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Normalized Relative Volume FilterAnalyzing raw volume bars can make it difficult to see if the current volume is truly significant. Every asset has a different baseline, and volume fluctuates constantly. The Normalized Relative Volume Filter (NRVF) standardizes raw volume into a percentage relative to its moving average. This allows you to instantly gauge market interest and institutional presence regardless of the asset or timeframe. This indicator sets a baseline using a Volume SMA (Default 20 period) which represents 100 percent. If the histogram hits 200, the current volume is exactly double the recent average. Significant moves are driven by above average volume. To keep your charts clean, this script automatically filters out and hides all below average volume under 100 percent. It only highlights the bars that actually matter. The histogram matches the price action with green for bullish candles and red for bearish candles so you can instantly see who is driving the volume spike. When price breaks key levels, look for the histogram to surge well above the 100 percent baseline. Breakouts on below average volume are often fakeouts. You can also use it to confirm if an ongoing trend is backed by institutional participation, such as spikes reaching 150 percent or 200 percent or more. You can adjust the lookback period for the baseline volume average using the Volume MA Length setting which defaults to 20.
Penunjuk
oleh rikyu04
Normalized Coefficient of Variation# Normalized Coefficient of Variation (CV) This indicator measures market volatility using the **Coefficient of Variation (CV)**, defined as the ratio of the standard deviation to the simple moving average (SMA), expressed as a percentage. Unlike the traditional CV, which has no upper limit and can vary significantly across different assets and market conditions, this indicator applies a **Rolling Min-Max Normalization** over a user-defined lookback period. The result is a dynamic oscillator scaled between **0 and 100**, making it easier to compare relative volatility across different symbols and timeframes. ## Formula **Coefficient of Variation** CV = (Standard Deviation / SMA) × 100 **Normalization** Normalized CV = 100 × (CV − Lowest CV) / (Highest CV − Lowest CV) where the lowest and highest CV values are calculated over the selected normalization lookback period. ## Features * Rolling Min-Max normalization (0-100 scale) * User-selectable calculation timeframe * Adjustable CV period (default: 24) * Adjustable normalization lookback (default: 250) * Uses Simple Moving Average (SMA) * White oscillator line for clear visualization * Dotted reference levels at 10 and 30 * Hidden raw CV value available in the Data Window ## Interpretation * Values below **10** indicate relatively low volatility compared to recent history. * Values above **30** indicate relatively high volatility compared to recent history. * Values approaching **100** represent the highest relative volatility observed within the selected normalization window. * Values approaching **0** represent the lowest relative volatility observed within the selected normalization window. Because the indicator is normalized, the displayed values represent **relative volatility within the selected lookback period**, not the absolute Coefficient of Variation percentage. This makes the indicator especially useful for comparing changing volatility regimes across different markets and timeframes. This indicator is intended as a volatility analysis tool and should be used alongside price action and other technical indicators rather than as a standalone trading signal.
Penunjuk
oleh evaltan
TraderLifestyle Structure Pro - Mechanical SMC EngineTL STRUCTURE PRO — Mechanical Smart Money Concepts (SMC) Engine: Market Structure, BOS/CHoCH, Liquidity Sweeps, Supply & Demand POI, FVG, Sessions, Signals & Webhook Automation WHAT THIS INDICATOR DOES TL Structure Pro turns a complete, fully mechanical Smart Money Concepts (SMC) trading model into one indicator. It automates the exact rule set many price-action traders apply manually: market structure mapping (HH/HL/LL/LH), Break of Structure (BOS), Change of Character (CHoCH), liquidity sweeps, supply and demand points of interest (POI), fair value gaps (FVG/imbalance), session timing (Asia / Frankfurt / London), a two-step entry model with internal realignment, and rule-based trade management with break-even logic — all with zero discretion and zero repainting (the engine only works on confirmed/closed candles). Every element is drawn and labeled directly on the chart, so you can SEE why each signal happened: every zone is named, every structure point is tagged, and every BUY/SELL label explains its own reason. THE MECHANICAL RULE SET (HOW IT THINKS) 1. BREAK & CLOSE RULE — A swing high/low only counts as broken when a candle BREAKS AND CLOSES beyond it. A wick through the level without a close is NOT a break. 2. LIQUIDATION ($) — If price wicks beyond a swing but fails to close beyond it, the indicator prints a "$" marker: that was a liquidity sweep / liquidity grab, not a break. These sweeps often precede reversals. 3. PULLBACK RULE — A new swing high/low is only confirmed after a valid pullback: N opposing candles in a row (default 3) with successive closes. No valid pullback = no new structure point; the move is just internal noise. 4. BOS — Break of Structure in the direction of the trend = continuation. Drawn as a gold dashed line with a BOS label. 5. CHoCH — Break & close AGAINST the current direction = Change of Character. Bias flips (bullish <-> bearish). Drawn in pink. After a bearish CHoCH the engine only looks for shorts; after a bullish CHoCH only longs. 6. POI ZONES — On every qualifying break the engine stores two zones: the DECISIONAL candle (last opposing candle before the breaking impulse) and, on CHoCH, the ORIGIN (last opposing candle at the origin of the impulse). Zones are drawn as labeled supply/demand boxes, extended in time, marked as "tapped" on first touch and deleted when invalidated by a close beyond them. 7. FVG / GAPS — Three-candle imbalances above a minimum size are boxed and removed once filled ("gaps get filled"). 8. SESSIONS — Asian session, Frankfurt open and the London trade window are boxed with configurable times and timezone (defaults follow GMT+4 / Dubai time as in the original model: London window 11:00–14:00). THE ENTRY MODEL (WHEN A SIGNAL FIRES) A signal needs three conditions in sequence — the same checklist is shown live in the cockpit panel: Step 1 — BIAS: structure must be clearly bullish or bearish (after BOS/CHoCH). Step 2 — POI TAP: price returns INTO a supply zone (bearish bias) or demand zone (bullish bias) or a matching FVG. The setup is now "armed". Step 3 — INTERNAL SHIFT (REALIGNMENT): inside the POI, the smaller internal structure (pivot-based, the "lower timeframe inside your chart") must shift in trade direction — a close beyond the last internal pivot. Only then a BUY/SELL label prints. Risk placement is automatic and printed on the chart: • ENTRY = close of the trigger candle • STOP LOSS = POI extreme + a pip buffer (default 3.5 pips — capital preservation first) • TAKE PROFIT = the weak swing low/high of the current range (structure target) • R multiple of the setup is calculated and shown on the signal label • BREAK-EVEN: once the trade runs the configured R distance (default 1R), the panel/alert moves the stop logic to break-even; TP hit, SL hit and BE exit are all labeled on the chart. THE COCKPIT PANEL The side panel shows: current bias, the live SMC checklist (structure / pullback / liquidity sweep / POI tap / entry shift / management) with OK-status per rule, active session window, structure timeframe and internal pivot length, SL buffer, current position with entry/SL/TP, the last signal with its R multiple, and a counter of active supply/demand/FVG zones. If a checklist row shows "‥" you immediately know which condition is still missing before the next signal can fire. HOW TO USE IT — STEP BY STEP 1. Add the indicator to a clean chart. Recommended: liquid FX pairs (GBPUSD, EURUSD), gold (XAUUSD) or indices, timeframes M5–H1 for the session-based model (M15 is the classic choice). It works on any symbol/timeframe; sessions display on intraday charts up to 1h. 2. Set your timezone and session times in group ④ if you do not trade the default GMT+4 windows. Enable "Signals ONLY inside London window" if you want to trade the London session model strictly. 3. Read the structure first: follow the SWING HIGH / SWING LOW lines, the HH/HL/LH/LL tags and the BOS/CHoCH lines until you understand the current bias (also shown in the panel). 4. Watch the zones: price returning into a labeled SUPPLY/DEMAND (DECISIONAL/ORIGIN) box or FVG arms the setup — the panel switches to "ARMED (POI tapped)". 5. Wait for the printed BUY/SELL label — never front-run it. The label shows the R multiple and the reason (POI TAP + SHIFT); the tooltip lists entry, stop and target. 6. Manage by the printed levels: entry line (gold), SL line (pink, includes the pip buffer), TP line (mint, the weak swing). BE marker prints when break-even logic activates. 7. Tune mechanically, not emotionally: "Pullback rule candles" (2–5) controls how strict new structure confirmation is; "Internal pivot length" controls how fine the entry trigger is (smaller = earlier, noisier); "Min gap size" filters small FVGs; "Max zones" limits chart clutter. 8. Hover anything: every label, zone and marker has an explanatory tooltip, so the chart teaches the model while you trade it. ALERTS & WEBHOOK AUTOMATION Create ONE alert with condition "Any alert() function call" and paste your webhook URL — the indicator sends ready-to-parse JSON for every event: {"id":"TL-STRUCTURE-PRO","symbol":"GBPUSD","action":"SELL","price":1.27201,"sl":1.27236,"tp":1.26350,"rr":"24.30","tf":"15","time":"2026-07-18 12:45"} Actions: BUY, SELL, BREAK_EVEN, TP_HIT, SL_HIT, plus optional BOS_UP/BOS_DOWN/CHOCH_UP/CHOCH_DOWN. This makes the indicator plug-and-play with trade-automation bridges, bots and journaling tools. Classic alertconditions (BUY/SELL/BOS/CHoCH) are also available for simple popup/app notifications. NON-REPAINT BEHAVIOUR All structure logic, zones and signals are computed on CONFIRMED candles only (barstate.isconfirmed). Once printed, BOS/CHoCH lines, zones and signal labels do not repaint. Alerts fire on bar close. NOTES • The R multiples shown are the structural setup quality, not a performance promise. Nothing here is financial advice — backtest and forward-test before risking money. • The panel is a table: if your main chart series is set above indicators, use right-click on the indicator legend -> Visual order -> Bring to front. • Best visual experience with the dark TradingView theme (the indicator brings its own navy chart theme, mint/red candles and paints the future margin). Concepts covered: Smart Money Concepts, SMC, ICT-style market structure, break of structure, change of character, liquidity sweep, liquidity grab, stop hunt, supply and demand zones, order block style POIs, decisional candle, origin, fair value gap, imbalance, premium discount, London session, killzone, session trading, scalping, day trading, price action, forex, gold, indices, webhook automation, algo bridge.
Penunjuk
oleh TraderlifestyleYT
2
Advanced Support and Resistance with Reversal [AlphaPine]Advanced Support and Resistance with Reversal | AlphaPine I built this indicator for a simple reason: a breakout line on its own does not tell me enough. I also want to know whether price comes back, holds the level from the other side, and later loses it again. The script starts with confirmed swing highs and lows. Those become resistance and support. It then follows each level through three possible events: breakout, retest, and failure. Nothing here predicts the next move. It is a way to keep market structure organised without redrawing the same levels by hand. The image below shows the full level lifecycle in one view, including the symbols that appear at each stage: How a level is created A resistance level comes from a confirmed pivot high. A support level comes from a confirmed pivot low. If zones are enabled, the zone uses the wick range of the pivot candle rather than an arbitrary fixed width. Pivot confirmation takes time. With Pivot Length set to 10, for example, the script needs ten bars on the right side of the pivot before the level exists. This delay is intentional. Pivot Length controls how selective the swing detection is. A larger value usually gives fewer levels and confirms them later. Lookback Period sets how long a level remains in the script's working history. Maximum Levels per Type limits stored resistance and support records so the chart does not keep growing indefinitely. Wick Dominance Filter keeps only pivot candles whose rejection wick is larger than the body and opposite wick. Merge Nearby Active Levels removes clutter by skipping a new pivot when an active level of the same type is already nearby. Broken levels do not block a fresh one. The merge distance uses ATR-14, so it adjusts to the instrument instead of relying on one fixed price interval. Breakouts The default breakout mode is Close . Resistance must close above its boundary, while support must close below it. This avoids counting every small wick through a level. Wick mode reacts earlier. It triggers when the high or low crosses the boundary during the live candle. The recorded extreme cannot retract, but price can still close back inside the level, so Wick mode will naturally include more intrabar fakeouts. Breakout Buffer adds an optional ATR-based distance beyond the level. Leave it at zero for the exact boundary, or raise it if very small breaks are not useful for your chart. By default: A resistance breakout prints an upward blue triangle below the candle. A support breakout prints a downward orange triangle above the candle. The marker colours are fully adjustable. Retests and role reversals After resistance breaks, the script waits to see whether price can retest it as support. After support breaks, it watches for the same level to act as resistance. RS means old resistance has been confirmed as new support. SR means old support has been confirmed as new resistance. Reversal Confirmation controls what counts as a retest: Close (default) requires the retest candle to touch the original zone and close back beyond the whole zone on the new-role side. Touch accepts any later overlap with the zone. It is more sensitive and less strict. Once confirmed, the new role stays fixed. An RS level remains tracked as support; it does not turn red merely because the latest candle happens to sit below it. When a flip fails A flipped level is removed when a confirmed candle closes through the far side of its zone. In other words, RS support fails below the zone and SR resistance fails above it. If Show Reversal Failures is enabled, an ✕ marks the failure candle. The flipped line stops there, but the cross stays on the chart as a record of where the level died. That is why a failure cross can appear without a continuing line. Breakout triangles and failure crosses use the original pivot as their Lookback anchor. This keeps their expiry on the same structural clock as the level they came from instead of giving every marker a new lifetime from its event candle. Reading the chart R1 is the nearest active resistance above price, followed by R2, R3, and so on. S1 is the nearest active support below price, followed by S2, S3, and so on. RS marks a confirmed resistance-to-support flip. SR marks a confirmed support-to-resistance flip. Triangles mark breakouts. Crosses mark failed flips. A breakout marker is an event, not an entry instruction. I find the retest more useful than the first break, but how it is traded still depends on trend, execution, and risk rules outside this indicator. Lines, zones, and historical placement Historical Level Start decides where an original level begins: Confirmation (default) starts it on the bar where the pivot became known in real time. Pivot extends it back to the swing candle. This is useful for visual context, but the level was not available on that earlier candle. Display as Zones replaces the single-price lines with the original pivot-wick range. If that level flips, the same price range is preserved; the zone is not moved to the opposite side of the price. Colours The Colors group separates colours by purpose, so changing a label does not force the matching line to use the same colour. Resistance and support lines/zones. RS and SR lines/zones. Resistance, support, RS, and SR price labels. Resistance and support breakout triangles. Support and resistance failure crosses. Zone fills and borders use transparent versions of the selected line colour so candles remain visible underneath. Alerts Seven alert conditions are included: Resistance Breakout Support Breakout Resistance to Support Flip Support to Resistance Flip Flipped Support Failed Flipped Resistance Failed Any S/R Event The combined alert is useful when one alert should cover every structural event. Separate conditions are available when different actions are needed for breaks, flips, or failures. A sensible starting setup The defaults use Close confirmation for both breakouts and retests. Start there if you prefer signals that wait for the candle to finish. Wick breakout and Touch retest are available when earlier, more sensitive reactions are more important. If the chart feels crowded, try increasing Pivot Length, increasing Merge Distance, enabling the Wick Dominance Filter, or reducing Maximum Levels per Type. Settings should be adjusted for the instrument and timeframe rather than treated as universal values. Important limitations Confirmed pivots always arrive late by Pivot Length bars. That is how pivot confirmation works, not a hidden predictive signal. Pivot historical placement back-draws a confirmed level for context. Use Confirmation placement when real-time availability matters. Wick mode can mark a breakout that later closes back inside the level. The current-bar drawings rebuild while the candle updates. The script uses chart data only. It does not request higher-timeframe data or use lookahead. It does not place orders, calculate position size, or guarantee that a level will hold. Use it as a structure tool, then apply your own trade plan and risk management.
Penunjuk
oleh AlphaPine
2
SMC Volume Footprints @silverginging全文をTradingView用のBBCode形式で英訳しました。 SMC Volume Footprints Created by Ginzo (@silverginging) SMC Volume Footprints is an indicator that combines candlestick price displacement with relative volume to visualize where significant price moves originated. Rather than simply generating buy or sell signals, it is designed to be used together with Volume Profile to assess: Which price levels have accumulated substantial trading activity Which price levels have limited participation and may be crossed quickly Whether the current price move has been stopped by a barrier Whether price has broken through that barrier and can now use it as new support or resistance “Market structure analysis” may sound complicated, but the idea is simple. Volume Profile shows where trading activity is concentrated and where it is sparse. This indicator then shows where a price move began and how strongly price and volume supported that move. Base and Single Base A Base is detected when several small candlesticks and declining volume form a consolidation area. It is displayed when price closes above the high or below the low of that area. This is a relatively higher-confidence detection designed to identify breakouts originating from areas where price and volume have compressed. Single When no Base is available, the indicator uses a recent reversal candle as a single-bar origin point. A Single may appear earlier than a Base, but it can also produce more noise. For this reason, it is intended as a secondary confirmation. The script prioritizes Base structures and uses Single structures as the second option. Thick and Thin Borders Border thickness indicates how much relative volume accompanied the detected price move. Thick Border A thick border appears when relative volume exceeds the selected threshold. It represents a more prominent Footprint in which a significant price move was accompanied by above-average volume. Under the default settings, volume of at least 1.5 times its average is emphasized with a thick border, darker coloring, and a ★ symbol. Thin Border A thin border appears when the price-displacement requirement is met, but volume does not reach the emphasis threshold. A thin border does not mean that the Footprint is invalid. It means that the move has less volume confirmation than a thick-border Footprint and therefore requires additional confirmation from Volume Profile, AVWAP, or the higher-timeframe trend. Border thickness is not a definitive buy or sell signal. It is a graded visual display that allows users to compare the volume strength of detected price moves at a glance. What P and V Mean Each label displays the strength of the price move and its accompanying volume. P : Price displacement calculated by dividing the candlestick body size by ATR V : Relative volume calculated by dividing the current volume by average volume A higher P value indicates stronger price displacement, while a higher V value indicates stronger volume confirmation. P, V, and border thickness make it possible to distinguish between situations such as “price moved significantly on low volume” and “both price displacement and volume were strong.” Using the Indicator with Volume Profile This indicator was specifically designed to be overlaid and used together with Volume Profile. High-volume areas represent price levels where many market participants have traded. Low-volume areas contain less accumulated trading activity and may allow price to move through them more quickly. Examples of how to interpret the combination include: A thick-bordered Footprint appears inside a high-volume area This may indicate an active battle between buyers and sellers or the possibility of a reaction from that price area. Price breaks through the edge of a high-volume area with a thick-bordered Footprint This may indicate that price has broken through a market barrier with volume confirmation. A thin-bordered Footprint appears inside a low-volume area Consider the possibility that price moved because of limited trading participation rather than exceptionally strong buying or selling pressure. After a breakout, price returns to the Base or BREAK CLOSE and reacts again Observe whether the former barrier is being maintained as a new support or resistance level. In this way, Volume Profile provides a view of the market’s “terrain,” while SMC Volume Footprints shows the price-and-volume traces left at specific locations within that terrain. BREAK CLOSE BREAK CLOSE is not a price target. It represents the closing price of the candlestick that confirmed the breakout from a Base or Single structure. It can be used as a reference level to observe whether the breakout close later acts as support or resistance, or whether price moves back through it. EXTREME and GAP are supplementary markers used to identify areas where unusually large price displacement or a price gap occurred. They are not standalone buy or sell signals. Basic Workflow Use Volume Profile to identify high-volume and low-volume areas. Check where a Base or Single structure has appeared. Use P, V, and border thickness to evaluate price displacement and volume strength. Observe retests of BREAK CLOSE and the origin zone. Include AVWAP and the higher-timeframe direction in the final assessment. This indicator is not an automated trading system. It is a supporting tool for organizing the origin of price moves and evaluating the quality of breakouts. Main Default Parameters ATR and average-volume calculation period: 50 Volume threshold for a thick border: 1.5 times average volume Low-volume threshold for Base formation: 0.8 times average volume Minimum Power: 1.5 Maximum Power: 5.0 These parameters can be adjusted to suit different markets and timeframes. Important Notes This script uses OHLCV data available through TradingView. It is not a conventional Footprint chart that directly analyzes order-book data, order additions or cancellations, precise Bid/Ask volume, Delta, or Order Flow Imbalance (OFI). The term “Footprints” in the indicator’s name refers to the traces that price and volume leave on the chart. The nature and quality of volume data vary depending on the instrument and data provider. Some markets, including Forex, may use tick volume rather than actual traded volume. When confirmed-bar display is enabled, detections are drawn only after the candlestick has closed. Historical detections do not guarantee future price movements or profits. 太枠・細枠の意味と、価格帯別出来高と組み合わせる設計思想を加えました。「構造判断」は平易な言葉に置き換えています。 ## SMC Volume Footprints 「SMC Volume Footprints」は、ローソク足の価格変位と相対出来高を組み合わせ、強い値動きがどこから始まったのかをチャート上に可視化するインジケーターです。 単純に売買シグナルを出すのではなく、価格帯別出来高（Volume Profile）と組み合わせて、 * どの価格帯に売買が多く積み上がっているのか * どの価格帯は売買が少なく、値段が速く通過しやすいのか * 現在の値動きが壁に止められたのか * その壁を突破し、今度は足場にできるのか を判断するために作られています。 ここでいう「構造判断」とは、難しい理論ではありません。価格帯別出来高で市場の「厚い場所」と「薄い場所」を確認し、本インジケーターで値動きが始まった場所と、その動きの強さを確認することです。 ### BaseとSingle **Base** 複数の小さなローソク足と出来高の低下によって形成された持ち合いを検出し、その高値または安値を終値で突破した場合に表示します。 売買のエネルギーをためた場所から発生するブレイクを捉えるための、比較的信頼度の高い検出です。 **Single** Baseが存在しない場合に、直近の反転足を1本の起点として検出します。 Baseより早く表示される一方、ノイズも多くなるため、補助的な確認として使用します。本スクリプトではBaseを優先し、Singleを第二候補として扱います。 ### 太枠と細枠の違い 枠の太さは、検出された値動きにどの程度の出来高が伴っていたかを表します。 **太枠** 相対出来高が設定した基準を超えた場合に表示されます。価格が大きく動いただけでなく、平均を上回る出来高が伴った、存在感の強いFootprintです。 初期設定では、出来高が平均の1.5倍以上になると太枠・濃い色・`★`で強調されます。 **細枠** 価格変位の条件は満たしているものの、出来高が強調基準に達していない場合に表示されます。 細枠は「無効」という意味ではありません。出来高の裏付けが太枠ほど強くないため、価格帯別出来高やAVWAP、上位足の方向などによる追加確認が必要なFootprintです。 枠の太さは売買の優劣を断定するシグナルではなく、出来高による強弱を一目で比較するための段階表示です。 ### PとVの意味 各ラベルには、値動きと出来高の強さが表示されます。 * `P`：ローソク足の実体をATRで割った価格変位の大きさ * `V`：現在の出来高を平均出来高で割った相対出来高 Pが大きいほど価格の変位が強く、Vが大きいほど出来高による裏付けが強いことを示します。 「価格は大きく動いたが出来高は少ない」「価格変位と出来高の両方が強い」といった違いを、P・V・枠の太さによって確認できます。 ### 価格帯別出来高との組み合わせ 本インジケーターは、価格帯別出来高と重ねて使用することを意図して設計されています。 価格帯別出来高の厚い場所は、多くの市場参加者が売買した価格帯です。反対に、出来高の薄い場所は売買の積み上がりが少なく、価格が速く通過しやすい場所です。 例えば、次のように確認します。 * 出来高の厚い価格帯で太枠が出た → 多くの売買を伴う攻防や反転の可能性を確認する * 出来高の厚い価格帯の端を、太枠で突破した → 出来高を伴って壁を抜けた可能性を確認する * 出来高の薄い価格帯で細枠が出た → 強い買い・売りというより、注文の少なさによって価格が動いた可能性も考える * 突破後にBaseやBREAK CLOSEへ戻り、再び反発した → 以前の壁を新しい足場として維持できているかを確認する このように、価格帯別出来高で「市場の地形」を見て、SMC Volume Footprintsで「その場所に残された値動きと出来高の痕跡」を確認します。 ### BREAK CLOSE `BREAK CLOSE`は目標価格ではなく、BaseまたはSingleからのブレイクが確定したローソク足の終値です。 その後、この価格が支持線・抵抗線として機能するか、再び割り込むかを確認するための基準として使用します。 `EXTREME`や`GAP`は、急激な価格変位やギャップが発生した場所を確認するための補助マーカーです。単独の売買シグナルではありません。 ### 基本的な使い方 1. 価格帯別出来高で、出来高の厚い場所と薄い場所を確認する 2. BaseまたはSingleがどの位置に発生したかを見る 3. P・V・枠の太さから、価格変位と出来高の強さを確認する 4. BREAK CLOSEや起点ゾーンへのリテストを見る 5. AVWAPや上位足の方向も加えて最終判断する 本インジケーターは自動売買システムではなく、値動きの起点とブレイクの質を整理するための補助ツールです。 ### 初期設定の主な基準 * ATR・平均出来高の計算期間：50 * 太枠となる出来高基準：平均出来高の1.5倍 * Base形成時の低出来高基準：平均出来高の0.8倍 * 最小Power：1.5 * 最大Power：5.0 各市場や時間足に応じて調整できます。 ### 注意事項 本スクリプトはTradingViewから取得できるOHLCVデータを使用しています。板情報、注文の追加・取消し、正確なBid／Ask別出来高、デルタ、OFIなどを直接解析する本来のFootprintチャートではありません。 名称の「Footprints」は、価格と出来高がチャート上に残した痕跡を可視化するという意味で使用しています。 また、出来高データの性質は銘柄やデータ配信元によって異なり、FXなどではティック出来高が使用される場合があります。 確定足表示を有効にした場合、シグナルはローソク足の終値確定後に描画されます。過去の検出結果は、将来の値動きや利益を保証するものではありません。
Penunjuk
oleh silverginging
1
Hosoda Waves Phuyupata enAn interactive A-B-C price-projection tool based on the classic Hosoda wave theory (値幅観測論 / Ichimoku target-price theory). Click three points on the chart — A, B, C — and the script calculates the four classic Hosoda target levels plus their key derivatives: N = C + (B − A) NT = C + (C − A) V = B + (B − C) E = B + (B − A) (V+N)/2 and (N+NT)/2 — midpoint targets between the two most commonly used levels Independent x2 / x3 multiples for waves V and E, so you can project extended targets beyond the base calculation How to use it Add the indicator to your chart. Click three points in order — A, B, C — when prompted (2 clicks per point: one for price, one for time, due to a TradingView API limitation, so 6 clicks total). Adjust visibility, colors, transparency, line length, and label placement in the settings. Note on re-anchoring: the A-B-C points are indicator inputs, not native drawing objects, so they don't automatically move to a different instrument if you switch symbols on the same chart. To reposition them, open Settings and click the pencil icon next to each point. Fully configurable appearance Toggle each wave (N, NT, V, E, averages) independently Separate colors and transparency for base levels vs. x2/x3 multiples Font size, label style (outline/flat), number format (0–4 decimal places) Label position: horizontal (left/center/right of the line) and vertical (on the line / above / below, offset by a multiple of ATR) Line style, width, and length (in bars) fully adjustable Built-in alerts when price crosses N, NT, V, or E Based on the open-source script "Hosod@ W@ves+Fibo" by WD_GANN, extended and reworked to remove the Fibonacci extensions and add configurable multiples, averages, and full visual customization. Published under the Mozilla Public License 2.0, per the terms of the original work. This tool is for educational and analytical purposes only and does not constitute financial advice.
Penunjuk
oleh phuyupata
Bit Secure- F-1 Order Block with Liquidity sweepBit Secure – F-1 Order Block with Liquidity Sweep Overview Bit Secure – F-1 Order Block with Liquidity Sweep is an open-source Smart Money Concept (SMC) toolkit designed to help traders identify institutional footprints by combining Order Blocks, Liquidity Sweeps, HTF Confluence, Dynamic Flip Levels, and Trend Visualization into a single indicator. The objective of this script is to reduce chart clutter while providing high-quality areas of interest where professional market participants may be active. This indicator is intended as a decision-support tool and should always be used alongside proper market structure analysis and risk management. Features ✔ Institutional Order Block Detection ✔ Liquidity Pool & Liquidity Sweep Identification ✔ Higher Timeframe (HTF) Confluence for both Order Blocks and Sweep Engine ✔ Dynamic Flip Levels ✔ Market Structure Curved Trend (Bit's Wave) ✔ Optional Candle Coloring ✔ VWAP Based Signal Filtering ✔ Bullish & Bearish Cloud Visualization ✔ Configurable Swing Detection ✔ ATR Based Adaptive Distance Engine ✔ Lightweight and Optimized for Intraday Trading Best suited for • NIFTY • BANKNIFTY • FINNIFTY • SENSEX • Stocks • Forex • Crypto The script works on multiple timeframes, although it has primarily been optimized for intraday trading. Recommended Usage This indicator performs best when multiple confirmations align together, such as: • Order Block + Liquidity Sweep • HTF Confluence • Market Structure Alignment • VWAP Direction • Price Reaction at Institutional Zones Avoid using any single signal as a standalone trading system. Open Source This script is published as Open Source so the TradingView community can learn from it, study the implementation, and further improve the concepts. Please respect TradingView's House Rules when reusing or modifying this work. Acknowledgements A special thanks to the original authors whose open-source work inspired parts of this project. • BOS Waves The curved market structure (Arc/Wave) visualization is inspired by the excellent BOS Waves concept. • AlgoAlpha Portions of the Order Block methodology and implementation are inspired by AlgoAlpha's open-source Order Block work. This project is not an official version, fork, or replacement of either script. It combines multiple concepts with additional modifications, filters, user interface improvements, and custom logic developed under the Bit Secure framework. Huge respect and sincere thanks to both creators for contributing valuable open-source ideas to the TradingView community. Disclaimer This indicator is provided for educational and research purposes only. It does not constitute financial advice, investment advice, or a guarantee of future performance. Trading in financial markets involves substantial risk. Always perform your own analysis and manage risk responsibly. Version Bit Secure – F-1 Order Block with Liquidity Sweep Version 1.0 (Open Source) This script was built by studying publicly available open-source ideas and implementing additional custom logic, filters, and visualization improvements. Full credit goes to the original authors for their respective contributions. Please respect TradingView House Rules when reusing any portion of this script. © Bit Secure Trading Hub
Penunjuk
oleh devh697
ATR Range Adaptive ATR Range Adaptive — TF-adaptive volatility bands with dashboard. A precision volatility tool that projects the statistical extent of a "normal" bar move as five horizontal levels around the previous close — and recalculates automatically on whatever timeframe you're viewing. How it works: Add the indicator once. From the previous closed bar of the current chart timeframe it draws the middle line (previous close) plus four ATR-multiplied bands — ±0.5 × ATR and ±1.0 × ATR. Switch to 1H → hourly levels. Switch to 5M → 5-minute levels. No presets to change. What it shows: - Previous close as the anchor (middle line) - +100% band (upper strong resistance) at previous close + 1 × ATR - +50% band (intermediate resistance) at previous close + 0.5 × ATR - -50% band (intermediate support) at previous close - 0.5 × ATR - -100% band (lower strong support) at previous close - 1 × ATR - Corner dashboard: current TF, previous close, 1 ATR as a percentage of price, and each level's value + distance from the live price Key features: - Fully TF-adaptive: no fixed daily/monthly assumption — bands follow the chart's timeframe - Selectable ATR smoothing: RMA (Wilder), EMA, SMA, WMA - Adjustable ATR length and multiplier - Level lines extend a configurable number of bars to the right - Middle line can be toggled independently of the ATR bands - Dashboard: 6 anchor positions, 4 text sizes, adjustable cell transparency - Full color palette for each band + header and text - Tooltip on "1 ATR, %" explains volatility bands (low / normal / elevated / high) - Clean overlay: only 5 lines and 1 dashboard, no chart clutter Who it's for: Traders who want a fast, timeframe-aware read on how far price has already stretched from the previous close — and where a "normal" move statistically ends. Useful for intraday range trading, scalping around ATR extremes, sizing stops, and spotting bars that break out of typical volatility.
Penunjuk
oleh TonyANT
SMC Volume Footprints SMC Volume Footprints 　制作者@silverginging 「SMC Volume Footprints」は、ローソク足の価格変位と相対出来高を組み合わせ、強い値動きがどこから始まったのかをチャート上に可視化するインジケーターです。 単純に売買シグナルを出すのではなく、価格帯別出来高（Volume Profile）と組み合わせて、 * どの価格帯に売買が多く積み上がっているのか * どの価格帯は売買が少なく、値段が速く通過しやすいのか * 現在の値動きが壁に止められたのか * その壁を突破し、今度は足場にできるのか を判断するために作られています。 ここでいう「構造判断」とは、難しい理論ではありません。価格帯別出来高で市場の「厚い場所」と「薄い場所」を確認し、本インジケーターで値動きが始まった場所と、その動きの強さを確認することです。 ### BaseとSingle **Base** 複数の小さなローソク足と出来高の低下によって形成された持ち合いを検出し、その高値または安値を終値で突破した場合に表示します。 売買のエネルギーをためた場所から発生するブレイクを捉えるための、比較的信頼度の高い検出です。 **Single** Baseが存在しない場合に、直近の反転足を1本の起点として検出します。 Baseより早く表示される一方、ノイズも多くなるため、補助的な確認として使用します。本スクリプトではBaseを優先し、Singleを第二候補として扱います。 ### 太枠と細枠の違い 枠の太さは、検出された値動きにどの程度の出来高が伴っていたかを表します。 **太枠** 相対出来高が設定した基準を超えた場合に表示されます。価格が大きく動いただけでなく、平均を上回る出来高が伴った、存在感の強いFootprintです。 初期設定では、出来高が平均の1.5倍以上になると太枠・濃い色・`★`で強調されます。 **細枠** 価格変位の条件は満たしているものの、出来高が強調基準に達していない場合に表示されます。 細枠は「無効」という意味ではありません。出来高の裏付けが太枠ほど強くないため、価格帯別出来高やAVWAP、上位足の方向などによる追加確認が必要なFootprintです。 枠の太さは売買の優劣を断定するシグナルではなく、出来高による強弱を一目で比較するための段階表示です。 ### PとVの意味 各ラベルには、値動きと出来高の強さが表示されます。 * `P`：ローソク足の実体をATRで割った価格変位の大きさ * `V`：現在の出来高を平均出来高で割った相対出来高 Pが大きいほど価格の変位が強く、Vが大きいほど出来高による裏付けが強いことを示します。 「価格は大きく動いたが出来高は少ない」「価格変位と出来高の両方が強い」といった違いを、P・V・枠の太さによって確認できます。 ### 価格帯別出来高との組み合わせ 本インジケーターは、価格帯別出来高と重ねて使用することを意図して設計されています。 価格帯別出来高の厚い場所は、多くの市場参加者が売買した価格帯です。反対に、出来高の薄い場所は売買の積み上がりが少なく、価格が速く通過しやすい場所です。 例えば、次のように確認します。 * 出来高の厚い価格帯で太枠が出た → 多くの売買を伴う攻防や反転の可能性を確認する * 出来高の厚い価格帯の端を、太枠で突破した → 出来高を伴って壁を抜けた可能性を確認する * 出来高の薄い価格帯で細枠が出た → 強い買い・売りというより、注文の少なさによって価格が動いた可能性も考える * 突破後にBaseやBREAK CLOSEへ戻り、再び反発した → 以前の壁を新しい足場として維持できているかを確認する このように、価格帯別出来高で「市場の地形」を見て、SMC Volume Footprintsで「その場所に残された値動きと出来高の痕跡」を確認します。 ### BREAK CLOSE `BREAK CLOSE`は目標価格ではなく、BaseまたはSingleからのブレイクが確定したローソク足の終値です。 その後、この価格が支持線・抵抗線として機能するか、再び割り込むかを確認するための基準として使用します。 `EXTREME`や`GAP`は、急激な価格変位やギャップが発生した場所を確認するための補助マーカーです。単独の売買シグナルではありません。 ### 基本的な使い方 1. 価格帯別出来高で、出来高の厚い場所と薄い場所を確認する 2. BaseまたはSingleがどの位置に発生したかを見る 3. P・V・枠の太さから、価格変位と出来高の強さを確認する 4. BREAK CLOSEや起点ゾーンへのリテストを見る 5. AVWAPや上位足の方向も加えて最終判断する 本インジケーターは自動売買システムではなく、値動きの起点とブレイクの質を整理するための補助ツールです。 ### 初期設定の主な基準 * ATR・平均出来高の計算期間：50 * 太枠となる出来高基準：平均出来高の1.5倍 * Base形成時の低出来高基準：平均出来高の0.8倍 * 最小Power：1.5 * 最大Power：5.0 各市場や時間足に応じて調整できます。 ### 注意事項 本スクリプトはTradingViewから取得できるOHLCVデータを使用しています。板情報、注文の追加・取消し、正確なBid／Ask別出来高、デルタ、OFIなどを直接解析する本来のFootprintチャートではありません。 名称の「Footprints」は、価格と出来高がチャート上に残した痕跡を可視化するという意味で使用しています。 また、出来高データの性質は銘柄やデータ配信元によって異なり、FXなどではティック出来高が使用される場合があります。 確定足表示を有効にした場合、シグナルはローソク足の終値確定後に描画されます。過去の検出結果は、将来の値動きや利益を保証するものではありません。 全文をTradingView用のBBCode形式で英訳しました。 SMC Volume Footprints Created by @silverginging SMC Volume Footprints is an indicator that combines candlestick price displacement with relative volume to visualize where significant price moves originated. Rather than simply generating buy or sell signals, it is designed to be used together with Volume Profile to assess: Which price levels have accumulated substantial trading activity Which price levels have limited participation and may be crossed quickly Whether the current price move has been stopped by a barrier Whether price has broken through that barrier and can now use it as new support or resistance “Market structure analysis” may sound complicated, but the idea is simple. Volume Profile shows where trading activity is concentrated and where it is sparse. This indicator then shows where a price move began and how strongly price and volume supported that move. Base and Single Base A Base is detected when several small candlesticks and declining volume form a consolidation area. It is displayed when price closes above the high or below the low of that area. This is a relatively higher-confidence detection designed to identify breakouts originating from areas where price and volume have compressed. Single When no Base is available, the indicator uses a recent reversal candle as a single-bar origin point. A Single may appear earlier than a Base, but it can also produce more noise. For this reason, it is intended as a secondary confirmation. The script prioritizes Base structures and uses Single structures as the second option. Thick and Thin Borders Border thickness indicates how much relative volume accompanied the detected price move. Thick Border A thick border appears when relative volume exceeds the selected threshold. It represents a more prominent Footprint in which a significant price move was accompanied by above-average volume. Under the default settings, volume of at least 1.5 times its average is emphasized with a thick border, darker coloring, and a ★ symbol. Thin Border A thin border appears when the price-displacement requirement is met, but volume does not reach the emphasis threshold. A thin border does not mean that the Footprint is invalid. It means that the move has less volume confirmation than a thick-border Footprint and therefore requires additional confirmation from Volume Profile, AVWAP, or the higher-timeframe trend. Border thickness is not a definitive buy or sell signal. It is a graded visual display that allows users to compare the volume strength of detected price moves at a glance. What P and V Mean Each label displays the strength of the price move and its accompanying volume. P : Price displacement calculated by dividing the candlestick body size by ATR V : Relative volume calculated by dividing the current volume by average volume A higher P value indicates stronger price displacement, while a higher V value indicates stronger volume confirmation. P, V, and border thickness make it possible to distinguish between situations such as “price moved significantly on low volume” and “both price displacement and volume were strong.” Using the Indicator with Volume Profile This indicator was specifically designed to be overlaid and used together with Volume Profile. High-volume areas represent price levels where many market participants have traded. Low-volume areas contain less accumulated trading activity and may allow price to move through them more quickly. Examples of how to interpret the combination include: A thick-bordered Footprint appears inside a high-volume area This may indicate an active battle between buyers and sellers or the possibility of a reaction from that price area. Price breaks through the edge of a high-volume area with a thick-bordered Footprint This may indicate that price has broken through a market barrier with volume confirmation. A thin-bordered Footprint appears inside a low-volume area Consider the possibility that price moved because of limited trading participation rather than exceptionally strong buying or selling pressure. After a breakout, price returns to the Base or BREAK CLOSE and reacts again Observe whether the former barrier is being maintained as a new support or resistance level. In this way, Volume Profile provides a view of the market’s “terrain,” while SMC Volume Footprints shows the price-and-volume traces left at specific locations within that terrain. BREAK CLOSE BREAK CLOSE is not a price target. It represents the closing price of the candlestick that confirmed the breakout from a Base or Single structure. It can be used as a reference level to observe whether the breakout close later acts as support or resistance, or whether price moves back through it. EXTREME and GAP are supplementary markers used to identify areas where unusually large price displacement or a price gap occurred. They are not standalone buy or sell signals. Basic Workflow Use Volume Profile to identify high-volume and low-volume areas. Check where a Base or Single structure has appeared. Use P, V, and border thickness to evaluate price displacement and volume strength. Observe retests of BREAK CLOSE and the origin zone. Include AVWAP and the higher-timeframe direction in the final assessment. This indicator is not an automated trading system. It is a supporting tool for organizing the origin of price moves and evaluating the quality of breakouts. Main Default Parameters ATR and average-volume calculation period: 50 Volume threshold for a thick border: 1.5 times average volume Low-volume threshold for Base formation: 0.8 times average volume Minimum Power: 1.5 Maximum Power: 5.0 These parameters can be adjusted to suit different markets and timeframes. Important Notes This script uses OHLCV data available through TradingView. It is not a conventional Footprint chart that directly analyzes order-book data, order additions or cancellations, precise Bid/Ask volume, Delta, or Order Flow Imbalance (OFI). The term “Footprints” in the indicator’s name refers to the traces that price and volume leave on the chart. The nature and quality of volume data vary depending on the instrument and data provider. Some markets, including Forex, may use tick volume rather than actual traded volume. When confirmed-bar display is enabled, detections are drawn only after the candlestick has closed. Historical detections do not guarantee future price movements or profits.
Penunjuk
oleh silverginging
jrhMultORB_ChecklistjrhMultORB_Checklist — Documentation Non-destructive fork of the real jrhMultORB indicator. Every original input, calculation, marker, and alert is untouched — this version adds one new group ("Execution Checklist") and a second table wired directly to jrhMultORB's actual internal state, so the checklist can never disagree with the chart markers the way a separate/standalone recreation could. What's New vs. the Original jrhMultORB Only one new input group was added: SettingWhat it controlsShow Checklist TableMaster on/off for the new tablePositionWhere it renders (Top Right / Top Left / Bottom Right / Bottom Left)Text SizeTiny / Small / Normal / Large Everything else — Opening Range, Custom Range, Breakout Signals, Targets, Bull/Bear Target levels, Session Moving Average, Trend & Momentum, the original Info Table, and Style — is 100% identical to your source file. Execution Checklist Table — Row Reference OR Levels Locked Opening Range high–low (orh–orl) once the OR session ends. Shows "forming..." while still building. Day Bias / ADX Same two readouts as your original Info Table: Bullish / Bearish / Neutral — day_dir, comparing this session's OR midpoint to the previous session's ADX value — same adxVal as the ADX row in your Info Table Breakout Up / Breakout Down Reflects upSignalUsed / downSignalUsed directly — "Fired this session" or "Not yet". Retest (Up) / Retest (Down) The core entry-decision row, reading waitRetestUp/waitRetestDown, retest_up/retest_down, and rtUpOutcome/rtDownOutcome directly from the real script: StatusMeaningActionNot yet (from Breakout row)No breakoutWaitArmed - awaiting retest of ORH/ORLBreakout fired, watching for the retest touchWaitRTC - continuation confirmedRetest candle closed back through the levelEntry signal in the breakout directionRTF - retest failedRetest candle closed back inside the rangeDon't enter continuation; watch the opposite Rev/Fade rowRetest window expired (stale)No touch within your Max Bars to WaitVoid Includes (N bars ago), computed from waitRetestUpBar/waitRetestDownBar — the actual bar index your real script arms the retest watch on. This tells you whether an RTC/RTF is live or historical context. Rev/Fade (after Up-fail) / (after Dn-fail) Only activates after the matching Retest shows RTF. Reads waitRevFadeLong/waitRevFadeShort and revLong/fadeLong/revShort/fadeShort directly: StatusMeaning—Not armedArmed - watching ORL/ORH for reversal/fadeWatching the opposite level after an RTFREV - reversed through ORL/ORH, fresh short/longOpposite level closed through — new opportunity in the new directionFADE - rejected at ORL/ORH, range holdingOpposite level touched but rejected — range is holding Also includes (N bars ago), from waitRevFadeLongBar/waitRevFadeShortBar. Signal vs Bias Check Compares a confirmed RTC direction against day_dir (the same Day Bias shown two rows up — not a separate ADX-based proxy): DisplayMeaningNo conflictNo confirmed RTC yet, or it agrees with Day Bias⚠ Confirmed LONG vs Bearish Day BiasRTC long confirmed while Day Bias reads Bearish⚠ Confirmed SHORT vs Bullish Day BiasRTC short confirmed while Day Bias reads Bullish A caution flag, not a stop signal — it's a cue to size down, tighten stops, or be skeptical of extended targets, not an automatic skip. Important Usage Notes Retest/Rev-Fade rows are historical snapshots. They hold whatever text they last resolved to until the next OR session resets them — always check the (N bars ago) tag before treating a status as a live signal. Day Bias / ADX recalculates live, so it can visibly diverge from an older Retest status as the session progresses. All checklist state resets automatically at the start of each new OR session (or_start), same as your original script's own state. This checklist reads your actual script's internal variables — it cannot disagree with the breakout/retest/REV/FADE markers drawn on the chart, since both come from the same calculation. Still no automatic stop/target/position-size calc — pair with your own risk rules, same as before.
Penunjuk
oleh jrogerhowell
VPIN Flow Regime [OutOfSampleLab]VPIN Flow Regime visualises order-flow toxicity and buy/sell pressure directly on your chart, with non-repainting flow-price divergence. It describes the current state of the tape. It does not give buy or sell signals. How it works - Each bar's volume is split into buy and sell parts using Bulk Volume Classification: the buy fraction is the CDF of the standardised close-to-close change. Two paper-faithful variants are selectable: the standard-normal CDF (Easley, Lopez de Prado & O'Hara, 2012) or the fat-tailed Student-t CDF with 0.25 degrees of freedom (their 2016 paper). To our knowledge no other public script offers both. - VPIN toxicity = sum |buy - sell| / sum volume over N bars. An unsigned measure of how one-sided flow has been. It is coloured by its own rolling percentile into a regime light: Quiet, Normal, Elevated, Burst. - Buy pressure = net flow rescaled to 0-100 (50 = balanced). - Divergence: when price makes a higher high (or lower low) that net flow does not confirm. Confirmed on pivots a few bars later, so it never repaints. By default the divergence lines and labels are drawn directly on the price chart. Alerts - Toxicity crossing into Elevated / Burst / back to calm. - Bullish / bearish flow-price divergence. All alerts are state-change events, not trade instructions. Honest limitations (please read) - This is a bar-based approximation of VPIN, not tick-level VPIN on a true volume clock. Read relative levels and percentiles, not absolute values. - TradingView volume is feed-dependent; on many FX/index/CFD symbols it is tick count, not traded volume, and the reading is weak there. Prefer symbols with real volume. - Aggressor classification is imperfect and depends on the window settings. This is an impersonal educational tool that runs the same for everyone. Not financial advice, no performance claims. References: Easley, Lopez de Prado & O'Hara (2012), Review of Financial Studies 25(5); (2016), Journal of Financial Economics 120(2); Lee & Ready (1991), Journal of Finance 46(2).
Penunjuk
oleh outofsamplelab
SSA & Trend - Post Normalized## SSA Trend with Post-Normalization This indicator is a modified version of **“End-Pointed SSA of Normalized Price Corridor ”** and is based on the original work by Loxx. The main difference lies in the order of the SSA calculation and normalization. In the original implementation, the input price is normalized first: `normalized = (source - ma) / dev` SSA is then applied to the normalized price series. However, this normalization method may sometimes produce a misleading trend signal. Even when the actual price is rising, the normalized value may decline if the moving average (`ma`) and standard deviation (`dev`) increase faster than the price itself. As a result, SSA applied to the normalized series may indicate a downward trend while the underlying price trend is still upward. To reduce this distortion, this version changes the calculation order: 1. Apply SSA directly to the original price series. 2. Reconstruct the smoothed SSA trend. 3. Normalize the reconstructed SSA trend afterward. In other words: **Original approach:** `Price → Normalize → SSA → Trend` **This version:** `Price → SSA → Trend → Normalize` By performing normalization after SSA reconstruction, the indicator aims to preserve the direction of the underlying price trend while still providing a standardized oscillator that can be compared across different markets, price levels, and volatility conditions. The normalized SSA output can be used to identify: * The direction of the smoothed trend * Trend reversals and turning points * Overextended upward or downward movements * Momentum weakening after a strong price move * Potential entry and exit signals based on threshold crossings and trend-color changes Special thanks to **Loxx** for the original open-source indicator and SSA implementation. This indicator is intended for research and analytical purposes only and does not constitute financial advice.
Penunjuk
oleh ingavs2021
Dividends, Returns, and Growth Calculator**1 / 3 / 5 / 10 Year Returns, Income and Value** This indicator estimates how a fixed investment would have performed over the past 1, 3, 5, and 10 years. It combines historical price performance, gross dividend distributions, optional dividend reinvestment, accumulated shares, latest payout income, trailing-12-month dividend yield, and current position value in one compact table. The script is designed for dividend-paying stocks, ETFs, and funds. ## Main Features * Calculates 1-year, 3-year, 5-year, and 10-year price returns * Calculates total return with or without dividend reinvestment * Simulates whole-share or fractional-share DRIP * Uses actual historical gross dividend events * Estimates the delay between dividend events and cash distribution * Calculates trailing-12-month dividend yield * Shows the cash generated by the latest completed distribution * Shows the number of shares currently held * Shows the current market value of the simulated position * Automatically estimates monthly, quarterly, semi-annual, or annual payout frequency * Uses daily data internally, allowing the table to work on intraday and higher-timeframe charts ## Table Columns ### Term The historical investment period being simulated: * 1Y * 3Y * 5Y * 10Y ### Start The historical closing price used to establish the original position. The initial investment is divided by this price to calculate the original number of shares purchased. ### Price % The change in share price from the historical starting price to the current price. Dividends are not included. ### Total % The total return generated by the investment, including dividends. The calculation changes depending on whether dividend reinvestment is enabled. **Reinvest Dividends enabled** Total return includes: * The current value of the original shares * The current value of all shares purchased through DRIP * Dividends generated by DRIP-acquired shares * Any remaining whole-share DRIP cash * Any dividend cash waiting for the estimated distribution date This represents a compounded total-return simulation. **Reinvest Dividends disabled** Total return includes: * The current value of the original shares * All dividends received during the selected period * Any dividend payment that has been earned but is still pending Dividends are assumed to be withdrawn after each payout. They are still counted as investment return, but they do not purchase additional shares or compound. ### DIV Yld TTM The trailing-12-month dividend yield. It is calculated as: Total gross dividends per share recorded during the last 365 days divided by the current share price. This calculation uses actual historical dividend events rather than a financial-statement estimate. Special dividends, payout increases, payout reductions, and irregular distributions may therefore affect the displayed yield. ### Last Payout The cash generated by all shares held for the latest completed distribution. The payout is calculated using the number of shares owned when that distribution was earned. With DRIP enabled, this is the cash received before the payment was reinvested. With DRIP disabled, it is the cash generated by the original shares. The displayed prefix represents the estimated distribution frequency: * M = Monthly * Q = Quarterly * S = Semi-Annual * A = Annual ### Shares The number of shares currently held in the simulation. With dividend reinvestment enabled, this includes the original shares and all additional shares purchased through DRIP. With dividend reinvestment disabled, the share count remains equal to the original shares purchased at the beginning of the selected period. ### Value The current market value of the shares still held. With dividend reinvestment disabled, the Value column always shows: Current shares held multiplied by the current share price. Previously withdrawn dividends are not added to Value. With dividend reinvestment enabled, the user can select: **Total Value** Includes the current market value of all shares plus remaining and pending dividend cash. **Stock Value Only** Includes only the number of shares held multiplied by the current share price. ## Dividend Reinvestment When dividend reinvestment is enabled, each historical distribution is calculated using the number of shares held at that time. The resulting dividend cash becomes available on the estimated distribution date and is reinvested using the closing price on that date. Two DRIP methods are available. ### Whole Shares Only Only complete shares are purchased. Unused dividend cash is carried forward until enough cash is available to purchase another full share. ### Fractional Shares All available dividend cash is reinvested, including fractional shares. This generally produces a more complete compounding simulation because no cash is left waiting for a whole-share purchase. ## Distribution-Date Estimate TradingView provides historical dividend events but does not consistently provide the actual historical cash payment date for every symbol. This script can therefore delay reinvestment until an estimated distribution date. Automatic defaults are: * ETFs and funds: 7 calendar days * Individual stocks: 28 calendar days The delay can also be disabled or set manually. When the delay is disabled, dividend cash is treated as available on TradingView’s dividend-event date. ## Important Notes This indicator is a historical simulation and does not guarantee future performance, income, or dividend growth. Results depend on the completeness and accuracy of TradingView’s historical price and dividend data. The simulation does not include: * Income taxes * Dividend withholding taxes * Brokerage commissions * Foreign-exchange conversion costs * Bid-and-ask spreads * Broker-specific DRIP discounts * Broker-specific reinvestment timing * Slippage * Corporate actions not represented correctly in TradingView’s data Gross dividend values are used. Actual investor results may differ depending on tax residency, account type, broker policies, currency conversion, and dividend eligibility. This indicator is intended for research, comparison, and educational purposes only. It is not financial advice.
Penunjuk
oleh cryptosnieder
Strong ETF Screener | ProjectSyndicateStrong ETF Screener turns dozens of charts into a single institutional-style dashboard, ranking a curated universe of the 40 largest US-listed ETFs by performance across six timeframes and scoring each one on professional-grade risk metrics — Beta, Sharpe, Sortino, Omega, Z-Score, and Kelly — so you can find the market's leaders and weigh their risk-adjusted quality at a glance, all on one clean, sortable panel. Every figure is computed live on the daily timeframe from real price history, not hard-coded, so the board reflects the market as it actually is right now. 📊 Curated Top-40-by-AUM Universe — the screener watches the 40 biggest US-listed ETFs by assets under management in one place: broad-market and S&P 500 cores (VOO, SPY, IVV, VTI), growth and tech (QQQ, VUG, VGT, XLK, SMH), international and emerging markets (VEA, IEFA, VXUS, VWO, IEMG), bonds (BND, AGG, TLT, BNDX, VCIT), factor and income (SCHD, VYM, VIG, QUAL, JEPI, RSP), and alternatives like gold (GLD) and spot Bitcoin (IBIT). Instead of flipping through forty charts, you see every fund's performance and risk profile side by side and immediately spot which sleeve of the market is leading and which is rolling over. 🗓️ Six-Timeframe Performance — each ETF is tracked across Week, Month, Quarter, 6-Month, 12-Month, and Year-to-Date returns, so you can separate a one-week move from a genuine long-run trend and see momentum building or fading across horizons in a single row. 🧮 Institutional Risk Metrics, Done Properly — beyond raw returns, every fund is scored on Sharpe (excess return per unit of total volatility), Sortino (return per unit of downside risk only), Omega (probability-weighted gains versus losses above the risk-free threshold), Z-Score (how stretched the recent move is in standard deviations), and the Kelly fraction (a theoretical optimal-sizing read from return and variance). The stats are annualized from daily returns over a rolling one-year window with a configurable risk-free rate, so the risk picture is consistent and comparable across the whole list — letting you line a high-flying tech fund up against a steady bond ETF on the same footing. 🎯 Basket-Relative Beta — Beta is measured against an equal-weight basket of the 40 ETFs in the screener, so it tells you how a fund moves relative to this specific top-40 cohort rather than a single broad index. Beta above 1 swings harder than the group; below 1 is steadier — an instant read on which names amplify the market and which cushion it. You control the lookback length used for the beta and correlation calculation. 🌡️ Annualized Weekly Volatility — a dedicated Wk Vol column annualizes the standard deviation of recent weekly returns, giving you a fast read on how violent each fund's price action is before you size into it — so a leveraged-feeling growth or crypto ETF never gets mistaken for a sleepy aggregate-bond fund. 🔀 Dynamic Sorting — sort the entire board by any of the six performance columns, or by static AUM rank, with a single setting. Rank by YTD to find the year's leaders, by Week to catch what is moving on fresh flows, or by any horizon in between — the table re-ranks instantly. 🎨 Bloomberg-Amber Theme with Color-Coded Strength — a clean amber-on-black dashboard with a multi-level gradient that runs from bright amber on the strongest gains through to deep red on the steepest losses, so strength and weakness jump out the moment you look at the panel. 🧩 Fully Customizable Dashboard — place the table anywhere on the chart (Top / Middle / Bottom paired with Left / Center / Right), choose your text size (Tiny / Small / Normal / Large), set the sort column, the beta length, and the risk-free rate and periods — all from the settings menu, no code editing required. The 40-ticker list is a single, clearly labeled block in the source, so refreshing the universe as AUM rankings shift is a quick edit. 🔒 Daily-Timeframe Lock — the screener is built for daily data and will prompt you to switch if you load it on a lower timeframe, so the returns, volatility, and ratios are always calculated on the basis they are designed for. ⚡ Lightweight and Efficient — the whole 40-name board is built from a tight, well-organized script that runs smoothly on TradingView, with a clean merged title heading and an alternating-row layout for easy reading. Delisted or halted tickers degrade gracefully to blank rows rather than breaking the panel. 🎯 Why this is different — most watchlists show you price and maybe a percentage move. This screener puts performance and a full institutional risk stack — Sharpe, Sortino, Omega, Z-Score, Kelly, Beta, and annualized volatility — for the forty largest ETFs on one sortable, color-coded panel, so you are ranking opportunities by risk-adjusted quality, not just chasing the biggest green number. 🚀 Where to use it — apply it to any daily chart to monitor the ETF leadership landscape as a whole. Use it for top-down asset-allocation and rotation ideas, cross-sleeve comparison (equity vs bond vs commodity vs crypto), and risk screening before you drill into an individual fund's chart for entry timing. ⚠️ Important — this is a research and decision-support dashboard, not a buy/sell system, and it makes no performance guarantees. The 40-name universe is a snapshot of the current largest ETFs by AUM and will drift over time; the board re-ranks live, but membership is fixed until you update the ticker list. All figures are historical and descriptive, computed from past price data, and say nothing certain about the future. Risk metrics like Sharpe, Sortino, Omega, Z-Score, and Kelly are simplified, assumption-based estimates and should inform your judgment, not replace it. Always pair the screener with your own analysis and risk management.
Penunjuk
oleh ProjectSyndicate
jrhORBChecklistjrhORBChecklist — Documentation Standalone companion script that automates the ORB entry/exit checklist as a live TradingView table. Built to mirror the rules described for jrhMultiORB (close-only breakout, retest RTC/RTF, Failed-ORB REV/FADE, max-bars expiration, one-signal-per-direction lock). Input Groups Group Setting What it controls Opening Range Window OR Session (exchange time) The session window used to build the Opening Range (default 09:30–10:00) Session Timezone IANA timezone for the OR session (default America/New_York) Plot OR High/Low on Chart Toggles the lime/red OR High/Low step-lines Retest / Reversal Rules Max Bars to Wait How long a retest or reversal/fade watch stays armed before it's abandoned as stale Day Bias / Strength Filter ADX/DMI Length, ADX Smoothing Standard ADX/DMI calculation settings ADX 'Weak Trend' Threshold Below this, bias reads "Weak / Choppy" regardless of DI direction Checklist Table Show Checklist Table Master on/off Position Where the table renders on the chart Table Row Reference OR Range Shows the locked Opening Range high–low once the session window closes. Reads "forming..." while the session is still building. Everything else in the table is measured against these two levels. Day Bias / Strength Live ADX/DMI reading, recalculated every bar (unlike the rows below, which are historical snapshots). Format: Strong Up/Down (ADX X) or Weak / Choppy (ADX X). A low ADX going into a session means breakouts are more prone to failing/reversing. Breakout Up / Breakout Down Shows whether that direction's breakout has fired this session ("used this session" / "not yet"). Each direction can only fire once per session (one-signal-per-direction lock) — a second breakout attempt in the same direction won't retrigger it. Retest (Up) / Retest (Down) The core entry-decision row. Cycles through these states: Status Meaning Action OR locked — waiting for breakout No breakout yet Wait Breakout confirmed — awaiting retest Breakout closed beyond the OR level, watching for price to come back and tag it Wait RTC — continuation confirmed Retest candle closed back through the level, confirming the breakout is holding Entry signal in the breakout direction RTF — retest failed Retest candle closed back inside the range Do not enter continuation; watch the opposite Reversal/Fade row instead Retest window expired (stale) No retest touch within Max Bars to Wait Treat as void Includes a (N bars ago) tag showing how long ago that status last changed — critical for judging whether an RTC/RTF is a live, actionable signal or old context from earlier in the session. Reversal/Fade (from Up-fail) / (from Dn-fail) Only activates after the matching Retest row shows RTF. Watches the opposite OR level: Status Meaning — Not armed (no RTF has occurred yet) Armed - watching ORL/ORH for reversal/fade RTF occurred, now watching the opposite level REV/FADE tagged at OR Low/High Opposite level was reached within the window — a separate, opposite-direction opportunity, distinct from the original breakout Fade window expired (stale) No touch within Max Bars to Wait Also includes a (N bars ago) tag. Signal vs Bias Check Compares the current Retest status against the live Day Bias reading: Display Meaning No conflict No confirmed RTC exists, or it agrees with Day Bias ⚠ Confirmed LONG vs Bearish Bias An RTC long is confirmed while Day Bias reads Strong Down ⚠ Confirmed SHORT vs Bullish Bias An RTC short is confirmed while Day Bias reads Strong Up This is a caution flag, not a stop signal — it surfaces a judgment call (skip, reduce size, or tighten targets) rather than making it for you. Important Usage Notes • Retest/Fade rows are historical snapshots, not live recalculations. Once RTC/RTF/REV/FADE fires, that text stays displayed unchanged until the next session reset — always check the (N bars ago) tag before treating a status as a current signal. • Day Bias is the opposite — it's a live indicator value recalculated every bar, so it can visibly diverge from an older Retest status as price evolves through the session. • All session-tracking state (OR levels, breakout-used flags, retest/fade bar counters) resets automatically at the start of each new Opening Range session. • This script does not compute stop/target levels or position size — pair it with your own risk rules.
Penunjuk
oleh jrogerhowell
Options ConfluenceBacktest Strategy. EMA (13-period) — Trend Direction Filter The Exponential Moving Average weights recent price more heavily than older price, so it reacts faster to changes than a simple moving average. Here it's used as a basic trend filter: price above EMA = bullish bias, price below = bearish bias. It's the "which side of the market am I even allowed to trade" gate. 2. VWAP — Institutional Fair Value Reference Volume-Weighted Average Price is the average price weighted by volume traded at each price level, resetting each session. It's widely used by institutional/algo desks as a benchmark for "fair value" for the day — price above VWAP suggests buyers are in control and paying a premium to average; below suggests sellers are dominant. Combining EMA + VWAP means you're requiring both a short-term trend signal and an institutional positioning signal to agree before considering a trade. 3. Chandelier Exit — Volatility-Adjusted Trend/Stop Indicator Originally built by Chuck LeBeau, this uses ATR (Average True Range) to set a trailing stop: highest high (over N bars) − ATR × multiplier for longs, lowest low + ATR × multiplier for shorts. The idea is the stop distance scales with how volatile the market currently is — tighter stops in calm markets, wider stops in choppy ones — rather than using a fixed point/percentage stop. Here it's repurposed as a directional filter (ceDir): once price closes beyond its own ratcheted stop line, the market is considered to have flipped regime. This is the piece that was buggy before — a proper Chandelier Exit locks in its stop level as the trend extends (never loosens it), so it acts like a ratchet defining trend persistence, not just a moving band. 4. BOS (Break of Structure) — Price Action / Smart Money Concepts This comes from ICT/Smart Money Concepts trading theory. A "break of structure" happens when price closes beyond a recent swing high (bullish BOS) or swing low (bearish BOS), signaling that the prevailing short-term structure has been broken and a new directional leg may be underway. Here it's simplified to "close beyond the highest high/lowest low of the last N bars" — a lightweight proxy for genuine swing-point BOS. How they combine — Confluence Trading The core theory tying this together is confluence: no single indicator is trusted alone; a trade only triggers when multiple independent signal types agree simultaneously: Trend (EMA) Institutional reference level (VWAP) Volatility-adjusted regime/momentum (Chandelier direction) Structural price action break (BOS) The logic is that each indicator alone throws false signals regularly, but the intersection of unrelated methodologies (a moving average, a volume-weighted price, a volatility band, and a structural break) filters out a lot of that noise, at the cost of trading much less frequently — you're trading only the highest-conviction setups where trend, order flow proxy, volatility regime, and structure all point the same way at once. The tradeoff worth knowing: confluence models like this tend to have fewer trades and (in theory) higher win rates per trade, but they also lag — by the time all four conditions align, you're often entering after a meaningful chunk of the move has already happened, which matters a lot for options where theta is working against you while you wait for the setup to form.
Strategi
oleh nitinarora2004
Day-Extreme Reversal Signals (SPY 5m)What you'll see on the chart 5-minute scouts (small triangles + small labels). When a bar makes a new session low with one of the study shapes, it's marked with its honest hold-rate: 5m RevClose: holds 28% (base 14%) (green bar closing in its top third at the low — the most common day-low shape), 5m Spring: holds 17% (big lower wick, close held up), 5m V-confirm: holds 27% (green bar defending the prior bar's flush). Deliberately subtle styling — at 17–28% these are scouts, not entries. High-side scouts get the same treatment with their (weak) 11–12% numbers. Hourly signals (full background band + large label). When a completed hourly bar prints one of the shapes at a session extreme, the next 12 five-minute bars get a colored band and a loud label: HOURLY RevClose at session low: DAY LOW 64% (base 35%). This is the real signal tier — teal bands for lows, orange for highs (with the high label honestly adding "expect a retest attempt," since even the best high pattern only holds 47%). Alerts fire on both hourly signal types. The decision panel (top-right) - Live session state: current session low/high, when each was set, and — the piece I think you'll use most — "Odds the day extreme has ALREADY printed: low ~X%, high ~Y%", interpolated live from the measured time-of-day curves as the session progresses. At 10:30 ET it'll say the low is ~47% likely already in but the high only ~32%. - Hourly forming row: what shape the current, incomplete hourly bar is building (labeled provisional — it only becomes a signal at the hour close). - The two structural rules, always visible: lows are V-shaped — 55% never retest within 30 minutes, don't wait for confirmation; highs retest 82% of the time — first touch is rarely final, exits can be patient. - Timing reference (lows in by 10:00/10:30/11:30 on 37/47/60% of days; highs skew late) and the honesty footer distinguishing scout-grade from signal-grade percentages. Design honesty, as always The percentages are P(that extreme holds as the day's extreme) from real-time simulation on 60 days of 5m and 730 days of hourly data — the number you actually face in the moment, which is why they're much lower than the hindsight lifts from the study (a 3.9× lift collapsed to 28% precision once you can't peek at the future). None of this has been tested as an entry system with P&L — it's decision support for the scalps you're already taking within the daily-bias framework. The natural marriage: an hourly RevClose band firing while the bias panel shows an active long tier is the highest-alignment moment this whole project can currently produce. If you want, the next study can quantify exactly that intersection — hold-rate and forward return when hourly low-signals fire during active T1–T3 windows.
Penunjuk
oleh JoeRodTrades