Commencez

Recherche dans les scripts pour "pivot"

Pivot Points + Day First Candle Breakout + VWAP + Supertrend This indicator amalgamates several key indicators to provide a comprehensive analysis for trading decisions, including SuperTrend, Pivot Points, VWAP, along with the Day First Candle Breakout strategy. Key Features: Day First Candle Breakout: Identifies potential breakout opportunities based on the first candle of the trading day. It utilizes the high and low of the initial trading range to determine entry points. Timeframe Selection: Allows users to select the timeframe for analyzing the first candle (e.g., 5, 15, or 60 minutes). Previous Day and Week High/Low: Displays the high and low of the previous day and week to provide additional context for trading decisions and assess the strength of the trend. Trend Strength Analysis: Indicates whether the current price is above or below the previous day's high or low, signaling a stronger bullish or bearish trend respectively. SuperTrend Indicator: Visualizes the trend direction and potential reversal points based on the SuperTrend indicator. It helps traders to stay aligned with the prevailing trend and avoid premature exits. Pivot Points: Presents key support and resistance levels derived from Pivot Points, assisting traders in identifying potential reversal or breakout zones. VWAP (Volume Weighted Average Price): Plots VWAP to provide insight into the average price traded over a given period, aiding in determining the fair value of the asset and potential buying/selling zones. Trading Signals: Buy Signal: Triggered when the price exceeds the high of the initial trading range after an upward price gap. Sell Signal: Generated when the price falls below the low of the initial trading range after a downward price gap. Caveats for Effective Trading: Extended Trading Ranges: Adjusts support and resistance levels if the initial trading range extends beyond the defined timeframe. Morning Noise Consideration: Exercises caution during volatile morning sessions to avoid false breakouts and whipsaws. Pullbacks and Narrow Range Bars: Looks for opportunities during pullbacks or when the price forms narrow range bars to enter trades, reducing the risk of sudden reversals.
Indicateur Pine Script®
par rupatil
21
Pivot-Point Weighted Moving AverageThe Pivot-Point Weighted MA is very different from other weighted MAs, in the sense that the price weights can achieve negative values. For an example, if a length of 21 is used, the pivot point will be calculated as 13, meaning that the 13th prior candle will have 0 weight, and all prices before it will have a negative weight on the sum, so their impact is reversed rather than just unweighted. The intent of this is to reduce lag by front-loading the prices. It works better in cyclic markets, and with a longer length, where the inflection point (the one with 0 weight) is aligned with the cyclic turn. You can configure where the weight starts. If you leave it as 0, it will start with floor(length * 0.66) - 1.
Indicateur Pine Script®
par EduardoMattje
1
Pivot Levels [UkutaLabs]█ OVERVIEW The Pivot Levels Indicator provides real-time insight into key price levels within the market that can serve as powerful support and resistance levels. These levels are based on currently-relevant price-action information to ensure that the lines being drawn provide the most value to traders regardless of their trading style. The aim of this script is to simplify the trading experience of users by automatically identifying and displaying price levels that they should be aware of. █ USAGE At the beginning of each trading day, the script will identify the previous day’s hlc3 level. We refer to this level as the day’s Source Level, and it is from this price that the other Resistance and Support levels are calculated. The script then identifies the total price range of the previous day (Previous Day High - Previous Day Low), then draws Resistance and Support lines based on the Source Level and the previous day’s range. The script identifies these levels on both sides of the Source. Levels above the Source are considered to be points of Resistance and below the Source are considered to be Support, but the levels are free to be interpreted and used in whatever way fits the user’s trading strategy. A label is drawn at the end of each line that identifies the line and whether it represents support or resistance. These labels can be disabled in the settings. █ SETTINGS Configuration • Show Labels: Determines whether or not labels are displayed at the end of each line. • Display Mode: Determines the number of days for the script to load. Line Settings • Resistance Color: Determines the color of the resistance lines and labels above the Source Level. • Source Color: Determines the color of the source line and label. • Support Color: Determines the color of the support lines and labels below the Source Level. • Line width: Determines the width of lines. • Line Style: Determines the style of lines.
Indicateur Pine Script®
par UkutaLabs
6
Pivot Boss -- Squat bars and Non Squat Bars 2.0Squat Bar Signal -- current Volume is greater than previous volume but Current bar MFI(Market Facilitation index) is lesser than previous bar MFI Other Conditions -- Current Bars Range is lesser than (Average Range * Range Multiplier) Non Squat Bar Buy Signal(Green Up Triangle) -- Volume and MFI is greater than previous bar, Close greater than open, Close is greater than midpoint Non Squat Bar Sell Signal(Red Down Triangle) -- Volume and MFI is greater than previous bar, Close lesser than open, Close is lesser than midpoint Usually Squat signal is confirmed by Non Squat Bar Signal.. Other indicator used -- PEMA -- Pivot based EMA For Better results use it along with Advanced Volume indicator and PEMA
Indicateur Pine Script®
par Nanda86
6
pivot semaphore support&resistance levels [LM]Hello Traders, I would like to introduce you pivot semaphore support&resistance levels. The idea is the same as the zigzag script of mine to spot the importance of support&resistence The Semafor is used to spot future multi-level Supports and Resistance zones. It is also useful to spot HL or LL or HH or LH zones at different Depth settings. The red zones are the extreme places where the market has a higher chance of reversing while the green zones have the lowest setting with lower chances of the market reversal The lines can be extended like so The lines also can just stop extending when price will reach it Enjoy!
Indicateur Pine Script®
par lmatl
14
SuperTrend - With Exits & Trade ZonesSuperTrend - With Exits & Trade Zones Overview An advanced trend-following indicator that combines pivot points with the SuperTrend methodology to create a complete trading system with entry signals, exit signals, and visual trade zones. This indicator adapts to market structure rather than just price action, providing more reliable trend identification. What Makes This Unique Unlike standard SuperTrend indicators that use moving averages, this version: Uses actual pivot points to calculate a dynamic center line Provides multiple entry mode options for different trading styles Shows clear exit signals (both trailing stop and take profit) Color-codes the entire chart into trade zones (Long, Short, No Trade) Eliminates guesswork about when to enter, exit, and stay out Features 📊 Core Indicator Components Pivot Point Detection: Identifies local highs and lows in price structure Dynamic Center Line: Weighted calculation using detected pivot points ATR-Based Bands: Volatility-adjusted upper and lower bands Trailing Stop Line: Adaptive stop-loss that follows the trend 🎯 Entry Signals Four entry modes to match your trading style: Immediate Mode ⚡ Signals right when the trailing stop breaks Fastest entries for aggressive traders Best for strong trending markets Aggressive Mode 🔥 (Recommended) Signals when price closes beyond break candle OR opens beyond it Balanced speed and confirmation Good for most market conditions Balanced Mode ⚖️ Requires entire candle to close beyond break level Moderate confirmation Reduces false breakouts Conservative Mode 🛡️ Waits for candle to open AND stay completely beyond break level Highest confirmation, slowest entries Best for choppy markets 🚪 Exit Signals Three exit strategies: Trailing Stop Exits when price crosses back through the trailing stop line Lets profits run in trending markets Protects gains when trend weakens Take Profit % Exits at predetermined profit target Locks in gains at specific percentage Good for range-bound markets Both Uses whichever exit comes first Combines profit protection with trend following Recommended for most traders 🎨 Visual Trade Zones Color-coded backgrounds eliminate confusion: 🟢 Light Green: Active LONG position 🔴 Light Red: Active SHORT position ⚫ Gray: NO TRADE ZONE (between exit and next signal) 📍 Additional Visual Elements Diamond markers: Show when trailing stop is first broken BUY/SELL labels: Clear entry signals in green/red EXIT markers: Gray X for stop loss, Orange X (TP) for take profit Pivot points: Optional display of detected highs/lows (H/L markers) Support/Resistance: Optional circles at pivot levels Settings & Parameters Basic Settings Pivot Point Period (default: 2) Controls sensitivity of pivot detection Lower = more pivots detected (more responsive) Higher = fewer pivots (more stable) ATR Factor (default: 3) Distance multiplier for trailing stop bands Lower = tighter stops (more signals, earlier exits) Higher = wider stops (fewer signals, longer trades) ATR Period (default: 10) Lookback period for volatility calculation Affects how quickly bands adapt to volatility changes Entry Configuration Entry Mode: Select from Immediate/Aggressive/Balanced/Conservative Determines how quickly the indicator generates signals after a trend break Exit Configuration Exit Method: Choose Trailing Stop, Take Profit %, or Both Take Profit % (default: 2%) Set your profit target as percentage of entry price Adjust based on volatility and timeframe Display Options Show Buy/Sell Labels: Toggle entry signal labels Show Exit Signals: Toggle exit markers Show Break Candles: Toggle diamond markers on trend breaks Show Pivot Points: Display H/L markers at pivot points Show PP Center Line: Display the dynamic center line Show Support/Resistance: Display circles at S/R levels How to Use For Swing Traders Set Entry Mode to "Balanced" or "Conservative" Use "Both" exit method with 3-5% take profit Enable all visual elements for complete market picture Trade only in direction of colored zones For Day Traders Set Entry Mode to "Aggressive" or "Immediate" Use "Trailing Stop" exit method to catch intraday trends Lower ATR Factor to 2-2.5 for tighter stops Watch for quick signals in the first 2 hours of trading For Position Traders Use higher timeframes (Daily/Weekly) Set Entry Mode to "Conservative" Increase Take Profit % to 5-10% Use larger ATR Factor (4-5) for wider stops General Trading Rules ✅ DO: Enter on BUY/SELL signals (green/red backgrounds) ✅ DO: Exit on EXIT/TP markers ❌ DON'T: Enter during gray NO TRADE ZONE ❌ DON'T: Counter-trend trade against the colored zone Alerts Set up the following alerts for automated trading notifications: Buy Signal: Triggers when long entry conditions are met Sell Signal: Triggers when short entry conditions are met Exit Long: Triggers when long position should be closed Exit Short: Triggers when short position should be closed Trailing Stop Broken: Triggers on initial trend change Best Practices Timeframe Selection 1-5 min: Scalping (use Immediate/Aggressive mode) 15-60 min: Day trading (use Aggressive/Balanced mode) 4H-Daily: Swing trading (use Balanced/Conservative mode) Weekly: Position trading (use Conservative mode) Risk Management Always use the EXIT signals - don't hold through gray zones Position size based on distance to trailing stop Never risk more than 1-2% per trade Consider wider stops on higher timeframes Market Conditions Trending markets: Use Aggressive mode, Trailing Stop exits Ranging markets: Use Conservative mode, Take Profit exits High volatility: Increase ATR Factor, use Both exits Low volatility: Decrease ATR Factor for tighter stops Technical Details Calculation Method Detect pivot highs and lows using specified period Calculate weighted center line: (previous_center × 2 + new_pivot) / 3 Calculate bands: Upper = Center - (ATR Factor × ATR), Lower = Center + (ATR Factor × ATR) Determine trend based on price position relative to bands Trail stop line follows the active trend direction Signal Logic Entry signals generated based on selected confirmation mode Position tracking maintains state from entry to exit Exit signals calculated from both trailing stop and take profit levels Trade zones update in real-time based on position state Limitations & Considerations Works best in trending markets; may generate false signals in tight ranges Not a holy grail - should be used with proper risk management Past performance does not guarantee future results Recommended to backtest on your specific instrument and timeframe Consider combining with volume analysis or other indicators for confirmation Version History v1.0: Initial release with entry signals and confirmation modes v1.1: Added exit signals (trailing stop and take profit) v1.2: Added color-coded trade zones (Long/Short/No Trade) Credits Original Pivot Point SuperTrend concept by LonesomeTheBlue Modified with exit signals and trade zone visualization License Mozilla Public License 2.0 Example Setups Conservative Swing Trading Pivot Point Period: 2 ATR Factor: 3 ATR Period: 10 Entry Mode: Conservative Exit Method: Both Take Profit %: 4% Aggressive Day Trading Pivot Point Period: 2 ATR Factor: 2.5 ATR Period: 10 Entry Mode: Aggressive Exit Method: Trailing Stop Position Trading Pivot Point Period: 3 ATR Factor: 4 ATR Period: 14 Entry Mode: Balanced Exit Method: Both Take Profit %: 8% Disclaimer: This indicator is for educational purposes only. Trading involves substantial risk. Always do your own research and never trade with money you cannot afford to lose.
Indicateur Pine Script®
par Tapaspattanaik
Liquidity Retest Strategy (Apicode) - TP/SL Lines FixedTechnical Documentation: 1. Purpose and underlying concept This strategy targets a common behavior in liquid markets: liquidity sweeps around meaningful support/resistance levels, followed by a retest and rejection (reversal) with confirmation. The core thesis is that many initial “breaks” are not continuation moves, but rather stop-runs and order harvesting. After the sweep, price reclaims the level and closes back on the opposite side, offering a structured entry with defined risk. The strategy includes: Support/Resistance detection via pivots Dynamic selection of the “working” level using an ATR-based proximity window Rejection validation via candle structure (wick + close) Optional filters: volume, VWAP-like bias, and EMA trend Risk management with static TP/SL (ATR-based or %), plus trailing stop (ATR-based or %), with per-trade lines plotted 2. Main components 2.1. Volatility metric: ATR atr = ta.atr(atrLength) is used in two essential places: Level selection (proximity to S/R): prevents trading levels that are too far from current price. Sweep validation (minimum wick size): requires the wick to extend beyond the level by a volatility-relative amount. Optionally, ATR can also be used for: Static TP/SL (when usePercent = false) Trailing stop (when useTrailPercent = false) 2.2. Building S/R levels with pivots Pivots are detected using: pivotHigh = ta.pivothigh(pivotLookback, rightBars) pivotLow = ta.pivotlow(pivotLookback, rightBars) Each confirmed pivot is stored in arrays: resistanceLevels for resistance supportLevels for support The array size is capped by maxLevels, which reduces noise and manages chart resource usage (lines). 2.3. Selecting the “best” level each bar On each bar, a single support S and/or resistance R candidate is chosen: Support: nearest level below price (L < price) Resistance: nearest level above price (L > price) Only levels within atr * maxDistATR are considered This produces dynamic “working levels” that adapt to price location and volatility. 2.4. Rejection pattern (retest + sweep) After selecting the working level: Support rejection (long setup) Conditions: Low touches/crosses support: low <= S Close reclaims above: close > S Bullish candle: close > open Sufficient wick below the level (liquidity sweep): (S - low) >= atr * minWickATR This aims to capture a stop sweep below support followed by immediate recovery. Resistance rejection (short setup) Symmetric conditions: High touches/crosses resistance: high >= R Close rejects back below: close < R Bearish candle: close < open Sufficient wick above the level: (high - R) >= atr * minWickATR 2.5. Optional filters Final signals are the rejection pattern AND enabled filters: 1.- Volume filter High volume is defined as: volume > SMA(volume, 20) * volMult When useVolFilter = true, setups require relatively elevated participation 2.- VWAP-like bias filter A VWAP-like series is computed over vwapLength (typical price weighted by volume) When useVWAPFilter = true: - Longs only if close > vwap - Shorts only if close < vwap 3.- EMA trend filter Uptrend if EMA(fast) > EMA(slow) When useTrendFilter = true: - Longs only in uptrend - Shorts only in downtrend 2.6. Backtest time window (time filter) To keep testing focused and reduce long-history noise: useMaxLookbackDays enables the filter maxLookbackDays defines how many days back from timenow entries are allowed Entries are permitted only when time >= startTime. 3. Entry rules and position control 3.1. Entries strategy.entry('Long', strategy.long) when longSetup and no long position is open strategy.entry('Short', strategy.short) when shortSetup and no short position is open No pyramiding is allowed (pyramiding = 0). Position gating is handled by: Long allowed if strategy.position_size <= 0 Short allowed if strategy.position_size >= 0 4. Risk management: TP/SL and trailing (with plotted lines) 4.1. Detecting entry/exit events Events are identified via changes in strategy.position_size: LongEntry: transition into a long shortEntry: transition into a short flatExit: transition back to flat This drives per-trade line creation, updates, and cleanup of state variables. 4.2. Static TP/SL On entry, entryPrice := strategy.position_avg_price is stored. Percent mode (usePercent = true) Long: staticSL = entryPrice*(1 - slPerc/100) staticTP = entryPrice*(1 + tpPerc/100) Short: staticSL = entryPrice*(1 + slPerc/100) staticTP = entryPrice*(1 - tpPerc/100) ATR mode (usePercent = false) Long: staticSL = entryPrice - atrAtEntry*slATR staticTP = entryPrice + atrAtEntry*tpATR Short: staticSL = entryPrice + atrAtEntry*slATR staticTP = entryPrice - atrAtEntry*tpATR 4.3. Trailing stop (custom) While a position is open, the script tracks the most favorable excursion: Long: hhSinceEntry = highest high since entry Short: llSinceEntry = lowest low since entry A trailing candidate is computed: Percent trailing (useTrailPercent = true) Long: trailCandidate = hhSinceEntry*(1 - trailPerc/100) Short: trailCandidate = llSinceEntry*(1 + trailPerc/100) ATR trailing (useTrailPercent = false) Long: trailCandidate = hhSinceEntry - atr*trailATR Short: trailCandidate = llSinceEntry + atr*trailATR Then the effective stop is selected: Long: slUsed = max(staticSL, trailCandidate) when useTrail is enabled Short: slUsed = min(staticSL, trailCandidate) when useTrail is enabled If useTrail is disabled, slUsed remains the static stop. Take profit remains static: tpUsed = staticTP Exit orders are issued via: strategy.exit(..., stop=slUsed, limit=tpUsed) 4.4. Per-trade TP/SL lines On each entry, two lines are created (SL and TP) via f_createLines(). During the trade, the SL line updates when trailing moves the stop; TP remains fixed. On exit (flatExit), both lines are finalized on the exit bar and left on the chart as historical references. This makes it straightforward to visually audit each trade: entry context, intended TP, and trailing evolution until exit. 5. Visualization and debugging BUY/SELL labels with configurable size (xsize) Debug mode (showDebug) plots the chosen working support/resistance level each bar Stored pivot levels are drawn using reusable line slots, projected a fixed 20 bars to the right to keep the chart readable and efficient 6. Parameter guidance and practical notes pivotLookback / rightBars: controls pivot significance vs responsiveness. Lower rightBars confirms pivots earlier but can increase noise. maxDistATR: too low may reject valid levels; too high may select distant, less relevant levels. minWickATR: key quality gate for “real” sweeps. Higher values reduce frequency but often improve signal quality. Filters: Volume filter tends to help in ranges and active sessions. VWAP bias is useful intraday to align trades with session positioning. EMA trend filter is helpful in directional markets but may remove good mean-reversion setups. Percent TP/SL: provides consistent behavior across assets with variable volatility, but is less adaptive to sudden regime shifts. Percent trailing: can capture extensions well; calibrate trailPerc per asset/timeframe (too tight = premature exits). 7. Known limitations Pivot-derived levels are a heuristic; in strong trends, valid retests may be limited. The time filter uses timenow; behavior may vary depending on historical context and how the platform evaluates “current time.” TP/SL and trailing are computed from bar OHLC; in live trading, intrabar sequencing and fills may differ from bar-close simulation.
Stratégie Pine Script®
par Apicode