Get started

Statistics

Opening Gaps (RTH Gap, NDOG, NWOG, NMOG) [Tradeisto]This indicator is a comprehensive tool developed to monitor significant market opening gaps across daily, weekly, and monthly timeframes, as well as specific Regular Trading Hours (RTH) gaps. It automates the detection and visualization of these key institutional levels, providing real-time status updates and mitigation tracking. Key Features: Multi-Timeframe Gap Tracking: NDOG (New Day Opening Gap): Monitor daily opening gaps based on official settlement. NWOG (New Week Opening Gap): Track weekly opening gaps. NMOG (New Month Opening Gap): Track monthly opening gaps. RTH Gap: Specifically monitors the Regular Trading Hours (RTH) gap. Live RTH Gap Dashboard: Real-Time Status: Instantly see if the current RTH gap is Bullish or Bearish. Mitigation Tracking: Live updates on whether the gap is Unmitigated, Partially Mitigated, or Fully Mitigated (100%). Smart Range Display: Shows the exact gap range (Abs(PrevClose - Open)). Displays "RTH Closed" during post-market hours. Professional Settlement Logic: Utilizes advanced ticker.modify logic to fetch Official Settlement Prices for true gap accuracy, ensuring levels match institutional standards. Includes a Back-Adjusted Futures option for continuous contract analysis. Intelligent Chart Management: Auto-Hide on HTF: Automatically hides gap boxes and labels on timeframes greater than 4 hours to keep charts clean. Customizable History: User-defined limits for how many days, weeks, or months of history to display. Visual Customization: Full control over colors, labels, and visibility for every gap type. Clean, informative labels with Trading Day accuracy.
Pine Script® indicator
by swordNshield
Magic Hour Range + Window Levels (0/50/75/100 + Extensions)This indicator plots one or more “Magic Hour” ranges (by ET hour) by drawing the hour’s high/low box, then extending an aligned post-hour analysis window for a set number of hours. Inside that window it overlays key reversion targets—0% (High), 50% (Mid), 100% (Low), optional 25%/75%—plus optional extension levels beyond the range (±25/50/75/100% and extras). All levels are clipped to the analysis window for a clean, session-by-session view of range, targets, and extensions.
Pine Script® indicator
by nagorsenjermaine
2
Opening Range (RTH, Globex, Tokyo, London) [Tradeisto]This indicator provides a comprehensive solution for monitoring Opening Ranges across major global trading sessions—RTH (New York), Globex, Tokyo, and London, within a single script. It is designed for stability and precision on all timeframes. Key Features Multi-Session Support: Track four distinct opening ranges simultaneously: RTH (New York): Auto-detects based on asset class: Indices (NQ, ES, YM): 09:30 NY Metals (Gold/Silver): 08:20 / 08:25 NY Energy (Oil/NatGas): 09:00 NY Currencies & More: Automatically sets the correct pit open. Globex: 18:00 America/New_York Tokyo: 09:00 Asia/Tokyo London: 08:00 Europe/London Native Timezone Handling: Automatically adjusts for Daylight Saving Time (DST) using native Pine Script timezones. Smart Labeling: Evening sessions (Globex, Tokyo) display the correct "Trading Day" date (e.g., Sunday evening labeled as Monday). Hybrid Data Engine: Ensures stability by automatically switching data fetching methods based on your chart's timeframe. Zoom In: Uses request.security_lower_tf for high-resolution data when the Chart Timeframe > Session Duration. Zoom Out: Uses standard request.security when the Chart Timeframe <= Session Duration, preventing runtime errors. Customizable Durations: Independently configure durations for each session (30s, 1m, 5m, 15m, 30m). How to Use Add Opening Range to your chart. Open Settings to enable or disable specific sessions. Select the desired Duration for each session. Customize colors and borders to fit your chart theme.
Pine Script® indicator
by swordNshield
ATR Volatility RegimeATR Volatility Regime A volatility classification indicator that uses ATR (Average True Range) percentile ranking to identify LOW , NORMAL , HIGH , or EXTREME volatility conditions. Displayed as a separate pane oscillator (0–100 scale) with colored zones. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 WHY THIS INDICATOR? Most volatility indicators show raw ATR — a number without context. Is ATR = 50 high or low? Depends on the asset and recent history. This indicator answers: "Is current volatility high or low for THIS asset, right now?" What it adds over standard ATR: Percentile context — Compares current ATR to its own history Regime classification — Actionable labels instead of raw numbers Visual zones — Instant read without interpretation Optional MTF — Lock to a fixed timeframe while viewing another Auto-adapts — Works on any asset without manual threshold tuning ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📐 CORE CONCEPTS ATR (Average True Range) Measures volatility in price units — how much an asset typically moves per bar. Directionless (magnitude only, not direction). Calculation: True Range = the greatest of: High − Low (current bar's range) |High − Previous Close| (gap up captured) |Low − Previous Close| (gap down captured) ATR = Moving average of True Range over N bars (default: 14) Percentile Rank (Pctl) Answers: "What percentage of historical values is the current value greater than?" Pctl = 0% → Lowest ATR in lookback period (extreme compression) Pctl = 50% → Median ATR (typical volatility) Pctl = 100% → Highest ATR in lookback period (extreme expansion) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 WHAT IT DOES Classifies current volatility into four regimes: LOW (< 25th percentile) — Compression, breakout likely brewing NORMAL (25th–50th percentile) — Typical market conditions HIGH (50th–75th percentile) — Elevated volatility, use caution EXTREME (> 75th percentile) — Rare expansion, tighten stops or stay flat ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 DISPLAY COMPONENTS Oscillator Line (0–100) ATR percentile rank over time. Color matches regime: Blue = LOW Gray = NORMAL Orange = HIGH Red = EXTREME Zone Backgrounds Colored bands at threshold levels for instant visual reference. Status Label VOL — Current regime ATR — Raw ATR value (for stop sizing) Pctl — Percentile rank (0–100%) TF — Active timeframe (chart or fixed) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📈 HOW TO USE LOW Volatility (Pctl < 25%): Market compressed — "calm before the storm" Watch for breakout setups Pctl = 0% often precedes significant moves NORMAL Volatility (Pctl 25–50%): Typical conditions Standard position sizing and stops HIGH Volatility (Pctl 50–75%): Elevated movement — reduce size Widen stops to avoid noise EXTREME Volatility (Pctl > 75%): Rare, intense conditions Avoid new entries or tighten risk ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ SETTINGS ATR Settings: ATR Length (default: 14) — Period for ATR calculation Percentile Lookback (default: 100) — Bars for percentile ranking Timeframe: Use Fixed Timeframe (default: off) — Lock calculation to specific TF Fixed Timeframe (default: D) — TF to use when fixed mode enabled Thresholds: Low Threshold (default: 25) High Threshold (default: 50) Extreme Threshold (default: 75) Display: Show Zone Background — Toggle colored fills Show Status Label — Toggle info label ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📋 SUGGESTED LOOKBACK BY ASSET Crypto — 100 bars (fast regime shifts) Stocks — 252 bars (one trading year) Forex — 100–150 bars Commodities — 150–200 bars (seasonal patterns) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔔 ALERTS Vol → EXTREME Vol → HIGH Vol → LOW Vol exits HIGH ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 PRACTICAL APPLICATIONS Stop-Loss Sizing: Use raw ATR for stops. Example: Stop = Entry − (1.5 × ATR) Position Sizing: Reduce size when percentile is HIGH or EXTREME. Entry Filtering: LOW regime = prepare for breakout EXTREME regime = avoid new entries ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📝 NOTES Works on any timeframe — adapts to chart or locks to fixed TF ATR is non-directional — magnitude only Percentile auto-adapts to each asset's volatility profile Not a standalone signal — combine with trend/regime filters ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🏷️ TAGS volatility, ATR, average-true-range, percentile, regime, risk-management, position-sizing, swing-trading, MTF
Pine Script® indicator
by gokcenbuy
Quant Stats: Alpha, Beta, R2Quant Stats Indicator for TradingView: Alpha, Beta, and R-Squared Overview The Quant Stats Indicator is a professional-grade Pine Script tool designed for quantitative traders and hedge fund managers who need real-time analysis of stock or ETF performance against a benchmark using three fundamental CAPM metrics: Beta, R-Squared, and Alpha. This indicator calculates three critical measurements that answer every quant trader's core questions: How volatile is this asset relative to my benchmark? How much of its performance is independent of the benchmark? And how much excess return am I achieving after adjusting for risk? The Three Metrics Explained Beta (β) measures systematic risk and volatility relative to your chosen benchmark. A Beta of 1.0 means the asset moves in lockstep with the benchmark. A Beta above 1.0 indicates higher volatility—if the market rises 10%, a Beta-1.5 asset should rise 15%. Conversely, a Beta below 1.0 indicates lower volatility, making it a defensive position. This metric helps you understand how much market exposure you're truly taking. R-Squared (R²) quantifies what percentage of an asset's price movement can be explained by benchmark movements. An R² of 0.95 means 95% of the asset's moves are driven by the benchmark, leaving only 5% unexplained. Conversely, an R² of 0.2 means 80% of the asset's movement is independent of the benchmark. This distinction is crucial: high R² is desirable for passive index tracking but indicates weak alpha potential; low R² reveals genuine independent returns, exactly what active managers seek. Alpha (α) reveals Jensen's Alpha—the excess risk-adjusted return after accounting for the return you "should" earn given your Beta exposure. A positive Alpha of 15% means you're outperforming the market by 15 percentage points after adjusting for systematic risk. This is the holy grail of stock picking: pure skill-driven excess return, not luck from market exposure. How to Use It Configure four key inputs: your benchmark ticker (default SPY, but use QQQ for tech-focused analysis or sector-specific ETFs), the lookback period in days, and the risk-free rate reflecting current Treasury yields. The lookback period is critical. Use 20 days for tactical trading to capture short-term sentiment and beta spikes; use 63 days for swing trading and quarterly rebalancing; use 252 days for structural asset allocation decisions. The indicator plots Beta as a blue line, R-Squared as a red shaded background area, and Alpha as a green line in a sub-panel. Reference gridlines appear at Beta = 1.0 (market-equivalent volatility) and Alpha = 0.0 (breakeven performance), making interpretation intuitive. Practical Applications For swing traders monitoring a 63-day window, seek positions with low Beta (below 0.8) and positive Alpha—these are defensive winners. Avoid high Beta (above 1.2) with low R² unless you specifically want high-volatility speculation. Long/short hedge funds should use a 20-day lookback to detect regime changes: sudden Beta spikes often precede correlation breakdowns, while R² collapses signal rising idiosyncratic risk requiring immediate rebalancing. For ETF portfolio construction, high R² (above 0.95) indicates index-tracking that doesn't justify active management fees. Low R² (below 0.3) combined with positive Alpha reveals genuine active management skill. The sweet spot is moderate Beta (0.5–0.8) with low R² and positive Alpha—a true diversifier that reduces portfolio volatility while generating independent returns. Critical Interpretation Rules A common mistake is assuming high R² is always desirable. It isn't. Passive index funds naturally have high R²; active managers should target low R² with high Alpha. Similarly, don't assume Alpha above 10% is sustainable—short-term Alpha (20–100 days) is inherently volatile and often represents temporary mispricings rather than repeatable skill. Always pair Beta analysis with R² interpretation; Beta alone ignores idiosyncratic risk, liquidity constraints, and tail risk. Configuration Recommendations Conservative investors should use SPY as benchmark with a 252-day lookback, targeting Alpha above 3% and Beta below 0.8. Growth-oriented portfolios might use QQQ with a 63-day lookback, targeting 8–12% Alpha and tolerating Beta up to 1.3. Hedge funds pursuing market-neutral strategies should use SPY with a 20-day lookback, set the risk-free rate to 2% (anticipating rate cuts), and target 15%+ Alpha while maintaining Beta below 0.3. Important Limitations The indicator is backward-looking; historical statistical relationships may not persist. Shorter lookback periods are noisier but more responsive; longer periods smooth noise but lag regime changes. Choosing the wrong benchmark completely invalidates analysis. Finally, the indicator doesn't account for tail risk or extreme market events where correlations spike unpredictably and Beta becomes unreliable. Use this tool to separate signal from noise and identify true alpha generators. Apply it consistently, validate results against official fund factsheets, and monitor for 2–4 weeks before making significant portfolio decisions.
Pine Script® indicator
by Jobear
Monthly Seasonality AnalyzerThis indicator analyzes historical performance/seasonality of a chosen month, from date of inception to present. Users can choose any calendar month via dropdown menu. For each historical month selected, it will calculate the monthly percentage gain/loss, range(volatility), and average gain/loss percentage, average range percentage across all recorded years. Positive returns are colored green and negative returns are red. Also, calculates if the selected month was bullish(open>close) or bearish. When current chart month matches the selected month, it shows the in-progress range as well. Data is collected from 1930 to present. Results are shown in vertical and horizontal tables. If the vertical table exceeds a 36 years, the script automatically switches to horizontal table to display all the data, with option to change table position. Overall this tool is valuable for seasonality research, such as Santa Rally, May Go Away and swing trading/ position trading to capture the monthly PO3 range. Most seasonality indicators show all 12 months at once or use daily bars. This one zooms in deeply on one month only, providing detailed per-year breakdowns, accurate completed-month stats, and a practical live range display. The script uses arrays to store years, gains, and ranges. Uses table.new(), table.cell(), table.merge_cells() for easily readable result display. Code handles the current in-progress month separately (shows live range without including it in historical averages). **Script will not run on any timeframe other than monthly and displays error otherwise. Script is best used on spot and not futures.
Pine Script® indicator
by Eightgent7
BC catchBottom Catcher is a comprehensive reversal indicator designed to find high-probability bottoms. Unlike standard indicators, it combines Momentum, Volume, Price Action, and Trend Filters into one powerful tool. Key Features: Smart Filtering: Only signals when Stochastic is oversold AND Volume is spiking (Institutional buying) AND Price Action shows strength. Real-time Statistics Dashboard: The table automatically calculates the historical win rate for hitting 20%, 30%, ... 100% profit targets based on your custom Stop Loss settings. Trend Classification: Gold Signal: Above EMA 200 (Trend Pullback). Purple Signal: Below EMA 200 (Oversold Bounce). Perfect for traders who want data-driven decisions rather than guessing bottoms.
Pine Script® indicator
by j29293004
BERNA (Boundary-Encoded Resonance Network Architecture)BERNA — Boundary-Encoded Resonance Network Architecture BERNA is a research-grade indicator that estimates the remaining structural capacity of the current market regime. Unlike trend, volatility, or momentum tools, BERNA does not measure price direction — it measures how much of the regime’s internal capacity has already been consumed. This script implements the BERNA model published on Zenodo (Bülent Duman, 2026). It is intentionally minimal and uses only OHLC data. What BERNA measures BERNA outputs a structural capacity state: τ = Σ / Θ (normalized structural stress) Λ = Θ − Σ (remaining structural capacity) Interpretation: High Λ / low τ → the regime has structural endurance Rising τ → capacity is being consumed τ → 1 (Λ → 0) → rupture proximity (capacity exhaustion) This makes BERNA a forward-looking structural capacity variable, not a price oscillator. What is inside this script This implementation contains the following components: Efficiency proxy (DERYA-like, but not the full public DERYA) BERNA uses a simple microstructure efficiency proxy computed as: E = |close − open| / (high − low) This is conceptually “DERYA-like” but it is not the full DERYA framework. No external/public DERYA source code is embedded here. Standard technical primitives used This script uses only basic primitives commonly found in technical analysis: Absolute value and range normalization Thresholding (regime binning) Power transform on range (rng^p) There is no EMA, RSI, MACD, ATR, ADX, Fisher, Kaufman, or other indicator embedded. All computations are internal and deterministic. 3-state structural regime binning (K = 3) The efficiency proxy E is discretized into three regimes using user thresholds: Low efficiency Mid efficiency High efficiency Each regime has its own capacity Θ and stress multiplier β. Structural stress accumulation (Σ) and rupture proximity Stress increment is defined as: dΣ = β · (1 − E) · (range^p) Σ accumulates inside a regime and is capped by Θ. In this prototype, Σ resets on regime change by construction (regime-gated accumulation). The rupture proximity is expressed through τ and Λ. How to use BERNA BERNA is designed as a regime-health and fragility overlay, not a buy/sell trigger. Typical uses: Detect when an ongoing move is structurally late-stage (τ high, Λ low) Avoid initiating trades when capacity is nearly exhausted Compare structural resilience across assets and regimes Use alongside price/trend/volume systems for context Do not use BERNA alone as a trading signal. BERNA tells you “how much structure is left”, not “where price will go.” Visuals Efficiency (E) shows the bar-level microstructure efficiency proxy τ shows normalized structural stress (capacity consumption) Λ shows remaining structural capacity Dotted lines mark warning and critical rupture proximity levels Important notes BERNA is not RSI, MACD, ATR, ADX, Fisher, Kaufman, or a volatility model BERNA does not predict price direction BERNA does not issue entry/exit signals BERNA is a structural capacity diagnostic This script does not embed any external/public indicator code; all logic is implemented directly in Pine. Risk and disclaimer This script is provided for research and analytical purposes only. It is not financial advice and must not be used as a standalone trading system. Markets are uncertain. All trading decisions and risks remain entirely the responsibility of the user. BERNA: Boundary-Encoded Resonance Network Architecture A Structural Failure Theory of Financial Regimes Based on Endogenous Capacity Depletion Author: Duman, Bülent Affiliation: Independent Researcher Reference: zenodo.org
Pine Script® indicator
by blntduman
IcebergCryptoX - Week Data Gap📊 BTC WEEKEND DATA COLLECTION This indicator analyzes Bitcoin movements during weekends when traditional US markets are closed. 🎯 DATA COLLECTED: - Gap from Friday close → Monday open (%) - Maximum upward/downward movements during the weekend - Total weekend range - Mean reversion rate (return to Friday closing price) - Movement direction (positive/negative/neutral) - Historical records (biggest gaps and ranges) 📈 FEATURES: ✓ Colored zones to visually identify weekends ✓ Detailed labels on each weekend with key metrics ✓ Real-time statistics table ✓ Tracking of extremes and averages ✓ 100% data collection (no trading signals) ⚙️ PARAMETERS: - Display weekend zones (on/off) - Display labels (on/off) - Statistics table (on/off) - Significant movement threshold (customizable) 📉 USAGE: Ideal for analyzing BTC volatility patterns outside US trading hours and identifying recurring opportunities. Recommended timeframe: 15min to 1H
Pine Script® indicator
by IcebergCrypto
Week Levels (OHLC, Settlement, CE) [Tradeisto]Weekly Levels (Tradeisto) is a sophisticated tool designed to bring institutional-grade weekly analysis to your chart. It goes beyond simple horizontal lines by combining authoritative Settlement data with pixel-perfect origination times, ensuring your levels are both accurate and contextually precise. Key Features Dual Precision Technology: Price Accuracy: Uses the authoritative Weekly timeframe to capture Settlement prices, ensuring your levels match official exchange data (critical for Futures). Visual Precision: Uses 15-minute timeframe data to pinpoint the exact origination time of the High and Low. Your lines start exactly when the level was created, not just at the "start of the week". Dynamic Current Week: Live Updates: Watch the "Current Week" Open, High, Low, and CE (50%) develop in real-time. Auto-Rename: When the trading week closes (e.g., Friday Settlement), the "Current" labels automatically switch to "Week Open/High/Low" labels, seamlessly transitioning into history. Smart Labeling: "Prev." Prefix: Automatically distinguishes the immediate previous week (labeled "Prev.") from older history (labeled "Week"). Settlement Awareness: Automatically labels the Close as "Settlement" for Futures contracts when enabled, and "Close" for other assets. Historical Reference: Configurable "Weeks to Show" allows you to keep a clean chart or dig deep into past market structure. Settings Settlement as Close: Toggle this to prioritize the Settlement price for the Weekly Close (Standard for Futures analysis). Weeks to Show: Control how much history remains on your chart. Current Week Visibility: Toggle individual components for the developing week (Open, High, Low, CE). Tradeisto delivers a professional, clean, and highly accurate weekly framework for serious market analysis.
Pine Script® indicator
by swordNshield
OT Zones Pro | Intraday Quantitative & Macro LevelsNote to Moderators & Community: First and foremost, I would like to offer my sincere apologies if the previous description of this tool was insufficient or lacked the technical depth required to demonstrate its originality. My intention is solely to provide a robust analytical tool for the community based on specific mathematical models, and never to mislead or cause harm to any trader. We are committed to transparency regarding the methodology used while protecting the proprietary values of the code. Concept & Methodology OT Zones Pro is not a standard Support & Resistance indicator, nor does it use public domain formulas like Fibonacci, Pivot Points, or standard Moving Averages. Instead, it is a custom-built Quantitative Volatility Model designed to identify high-probability institutional interest areas specifically for Intraday Trading . The script operates on two distinct proprietary layers: Dynamic Volatility Bands (The Math): Unlike static levels or common open-source indicators, this engine operates on a strict institutional quantitative perspective . It calculates dynamic thresholds where each asset class triggers a unique calculation logic. This logic is derived from the asset's specific inherent volatility and potential intraday structural pivoting points, strictly based on mathematical modeling rather than standard technical indicators. This allows the script to project "Primary Dynamic Resistances" (PDR) and "Dynamic Supports" (PDS) that adapt to the asset's specific nature during the session. Hard-Coded Macro Data (The Database): The script contains an internal, encrypted database of annually pre-calculated macro market zones . These are not generated by recent high/low candles but are fixed structural levels injected into the chart based on proprietary annual analysis. The plotting mechanism controls the visibility of these zones by considering a specific expected movement threshold unique to each asset, ensuring that levels are only displayed when they are statistically relevant to the current price action (filtering out noise). Optimized for Intraday: The logic relies on Session Open data anchors (09:30 EST), making it designated for timeframes between 1 minute and 30 minutes . Auto-Asset Recognition (Supported Markets): The script automatically detects the ticker and applies the correct mathematical model for: Nasdaq: QQQ (ETF), NQ/MNQ (Futures), US100, NAS100 (CFDs). S&P 500: SPY (ETF), ES/MES (Futures), US500 (CFDs). Dow Jones: DIA (ETF), YM/MYM (Futures), US30 (CFDs). Russell 2000: IWM (ETF), RTY/M2K (Futures), US2000 (CFDs). Bitcoin: IBIT (ETF), BTC (Futures CME), Crypto Spot & Crypto futures. Metals: Gold & Silver (ETF, Futures, CFDs). Sentiment Analysis Panel: A real-time logic module that analyzes price behavior throughout the trading session. The sentiment classification is derived from the relationship between the current price and the calculated PDR/PDS levels, combined with an additional layer of private, encrypted quantitative logic to determine the market bias (Neutral, Bullish, Bearish, Extreme). Macro Zone Alerts: Includes a "Trigger on Entry" feature, allowing traders to set server-side alerts specifically when price breaches a defined Macro Zone. Why is this "Invite-Only"? The source code is protected because it contains: Proprietary Math: The asset-specific logic and volatility calculations are the result of extensive quantitative research and are not public domain. Curated Database: The specific price arrays for the Macro Zones are intellectual property derived from pre-calculated annual structures, not generic chart reading. Risk Disclaimer & Feedback We are fully open to suggestions and constructive feedback from the community to improve this tool. Our goal is to aid analysis, not to generate financial loss. Please remember that this indicator provides technical levels based on probabilities; it does not guarantee future performance. Trading involves significant risk.
Pine Script® indicator
by EduardoOT
2
Blockcircle AMS V3 - Altcoin Market ScorecardThe Blockcircle Altcoin Market Scorecard is a proprietary multi-timeframe analysis system developed by Blockcircle since 2017, designed to aggregate 11 distinct inter-market relationships into a single, actionable sentiment score (0-100). This indicator represents years of research into altcoin market dynamics and cross-asset correlations, providing traders with a systematic framework for bias determination rather than discretionary guesswork. WHAT PROBLEM THIS SOLVES Altcoin traders face a fundamental challenge: determining whether current market conditions favor altcoin exposure. This typically requires monitoring dozens of charts, manually tracking BTC dominance, stablecoin flows, relative strength against equities, and sector rotation patterns. Most traders either skip this analysis entirely or do it inconsistently. The AMS consolidates this multi-dimensional analysis into a single dashboard that updates in real-time across multiple timeframes simultaneously. WHAT MAKES THIS ORIGINAL AND WORTH USING The value proposition is not any single component, but rather the complete analytical system working together: Proprietary Metric Selection - The specific combination of 11 inter-market relationships was developed through years of observing what actually correlates with altcoin performance. This is not a random collection of indicators - each metric was selected because it provides non-redundant information about altcoin market conditions. Empirically-Derived Weighting - Not all metrics are weighted equally. BTC Dominance weakness, Stablecoin Dominance weakness, and Crypto vs Russell 2000 strength carry higher weights (20 points each) because they historically correlate more strongly with altcoin performance. Metrics like DXY and Stablecoin inflows carry lower weights (2.5 points). This weighting reflects observed significance, not arbitrary assignment. Multi-Timeframe Synthesis - Viewing the same 11 metrics across three timeframes simultaneously, with automatic timeframe stepping, allows confirmation of short-term setups against higher timeframe trends. This would require maintaining 33+ separate chart windows manually. Statistical Context Layer - Raw scores without context have limited utility. The statistical analysis (Z-Score, historical probabilities, volatility measurements) answers the question: "Is this score reading unusual relative to recent history?" A score of 75 means something different when the 200-bar average is 50 vs 70. Pattern Detection Engine - The configurable pattern system identifies accumulation and distribution zones systematically, removing the subjectivity of manual pattern recognition. THE 11 METRICS ANALYZED Each metric is evaluated using Heikin Ashi candle analysis to determine bullish, bearish, or mixed status: BTC Dominance behavior (inverted - weakness is bullish for alts) Sector Beacon performance (configurable, default ETH/BTC) BTC/USD price action Altcoins vs BTC relative strength (TOTAL3-USDT/BTC) Small-cap altcoins vs BTC relative strength (OTHERS.BTC) Stablecoin dominance (inverted - USDT.D + USDC.D + DAI.D) Stablecoin market cap inflows (USDT + USDC + DAI) DXY/Fiat currency weakness (inverted) Crypto vs Russell 2000 relative strength (TOTAL/RTY) Crypto vs S&P 500 relative strength (TOTAL/SPX) Crypto vs Nasdaq relative strength (TOTAL/NDX) HOW THE SCORING SYSTEM WORKS For each metric across your selected timeframes, the system evaluates: Candle direction (bullish vs bearish close on Heikin Ashi) Higher-high/higher-low patterns vs lower-high/lower-low patterns compared to prior bar Mixed pattern detection (when both bullish and bearish characteristics present simultaneously) Metrics are assigned traffic-light status: Green (bullish, full weight), Orange (mixed/neutral, half weight), or Red (bearish, zero weight). The weighted scoring algorithm sums the contributions to produce the composite AMS score (0-100). Score interpretation: 80-100: Very Bullish conditions for altcoins 60-79: Bullish conditions 40-59: Neutral/mixed conditions 30-39: Bearish conditions 0-29: Very Bearish conditions MULTI-TIMEFRAME ANALYSIS Three configurable timeframes with auto-calculation available. When Auto-Set Higher Timeframes is enabled, the indicator automatically steps up the hierarchy (e.g., 15m chart → TF1=15m, TF2=30m, TF3=1H). This confirms whether shorter-term setups align with higher timeframe trends. Each timeframe supports a Candle Offset feature for referencing prior candles instead of the current bar, useful for observing score evolution and momentum direction. Statistical Analysis Framework Calculated over your configurable lookback period: Min/Max/Average scores - baseline context Median values - central tendency less affected by outliers Standard Deviation - score volatility measurement Volatility % (coefficient of variation) - normalized variability Z-Score - how many standard deviations current score is from mean Score RSI (14-period) - momentum of the score itself Rate of Change % (5-bar) - velocity of score movement Acceleration - second derivative, detecting momentum shifts early Historical probability distributions (P>60, P>70, P>80, P>90) Pattern Detection System Five fully configurable pattern trackers detect accumulation zones (multiple occurrences below a threshold) or distribution zones (multiple occurrences above a threshold): Timeframe selection (TF1, TF2, or TF3) Direction (Above for potential tops, Below for potential bottoms) Score threshold Minimum occurrences required Lookback period in candles Custom marker colors Visual markers appear on chart when criteria are met. This systematizes what would otherwise be subjective pattern recognition. Momentum Shift Detection Tracks when score momentum crosses from negative to positive (bullish shift) or positive to negative (bearish shift). Configurable threshold filters noise. Identifies inflection points in market sentiment before the score itself crosses key levels. Moving Averages of Score Five configurable MAs (SMA, EMA, WMA, VWMA, HMA) applicable to any timeframe's score or average score. MA crossovers generate visual markers. Smooths score data and provides trend context. Consecutive Bars Analysis Tracks how many consecutive bars the score has remained above or below key thresholds. Default table displays consecutive bars ]60, ]80, [40, and [20 for each timeframe. Extended periods above 80 may indicate overheated conditions; extended periods below 20 may indicate capitulation zones. PRACTICAL APPLICATIONS The AMS provides objective data to answer: "Should I have an altcoin bullish bias or bearish bias right now?" Use cases: Confirming scalp or swing trade setups align with broader market conditions Identifying when to deploy or withdraw capital from altcoin positions Detecting early shifts in market regime before price action confirms Providing objective data to counter emotional decision-making Establishing position sizing based on conviction level (score alignment across timeframes) When the AMS closes the 1-week or 2-week timeframe bullish (]60), historical data suggests this has often preceded periods of altcoin strength. However, past performance does not guarantee future results, and the indicator should be one input in your decision-making process, not a standalone signal generator. IMPORTANT LIMITATIONS This indicator uses request.security() calls to fetch data from multiple symbols. It does not use lookahead and does not access future data. Heikin Ashi analysis means signals are smoothed and may lag pure price action. The score reflects current conditions, not predictions. Market conditions can change rapidly. A high score does not guarantee altcoin prices will rise. Always use proper risk management. The indicator tells you market conditions - it does not tell you which altcoins to buy or exact entry timing. ALERT INTEGRATION Comprehensive alert conditions available: =60, ]=80, Pattern detections (all 5 pattern trackers) Momentum shifts (bullish/bearish) MA crossovers Custom alert profiles with multi-timeframe AND/OR logic Rising momentum combined with high scores Discord webhook formatting (JSON) or standard text TABLE DISPLAY OPTIONS Fully customizable scorecard with section visibility toggles: Custom Metrics Section (11 individual metric statuses) Altcoin Scores Section (composite scores and bias) Momentum Section (momentum, consecutive bars, Z-Score, RSI, ROC, Acceleration) Statistical Section (min/max/avg, median, std dev, volatility, probabilities) Signal Counts Section (green/orange/red metric counts) Summary Section (market view summary) Position (corners) and text size adjustable. Disable sections for cleaner views. WHY THIS INDICATOR REQUIRES PROTECTION The source is protected because the specific combination of metrics, the empirically-derived weighting system, and the multi-layered analysis framework represent proprietary research developed over years of active trading and market observation. This is not a wrapper around publicly available indicators or a simple mashup - the value is in the systematic methodology for synthesizing cross-market data into actionable bias determination. The research investment required to identify which metrics matter, how much weight each should carry, and how to combine them meaningfully is what justifies both the protection and the access model.
Pine Script® indicator
by blockcircle
Sri-VWAP CTF)📌 Sri-VWAP CTF (Custom Timeframe VWAP) 🔍 Overview Sri-VWAP CTF is a custom-timeframe, rolling-window VWAP indicator designed to give traders higher-timeframe volume-weighted price context directly on any lower-timeframe chart. Unlike standard VWAP implementations that are: Session-anchored (daily/weekly only), or Locked to the chart timeframe this script allows the user to independently select the VWAP calculation timeframe and control how the VWAP behaves between higher-timeframe bars. This makes the indicator especially useful for multi-timeframe analysis, intraday structure trading, and HTF bias confirmation. ⚙️ How It Works (Conceptual Explanation) This indicator calculates VWAP using a rolling cumulative window instead of a session reset. Typical Price Calculation VWAP is derived using the typical price: (High + Low + Close) / 3 Volume-Weighted Aggregation The script multiplies the typical price by volume and applies a rolling cumulative sum over a user-defined number of bars. Rolling VWAP (Non-Session Based) VWAP is calculated over a fixed number of candles It does not reset at session boundaries This provides a smoother, trend-aware VWAP useful for swing and intraday bias Custom Timeframe Engine The VWAP calculation is executed on a user-selected higher timeframe using TradingView’s security mechanism and then projected onto the active chart timeframe. ⏱️ Custom Timeframe Logic You can calculate VWAP on: 15-minute 30-minute 1-hour Daily Any supported timeframe This allows traders to: Trade on lower TF entries While respecting higher TF volume-weighted structure 📈 Plot Behavior Modes The script offers two distinct plotting behaviors: 1️⃣ Hold Between HTF Bars VWAP value remains constant until the next HTF candle completes Best for HTF bias, support/resistance, and trend holding 2️⃣ Show Only on HTF Bars VWAP appears only when a new HTF candle closes Ideal for precision reference levels and HTF validation 🧠 Why This Is Different / Useful ✔ Not session-anchored ✔ Rolling VWAP instead of reset-based VWAP ✔ Independent calculation timeframe ✔ Controlled projection behavior ✔ Clean, non-repainting logic ✔ Suitable for scalping, intraday, and swing trading This design avoids the limitations of traditional VWAP tools and provides greater analytical flexibility without clutter. 🎯 How Traders Can Use It Trend Bias Price above HTF VWAP → bullish bias Price below HTF VWAP → bearish bias Dynamic Support & Resistance VWAP acts as a volume-weighted equilibrium level Entry Filtering Combine with lower-TF price action, RSI, or EMA strategies Multi-Timeframe Confirmation Align LTF entries with HTF VWAP direction ⚠️ Notes VWAP uses actual traded volume, so results depend on data quality Best used alongside price structure or momentum tools Indicator does not repaint ✅ Summary Sri-VWAP CTF is a custom timeframe, rolling VWAP tool built for traders who want clear HTF volume context on any chart, without session limitations or visual noise.
Pine Script® indicator
by venkat_27
1
Tifz 2.0UTC Session Ranges and PD/PW Levels Market Structure Indicator Created by Tifz This indicator displays trading sessions and key price levels using UTC time. All calculations are based on intraday price data, not broker-specific daily candles, so the levels are consistent across all charts. Session Ranges (UTC Time) Displays Asia, Frankfurt, London, and New York sessions Session start and end times can be changed in the settings Each session is drawn as a shaded price range box Session boxes have no border lines The high-to-low price range of each session can be shown in pips below the box Session box colours and transparency can be changed These ranges show how price moves within each trading session. Vertical Time Lines Displays dotted vertical lines at specific UTC times Default times are 08:00 UTC and 14:00 UTC The time of each line can be changed Line colour and line thickness can be changed Lines do not extend across the entire chart and are limited in height These lines are used to mark session opens or specific trading times. Previous Day and Previous Week Levels (UTC) Displays: HOPD – High of the previous day LOPD – Low of the previous day HOPW – High of the previous week LOPW – Low of the previous week Levels are calculated using UTC day and week boundaries Highs and lows are built from intraday price data Levels are drawn as short horizontal lines, not full-width lines Each line extends a set number of bars to the right Each level has a label at the right end of the line Line colour, line style, line thickness, and line length can be changed in the settings. Who This Indicator Is For Traders who use session-based analysis Traders who use previous day and week highs and lows Traders who want clean charts without unnecessary lines Important Note This indicator does not generate trade signals. It only displays time-based sessions and price levels for analysis.. 7 hours ago Release Notes Session Ranges (UTC Time) Displays Asia, Frankfurt, London, and New York sessions Session start and end times can be changed in the settings Each session is drawn as a shaded price range box Session boxes have no border lines The high-to-low price range of each session can be shown in pips below the box Session box colours and transparency can be changed These ranges show how price moves within each trading session. Vertical Time Lines Displays dotted vertical lines at specific UTC times Default times are 08:00 UTC and 14:00 UTC The time of each line can be changed Line colour and line thickness can be changed Lines do not extend across the entire chart and are limited in height These lines are used to mark session opens or specific trading times. Previous Day and Previous Week Levels (UTC) Displays: HOPD – High of the previous day LOPD – Low of the previous day HOPW – High of the previous week LOPW – Low of the previous week Levels are calculated using UTC day and week boundaries Highs and lows are built from intraday price data Levels are drawn as short horizontal lines, not full-width lines Each line extends a set number of bars to the right Each level has a label at the right end of the line Line colour, line style, line thickness, and line length can be changed in the settings. Who This Indicator Is For Traders who use session-based analysis Traders who use previous day and week highs and lows Traders who want clean charts without unnecessary lines Important Note This indicator does not generate trade signals. It only displays time-based sessions and price levels for analysis.
Pine Script® indicator
by Tifz
Lot Size & Risk Calculator All Pairs NEWLot Size & Risk Calculator All Pairs NEW Description Professional risk and position size calculator for traders working with various financial instruments. Main difference from standard indicators: Standard risk calculators only show basic Risk/Reward for the entire position. But in real trading, we often close positions partially at different take-profit levels, and the final Risk/Reward changes significantly with this approach! This indicator calculates weighted Risk/Reward taking into account position distribution across multiple take-profit levels. Main features: - Support for 4 instrument types: Forex, XAUUSD (gold), BTCUSD (bitcoin), US100 (NASDAQ index) - Automatic position size calculation based on risk and stop-loss distance - Multiple take-profit levels with customizable closing percentages - Weighted Risk/Reward calculation considering position distribution - Ability to adjust position distribution between take-profits to optimize final profit - Display of total percentage growth of deposit from all take-profit levels - 2 visualization options: colored fill between levels or lines - Informative results panel in table format Settings by groups: Core Settings - Currency: select instrument type (Forex, XAUUSD, BTCUSD, US100) - Account Balance: trading account size in dollars - Risk %: risk percentage from deposit (0.1-100%) - Use Custom Contract Sizes: manual contract size configuration Point Value Settings - Use automatic point value calculation: automatic point value calculation - Manual point value: manual point value input (for non-standard contracts) Levels - Entry Price: entry price (confirmation required on first use) - Stop Price: stop-loss price - Take-Profit Prices: take-profit prices (up to 3 levels) - TP Close %: percentage of position closed at each take-profit level Dashboard - Show Targets Profit: display profit from take-profit levels - Label Size: text size in the table - Dashboard Position: table position on the chart How to use: Step 1: Initial setup (when first adding) 1. Enter entry price (Entry Price) - confirmation window will appear (click on desired bar) 2. Then enter stop-loss price (Stop Price) (click on desired bar) 3. Add first take-profit (TP1) (click on desired bar) 4. Second and third take-profits are added through checkboxes (click on the settings gear icon to open them) Step 2: Instrument selection and risk configuration 1. In "Core" group, select your instrument type 2. Set account balance and risk percentage Step 3: Position distribution configuration 1. Set TP Close % for each take-profit level (e.g.: TP1 - 33%, TP2 - 33%, TP3 - 34%) 2. Experiment with distribution! By changing closing percentages, you can: - Increase/decrease final Risk/Reward - Optimize risk/profit ratio - Find the most comfortable position distribution for you Step 4: Results analysis 1. Results table will show: - Calculated position size (lots/contracts) - Risk in monetary terms - Risk/Reward for each take-profit level - Weighted R:R considering position distribution - Total potential profit from all take-profits - Percentage growth of deposit - total profit percentage from all take-profit levels Key features: Position distribution adjustment You can easily find optimal position distribution between take-profits: - Aggressive approach: higher percentage on distant take-profit (higher profit potential) - Conservative approach: higher percentage on near take-profit (faster profit taking) - Balanced: even distribution for risk reduction Weighted Risk/Reward The indicator calculates not just simple R:R for the entire position, but weighted value that considers: - Position distribution between take-profits - Different distances to each take-profit level - Closing percentage at each level Results visualization - Colored fill shows risk and profit zones - Labels at levels display specific profit/loss values - Results table contains all key metrics Creation story This indicator was created based on the original calculator by @Algoryze As a trader, I lacked the ability to see real Risk/Reward when partially closing positions and a convenient tool for selecting optimal position distribution between take-profit levels. I improved the indicator by adding: - Weighted Risk/Reward calculation - Ability to adjust closing percentage at each take-profit - Display of total percentage growth of deposit - Improved interface and visualization I hope this tool will be useful to other traders who use strategies with partial position closing! Important notes: 1. When first adding the indicator, be sure to enter prices in order: Entry → Stop → TP1 2. TP2 and TP3 are added through input fields (no confirmation required) 3. Closing percentages are automatically normalized if the sum is not 100% 4. Experiment with position distribution to find optimal risk/profit ratio 5. For different instruments, add separate copies of the indicator in different tabs Support For questions and suggestions, leave comments in the indicator publication on TradingView. --- Important: All calculations are provided for informational purposes only. Trading involves risks, trade responsibly. The indicator helps with calculations but does not guarantee profit.
Pine Script® indicator
by Upscale888
Eccodax Advanced kNN Lorentziano Matrix1. What this code is It is a predictive indicator based on classic Machine Learning (k-Nearest Neighbors), fully implemented in PineScript v6, designed to: Learn historical market patterns Compare the current state with similar past states Estimate the expected future price movement Reconstruct a projected price consistent with the current level It is not an oscillator, it is not a traditional technical indicator, and it does not react only to the immediate past. 2. What the Model Learns (Supervised Learning) 2.1 Features (Input Variables) The model uses three dimensions of information, all normalized by Z-score: Return Measures the percentage change in price Captures the immediate momentum of the market Momentum (ROC) Measures acceleration or deceleration of the movement Differentiates trends from consolidations Volatility Measures the degree of market uncertainty Adjusts the weight of strong movements vs. noise These three variables form a market state vector. 2.2 Normalization (Z-Score) Each feature is converted to: Mean ≈ 0 Standard deviation ≈ 1 This ensures that: No variable dominates the distance The statistical comparison is valid The model is stable in different price regimes 2.3 Target (Predicted Variable) The model does not predict absolute price. It learns: Observed future return after forecastBars That is: Learns movement, not level Eliminates historical bias Avoids predictions inconsistent with the current price 3. How the model makes the prediction 3.1 Search for similar patterns (k-NN) For each current candle, the model: Analyzes the last lookback candles Calculates the Euclidean distance between the current state and each past state Selects the k most similar states Observes what happened after them 3.2 Inference The predicted return is calculated as: Weighted average of the future returns of the neighbors Weights inversely proportional to the distance More similar states → greater influence. 4. Price Reconstruction (Key Information) From the predicted return, the model reconstructs: Predicted Price = Current Close × (1 + Predicted Return) Predicted Price = Current Close × (1 + Predicted Return) This ensures that: The forecast respects the current market level The output is visually interpretable There is no regression to past regimes 5. Relevant Information the Indicator Delivers 5.1 Predicted Price (Green Line) What it is: Estimated price after forecastBars. How to use: Above the current price → bullish bias Below → bearish bias Large distance → expectation of strong movement 5.2 Predicted Return (Implicit) Even though not plotted directly, it is the most important information in the model. Positive → expectation of appreciation Negative → expectation of decline Negative → expectation of decline Near zero → sideways market 5.3 Directional Classification (optional) The model also acts as a binary classifier: High if expected return > 0 Low if expected return < 0 This is used as: Noise filter Trend confirmation False signal reduction 5.4 Implicit statistical context The indicator carries information that is not visual, but is fundamental: Market regime (trending vs. sideways) Statistical similarity with the past Relative confidence (via distance from neighbors) 6. What this indicator does NOT do It is important to align expectations: ❌ Does not predict exogenous events ❌ Does not anticipate gaps ❌ Does not work well on illiquid assets ❌ Does not extrapolate long trends k-NN replicates patterns, does not create scenarios Unprecedented. 7. Where this model works best Markets with repetitive structure Medium timeframes (5m – 1D) Liquid assets Environments with alternating regimes 8. How to use it in practice (professional recommendation) Ideal use: k-NN direction → bias Technical indicator → timing Risk management → execution Never use it in isolation for entry. 9. Executive summary This code delivers: A functional supervised ML model in Pine Prediction consistent with the current price Statistical market direction Reduction of historical bias Solid foundation for quantitative strategies Relevant information provided by this code 1. Forecasted price (line) Statistical projection consistent with the current level Based on similar historical patterns 2. Implicit direction Return > 0 → bullish bias Return < 0 → bearish bias 3. Structural robustness Lower sensitivity to outliers Lower scale bias Better adaptation to different regimes This refactored version introduces significant improvements based on modern quantitative Machine Learning practices (similar to those found in jdehorty's "Lorentzian Classification" indicator): Lorentzian Distance: Replaces the Euclidean distance (which is affected by noise and outliers) with Lorentzian Distance, which is much more robust for financial markets. Matrix Structure: Uses the matrix object in Pine V6 to manage training data more efficiently and cleanly than loose arrays. Feature Engineering (WaveTrend & RSI): Replaces simple Momentum with normalized indicators (RSI, WaveTrend, CCI, ADX), better capturing market dynamics. Min-Max Normalization: Features are normalized on a 0-100 scale so that indicators with different magnitudes do not distort the distance calculation. Inverse Distance Weighting: Instead of a simple average, the nearest neighbors (most similar) have greater weight in the prediction.
Pine Script® indicator
by marciolincoln
LARGER PRICE LINE Adjustable (UPDATED)LARGER PRICE LINE I made this so I could SEE THE PRICE LINE BETTER and try to reduce some eye strain!! Hope it helps... enjoy! comment for improvements or suggestions Improved Adjustable Size and Color for the Price Line and Price Box Adjustment for Price Line: Size and Color plus Solid Line, Dashed or Dotted Line Adjustments include: Price Box Text Size and Color (Small, Normal, Large, Huge!) Adjustable Right Side Offset for Price Box
Pine Script® indicator
by JoeKing1
VWMA Cross Buy SignalCore Components & Logic 1. The Entry Engine (VWMA + Filters) The strategy triggers a long signal when a Volume Weighted Moving Average (VWMA) crossover occurs. Unlike a standard Simple Moving Average, the VWMA gives more weight to bars with higher volume. This ensures the indicator responds faster to "Smart Money" moves and slower to low-volume noise. It uses a secondary Trend Filter (defaulting to the 200 EMA). By only buying when the price is above this line, the indicator forces you to stay on the right side of the primary market trend. It requires volume to be higher than its recent average (e.g., 1.1× or 10% higher). This prevents entries on weak, low-conviction price moves. 2. The Dynamic Exit System You have two distinct ways to manage your risk and targets, toggleable in the settings: ATR Based (Volatility Adjusted): It calculates the Average True Range (ATR) to determine how volatile the stock is. By setting your Stop Loss at 2.0×ATR, you avoid getting "shaken out" by normal daily price fluctuations. The Take Profit is set at 4.4×ATR to capture large trend extensions. Fixed % (Static): A more rigid approach where you set a hard percentage target (e.g., 10% gain / 5% loss). 3. The Performance Analytics Table The grey minimalist table in the bottom-right corner uses cumulative percentage-based math to show: Realized RRR: The actual Reward-to-Risk ratio based on your closed trades. Break-Even Win Rate: The minimum win rate you need to stay profitable with your current RRR. It uses the formula: BE WR=1+RRR1​ Current Win Rate: Highlighted in Green if you are beating the Break-Even rate, or Red if the strategy is currently losing money on that specific stock. Max Drawdown %: The most important metric for risk. It shows the largest peak-to-trough decline in your equity curve, letting you know how much losing streak can hurt your equity. Strategic Use Case This indicator is optimized for Stock Screening. When you flip through your watchlist, the table updates instantly. If you see a stock with a high Win Rate and a Max Drawdown under 10%, you have found a ticker where the VWMA crossover logic is highly compatible with that stock's specific volatility. If the Win Rate cell is Red, you know the strategy is "un-tuned" for that asset and needs adjustment.
Pine Script® indicator
by liquidspacie1337