is 21, which approximates one trading month. Useful presets: 21 ≈ 1 month, 63 ≈ 1 quarter, 126 ≈ 6 months, 252 ≈ 1 year. Maximum 504 bars (≈ 2 years). Style group Five customizable colors mapped to semantic roles (Bull/Steep/Current, Bear/Inversion, Neutral/Normal, Warning/Flat/Hump, Historic). One additional input controls the polyline line width (1 to 5). All defaults match a dark theme; the colors can be repointed to fit any chart style. Alerts group Two alert toggles: one fires when the user-selected slope metric crosses below zero (inversion event), the other when it crosses back above zero (re-steepening event). Both alerts trigger on confirmed daily-bar closes only — there is no intrabar repainting. What the dashboard shows The table is divided into three blocks. Maturity block (eleven rows) — one row per tenor showing the current yield to three decimal places, the change in basis points versus the lookback date with directional color (green up, red down), and a magnitude bar built from filled and empty Unicode block characters that visualizes the yield's size relative to the highest yield in the curve. This block lets you read absolute levels and recent moves at a glance. Key Spreads block (four rows) — the four most-watched curve spreads (2s10s, 3m10y, 2s30s, 5s30s), each with current value, change in basis points versus the lookback date, and an OK / INVERTED status flag. These four are shown unconditionally regardless of which slope metric you selected for shape classification, so you always have the full institutional toolkit visible. Curve Shape block (one or two rows) — one row per plotted curve (Current and/or Historic, depending on the curve toggle). Each row shows the regime label (STEEP, NORMAL, FLAT, INVERTED, or HUMPED) on a colored background matching the regime, the current slope value of the selected metric, and the metric's name. This lets you compare regime states between today and the lookback date directly: the curve may have shifted from FLAT to STEEP, for example, even if both versions are visible on the chart. Methodology — shape classification The indicator uses the user-selected spread as its primary slope input, with four absolute thresholds calibrated empirically from US Treasury data since 1990: 30y - 3m Steep : +1.5% Normal > +0.3% Flat > -0.3% Inverted ≤ -0.3% 10y - 2y (2s10s) +1.0% +0.2% -0.2% -0.2% 10y - 3m (3m10y) +1.5% +0.3% -0.3% -0.3% 30y - 5y (5s30s) +0.7% +0.15% -0.15% -0.15% 30y - 10y (10s30s) +0.5% +0.1% -0.1% -0.1% 30y - 2y (2s30s) +1.0% +0.2% -0.2% -0.2% The thresholds reflect each spread's historical distribution: the long-end spreads (5s30s, 10s30s) have far narrower ranges than the broad measures (30y-3m, 3m10y), so applying a single global threshold would over-classify the long-end as STEEP at almost every reading. By calibrating per metric, the classification stays meaningful no matter which spread the user selects. A separate Hump detection runs alongside: if the maximum yield in the curve falls in the belly (2Y, 3Y, 5Y, or 7Y) and the overall slope is below twice the Normal threshold, the curve is classified as HUMPED. This identifies the canonical inverted-belly shape that often signals a near-term policy-rate peak followed by expected easing. How to read the curve A Steep curve typically associates with early-cycle expansions, accommodative monetary policy, or rising inflation expectations — investors demand higher compensation to lend further out. A Normal curve is the long-term default state of healthy bond markets. A Flat curve indicates near-equality of short and long expectations, typically near cyclical turning points. An Inverted curve, where long yields trade below short yields, has preceded every US recession since the 1960s with an average lead time of roughly 12 to 18 months — this is the signal to watch for. A Humped shape, where the belly trades above both ends, typically reflects market pricing of a near-term hiking cycle followed by expected cuts. The dashed historical curve makes regime transitions visually obvious. If the solid current curve sits below the dashed reference across all tenors, yields have fallen broadly (a bond rally). If the curves cross — for example, the short end is up but the long end is down — the curve has flattened or inverted further during the lookback window. If the spread between them widens at the long end, term premium is expanding. Repainting and data behavior All calls use . Alerts trigger only on confirmed daily-bar closes. There is no repainting on confirmed bars.request.securitylookahead = barmerge.lookahead_off When the chart is on an intraday timeframe, the displayed yields reflect the most recent closed daily bar — during the US trading session this means yesterday's settlement until the new daily close prints. This is correct, non-repainting behavior and is consistent with how all daily-resolution data is served on TradingView. The pane scales automatically to the yield range using two invisible anchor plots (min and max across both current and historical curves). This ensures the polyline always uses the full vertical space without manual axis adjustment, regardless of the absolute level of yields. Limitations The classification thresholds are static absolutes, not adaptive. In persistent low-rate regimes (such as 2010-2021) the STEEP threshold may register slightly too generously; in high-rate regimes the FLAT threshold may understate compression. The numerical slope value is always shown alongside the label, so you can apply your own judgment when the regime label feels off. The Hump detection uses a simple argmax check on the belly tenors rather than a full curvature metric (such as the 2 × 5Y minus 2Y minus 10Y butterfly). It is most reliable when the selected slope metric spans the full curve (30y-3m, 3m10y, 2s10s); for narrow long-end metrics (5s30s, 10s30s) the belly lies outside the metric's span and Hump classification can be misleading. When in doubt, switch the slope metric to for the most robust shape reading.30y - 3m Only US Treasuries are supported in this version. The architecture leaves headroom in the request.security budget (22 of 40 calls used) for adding additional sovereign curves (Bunds, Gilts, JGBs) in future updates. Two alert conditions are exposed for the user-selected slope metric: Selected Spread Inversion — fires when the chosen spread crosses below zero (e.g., from positive to negative 2s10s). Useful as an early-warning trigger in macro frameworks. Selected Spread Re-Steepening — fires when the chosen spread crosses back above zero. The bull-versus-bear-steepener distinction (which end of the curve is moving) requires looking at the individual yields in the dashboard at the moment the alert fires. Alerts respect the user's slope-metric selection — switching from 2s10s to 3m10y in the settings will redirect the alerts to the new spread automatically. Recommended use Place the indicator on a daily chart of a broad US equity index (SPX, ES1!, SPY) to visualize how historical yield-curve regimes have aligned with equity-market phases — the inversion shading and shape labels make prior recession signals immediately visible. For fixed-income traders, place it directly on a Treasury futures chart (ZN1!, ZB1!) to use the live curve view as a directional input alongside the underlying price action. For macro discretionary traders, the configurable slope metric lets you align the shape classification with whichever spread your framework prioritizes — Fed-watchers typically use 3m10y, recession-modelers use 2s10s, term-premium analysts use 5s30s or 10s30s. Originality This indicator combines three distinct visualizations of the same dataset — a cross-sectional polyline curve drawn to the right of the last bar, a comprehensive numerical dashboard with eleven tenors and four spreads, and a configurable shape classification with per-metric calibrated thresholds — into a single, self-contained workspace. The log-scaled cross-sectional curve drawing using Pine v6's polyline objects, the historical comparison overlay, and the user-selectable slope metric with empirically calibrated thresholds per spread are not, to my knowledge, available in this combination in other public yield-curve scripts on the platform.
Pine Script® indicator
by SmartMoneyHour-GMB-Quant
Effort vs Result Reaction Map [AGPro Series]Effort vs Result Reaction Map ⚖️ OVERVIEW Effort vs Result Reaction Map is a premium volume-price reaction indicator built around one of the most practical ideas from Wyckoff and Volume Spread Analysis: effort only matters when it is compared with result. Many volume tools stop at identifying high volume, relative volume spikes, wide candles or bullish/bearish pressure. This script goes further by asking a more selective question: Is the market actually getting progress for the effort being spent? The indicator compares normalized participation effort, ATR-adjusted price progress, close-location quality, directional efficiency and wick behavior. The output is a clean reaction map that highlights two specific event families: • High effort + poor result • Low effort + strong result That makes the script different from a simple volume spike detector, a generic pressure map, a support/resistance drawer or a full Wyckoff phase tool. It is focused on the moment where participation and progress become meaningfully disconnected. 🔬 CORE IDEA Effort is built from two dimensions: • Relative volume versus a rolling participation baseline • Candle spread normalized by ATR Result is built from: • Price progress over a configurable number of bars • Close-location quality in the direction of progress • ATR-normalized movement quality Efficiency measures the relationship between those two sides. A bar can show strong volume, but if price does not achieve directional progress, the script treats that as a potential failed-progress reaction. A bar can also move cleanly with surprisingly low effort, which can reveal ease of movement and directional acceptance. 🧭 WHAT MAKES IT DIFFERENT Most public volume indicators answer one of these questions: • Is volume high? • Is relative volume expanding? • Is price near a volume shelf? • Is pressure bullish or bearish? • Is a Wyckoff phase forming? Effort vs Result Reaction Map answers a narrower and more actionable chart-reading question: Did the market receive enough result for the effort it spent? This keeps the tool focused and prevents it from overlapping with broader volume profile, relative volume, delta, session reaction or support/resistance scripts. It does not try to label accumulation, distribution, spring, upthrust or phase structure. Instead, it turns effort/result imbalance into a compact reaction framework that can sit cleanly on any chart. 🎯 SIGNAL TYPES High Effort + Poor Result This event appears when participation and spread are unusually active but price progress remains weak. The script studies wick behavior and candle direction to estimate which side attempted progress and failed. The label then expresses the opposite reaction bias: • Failed Bull Progress • Failed Bear Progress Low Effort + Strong Result This event appears when price makes strong directional progress while effort remains unusually light. This can suggest ease of movement, cleaner directional travel or a lack of opposing participation in that moment: • Low Effort Rise • Low Effort Drop Each event must pass a confidence threshold and a visual cooldown before it appears on the chart. This keeps the output selective and suitable for publication-quality screenshots. 🟦 REACTION BOXES The script can draw rectangular reaction boxes around qualified events. These boxes are not generic support and resistance zones. They are event-native reaction ranges created only when the effort/result engine finds a meaningful imbalance. Reaction boxes help the user track whether the market later respects, revisits or ignores the area where effort and result became disconnected. The box length, padding, transparency and minimum confidence are configurable. This gives the chart more structure without turning the indicator into another broad zone tool. 📊 PANEL The compact panel reports: • Effort • Result • Efficiency • Reaction Bias • Confidence The first panel row follows the AGPro standard format: one merged blue header row containing only the script name. Panel location, panel theme and panel font size are all configurable from the settings. ⚙️ KEY SETTINGS Engine • Effort Baseline Length controls the volume normalization baseline. • ATR Normalization Length controls spread, progress and object spacing. • Result Progress Bars defines how far back the result comparison looks. • Volume Weight In Effort balances relative volume versus candle spread. Reaction Thresholds • High Effort Threshold defines unusual participation. • Low Effort Threshold defines unusually light participation. • Poor Result Threshold filters failed-progress events. • Strong Result Threshold filters low-effort strong-result events. • Minimum Event Confidence controls final event selectivity. • Visual Cooldown Bars keeps labels and boxes from clustering. Reaction Boxes • Box Minimum Confidence keeps boxes more selective than labels if desired. • Box Extend Right Bars controls how long reaction ranges remain visible. • Box ATR Padding gives boxes a clean margin around the event candle. • Box Transparency controls chart softness. Labels And Markers • Event labels can be enabled or disabled. • Label confidence can be shown or hidden; it is hidden by default for cleaner screenshots. • Label font size defaults to Normal. • Label offset uses ATR so labels stay away from candle bodies. • Directional markers provide a minimal visual cue for qualified reactions. 🧠 HOW TO USE Apply the script to a liquid market and start with the default settings. Watch for high-effort poor-result labels when volume and spread expand but the market fails to make clean progress. These areas can be useful for studying absorption, failed pushes and short-term reaction shifts. Watch for low-effort strong-result labels when price moves cleanly without requiring heavy participation. These events can help identify easier directional travel and cleaner movement conditions. Use the reaction boxes as context zones created by the event itself. They are best read together with structure, trend context, liquidity areas, session behavior or your own discretionary framework. ✅ BEST USE CASES • Spotting failed directional progress after heavy participation • Comparing volume effort with actual price result • Identifying clean movement when result expands on lighter effort • Studying short-term absorption and efficiency shifts • Adding Wyckoff/VSA-inspired logic without using a full phase detector • Keeping a premium chart layout with selective labels and contextual boxes 🧩 LIMITATIONS AND TRANSPARENCY Effort vs Result Reaction Map is an analytical indicator, not a strategy. It does not classify full Wyckoff phases, does not draw generic support/resistance, and does not attempt to forecast future price. Its purpose is to organize observed effort/result behavior into a clean visual framework. Event quality depends on symbol behavior, timeframe, volume reliability and selected thresholds. Markets with unreliable volume data may need more conservative settings. The script is designed to be selective by default, but users can tune thresholds, confidence, cooldown, label size, panel theme and reaction box visibility to match their preferred chart style.
Pine Script® indicator
by AGProLabs
Volume Climax Detector [AGPro Series]Volume Climax Detector Volume Climax Detector is an advanced volume analytics tool that identifies extreme institutional volume events using a three-filter VSA (Volume Spread Analysis) methodology. Rather than triggering on simple volume multiples, the script combines Volume Z-Score statistics, Spread analysis, and Close Location to isolate genuine climax bars — the kind of exhaustion moves Wyckoff and VSA traders look for at trend tops and bottoms. 🔹 OVERVIEW Volume alone is a noisy signal. A "high volume bar" on one instrument is a quiet bar on another, and most volume-based indicators either miss real climaxes or fire on every uptick. This script takes a statistical approach: it measures how extreme each bar's volume is relative to its own recent history (Z-Score), confirms the bar structure makes sense (Spread and Close Location), and then classifies the event as a Buying Climax or Selling Climax using trend context — the Wyckoff way. The result is a small number of high-conviction labels at exactly the places where large participants tend to exhaust themselves: panic buys at tops, panic sells at bottoms, and hidden absorption in between. 🔹 WHAT MAKES IT DIFFERENT Most volume indicators apply a single threshold (e.g. volume > 2× average) and stop there. This script layers three independent VSA filters, each addressing a different failure mode: • Volume Z-Score — adapts to the instrument's own volume distribution. A 3σ event on BTC is genuinely rare, regardless of session or timeframe. • Spread filter — requires the bar's range to exceed its recent average. Eliminates the common false positive of a high-volume bar that barely moved (compression). • Close Location — requires the close to sit in the upper or lower third of the bar. Separates conviction from indecision. Beyond detection, two analytics layers set it apart from typical volume tools: • Reversal Success Tracking — every climax is tracked forward for a configurable window, and the script records whether a meaningful counter-move actually materialised (measured in ATR). The panel shows a live Reversal Rate, so users get honest feedback on how well climaxes have worked on the current symbol and timeframe. • Magnitude Scoring (1–10) — every climax receives a strength score derived from its Z-Score, making it easy to distinguish routine spikes from truly extreme events (marked with ★). 🔹 METHODOLOGY 1. Volume Statistics The script computes a rolling mean and standard deviation of volume over a configurable lookback window (default 50 bars). The Z-Score tells how many standard deviations above the mean the current bar is. A reading of 3.0σ or higher (default threshold) corresponds to the top ~0.27% of bars — statistically rare, not just "above average." 2. Triple Filter Gate A bar qualifies as a potential climax only when: • Z-Score ≥ threshold (volume anomaly) • Bar range ≥ spread multiplier × average range (wide spread) • Close is in the upper 33% (strength) or lower 33% (weakness) of the bar range 3. Wyckoff Classification • Buying Climax — qualifying bar during an established uptrend. Interpretation: buyers are exhausting themselves; potential topping action. • Selling Climax — qualifying bar during an established downtrend. Interpretation: sellers are exhausting themselves; potential basing action. • When no clear trend exists, classification falls back to close location plus bar direction so that sideways regimes still produce meaningful signals. 4. Confluence Grouping When multiple same-direction climaxes occur close together in time or price, the script collapses them into a single label representing the strongest event in the cluster. This keeps charts readable without losing information — the panel still counts every individual climax. 5. Effort vs Result (optional) A companion layer flags high-volume bars with unusually narrow spread — the classic VSA "No Demand" and "No Supply" conditions. These often signal hidden absorption ahead of a reversal and are shown as separate labels. 🔹 SIGNALS & ALERTS Four built-in alert conditions: • Buying Climax detected • Selling Climax detected • Extreme Climax (Z-Score above the extreme threshold, marked with ★) • No Demand / No Supply divergence Each alert payload includes the symbol, Z-Score, and magnitude score, ready for automation or review. 🔹 KEY INPUTS • Volume Lookback (default 50) — rolling window for statistics. • Z-Score Threshold (default 3.0σ) — minimum statistical extremity. Lower on intraday, higher for premium signals only. • Extreme Threshold (default 4.0σ) — above this, climaxes are flagged with a ★. • Spread and Close filters — each can be toggled independently for flexibility across asset classes. • Trend EMA Length and Sensitivity — control how the script defines uptrend and downtrend, with an ATR-normalised slope check to avoid misclassifying sideways regimes. • Reversal Window and Threshold — define what counts as a "successful" reversal for the panel statistic. • Confluence controls — Time-first (default), Price-first, or Strict mode, plus bar and ATR tolerances. • Climax Zones (optional, default off) — extends each climax bar's range forward as a reaction zone, similar to S/R. 🔹 HOW TO USE • Start with defaults on any liquid instrument and timeframe. The script adapts to the local volume distribution automatically. • On highly volatile intraday timeframes, consider raising the Z-Score Threshold to 3.5σ for fewer, cleaner signals. On slower timeframes, the default works well. • Treat a ★ Extreme Climax as higher-conviction than a plain climax, and pay attention to the Magnitude Score for fine gradation. • Use the Reversal Rate panel value as a feedback loop — if it is low on your chosen instrument and timeframe, either adjust thresholds or reconsider the setup. • Combine with your own structural analysis (support/resistance, HTF trend, market structure) for confirmation. The script identifies the event, not the entry. 🔹 LIMITATIONS & TRANSPARENCY • This is an indicator, not a strategy. It does not generate buy or sell orders and makes no assumption about position sizing or risk management. • Climaxes are statistical events. They tend to mark inflection points, but no volume pattern resolves into a reversal every time. The built-in Reversal Rate panel value exists precisely to make this honest — users see the actual hit rate on their own chart. • The script uses publicly available volume data from the chart's exchange. Volume quality varies by venue; results may differ on symbols with thin or unreliable volume reporting. • Classification depends on trend context. In strongly sideways regimes, the fallback rules may label climaxes differently than a human analyst would; reviewing the Trend EMA and sensitivity inputs helps here. • Labels are confirmed on bar close (no repaint). Panel counters and the Current Z-Score value update intrabar for live monitoring. 🔹 RISK DISCLOSURE Trading involves substantial risk of loss. Past behaviour of any signal or statistic does not guarantee future performance. This script is a research and analysis tool — it is not investment advice, a recommendation, or a solicitation to trade. Users are responsible for their own decisions, risk management, and position sizing.
Pine Script® indicator
by AGProLabs
4
Swap Engine - Pair Rotation (Z-Score) [AGPro Series]Swap Engine - Pair Rotation (Z-Score) 🔷 OVERVIEW Swap Engine - Pair Rotation (Z-Score) transforms the log-ratio between two correlated crypto assets into a disciplined tier ladder decision framework. Rather than signalling single-asset direction, the engine measures how stretched one pair has become relative to its rolling mean and proposes rotation between the two assets when the spread reaches statistically meaningful extremes. Every decision is evaluated on confirmed Engine TF bar close, keeping suggestions non-repainting under the configured execution model. 🟣 UNIQUE EDGE Unlike single-symbol mean-reversion or trend indicators, this engine treats the ratio itself as the tradable variable and pairs it with a full operational stack: a tiered exposure ladder (T0 to T3), an Integrity Gate that blocks entries when the pair relationship deteriorates, a Trend Regime filter that respects persistent one-sided moves, and a confirm-first execution model that converts raw signals into auditable decisions. A dedicated Signal Quality score (Q 0-100) and Integrity Score (IN 0-100) make every suggestion inspectable, not a black box. 🟢 METHODOLOGY The engine fetches the closing price of Pair A and Pair B on the chosen Engine TF, computes the log-ratio L = ln(A / B), then derives a rolling z-score using user-defined lookback length. Entry thresholds (Z1, Z2, Z3) define the three tiers of exposure; exit thresholds (hysteresis) define when each tier is scaled back. A cost filter requires the expected mean-reversion edge to exceed a configurable multiple of estimated roundtrip cost before any entry is allowed. The Integrity Gate continuously validates rolling return correlation, ratio drift, and spread-volatility expansion, halting new entries when the pair relationship degrades. 🟡 SIGNALS & ALERTS Each signal renders as a clearly tagged label on chart showing the action type (ENTRY / EXIT), source tier, target tier, direction (A->B or B->A), z-score snapshot, delta %, and Reason Code. Alerts are provided for: entry and exit events per direction, pending lifecycle (created, confirmed, skipped, expired), trend regime activation edges, duplicate suppression, and configuration warnings. All alerts fire on Engine TF bar close to remain consistent with the visible suggestions. ⚙️ KEY INPUTS Pair A / Pair B: the two assets to rotate between (same quote currency recommended). Engine TF: timeframe used for all ratio, z-score, and decision logic (240 / 4H default). Lookback: bars used for rolling mean and standard deviation. Entry Z1/Z2/Z3, Exit Z1/Z2/Z3: tiered thresholds for scaling in and out. Tier Sizing (T1 / T2 / T3 %): rotation size per tier as a percentage of the active pool. Trade Profile: preset gate behavior (Conservative, Balanced, Aggressive, Volatile Alt, High-Cost, Custom). Integrity Gate: correlation, drift, and volatility expansion filter with configurable minimum score. Execution Model: ASSUME (auto-advance), CONFIRM (pending + manual commit), or SIGNAL_ONLY (display only). 🔵 HOW TO USE Start on the default BTCUSDT vs ETHUSDT pair on 4H Engine TF with the Balanced profile. Keep the chart timeframe equal to or lower than the Engine TF (the script warns otherwise). Watch the status panel for the current tier, direction, confidence strip (Q / IN / PH), and next action preview. In CONFIRM mode, a PENDING card appears when a signal fires; increase CONFIRM +1 to commit the rotation state, or SKIP +1 to discard. Use the Trade Profile dropdown to tighten or loosen effective gates without changing your base inputs. 🟠 LIMITATIONS & TRANSPARENCY This is an indicator, not a strategy; no orders are placed and no backtest statistics are produced. Signals reflect statistical extremes in the pair's log-ratio and do not guarantee mean reversion. Performance depends heavily on pair selection - assets with persistent trends, broken correlation, or structural regime changes can cause extended adverse periods. The Integrity Gate mitigates but does not eliminate this risk. Costs, slippage, tax, and execution details are the user's responsibility; the Min Edge x filter is an estimate, not a realized-cost guarantee. Always validate on your own pair, timeframe, and account conditions before relying on any suggestion. 🔴 RISK DISCLOSURE Trading and rotating between crypto assets involves substantial risk, including loss of capital. Past or simulated behavior of the ratio does not guarantee future results. This tool is shared for educational and analytical purposes only and does not constitute financial, investment, or trading advice. Users are solely responsible for their own decisions and should consult a qualified professional before committing capital.
Pine Script® indicator
by AGProLabs
Velocity Spectrum Analyzer [JOAT]Velocity Spectrum Analyzer Introduction The Velocity Spectrum Analyzer is an advanced open-source momentum wave system that combines Munich Wave methodology with ALMA enhancement and multi-basis momentum tracking. This indicator analyzes momentum across five distinct velocity layers, creating a spectrum of momentum waves that reveal trend strength, regime shifts, and momentum alignment across multiple timeframes. Unlike single-line momentum indicators, the Velocity Spectrum Analyzer provides multi-dimensional momentum analysis through layered EMA calculations, ALMA enhancement, regime classification, and spread analysis. The indicator is designed for traders who understand that momentum flows in waves and that multi-layer alignment signals institutional conviction. Why This Indicator Exists This indicator addresses the need for multi-dimensional momentum analysis. By combining five momentum layers with ALMA enhancement and regime detection, it reveals: Five Velocity Layers: Fast (9), Medium (21), Slow (55), Very Slow (100), and Ultra Slow (200) EMAs create a momentum spectrum ALMA Enhancement: Arnaud Legoux Moving Average provides adaptive smoothing with reduced lag Basis Calculations: Averages between EMA layers create intermediate momentum levels Regime Classification: Extreme Bull/Bear detection using Bollinger-style bands Spread Analysis: Distance between fast and slow layers measures momentum strength Wave State Detection: All layers bullish or bearish signals strong directional momentum Background Coloring: Visual regime indication shows extreme conditions Core Components Explained 1. Core Momentum Calculation The indicator starts with basic momentum (current close minus close N bars ago), then applies ALMA for adaptive smoothing: The ALMA offset (default 0.85) and sigma (default 6) parameters control the balance between responsiveness and smoothness. Higher offset values shift the average toward recent prices, while higher sigma values increase smoothness. 2. Five EMA Layers Five EMAs are calculated on the momentum values: Fast EMA (9): Captures short-term momentum shifts Medium EMA (21): Tracks intermediate momentum trends Slow EMA (55): Identifies primary momentum direction Very Slow EMA (100): Reveals long-term momentum bias Ultra Slow EMA (200): Shows institutional momentum positioning Each layer responds at different speeds, creating a spectrum of momentum perspectives. 3. Basis Calculations Five basis levels are calculated as averages between EMA layers: Basis 1: Average of Fast and Medium EMAs Basis 2: Average of Medium and Slow EMAs Basis 3: Average of Slow and Very Slow EMAs Basis 4: Average of Very Slow and Ultra Slow EMAs Basis 5: Average of Ultra Slow and Fast EMAs (wraps around) These basis levels create intermediate momentum zones that smooth transitions between layers. 4. Trend Classification Functions Two functions classify momentum direction: Growing: Momentum > basis (bullish momentum) Falling: Momentum <= basis AND momentum <= ALMA (bearish momentum) Each basis is classified independently, creating five separate momentum assessments. 5. Regime Detection with Bollinger-Style Bands The indicator calculates bands around the average of all five basis levels: Origin: SMA of basis average (default 25 periods) Deviation: Standard deviation multiplied by factor (default 6.0) Top Band: Origin + deviation (extreme bullish threshold) Bottom Band: Origin - deviation (extreme bearish threshold) When basis 1 and ALMA both exceed the top band with rising momentum, the indicator signals extreme bullish conditions. When both fall below the bottom band with falling momentum, it signals extreme bearish conditions. 6. Mean Range Calculation A long-term mean range (default 415 bars) tracks the highest and lowest basis average values. The center of this range serves as a reference point for ALMA positioning. When ALMA is above the center mean with all layers bullish, strong upward momentum is confirmed. 7. Wave State Analysis The indicator tracks when all five basis levels are simultaneously bullish or bearish: All Bullish: All five basis levels show growing momentum - strong uptrend All Bearish: All five basis levels show falling momentum - strong downtrend Mixed: Some layers bullish, some bearish - transitional or choppy conditions Wave state alignment indicates institutional conviction across all momentum timeframes. 8. Spread Calculation The spread between Basis 1 (fastest) and Basis 5 (slowest) measures momentum divergence: Positive Spread (> 10): Fast momentum exceeds slow momentum - bullish acceleration Negative Spread (< -10): Fast momentum below slow momentum - bearish acceleration Extreme Spread (> 20 or < -20): Very strong momentum divergence - potential exhaustion Large spreads indicate strong directional momentum, while narrowing spreads warn of momentum loss. Visual Elements Five Velocity Layer Lines: Thick colored lines showing each basis level with dynamic coloring (cyan = bullish, yellow = bearish, white = neutral) ALMA Enhanced Line: Separate line showing ALMA-adjusted momentum with tri-color scheme Wave State Line: Zero line colored based on overall wave state Background Regime: Red background for extreme bull, green background for extreme bear Information Dashboard: Displays wave state, regime, spread, ALMA position, momentum value, layer alignment, and signal status Signal Generation The indicator generates four types of signals: Lean Short: Bearish crossover with falling Basis 1 and 2, spread <= -10 Maybe Buy: Bearish crossover with falling Basis 1 and 2, extreme bear regime, spread <= -20 (oversold) Lean Long: Bullish crossover with growing Basis 1 and 2, spread >= 10 Maybe Sell: Bullish crossover with growing Basis 1 and 2, extreme bull regime, spread >= 20 (overbought) Additional signals: All Aqua: All layers bullish for 4+ consecutive bars - strong uptrend confirmation All Yellow: All layers bearish for 4+ consecutive bars - strong downtrend confirmation How to Use This Indicator Step 1: Check Wave State Monitor the dashboard for wave state (All Bullish, All Bearish, or Mixed). Trade in the direction of wave state alignment. Step 2: Analyze Regime Watch for extreme bull/bear regimes (red/green backgrounds). These often precede reversals or strong continuation moves. Step 3: Monitor Spread Large spreads (> 20 or < -20) indicate strong momentum but potential exhaustion. Narrowing spreads warn of momentum loss. Step 4: Check ALMA Position ALMA above center mean with bullish layers confirms uptrend. ALMA below center mean with bearish layers confirms downtrend. Step 5: Count Layer Alignment The dashboard shows how many layers are bullish (X/5). 5/5 bullish = strongest uptrend, 0/5 bullish = strongest downtrend. Step 6: Wait for Signal Confirmation Lean Long/Short signals work best when wave state aligns. Maybe Buy/Sell signals at extremes offer reversal opportunities. Best Practices Trade with wave state alignment, not against it Use extreme regimes as reversal warnings, not continuation signals Monitor spread for momentum strength - large spreads indicate strong trends Wait for all layers to align (5/5) before taking aggressive positions Use Maybe Buy/Sell signals only at extreme regimes with high spread Combine with price action - momentum shows intent, price shows result Be cautious when layers are mixed (2/5 or 3/5) - indicates choppy conditions Watch for spread narrowing as early warning of trend exhaustion Input Parameters Momentum Engine: Source: Price input (default: close) Momentum Length: Period for momentum calculation (default: 21) ALMA Offset: Offset parameter for ALMA (default: 0.85) ALMA Sigma: Sigma parameter for ALMA (default: 6) Momentum Layers: Fast EMA: Short-term momentum (default: 9) Medium EMA: Intermediate momentum (default: 21) Slow EMA: Primary momentum (default: 55) Very Slow EMA: Long-term momentum (default: 100) Ultra Slow EMA: Institutional momentum (default: 200) Regime Classification: Mean Lookback: Period for mean range (default: 415) StdDev Length: Period for standard deviation (default: 25) StdDev Multiplier: Band width multiplier (default: 6.0) Background Offset: Shift background display (default: 0) Visual Configuration: Bullish Color: Color for bullish momentum (default: cyan) Bearish Color: Color for bearish momentum (default: yellow) Neutral Color: Color for neutral momentum (default: white) Enable Alerts: Toggle alert conditions (default: enabled) Originality Statement This indicator is original in its multi-layer momentum approach. While individual components (EMAs, ALMA, momentum) are established concepts, this indicator is justified because: It combines five distinct momentum layers into a unified spectrum analysis The basis calculation system creates intermediate momentum zones between layers ALMA enhancement provides adaptive smoothing with reduced lag Regime detection using Bollinger-style bands on basis average identifies extremes Wave state analysis tracks alignment across all five layers simultaneously Spread calculation measures momentum divergence between fast and slow layers The comprehensive dashboard presents all momentum dimensions simultaneously Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Momentum analysis does not guarantee profitable trades. Past momentum patterns do not guarantee future results. Always use proper risk management and never risk more than you can afford to lose. -Made with passion by officialjackofalltrades
Pine Script® indicator
by officialjackofalltrades
Spread Price BoxThe spread defines the distance between the current price and the upper and lower boxes. It creates a visual range that helps traders see how far price can move from the current level. This can be used to estimate potential entry, reaction zones or calculate Stop Loss points. ---------------- El spread define la distancia entre el precio actual y las cajas superior e inferior. Crea un rango visual que ayuda a ver cuánto puede moverse el precio desde el nivel actual. Esto puede usarse para estimar posibles zonas de entrada, reacción o calcular puntos de Stop Loss.
Pine Script® indicator
by kevinmendez
Adaptive Bollinger Bands [by Oberlunar]Adaptive Bollinger Bands by Oberlunar extends a classical Bollinger-style framework by building structured envelopes on highs and lows and then interpreting them through flow and regime context rather than through band touches alone. The script combines two moving-average bases, adaptive volume-distribution logic above and below price, a normalized TRIX component, and a multi-timeframe directional filter to distinguish between mean-reversion conditions and breakout conditions in a more organized way. Its original value is not in any single component taken in isolation, but in the way these elements are fused into one coherent visual system. The bands define the price structure, the heatmap and tape show where directional pressure is stronger, the regime engine helps separate quieter rejection environments from more persistent expansion, and the support, resistance, and compression areas help mark zones where market behavior becomes more interpretable. The indicator is designed to be read directly on standard charts. It does not use future-looking logic, and higher-timeframe requests are made with no lookahead. It is meant as a decision-support tool for chart reading, not as a promise of performance or as a substitute for risk management. A common way to use the script is to observe how price behaves when it reaches the outer parts of the envelope and then compare that location with the active regime, the side-specific flow, and the multi-timeframe bias. In quieter conditions, signals near the edge of the channel can be interpreted as possible rejection areas. In stronger directional conditions, the same area can instead be read as part of a continuation or breakout sequence. The heatmap and tape help show whether pressure is building above or below price, while the marked zones can help the user keep track of relevant local structure. Enjoy by Oberlunar ✦👁
Pine Script® indicator
by oberlunar_tr
Carry MonitorMost traders look only at price. Professionals look at the curve. Carry is the price difference between the front futures contract (F1) and the next contract (F2). It reflects whether the market is in: Backwardation — near-term supply tightness Contango — storage, financing, or excess supply When carry is annualized, it becomes comparable across commodities and time, revealing how aggressively the curve is pricing forward expectations. This indicator visualizes: Annualized F1–F2 carry over time Backwardation / Contango regimes Structure steepening or flattening 1Y structural extremes Key contract and spread statistics Carry helps answer: Is the market structurally tight or loose? Is the curve strengthening or weakening? Are we near structural extremes? This tool is designed for education and structure awareness — not signals.
Pine Script® indicator
by QuantNomad
TICK Arbitrage Toolkit [LuxAlgo]The TICK Arbitrage Toolkit is a specialized institutional internal analysis tool designed to track market breadth and identify high probability reversal zones through TICK and TICKQ index monitoring. It provides real time visualization of market sentiment and internal extremes to assist traders in index scalping and mean reversion strategies. 🔶 USAGE The indicator identifies three distinct extension levels to signal when market internals are reaching extreme overbought or oversold conditions. Traders use these extensions to anticipate potential price exhausts or trend reversals in major indices like the S&P 500 or Nasdaq 100. The toolkit maps the NYSE TICK or NASDAQ TICKQ values directly onto the price chart by colorizing bars and providing visual markers. A gradient system transitions bar colors based on the intensity of the TICK value, allowing for a clear interpretation of internal momentum without needing a separate pane. 🔹 Extension Levels The script utilizes three configurable extension levels (defaulting to 800, 1000, and 1200) to categorize the strength of the internal move. Extension 1: Displays a single marker and begins tracking for new session highs or lows. Extension 2: Displays two vertical markers to indicate increasing internal pressure. Extension 3: Displays three vertical markers and reaches maximum color opacity, signaling an extreme arbitrage opportunity. 🔹 Session Tracking The toolkit automatically tracks the session high and low for the selected TICK source. When the market reaches a New High of Day (NHOD) or New Low of Day (NLOD) in the internals, a professional label is printed to highlight the breakout. 🔶 DETAILS The toolkit includes a Refresh Frequency setting that allows the script to process data at a higher resolution than the chart timeframe. By selecting a sub minute frequency such as 1S or 5S, the indicator can react to internal spikes that occur within a single chart bar. The Include High/Low Extremes feature ensures that brief intrabar spikes are captured. Rather than only looking at the close of the TICK bar, the script evaluates the high and low to find the maximum magnitude, providing a more accurate representation of true market stress. 🔶 SETTINGS 🔹 Settings TICK Source: Select between NYSE TICK for S&P 500 analysis or NASDAQ TICKQ for Nasdaq 100 analysis. Refresh Frequency: Determines how often the internal data is sampled. Lower values provide more granular intrabar detail. Include High/Low Extremes: When enabled, the script uses the absolute highest or lowest value within the sampling period to capture spikes. Extension 1, 2, 3: Numeric thresholds for the three levels of arbitrage intensity. 🔹 Style Positive TICK Color: The color used for positive internal readings (typically associated with overbought/reversal zones). Negative TICK Color: The color used for negative internal readings (typically associated with oversold/reversal zones). Marker Style: Choose between Circles, Triangles, or None for the extension level markers. 🔹 Dashboard Dashboard: Toggles the visibility of the on screen data table. Position: Moves the dashboard to different corners of the chart. Size: Adjusts the scale of the dashboard text and cells.
Pine Script® indicator
by LuxAlgo
Fair Interest Rate Ladder (Auto + Info)Description: The Fair Interest Rate Ladder indicator is designed to visualize the "fair value" of interest rate instruments (bond futures, rate swaps, etc.), accounting for accrued interest or carry costs. It plots a step-line that converges toward a target base point as the expiration date approaches. Key Features: Auto-Spread Detection: The indicator automatically detects if you are using a spread formula (e.g., ZN1!-100). If detected, the anchor point automatically shifts from 100 to 0. Adjustable Rate & Direction: Easily set the annual percentage rate and choose the price convergence direction (upward or downward toward expiration). Leap Year Accuracy: Mathematically precise calculations based on the actual number of days in the current year (365 or 366). Dashboard: A real-time table in the top-right corner displays the exact Fair Value and the countdown of days remaining until expiration. Expiration Tracking: A distinct red "zero line" and a visual label marking the contract's end date. How to use: Input the start and expiration dates of your contract, set the current interest rate, and the indicator will show where the price should theoretically be trading today. Russian (Русский) Описание: Индикатор Fair Interest Rate Ladder предназначен для визуализации «справедливой стоимости» процентных инструментов (фьючерсов на облигации, ставки) с учетом накопленного купона или процентного дохода. Он строит ступенчатую линию, которая стремится к целевой точке (базе) по мере приближения даты экспирации. Основные возможности: Автоматика для спредов: Индикатор автоматически определяет, используете ли вы формулу спреда (например, ZN1!-100). В этом случае точка нуля автоматически смещается со 100 на 0. Гибкая настройка ставки: Возможность задать годовую процентную ставку и направление движения цены (вверх или вниз к экспирации). Учет високосных лет: Математически точный расчет на базе количества дней в текущем году (365 или 366). Инфо-панель: В правом верхнем углу отображается таблица с текущим расчетным значением Fair Value и счетчиком дней до экспирации. Визуализация экспирации: Четкая красная линия «горизонта» и метка даты окончания контракта. Как использовать: Введите дату начала и дату экспирации вашего контракта, укажите актуальную ставку, и индикатор покажет, где должна находиться цена сегодня относительно её теоретического идеала.
Pine Script® indicator
by Another363
Arbitrage Matrix [LuxAlgo]The Arbitrage Matrix is a follow-up to our Arbitrage Detector that compares the spreads in price and volume between all the major crypto exchanges and forex brokers for any given asset. It provides traders with a comprehensive view of the entire marketplace, revealing hidden relationships among different exchanges for the same asset and offering easy, visual comparisons. 🔶 USAGE Arbitrage is the practice of taking advantage of price differences for the same asset across different markets. Arbitrage traders look for these discrepancies to profit from buying where it’s cheaper and selling where it’s more expensive to capture the spread. For begginers this tool is a clear snapshot of how different markets value the same asset, making global price dynamics easy to grasp. For advanced traders it is a powerful scanner for arbitrage setups, helping you identify where the biggest opportunities lie in real time. Arbitrage opportunities are often short‑lived, but they can be highly profitable. By showing you where spreads exist, this tool helps traders: Understand market inefficiencies Avoid trading at unfavorable prices Identify potential profit opportunities across exchanges By default, the tool searches all the enabled sources for the asset in the chart. It uses crypto exchanges as sources for crypto assets and forex brokers for all other assets. The data is displayed on a dashboard, which is the tool's only visual element. Traders can enable or disable any exchange or broker from the settings panel. All are enabled by default. 🔹 Displayable Data Traders can choose from four types of data to display: last price, last volume, average price, and average volume. Note that price and volume data may not be available for all assets at all sources, and sources without data will not be displayed. As the image shows, each chart displays a different type of data for the same asset. In this case, the asset is ETHUSDT. 🔹 Reading the Matrix Traders must read the data in a row-by-column format, as shown in the following example. Assume that we are charting BTCUSDT Daily. In the row, we have Exchange A; in the column, we have Exchange B. The data is the average price, and the value is 100. The default length for the average is 20. It reads like this: The average BTCUSDT price over the last 20 days is $100 higher on Exchange A than on Exchange B. If the value were -100, it would mean that the average price is $100 lower in Exchange A than in Exchange B. 🔹 Matrix Style Traders can change the colors and disable the background gradient, which is enabled by default. They can also fine-tune the location and dashboard size from the settings panel. 🔶 SETTINGS Sources: Choose between crypto exchanges, forex brokers, or automatic selection based on the asset in the chart. Average Length: Select the length for the price and volume averages. Crypto Exchanges: Enable or disable any available exchange. Forex Brokers: Enable or disable any available broker. 🔹 Dashboard Data: Select the data to display. Position: Select the dashboard location. Size: Select the dashboard size. 🔹 Style Bullish: Select bullish color. Bearish: Select bearish color. Background Gradient: Enable background gradient color.
Pine Script® indicator
by LuxAlgo
4
IV Rank & Percentile Suite V1.0What This Indicator Does The IV Rank & Percentile Suite provides the volatility context options traders need to time entries. It calculates two complementary metrics—IV Rank and IV Percentile—using historical volatility as a proxy, then displays clear visual zones to identify favorable conditions for premium selling strategies. Stop guessing if volatility is "high" or "low." This indicator tells you exactly where current volatility sits relative to recent history. The Two Metrics Explained IV Rank (0-100) Measures where current volatility sits within its 52-week high-low range. IV Rank = (Current HV - 52w Low) / (52w High - 52w Low) × 100 70 means current volatility is 70% of the way between the yearly low and high Sensitive to extreme spikes (a single high reading affects the range) IV Percentile (0-100) Measures what percentage of days in the lookback period had lower volatility than today. IV Percentile = (Days with lower HV / Total days) × 100 70 means volatility was lower than today on 70% of days in the past year More stable, less affected by outlier spikes Why Both? IV Rank reacts faster to volatility changes. IV Percentile is more stable and statistically robust. When both agree (e.g., both above 50), you have stronger confirmation. Divergence between them can signal transitional periods. Zone System The indicator divides readings into three zones: Zone ------- Default Range ---- Meaning ------------------ Premium Selling 🟢 High ≥ 50 Elevated volatility Favorable 🟡 Neutral 25-50 Normal volatility Selective 🔴 Low ≤ 25 Compressed volatility Avoid An additional Extreme threshold (default 75) highlights prime conditions when volatility is significantly elevated. Zone thresholds are fully customizable in settings. How to Use It For Premium Sellers (Iron Condors, Credit Spreads, Strangles) Wait for IV Rank to enter the green zone (≥50) Confirm IV Percentile agrees (also elevated) Enter premium selling positions when both metrics align Avoid initiating new positions when in the red zone For Premium Buyers (Long Options, Debit Spreads) Low IV Rank/Percentile means cheaper options Red zone can favor directional debit strategies Avoid buying premium when both metrics are in the green zone General Principle: Sell premium when volatility is high (it tends to revert to mean). Buy premium when volatility is low (if you have a directional thesis). Inputs Volatility Calculation HV Period — Lookback for historical volatility calculation (default: 20) Trading Days/Year — 252 for stocks, 365 for crypto Lookback Periods IV Rank Lookback — Period for high/low range (default: 252 = 1 year) IV Percentile Lookback — Period for percentile calculation (default: 252) Zone Thresholds High IV Zone — Readings above this are highlighted green (default: 50) Low IV Zone — Readings below this are highlighted red (default: 25) Extreme High — Threshold for "prime" conditions alert (default: 75) Display Options Toggle IV Rank, IV Percentile, and raw HV display Show/hide zone backgrounds Show/hide info panel Panel position selection Info Panel The panel displays: Field ------- Description IV Rank ------- Current reading with color coding IV Pctl ------- Current percentile with color coding HV 20d ------- Raw historical volatility percentage 52w Range ------- Lowest to highest HV in lookback period Zone ------- Current zone status Premium ------- Signal quality for premium selling Lookback ------- Days used for calculations R/P Spread ------- Difference between Rank and Percentile Alerts Six alerts are available: Zone Transitions IV Entered High Zone — Favorable for premium selling IV Reached Extreme Levels — Prime conditions IV Dropped to Low Zone — Caution for premium sellers Threshold Crosses IV Rank Crossed Above High Threshold IV Rank Crossed Below Low Threshold IV Percentile Above 75 IV Percentile Below 25 Set up alerts to get notified when conditions change without watching charts. Technical Notes Volatility Calculation Method This indicator uses close-to-close historical volatility as an IV proxy: Calculate log returns: ln(Close / Previous Close) Take standard deviation over HV Period Annualize: multiply by √(Trading Days) This method correlates well with implied volatility for most liquid instruments. On highly liquid options underlyings (SPY, QQQ, major stocks), HV and IV tend to move together, making this a reliable proxy for IV Rank analysis. Non-Repainting All calculations use confirmed bar data. Values are fixed once a bar closes. Lookback Requirement The indicator needs sufficient history to calculate accurately. For a 252-day lookback, ensure your chart has at least 300+ bars of data. Best Used On ETFs: SPY, QQQ, IWM, DIA Indices: SPX, NDX High-volume stocks: AAPL, TSLA, NVDA, AMD, META Timeframe: Daily (recommended), Weekly for longer-term view The indicator works on any instrument but is most meaningful on underlyings with active options markets. Important Notes ⚠️ This indicator uses historical volatility as a proxy for implied volatility. While HV and IV are correlated, they are not identical. For precise IV data, consult your options broker's platform. ⚠️ High IV Rank does not guarantee profitable premium selling. It indicates favorable conditions, not guaranteed outcomes. Position sizing and risk management remain essential. ⚠️ Past volatility patterns do not guarantee future behavior. Volatility regimes can shift, and historical ranges may not predict future ranges. Suggested Workflow Add to daily chart of your preferred underlying Set up alert for "IV Entered High Zone" When alerted, check both IV Rank and IV Percentile If both elevated, evaluate premium selling opportunities Use your broker's actual IV data for final entry decisions Questions? Leave a comment below.
Pine Script® indicator
by VolForge
2
FX Rate Bias US vs EU 2YFX Rate Bias – US vs EU (2Y) This indicator implements a rate-differential based macro bias model using the 2-year government bond yield spread between the United States and Germany. The methodology focuses on the short end of the yield curve, which primarily reflects central bank expectations rather than long-term inflation or risk premiums. By applying light smoothing and a zero-line regime framework, the script classifies market conditions into USD rate advantage or EUR rate advantage states. Calculation logic: Retrieves daily 2Y sovereign yields for the US and Germany Computes the yield differential (US − DE) Applies optional smoothing to reduce noise Uses the zero line as a regime boundary to define relative monetary bias Practical use: This tool is designed to provide directional macro context for FX analysis, particularly for EURUSD. It helps traders align technical setups with prevailing interest rate expectations, and is not intended as a standalone signal or timing indicator.
Pine Script® indicator
by emiurz
FX Rate Bias US vs EU 2YFX Rate Bias – US vs EU (2Y) This indicator provides a macro bias framework for FX markets by tracking the 2-year government bond yield differential between the United States and Germany. Rather than displaying the spread as a raw calculation, the script translates interest-rate expectations into a clear directional bias, helping traders understand which currency currently holds a rate advantage. The 2Y segment of the yield curve is highly sensitive to: Central bank expectations Forward guidance Shifts in short-term monetary policy outlook How to use Positive spread → USD rate advantage Negative spread → EUR rate advantage Designed to be used as a contextual macro tool, this indicator helps align technical setups with broader monetary conditions. It is not intended as a standalone entry or signal generator.
Pine Script® indicator
by emiurz
Arbitrage Detector [LuxAlgo]The Arbitrage Detector unveils hidden spreads in the crypto and forex markets. It compares the same asset on the main crypto exchanges and forex brokers and displays both prices and volumes on a dashboard, as well as the maximum spread detected on a histogram divided by four user-selected percentiles. This allows traders to detect unusual, high, typical, or low spreads. This highly customizable tool features automatic source selection (crypto or forex) based on the asset in the chart, as well as current and historical spread detection. It also features a dashboard with sortable columns and a historical histogram with percentiles and different smoothing options. 🔶 USAGE Arbitrage is the practice of taking advantage of price differences for the same asset across different markets. Arbitrage traders look for these discrepancies to profit from buying where it’s cheaper and selling where it’s more expensive to capture the spread. For begginers this tool is an easy way to understand how prices can vary between markets, helping you avoid trading at a disadvantage. For advanced traders it is a fast tool to spot arbitrage opportunities or inefficiencies that can be exploited for profit. Arbitrage opportunities are often short‑lived, but they can be highly profitable. By showing you where spreads exist, this tool helps traders: Understand market inefficiencies Avoid trading at unfavorable prices Identify potential profit opportunities across exchanges As we can see in the image, the tool consists of two main graphics: a dashboard on the main chart and a histogram in the pane below. Both are useful for understanding the behavior of the same asset on different crypto exchanges or forex brokers. The tool's main goal is to detect and categorize spread activity across the major crypto and forex sources. The comparison uses data from up to 19 crypto exchanges and 13 forex brokers. 🔹 Forex or Crypto The tool selects the appropriate sources (crypto exchanges or forex brokers) based on the asset in the chart. Traders can choose which one to use. The image shows the prices and volumes for Bitcoin and the euro across the main sources, sorted by descending average price over the last 20 days. 🔹 Dashboard The dashboard displays a list of all sources with four main columns: last price, average price, volume, and total volume. All four columns can be sorted in ascending or descending order, or left unsorted. A background gradient color is displayed for the sorted column. Price and volume delta information between the chart asset and each exchange can be enabled or disabled from the settings panel. 🔹 Histogram The histogram is excellent for visualizing historical values and comparing them with the asset price. In this case, we have the Euro/U.S. Dollar daily chart. As we can see, the unusual spread activity detected since 2016, with values at or above 98%, is usually a good indication of increased trader activity, which may result in a key price area where the market could turn around. By default, the histogram has the gradient and smoothing auto features enabled. The differences are visible in the chart above. On top is an adaptive moving average with higher values for unusual activity. At the bottom is an exponential moving average with a length of 9. The differences between the gradient and solid colors are evident. In the first case, the colors are in sync with the data values, becoming more yellow with higher values and more green with lower values. In the second case, the colors are solid and only distinguish data above or below the defined percentiles. 🔶 SETTINGS Sources: Choose between crypto exchanges, forex brokers, or automatic selection based on the asset in the chart. Average Length: Select the length for the price and volume averages. 🔹 Percentiles Percentile Length: Select the length for the percentile calculation, or enable the use of the full dataset. Enabling this option may result in runtime errors due to exceeding the allotted resources. Unusual % >: Select the unusual percentile. High % >: Select the high percentile. Typical % >: Select the typical percentile. 🔹 Dashboard Dashboard: Enable or disable the dashboard. Sorting: Select the sorting column and direction. Position: Select the dashboard location. Size: Select the dashboard size. Price Delta: Show the price difference between each exchange and the asset on the chart. Volume Delta: Show the volume difference between each exchange and the asset on the chart. 🔹 Style Unusual: Enable the plot of the unusual percentile and select its color. High: Enable the plot of the high percentile and select its color. Typical: Enable the plot of the typical percentile and select its color. Low: Select the color for the low percentile. Percentiles Auto Color: Enable auto color for all plotted percentiles. Histogram Gradient: Enable the gradient color for the histogram. Histogram Smoothing: Select the length of the EMA smoothing for the histogram or enable the Auto feature. The Auto feature uses an adaptive moving average with the data percent rank as the efficiency ratio.
Pine Script® indicator
by LuxAlgo
7
Index Construction Tool🙏🏻 The most natural mathematical way to construct an index || portfolio, based on contraharmonic mean || contraharmonic weighting. If you currently traded assets do not satisfy you, why not make your own ones? Contraharmonic mean is literally a weighted mean where each value is weighted by itself. ... Now let me explain to you why contraharmonic weighting is really so fundamental in two ways: observation how the industry (prolly unknowably) converged to this method, and the real mathematical explanation why things are this way. How it works in the industry. In indexes like TVC:SPX or TVC:DJI the individual components (stocks) are weighted by market capitalization. This market cap is made of two components: number of shares outstanding and the actual price of the stock. While the number of shares holds the same over really long periods of time and changes rarely by corporate actions , the prices change all the time, so market cap is in fact almost purely based on prices itself. So when they weight index legs by market cap, it really means they weight it by stock prices. That’s the observation: even tho I never dem saying they do contraharmonic weighting, that’s what happens in reality. Natural explanation Now the main part: how the universe works. If you build a logical sequence of how information ‘gradually’ combines, you have this: Suppose you have the one last datapoint of each of 4 different assets; The next logical step is to combine these datapoints somehow in pairs. Pairs are created only as ratios , this reveals relationships between components, this is the only step where these fundamental operations are meaningful, they lose meaning with 3+ components. This way we will have 16 pairs: 4 of them would be 1s, 6 real ratios, and 6 more inverted ratios of these; Then the next logical step is to combine all the pairs (not the initial single assets) all together. Naturally this is done via matrices, by constructing a 4x4 design matrix where each cell will be one of these 16 pairs. That matrix will have ones in the main diagonal (because these would be smth like ES/ES, NQ/NQ etc). Other cells will be actual ratios, like ES/NQ, RTY/YM etc; Then the native way to compress and summarize all this structure is to do eigendecomposition . The only eigenvector that would be meaningful in this case is the principal eigenvector, and its loadings would be what we were hunting for. We can multiply each asset datapoint by corresponding loading, sum them up and have one single index value, what we were aiming for; Now the main catch: turns out using these principal eigenvector loadings mathematically is Exactly the same as simply calculating contraharmonic weights of those 4 initial assets. We’re done here. For the sceptics, no other way of constructing the design matrix other than with ratios would result in another type of a defined mean. Filling that design matrix with ratios Is the only way to obtain a meaningful defined mean, that would also work with negative numbers. I’m skipping a couple of details there tbh, but they don’t really matter (we don’t need log-space, and anyways the idea holds even then). But the core idea is this: only contraharmonic mean emerges there, no other mean ever does. Finally, how to use the thing: Good news we don't use contraharmonic mean itself because we need an internals of it: actual weights of components that make this contraharmonic mean, (so we can follow it with our position sizes). This actually allows us to also use these weights but not for addition, but for subtraction. So, the script has 2 modes (examples would follow): Addition: the main one, allows you to make indexes, portfolios, baskets, groups, whatever you call it. The script will simply sum the weighted legs; Subtraction: allows you to make spreads, residual spreads etc. Important: the script will subtract all the symbols From the first one. So if the first we have 3 symbols: YM, ES, RTY, the script will do YM - ES - RTY, weights would be applied to each. At the top tight corner of the script you will see a lil table with symbols and corresponding weights you wanna trade: these are ‘already’ adjusted for point value of each leg, you don’t need to do anything, only scale them all together to meet your risk profile. Symbols have to be added the way the default ones are added, one line : one symbol. Pls explore the script’s Style setting: You can pick a visualization method you like ! including overlays on the main chart pane ! Script also outputs inferred volume delta, inferred volume and inferred tick count calculated with the same method. You can use them in further calculations. ... Examples of how you can use it ^^ Purple dotted line: overlay from ICT script, turned on in Style settings, the contraharmonic mean itself calculated from the same assets that are on the chart: CME_MINI:RTY1! , CME_MINI:ES1! , CME_MINI:NQ1! , CBOT_MINI:YM1! ^^ precious metals residual spread ( COMEX:GC1! COMEX:SI1! NYMEX:PL1! ) ^^ CBOT:ZC1! vs CBOT:ZW1! grain spread ^^ BDI (Bid Dope Index), constructed from: NYSE:MO , NYSE:TPB , NYSE:DGX , NASDAQ:JAZZ , NYSE:IIPR , NASDAQ:CRON , OTC:CURLF , OTC:TCNNF ^^ NYMEX:CL1! & ICEEUR:BRN1! basket ^^ resulting index price, inferred volume delta, inferred volume and inferred tick count of CME_MINI:NQ1! vs CME_MINI:ES1! spread ... Synthetic assets is the whole new Universe you can jump into and never look back, if this is your way ... ∞
Pine Script® indicator
by gorx1
Spot-Futures SpreadSpot-Futures Spread Indicator A comprehensive indicator that automatically calculates and visualizes the percentage spread between spot and perpetual futures prices across multiple exchanges. Key Features: Automatic Exchange Detection - Automatically detects your current exchange and finds the corresponding spot/futures pair Smart Fallback System - If the counterpart isn't available on your exchange, it automatically searches across 7+ major exchanges (Binance, Bybit, OKX, Gate.io, MEXC, KuCoin, HTX) and uses the first valid match Multi-Exchange Support - Works with 14 exchanges including Binance, Bybit, OKX, MEXC, BitGet, Gate.io, KuCoin, and more Clear Exchange Attribution - Shows exactly which exchanges are providing spot and futures data in the statistics table Configurable Moving Average - Track the average spread with customizable period Standard Deviation Bands - Identify unusual spread conditions with Bollinger-style bands Built-in Alerts - Get notified when spread crosses bands or zero (parity) Statistics Table - Real-time stats showing current spread, MA, std dev, and bands Manual Override Options - Advanced users can manually specify exchanges and symbols How It Works: The indicator calculates the spread as: (Futures Price - Spot Price) / Spot Price × 100 Positive spread = Futures trading at a premium (contango) Negative spread = Futures trading at a discount (backwardation) Zero = Parity between spot and futures Use Cases: Funding Rate Analysis - Correlates with perpetual funding rates Arbitrage Opportunities - Identify significant spot-futures divergences Market Sentiment - Premium/discount indicates bullish/bearish positioning Cross-Exchange Analysis - Compare spreads when spot and futures are on different exchanges Smart Features: Works whether you're viewing a spot or futures chart Automatically handles exchange-specific perpetual contract naming (.P, PERP, SWAP, etc.) Color-coded visualization (green for premium, red for discount) Customizable colors and display options Background shading based on spread direction Perfect For: Crypto traders monitoring funding rates, arbitrage traders, market makers, and anyone interested in spot-futures dynamics across multiple exchanges. Getting Started: Simply add the indicator to any spot or perpetual futures chart. It will automatically detect the exchange and find the corresponding pair. The statistics table shows which exchanges are being used for maximum transparency. Note: The indicator automatically ignores invalid symbols, so you'll never see errors even if a specific pair doesn't exist on a particular exchange. Kudos to @AlekMel that made the "Spot - Fut Spread v2" indicator that I enhance the Automatic detection feature which was not working in some case.
Pine Script® indicator
by sharkonet