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Institutional Z-Score Pro ═══════════════════════════════════════════════════════════════════════════════ INSTITUTIONAL Z-SCORE PRO v1.0 Professional Mean Reversion & Momentum Indicator ═══════════════════════════════════════════════════════════════════════════════ SUBTITLE: Professional Z-Score indicator with 4 calculation methods, regime detection, MTF analysis, quadrant statistics, and win rate tracking. Used by institutional traders. 🎯 OVERVIEW The Institutional Z-Score Pro transforms traditional Z-Score analysis into a professional-grade trading system used by quantitative hedge funds and institutional traders. This indicator identifies statistical extremes, measures momentum shifts, and provides probability-based edge calculations across multiple timeframes and market regimes. Unlike basic Z-Score indicators, this version incorporates robust statistical methods, adaptive calculations, regime detection, and comprehensive performance tracking to give you the edge professional traders use. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ✨ KEY FEATURES 📊 FOUR Z-SCORE CALCULATION METHODS: • Standard (SMA/StdDev) - Traditional approach • Robust (MAD) - Median Absolute Deviation for outlier resistance • Exponential (EWMA) - Faster adaptation to trends • Volume-Weighted - Institutional footprint tracking 🔄 ADAPTIVE TECHNOLOGY: • Volatility-adjusted lookback periods • Regime-aware threshold adjustments • Dynamic smoothing based on market conditions 🎭 REGIME DETECTION SYSTEM: • ADX-based trend classification (Uptrend/Downtrend/Range) • Volatility regime identification (High/Normal/Low Vol) • Adaptive thresholds for different market conditions 📈 MULTI-TIMEFRAME ANALYSIS: • Higher timeframe Z-Score overlay • MTF trend alignment indicators • Cross-timeframe confirmation signals 📊 ADVANCED QUADRANT ANALYSIS: • Real-time position tracking (4 quadrants) • Win rate calculation per quadrant • Average return per quadrant • Distribution percentage analysis • Expected value calculations 📉 PERCENTILE RANKING: • Historical context (252-day rolling) • Current Z-Score percentile position • Extreme move identification 🎨 PROFESSIONAL VISUALIZATION: • Color-coded Z-Score plot by regime • Momentum histogram (Z-Change) • Standard deviation bands (±1σ, ±2σ) • Dynamic extreme zones • Filled probability zones • Two comprehensive data tables 🔔 SIX ALERT CONDITIONS: • Extreme Overbought/Oversold • Long/Short Reversal Signals • Bullish/Bearish Momentum Confirmation ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔬 METHODOLOGY WHAT IS Z-SCORE? Z-Score measures how many standard deviations a value is from its mean. In trading, it identifies statistical extremes: • Z > +2: Price is 2 standard deviations above average (overbought) • Z < -2: Price is 2 standard deviations below average (oversold) • Z near 0: Price is near its average (neutral) ROBUST Z-SCORE (MAD METHOD): Instead of simple mean/standard deviation (susceptible to outliers), the MAD (Median Absolute Deviation) method uses: • Median instead of mean (more robust) • MAD instead of standard deviation (outlier resistant) • Used by quantitative hedge funds for options pricing VOLUME-WEIGHTED Z-SCORE: Gives more weight to high-volume bars, revealing institutional activity: • VWAP-based calculation • Identifies smart money moves • Better for options and derivatives trading ADAPTIVE LOOKBACK: Automatically adjusts calculation period based on volatility: • High volatility → Shorter lookback (more responsive) • Low volatility → Longer lookback (more stable) • Reduces false signals across market conditions ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 QUADRANT ANALYSIS EXPLAINED The indicator tracks momentum changes through 4 quadrants: Q1 (Z+, ΔZ+) → Strong Uptrend ⬆⬆ • Both Z-Score and momentum positive • Trend continuation signal • Best in trending up markets Q2 (Z+, ΔZ-) → Potential Top ⬇ • Overbought but momentum fading • Mean reversion setup • Best in ranging markets Q3 (Z-, ΔZ-) → Strong Downtrend ⬇⬇ • Both Z-Score and momentum negative • Trend continuation signal • Best in trending down markets Q4 (Z-, ΔZ+) → Potential Bottom ⬆ • Oversold but momentum improving • Mean reversion setup • Best in ranging markets The table shows COUNT, %, AVERAGE RETURN, and WIN RATE for each quadrant, allowing you to identify which setups have the best historical edge. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 HOW TO USE STEP 1: CHOOSE YOUR Z-SCORE METHOD • Stocks/Forex: Standard or Exponential • Crypto/Volatile: Robust (MAD) • Options/High Volume: Volume-Weighted STEP 2: CONFIGURE TIMEFRAMES Current TF → Recommended HTF: • 5min → 1H • 15min → 4H • 1H → 1D • 4H → 1W • 1D → 1W STEP 3: UNDERSTAND THE REGIME Watch the regime indicator in the table: • UPTREND: Use Q1 signals (trend continuation) • DOWNTREND: Use Q3 signals (trend continuation) • RANGE: Use Q2/Q4 signals (mean reversion) STEP 4: WAIT FOR ALIGNMENT Best trades occur when: ✓ Z-Score extreme (>2 or <-2) ✓ Momentum confirming (Z-Change aligned) ✓ Correct regime (trending vs ranging) ✓ MTF alignment (same direction on higher TF) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💼 TRADING STRATEGIES 🔵 STRATEGY 1: MEAN REVERSION (Ranging Markets) Entry Conditions: • Market Regime: Range (ADX < 25) • Z-Score < -2 (oversold) • Z-Change > 0 (momentum turning positive) • Quadrant: Q4 • MTF: Not in strong downtrend Entry: Long when all conditions met Stop: Below recent low or -1.5 ATR Target: Z-Score = 0 (mean) Expected: 55-60% win rate 🔴 STRATEGY 2: TREND CONTINUATION (Trending Markets) Entry Conditions: • Market Regime: Uptrend (ADX > 25) • Z-Score > 0 (above average) • Z-Change > 0 (positive momentum) • Quadrant: Q1 • MTF: Bullish aligned Entry: Long pullbacks to +1 Z-Score Stop: Below 0 Z-Score Target: Trail with +2 Z-Score Expected: 60-65% win rate 🟡 STRATEGY 3: EXTREME FADE (High Probability) Entry Conditions: • Z-Score > 3.0 (extreme overbought) • Percentile Rank > 95% • Volume: High • Z-Change: Negative (momentum fading) Entry: Short on first Z-Change < 0 Stop: Above recent high Target: Z-Score = +1 Expected: 65-70% win rate ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ SETTINGS GUIDE CORE Z-SCORE SETTINGS: • Z-Score Length: 40 (default), 20-60 for faster/slower • Source: 'close' for price, 'Returns' for % changes • Z-Score Method: Start with 'Standard', try others for your asset • Adaptive Lookback: Enable for automatic regime adjustment • Smoothing Factor: 2.0 (higher = more smooth) MULTI-TIMEFRAME: • Enable MTF: Toggle on for confirmation • Higher Timeframe: 3-5x your current timeframe • Show MTF Alignment: Visual confirmation REGIME DETECTION: • Enable: Always recommended • ADX Length: 14 (standard) • Trend Threshold: 25 (lower = more trends detected) • Volatility Length: 20 QUADRANT ANALYSIS: • Lookback Bars: 100-500 (more = better statistics) • Show Table: Display quadrant metrics • Show Probabilities: Display win rates VISUALIZATION: • Show Bands: ±1σ, ±2σ reference levels • Show Extreme Zones: Dynamic overbought/oversold • Color by Regime: Visual regime identification • Extreme Threshold: 2.5 (adjust per asset) ADVANCED METRICS: • Show Percentile: Historical ranking • Percentile Length: 252 (trading days in year) • Show Edge: Win rates and returns ALERTS: • Enable Alerts: Toggle on • Alert Threshold: 2.0 (lower = more alerts) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔔 ALERT CONDITIONS The indicator provides 6 built-in alert conditions: 1. EXTREME OVERBOUGHT: Z-Score > threshold Use: Fade extremes, prepare for reversal 2. EXTREME OVERSOLD: Z-Score < -threshold Use: Buy oversold, mean reversion setup 3. REVERSAL LONG SIGNAL: Oversold + momentum turning up Use: High-probability long entries 4. REVERSAL SHORT SIGNAL: Overbought + momentum turning down Use: High-probability short entries 5. MOMENTUM LONG: Strong uptrend confirmed Use: Trend continuation longs 6. MOMENTUM SHORT: Strong downtrend confirmed Use: Trend continuation shorts To set alerts: Right-click chart → Add Alert → Select condition → Create ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 READING THE TABLES QUADRANT TABLE (Top Right): • Q1-Q4: Quadrant identifier • Type: Z-Score and momentum direction • Count: Number of occurrences • %: Distribution percentage • Avg Return: Mean return per quadrant (YOUR EDGE!) • Win %: Win rate per quadrant (YOUR PROBABILITY!) Focus on quadrants with: ✓ High win rate (>55%) ✓ Positive average return ✓ Current regime alignment METRICS TABLE (Top Left): • Current Z-Score: Real-time Z value • Percentile Rank: 0-100% (95%+ = extreme) • HTF Z-Score: Higher timeframe value • MTF Alignment: Timeframe agreement ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎓 BEST PRACTICES ✅ DO: • Use regime filters (don't fight strong trends) • Combine with volume analysis • Respect multi-timeframe alignment • Track your quadrant edge over time • Use appropriate Z-Score method for your asset • Set alerts for extreme moves • Adjust thresholds per asset volatility ❌ DON'T: • Trade against strong trends without confirmation • Ignore regime indicators • Use same settings for all assets • Expect 100% win rate (no indicator guarantees this) • Trade every signal (be selective) • Ignore risk management • Trade during major news events ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 IDEAL FOR: ✓ Options traders (identifies statistical extremes) ✓ Mean reversion strategies ✓ Trend continuation confirmation ✓ Swing trading (multi-day holds) ✓ Day trading with proper timeframe selection ✓ Statistical arbitrage ✓ Quantitative trading approaches ✓ Risk-managed trading systems ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📚 ASSET-SPECIFIC RECOMMENDATIONS STOCKS (S&P 500, Large Cap): • Method: Standard or Exponential • Length: 40-60 • Extreme Threshold: 2.5 • HTF: 4H or 1D CRYPTOCURRENCY (BTC, ETH): • Method: Robust (MAD) • Length: 30-40 • Extreme Threshold: 3.0-3.5 • HTF: 4H or 1D FOREX (EUR/USD, GBP/USD): • Method: Standard • Length: 40-50 • Extreme Threshold: 2.0-2.5 • HTF: 4H COMMODITIES (Gold, Oil): • Method: Volume-Weighted or Standard • Length: 40-60 • Extreme Threshold: 2.5-3.0 • HTF: 1D INDICES (SPX, NDX): • Method: Volume-Weighted • Length: 40-50 • Extreme Threshold: 2.5 • HTF: 4H or 1D ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ IMPORTANT NOTES WHAT THIS INDICATOR DOES: ✓ Identifies statistical extremes ✓ Quantifies momentum changes ✓ Provides probability-based edge ✓ Adapts to market regimes ✓ Tracks historical performance WHAT THIS INDICATOR DOESN'T DO: ✗ Guarantee profits (no indicator does) ✗ Replace risk management ✗ Work in all market conditions ✗ Account for fundamental events ✗ Predict black swan events LIMITATIONS: • Less effective during breaking news • Requires sufficient historical data (100+ bars) • Performance varies by asset and timeframe • Not suitable for very low liquidity assets • Should be combined with proper risk management ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔧 TECHNICAL SPECIFICATIONS • Pine Script Version: 6 • Overlay: No (separate pane) • Max Bars Back: 500 • Real-time Calculation: Yes • Repainting: No (confirmed bars only) • MTF Security: Lookahead disabled • Performance: Optimized for speed ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📖 FURTHER READING To understand the statistical concepts: • Z-Score and Standard Normal Distribution • Median Absolute Deviation (MAD) • Exponentially Weighted Moving Average (EWMA) • Volume-Weighted Average Price (VWAP) • Average Directional Index (ADX) Trading Applications: • Mean Reversion Strategies • Statistical Arbitrage • Quantitative Trading Systems • Options Volatility Trading ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 TIPS & TRICKS OPTIMAL USAGE: 1. Start with default settings 2. Observe for 50+ bars to build statistics 3. Analyze which quadrants perform best on your asset 4. Adjust extreme threshold based on volatility 5. Enable MTF for higher probability setups 6. Use alerts to catch opportunities COMBINING WITH OTHER INDICATORS: • RSI: Confirm overbought/oversold • Volume: Validate signal strength • Support/Resistance: Entry/exit levels • Moving Averages: Trend confirmation BACKTESTING TIPS: • Review quadrant statistics after 100+ trades • Focus on positive expectancy quadrants • Adjust strategy based on regime performance • Track win rate and average return separately ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🆘 TROUBLESHOOTING ISSUE: No signals appearing SOLUTION: Check if extreme threshold is too high, reduce to 2.0 ISSUE: Too many false signals SOLUTION: Enable regime detection, increase threshold, enable MTF ISSUE: Quadrant statistics all zero SOLUTION: Wait for 100+ bars to accumulate data ISSUE: HTF Z-Score shows N/A SOLUTION: Ensure MTF is enabled and timeframe is valid ISSUE: Win rates seem low SOLUTION: Different market conditions favor different quadrants, analyze by regime ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📞 SUPPORT & UPDATES For questions, suggestions, or bug reports: • Comment below • Message me directly • Check for updates regularly PLANNED ENHANCEMENTS: • Machine learning integration • Additional statistical methods • Backtesting module • Custom alert messages • More regime types ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚖️ DISCLAIMER This indicator is for educational and informational purposes only. It should not be considered financial advice. Trading involves substantial risk of loss. Past performance does not guarantee future results. Always conduct your own research and consider consulting with a licensed financial advisor before making investment decisions. The indicator provides statistical analysis and probability-based signals, but cannot predict future price movements with certainty. Use proper risk management, position sizing, and stop losses on all trades. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🙏 CREDITS & ACKNOWLEDGMENTS Statistical methods inspired by quantitative finance research and institutional trading practices. Special thanks to the TradingView community for feedback and suggestions. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 VERSION HISTORY v1.0 - Initial Release • 4 Z-Score calculation methods • Adaptive lookback periods • Regime detection system • Multi-timeframe analysis • Quadrant analysis with statistics • Percentile ranking • 6 alert conditions • Professional visualization ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🌟 If you find this indicator useful, please: • Give it a like 👍 • Add to favorites ⭐ • Share with fellow traders 🔄 • Leave a comment with your feedback 💬 Thank you for using Institutional Z-Score Pro! Happy Trading! 🚀📈 ═══════════════════════════════════════════════════════════════════════════════ #zscore, #mean #reversion, #momentum, #statistical analysis, #regime detection, #multi-timeframe, #quantitative, #institutional, #probability, #statistics, #overbought, #oversold,
Indicateur Pine Script®
par shivkumar503244
MC Stats V.51. Automatically draws the opening price line of the first H4 candlestick of the day and changes it at the start of the new day. 2. Automatically draws a line of +/- 500 points from the opening price line. 3. Displays the number of pips of the candlestick body and the total including the wick in real-time. 1. ตีเส้นราคาเปิดของ H4 แท่งแรกของวัน โดยอัตโนมัติและเปลี่ยนเม่ื่อเริ่มวันใหม่ 2. ตีเส้น +-500 จุดจากเส้นราคาเปิด โดยอัตโนัมัติ 3. แสดงจำนวน pip ของเนื้อเทียนและทั้งหมดรวมไส้เทียน แบบ Realtime
Indicateur Pine Script®
par MCNAM56
CRR Nemesis v6 Institutional Permission Engine for XAUUSDCRR Nemesis — Institutional Permission Engine for XAUUSD This script is a single integrated workflow; each module exists only to support the same permission decision. CRR Nemesis is an institutional multi-layer permission engine designed specifically for XAUUSD scalping and intraday execution. This script is not a mashup of indicators. All its internal modules exist for a single unified purpose: to produce a trade permission state only when institutional structure, timing and power are aligned. Nemesis does not emit random buy/sell signals. It releases professional execution permissions only when all institutional layers agree. System architecture Multi-timeframe direction engine Nemesis analyzes directional permission across 1m, 5m, 15m and 1D. Lower timeframes must align with or not contradict higher-timeframe structure. Smart Money Structure (SMC) Tracks HH, HL, LH, LL, Break of Structure (BOS), Change of Character (ChoCH) and internal swing ranges to define accumulation, manipulation and expansion phases. Institutional mitigation zones Automatically draws bullish and bearish mitigation zones based on internal swing structure and ATR logic. Fibonacci mitigation engine Defines institutional premium and discount zones (38.2%–78.6%) to locate execution areas. Anti-trap institutional filter Blocks low-probability and retail-type entries, preventing buy/sell traps and false momentum trades. Institutional session timing engine Uses real New York, London and Tokyo session windows to define high-probability trading periods. Candlestick power confirmation Validates execution using engulfing behavior, impulse displacement and reversal structures. Pro setup engine Final PRO BUY and PRO SELL permissions are released only when all institutional layers align. How to use • Symbol: XAUUSD • Execution timeframe: 1 minute (recommended) • Trade primarily during London & New York sessions • Execute only when PRO BUY / PRO SELL permissions appear • Avoid trades when blocked states are shown Chart rule Publish with a clean chart. Use this script alone, without other indicators or drawings, unless explicitly explained. UI Translation (Spanish → English) ALCISTA = Bullish BAJISTA = Bearish NEUTRAL = Neutral COMPRA = Buy VENTA = Sell ESPERAR = Wait BLOQ BUY = Buy blocked BLOQ SELL = Sell blocked NO TRADE DEAD = No-trade dead zone NO TRADE ROLL = No-trade rollover Español CRR Nemesis es un motor institucional de permisos por capas diseñado para scalping e intradía en XAUUSD. No es un mashup de indicadores, sino un sistema de decisión que integra estructura Smart Money, zonas de mitigación, Fibonacci, sesiones reales y confirmación por velas para liberar permisos PRO solo cuando el contexto institucional está alineado.
Indicateur Pine Script®
par rivero8894
1
Session Volume Analyzer [JOAT] Session Volume Analyzer — Global Trading Session and Volume Intelligence System This indicator addresses the analytical challenge of understanding market participation patterns across global trading sessions. It combines precise session detection with comprehensive volume analysis to provide insights into when and how different market participants are active. The tool recognizes that different trading sessions exhibit distinct characteristics in terms of participation, volatility, and volume patterns. Why This Combination Provides Unique Analytical Value Traditional session indicators typically only show time boundaries, while volume indicators show raw volume data without session context. This creates analytical gaps: 1. **Session Context Missing**: Volume spikes without session context provide incomplete information 2. **Participation Patterns Hidden**: Different sessions have different participant types (retail, institutional, algorithmic) 3. **Comparative Analysis Lacking**: No easy way to compare volume patterns across sessions 4. **Timing Intelligence Absent**: Understanding WHEN volume occurs is as important as HOW MUCH volume occurs This indicator's originality lies in creating an integrated session-volume analysis system that: **Provides Session-Aware Volume Analysis**: Volume data is contextualized within specific trading sessions **Enables Cross-Session Comparison**: Compare volume patterns between Asian, London, and New York sessions **Delivers Participation Intelligence**: Understand which sessions are showing above-normal participation **Offers Real-Time Session Tracking**: Know exactly which session is active and how current volume compares Technical Innovation and Originality While session detection and volume analysis exist separately, the innovation lies in: 1. **Integrated Session-Volume Architecture**: Simultaneous tracking of session boundaries and volume statistics creates comprehensive market participation analysis 2. **Multi-Session Volume Comparison System**: Real-time calculation and comparison of volume statistics across different global sessions 3. **Adaptive Volume Threshold Detection**: Automatic identification of above-average volume periods within session context 4. **Comprehensive Visual Integration**: Session backgrounds, volume highlights, and statistical dashboards provide complete market participation picture How Session Detection and Volume Analysis Work Together The integration creates a sophisticated market participation analysis system: **Session Detection Logic**: Uses Pine Script's time functions to identify active sessions // Session detection based on exchange time bool inAsian = not na(time(timeframe.period, asianSession)) bool inLondon = not na(time(timeframe.period, londonSession)) bool inNY = not na(time(timeframe.period, nySession)) // Session transition detection bool asianStart = inAsian and not inAsian bool londonStart = inLondon and not inLondon bool nyStart = inNY and not inNY **Volume Analysis Integration**: Volume statistics are calculated within session context // Session-specific volume accumulation if asianStart asianVol := 0.0 asianBars := 0 if inAsian asianVol += volume asianBars += 1 // Real-time session volume analysis float asianAvgVol = asianBars > 0 ? asianVol / asianBars : 0 **Relative Volume Assessment**: Current volume compared to session-specific averages float volMA = ta.sma(volume, volLength) float volRatio = volMA > 0 ? volume / volMA : 1 // Volume classification within session context bool isHighVol = volRatio >= 1.5 and volRatio < 2.5 bool isVeryHighVol = volRatio >= 2.5 This creates a system where volume analysis is always contextualized within the appropriate trading session, providing more meaningful insights than raw volume data alone. Comprehensive Session Analysis Framework **Default Session Definitions** (customizable based on broker timezone): - **Asian Session**: 1800-0300 (exchange time) - Represents Asian market participation including Tokyo, Hong Kong, Singapore - **London Session**: 0300-1200 (exchange time) - Represents European market participation - **New York Session**: 0800-1700 (exchange time) - Represents North American market participation **Session Overlap Analysis**: The system recognizes and highlights overlap periods: - **London/New York Overlap**: 0800-1200 - Typically the highest volume period - **Asian/London Overlap**: 0300-0300 (brief) - Transition period - **New York/Asian Overlap**: 1700-1800 (brief) - End of NY, start of Asian **Volume Intelligence Features**: 1. **Session-Specific Volume Accumulation**: Tracks total volume within each session 2. **Cross-Session Volume Comparison**: Compare current session volume to other sessions 3. **Relative Volume Detection**: Identify when current volume exceeds historical averages 4. **Participation Pattern Analysis**: Understand which sessions show consistent high/low participation Advanced Volume Analysis Methods **Relative Volume Calculation**: float volMA = ta.sma(volume, volLength) // Volume moving average float volRatio = volMA > 0 ? volume / volMA : 1 // Current vs average ratio // Multi-tier volume classification bool isNormalVol = volRatio < 1.5 bool isHighVol = volRatio >= 1.5 and volRatio < 2.5 bool isVeryHighVol = volRatio >= 2.5 bool isExtremeVol = volRatio >= 4.0 **Session Volume Tracking**: // Cumulative session volume with bar counting if londonStart londonVol := 0.0 londonBars := 0 if inLondon londonVol += volume londonBars += 1 // Average volume per bar calculation float londonAvgVol = londonBars > 0 ? londonVol / londonBars : 0 **Cross-Session Volume Comparison**: The system maintains running totals for each session, enabling real-time comparison of participation levels across different global markets. What the Display Shows Session Backgrounds — Colored backgrounds indicating which session is active - Pink: Asian session - Blue: London session - Green: New York session Session Open Lines — Horizontal lines at each session's opening price Session Markers — Labels (AS, LN, NY) when sessions begin Volume Highlights — Bar coloring when volume exceeds thresholds - Orange: High volume (1.5x+ average) - Red: Very high volume (2.5x+ average) Dashboard — Current session, cumulative volume, and averages Color Scheme Asian — #E91E63 (pink) London — #2196F3 (blue) New York — #4CAF50 (green) High Volume — #FF9800 (orange) Very High Volume — #F44336 (red) Inputs Session Times: Asian Session window (default: 1800-0300) London Session window (default: 0300-1200) New York Session window (default: 0800-1700) Volume Settings: Volume MA Length (default: 20) High Volume threshold (default: 1.5x) Very High Volume threshold (default: 2.5x) Visual Settings: Session colors (customizable) Show/hide backgrounds, lines, markers Background transparency How to Read the Display Background color shows which session is currently active Session open lines show where each session started Orange/red bars indicate above-average volume Dashboard shows cumulative volume for each session today Alerts Session opened (Asian, London, New York) High volume bar detected Very high volume bar detected Important Limitations and Realistic Expectations Session times are approximate and depend on your broker's server timezone—manual adjustment may be required for accuracy Volume data quality varies significantly by broker, instrument, and market type Cryptocurrency and some forex markets trade continuously, making traditional session boundaries less meaningful High volume indicates participation level only—it does not predict price direction or market outcomes Session participation patterns can change over time due to market structure evolution, holidays, and economic conditions This tool displays historical and current market participation data—it cannot predict future volume or price movements Volume spikes can occur for numerous reasons unrelated to directional price movement (news, algorithmic trading, etc.) Different instruments exhibit different session sensitivity and volume patterns Market holidays and special events can significantly alter normal session patterns Appropriate Use Cases This indicator is designed for: - Market participation pattern analysis - Session-based trading schedule planning - Volume context and comparison across sessions - Educational study of global market structure - Supplementary analysis for session-based strategies This indicator is NOT designed for: - Standalone trading signal generation - Volume-based price direction prediction - Automated trading system triggers - Guaranteed session pattern repetition - Replacement of fundamental or sentiment analysis Understanding Session Analysis Limitations Session analysis provides valuable context but has inherent limitations: - Session patterns can change due to economic conditions, holidays, and market structure evolution - Volume patterns may not repeat consistently across different market conditions - Global events can override normal session characteristics - Different asset classes respond differently to session boundaries - Technology and algorithmic trading continue to blur traditional session distinctions — Made with passion by officialjackofalltrades
Indicateur Pine Script®
par officialjackofalltrades
Max Pain Options [QuantLabs] v5 (Balanced)Institutional Grade Options Analysis: Max Pain, Gamma & Pin Risk For years, TradingView users have been flying blind without access to Options Chain data. QuantLabs: Max Pain & Gamma Exposure changes that. This is not just a support/resistance indicator—it is a sophisticated, algorithmic model that reverse-engineers the incentives of Market Makers using synthetic Black-Scholes logic. This tool visualizes the "invisible hand" of the market: the hedging requirements of large dealers who are forced to buy or sell to keep their books neutral. CORE FEATURES: 🔴 Max Pain Gravity Model The bright red line represents the "Max Pain" strike—the price level where the maximum amount of Options Open Interest (Calls + Puts) expires worthless. Theory: As OpEx (Expiration) approaches, Market Makers maximize profits by pinning the price to this level. Strategy: Use this as a mean-reversion target. If price is far away, look for a snap-back to the red line. 🟣 Gamma Exposure Profiles (The Purple Lines) These neon histograms show you the estimated "Gamma Walls." Long Gamma: Dealers trade against the trend (stabilizing price). Short Gamma: Dealers trade with the trend (accelerating volatility). Visual: The larger the purple bar, the harder it will be for price to break through that level. 📦 Algorithmic "Pin Risk" Zones The dashed red box highlights the "Kill Zone." When price enters this area near expiration, volatility often dies as dealers pin the asset to kill retail premiums. Warning: Do not expect breakouts while inside the Pin Zone. 📊 Institutional HUD A clean, non-intrusive dashboard provides real-time Greeks and risk analysis: Pin Risk: High/Medium/Low probability of a pinned close. Exp Mode: Detects if the market is in "Short Gamma" (Squeeze territory) or "Long Gamma" (Chop territory). HOW IT WORKS (The Math): Since live options data is not available via Pine Script, this engine uses a proprietary Synthetic OI Distribution Model. It inputs Volume, Volatility (IV), and Time-to-Expiry into a modified Black-Scholes equation to probability-map where the heavy open interest likely sits. SETTINGS & CUSTOMIZATION: Responsiveness: Tuned for the "Goldilocks Zone" (Spread: 12, Decay: 22) to catch local liquidity walls without over-fitting. Visuals: Designed for Dark Mode. High-contrast Neon aesthetics for maximum readability.
Indicateur Pine Script®
par CustomQuantLabs
3
SCOTTGO - Float, Change %, Vol & RVol DataFloat, Vol & Short Data Dashboard Overview The Float, Vol & Short Data Dashboard is a professional-grade monitoring tool designed for equity traders who need to track supply, demand, and momentum in real-time. By aggregating float size, relative volume, and short-selling activity into a clean, customizable table, this script helps you identify high-conviction trade setups without cluttering your price chart. Key Metrics Included Float: (Shares) – Instantly see the available supply of shares to gauge potential volatility. Change %: (From close) – Tracks the percentage gain/loss since the previous day's closing price. Change %: (From open) – Monitors intraday strength by calculating the move from the 9:30 AM EST market open. Volume: – Displays current daily volume with automated formatting (K, M, B). RVOL: (Daily) – Relative Volume compared to a 10-day SMA; essential for spotting "volume-fueled" breakouts. Short %: (Approx.) – Calculates the daily Short Volume Ratio (Short Volume / Total Volume), providing a real-time proxy for short-seller sentiment. Professional Customization This script was built with a focus on UI/UX: Three-Row Header System: Features high-contrast main titles with muted-grey sub-titles for maximum readability. Smart Color Logic: Price changes automatically toggle between green and red, while RVol highlights in orange when activity exceeds 1.5x average. Adjustable Layout: Change the table position, text size, and background opacity. Column Spacing: Includes a custom slider to adjust the horizontal gap between data columns, ensuring the dashboard fits any screen resolution. How To Use Add the script to your chart and use the Settings menu to toggle metrics or adjust the Column Spacing to your preference. Ideal for day traders and swing traders monitoring US Equities where float and short volume data are most impactful.
Indicateur Pine Script®
par SCOTTGO
NW Curved Interest ZonesThis indicator automatically scans and plots curved (non-linear) interest zones using Nadaraya-Watson kernel regression smoothing to create a dynamic, adaptive "mean" curve. It then identifies and draws the strongest parallel curved zones where price has repeatedly bounced with statistical validation – perfect for non-linear, organic trending or ranging markets. How It Works (Technical Methodology) Curved Mean Calculation The core curve is generated via Nadaraya-Watson kernel regression (Gaussian weighting): Smooths closing prices over the lookback period with user-adjustable bandwidth (default 30.0) – higher = smoother/less reactive, lower = tighter fit. Range methods: "Lookback Bars" (default 400), "Fixed Start Date", or "Entire History". Channel Envelope Detection Measures maximum deviations above/below the smoothed curve across the period. Defines full channel height and base offset for percentage-based zoning. Stable Update & Anti-Repaint Logic Full recalculation only after user-defined closed bars (default 50) OR on forced break (if price escapes visible zone envelope). All data (curve points, slope for projection, levels, scores) snapshotted and frozen until next confirmed update. Prevents flickering/live-bar repainting while allowing adaptive refresh. Auto Mode Scanning When enabled: Scans channel height in % steps (default 1.0%). Each candidate creates a thin curved zone parallel to the NW curve (thickness % of price, default 0.01%). Counts valid "hits": Price touches zone and holds without break for user-defined bars (default 20). Break source: "Close" (conservative) or "Wick" (sensitive). Direction inferred from close relative to zone center. Level Selection Ranks by hit count, filters close clusters (min distance %), limits to max zones (default 8). Manual mode: Directly applies user percentages (e.g., 0/50/100 for bottom/median/top). Curved Zone Construction Zones drawn as smooth, filled polylines (curved=true) following the kernel regression shape. Historical section uses exact smoothed points; future projection uses last slope for realistic extension. Optional long future extension or limited projection. Dynamic coloring: Supply (above price), Demand (below price). Dashboard Table displays current price at each zone (stable during bar), % level, hit count (green when strong). Update status with countdown or "TRIGGERED!" on force break. How to Use Ideal for markets with natural curvature (parabolic moves, rounded bottoms/tops, organic trends). High hit counts: Proven curved support/resistance – expect strong reactions. Bandwidth: Higher (50+) for major structural curves; lower (10–20) for shorter-term adaptive zones. Hold Bars: Increase for stricter validation in noisy assets. Force Break Update: Keeps zones relevant during strong trends/breakouts. Supply Zones (Curved above price): Dynamic overhead resistance. Demand Zones (Curved below price): Dynamic underlying support. Confluence: Excellent with volume, order blocks, or divergence for entries/exits. Manual Mode: Quickly overlay classic % (e.g., channel parallels). Smooth, non-repainting curved zones provide superior visual alignment to real price action compared to linear channels. Disclaimer This indicator is a technical analysis tool and should be used in conjunction with other forms of analysis. Past performance does not guarantee future results. Always use proper risk management.
Indicateur Pine Script®
par s3u1l
4
CloverKnight## CloverKnight (4H Inside Bar Breakout) — Description for Publishing **CloverKnight** is a 4H-only inside-bar breakout indicator that identifies **Nested** or **Chained** inside-bar patterns (children candles inside a “mother” candle), then suggests a breakout entry with **EP / SL / TP** and shows a performance summary (Win/Draw/Loss, Win Rate, and ORPT) for a selected backtest window. This script is designed for traders who want a clean, rule-based inside-bar breakout with optional filters and risk sizing calculations. --- ## What it does ### 1) Inside Bar Pattern Detection CloverKnight detects inside-bar structures with two pattern styles: * **Nested**: all child candles must be inside the same mother candle * **Chained**: each child candle must be inside the previous candle You control how many child candles are required via **Inside Bar Count**. ### 2) Direction Logic (Buy/Sell) Direction can be determined by: * **Last** candle direction * **Mother** candle direction * **Vote** (majority of bull/bear candles across mother + children) You can also restrict trading signals via **Trade Side**: * Both / Buy Only / Sell Only ### 3) Optional EMA200 Direction Filter If enabled: * Buy signals only when price is above EMA * Sell signals only when price is below EMA ### 4) Day-of-Week Filter You can allow or block signals by weekday (Mon–Sun). ### 5) Risk & Position Size Estimation For each valid signal, the script calculates: * **SL distance (pips)** based on mother range * **Lot size** based on: * Account Balance * Risk per Trade (%) * Pip Value per 1.0 lot (user input) > Note: This is an estimation tool. Pip value depends on broker/symbol/contract size. ### 6) Trade Simulation & Outcome Tracking (Simple Backtest) The script simulates a simplified trade lifecycle: * Signal creates a **pending** breakout order * Trade triggers when price hits EP * Outcomes: * **Win** if TP hit * **Loss** if SL hit * **Draw (BE)** if price reaches **+1R**, then returns to EP ### 7) Summary Table (Top Right) A compact table shows: * **W / D / L** * **WR** (Win Rate) * **MCL** (Max Consecutive Losses) * **ORPT** (Optimized Risk Per Trade) --- ## Backtest Modes ### A) Years Mode Backtest only within the last **X years** (default 5, max 10). Stats reset when a new “Years window” begins. ### B) Trades Mode Backtest based on last **N completed trades** (default 100, max 500). This mode uses a rolling array of outcomes. --- ## Inputs (Quick Guide) **Pattern** * Inside Bar Count (Only Children) * Inside Pattern Type: Nested / Chained * Direction Source: Last / Mother / Vote * Trade Side: Both / Buy Only / Sell Only **Backtest** * Backtest Mode: Years / Trades * Lookback (Years) / Lookback (Trades) **Filters** * Max SL distance (pips): ignore signals with SL larger than this (0 = no limit) * EMA200 filter: show line + enable/disable filter * Day-of-Week filter: allow selected days only **Risk & Sizing** * Account Balance * Risk per Trade (%) * Maximum Drawdown (%) for ORPT * Pip Value per 1.0 Lot (adjust per symbol) **UI** * Font Size: Tiny / Small / Normal / Large / Huge * Label Offset Multiplier: controls label distance from pattern range --- ## How to use 1. Apply the indicator on **4H timeframe** (required). 2. Tune **Inside Bar Count** and pattern type to match your style. 3. Enable filters (EMA / Day-of-Week) if you want cleaner signals. 4. Set your **Account Balance**, **Risk %**, and **Pip Value per Lot** for realistic sizing. 5. Use the label output (EP/SL/TP) and the summary table to evaluate behavior over your selected backtest window. --- ## Alerts The script triggers an alert when a valid signal is found (once per bar), including: * Buy Stop / Sell Stop * EP / SL / TP * RRR and estimated lot sizing --- ## Important Notes / Limitations * **Timeframe restriction**: This script is intended for **4H only**. It will not operate correctly on other timeframes. * **Simulation limitation**: This is not a broker-grade backtest engine. It uses candle-based logic (high/low) and simplified assumptions. * **Lot sizing is approximate**: Pip value varies by symbol and broker contract settings. Always verify before trading. * This indicator **does not place real orders** (not a strategy, not an EA).
Indicateur Pine Script®
par norththeewin
MA Crossover with R SquaredThis indicator enhances the classic Moving Average (MA) crossover strategy with statistical filtering and prediction capabilities. Let me explain what it does: Instead of just showing when a fast MA crosses above/below a slow MA, this indicator adds R² (R-squared) filtering to identify higher-quality crossovers and predicts future crossovers. What is R²? R² (Coefficient of Determination) is a statistical measure that shows how well one variable explains the movement of another variable. In simpler terms: R² = 1.0: Perfect relationship - 100% of the movement in one MA is explained by the other MA R² = 0.8: Strong relationship - 80% R² = 0.5: Moderate relationship - 50% R² = 0.0: No relationship - 0% Imagine two cars driving on a highway: High R² (0.9): Both cars are in the same lane, moving together consistently Low R² (0.3): One car is weaving between lanes while the other stays straight - poor coordination. Traditional MA crossovers often generate false signals during: Choppy markets (price bouncing around) Sideways/ranging markets Low volatility periods News events causing temporary spikes The R² Solution: R² acts as a "quality filter" that answers: "How meaningful this crossover is?" What this means: Before R² filtering: Every crossover generates a signal After R² filtering: Only crossovers with R² > threshold generate signals Result: Fewer but higher-quality signals. MARKET REGIME DETECTION High R² (> 0.7): Strong trending market - MA crossovers are reliable Medium R² (0.4-0.7): Moderate trending - use with caution Low R² (< 0.4): Choppy/range-bound market - avoid MA crossover signals Increasing R²: MAs are converging/moving together more closely Decreasing R²: MAs are diverging/losing coordination Sudden R² drop: Potential market regime change. Why Square the Correlation? Correlation: Measures direction AND strength (-1 to +1) R²: Measures strength ONLY (0 to 1) In trading: We care about relationship strength, not direction Direction is already indicated by crossover type (bullish/bearish) Real-World Interpretation: If R² = 0.64, it means: 64% of the variation in the fast MA is explained by the slow MA 36% is "noise" or unexplained movement The MAs are moderately coordinated. R² Trend Confirmation: Entry: When crossover occurs AND R² is above threshold Confirmation: R² continues rising after entry Exit: R² drops below threshold (relationship weakening) Multi-Timeframe R² Analysis Check R² on higher timeframe for trend context Use current timeframe for entry signals Example: Daily R² > 0.7 gives bullish bias, use 1-hour for entries. R² LIMITATIONS & CAUTIONS 1. Lagging Nature R² is calculated from past data By the time R² is high, the trend may already be established 2. Not a Standalone Indicator R² should confirm other signals, not generate them alone Always combine with price action, volume, support/resistance 3. Curve Fitting Risk Don't over-optimize R² thresholds on historical data What worked in the past may not work in the future Use R² as a filter, not a predictor 4. Market-Specific Behavior R² thresholds that work in trending stocks may fail in Forex Cryptocurrencies may require different R² settings than commodities Always test on your specific market/instrument Before Taking Any Signal: ✅ Does the crossover have a colored circle? (R² > threshold) ✅ What's the R² number shown? (Higher = better) ✅ Is R² rising or falling? (Rising = strengthening relationship) ✅ Check history table - what happened with similar R² values? ✅ Consider prediction - does it align with current signal? Simple R² Rules of Thumb: R² > 0.8: Excellent signal quality R² 0.6-0.8: Good signal quality R² 0.4-0.6: Moderate - use additional confirmation R² < 0.4: Poor - avoid or use extreme caution Think of R² as: A quality control inspector for MA crossovers A relationship therapist for your moving averages A statistical bouncer that only lets strong signals through Higher win rate + Better risk/reward = More profitable trading This script transforms the basic "when lines cross" approach into a sophisticated, statistically-validated trading system. R² is the secret sauce that separates random crossovers (Golden/Death) from meaningful trend changes. DISCLAIMER: This information is provided for educational purposes only and should not be considered financial, investment, or trading advice. Please do boost if you like it. Happy Trading.
Indicateur Pine Script®
par kingshukghosh71
MC Stats v.41. Automatically draw the opening price line of the first H4 candlestick of the day and change it at the start of the new day. 2. Automatically draw a line +/- 500 points from the opening price line. 3. Display the number of pips of the candlestick body and the total including the wick. 1. ตีเส้นราคาเปิดของ H4 แท่งแรกของวัน โดยอัตโนมัติและเปลี่ยนเม่ือเริ่มวันใหม่ 2. ตีเส้น +-500 จุดจากเส้นราคาเปิด โดยอัตโนัมัติ 3. แสดงจำนวน pip ของเนื้อเทียนและทั้งหมดรวมไส้เทียน
Indicateur Pine Script®
par MCNAM56
ATR Based SL & TP Targets from Entry (Long/Short)ATR-based target helper for manual trade planning. Plots a single entry level plus ATR-based stop loss and take-profit targets on the price scale. The script uses a standard ATR (default 14) and lets you select the position side (Long or Short). For Long positions, it places the stop loss 1× ATR below the entry and take-profit levels at 1, 2, 3, and 4× ATR above. For Short positions, it mirrors this logic, placing the stop 1× ATR above the entry and targets 1–4× ATR below. You can adjust the entry price and ATR multipliers from the settings, and all levels update instantly, giving a clean visual of your risk and reward targets on the price scale. ------------------- Tip: After entry, and after I set my SL & TP levels, I hide the indicator until it's needed again. ​
Indicateur Pine Script®
par ThomasPg
Diagonal Interest Zones ScannerThis indicator automatically scans and plots diagonal (slanted) interest zones – dynamic trend-parallel channels that identify statistically validated support/resistance levels within a trending price structure. It detects the strongest "bounce" zones where price has repeatedly respected slanted lines without breaking for a specified hold period, ideal for trending markets. How It Works (Technical Methodology) Trend Channel Detection The script calculates a linear trend slope from a user-defined anchor point (start of lookback or fixed date) to the current close. Range is determined by finding the maximum deviation above/below this trend line over the lookback period. This creates a "channel envelope" capturing the full price oscillation around the trend. Data can be sourced from current or higher timeframe for structural alignment. Stable Update Mechanism To prevent flickering on live bars: Full recalculation (scanning + slope) occurs only after user-defined "Update Frequency" bars close (default 50). All calculated values (slope, channel bottom, levels, scores) are "snapshotted" and frozen until next confirmed update. Drawing uses these stable snapshots, ensuring zones remain fixed during real-time price movement. Auto Mode Scanning When enabled: Scans the channel height in percentage steps (default 1.0%). Each candidate creates a thin diagonal zone (thickness % of price, default 0.04%) parallel to the trend. Counts valid "hits": Price touches zone and holds (no break) for user-defined bars (default 10). Break source: "Close" (strict) or "Wick" (sensitive). Direction assumed by close relative to zone center (support/resistance). Level Selection and Filtering Ranks by hit count, applies minimum distance (% of channel height) to avoid overlap. Limits to max zones (default 9), sorted low to high. Manual mode alternative: Directly uses input percentages (e.g., 0, 50, 100 for channel bottom/mid/top). Diagonal Zone Construction Zones are drawn as filled diagonal bands using two parallel lines (top/bottom) with linefill. Thickness is volatility-adjusted (% of current price). Optional extension far into future or limited projection. Colors: Supply (above price, default light gray), Demand (below price, default cyan) – updates live but positions stay stable. Dashboard and Visuals Table shows current price at each zone (stable during bar), % level, hit count (green if high). Update countdown displayed for transparency. How to Use Perfect for trending markets – identifies dynamic, parallel support/resistance zones that move with price structure. High hit counts: Strong diagonal zones – expect bounces or acceleration on retest. Update Frequency: Higher values (100+) for very stable long-term channels; lower for adaptive intraday. Validation Bars: Increase for stricter zones (fewer false positives). Multi-Timeframe: Use higher TF input for major trend channels on lower charts. Supply Zones (Diagonal above price): Dynamic resistance – potential shorts or profit targets. Demand Zones (Diagonal below price): Dynamic support – potential longs or trailing stops. Manual Mode: Quick plotting of fixed % (e.g., channel median, quartiles). Confluence: Combine with horizontal levels, volume, or order flow for entries. Zones remain visually stable (no repainting during bar) thanks to snapshot logic – reliable for live trading decisions. Disclaimer This indicator is a technical analysis tool and should be used in conjunction with other forms of analysis. Past performance does not guarantee future results. Always use proper risk management.
Indicateur Pine Script®
par s3u1l
Wickless Candle Revisit TrackerWickless Candle Revisit Tracker Identifies wickless candles (strong momentum candles) and tracks whether price revisits their opening level, providing statistical insights into price behavior patterns. WHAT ARE WICKLESS CANDLES? • Green wickless: Open = Low (no lower wick) - opened at the low and moved only upward • Red wickless: Open = High (no upper wick) - opened at the high and moved only downward These candles represent strong directional momentum, and their opening levels often act as support/resistance zones that price may revisit. KEY FEATURES: • Automatic Detection: Identifies wickless candles with configurable tolerance for broker spread • Real-time Tracking: Monitors each wickless candle until price revisits its opening level • Visual Indicators: - Labels show "WL↑" or "WL↓" with bars count when revisited (or "N/A" if pending) - Horizontal lines mark price levels (gray dashed = pending, green solid = revisited) • Comprehensive Statistics Table: - Total wickless candles detected - Revisit rate percentage - Min/Max/Average bars until revisit - Pending count • History Limit: Configure how far back to analyze (default: 500 bars) • Customizable: Adjust colors, toggle labels/lines/table, reposition statistics USE CASES: • Identify potential support/resistance levels from momentum candles • Measure how often price fills "fair value gaps" or inefficiencies • Track mean reversion patterns after strong momentum moves • Backtest the reliability of wickless candle levels as trading zones SETTINGS: • Wick Tolerance: Allow small wicks due to broker spread (e.g., 0.0001 for forex) • History Limit: Number of bars to analyze (older candles are hidden) • Visual Controls: Toggle labels, lines, and statistics table • Color Customization: Adjust line colors for pending/revisited states ALERTS: Built-in alerts for wickless candle detection (green, red, or both). Perfect for traders analyzing price inefficiencies, fair value gaps, and momentum-based support/resistance levels.
Indicateur Pine Script®
par vgnt
1
Interest Zones ScannerThis indicator automatically scans a user-defined price range (on current or higher timeframe) to detect and plot the strongest horizontal support/resistance zones based on validated price reactions. It intelligently identifies levels where price has repeatedly bounced without breaking for a specified number of bars, prioritizing high-probability reaction areas. How It Works (Technical Methodology) Range Calculation The script determines the high/low range using a configurable method: "Lookback Bars": User-defined number of bars (default 400) on the target timeframe. "Fixed Start Date": Bars since a specified date (default dynamic). Data is fetched via request.security() from a selectable timeframe (default current chart TF) for multi-timeframe alignment. Auto Mode Scanning When enabled: Scans the entire range in small percentage steps (default 1.0%, adjustable down to 0.5%). For each potential level, creates a thin volatility-adjusted zone (height % of price, default 0.07%). Counts "valid hits": Instances where price touches the zone and holds (no break) for user-defined bars (default 10). Break detection: Configurable "Close" (strict) or "Wick" (sensitive). Assumes support/resistance direction based on close relative to zone center. Level Selection and Filtering Ranks candidates by hit count (highest first). Applies minimum distance filter (% apart, default 8%) to avoid clustering. Limits to user-defined max zones (default 9) for clean display. Sorts final zones from low to high price. Manual Mode Alternative When auto disabled: Directly uses user-input percentages (e.g., classic Fibo levels like 23.6, 50, 61.8) applied to the range – no validation/scoring. Zone Construction Horizontal boxes centered on validated levels, with dynamic height (% of price). Colored by position: Supply (above close, default light gray), Demand (below close, default cyan). Optional full extension (both sides) or right-only. Labeled with percentage from range low. Dashboard and Visuals Table (positionable) shows: % Level, Exact Price, Hit Count (green if >3). Header with validation details and lookback info. Vertical line marks range start for reference. How to Use This scanner excels at finding statistically validated horizontal zones where price has shown respect – ideal for support/resistance, mean reversion, or breakout setups. Auto Mode: Best for discovering hidden/non-obvious levels. Higher hit counts = stronger zones (expect reactions/retests). Validation Bars: Increase (e.g., 20+) for stricter, higher-quality zones in trending markets; lower for more sensitive detection. Min Distance: Higher % for fewer, separated zones; lower for denser grids. Multi-Timeframe: Set target TF higher (e.g., Daily) for major structural levels on lower charts. Supply Zones (Above Price): Potential resistance – shorts or take-profits. Demand Zones (Below Price): Potential support – longs or stops below. Confluence: Combine with volume, order blocks, or fibo for entries. Watch for multiple hits + confluence. Manual Mode: Quick plotting of custom % (e.g., fibo retracements/extensions). Fine-tune scan step smaller for precision (slower on large lookbacks) or larger for speed. Disclaimer This indicator is a technical analysis tool and should be used in conjunction with other forms of analysis. Past performance does not guarantee future results. Always use proper risk management.
Indicateur Pine Script®
par s3u1l
Kalman Hull Kijun [BackQuant]Kalman Hull Kijun A trend baseline that merges three ideas into one clean overlay, Kalman filtering for noise control, Hull-style responsiveness, and a Kijun-like Donchian midline for structure and bias. Context and lineage This indicator sits in the same family as two related scripts: Kalman Price Filter This is the foundational building block. It introduces the Kalman filter concept, a state-estimation algorithm designed to infer an underlying “true” signal from noisy measurements, originally used in aerospace guidance and later adopted across robotics, economics, and markets. Kalman Hull Supertrend This is the original script made, which people loved. So it inspired me to create this one. Kalman Hull Kijun uses the same core philosophy as the Supertrend variant, but instead of building a Supertrend band system, it produces a single structural baseline that behaves like a Kijun-style reference line. What this indicator is trying to solve Most trend baselines sit on a bad trade-off curve: If you smooth hard, the line reacts late and misses turns. If you react fast, the line whipsaws and tracks noise. Kalman Hull Kijun is designed to land closer to the middle: Cleaner than typical fast moving averages in chop. More responsive than slow averages in directional phases. More “structure aware” than pure averages because the baseline is range-derived (Kijun-like) after filtering. Core idea in plain language The plotted line is a Kijun-like baseline, but it is not built from raw candles directly. High level flow: Start with a chosen price stream (source input). Reduce measurement noise using Kalman-style state estimation. Add Hull-style responsiveness so the filtered stream stays usable for trend work. Build a Kijun-like baseline by taking a Donchian midpoint of that filtered stream over the base period. So the output is a single baseline that is intended to be: Less jittery than a simple fast MA. Less laggy than a slow MA. More “range anchored” than standard smoothing lines. How to read it 1) Trend and bias (the primary use) Price above the baseline, bullish bias. Price below the baseline, bearish bias. Clean flips across the baseline are regime changes, especially when followed by a hold or retest. 2) Retests and dynamic structure Treat the baseline like dynamic S/R rather than a signal generator: In uptrends, pullbacks that respect the baseline can act as continuation context. In downtrends, reclaim failures around the baseline can act as continuation context. Repeated back-and-forth around the line usually means compression or chop, not clean trend. 3) Extension vs compression (using the fill) The fill is meant to communicate “distance” and “pressure” visually: Large separation between price and baseline suggests expansion. Price compressing into the baseline suggests rebalancing and decision points. Inputs and what they change Kijun Base Period Controls the structural memory of the baseline. Higher values track broader swings and reduce flips. Lower values track tighter swings and react faster. Kalman Price Source Defines what data the filter is estimating. Close is usually the cleanest default. HL2 often “feels” smoother as an average price. High/Low sources can become more reactive and less stable depending on the market. Measurement Noise Think of this as the main smoothness knob: Higher values generally produce a calmer filtered stream. Lower values generally produce a faster, more reactive stream. Process Noise Think of this as adaptability: Higher values adapt faster to changing conditions but can get twitchy. Lower values adapt slower but stay stable. Plotting and UI (what you see on chart) 1) Adaptive line coloring Baseline turns bullish color when price is above it. Baseline turns bearish color when price is below it. This makes the state readable without extra panels. 2) Gradient “energy” fill Bull fill appears between price and baseline when above. Bear fill appears between price and baseline when below. The goal is clarity on separation and control, not decoration. 3) Rim effect A subtle band around price that only appears on the active side. Helps highlight directional control without hiding candles. 4) Candle painting (optional) Candles can be colored to match the current bias. Useful for scanning many charts quickly. Disable if you prefer raw candles. Alerts Long state alert when price is above the baseline. Short state alert when price is below the baseline. Best used as a bias or regime notification, not a standalone entry trigger. Where it fits in a workflow This is a context layer, it pairs well with: Market structure tools, BOS/MSB, OBs, FVGs. Momentum triggers that need a regime filter. Mean reversion tools that need “do not fade trends” context. Limitations No baseline eliminates chop whipsaws, tuning only manages the trade-off. Settings should not be copy pasted across assets without checking behavior. This does not forecast, it estimates and smooths state, then expresses it as a structural baseline. Disclaimer Educational and informational only, not financial advice. Not a complete trading system. If you use it in any trading workflow, do proper backtesting, forward testing, and risk management before any live execution.
Indicateur Pine Script®
par BackQuant
QuantLabs MASM Correlation TableThe Market is a graph. See the flows: The QuantLabs MASM is not a standard correlation table. It is an Alpha-Grade Scanner architected to reveal the hidden "hydraulic" relationships between global macro assets in real-time. Rebuilt from the ground up for Version 3, this engine pushes the absolute limits of the Pine Script™ runtime. It utilizes a proprietary Logarithmic Math Engine, Symmetric Compute Optimization, and a futuristic "Ghost Mode" interface to deliver a 15x15 real-time correlation matrix with zero lag. Under the Hood: The Quant Architecture We stripped away standard libraries to build a lean, high-performance engine designed for institutional-grade accuracy. 1. Alpha Math Engine (Logarithmic Returns) Most tools calculate correlation based on Price, which generates spurious signals (e.g., "Everything is correlated in a bull run"). The Solution: Our engine computes Logarithmic Returns (log(close/close )) by default. This measures the correlation of change (Velocity & Vector), not price levels. The Result: A mathematically rigorous view of statistical relationships that filters out the noise of general market drift. Dual-Core: Toggle seamlessly between "Alpha Mode" (Log Returns) for verified stats and "Visual Mode" (Price) for trend alignment. Calculation Modes: Pearson (Standard), Euclidean (Distance), Cosine (Vector), Manhattan (Grid). 2. Symmetric Compute Optimization Calculating a 15x15 matrix requires evaluating 225 unique relationships per bar, which often crashes memory limits. The Fix: The V3 Engine utilizes Symmetric Logic, recognizing that Correlation(A, B) == Correlation(B, A). The Gain: By computing only the lower triangle of the matrix and mirroring pointers to the upper triangle, we reduced computational load by 50%, ensuring a lightning-fast data feed even on lower timeframes. 3. Context-Aware "Ghost Mode" The UI is designed for professional traders who need focus, not clutter. Smart Detection: The matrix automatically detects your current chart's Ticker ID. If you are trading QQQ, the matrix will visually highlight the Nas100 row and column, making them opaque and bright while dimming the rest. Dynamic Transparency: Irrelevant data ("Noise" < 0.3 correlation) fades into the background. Only significant "Alpha Signals" (> 0.7) glow with full Neon Saturation. Key Features Dominant Flow Scanner: The matrix scans all 105 unique pairs every tick and prints the #1 Strongest Correlation at the bottom of the pane (e.g., DOMINANT FLOW: Bitcoin ↔ Nas100 ). Streak Counter: A "Stubbornness" metric that tracks how many consecutive days a strong correlation has persisted. Instantly identify if a move is a "flash event" or a "structural trend." Neon Palette: Proprietary color mapping using Electric Blue (+1.0) for lockstep correlation and Deep Red (-1.0) for inverse hedging. Usage Guide Placement: Best viewed in a bottom pane (Footer). Assets: Pre-loaded with the Essential 15 Macro Drivers (Indices, BTC, Gold, Oil, Rates, FX, Key Sectors). Fully editable via settings (Ticker|Name). Reading the Grid: 🔵 Bright Blue: Assets moving in lockstep (Risk-On). 🔴 Bright Red: Assets moving perfectly opposite (Hedge/Risk-Off). ⚫ Faded/Black: No statistical relationship (Decoupled). Key Improvements Made: Formatting: Added clear bullet points and bolding to make it scannable. Clarity: Clarified the "Logarithmic Returns" section to explain why it matters (Velocity vs. Price Levels). Tone: Maintained the "high-tech/quant" vibe but removed slightly clunky phrases like "spurious signals" (unless you prefer that academic tone, in which case I left it in as it fits the persona). Structure: Grouped the "Modes" under the Math Engine for better logic. Created and designed by QuantLabs
Indicateur Pine Script®
par CustomQuantLabs
Position Avg Line + P/L Table - SightLine LabsPosition Avg – SLL is a lightweight position-tracking indicator designed to display a persistent average price level on the chart along with a real-time position summary table. This script is non-trading and does not generate signals, entries, or exits. It is intended strictly for position awareness and visual reference. What this indicator does: Plots a persistent horizontal average price line (dashed by default) Displays a live position statistics table showing: Shares owned Average price Current price Unrealized profit/loss in dollars Unrealized profit/loss in percent Updates automatically as price changes Works across all timeframes Does not depend on broker integration or strategy logic Key features: Average Price Line: User-defined average price input Persistent across the entire chart Adjustable color and width Visibility toggle Position Table: Six selectable table positions: Top Left, Top Center, Top Right, Bottom Left, Bottom Center, Bottom Right Adjustable text size (Tiny through Huge) Optional table background fill Optional inner grid lines Optional outer frame border Independent color control for: Header background Header text Value text Positive and negative P/L values Chart Overlay Options: Optional chart background tint Does not modify the global chart theme Inputs overview: Position Settings: Shares Owned Average Price Visual Settings: Show or hide average price line Line color and width Table Settings: Table position Table text size Color Settings: Header background and text colors Value text color Positive and negative P/L colors Optional table background, grid, and frame colors How to use: Add the indicator to a chart Open the settings panel Enter the number of shares and the average price Adjust table position, size, and colors as desired Use the average price line and table as a visual reference for trade and risk management Notes and limitations: This indicator does not place trades It does not connect to any broker All values are manually entered Unrealized P/L is calculated using the chart’s current price Commissions, fees, and slippage are not included Disclaimer: This script is provided for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or trade signals. All trading decisions are the sole responsibility of the user. Developed by SightLine Labs.
Indicateur Pine Script®
par SightLineLabs
SMC Post-Analysis Lab [PhenLabs]📊 SMC Post-Analysis Lab Version: PineScript™ v6 📌 Description The SMC Post-Analysis Lab is a dedicated hindsight analysis tool built for traders who want to understand what really happened during any historical trading period. Unlike forward-looking indicators, this tool lets you scroll back through time and instantly receive algorithmic classification of market states using Smart Money Concepts methodology. Whether you’re reviewing a losing trade, studying a successful session, or building your pattern recognition skills, this indicator provides immediate context. The expansion-aware algorithm processes price action within your selected window and outputs clear, actionable classifications ranging from Parabolic Expansion to Consolidation Inducements. Stop relying on subjective post-trade analysis. Let the algorithm objectively tell you whether institutional players were accumulating, distributing, or running inducements during your trades. 🚀 Points of Innovation First indicator specifically designed for SMC-based post-trade review rather than live signal generation Dual-mode analysis system allowing both dynamic scrollback and precise date selection Expansion-aware classification algorithm that weighs range position against net displacement Real-time efficiency metrics calculating directional quality of price movement Integrated visual FVG detection within the analysis window only Interactive table with clickable date range adjustment via chart interface 🔧 Core Components Pivot Detection Engine: Uses configurable pivot length to identify significant swing highs and lows for structure break detection Window Calculator: Determines active analysis zone based on either bar offset or timestamp boundaries Data Aggregator: Tracks window open, high, low, close and counts bullish/bearish structure break events State Classification Algorithm: Applies hierarchical logic to determine market state from six possible classifications Visual Renderer: Draws structure breaks, FVG boxes, and window highlighting within the active zone 🔥 Key Features Sliding Window Mode: Use the Scroll Back slider to dynamically move your analysis zone backwards through history bar-by-bar Date Range Mode: Select specific start and end timestamps for precise session or trade review Six Market State Classifications: Parabolic Expansion (Bull/Bear), Bullish/Bearish Order Flow, Accumulation/Distribution Reversal, and Consolidation/Inducement Range Position Percentile: See exactly where price closed relative to the window’s high-low range as a percentage Bull/Bear Event Counter: Quantified count of structure breaks in each direction during the analysis period Efficiency Calculation: Net move divided by total range reveals trending quality versus chop 🎨 Visualization Blue Window Highlight: Active analysis zone is clearly marked with blue background shading on the chart Structure Break Lines: Dashed lines appear at each bullish or bearish structure break within the window FVG Boxes: Fair Value Gaps automatically render as semi-transparent boxes in bullish or bearish colors Dashboard Table: Top-right positioned table displays State, Analysis description, and Metrics in real-time Color-Coded States: Each classification uses distinct coloring for immediate visual recognition Interactive Tip Row: Optional help text guides users on clicking the table to adjust date range 📖 Usage Guidelines General Configuration Analysis Mode: Default is Sliding Window. Choose Date Range for specific timestamp analysis. Sliding Window Settings Scroll Back (Bars): Default 0. Increase to move window backwards into history. Window Width (Bars): Default 100. Range 20-50 for scalping, 100+ for swing analysis. Date Range Settings Start Date: Select the beginning timestamp for your analysis period. End Date: Select the ending timestamp for your analysis period. Visual Settings Show Help Tip: Default true. Toggle to hide instructional row in dashboard. Bullish Color: Default teal. Customize for bullish elements. Bearish Color: Default red. Customize for bearish elements. SMC Parameters Pivot Length: Default 5. Lower values (3-5) catch minor breaks. Higher values (10+) focus on major swings. ✅ Best Use Cases Post-trade review to understand why entries succeeded or failed Session analysis to identify institutional activity patterns Trade journaling with objective algorithmic classifications Pattern recognition training through historical scrollback Identifying whether stop hunts were inducements or legitimate breaks Comparing your real-time read versus what the algorithm detected ⚠️ Limitations Designed for historical analysis only, not live trade signals Classification accuracy depends on appropriate pivot length for the timeframe FVG detection uses simple gap logic without mitigation tracking State classification is based on window data only, not broader context Requires manual scrolling or date input to review different periods 💡 What Makes This Unique Purpose-Built for Review: Unlike most indicators focused on live signals, this is designed specifically for post-trade analysis Expansion-Aware Logic: Algorithm weighs both position in range AND directional efficiency for accurate state detection Interactive Date Control: Click the dashboard table to reveal draggable anchors for window adjustment directly on chart 🔬 How It Works 1. Window Definition: User selects either Sliding Window or Date Range mode System calculates which bars fall within the active analysis zone Active zone receives blue background highlighting 2. Data Collection: Algorithm captures window open, running high, running low, and current close Structure breaks are detected when price crosses above last pivot high or below last pivot low Bullish and bearish events are counted separately 3. State Classification: Range Position calculates where close sits as percentage of high-low range Efficiency calculates net move divided by total range Hierarchical logic applies priority rules from Parabolic states down to Consolidation 4. Output Rendering: Dashboard table updates with State title, Analysis description, and Metrics Visual elements render within window only to keep chart clean Colors reflect bullish, bearish, or neutral classification 💡 Note: This indicator is intended for educational and review purposes. Use it to develop your understanding of Smart Money Concepts by analyzing what institutional order flow looked like during historical periods. Combine insights with your own analysis methodology for best results.
Indicateur Pine Script®
par PhenLabs
1
CCI Standard DeviationCCI Standard Deviation – Asymmetric Volatility-Adjusted Trend Filter (CCI SD) The Commodity Channel Index (CCI), created by Donald Lambert in 1980, measures how far the typical price deviates from its statistical average to identify cyclical momentum and trend strength. The standard formula is: CCI = (Typical Price − SMA(Typical Price, n)) / (0.015 × Mean Deviation) where Typical Price = (High + Low + Close)/3. CCI is unbounded and centered around zero: sustained readings above zero indicate bullish momentum, below zero bearish. Classic interpretations often use zero-line crosses or fixed levels (±100, ±200, ±250), but these can be unreliable when CCI volatility changes across market regimes. This indicator was developed to create a more disciplined trend-following tool that aligns with my core risk principle: “always protect to the downside.” Starting from the standard CCI zero-line concept for trend direction, I experimented with standard deviation bands to make the oscillator volatility-adjusted. I then applied deliberate asymmetry: requiring the lower 1σ envelope (CCI − stdev) to cross above a positive threshold for bullish confirmation (high-probability entry only in robust trends), while exiting immediately on any raw CCI weakness below a negative threshold (quick downside protection). User inputs for both thresholds were added to allow fine-tuning and adaptability across different assets and timeframes. An optional DEMA-smoothed version of the lower envelope provides additional clarity when desired. Extreme zones raw CCI ±240 and lower envelope > 200 or < –200 - are highlighted with background shading to flag rare acceleration or capitulation phases. How it works Standard CCI calculated on typical price (default length 38). Rolling standard deviation of the CCI itself (default length 13) measures the oscillator’s recent volatility. Lower envelope = CCI − stdev (dn). Optional DEMA smoothing (default length 12) can be toggled. Trend logic: Bullish regime only when lower envelope → Long Threshold (default +10) → statistical proof of strength Bearish/neutral immediately when raw CCI → Short Threshold (default –25) → fast downside protection Origin and development The indicator emerged from wanting a cleaner, more reliable CCI for trend direction. After testing volatility-adjusted versions, the asymmetric design proved superior: it enters only high-conviction uptrends and exits rapidly on weakness, significantly reducing whipsaws while preserving trend capture. Parameters were optimized through extensive backtests on major assets (BTC, ETH, SOL and many more Cryptos; Magnificent 7 stocks, QQQ, SPX, gold). The defaults were selected for the best average Sortino ratio and lowest maximum drawdown across this broad universe, ensuring robustness and avoiding single-asset overfitting. How to use it Green triangle below bar → lower envelope crosses above Long Threshold → high-conviction bullish trend confirmed → enter or add to longs Magenta triangle above bar → CCI crosses below Short Threshold → exit longs or go cash/short While lower envelope remains above Long Threshold → hold bullish positions Extreme background shading (dn >200 or CCI ±240) → rare high-attention zones (potential acceleration or exhaustion) Recommended defaults CCI length: 38 SD length: 13 Long threshold: +10 Short threshold: –25 Optional MA length: 12 (DEMA of lower envelope) All visual elements (bar coloring, signals, background, smoothed line) are toggleable for personal preference. This indicator is designed as a trend-strength and risk-management filter and is not intended as a standalone trading system. Disclaimer: This is not financial advice. Backtests are based on past results and are not indicative of future performance.
Indicateur Pine Script®
par PaulWegelin
1
ETF-Futures Opening Ratio (Table)This indicator calculates the opening price ratio between an ETF and its corresponding futures contract using the 9:30 AM New York (RTH) opening price. The ratio is locked at the official market open and remains fixed throughout the session, providing a stable reference for: Translating ETF price levels into futures equivalents Comparing relative value and premium/discount behavior Maintaining consistent cross-instrument analysis during the trading day The output is displayed in a simple on-chart table for quick reference and minimal chart clutter.
Indicateur Pine Script®
par josephstrading
MartinGale Average Simulator - By LowisOriginality and Utility This script is not a traditional indicator nor a cosmetic variation of existing tools such as moving averages, oscillators, or common indicator combinations. It is a deterministic averaging and risk modeling engine, specifically designed to simulate, analyze, and validate multi-order averaging (DCA) structures under fully configurable conditions. The originality of this script lies in the fact that it does not generate trade signals and does not attempt to predict market direction. Instead, it models the mathematical behavior of an entire chained order structure, allowing the user to quantitatively evaluate how an averaging strategy behaves as price evolves. The script continuously computes and displays: The dynamic average entry price after each additional order. The progressive position size growth as orders are added. The total capital committed, factoring in leverage. The individual PnL per order and the aggregated PnL of the entire structure, both in absolute and percentage terms. The real account usage percentage as the averaging sequence progresses. The sensitivity of the structure to changes in the current or simulated price. Unlike classic indicators that operate on historical price data to infer probabilities, this tool functions as a deterministic planning and risk-audit system. Its purpose is to help traders answer structural questions that standard indicators do not address, such as: How much capital is actually committed by the time the Nth order is reached. The exact resulting average price given a custom percentage distribution across orders. The structural drawdown required before an averaging strategy becomes profitable. How changes in leverage, number of orders, or percentage distribution affect overall risk exposure. The script allows full user control over key parameters, including: Number of averaging orders. Custom percentage offsets per order. Account capital and leverage. Entry price and current/simulated price. Decimal precision for price and asset quantity. Clear visualization through tables and price-level graphics. This makes the script a trade engineering and risk modeling tool, rather than a signal-based indicator. Its value lies in structural analysis and execution planning, a category not covered by standard open-source scripts in the public library. The source code is intentionally kept private because the internal averaging, position-sizing, and risk-accumulation engine represents proprietary logic that can be directly reused for commercial products or automated systems. Disclosing this implementation would allow immediate replication without providing additional educational or functional value to the end user, who already has full operational control through exposed inputs. For these reasons, the script is functionally original, technically useful, and fully justifies closed-source protection, in compliance with TradingView’s publication guidelines. 🔧 How the Indicator Works (Technical Overview) This indicator implements a deterministic averaging (DCA) simulation engine designed to accurately model the mathematical, financial, and percentage-based behavior of a leveraged position composed of multiple sequential orders. Unlike traditional indicators that only display static levels or visual signals, this script reconstructs the full internal structure of a position, order by order, allowing the user to analyze its complete evolution under different price scenarios. 📌 Entry Price Calculation per Order Starting from an initial entry price, the user defines a set of percentage-based distances for each averaging order. Each new entry price is calculated as: A percentage deviation relative to the original entry price Adjusted by trade direction (long or short) Dynamically rounded according to user-defined price precision As a result, each order has an independent, deterministic, and reproducible price, without relying on external data or real trade execution. 📌 Position Size and Capital Usage Calculation For every order, the engine computes: Asset quantity acquired based on allocated capital and leverage Actual margin used considering leverage Progressive accumulation of total deployed capital Account capital usage percentage per order and in total This allows the trader to clearly visualize how real account exposure grows as additional averaging orders are added — something that is not evident in standard DCA tools. 📌 Average Entry Price Recalculation After each new order, the indicator recalculates the weighted average entry price of the entire position by combining: The previous average price The new entry price The updated total asset quantity This accurately reflects how the real break-even level evolves as the position is averaged, which is critical for aggressive averaging or martingale-style strategies. 📌 Individual and Cumulative PnL Computation The script supports two evaluation modes: Current market price User-defined simulated price, intended for hypothetical or stress-test scenarios Using the selected price, the indicator calculates: Individual PnL per order Total cumulative PnL of the position PnL percentage relative to the capital used in each order PnL percentage relative to total deployed capital Each order maintains its own mathematical identity, avoiding common errors where PnL is diluted or calculated solely against the averaged price. 📌 Structured and Objective Visualization All calculations are represented through: Independent horizontal price lines per order Informational labels anchored to their corresponding price levels Tabular summaries displaying the exact state of each order, row by row No classical indicators, predictive signals, or discretionary filters are used. The system is 100% mathematical, deterministic, and reproducible. 📌 Purpose and Practical Utility This indicator is designed to: Evaluate the mathematical viability of averaging schemes Analyze real leverage-based risk exposure Compare price scenarios before execution Understand how small price movements affect large accumulated positions Identify points where capital usage becomes inefficient or dangerous It does not execute trades and does not generate trading signals. Its purpose is structural position analysis, not prediction. 🧭 How to Use the Indicator (Step-by-Step Guide) This indicator does not require prior trading experience to be used. It operates entirely through configurable parameters and updates automatically in real time. 1️⃣ Define the Initial Entry Parameters Start by setting the initial entry price. This value represents the price at which the first position entry is opened. Next, define: Account capital: the total available capital Entry percentage: the percentage of the account used in the first order The indicator automatically calculates: Capital invested Asset quantity acquired Real position exposure 2️⃣ Select the Position Direction Choose whether the position is: Long (benefits from price increases), or Short (benefits from price decreases) This selection automatically adjusts: Price movement direction PnL calculations Averaging percentage behavior No additional configuration is required. 3️⃣ Configure Leverage and Number of Orders Set the leverage used for the position. This value is applied to calculate: Required margin per order Total exposure relative to account capital Then, specify the number of averaging orders. Each order represents an additional entry that would be placed if price moves against the position. 4️⃣ Define Averaging Percentages Enter the percentage offsets for each averaging order, separated by commas. Example: 4, 8, 13, 19, 39, 54 Each value represents how far (in percentage terms) price must move from the original entry before adding a new order. The indicator automatically calculates: Exact price level of each order Updated average entry price Capital deployed per order Total capital usage 5️⃣ (Optional) Set a Simulated Price Optionally, a simulated price can be defined. This allows users to: Evaluate hypothetical market scenarios Analyze deep drawdowns Simulate price recoveries Study PnL behavior without waiting for live market movement Any change to this value instantly recalculates all results. 6️⃣ Interpreting the Results Once configured, the indicator displays in real time: Individual order prices Updated average entry price Capital invested per order and in total Individual and cumulative PnL PnL percentage relative to deployed capital No buttons or manual refresh are required. Any parameter change updates the entire simulation automatically. 🎯 Important Notes The indicator does not execute trades No buy or sell signals are generated All calculations are purely mathematical and deterministic Its purpose is to visualize, analyze, and understand how a multi-entry averaging position behaves under different market conditions. 🔒 Closed-Source Justification This script is published as closed-source because it implements a custom multi-order position simulation engine that goes beyond standard indicator calculations. Internally, the script relies on a structured calculation framework that manages: Order-to-order dependency Cumulative capital usage across multiple entries Dynamic average price recalculation Individual and aggregated PnL modeling State-aware recalculation logic tied to user-defined parameters The value of the script resides not in isolated formulas, but in the overall architecture and calculation flow that coordinates these elements into a coherent position analysis model. Exposing the full source code would effectively reveal the complete framework, making the script trivial to replicate and removing its practical uniqueness. Despite being closed-source, the script provides full transparency at the output level, allowing users to verify all calculated values directly on the chart through tables, labels, and price-level visualizations. For this reason, the script is shared as a closed-source publication while still offering complete analytical clarity and educational value to the end user. ⚠️ Disclaimer This indicator does not provide trade signals, nor does it place or manage real orders. It is intended strictly for educational, analytical, and risk evaluation purposes.
Indicateur Pine Script®
par thelowis
4