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EURUSD Pre-London Open Range MarkerEURUSD Pre-London Open Range Marker This script marks the high and low formed in the pre-London open period on EURUSD, and extends those levels forward once London opens. It is intended as a neutral reference tool for traders who pay attention to time-based structure around the London session. What it does Automatically tracks London time, including daylight-saving changes Identifies the pre-London open range Plots the high and low of that range Extends those levels forward from the London open Displays the range size (pips) What it does not do No trade signals No alerts No entries, stops, or targets No performance claims This script provides structure only. Interpretation and execution are left to the user. Intended use This tool is for traders who: Trade EURUSD Care about London session behaviour Prefer simple, time-based reference levels over indicators Scope and design Hard-coded for EURUSD Pre-London open window is fixed and not user-configurable Built to prioritise consistency and repeatability over flexibility Additional context I use this pre-London range as part of a fully documented, rules-based EURUSD trading system focused on risk management and repeatable execution which I have traded for two years. The strategy itself is not included here. Disclaimer This script is provided for educational and reference purposes only. All trading involves risk. You are responsible for your own decisions. One-line link For those interested in how this range is used within a complete, rules-based EURUSD trading system, further documentation is available here:
Indicateur Pine Script®
par ProcessFirst
AI PRE-MARKET PRO - True/Fake Gap Classification-Version 1.0## **AI PRE-MARKET PRO: QUICK START GUIDE** This indicator classifies market gaps by comparing the **Current Price** to yesterday’s **High (PDH)**, **Low (PDL)**, and **Close (PDC)**. ### **1. GAP CLASSIFICATIONS** * **🔥 TRUE GAPS (High Momentum)** * **True Gap Up:** Price is above PDH. The market is in "Discovery Mode." High probability of trend continuation. * **True Gap Down:** Price is below PDL. Significant bearish sentiment. High probability of further selling. * **⚠️ FAKE GAPS (Mean Reversion)** * **Fake Gap Up:** Above PDC but below PDH. Price is "trapped" in yesterday's value. Often reverts to the Close (PDC). * **Fake Gap Down:** Below PDC but above PDL. Price is "trapped." Often bounces back toward the Close (PDC). ### **2. TRADING STRATEGY CHEAT SHEET** | Scenario | Primary Play | Entry Logic | | --- | --- | --- | | **True Gap Up** | **Continuation** | Wait for a pullback to **PDH**; buy the hold. | | **True Gap Down** | **Continuation** | Wait for a rally to **PDL**; short the rejection. | | **Fake Gap Up** | **Fade/Range** | Short the rejection of **PDH** or **ONH**; target **PDC**. | | **Fake Gap Down** | **Fade/Range** | Buy the bounce at **PDL** or **ONL**; target **PDC**. | ### **3. CRITICAL LEVELS ON YOUR CHART** * **PDH / PDL:** The "Line in the Sand." Breaking these turns a Fake Gap into a True Gap. * **ONH / ONL:** Overnight High/Low. These are your immediate support/resistance targets for the first 30 minutes of trading. * **PDC:** Previous Day Close. The "Magnet." If the market doesn't trend, it usually returns here. ### **4. HOW TO READ THE AI TABLES** * **Left Table:** Shows real-time distance (RT Δ) to key levels and whether they have been hit yet (**Mitigated**). * **Bottom Tables:** Provide a probability-based "Game Plan" and specific execution rules (e.g., "Wait for 15-minute confirmation"). --- **Next Step:** Would you like me to show you how to set up an alert for when the price crosses the **PDH** or **PDL** to catch a True Gap breakout?
Indicateur Pine Script®
par DeLeBlanc
2
Multiple SMAs-EMAs & CrossesMoving averages (MA) are the bedrock of trend analysis. Choosing between Simple (SMA) and Exponential (EMA) depends on whether you prioritize stability or speed.SMA vs. EMA: The Main DifferenceThe core difference lies in how they handle data. Simple Moving Average (SMA): Treats all days equally. A 50-day SMA averages the last 50 closing prices with no bias. It is smoother and less prone to "fake-outs," making it the gold standard for identifying long-term trends (e.g., the 200-day SMA). Exponential Moving Average (EMA): Places more weight on the most recent price data. It reacts much faster to sudden market shifts. Short-term traders (scalpers and day traders) prefer EMAs to catch trend changes early. The Crossover Strategy A crossover occurs when a "fast" (short-period) MA crosses a "slow" (long-period) MA. This signals a shift in market momentum. Golden Cross: Fast MA (e.g., 50) crosses above Slow MA (e.g., 200). Bullish: Indicates a potential long-term uptrend. Death Cross: Fast MA (e.g., 50) crosses below Slow MA (e.g., 200).Bearish: Indicates a potential long-term downtrend. Using Multiple Moving Averages, Traders often use a "ribbon" or a stack of three MAs to filter noise: Short-term (e.g., 9 or 20): Shows immediate price direction.Medium-term (e.g., 50): Acts as a trend filter and dynamic support/resistance. Long-term (e.g., 200): Defines the "big picture" macro trend.
Indicateur Pine Script®
par mcpatnaik
Trading Volatility Clock⏰ TRADING VOLATILITY CLOCK - Know When the Action Happens (Anywhere in the World) A real-time session tracker with multi-timezone support for active traders who need to know when US market volatility strikes - no matter where they are in the world. Perfect for day traders, scalpers, and anyone trading liquid US markets. ══════════════════════════════════════════════════════ 📊 WHAT IT DOES This indicator displays a live clock showing: - Current time in YOUR selected timezone (10 major timezones supported) - Active US market session with color-coded volatility levels - Countdown timer showing time remaining in current session - Preview of the next upcoming session - Optional alerts when entering high-volatility periods ══════════════════════════════════════════════════════ 🌍 MULTI-TIMEZONE SUPPORT SESSIONS ALWAYS TRACK US MARKET HOURS (Eastern Time): No matter which timezone you select, the sessions always trigger at the correct US market times. Perfect for international traders who want to: • See their local time while tracking US market sessions • Know exactly when US volatility hits in their timezone • Plan their trading day around US market hours SUPPORTED TIMEZONES: • America/New_York (ET) - Eastern Time • America/Chicago (CT) - Central Time • America/Los_Angeles (PT) - Pacific Time • Europe/London (GMT) - Greenwich Mean Time • Europe/Berlin (CET) - Central European Time • Asia/Tokyo (JST) - Japan Standard Time • Asia/Shanghai (CST) - China Standard Time • Asia/Hong_Kong (HKT) - Hong Kong Time • Australia/Sydney (AEDT) - Australian Eastern Time • UTC - Coordinated Universal Time EXAMPLE: A trader in Tokyo selects "Asia/Tokyo" • Clock shows: 11:30 PM JST • Session shows: "Opening Drive" 🔥 HIGH • They know: US market just opened (9:30 AM ET in New York) ══════════════════════════════════════════════════════ 🎯 WHY IT'S USEFUL Whether you trade futures, high-volume stocks, or ETFs, volatility isn't constant throughout the day. Knowing WHEN to expect movement is critical: 🔥 HIGH VOLATILITY (Red): • Opening Drive (9:30-10:30 AM ET) - Highest volume of the day • Power Hour (3:00-4:00 PM ET) - Second-highest volume, final push ⚡ MEDIUM VOLATILITY (Yellow): • Pre-Market (8:00-9:30 AM ET) - Building momentum • Lunch Return (1:00-2:00 PM ET) - Traders returning • Afternoon Session (2:00-3:00 PM ET) - Trend continuation • After Hours (4:00-5:00 PM ET) - News reactions 💤 LOW VOLATILITY (Gray): • Overnight Grind (12:00-8:00 AM ET) - Thin volume • Mid-Morning Chop (10:30-11:30 AM ET) - Ranges form • Lunch Hour (11:30 AM-1:00 PM ET) - Dead zone • Evening Fade (5:00-8:00 PM ET) - Volume dropping ══════════════════════════════════════════════════════ ⚙️ CUSTOMIZATION OPTIONS TIMEZONE SETTINGS: • Select from 10 major timezones worldwide • Clock automatically displays in your local time • Sessions remain locked to US market hours SESSION TIME CUSTOMIZATION: • Every session boundary is adjustable (in minutes from midnight ET) • Perfect for traders who define sessions differently • Advanced users can create custom volatility schedules DISPLAY OPTIONS: • Toggle next session preview on/off • Enable/disable high volatility alerts • Clean, unobtrusive table display in top-right corner ══════════════════════════════════════════════════════ 💡 HOW TO USE 1. Add indicator to any chart (works on all timeframes) 2. Select your timezone in Settings → Timezone Settings 3. Set your chart to 1-minute timeframe for real-time updates 4. Customize session times if needed (Settings → Session Time Customization) 5. Watch the top-right corner for live session tracking TRADING APPLICATIONS: • Avoid trading during dead zones (lunch hour, mid-morning chop) • Increase position size during high volatility windows • Set alerts for Opening Drive and Power Hour • Plan your trading day around US market volatility schedule • International traders can track US sessions in their local time ══════════════════════════════════════════════════════ 🎓 EDUCATIONAL VALUE This indicator teaches traders: • Market microstructure and volume patterns • Why certain times produce better opportunities • How institutional flows create intraday patterns • The importance of timing in active trading • How to adapt US market trading to any timezone ══════════════════════════════════════════════════════ ⚠️ IMPORTANT NOTES - Works best on 1-minute charts for frequent updates - Sessions are ALWAYS based on US Eastern Time (ET) - Timezone selection only changes the clock display - Clock updates when new bar closes (not tick-by-tick) - Alerts trigger once per bar when enabled - Perfect for international traders tracking US markets ══════════════════════════════════════════════════════ 📈 BEST USED WITH - High-volume US stocks: TSLA, NVDA, AAPL, AMD, META - Major US ETFs: SPY, QQQ, IWM, DIA - US Futures: ES, NQ, RTY, YM, MES, MNQ - Any liquid US instrument with clear intraday volume patterns ══════════════════════════════════════════════════════ 🌏 FOR INTERNATIONAL TRADERS This tool is specifically designed for traders outside the US who need to: • Track US market sessions in their local timezone • Know when to be at their desk for US volatility • Avoid waking up for low-volatility periods • Maximize trading efficiency around US market hours No more timezone confusion. No more missing the opening bell. Just set your timezone and trade with confidence. ══════════════════════════════════════════════════════ This is an open-source educational tool. Feel free to modify and adapt to your trading style! Happy Trading! 🚀
Indicateur Pine Script®
par daniel_lee7395
QUANT TRADING ENGINE [PointAlgo]Quant Trading Engine is a quantitative market-analysis indicator that combines multiple statistical factors to study trend behavior, mean reversion, volatility, execution efficiency, and market stability. The indicator converts raw price behavior into standardized signals to help evaluate directional bias and risk conditions in a systematic way. This script focuses on factor alignment and regime awareness, not prediction certainty. Design Philosophy Markets move through different regimes such as trending, ranging, volatile expansion, and instability. This indicator attempts to model these regimes by blending: Momentum strength Mean-reversion pressure Volatility risk Trend filtering Execution context (VWAP) Correlation structure Each component is normalized and combined into a single Quant Alpha framework. Factor Construction 1. Momentum Factor Measures directional strength using percentage price change over a rolling window. Standardized using mean and standard deviation. Represents trend continuation pressure. 2. Mean Reversion Factor Measures deviation from a longer moving average. Standardized to identify stretched conditions. Designed to capture counter-trend behavior. Directional Clamping Mean-reversion signals are dynamically restricted: No counter-trend buying during downtrends. No counter-trend selling during uptrends. Allows both sides only in neutral regimes. This prevents conflicting signals in strong trends. 3. Volatility Factor Uses realized volatility derived from price changes. Penalizes environments where volatility deviates significantly from its norm. Acts as a risk adjustment rather than a directional driver. 4. Composite Quant Alpha The final Quant Alpha is a weighted blend of: Momentum Mean reversion (trend-clamped) Volatility risk The composite is standardized into a Z-score, allowing consistent interpretation across instruments and timeframes. Signal Logic Buy signal occurs when Quant Alpha crosses above zero. Sell signal occurs when Quant Alpha crosses below zero. Zero-cross logic is used to represent shifts from negative to positive statistical bias and vice versa. Signals reflect statistical regime change, not trade instructions. Volatility Smile Context Measures price deviation from its statistical distribution. Identifies skewed conditions where upside or downside volatility becomes dominant. Highlights extreme deviations that may imply elevated derivative risk. Exotic Risk Conditions Detects sudden price expansion combined with volatility spikes. Highlights environments where execution and risk become unstable. Visual background cues are used for awareness only. Execution Context (VWAP) Measures price distance from VWAP. Used to assess execution efficiency rather than direction. Helps identify stretched conditions relative to average traded price. Correlation Structure Evaluates short-term return correlations. Detects when price behavior becomes less predictable. Flags structural instability rather than trend direction. Visualization The indicator plots: Quant Alpha (scaled) with directional coloring Volatility smile deviation Price vs VWAP distance Correlation structure Signal markers indicate Quant Alpha zero-cross events and risk conditions. Dashboard A compact dashboard summarizes: Trend filter state Quant Alpha polarity and value Individual factor readings Current action state (Buy / Sell / Wait / Risk) The dashboard provides a real-time snapshot of internal model conditions. Usage Notes Designed for analytical interpretation and research. Best used alongside price action and risk management tools. Factor behavior depends on instrument liquidity and volatility. Not optimized for illiquid or irregular markets. Disclaimer This script is provided for educational and analytical purposes only. It does not provide financial, investment, or trading advice. All outputs should be independently validated before making any trading decisions.
Indicateur Pine Script®
par pointalgo
Enhanced Swing Trading Confluence [Hidden Div Bonus + Dashboard]powerful swing trading indicator combining multiple confluence factors for high-probability setups. This indicator identifies premium long and short opportunities by requiring alignment across: • Trend direction (price above/below 200 EMA + optional 50/100/200 EMA stacking) • RSI oversold/overbought conditions (with optional strict crossover requirement) • MACD line/signal crossover • Price touching Bollinger Band extremes • Optional Bollinger Band squeeze (low volatility contraction) • Optional volume spike confirmation Features: • Clean entry arrows for ready signals • Real-time confluence dashboard showing which conditions are met • Accurate regular RSI divergence detection (reversal signals) • Hidden RSI divergence detection (trend continuation signals) • Optional use of recent hidden divergence as a bonus confirmation filter • Customizable inputs and alerts Ideal for swing traders seeking multi-factor confirmation before entries. Works across all markets and timeframes. Alerts fire only when full confluence is achieved for disciplined, high-quality trade setups.
Indicateur Pine Script®
par D4V3YZ
Nifty Hierarchical Macro GuardOverview The Nifty Hierarchical Macro Guard is a "Market Compass" indicator specifically designed for Indian equity traders. It locks its logic to the Nifty 50 Index (NSE:NIFTY) and applies a strict hierarchy of trend analysis. The goal is simple: prioritize the long-term trend (Monthly/Weekly) to decide if you should even be in the market, then use the short-term trend (Daily) for precise exit timing. This script ensures you never ignore a macro "crash" signal while trying to trade minor daily fluctuations. The Color Hierarchy (Priority Logic) The indicator uses a "Top-Down" filter. Higher timeframe signals override lower timeframe signals: Level 1: Monthly (Ultra-Macro) — Deep Maroon Condition: Nifty 10 EMA is below the 20 EMA on the Monthly chart. Action: This is the highest priority. The background will turn Deep Maroon, overriding all other colors. This is your "Forget Trading" signal. The long-term structural trend is broken. Level 2: Weekly (Macro Warning) — Dark Red Condition: Monthly is Bullish, but Nifty 10 EMA is below the 20 EMA on the Weekly chart. Action: The background turns Dark Red. This indicates a significant macro correction. You should stay out of fresh positions and protect capital. Level 3: Daily (Tactical) — Light Red / Light Green Condition: Both Monthly and Weekly are Bullish (Green). Action: The background will now react to the Daily 10/20 EMA cross. Light Green: Nifty is healthy; safe for fresh positions. Light Red: Tactical exit signal. Nifty is seeing short-term weakness; exit positions quickly. Key Features Symbol Locked: No matter what stock you are viewing (Reliance, HDFC, Midcaps), the background only reacts to NSE:NIFTY. Clean Interface: No messy lines or labels on the price chart. The information is conveyed purely through background color shifts. Customizable: Change the MA types (EMA/SMA) and lengths (e.g., 10/20 or 20/50) in the settings. Macro Dashboard: A small, transparent table in the top-right corner displays exactly which timeframe is currently controlling the background color. How to Use for Nifty Strategy Stay Out: If the chart is Deep Maroon or Dark Red, do not look for "buying the dip." Wait for the macro health to return. Take Exits: If the background is Light Green and suddenly turns Light Red, it means the Daily Daily 10/20 cross has happened. Exit your Nifty-sensitive positions immediately.
Indicateur Pine Script®
par arora_rohit0999
BB Squeeze Screener 15MPurpose: Detects Bollinger Band squeeze conditions across symbols/timeframes for fast scanning in the TradingView Screener. Default timeframe = 15m, but can be duplicated for 1h / 4h / 1D columns. How it works: computes a normalized BB width, compares it to its SMA and flags when width falls below the configured threshold (squeeze ON). Output = 1 (squeeze) or 0 (no squeeze). Inputs: Timeframe, BB Length, SMA Length, Threshold. Use separate columns per timeframe for multi‑TF scanning. Usage: Publish the script, add it as a Screener column, then filter for =1 and combine with Vol 24h / Market Cap filters to reduce noise. Good workflow: Mode = 15m (intraday), 1h (swing), 4h/1D (higher‑TF confirmations). Notes: This is a volatility filter (not directional). Combine with momentum/volume filters or a breakout rule for entries. Backtest rules on your watchlist before live use. Disclaimer: Educational tool only — not financial advice. Use proper risk management.
Indicateur Pine Script®
par Stericc
BTC ETF Average Inflow Cost BasisConcept Since the historic launch of Bitcoin Spot ETFs on January 11, 2024, institutional flows have become a major driver of price action. This indicator aims to visualize the aggregate Cost Basis (average entry price) of the major Bitcoin ETFs relative to the underlying asset. It serves as an on-chain proxy for institutional positioning, helping traders identify critical support levels where ETF inflows have historically concentrated. How it Works The script aggregates daily volume data from the top Bitcoin ETFs (IBIT, FBTC, ARKB, GBTC, BITB) and compares it against the Bitcoin price (BTCUSDT). ETF Cost Basis (Pink Line): This is calculated as a Cumulative Volume-Weighted Average Price (VWAP), anchored specifically to the ETF launch date (Jan 11, 2024). Formula: It accumulates (BTC Price * Total ETF Volume) and divides it by the Cumulative Total ETF Volume. This creates a dynamic level representing the "breakeven" price for the aggregate volume traded through these funds. True Market Mean (Gray Line): This represents the simple cumulative average of the Bitcoin price since the ETF launch date. It acts as a neutral baseline for the post-ETF market era. How to Use Institutional Support: The Cost Basis line often acts as a strong dynamic support level during corrections. When price revisits this level, it suggests the market is returning to the average institutional entry price. Trend Filter: Price > Cost Basis: The market is in a net profit state relative to ETF flows (Bullish/Trend continuation). Price < Cost Basis: The market is in a net loss state (Bearish/Capitulation risk). Confluence: The intersection of the Cost Basis and the True Market Mean can signal pivotal moments of trend reset. Features Data Aggregation: Pulls data from 5 major ETFs via request.security without repainting (using closed bars). Dashboard: Includes a table in the top-right corner displaying real-time values for Price, Cost Basis, and Market Mean. Customization: You can toggle individual ETF Moving Averages in the settings (disabled by default due to price scale differences between BTC and ETF shares). Disclaimer This tool is for educational purposes only and attempts to estimate institutional cost basis using volume proxies. It does not represent financial advice.
Indicateur Pine Script®
par carlosbucci
Ultimate Institutional Order Flow Pro [Pointalgo]Ultimate Institutional Order Flow (UIOF Pro) Ultimate Institutional Order Flow (UIOF Pro) is a multi-component market analysis indicator designed to study order flow behavior, liquidity interaction, volatility structure, and session-based participation. It integrates several commonly used market structure and order-flow concepts into a single visual framework. This script focuses on context and alignment, not on isolated signals. Core Objective The indicator aims to identify areas where price, volume, liquidity, and structure appear aligned in the same direction. It does this by combining: VWAP behavior Volume participation Cumulative delta analysis Liquidity pool interaction Order blocks and fair value gaps Market structure shifts Session and higher-timeframe confirmation VWAP & Volatility Framework Calculates VWAP using session, weekly, or monthly anchors. Optional VWAP standard-deviation bands visualize price dispersion. VWAP slope and price position are used to classify directional bias. VWAP is treated as a dynamic equilibrium reference rather than a signal. Cumulative Volume Delta (CVD) Estimates buy and sell pressure based on intrabar price movement. Tracks cumulative delta and a smoothed delta average. Uses delta change normalization to highlight abnormal activity. Detects potential delta divergences when price and participation differ. CVD is used to assess whether participation supports or contradicts price movement. Liquidity Zones & Sweeps Identifies recent swing highs and lows as potential liquidity pools. Tracks buy-side and sell-side liquidity areas. Flags conditions where price sweeps liquidity beyond recent extremes. Liquidity interaction is treated as context, not prediction. Order Blocks 1. Detects potential bullish and bearish order blocks using: Candle structure Volatility thresholds Volume confirmation 2.Highlights areas where strong participation followed opposing price movement. Order blocks are visual reference zones and do not imply guaranteed reactions. Fair Value Gaps (FVG) Identifies imbalance zones where price moves without overlapping structure. Filters gaps using ATR-based size conditions. Visual shading is used to highlight imbalance areas. These zones may represent inefficient price movement requiring further interaction. Volume Profile & Point of Control (POC) Builds a simplified volume profile over a configurable lookback window. Determines the price level with the highest traded volume (POC). POC is used as a reference for acceptance or rejection behavior. Market Structure Evaluates recent highs and lows to identify structure breaks. Classifies directional structure as bullish, bearish, or neutral. Structure is used as a directional filter rather than a trigger. Multi-Timeframe Confirmation Optional higher-timeframe confirmation aligns lower-timeframe behavior with broader context. Prevents analysis from relying on isolated timeframe conditions. Session Filtering 1. Allows analysis to be limited to specific trading sessions. 2. Helps reduce signals during low-participation periods. 3. Session logic affects signal eligibility, not calculations. Signal Logic Signals are generated only when multiple independent conditions align, including: Liquidity interaction Order block presence VWAP bias Delta confirmation Structure alignment Volume participation Optional higher-timeframe confirmation Active trading session Strong continuation conditions are also highlighted when price, volume, and participation remain aligned. Signals represent confluence states, not trade instructions. Dashboard Summary A real-time dashboard summarizes: VWAP bias and slope CVD strength and direction Delta behavior Market structure state Higher-timeframe context Volume conditions Liquidity pool counts Session activity This provides a high-level snapshot of market conditions without manual calculation. Alerts are available for: Institutional alignment conditions Strong continuation pressure Liquidity sweeps Delta divergences Alerts are informational and reflect internal indicator states only. Usage Notes Designed for analytical interpretation and market study. Best used alongside price action and risk management methods. Performance depends on instrument liquidity and volume quality. All visual elements can be individually enabled or disabled. Disclaimer This script is provided for educational and analytical purposes only. It does not provide financial, investment, or trading advice. All outputs should be independently verified before making trading decisions.
Indicateur Pine Script®
par pointalgo
MARKET CONDITIONS TOOLBOX PROMARKET CONDITIONS TOOLBOX PRO** is a visual market-state dashboard designed to summarize multiple technical conditions of the S&P 500 ETF (SPY) in a single table. The script pulls SPY data from user-selectable higher timeframes (daily by default) and evaluates several widely used technical indicators, converting each into a simple **Bullish / Neutral / Bearish** status. The results are displayed in a compact table for quick reference. Indicators included: -Directional Strength (based on directional movement) -MACD (positive vs. negative momentum) -RSI (above or below midpoint) -Stochastic Oscillator -CCI -Momentum Velocity (custom weighted momentum calculation) -SPY daily candle direction (green/red/neutral) Each indicator is assessed independently using objective threshold rules (for example, above or below zero or 50). No indicator is modified to repaint or look ahead. An overall Market Condition is shown: -Bullish when all indicators and the SPY daily candle align positively -Bearish* when all indicators and the SPY daily candle align negatively -Neutral when conditions are mixed A simplified -Risk Status- (“Risk On”, “Risk Off”, or “Neutral”) mirrors this alignment to provide a high-level market context. Key characteristics: -Uses SPY as a broad market proxy -Multi-timeframe capable via user inputs -Non-predictive, informational display only -No alerts, trade entries, exits, or signals -Designed for market context, not automation I use this tool really to gauge risk, when i'm paying with the direction of the market, when to risk off.
Indicateur Pine Script®
par SPYDERMARKET
Amihud Illiquidity Ratio [MarkitTick]💡This indicator implements the Amihud Illiquidity Ratio, a financial metric designed to measure the price impact of trading volume. It assesses the relationship between absolute price returns and the volume required to generate that return, providing traders with insight into the "stress" levels of the market liquidity. Concept and Originality Standard volume indicators often look at volume in isolation. This script differentiates itself by contextualizing volume against price movement. It answers the question: "How much did the price move per unit of volume?" Furthermore, unlike static indicators, this implementation utilizes dynamic percentile zones (Linear Interpolation) to adapt to the changing volatility profile of the specific asset you are viewing. Methodology The calculation proceeds in three distinct steps: 1. Daily Return: The script calculates the absolute percentage change of the closing price relative to the previous close. 2. Raw Ratio: The absolute return is divided by the volume. I have introduced a standard scaling factor (1,000,000) to the calculation. This resolves the issue of the values being astronomically small (displayed as roughly 0) without altering the fundamental logic of the Amihud ratio (Absolute Return / Volume). - High Ratio: Indicates that price is moving significantly on low volume (Illiquid/Thin Order Book). - Low Ratio: Indicates that price requires massive volume to move (Liquid/Deep Order Book). 3. Dynamic Regimes: The script calculates the 75th and 25th percentiles of the ratio over a lookback period. This creates adaptive bands that define "High Stress" and "Liquid" zones relative to recent history. How to Use Traders can use this tool to identify market fragility: - High Stress Zone (Red Background): When the indicator crosses above the 75th percentile, the market is in a High Illiquidity Regime. Price is slipping easily. This is often observed during panic selling or volatile tops where the order book is thin. - Liquid Zone (Green Background): When the indicator drops below the 25th percentile, the market is in a Liquid Regime. The market is absorbing volume well, which is often characteristic of stable trends or accumulation phases. - Dashboard: A visual table on the chart displays the current Amihud Ratio and the active Market Regime (High Stress, Normal, or Liquid). Inputs - Calculation Period: The lookback length for the average illiquidity (Default: 20). - Smoothing Period: The length of the additional moving average to smooth out noise (Default: 5). - Show Quant Dashboard: Toggles the visibility of the on-screen information table. ● How to read this chart • Spike in Illiquidity (Red Zones) Price is moving on "thin air." Expect high volatility or potential reversals. • Low Illiquidity (Green/Stable Zones) The market is deep and liquid. Trends here are more sustainable and reliable. • Divergence Watch for price making new highs while liquidity is drying up—a classic sign of an exhausted trend. Example: ● Chart Overview The chart displays the Amihud Illiquidity indicator applied to a Gold (XAUUSD) 4-hour timeframe. Top Pane: Price action with manual text annotations highlighting market reversals relative to liquidity zones. Bottom Pane: The specific technical indicator defined in the logic. It features a Blue Line (Raw Illiquidity), a Red Line (Signal/Smoothed), and dynamic background coloring (Red and Green vertical strips). ● Deep Visual Analysis • High Stress Regime (Red Zones) Visual Event: In the bottom pane, the background periodically shifts to a translucent red. Technical Logic: This event is triggered when the amihudAvg (the smoothed illiquidity ratio) exceeds the 75th percentile ( hZone ) of the lookback period. Forensic Interpretation: The logic calculates the absolute price change relative to volume. A spike into the red zone indicates that price is moving significantly on relatively lower volume (high price impact). Visually, the chart shows these red zones aligning with local price peaks (volatility expansion), leading to the bearish reversal marked by the red box in the top pane. • Liquid Regime (Green Zones) Visual Event: The background shifts to a translucent green in the bottom pane. Technical Logic: This triggers when the amihudAvg falls below the 25th percentile ( lZone ). Forensic Interpretation: This state represents a period where large volumes are absorbed with minimal price impact (efficiency). On the chart, this green zone corresponds to the consolidation trough (green box, top pane), validating the annotated accumulation phase before the bullish breakout. • Indicator Lines Blue Line: This is the illiquidityRaw value. It represents the raw daily return divided by volume. Red Line: This is the smoothedVal , a Simple Moving Average (SMA) of the raw data, used to filter out noise and define the trend of liquidity stress. ● Anomalies & Critical Data • The Reversal Pivot The transition from the "High Stress" (Red) background to the "Liquid" (Green) background serves as a visual proxy for market regime change. The chart shows that as the Red zones dissipate (volatility contraction), the market enters a Green zone (efficient liquidity), which acted as the precursor to the sustained upward trend on the right side of the chart. ● About Yakov Amihud Yakov Amihud is a leading researcher in market liquidity and asset pricing. • Brief Background Professor of Finance, affiliated with New York University (NYU). Specializes in market microstructure, liquidity, and quantitative finance. His work has had a major impact on both academic research and practical investment models. ● The Amihud (2002) Paper In 2002, he published his influential paper: “Illiquidity and Stock Returns: Cross-Section and Time-Series Effects” . • Key Contributions Introduced the Amihud Illiquidity Measure, a simple yet powerful proxy for market liquidity. Demonstrated that less liquid stocks tend to earn higher expected returns as compensation for liquidity risk. The measure became one of the most widely used liquidity metrics in finance research. ● Why It Matters in Practice Used in quantitative trading models. Applied in portfolio construction and risk management. Helpful as a liquidity filter to avoid assets with excessive price impact. In short: Yakov Amihud established a practical and robust link between liquidity and returns, making his 2002 work a cornerstone in modern financial economics. Disclaimer: All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Indicateur Pine Script®
par MarkitTick
Trappp's Advanced Multi-Timeframe Trading ToolkitThis comprehensive trading script by Trappp provides a complete market analysis framework with multiple timeframe support and resistance levels. The indicator features: Key Levels: · Monthly (light blue dashed) and Weekly (gold dashed) levels for long-term context · Previous day high/low (yellow) with range display · Pivot-based support/resistance (pink dashed) · Premarket levels (blue) for pre-market activity Intraday Levels: · 1-minute opening candle (red) · 5-minute (white), 15-minute (green), and 30-minute (purple) session levels · All intraday levels extend right throughout the trading day Technical Features: · EMA 50/200 cross detection with alert labels · Candlestick pattern recognition near key levels · Smart proximity detection using ATR · Automatic daily/weekly/monthly updates Trappp's script is designed for traders who need immediate visual reference of critical price levels across multiple timeframes, helping identify potential breakouts, reversals, and pattern-based setups with clear, color-coded visuals for quick decision-making.
Indicateur Pine Script®
par AntonioUA
Yearly VWAPIn this update, I’ve enhanced the Yearly VWAP script so that it now works reliably on all timeframes starting from the 5-minute chart and higher. Previously, the monthly reset logic caused inconsistencies on lower timeframes. Now, the indicator uses a yearly reset based on the calendar year, ensuring stable and accurate VWAP calculations without issues. In short, you can confidently apply this Yearly VWAP to any timeframe from 5 minutes upwards and get consistent results.
Indicateur Pine Script®
par musta7188
Market StateIdentifies market regime (Expansion, Crawl, Compression, Reversion, Chop) using VWAP-based auction theory and volatility analysis. Full Description: This indicator combines Auction Market Theory with Volatility Regime Detection to classify the current market state and highlight key auction events. 🎯 Market States (Background Colors) EXPANSION (lime) — Strong directional move, price outside value zone CRAWL (green) — Trending move with price acceptance REVERSION (orange) — Mean reversion back to value after deviation COMPRESSION (blue) — Tight range, accumulation/distribution phase CHOP (red) — Choppy, directionless price action 📍 Event Markers ACC↑ / ACC↓ — Price acceptance above/below VWAP (A of B bars closed on one side) REJ — Rejection at extreme (breakout + long wick) RCLM — Value reclaim (price returns to value zone) LOSS — Value loss (price breaks out of value zone) 📊 Key Components VWAP — Dynamic fair value reference Value Zone — VWAP ± k×ATR band (configurable) Range/ATR Ratio — Volatility regime detection EMA Slope — Trend direction proxy 💡 Trading Logic COMPRESSION → Wait for breakout EXPANSION → Follow the trend REVERSION/REJ → Look for mean reversion trades CHOP → Avoid or scalp range boundaries ⚙️ Settings All parameters are fully customizable: ATR length, acceptance window, rejection thresholds, compression/expansion levels, and visual toggles.
Indicateur Pine Script®
par vitalka24
Market Potential EstimatorWhat this indicator shows This indicator measures how much potential movement the market still has, not direction. It answers the question: “Does the market still have room to move, or is it already exhausted?” Red zone (Low potential) Exhaustion / slowdown zone. The market has used most of its available range. Expect: consolidation pullbacks reduced follow-through ⚠️ Red does NOT mean reversal How to use it correctly Use it as a filter, not a trigger Avoid opening new trades in red zones Reduce targets when potential is low Combine with: direction/bias momentum structure
Indicateur Pine Script®
par vitalka24
llama fixed-length moving averages [SMA, WMA]Llama Moving Averages I needed moving averages on my charts, but I wanted them hardcoded based on the following values: timframe --- MA length Daily --- 20D (==1 trading month) Weekly --- 30W (30W moving averages for assessing long term trends) 15m --- 1W (or 5 days) Two averages: EMA and WMA: fast moving and slow moving based on closes. In addition to this, I needed the following things: 1. MAs ONLY on 15m, 1D and 1W timeframes. 2. Consistent colors. 3. for 15m chart, we want a 5D SMA, so 1D = 15m * 25(±1); times 5; 25*5 = 125 4. Option to configure different values for the daily chart, since I trade the daily chart. Defaults: 20. If you were looking for something similar, enjoy!
Indicateur Pine Script®
par wildhorse3
3MA Alignment Ribbon [AlgoTraderPro]3MA Alignment Ribbon is a clean, visual trend-structure indicator based on the alignment of three moving averages. Instead of focusing on crossovers, it highlights trend quality and direction by dynamically coloring the moving averages and the ribbon between them. The goal is simple : See at a glance whether the market structure is bullish, bearish, or neutral. ⸻ How It Works The indicator plots three moving averages (Fast, Medium, Slow) and evaluates their alignment: Bullish → Fast > Medium > Slow Bearish → Fast < Medium < Slow Neutral → Any other configuration The moving averages and the filled ribbon between them are automatically colored based on this alignment, making trend conditions immediately visible. ⸻ Key Features ✅Multi-MA Support Choose between: EMA (default) SMA WMA VWMA RMA HMA ✅ Alignment Modes Strict: classic Fast > Medium > Slow logic Tolerant: requires a minimum percentage separation between averages to reduce noise in ranging markets ✅ Optional Slope Filter Filter signals by requiring the slow MA to be rising or falling, helping avoid false trend states during flat conditions. ✅ Higher Timeframe (HTF) Ribbon Overlay the same 3MA alignment logic from a higher timeframe on your current chart: Fully optional Correctly calculated on the HTF itself Option to use confirmed HTF bars only (reduces repaint confusion) ✅ Alerts & Visual Signals Alerts when alignment turns Bullish, Bearish, or Neutral Optional on-chart markers when the alignment flips ✅ Custom Styling Fully customizable colors and transparency Designed to remain readable without cluttering the chart ⸻ How to Use It This indicator works best as: A trend filter for discretionary trading A context tool for entries using other setups A market structure overlay for scalping, swing trading, or position trading It does not generate buy/sell signals by itself — instead, it helps you trade aligned with market structure. ⸻ Default Settings The default lengths (50 / 100 / 200 EMA) are suitable for most markets and timeframes, including crypto, forex, indices, and equities.
Indicateur Pine Script®
par algoTraderGTP