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Firegenie Gold BotHow It Works This stripped-back version of my "Vantage" indicator logic is designed to do one thing well: identify high-quality momentum breaks on XAUUSD and trade them with disciplined risk management. Almost all the complexity of the full algorithm has been removed so users can see the core idea clearly. The core concept The bot waits for signs that gold has just made a strong push into a fresh extreme during the active session and may be ready to snap back. When a valid setup appears, the bot prepares a trade with predefined stop loss and take profit levels based on volatility (ATR). If price confirms the reversal, it enters automatically and manages the exit. It never overtrades, it never fights momentum blindly, and it does not chase entries. One or two trades per day maximum. ________________________________________ 1. Session logic The bot divides the day into two parts: • Pre-session (1800–0345 London time) No trades allowed. It simply looks at how price behaved during this quiet period and decides whether the general drift was bullish or bearish. • Active session (everything outside pre-session) This is where trading is allowed. The bot resets its internal counters and keeps track of the highs and lows made during the session. Only the active session produces trades. ________________________________________ 2. When it looks for a trade A potential setup can only form when: • the bot is not already in a trade • the daily limit (max 2 positions) has not been reached • the current day is not blocked due to major events (FOMC, holidays, etc.) • price is making a fresh high or low relative to recent bars • volatility is elevated (using a Williams Vix-Fix style calculation) • short-term and medium-term EMAs agree on direction The bot isn’t trying to predict tops or bottoms blindly. It waits for: A strong push into a fresh extreme, combined with a volatility spike that often marks exhaustion. This is the heart of the strategy. ________________________________________ 3. How entries actually trigger The bot prepares a setup as soon as the push candle qualifies, but it does not enter immediately. The entry only triggers if price retraces back through the open of the setup candle. In other words: • Long entry: price must dip below the setup candle’s open • Short entry: price must rise above the setup candle’s open This prevents chasing. It forces the bot to buy low after a high-volatility push down, or sell high after a high-volatility push up. If price never retraces through the setup level, no entry is taken. ________________________________________ 4. Stop loss and take profit Stops and targets are dynamic. • Stop loss: ATR × fixed multiplier • Take profit: reward-to-risk (1.8R in this version) • TP zone: 90 percent of TP, used for early break-even logic • Break-even: if price moves far enough towards target, the stop is pulled to entry Everything is placed the moment the trade triggers, and the bot manages it from there. ________________________________________ 5. Trade management Once a trade is active, the bot monitors four things: 1. Full TP hit 2. TP-zone hit + break-even activated 3. Stop loss hit 4. Emergency stop (rare edge case) When the bot exits, it logs key stats and won’t re-enter until conditions reset. ________________________________________ 6. Daily rhythm The bot is built around discipline, not activity. • Up to two positions per day. • Only during the active session. • Never trades during pre-session. • Avoids known high-risk days entirely. • Each closed trade updates win/loss/breakeven counts and streaks. This helps keep results stable and avoids death by overtrading. ________________________________________ 7. What the user sees on the chart You’ll see: • Entry flags • Take profit markers • Stop loss crosses • Lines for SL, TP, BE-threshold, open-level • A simple stats panel summarising performance It’s designed to be easy to follow visually, even if you ignore the hundreds of lines powering the engine. ________________________________________ This version of the bot: identifies high-volatility exhaustion at fresh extremes, waits for a confirmation retrace, enters with volatility-based risk, and exits cleanly with fixed rules. It’s a simplified expression of the Vantage philosophy: trade fewer setups, trade only the cleanest reversals, and let discipline do the heavy lifting.
Indicateur Pine Script®
par firegenie
K线Delta显示(带总和)//@version=5 indicator("K线Delta显示(带总和)", overlay=true) // 输入参数 show_labels = input.bool(true, title="在K线上显示Delta值") show_cumulative = input.bool(true, title="显示累计Delta") period_length = input.int(24, title="计算周期", minval=1) // 数值格式化函数 - 将大数字转换为K/M/B单位 format_number(value) => abs_value = math.abs(value) if abs_value >= 1000000000 str.tostring(value / 1000000000, "#.##") + "B" else if abs_value >= 1000000 str.tostring(value / 1000000, "#.##") + "M" else if abs_value >= 1000 str.tostring(value / 1000, "#.##") + "K" else
Indicateur Pine Script®
par pdtrkm
TMAX Divergence by ericfreemanTMAX Divergence 是一套由 EricFreeman 開發的 RSI 背離偵測指標，用於捕捉市場反轉的關鍵位置。 此指標透過： RSI(14) 高檔/低檔（預設 70 / 30） 價格與 RSI 的高低點不一致（背離） Pivot 高低點辨識 + 等待最多 X 根 K ATR x 倍數的 TP / SL 視覺化顯示 協助交易者明確判斷市場是否出現「動能減弱 → 可能反轉」的訊號。 特點： 自動標註看漲 / 看跌背離 可調參數：Pivot、等待 K 棒、ATR 倍數、RSI 區間 不下單、不回測，純視覺輔助 TP / SL 以菱形標示，方便手動交易判斷 適用於：加密貨幣、外匯、指數、股票 此指標屬於 TMAX 系列的一部分，未來將推出更多趨勢與反轉工具。 TMAX Divergence is an RSI-based divergence detection indicator developed by EricFreeman, designed to identify early reversal signals in the market. This tool analyzes: RSI(14) overbought & oversold zones (default 70/30) Bullish & bearish divergences between price and RSI Pivot-based swing high/low detection Optional waiting period (X candles) after divergence ATR-based TP/SL visualization to help traders spot potential momentum loss and trend reversals. Features: Auto-detection of bullish & bearish divergences Fully adjustable settings: Pivot size, wait bars, ATR multipliers, RSI levels Pure indicator (no orders, no backtesting) TP/SL displayed with diamonds for manual trading reference Works on crypto, forex, stocks, and indices Part of the growing TMAX indicator series designed for trend and reversal analysis.
Indicateur Pine Script®
par ericfreemaan
Major Crypto Relative Strength Portfolio System Majors RSPS - Relative Strength Portfolio System for Major Cryptocurrencies Overview Majors RSPS (Relative Strength Portfolio System) is an advanced portfolio allocation indicator that combines relative strength analysis, trend consensus, and macro risk factors to dynamically allocate capital across major cryptocurrency assets. The system leverages the NormalizedIndicators Library to evaluate both absolute trends and relative performance, creating an adaptive portfolio that automatically adjusts exposure based on market conditions. This indicator is designed for portfolio managers, asset allocators, and systematic traders who want a data-driven approach to cryptocurrency portfolio construction with automatic rebalancing signals. 🎯 Core Concept What is RSPS? RSPS (Relative Strength Portfolio System) evaluates each asset on two key dimensions: Relative Strength: How is the asset performing compared to other major cryptocurrencies? Absolute Trend: Is the asset itself in a bullish trend? Assets that show both strong relative performance AND positive absolute trends receive higher allocations. Weak performers are automatically filtered out, with capital reallocated to cash or stronger assets. Dual-Layer Architecture Layer 1: Majors Portfolio (Orange Zone) Evaluates 14 major cryptocurrency assets Calculates relative strength against all other majors Applies trend filters to ensure absolute momentum Dynamically allocates capital based on comparative strength Layer 2: Cash/Risk Position (Navy Zone) Evaluates macro risk factors and market conditions Determines optimal cash allocation Acts as a risk-off mechanism during adverse conditions Provides downside protection through dynamic cash holdings 📊 Tracked Assets Major Cryptocurrencies (14 Assets) BTC - Bitcoin (Benchmark L1) ETH - Ethereum (Smart Contract L1) SOL - Solana (High-Performance L1) SUI - Sui (Move-Based L1) TRX - Tron (Payment-Focused L1) BNB - Binance Coin (Exchange L1) XRP - Ripple (Payment Network) FTM - Fantom (DeFi L1) CELO - Celo (Mobile-First L1) TAO - Bittensor (AI Network) HYPE - Hyperliquid (DeFi Exchange) HBAR - Hedera (Enterprise L1) ADA - Cardano (Research-Driven L1) THETA - Theta (Video Network) 🔧 How It Works Step 1: Relative Strength Calculation For each asset, the system calculates relative strength by: RSPS Score = Average of: - Asset/BTC trend consensus - Asset/ETH trend consensus - Asset/SOL trend consensus - Asset/SUI trend consensus - ... (all 14 pairs) - Asset's absolute trend consensus Key Logic: Each pair is evaluated using the eth_4d_cal() calibration from NormalizedIndicators If an asset's absolute trend is extremely weak (≤ 0.1), it receives a penalty score (-0.5) Otherwise, it gets the average of all its relative strength comparisons Step 2: Trend Filtering Assets must pass a trend filter to receive allocation: Trend Score = Average of: - Asset/BTC trend (filtered for positivity) - Asset/ETH trend (filtered for positivity) - Asset's absolute trend (filtered for positivity) Only positive values contribute to the trend score, ensuring bearish assets don't receive allocation. Step 3: Portfolio Allocation Capital is allocated proportionally based on filtered RSPS scores: Asset Allocation % = (Asset's Filtered RSPS Score / Sum of All Filtered Scores) × Main Portfolio % Example: SOL filtered score: 0.6 BTC filtered score: 0.4 All others: 0 Total: 1.0 SOL receives: (0.6 / 1.0) × Main% = 60% of main portfolio BTC receives: (0.4 / 1.0) × Main% = 40% of main portfolio Step 4: Cash/Risk Allocation The system evaluates macro conditions across 6 factors: Inverse Major Crypto Trends (40% weight) When BTC, ETH, SOL, SUI, DOGE, etc. trend down → Cash allocation increases Evaluates total market cap trends (TOTAL, TOTAL2, OTHERS) Stablecoin Dominance (10% weight) USDC dominance vs. major crypto dominances Higher stablecoin dominance → Higher cash allocation MVRV Ratios (10% weight) BTC and ETH Market Value to Realized Value High MVRV (overvaluation) → Higher cash allocation BTC/ETH Ratio (15% weight) Relative performance between two market leaders Indicates market phase (BTC dominance vs. alt season) Active Address Ratios (5% weight) USDC active addresses vs. BTC/ETH active addresses Network activity comparison Macro Indicators (15% weight) Global currency circulation (USD, EUR, CNY, JPY) Treasury yield curve (10Y-2Y) High yield spreads Central bank balance sheets and money supply Cash Allocation Formula: Cash % = (Sum of Risk Factors × 0.5) / (Risk Factors + Majors TPI) When risk factors are elevated, cash allocation increases, reducing exposure to volatile assets. 📈 Visual Components Orange Zone (Majors Portfolio) Fill: Light orange area showing aggregate portfolio strength Line: Average trend power index (TPI) of allocated assets Baseline: 0 level (neutral) Interpretation: Above 0: Bullish allocation environment Rising: Strengthening portfolio momentum Falling: Weakening portfolio momentum Below 0: No allocation (100% cash) Navy Zone (Cash Position) Fill: Navy blue area showing cash allocation strength Line: Risk-adjusted cash allocation signal Baseline: 0 level Interpretation: Higher navy zone: Elevated risk-off signal → More cash Lower navy zone: Risk-on environment → Less cash Zero: No cash allocation (100% invested) Performance Line (Orange/Blue) Orange: Main portfolio allocation dominant (risk-on mode) Blue: Cash allocation dominant (risk-off mode) Tracks: Cumulative portfolio returns with dynamic rebalancing Allocation Table (Bottom Left) Shows real-time portfolio composition: ColumnDescriptionAssetCryptocurrency nameRSPS ValuePercentage allocation (of main portfolio)CashDollar amount (if enabled) Color Coding: Orange: Active allocation Gray: Weak signal (borderline) Blue: Cash position Missing: No allocation (filtered out) ⚙️ Settings & Configuration Required Setup Chart Symbol MUST USE: INDEX:BTCUSD or similar major crypto index Recommended Timeframe: 1D (Daily) or 4D (4-Day) Why: System needs price data for all 14 majors, BTC provides stable reference Hide Chart Candles For clean visualization: Right-click on chart Select "Hide Symbol" or set candle opacity to 0 This allows the indicator fills and table to be clearly visible User Inputs plot_table (Default: true) Enable/disable the allocation table Set to false if you only want the visual zones use_cash (Default: false) Enable portfolio dollar value calculations Shows actual dollar allocations per asset cash (Default: 100) Total portfolio size in dollars/currency units Used when use_cash is enabled Example: Set to 10000 for a $10,000 portfolio 💡 Interpretation Guide Entry Signals Strong Allocation Signal: ✓ Orange zone elevated (> 0.3) ✓ Navy zone low (< 0.2) ✓ Performance line orange ✓ Multiple assets in allocation table → Action: Deploy capital to allocated assets per table percentages Risk-Off Signal: ✓ Orange zone near zero ✓ Navy zone elevated (> 0.4) ✓ Performance line blue ✓ Few or no assets in table (high cash %) → Action: Reduce exposure, increase cash holdings Rebalancing Triggers Monitor the allocation table for changes: New assets appearing: Add to portfolio Assets disappearing: Remove from portfolio Percentage changes: Rebalance existing positions Cash % changes: Adjust overall exposure Market Regime Detection Risk-On (Bull Market): Orange zone high and rising Navy zone minimal Many assets allocated (8-12) High individual allocations (15-30% each) Risk-Off (Bear Market): Orange zone near zero or negative Navy zone elevated Few assets allocated (0-3) Cash allocation dominant (70-100%) Transition Phase: Both zones moderate Medium number of assets (4-7) Balanced cash/asset allocation (40-60%) 🎯 Trading Strategies Strategy 1: Pure RSPS Following 1. Check allocation table daily 2. Rebalance portfolio to match percentages 3. Follow cash allocation strictly 4. Review weekly, act on significant changes (>5%) Best For: Systematic portfolio managers, passive allocators Strategy 2: Threshold-Based Entry Rules: - Orange zone > 0.4 AND Navy zone < 0.3 - At least 5 assets in allocation table - Total non-cash allocation > 60% Exit Rules: - Orange zone < 0.1 OR Navy zone > 0.5 - Fewer than 3 assets allocated - Cash allocation > 70% Best For: Active traders wanting clear rules Strategy 3: Relative Strength Overlay 1. Use RSPS for broad allocation framework 2. Within allocated assets, overweight top 3 performers 3. Scale position sizes by RSPS score 4. Use individual asset charts for entry/exit timing Best For: Discretionary traders with portfolio focus Strategy 4: Risk-Adjusted Position Sizing For each allocated asset: Position Size = Base Position × (Asset's RSPS Score / Max RSPS Score) × (1 - Cash Allocation) Example: - $10,000 portfolio - SOL RSPS: 0.6 (highest) - BTC RSPS: 0.4 - Cash allocation: 30% SOL Size = $10,000 × (0.6/0.6) × (1-0.30) = $7,000 BTC Size = $10,000 × (0.4/0.6) × (1-0.30) = $4,667 Cash = $10,000 × 0.30 = $3,000 Best For: Risk-conscious allocators 📊 Advanced Usage Multi-Timeframe Confirmation Use on multiple timeframes for robust signals: 1D Chart: Tactical allocation (daily rebalancing) 4D Chart: Strategic allocation (weekly review) Strong Confirmation: - Both timeframes show same top 3 assets - Both show similar cash allocation levels - Orange zones aligned on both Weak/Conflicting: - Different top performers - Diverging cash allocations → Wait for alignment or use shorter timeframe Sector Rotation Analysis Group assets by type and watch rotation: L1 Dominance: BTC, ETH, SOL, SUI, ADA high → Layer 1 season Alt L1s: TRX, FTM, CELO rising → Alternative platform season Specialized: TAO, THETA, HYPE strong → Niche narrative season Payment/Stable: XRP, BNB allocation → Risk reduction phase Divergence Trading Bullish Divergence: Navy zone declining (less risk-off) Orange zone flat or slightly rising Few assets still allocated but strengthening → Early accumulation signal Bearish Divergence: Orange zone declining Navy zone rising Asset count decreasing in table → Distribution/exit signal Performance Tracking The performance line (overlay) shows cumulative strategy returns: Compare to BTC/ETH: Is RSPS outperforming? Drawdown analysis: How deep are pullbacks? Correlation: Does it track market or provide diversification? 🔬 Technical Details Data Sources Price Data: COINEX: Primary exchange for alt data CRYPTO: Alternative price feeds INDEX: Aggregated index prices (recommended for BTC) Macro Data: Dominance metrics (SUI.D, BTC.D, etc.) MVRV ratios (on-chain valuation) Active addresses (network activity) Global money supply and macro indicators Calculation Methodology RSPS Scoring: For each asset, calculate 14 relative trends (vs. all others) Calculate asset's absolute trend Average all 15 values Apply penalty filter for extremely weak trends (≤ 0.1) Trend Consensus: Uses eth_4d_cal() from NormalizedIndicators library Combines 8 normalized indicators per measurement Returns value from -1 (bearish) to +1 (bullish) Performance Calculation: Daily Return = Σ(Asset ROC × Asset Allocation) Cumulative Performance = Previous Perf × (1 + Daily Return / 100) Assumes perfect rebalancing and no slippage (theoretical performance). Filtering Logic filter() function: pinescriptfilter(input) => input >= 0 ? input : 0 This zero-floor filter ensures: Only positive trend values contribute to allocation Bearish assets receive 0 weight No short positions or inverse allocations Anti-Manipulation Safeguards Null Handling: All values wrapped in nz() to handle missing data Prevents calculation errors from data gaps Normalization: Allocations always sum to 100% Prevents over/under-allocation Conditional Logic: Assets need positive values on multiple metrics Single metric cannot drive allocation alone ⚠️ Important Considerations Required Timeframes 1D (Daily): Recommended for most users 4D (4-Day): More stable, fewer rebalances Other timeframes: Use at your own discretion, may require recalibration Data Requirements Needs INDEX:BTCUSD or equivalent major crypto symbol All 14 tracked assets must have available data Macro indicators require specific TradingView data feeds Rebalancing Frequency System provides daily allocation updates Practical rebalancing: Weekly or on significant changes (>10%) Consider transaction costs and tax implications Performance Notes Theoretical returns: No slippage, fees, or execution delays Backtest carefully: Validate on your specific market conditions Past performance: Does not guarantee future results Risk Warnings ⚠️ High Concentration Risk: May allocate heavily to 1-3 assets ⚠️ Volatility: Crypto markets are inherently volatile ⚠️ Liquidity: Some allocated assets may have lower liquidity ⚠️ Correlation: All assets correlated to BTC/ETH to some degree ⚠️ System Risk: Relies on continued availability of data feeds Not Financial Advice This indicator is a tool for analysis and research. It does not constitute: Investment advice Portfolio management services Trading recommendations Guaranteed returns Always perform your own due diligence and risk assessment. 🎓 Use Cases For Portfolio Managers Systematic allocation framework Objective rebalancing signals Risk-adjusted exposure management Performance tracking vs. benchmarks For Active Traders Identify strongest assets to focus trading on Gauge overall market regime (risk-on/off) Time entry/exit for portfolio shifts Complement technical analysis with allocation data For Institutional Allocators Quantitative portfolio construction Multi-asset exposure optimization Drawdown management through cash allocation Compliance-friendly systematic approach For Researchers Study relative strength dynamics in crypto markets Analyze correlation between majors Test macro factor impact on crypto allocations Develop derived strategies and signals 🔧 Setup Checklist ✅ Chart Configuration Set chart to INDEX:BTCUSD Set timeframe to 1D or 4D Hide chart candles for clean visualization Add indicator from library ✅ Indicator Settings Enable plot_table (see allocation table) Set use_cash if tracking dollar amounts Input your portfolio size in cash parameter ✅ Monitoring Setup Bookmark chart for daily review Set alerts for major allocation changes (optional) Create spreadsheet to track allocations (optional) Establish rebalancing schedule (weekly recommended) ✅ Validation Verify all 14 assets appear in table (when allocated) Check that percentages sum to ~100% Confirm performance line is tracking Test cash allocation calculation if enabled 📋 Quick Reference Signal Interpretation ConditionOrange ZoneNavy ZoneActionStrong BullHigh (>0.4)Low (<0.2)Full allocationModerate BullMid (0.2-0.4)Low-MidStandard allocationNeutralLow (0.1-0.2)Mid (0.3-0.4)Balanced allocationModerate BearVery Low (<0.1)Mid-HighReduce exposureStrong BearZero/NegativeHigh (>0.5)High cash/exit Rebalancing Thresholds Change TypeThresholdActionIndividual asset±5%Consider rebalanceIndividual asset±10%Strongly rebalanceCash allocation±10%Adjust exposureAsset entry/exitAnyAdd/remove position Color Legend Orange: Main portfolio strength/allocation Navy: Cash/risk-off allocation Blue text: Cash position in table Orange text: Active asset allocation Gray text: Weak/borderline allocation White: Headers and labels 🚀 Getting Started Beginner Path Add indicator to INDEX:BTCUSD daily chart Hide candles for clarity Enable plot_table to see allocations Check table daily, note top 3-5 assets Start with small allocation, observe behavior Gradually increase allocation as you gain confidence Intermediate Path Set up on both 1D and 4D charts Enable use_cash with your portfolio size Create tracking spreadsheet Implement weekly rebalancing schedule Monitor divergences between timeframes Compare performance to buy-and-hold BTC Advanced Path Modify code to add/remove tracked assets Adjust relative strength calculation methodology Customize cash allocation factors and weights Integrate with portfolio management platform Develop algorithmic rebalancing system Create alerts for specific allocation conditions 📖 Additional Resources Related Indicators NormalizedIndicators Library: Core calculation engine Individual asset trend indicators for deeper analysis Macro indicator dashboards for cash allocation factors Complementary Analysis On-chain metrics (MVRV, active addresses, etc.) Order book liquidity for execution planning Correlation matrices for diversification analysis Volatility indicators for position sizing Learning Materials Study relative strength portfolio theory Research tactical asset allocation strategies Understand crypto market cycles and phases Learn about risk management in volatile assets 🎯 Key Takeaways ✅ Systematic allocation across 14 major cryptocurrencies ✅ Dual-layer approach: Asset selection + Cash management ✅ Relative strength focused: Invests in comparatively strong assets ✅ Trend filtering: Only allocates to assets in positive trends ✅ Dynamic rebalancing: Automatically adjusts to market conditions ✅ Risk-managed: Increases cash during adverse conditions ✅ Transparent methodology: Clear calculation logic ✅ Practical visualization: Easy-to-read table and zones ✅ Performance tracking: See cumulative strategy returns ✅ Highly customizable: Adjust assets, weights, and factors 📋 License This code is subject to the Mozilla Public License 2.0 at mozilla.org Majors RSPS transforms complex multi-asset portfolio management into a systematic, data-driven process. By combining relative strength analysis with trend consensus and macro risk factors, it provides traders and portfolio managers with a robust framework for navigating cryptocurrency markets with discipline and objectivity.WiederholenClaude kann Fehler machen. Bitte überprüfen Sie die Antworten. Sonnet 4.5
Indicateur Pine Script®
par Unicorpus
Swiftedge – Smart Volume DominanceSwiftedge – Daily Volume Profile A professional-grade volume indicator that shows real USD buying and selling pressure for each weekday (Monday–Friday), live intraday lines, and smart volume context using median and average daily volume. Features • Real USD volume split: Green = Buying pressure (up bars), Red = Selling pressure (down bars) • Live EMA-smoothed intraday buyer/seller lines with fill • Daily table (Mon–Fri) with Buyers, Sellers, Net, Total and dominance coloring • "vs Median" column – instantly see if today’s volume is HIGH, LOW or normal (±30% threshold) • Median & Average daily volume over the last X days (default 30, adjustable) • Weekly summary table • Clean, fully customizable table positions • Works on all markets and timeframes (best on 1H and lower for intraday precision) Why this indicator? Most volume indicators only show raw ticks or shares. This one shows real money flow in USD and puts today’s activity in historical context using the powerful median volume – far more reliable than average when spotting truly unusual days. Created by Swiftedge – trusted by thousands of traders worldwide. Enjoy responsibly and trade well!
Indicateur Pine Script®
par SwiftEdge
Delta(samwong)// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org // © pdtrkm //@version=5 indicator("K线Delta显示(带总和)", overlay=true) // 输入参数 show_labels = input.bool(true, title="在K线上显示Delta值") show_cumulative = input.bool(true, title="显示累计Delta") period_length = input.int(24, title="计算周期", minval=1) // 数值格式化函数 - 将大数字转换为K/M/B单位 format_number(value) => abs_value = math.abs(value) if abs_value >= 1000000000 str.tostring(value / 1000000000, "#.##") + "B" else if abs_value >= 1000000 str.tostring(value / 1000000, "#.##") + "M" else if abs_value >= 1000 str.tostring(value / 1000, "#.##") + "K" else str.tostring(value, "#.##") // 基于价格位置的Delta计算 price_based_delta() => float delta = 0.0 body_mid = (open + close) / 2 range_high_low = high - low if range_high_low > 0 // 计算价格在区间中的相对位置 position_ratio = (body_mid - low) / range_high_low // 转换为-1到1的范围 normalized_position = (position_ratio - 0.5) * 2 delta := normalized_position * volume else delta := 0 delta // 当前K线的Delta值 current_delta = price_based_delta() // 计算指定周期内的Delta总和 cumulative_delta = math.sum(current_delta, period_length) // 在每根K线下方显示简化后的Delta值 if show_labels and barstate.isconfirmed // 确定标签位置（在K线下方） label_y = low - (high - low) * 0.05 // 确定标签颜色和符号 delta_color = current_delta > 0 ? color.green : current_delta < 0 ? color.red : color.gray delta_symbol = current_delta > 0 ? "▲" : current_delta < 0 ? "▼" : "●" // 创建标签 - 使用简化单位 label.new( bar_index, label_y, delta_symbol + format_number(current_delta), color=delta_color, textcolor=color.white, style=label.style_label_center, size=size.small, yloc=yloc.price) // 显示累计Delta值 if show_cumulative and barstate.isconfirmed // 确定标签位置（在K线上方） cumulative_y = high + (high - low) * 0.05 // 确定累计Delta颜色 cumulative_color = cumulative_delta > 0 ? color.green : cumulative_delta < 0 ? color.red : color.gray // 创建累计Delta标签 label.new( bar_index, cumulative_y, "∑: " + format_number(cumulative_delta), color=cumulative_color, textcolor=color.white, style=label.style_label_center, size=size.small, yloc=yloc.price) // 显示汇总信息表格 if barstate.islast var table info_table = table.new(position.top_right, 2, 4, bgcolor=color.new(color.white, 80), border_width=1) // 确定整体趋势颜色 trend_color = cumulative_delta > 0 ? color.green : cumulative_delta < 0 ? color.red : color.gray trend_text = cumulative_delta > 0 ? "净买入" : cumulative_delta < 0 ? "净卖出" : "平衡" table.cell(info_table, 0, 0, "Delta指标", text_color=color.black, text_size=size.normal, width=8) table.cell(info_table, 1, 0, "数值", text_color=color.black, text_size=size.normal) table.cell(info_table, 0, 1, "当前K线", text_color=color.black, text_size=size.small) table.cell(info_table, 1, 1, format_number(current_delta), text_color=current_delta > 0 ? color.green : color.red, text_size=size.small) table.cell(info_table, 0, 2, str.format("近{0}根总和", period_length), text_color=color.black, text_size=size.small) table.cell(info_table, 1, 2, format_number(cumulative_delta), text_color=trend_color, text_size=size.small) table.cell(info_table, 0, 3, "市场方向", text_color=color.black, text_size=size.small) table.cell(info_table, 1, 3, trend_text, text_color=trend_color, text_size=size.small) // 在图表上绘制累计Delta线 cumulative_line = ta.cum(current_delta) plot(show_cumulative ? cumulative_line : na, "累计Delta", color=color.orange, linewidth=2)
Indicateur Pine Script®
par pdtrkm
AutoTrader v3.0[by Irum]1. 스크립트 목적 / 정의 1-1. 한글 설명 이 스크립트의 목적 15분봉 BTC/USDT 같은 레버리지/선물 환경에서, “EMA 재돌파 + BB 스퀴즈 국면”에서만 진입하고, 상위 추세(레짐 필터) + ATR 기반 리스크/수량 + ATR 트레일링 + 부분청산을 한 번에 관리하는 “올인원 자동 전략”입니다. 핵심 특징: 진입 로직 EMA(기본 9) 를 기준으로 종가가 EMA를 위로 돌파(골든크로스) & BB 폭이 좁을 때 → Long 진입 후보 종가가 EMA를 아래로 돌파(데드크로스) & BB 폭이 좁을 때 → Short 진입 후보 이걸 “Re-break + Squeeze” 구조로 설계해서, 변동성이 줄었다가 방향이 다시 나오려는 시점만 노립니다. 레짐 필터(Regime Filter) 상위 타임프레임(기본 1시간봉 HTF EMA 200)의 기울기와 ATR 빠른 선/느린 선으로 상승 추세 + 변동성 살아있는 구간만 Long 허용 하락 추세 + 변동성 살아있는 구간만 Short 허용 즉, 역추세 매매를 최대한 차단하고, 추세 방향만 따라갑니다. Pivot 기반 손절 + ATR 리스크 기반 수량(ATR Sizing v2.1) 최근 swing low/high(피벗) 또는 일정 구간 fallback low/high를 기준으로 기술적 손절선을 잡고, 그 손절까지의 거리를 이용해, “한 번의 손절 시 계좌의 riskPct%만 잃도록” 수량을 자동 계산합니다. ATR 스파이크(갑작스러운 변동성 폭발) 구간은 진입 자체를 피하려고 합니다. R-multiple 기반 TP + 부분 청산 + ATR Ladder 트레일링 진입 시점의 위험(R = Entry - SL) 을 기준으로 R 배수 기준 부분청산(예: 1R에서 50% 청산) R 배수 기준 최종 TP(예: 2R) 포지션이 잘 가면 ATR 기반 트레일링 스탑(ATR Ladder) 을 적용해서, 이익 구간에서 손절선을 점점 끌어올려 BE(본전 이상) → 수익 보호 모드로 전환합니다. 세션 필터 / 뉴욕 뉴스피크 회피용 세션 회피 사용자가 정한 세션 안에서만 매매하거나, 특정 뉴스 타임(예: CPI, FOMC 근처 시간대)을 회피하도록 시간대를 차단할 수 있습니다. 1-2. English Description Purpose This strategy is an all-in-one auto-trading system designed mainly for leveraged/futures markets (e.g., BTC/USDT 15m) that: Enters only on EMA re-break + Bollinger Band squeeze Uses higher timeframe regime filter for trend direction Sizes positions with ATR-based risk (v2.1) Manages exits with R-multiple partial TP + final TP + ATR ladder trailing stop Key points: Entry Logic Uses a fast EMA (default 9). When price crosses above EMA and BB width is below threshold (squeeze) → Long signal. When price crosses below EMA and BB width is below threshold → Short signal. So it focuses on volatility contraction → re-expansion setups. Regime Filter Uses HTF EMA (default 200 EMA on 60m) slope + fast vs slow ATR: Only allow long trades in uptrend + active volatility Only allow short trades in downtrend + active volatility This is to avoid counter-trend trading and align with macro trend. Pivot-based SL + ATR Sizing v2.1 Sets SL using recent pivot highs/lows with a minimum buffer. Computes risk per unit and chooses quantity so that riskPct % of equity is lost at SL. Filters out trades during ATR spikes (abnormally large volatility). R-multiple TP + Partial + ATR Ladder Trailing Uses the initial risk (R) to: Take partial profit at partialRR R (e.g., 1R at 50% size). Set final TP at finalRR R or a fixed % TP. Uses ATR ladder trailing to progressively tighten stops as price moves in favor. Session / News Avoidance Optionally trade only inside a custom session, Or avoid specific time windows (e.g., high-impact news).
Stratégie Pine Script®
par IrumB
1
DeMark789 Indicator// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org // © altonfung //@version=6 indicator("DeMark9 Indicator", overlay=true) //--- DeMark9 信號有效性 --- demarkSignalValidBars = input.int(1, title="DeMark9 Signal Valid Bars", minval=0) //=== 3. DeMark9 指標 (偵測多/空信號) ===// var int TD = 0 var int TS = 0 TD := close > close ? nz(TD ) + 1 : 0 TS := close < close ? nz(TS ) + 1 : 0 TDUp = TD - ta.valuewhen(TD < TD , TD, 1) // 賣出訊號 (DeMark9) TDDn = TS - ta.valuewhen(TS < TS , TS, 1) // 買入訊號 (DeMark9) //--- 新增：輸入參數控制7和8計數的顯示 --- showCount7 = input.bool(true, title="顯示計數7") showCount8 = input.bool(true, title="顯示計數8") //=== 3.2 在圖上標註 DeMark9 Shape (包括計數7和8) ===// // 標記買入序列計數7 (紫色圓圈) plotshape(showCount7 and (TDDn == 7) ? true : false, style=shape.circle, text='7', color=color.purple, location=location.belowbar, size=size.small) // 標記買入序列計數8 (藍色圓圈) plotshape(showCount8 and (TDDn == 8) ? true : false, style=shape.circle, text='8', color=color.blue, location=location.belowbar, size=size.small) // 標記賣出序列計數7 (紫色圓圈) plotshape(showCount7 and (TDUp == 7) ? true : false, style=shape.circle, text='7', color=color.purple, location=location.abovebar, size=size.small) // 標記賣出序列計數8 (藍色圓圈) plotshape(showCount8 and (TDUp == 8) ? true : false, style=shape.circle, text='8', color=color.blue, location=location.abovebar, size=size.small) // 原有的計數9標記 (最終信號) plotshape(TDUp == 9 ? true : false, style=shape.triangledown, text='9-SELL', color=color.rgb(236, 12, 12), location=location.abovebar, size=size.normal) plotshape(TDDn == 9 ? true : false, style=shape.triangleup, text='9-BUY', color=color.new(#1cf75e, 0), location=location.belowbar, size=size.normal)
Indicateur Pine Script®
par altonfung
EMAs-SMAs[Pacote]//@version=5 indicator("EMAs-SMAs ", overlay=true) // Fonte src = input.source(close, "Fonte (source)") // ============================== // EMAs // ============================== ema3 = ta.ema(src, 3) ema4 = ta.ema(src, 4) ema5 = ta.ema(src, 5) ema7 = ta.ema(src, 7) ema9 = ta.ema(src, 9) ema17 = ta.ema(src, 17) ema18 = ta.ema(src, 18) ema21 = ta.ema(src, 21) ema34 = ta.ema(src, 34) ema40 = ta.ema(src, 40) ema50 = ta.ema(src, 50) ema55 = ta.ema(src, 55) ema72 = ta.ema(src, 72) ema80 = ta.ema(src, 80) ema96 = ta.ema(src, 96) ema100 = ta.ema(src, 100) ema200 = ta.ema(src, 200) plot(ema3, "EMA 3", color=color.new(color.blue, 0), linewidth=2) plot(ema4, "EMA 4", color=color.new(color.red, 0), linewidth=2) plot(ema5, "EMA 5", color=color.new(color.green, 0), linewidth=2) plot(ema7, "EMA 7", color=color.new(color.orange, 0), linewidth=2) plot(ema9, "EMA 9", color=color.new(color.orange, 0), linewidth=2) plot(ema17, "EMA 17", color=color.new(color.blue, 0), linewidth=2) plot(ema18, "EMA 18", color=color.new(color.red, 0), linewidth=2) plot(ema21, "EMA 21", color=color.new(color.green, 0), linewidth=2) plot(ema34, "EMA 34", color=color.new(color.orange, 0), linewidth=2) plot(ema40, "EMA 40", color=color.new(color.orange, 0), linewidth=2) plot(ema50, "EMA 50", color=color.new(color.blue, 0), linewidth=2) plot(ema55, "EMA 55", color=color.new(color.red, 0), linewidth=2) plot(ema72, "EMA 72", color=color.new(color.green, 0), linewidth=2) plot(ema80, "EMA 80", color=color.new(color.orange, 0), linewidth=2) plot(ema96, "EMA 96", color=color.new(color.orange, 0), linewidth=2) plot(ema100, "EMA 100", color=color.new(color.blue, 0), linewidth=2) plot(ema200, "EMA 200", color=color.new(color.red, 0), linewidth=2) // ============================== // SMAs // ============================== sma3 = ta.sma(src, 3) sma4 = ta.sma(src, 4) sma5 = ta.sma(src, 5) sma7 = ta.sma(src, 7) sma9 = ta.sma(src, 9) sma17 = ta.sma(src, 17) sma18 = ta.sma(src, 18) sma21 = ta.sma(src, 21) sma34 = ta.sma(src, 34) sma40 = ta.sma(src, 40) sma50 = ta.sma(src, 50) sma55 = ta.sma(src, 55) sma72 = ta.sma(src, 72) sma80 = ta.sma(src, 80) sma96 = ta.sma(src, 96) sma100 = ta.sma(src, 100) sma200 = ta.sma(src, 200) plot(sma3, "SMA 3", color=color.new(color.blue, 60), linewidth=1, style=plot.style_line) plot(sma4, "SMA 4", color=color.new(color.red, 60), linewidth=1, style=plot.style_line) plot(sma5, "SMA 5", color=color.new(color.green, 60), linewidth=1, style=plot.style_line) plot(sma7, "SMA 7", color=color.new(color.orange, 60), linewidth=1, style=plot.style_line) plot(sma9, "SMA 9", color=color.new(color.orange, 60), linewidth=1, style=plot.style_line) plot(sma17, "SMA 17", color=color.new(color.orange, 60), linewidth=1, style=plot.style_line) plot(sma18, "SMA 18", color=color.new(color.orange, 60), linewidth=1, style=plot.style_line) plot(sma21, "SMA 21", color=color.new(color.orange, 60), linewidth=1, style=plot.style_line) plot(sma34, "SMA 34", color=color.new(color.orange, 60), linewidth=1, style=plot.style_line) plot(sma40, "SMA 40", color=color.new(color.orange, 60), linewidth=1, style=plot.style_line) plot(sma50, "SMA 50", color=color.new(color.orange, 60), linewidth=1, style=plot.style_line) plot(sma55, "SMA 55", color=color.new(color.orange, 60), linewidth=1, style=plot.style_line) plot(sma72, "SMA 72", color=color.new(color.orange, 60), linewidth=1, style=plot.style_line) plot(sma80, "SMA 80", color=color.new(color.orange, 60), linewidth=1, style=plot.style_line) plot(sma96, "SMA 96", color=color.new(color.orange, 60), linewidth=1, style=plot.style_line) plot(sma100, "SMA 100", color=color.new(color.orange, 60), linewidth=1, style=plot.style_line) plot(sma200, "SMA 200", color=color.new(color.orange, 60), linewidth=1, style=plot.style_line)
Indicateur Pine Script®
par marcelo-pradorosa
HYBRIX v29 – Adaptive Trader Core🧩 Overview HYBRIX v28 — Adaptive Trader Core represents the new generation of adaptive trading frameworks built on a self‑adjusting learning model that continuously analyzes price behavior and dynamically tunes its internal weighting system to align with market shifts. Rather than producing fixed buy/sell signals, HYBRIX acts as a decision‑support tool, revealing the real‑time balance of trend, momentum, and volume forces. Its goal is structural clarity — providing professional traders with a precise, modular analytical core that learns from current conditions instead of static settings. This version targets users who prefer analytical depth and transparency — where logic, not emotion, drives execution. ⚙️ Core Modules 🧩 Hybrid Weight Engine – Automatically adjusts trend/momentum/volume influence based on volatility and strength shifts. 🧠 Adaptive Learning Module – Re‑evaluates recent model output to refine the next cycle’s parameters. 🌐 MTF Fusion System – Blends multiple timeframes into a consistent, unified directional layer. 📊 Regime Detector – Identifies market phases (Trend / Range) and adapts sensitivity dynamically. 💾 Memory Tracker HUD – Displays model performance on‑chart for quick diagnostic visualization. 🎛 Operating Modes Mode Description Auto Mode Default mode — automatic, dynamic weight balancing in real time. Adaptive Mode Enables short‑term model re‑learning; refines internal parameters using recent pattern data. Manual Mode Full user‑control mode; useful for testing or applying custom weights. ⚠️ Note: Modes Active Auto‑Weight and Active Self‑Eval Signals cannot be enabled simultaneously. Activating both at once will automatically switch the system to Manual Mode. ⏱ Execution Range Optimized for 1‑minute to 1‑day timeframes — suitable for scalping, day‑trading, and swing‑trading. Pattern analysis runs simultaneously across multiple timeframes, updating continuously with each new candle. Recent candlestick structures are also evaluated to confirm potential entries or exits. 💡 User Tips Use Heikin Ashi candles for smoother and more stable signal flow. For a cleaner chart, disable the following under Style: • Labels on price scale • Values in status line • Inputs in status line The best entry points typically occur when both signal directions align strongly. Review historical charts to understand HYBRIX behavior across different volatility regimes. There are no market limitations — works equally across Forex, Crypto, Indices and Commodities. Customize signal icons, colors and HUD appearance to match your personal layout. The Active MTF Trend Fusion module available in Settings preserves HYBRIX’s core philosophy: “Move with the Market.” Market session impact can be toggled on/off to highlight adaptive shifts during major trading hours. ⚠️ Disclaimer This indicator is a technical‑support tool, not a signal generator. HYBRIX uses dynamic and adaptive statistical models to interpret market logic, yet all markets remain inherently unpredictable. Final trading decisions always rest with the user — the developer assumes no responsibility for any profit or loss. Use HYBRIX to enhance your analytical logic and structure your view of price flow — not to replace your strategy or experience. 🧭 Tagline “HYBRIX v28 — An Adaptive Core that Flows with the Market.” 💬 Feedback & Development User feedback is essential to the continued evolution of HYBRIX. If you observe specific chart behavior, divergence, or improvement ideas, share them with the development team — your insights directly shape future HYBRIX versions. ------------- 📩 Invite Request For access or collaboration requests, please send a direct message to my X account: 👉 @M_S_Nazari
Indicateur Pine Script®
par rjnmfx
3
IV & Gamma Hedge Profile [ML Bayesian]OANDA:XAUUSD This indicator calculates the Greeks of options using the gamma and implied volatility of each strike price to generate a profile. This profile is then used as a component in determining whether the market bias is bullish or bearish. After that, we perform historical back-calculation to conduct a meta-analysis, giving us a confidence value that helps determine how many percent the bias leans toward bullish or bearish. For trade entries, we use MACD and volume signals together, and the indicator also displays TP and SL lines.
Indicateur Pine Script®
par Thanapongpun
Fibonacci Cluster Zones + OB + FVG (AR34)Detailed Description – Fibonacci Cluster Zones + OB + FVG (AR34) This script is an advanced multi-layer confluence system developed under the AR34 Trading Framework, designed to identify high-accuracy reversal zones, liquidity imbalances, institutional footprints, and trend direction using a unified analytic engine. It combines Fibonacci mathematics, Smart Money Concepts, market structure, and smart trend signals to produce precise, reliable trading zones. ⸻ 🔶 1 — Fibonacci Retracement Zones + Custom Smart Levels The script calculates the highest and lowest prices over a selected lookback period to generate key Fibonacci retracement levels: • 0.236 • 0.382 • 0.500 • 0.618 • 0.786 • 1.000 You can also add up to three custom Fibonacci levels (0.66, 0.707, 0.88 or any value you want). ✔ Each level is drawn as a horizontal line ✔ Optional label display for every level ✔ Color and activation fully customizable These levels help identify pullback zones and potential turning points. ⸻ 🔶 2 — True Fibonacci Cluster Detection The script automatically identifies Cluster Zones, which occur when: 1. A Fibonacci level 2. An Order Block 3. A Fair Value Gap all overlap in the same price range. When all three conditions align, the script prints a CLUSTER marker in yellow. These zones represent: • High-probability reversal areas • Strong institutional footprints • Highly reactive price levels ⸻ 🔶 3 — Automatic Order Block (OB) Detection The indicator detects Order Blocks based on structural candle behavior: • Bearish candle → followed by bullish • Price interacts with a Fibonacci level • Area aligns with institutional order flow When detected, the OB is marked for easy visualization. ⸻ 🔶 4 — Fair Value Gap (FVG) Mapping The script scans for liquidity imbalances using the classic FVG logic: • low > high When an FVG exists, it draws a green liquidity box. This highlights: • Gaps left by institutional moves • High-value return zones • Efficient price retracement levels ⸻ 🔶 5 — Fibonacci Extension Projections The script calculates extension targets using: • 1.272 • 1.618 • 2.000 These are drawn as dashed teal lines and help forecast: • Breakout continuation targets • Wave extension objectives • Take-profit areas ⸻ 🔶 6 — Smart Trend Signal (EMA-200 Engine) Trend direction is determined using the EMA 200: • Price above EMA → uptrend • Price below EMA → downtrend A green or red signal icon appears only when the trend flips, reducing noise and improving clarity. This helps detect: • Trend shifts early • Cleaner entries and exits • Trend-based filtering ⸻ 🔶 7 — Four-EMA Multi-Trend System The indicator includes optional visualization of four moving averages: • EMA 20 → Short-term • EMA 50 → Medium-term • EMA 100 → Long-term • EMA 200 → Major trend All are fully customizable (length + color + visibility). ⸻ 🔶 8 — Dynamic Negative Fibonacci Levels (Green Only) When enabled, the script calculates deep retracement zones using: • –0.23 • –0.75 • –1.20 These negative Fibonacci levels are drawn in green and help identify: • Deep liquidity capture points • Hidden structural supports • Potential reversal bottoms ⸻ 🔶 9 — Complete User Control Users maintain full control over: ✔ Enabling/disabling OB detection ✔ Enabling/disabling FVG detection ✔ Activating custom Fibonacci levels ✔ Showing or hiding labels ✔ Selecting timeframe for Fib calculations ✔ Adjusting moving average parameters ✔ Activating dynamic Fibonacci The script is designed to be flexible, scalable, and suitable for any trading style. ⸻ 🎯 Summary This indicator is a powerful all-in-one analytical system that merges: ✔ Fibonacci Mathematics ✔ Smart Money Concepts (OB + FVG) ✔ Trend-based filtering ✔ Institutional cluster detection ✔ Dynamic extensions + retracements ✔ Multi-EMA trend mapping It is ideal for: • Professional traders • SMC / ICT analysts • Day traders and swing traders • Anyone using confluence-based strategies The script provides high-precision reversal zones, trend confirmation, and institutional liquidity mapping — all within a clean and smart visual layout.
Indicateur Pine Script®
par Buaouf1