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ITCRM CCL (aprox BCRA)This script calculates an approximation of the Real Multilateral Exchange Rate Index (ITCRM) with the CCL dollar, replicating the methodology of the Central Bank of Argentina (BCRA) but using the financial exchange rate (AL30C/AL30D) as a base. Bilateral ARS/currency rates are built for Argentina’s main trading partners (Brazil, USA, Eurozone, China, etc.). A weighted geometric average is applied according to trade shares. The index is normalized to base 100 at the start of the series. ⚠️ This is a reference version, not official.
Pine Script® indicator
by Alepagliero
nATR*ATR Multiplication Indicator - Optimal Selection Tool forThis indicator is specifically designed as an analysis tool for investors using grid bot strategies. It displays both nATR (Normalized Average True Range) and ATR (Average True Range) values on a single chart screen, calculating the multiplication of these two critical volatility measurements. Primary Purpose of the Indicator: To facilitate the selection of the most optimal stock and time period for grid bot trading. The nATR*ATR multiplication provides a hybrid measurement that combines both percentage-based return potential (nATR) and absolute volatility magnitude (ATR). Importance for Grid Bot Strategy: High nATR: Greater percentage-based return potential High ATR: Wider price range = Fewer grid levels = More budget allocation per grid Formula: Price Range/ATR = Theoretical Grid Count Usage Advantages: Test different time periods to find the highest multiplication value Make optimal stock and time frame selections for grid bot setup Monitor both nATR and ATR values on a single screen High multiplication values indicate ideal conditions for grid bots Technical Features: Adjustable calculation period (1-500 candles) Visual alert system (high/low multiplication values) Real-time value tracking table SMA-based smoothed calculations This serves as a reliable guide for grid bot investors in optimal timing and stock selection.
Pine Script® indicator
by ExperiMentalist
1
Range Stats with Sweeps + Time Analysis + BiasRange Stats with Sweeps + Time Analysis + Bias Advanced range-based trading analysis with comprehensive sweep detection, time-based probability modeling, and intelligent bias calculation for institutional-grade market insights. Overview Range Stats with Sweeps + Time Analysis + Bias is a sophisticated Pine Script indicator designed for professional traders who demand precision in range-based market analysis. This comprehensive tool combines traditional range level analysis with advanced sweep detection algorithms, time-based probability modeling, and dynamic bias calculation to provide institutional-quality insights into market behavior patterns. Core Features Multi-Timeframe Range Analysis Automatic or manual timeframe selection with intelligent defaults Comprehensive range level calculation including High, Low, Open, 75%, EQ (50%), and 25% retracements Dynamic period detection supporting both traditional timeframes and custom session-based analysis Real-time range updates with historical data preservation Advanced Sweep Detection System Configurable sweep validation with customizable bar confirmation periods Optional wick-based sweep requirements for enhanced precision Segment-based sweep tracking dividing periods into three analytical zones Real-time sweep markers with probability-enhanced labeling Comprehensive Bias Calculation Framework Intelligent range bias determination based on price action relative to range boundaries Dynamic bias tracking with bullish, bearish, and neutral state identification Historical bias performance statistics with hit rate analysis Optimal Trade Entry (OTE) box generation based on current bias and displacement analysis Time-Based Probability Analysis Formation time tracking for high and low levels with customizable time buckets Sweep probability calculation based on exact formation timing Multiple time range displays including Full 24H, Extended Trading, US Market, EU Market, and Asia Market sessions Custom session configuration with intelligent session-based level detection Professional Visualization System Customizable line styles, colors, and transparency settings for all range levels Segment projection lines for period structure visualization Comprehensive probability tables with real-time statistics Time-enhanced labels showing formation times and sweep probabilities Technical Implementation Range Detection Logic The system employs sophisticated algorithms to identify range boundaries using either traditional timeframe-based detection or custom session-based analysis. Range levels are calculated with mathematical precision, providing 75%, 50%, and 25% retracement levels based on period high-low ranges. Sweep Analysis Framework Advanced sweep detection monitors price action for liquidity grabs above highs and below lows, with configurable validation periods ensuring sweep authenticity. The system tracks sweep occurrences across three distinct period segments, enabling granular probability analysis. Bias Calculation Engine The intelligent bias system analyzes price behavior relative to range boundaries, considering factors such as wick interactions, close positioning, and directional momentum. This generates dynamic bias signals that adapt to changing market conditions. Time-Based Modeling Sophisticated time bucket analysis tracks formation times for range extremes, building comprehensive probability models that identify optimal trading windows based on historical performance patterns. Configuration Options Core Settings Automatic or manual timeframe selection with comprehensive options Global timezone support with major market timezone presets Configurable label sizing and time format preferences Advanced sweep validation parameters with wick-based options Range Level Customization Individual control over all range level displays and styling Custom color schemes with transparency controls Line style selection including solid, dashed, and dotted options Adjustable line widths for enhanced visual hierarchy Advanced Features Segment projection line configuration for period structure analysis Bias calculation toggle with OTE box generation Sweep extreme probability tracking with period extreme analysis Comprehensive sweep marker system with probability labeling Time Analysis Configuration Multiple time bucket options including 20-minute, 1-hour, 2-hour, and custom session buckets Flexible time range displays optimized for different trading sessions Custom session configuration with intelligent session-based level detection Advanced table positioning and sizing options Trading Applications Range-Based Strategy Development Identify key support and resistance levels within established ranges, analyze retracement probabilities for optimal entry timing, and utilize segment-based analysis for precise trade planning. Sweep-Based Trading Monitor liquidity grab events with high-probability retracement targets, track sweep occurrences across different period segments, and leverage time-based sweep probability for enhanced timing. Bias-Driven Analysis Utilize dynamic bias calculation for directional trade alignment, implement OTE box strategies for institutional-style entries, and monitor bias shifts for trend change identification. Time-Based Optimization Optimize trade timing using formation time probability analysis, focus on high-probability time windows for specific market behaviors, and customize analysis for preferred trading sessions. Technical Specifications Built on Pine Script v6 with advanced optimization techniques Comprehensive data collection with intelligent memory management Real-time probability calculation with historical data preservation Multi-session support with custom timezone handling Professional-grade visualization with institutional styling Important Considerations This indicator is designed for experienced traders familiar with range-based analysis and institutional trading concepts. Optimal performance requires adequate historical data for probability calculation accuracy. Users should ensure proper timeframe and session configuration alignment with their trading strategy. Disclaimer This indicator is provided for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or trading signals. All trading decisions should be based on your own analysis, risk tolerance, and financial situation. Past performance does not guarantee future results. Trading involves substantial risk of loss and is not suitable for all investors. The probability statistics and bias calculations are based on historical data and may not predict future market behavior. Always conduct thorough research and consider consulting with qualified financial professionals before making trading decisions. Copyright © 2025 OmarxQQQ. All rights reserved. This Pine Script indicator and its associated documentation are protected by copyright law. Unauthorized reproduction, distribution, or modification is prohibited. This code is subject to the terms of the Mozilla Public License 2.0. Range Stats with Sweeps + Time Analysis + Bias - Professional range analysis with institutional-grade probability modeling.
Pine Script® indicator
by Omarqqq
Quantile Regression Bands [BackQuant]Quantile Regression Bands Tail-aware trend channeling built from quantiles of real errors, not just standard deviations. What it does This indicator fits a simple linear trend over a rolling lookback and then measures how price has actually deviated from that trend during the window. It then places two pairs of bands at user-chosen quantiles of those deviations (inner and outer). Because bands are based on empirical quantiles rather than a symmetric standard deviation, they adapt to skewed and fat-tailed behaviour and often hug price better in trending or asymmetric markets. Why “quantile” bands instead of Bollinger-style bands? Bollinger Bands assume a (roughly) symmetric spread around the mean; quantiles don’t—upper and lower bands can sit at different distances if the error distribution is skewed. Quantiles are robust to outliers; a single shock won’t inflate the bands for many bars. You can choose tails precisely (e.g., 1%/99% or 5%/95%) to match your risk appetite. How it works (intuitive) Center line — a rolling linear regression approximates the local trend. Residuals — for each bar in the lookback, the indicator looks at the gap between actual price and where the line “expected” price to be. Quantiles — those gaps are sorted; you select which percentiles become your inner/outer offsets. Bands — the chosen quantile offsets are added to the current end of the regression line to draw parallel support/resistance rails. Smoothing — a light EMA can be applied to reduce jitter in the line and bands. What you see Center (linear regression) line (optional). Inner quantile bands (e.g., 25th/75th) with optional translucent fill. Outer quantile bands (e.g., 1st/99th) with a multi-step gradient to visualise “tail zones.” Optional bar coloring: bars trend-colored by whether price is rising above or falling below the center line. Alerts when price crosses the outer bands (upper or lower). How to read it Trend & drift — the slope of the center line is your local trend. Persistent closes on the same side of the center line indicate directional drift. Pullbacks — tags of the inner band often mark routine pullbacks within trend. Reaction back to the center line can be used for continuation entries/partials. Tails & squeezes — outer-band touches highlight statistically rare excursions for the chosen window. Frequent outer-band activity can signal regime change or volatility expansion. Asymmetry — if the upper band sits much further from the center than the lower (or vice versa), recent behaviour has been skewed. Trade management can be adjusted accordingly (e.g., wider take-profit upslope than downslope). A simple trend interpretation can be derived from the bar colouring Good use-cases Volatility-aware mean reversion — fade moves into outer bands back toward the center when trend is flat. Trend participation — buy pullbacks to the inner band above a rising center; flip logic for shorts below a falling center. Risk framing — set dynamic stops/targets at quantile rails so position sizing respects recent tail behaviour rather than fixed ticks. Inputs (quick guide) Source — price input used for the fit (default: close). Lookback Length — bars in the regression window and residual sample. Longer = smoother, slower bands; shorter = tighter, more reactive. Inner/Outer Quantiles (τ) — choose your “typical” vs “tail” levels (e.g., 0.25/0.75 inner, 0.01/0.99 outer). Show toggles — independently toggle center line, inner bands, outer bands, and their fills. Colors & transparency — customize band and fill appearance; gradient shading highlights the tail zone. Band Smoothing Length — small EMA on lines to reduce stair-step artefacts without meaningfully changing levels. Bar Coloring — optional trend tint from the center line’s momentum. Practical settings Swing trading — Length 75–150; inner τ = 0.25/0.75, outer τ = 0.05/0.95. Intraday — Length 50–100 for liquid futures/FX; consider 0.20/0.80 inner and 0.02/0.98 outer in high-vol assets. Crypto — Because of fat tails, try slightly wider outers (0.01/0.99) and keep smoothing at 2–4 to tame weekend jumps. Signal ideas Continuation — in an uptrend, look for pullback into the lower inner band with a close back above the center as a timing cue. Exhaustion probe — in ranges, first touch of an outer band followed by a rejection candle back inside the inner band often precedes mean-reversion swings. Regime shift — repeated closes beyond an outer band or a sharp re-tilt in the center line can mark a new trend phase; adjust tactics (stop-following along the opposite inner band). Alerts included “Price Crosses Upper Outer Band” — potential overextension or breakout risk. “Price Crosses Lower Outer Band” — potential capitulation or breakdown risk. Notes The fit and quantiles are computed on a fixed rolling window and do not repaint; bands update as the window moves forward. Quantiles are based on the recent distribution; if conditions change abruptly, expect band widths and skew to adapt over the next few bars. Parameter choices directly shape behaviour: longer windows favour stability, tighter inner quantiles increase touch frequency, and extreme outer quantiles highlight only the rarest moves. Final thought Quantile bands answer a simple question: “How unusual is this move given the current trend and the way price has been missing it lately?” By scoring that question with real, distribution-aware limits rather than one-size-fits-all volatility you get cleaner pullback zones in trends, more honest “extreme” tags in ranges, and a framework for risk that matches the market’s recent personality.
Pine Script® indicator
by BackQuant
Algorithmic Kalman Filter [CRYPTIK1]Price action is chaos. Markets are driven by high-frequency algorithms, emotional reactions, and raw speculation, creating a constant stream of noise that obscures the true underlying trend. A simple moving average is too slow, too primitive to navigate this environment effectively. It lags, it gets chopped up, and it fails when you need it most. This script implements an Algorithmic Kalman Filter (AKF), a sophisticated signal processing algorithm adapted from aerospace and robotic guidance systems. Its purpose is singular: to strip away market noise and provide a hyper-adaptive, self-correcting estimate of an asset's true trajectory. The Concept: An Adaptive Intelligence Unlike a moving average that mindlessly averages past data, the Kalman Filter operates on a two-step principle: Predict and Update. Predict: On each new bar, the filter makes a prediction of the true price based on its previous state. Update: It then measures the error between its prediction and the actual closing price. It uses this error to intelligently correct its estimate, learning from its mistakes in real-time. The result is a flawlessly smooth line that adapts to volatility. It remains stable during chop and reacts swiftly to new trends, giving you a crystal-clear view of the market's real intention. How to Wield the Filter: The Core Settings The power of the AKF lies in its two tuning parameters, which allow you to calibrate the filter's "brain" to any asset or timeframe. Process Noise (Q) - Responsiveness: This controls how much you expect the true trend to change. A higher Q value makes the filter more sensitive and responsive to recent price action. Use this for highly volatile assets or lower timeframes. A lower Q value makes the filter smoother and more stable, trusting that the underlying trend is slow-moving. Use this for higher timeframes or ranging markets. Measurement Noise (R) - Smoothness: This controls how much you trust the incoming price data. A higher R value tells the filter that the price is extremely noisy and to be more skeptical. This results in a much smoother, slower-moving line. A lower R value tells the filter to trust the price data more, resulting in a line that tracks price more closely. The interaction between Q and R is what gives the filter its power. The default settings provide a solid baseline, but a true operator will fine-tune these to perfectly match the rhythm of their chosen market. Tactical Application The AKF is not just a line; it's a complete framework for viewing the market. Trend Identification: The primary signal. The filter's color code provides an unambiguous definition of the trend. Teal for an uptrend, Pink for a downtrend. No more guesswork. Dynamic Support & Resistance: The filter itself acts as a dynamic level. Watch for price to pull back and find support on a rising (Teal) filter in an uptrend, or to be rejected by a falling (Pink) filter in a downtrend. A Higher-Order Filter: Use the AKF's trend state to filter signals from your primary strategy. For example, only take long signals when the AKF is Teal. This single rule can dramatically reduce noise and eliminate low-probability trades. This is a professional-grade tool for traders who are serious about gaining a statistical edge. Ditch the lagging averages. Extract the signal from the noise.
Pine Script® indicator
by CRYPTIK1
Cumulative Returns by Session [BackQuant]Cumulative Returns by Session What this is This tool breaks the trading day into three user-defined sessions and tracks how much each session contributes to return, volatility, and volume. It then aggregates results over a rolling window so you can see which session has been pulling its weight, how streaky each session has been, and how sessions relate to one another through a compact correlation heatmap. We’ve also given the functionality for the user to use a simplified table, just by switching off all settings they are not interested in. How it works 1) Session segmentation You define APAC, EU, and US sessions with explicit hours and time zones. The script detects when each session starts and ends on every intraday bar and records its open, intraday high and low, close, and summed volume. 2) Per-session math At each session end the script computes: Return — either Percent: (Close−Open)÷Open×100(Close − Open) ÷ Open × 100(Close−Open)÷Open×100 or Points: (Close−Open)(Close − Open)(Close−Open), based on your selection. Volatility — either Range: (High−Low)÷Open×100(High − Low) ÷ Open × 100(High−Low)÷Open×100 or ATR scaled by price: ATR÷Open×100ATR ÷ Open × 100ATR÷Open×100. Volume — total volume transacted during that session. 3) Storage and lookback Each day’s three session stats are stored as a row. You choose how many recent sessions to keep in memory. The script then: Builds cumulative returns for APAC, EU, US across the lookback. Computes averages, win rates, and a Sharpe-like ratio avgreturn÷avgvolatilityavg return ÷ avg volatilityavgreturn÷avgvolatility per session. Tracks streaks of positive or negative sessions to show momentum. Tracks drawdowns on cumulative returns to show worst runs from peak. Computes rolling means over a short window for short-term drift. 4) Correlation heatmap Using the stored arrays of session returns, the script calculates Pearson correlations between APAC–EU, APAC–US, and EU–US, and colors the matrix by strength and sign so you can spot coupling or decoupling at a glance. What it plots Three lines: cumulative return for APAC, EU, US over the chosen lookback. Zero reference line for orientation. A statistics table with cumulative %, average %, positive session rate, and optional columns for volatility, average volume, max drawdown, current streak, return-to-vol ratio, and rolling average. A small correlation heatmap table showing APAC, EU, US cross-session correlations. How to use it Pick the asset — leave Custom Instrument empty to use the chart symbol, or point to another symbol for cross-asset studies. Set your sessions and time zones — defaults approximate APAC, EU, and US hours, but you can align them to exchange times or your workflow. Choose calculation modes — Percent vs Points for return, Range vs ATR for volatility. Points are convenient for futures and fixed-tick assets, Percent is comparable across symbols. Decide the lookback — more sessions smooths lines and stats; fewer sessions makes the tool more reactive. Toggle analytics — add volatility, volume, drawdown, streaks, Sharpe-like ratio, rolling averages, and the correlation table as needed. Why session attribution helps Different sessions are driven by different flows. Asia often sets the overnight tone, Europe adds liquidity and direction changes, and the US session can dominate range expansion. Separating contributions by session helps you: Identify which session has been the main driver of net trend. Measure whether volatility or volume is concentrated in a specific window. See if one session’s gains are consistently given back in another. Adapt tactics: fade during a mean-reverting session, press during a trending session. Reading the tables Cumulative % — sum of session returns over the lookback. The sign and slope tell you who is carrying the move. Avg Return % and Positive Sessions % — direction and hit rate. A low average but high hit rate implies many small moves; the reverse implies occasional big swings. Avg Volatility % — typical intrabars range for that session. Compare with Avg Return to judge efficiency. Return/Vol Ratio — return per unit of volatility. Higher is better for stability. Max Drawdown % — worst cumulative give-back within the lookback. A quick way to spot riskiness by session. Current Streak — consecutive up or down sessions. Useful for mean-reversion or regime awareness. Rolling Avg % — short-window drift indicator to catch recent turnarounds. Correlation matrix — green clusters indicate sessions tending to move together; red indicates offsetting behavior. Settings overview Basic Number of Sessions — how many recent days to include. Custom Instrument — analyze another ticker while staying on your current chart. Session Configuration and Times Enable or hide APAC, EU, US rows. Set hours per session and the specific time zone for each. Calculation Methods Return Calculation — Percent or Points. Volatility Calculation — Range or ATR; ATR Length when applicable. Advanced Analytics Correlation, Drawdown, Momentum, Sharpe-like ratio, Rolling Statistics, Rolling Period. Display Options and Colors Show Statistics Table and its position. Toggle columns for Volatility and Volume. Pick individual colors for each session line and row accents. Common applications Session bias mapping — find which window tends to trend in your market and plan exposure accordingly. Strategy scheduling — allocate attention or risk to the session with the best return-to-vol ratio. News and macro awareness — see if correlation rises around central bank cycles or major data releases. Cross-asset monitoring — set the Custom Instrument to a driver (index future, DXY, yields) to see if your symbol reacts in a particular session. Notes This indicator works on intraday charts, since sessions are defined within a day. If you change session clocks or time zones, give the script a few bars to accumulate fresh rows. Percent vs Points and Range vs ATR choices affect comparability across assets, so be consistent when comparing symbols. Session context is one of the simplest ways to explain a messy tape. By separating the day into three windows and scoring each one on return, volatility, and consistency, this tool shows not just where price ended up but when and how it got there. Use the cumulative lines to spot the steady driver, read the table to judge quality and risk, and glance at the heatmap to learn whether the sessions are amplifying or canceling one another. Adjust the hours to your market and let the data tell you which session deserves your focus.
Pine Script® indicator
by BackQuant
CME FX Futures Correlation MatrixThis indicator calculates the correlation between major CME FX futures and displays it in a visual table. It shows how closely pairs like EUR/USD, GBP/USD, USD/JPY, USD/CHF, USD/CAD, AUD/USD, and NZD/USD move together or in opposite directions. The indicator inherits the timeframe of the chart it’s applied to. Color coding: Red: strong correlation (absolute value > 80%), both positive and negative Green: moderate/low correlation How to launch it Apply the indicator to a CME chart (e.g., EUR/USD futures). Set Numbers of Bars Back to the desired lookback period (default 100). The table appears in the center of the chart, showing correlation percentages between all major FX futures.
Pine Script® indicator
by Marco_Sala
Deadband Hysteresis Supertrend [BackQuant]Deadband Hysteresis Supertrend A two-stage trend tool that first filters price with a deadband baseline, then runs a Supertrend around that baseline with optional flip hysteresis and ATR-based adverse exits. What this is A hybrid of two ideas: Deadband Hysteresis Baseline that only advances when price pulls far enough from the baseline to matter. This suppresses micro noise and gives you a stable centerline. Supertrend bands wrapped around that baseline instead of raw price. Flips are further gated by an extra margin so side changes are more deliberate. The goal is fewer whipsaws in chop and clearer regime identification during trends. How it works (high level) Deadband step — compute a per-bar “deadband” size from one of four modes: ATR, Percent of price, Ticks, or Points. If price deviates from the baseline by more than this amount, move the baseline forward by a fraction of the excess. If not, hold the line. Centered Supertrend — build upper and lower bands around the baseline using ATR and a user factor. Track the usual trailing logic that tightens a band while price moves in its favor. Flip hysteresis — require price to exceed the active band by an extra flip offset × ATR before switching sides. This adds stickiness at the boundary. Adverse exit — once a side is taken, trigger an exit if price moves against the entry by K × ATR . If you would like to check out the filter by itself: What it plots DBHF baseline (optional) as a smooth centerline. DBHF Supertrend as the active trailing band. Candle coloring by trend side for quick read. Signal markers 𝕃 and 𝕊 at flips plus ✖ on adverse exits. Inputs that matter Price Source — series being filtered. Close is typical. HL2 or HLC3 can be steadier. Deadband mode — ATR, Percent, Ticks, or Points. This defines the “it’s big enough to matter” zone. ATR Length / Mult (DBHF) — only used when mode = ATR. Larger values widen the do-nothing zone. Percent / Ticks / Points — alternatives to ATR; pick what fits your market’s convention. Enter Mult — scales the deadband you must clear before the baseline moves. Increase to filter more noise. Response — fraction of the excess applied to baseline movement. Higher responds faster; lower is smoother. Supertrend ATR Period & Factor — traditional band size controls; higher factor widens and flips less often. Flip Offset ATR — extra ATR buffer required to flip. Useful in choppy regimes. Adverse Stop K·ATR — per-trade danger brake that forces an exit if price moves K×ATR against entry. UI — toggle baseline, supertrend, signals, and bar painting; choose long and short colors. How to read it Green regime — candles painted long and the Supertrend running below price. Pullbacks toward the baseline that fail to breach the opposite band often resume higher. Red regime — candles painted short and the Supertrend running above price. Rallies that cannot reclaim the band may roll over. Frequent side swaps — reduce sensitivity by increasing Enter Mult, using ATR mode, raising the Supertrend factor, or adding Flip Offset ATR. Use cases Bias filter — allow entries only in the direction of the current side. Use your preferred triggers inside that bias. Trailing logic — treat the active band as a dynamic stop. If the side flips or an adverse K·ATR exit prints, reduce or close exposure. Regime map — on higher timeframes, the combination baseline + band produces a clean up vs down template for allocation decisions. Tuning guidance Fast markets — ATR deadband, modest Enter Mult (0.8–1.2), response 0.2–0.35, Supertrend factor 1.7–2.2, small Flip Offset (0.2–0.5 ATR). Choppy ranges — widen deadband or raise Enter Mult, lower response, and add more Flip Offset so flips require stronger evidence. Slow trends — longer ATR periods and higher Supertrend factor to keep you on side longer; use a conservative adverse K. Included alerts DBHF ST Long — side flips to long. DBHF ST Short — side flips to short. Adverse Exit Long / Short — K·ATR stop triggers against the current side. Strengths Deadbanded baseline reduces micro whipsaws before Supertrend logic even begins. Flip hysteresis adds a second layer of confirmation at the boundary. Optional adverse ATR stop provides a uniform risk cut across assets and regimes. Clear visuals and minimal parameters to adjust for symbol behavior. Putting it together Think of this tool as two decisions layered into one view. The deadband baseline answers “does this move even count,” then the Supertrend wrapped around that baseline answers “if it counts, which side should I be on and where do I flip.” When both parts agree you tend to stay on the correct side of a trend for longer, and when they disagree you get an early warning that conditions are changing. When the baseline bends and price cannot reclaim the opposite band , momentum is usually continuing. Pullbacks into the baseline that stall before the far band often resolve in trend. When the baseline flattens and the bands compress , expect indecision. Use the Flip Offset ATR to avoid reacting to the first feint. Wait for a clean band breach with follow through. When an adverse K·ATR exit prints while the side has not flipped , treat it as a risk event rather than a full regime change. Many users cut size, re-enter only if the side reasserts, and let the next flip confirm a new trend. Final thoughts Deadband Hysteresis Supertrend is best read as a regime lens. The baseline defines your tolerance for noise, the bands define your trailing structure, and the flip offset plus adverse ATR stop define how forgiving or strict you want to be at the boundary. On strong trends it helps you hold through shallow shakeouts. In choppy conditions it encourages patience until price does something meaningful. Start with settings that reflect the cadence of your market, observe how often flips occur, then nudge the deadband and flip offset until the tool spends most of its time describing the move you care about rather than the noise in between.
Pine Script® indicator
by BackQuant
2
Fixed Range Volume Profile"Distribution of transaction volume by price group (transaction volume by price block)" Instructions for use (Professional Manual) 1. a basic concept By vertical axis (price), shows the cumulative trading volume traded in the segment. The longer the block, the more transactions took place in that price range. Colors distinguish between buying/selling strength (green = buying advantage, red = selling advantage). 2. Key components POC (Point of Control) → Longest block (most traded price segment, "key selling point"). VAH / VAL (Value Area High/Low) → Top/bottom segments where approximately 70% of the total volume is formed. → Role of "Major Support/Resistance". High Capacity Node (HVN) → Significantly higher trading volumes → strong support/resistance. Low Volume Node (LVN) → Low volume section → areas where prices are easily passed. 3. practical application Find Support/Resistance The thickest block (POC) is used as a place where prices often rebound/resist. a trading entry/liquidation strategy Buy if the price is supported near HVN, When breaking through the LVN, fast movement (gap movement) can be expected. break/goal setting Finger = Under the LVN, Target = Next HVN. Judgment of trends When the block distribution is concentrated above, "Increase to Collection Section" If you're driven below, you're "in a downtrend to a variance section." 4. Precautions The volume distribution is "past data based" and is not an indicator of the future. Rather than using it alone, it is more effective to combine with Fibonacci, trend lines, and candle patterns. In particular, in the volatile market, the LVN breakthrough → may signal a surge/fall. In summary, this block indicator is "a map showing the most market participants at any price point". In other words, it is useful for finding support/resistance as a tool for analyzing sales and establishing the basis for trading strategies.
Pine Script® indicator
by xxxbit
Crypto OI AgregatedCrypto OI Aggregated — Open Interest Aggregator for Crypto Exchanges General Description The indicator is designed for comprehensive analysis of Open Interest (OI) across major cryptocurrency exchanges. It consolidates data from multiple platforms, visualizes it as candlestick charts or deltas, and builds tables with breakdowns by exchange and contract type. This allows traders to quickly understand where market interest is concentrated and how the market structure is shifting. Unlike standard tools that only show data from a single exchange, this indicator provides a full market overview and makes it easy to compare dynamics across different platforms. ⸻ Key Features • Aggregation of OI data from exchanges: Binance, Bybit, OKX, Bitget, Kraken, HTX, Deribit (feel free to leave a comment if you’d like me to add other exchanges that provide open interest data) • Support for contract types: USDT.P, USD.P, USDC.P, USD.PM • Automatic normalization of various OI data formats from different providers • Display modes: • OI candlestick chart (total aggregated OI) • OI Delta (change in OI per bar) • Full table with detailed data by exchange and contract type • Short summary table with totals in USD and base assets • Support for USD or COIN denomination • Convenient formatting for large numbers • Customizable colors ⸻ How to Use the Indicator 1. Select Exchanges In the settings, enable or disable specific exchanges. It is recommended to activate only the ones you need for analysis — this will make the indicator faster. 2. Choose Data Type • OI — aggregated open interest from selected exchanges. • OI delta — delta (change in OI compared to the previous bar). 3. Denomination • USD — values are converted into USD equivalents. • COIN — values are shown in the base asset (BTC, ETH, etc.). 4. Reading the Chart • OI candlesticks show the overall OI dynamics. • Delta histogram highlights how much OI has grown or decreased per bar. • Colors are fully customizable. 5. Tables • Enabled via the Show table option. • Full Table → Rows = exchanges, Columns = contract types. Cells contain OI values in either USD or the base asset, depending on settings. Quickly shows where the main interest is concentrated. • Short Table → Displays only the total OI values in USD and the base asset. ⸻ Important Notes • For better readability of large values, two custom formatting functions were implemented. They work similarly to format.volume, but with improved digit grouping and adjustable decimal precision. In the tables, the top row is formatted using format.volume, while the bottom row uses the improved formatting functions for clearer representation. str(d, n, s) => str.substring(d, 0, str.length(d) - n) + '.' + str.substring(d, str.length(d) - n, str.length(d) - (n - 2)) + s format(_r) => d = str.tostring(math.round(_r)) str.length(d) > 9 ? str(d, 9, " B") : str.length(d) > 6 ? str(d, 6, " M") : str.length(d) > 3 ? str(d, 3, " K") : d ⸻ Conclusion: Crypto OI Aggregated is a convenient and powerful tool for cryptocurrency derivatives traders. It enables tracking of OI dynamics across multiple exchanges simultaneously, detecting imbalances between contracts, and identifying signals that are not visible when analyzing a single exchange.
Pine Script® indicator
by NoveltyTrade
📊 Data Box Statสคริปต์ Pine Script ตัวนี้ (Data Box: Bullish/Bearish Streak & Max Position) สคริปต์นี้จะสร้าง กล่องข้อมูล (data box) โชว์อยู่บนกราฟ TradingView โดยจะแสดง: จำนวนแท่งเขียว (ปิดบวก) ติดต่อกันล่าสุด (เช่น ปิด > ปิดแท่งก่อน) จำนวนแท่งแดง (ปิดลบ) ติดต่อกันล่าสุด (ปิด < ปิดแท่งก่อน) จำนวนแท่งเขียวที่ต่อเนื่องสูงสุดในอดีต (ตั้งแต่ต้นกราฟ) จำนวนแท่งแดงที่ต่อเนื่องสูงสุดในอดีต ผู้ใช้สามารถเลือกตำแหน่ง ที่จะแสดงกล่องข้อมูล (เช่น มุมขวาบน, กลางจอ, มุมซ้ายล่าง ฯลฯ) ได้จากหน้า Settings ของอินดิเคเตอร์ หลักการทำงานของสคริปต์ รับค่าตำแหน่งกล่องจากผู้ใช้ มีช่องให้เลือกตำแหน่งกล่องใน Setting (drop-down) ค่าที่เลือก (เช่น "top_right") จะถูกแมปไปยังตำแหน่งจริงของตารางใน TradingView คำนวณจำนวนแท่งเขียว/แดง ติดต่อกัน ทุกแท่งใหม่จะเช็คว่า ถ้าปิดบวกกว่าก่อนหน้า: เพิ่ม bullish streak +1, รีเซ็ต bearish streak ถ้าปิดต่ำกว่าก่อนหน้า: เพิ่ม bearish streak +1, รีเซ็ต bullish streak ถ้าปิดเท่ากัน: รีเซ็ตทั้งคู่ สคริปต์จะเก็บค่าสูงสุดของ streak ที่เคยเกิดขึ้น ตั้งแต่ต้นกราฟ (max streak) สร้างกล่องแสดงผล (table) กล่องข้อมูลจะถูกสร้างใหม่ เฉพาะตอนเปลี่ยนตำแหน่งเท่านั้น (ไม่สร้างใหม่ทุกบาร์) ซึ่งช่วยให้เสถียรแม้ใช้ใน Timeframe ใหญ่ เช่น week หรือ month แสดงผลบนกราฟ ---- This **“DATA BOX Dashboard”** indicator helps traders quickly understand how often the market closes up, down, or flat in a row — without needing to crunch numbers themselves. - **Main purpose:** Tracks streaks of consecutive up closes, down closes, or unchanged closes, then displays them in a clean dashboard on the chart. - **What it shows:** - Longest streaks ever recorded for each type (up, down, flat) - Number of days in each category and their percentages out of all days analyzed - Current streak status (e.g., how many days in a row the market has closed up or down) - A concise summary line that wraps everything together - **Real-time view:** While a bar is still forming, it shows a “live status” (rising, falling, unchanged) along with the percentage change so far. - **Signals:** Highlights when the current streak is approaching its historical average, giving context instead of predictions. - **Customization:** Users can choose language (Thai/English), themes, fonts, colors, table position, and analysis period. - **Alerts:** Can notify when a streak hits a chosen threshold or breaks a new record. - **How to use:** It works on any symbol and timeframe. Use the dashboard as context to see whether current market behavior is “normal” compared to history, and combine it with your own trading strategy. ตารางมี 3 แถว (หัวตาราง, ข้อมูล bullish, ข้อมูล bearish) คอลัมน์: ชื่อ, จำนวนล่าสุด, จำนวนสูงสุด ใช้สีแยกแต่ละแถวให้อ่านง่าย ผลลัพธ์บนกราฟ จะเห็นกล่องข้อมูลที่มุม (หรือมุมที่เลือก) บรรทัด "ปิดบวก": โชว์จำนวนแท่งเขียวล่าสุด และสูงสุด บรรทัด "ปิดลบ": โชว์จำนวนแท่งแดงล่าสุด และสูงสุด กล่องจะอัปเดตอัตโนมัติทุกบาร์ ตัวอย่างการใช้งาน เพิ่มอินดิเคเตอร์นี้ในกราฟใดก็ได้ ตั้งค่าตำแหน่งกล่องใน Settings เหมาะกับการดูพฤติกรรมราคา แนวโน้ม โมเมนตัม หรือสัญญาณ exhaustion (ใช้ได้กับทุก Timeframe เช่น Day, Week, Month)
Pine Script® indicator
by Peaceofmindtrader
1
RotationSUITE [BitAura]𝐑otation𝑺𝑼𝑰𝑻𝑬 This Pine Script® indicator is a dynamic, multi-asset rotation system designed to optimize portfolio allocation by selecting the strongest-performing cryptocurrency from a user-defined basket of up to four assets, with USD as a cash position. By leveraging two complementary relative strength strategies and a proprietary Confidence Score, the system adapts to changing market conditions to aim for superior risk-adjusted returns compared to a buy-and-hold approach. Logic and Core Concepts The system’s goal is to allocate capital to the strongest asset at any given time, dynamically switching between two strategies based on market conditions: 1. Ratios System (Primary Strategy) Mechanism : Performs relative strength analysis by evaluating the trend of each asset pair (e.g., BTCUSD/ETHUSD, BTCUSD/SOLUSD) using a universal trend-capturing function. Scoring : Each asset earns points based on how many other assets (including USD) it outperforms. Allocation : Allocates 100% of the portfolio to the asset with the highest score, following a "long the strongest" approach. 2. Alpha System (Defensive Strategy) Mechanism : Measures each asset’s alpha (excess return relative to market risk, or beta) against a broad market benchmark. A fast trend-following model confirms momentum. Allocation : Allocates to the asset with the highest positive alpha and confirmed momentum, or to USD if no asset meets the criteria. 3. Confidence Score (Decision Engine) Monitors the Ratios System’s performance. High Confidence : Uses the Ratios System for allocation during strong trends. Low Confidence : Switches to the Alpha System or USD during choppy or corrective markets. Features Dynamic Strategy Switching : Seamlessly transitions between Ratios and Alpha systems based on the Confidence Score. Customizable Asset Basket : Supports up to four user-defined crypto assets (e.g., INDEX:BTCUSD , INDEX:ETHUSD , CRYPTO:SOLUSD , CRYPTO:SUIUSD ). Comprehensive Visuals : Performance Metrics Table : Displays Sharpe, Sortino, Omega, Max Drawdown, and Profit Factor for the system, its sub-strategies, and individual assets’ buy-and-hold performance. Rotation Matrix : Shows pairwise trend scores for the Ratios System and alpha/trend data for the Alpha System. Allocation Table : Indicates the current portfolio allocation (in %). Equity Curve Analysis : Plots equity curves for the system, sub-strategies, and buy-and-hold for comparison. Configurable Alerts : Notifies users of changes in allocation or Confidence Score. Pine Script v6 : Utilizes advanced features like matrices and table formatting for enhanced usability. How to Use Add to Chart : Apply the indicator to any chart (the chart’s ticker does not affect calculations). Configure Assets : In the settings ( Inputs -> Majors Rotation System Tickers ), define up to four crypto assets. Defaults include INDEX:BTCUSD , INDEX:ETHUSD , CRYPTO:SOLUSD , and CRYPTO:SUIUSD . Set Allocation Type : Choose Aggressive (100% to top asset), Moderate (80/20 split), or Conservative (60/40 split) in the settings. Monitor Output : The Portfolio Allocations table shows the current allocation. Use the Performance Metrics and Rotation Matrix tables for deeper insights. Analyze Equity : Enable equity curve plots in the settings to visualize performance. Set Alerts : Right-click a plot, select "Add alert," and choose "Confidence Score changed" or "Calculated Portfolio Allocations Changed" to receive notifications. The system uses robust trend and alpha functions, tested across various timeframes (4h, 8h, 12h) and asset pools to ensure reliability. Notes The script is closed-source Ensure the chart uses a standard price series (not Heikin Ashi or other non-standard types) for accurate results. The script avoids lookahead bias by using barmerge.lookahead_off in request.security() calls. Performance metrics are calculated only on the last confirmed bar to optimize runtime efficiency. Disclaimer : This script is for educational and analytical purposes only and does not constitute financial advice. Trading involves significant risk, and past performance is not indicative of future results. Always conduct your own research and apply proper risk management.
Pine Script® indicator
by BitAura
Trade Holding Time Background HighlighterTrade Holding Time Background Highlighter This script visually highlights the chart background based on how old each bar is relative to the current time. It’s designed for crypto futures traders (and other active traders) who want to quickly see whether price action falls inside a day trading window, a swing trading window, or is considered older history. ⸻ 🔑 Features • Dynamic Background Highlighting • Day Trader Zone (default = last 24 hours, light green). • Swing Trader Zone (default = last 2 weeks, light yellow). • Older Zone (beyond 2 weeks, light gray). • Customizable Colors • Choose your own background colors for each zone. • Adjust opacity to make shading subtle or bold. • Adjustable Timeframes • Change day trading hours (default: 24 hours). • Change swing trading window (default: 14 days). • Simple, Intuitive Design • Instantly see whether the current market structure is suitable for scalps/day trades, swing trades, or simply part of older price action. ⸻ 🎯 Why Use This? As a futures/perpetual trader, knowing the context of price action is crucial: • Scalpers/Day Traders focus on the most recent 24h. • Swing Traders look back 1–2 weeks. • Anything older often has less weight for short-term setups. This script highlights those zones automatically, saving you time and giving clarity on whether you’re trading inside a fresh opportunity window or old, less relevant price action.
Pine Script® indicator
by marktan93
Daily SMA200 Distance – Percentile Zones PROIndicator Description — Weekly/Daily SMA200 Distance – Percentile Zones The SMA200 Distance – Percentile Zones indicator measures the percentage distance between the price and its 200-period Simple Moving Average (SMA200), and classifies it into historical percentile zones. This tool helps traders and investors understand the market context of an asset relative to its long-term trend: Cheap Zone (< P25): price at historically low levels compared to SMA200. Value Zone (P25–P50): neutral range, where price trades around its long-term average. Acceptable Zone (P50–P65): moderately high levels, still reasonable within an uptrend. Not Recommended Zone (P65–P76): overextended territory, with increasing correction risk. Very Expensive Zone (≥ P76): extreme levels, historically linked to overvaluation and potential market tops. Percentiles are calculated dynamically from the entire historical dataset (since the SMA200 becomes available), providing a robust and objective statistical framework for decision-making. ✅ In summary: This indicator works as a quantitative valuation map — showing whether the asset is cheap, fairly valued, acceptable, risky, or very expensive relative to its historical behavior against the SMA200.
Pine Script® indicator
by ed_andresdl