Começar

Crescimento

U.S. Treasury Bills Held Outright | Astral Vision U.S. Treasury Bills Held Outright | Astral Vision 🌠💠 Treasury Bills Held Outright represents the stock of short-term US government securities held directly on the Federal Reserve's balance sheet. Expansions of this holding reflect active Fed intervention in the short-term debt market, injecting liquidity into the financial system. Contractions signal withdrawal. Because T-Bills are the shortest-duration instrument the Fed holds, changes in this series respond faster than broader balance sheet metrics and can serve as an early read on the direction of monetary conditions. This indicator plots the weekly WSHOBL series from FRED and colors it by whether its 10-bar rate of change is above a configurable growth threshold, distinguishing active expansion phases from stagnation or contraction. The same regime is projected onto the price chart as a background highlight. Calculation ⚙️ `ROC = (val − val ) / |val |` The signal colors positive when ROC exceeds the configured threshold, indicating active T-Bill accumulation by the Fed. Below the threshold the signal turns negative. Data is pulled weekly from FRED on confirmed closed bars. Plots 📊 Weekly WSHOBL line in the indicator panel, colored by ROC regime Background highlight on the price chart during active expansion phases (toggleable transparency) Inputs 🎛️ `Overlay BG Transparency`: opacity of the price chart background highlight during expansion Colors 🎨 5 Astral Vision presets + custom override. Default: Paradiso. Positive color activates when the rate of change exceeds the growth threshold; negative color applies otherwise. Purpose 🎯 Most Fed balance sheet indicators track total assets or reserves, series that move slowly and are dominated by longer-duration holdings like MBS and Treasuries. T-Bills Held Outright is a narrower and more reactive slice of the balance sheet that captures short-term liquidity operations directly. When the Fed is actively accumulating T-Bills, it is injecting short-duration liquidity into the system, a condition that has historically been favorable for risk assets including Bitcoin. This indicator makes that dynamic visible on any chart without requiring manual cross-referencing of FRED data. Disclaimer ⭕️ It is not financial advice, not an investment recommendation, and not affiliated with any financial institution, research firm, or organization of any kind. All content is provided for educational and informational purposes only. Always conduct your own research before making any financial decision.
Indicador Pine Script®
por AstralVision
Analyst Targets + PE & Forward PEAnalyst Targets + PE & Forward PE This indicator displays key fundamental and analyst data directly on your chart in a clean table, along with visual target price lines. Features: Trailing P/E (TTM) and Forward P/E Full Analyst Consensus Breakdown: Strong Buy Buy Hold Sell Strong Sell Overall Analyst Rating (Strong Buy to Strong Sell) Analyst Price Targets: Average Target High Target Low Target Visual Target Lines (all in light green with different styles for easy distinction) Dynamic labels showing exact target values The table updates in real-time and only appears on the last bar for a clean look. Target lines automatically adjust and extend as new bars form. Perfect For: Swing traders and investors who want quick insight into valuation and Wall Street consensus Checking how the current price compares to analyst targets Monitoring changes in analyst sentiment Settings: Table position can be changed in the script (currently Top Right) Line length and styles are customizable
Indicador Pine Script®
por amirnik
(EV/EBITDA) / GrowthBuilding blocks Component What it means EV (Enterprise Value) Market Cap + Debt + Minority Interest − Cash — the true cost to buy the whole company EBITDA Earnings Before Interest, Tax, Depreciation & Amortisation — a proxy for operating cash flow EV/EBITDA How many years of operating earnings you're paying — a valuation multiple Growth YoY % change in EBITDA (or Revenue) — how fast the company is expanding The problem it solves EV/EBITDA alone is incomplete. A company at EV/EBITDA = 20x growing at 40%/yr → cheap A company at EV/EBITDA = 10x growing at 2%/yr → expensive EVEG captures this by dividing the multiple by the growth rate. How to read it EVEG Interpretation < 1 🟢 Undervalued relative to growth = 1 🟡 Fairly valued > 2 🔴 Expensive relative to growth Negative ⚠️ Negative growth — ratio loses meaning Simple example EV/EBITDA = 15x EBITDA Growth = 30% EVEG = 15 ÷ 30 = 0.5 → 🟢 Cheap for its growth rate These are three different ways to calculate (EV/EBITDA) ÷ Growth, each using a different time period for the EBITDA denominator: EVEG @ FY — Fiscal Year Uses annual EBITDA (last full fiscal year) Most stable, least noisy Best for long-term valuation comparison Growth = YoY change in annual EBITDA EVEG @ TTM — Trailing Twelve Months Uses last 12 months of EBITDA (rolling) Most current/real-time view Reacts faster to recent earnings changes Growth = YoY change in TTM EBITDA EVEG @ FQ — Fiscal Quarter Uses a blended formula: ebitda_fq + (ebitda_ttm × 3/4) This was Lorenzo's original formula — it mixes the latest quarter with TTM to smooth out single-quarter spikes Most granular but also most volatile Growth still uses FY growth rate as the divisor Which to trust? Signal Best Use FY Long-term investors, annual screening TTM Most balanced — current but smoothed FQ Short-term traders, catching turning points early When all three are aligned and low (< 1), that's the strongest signal of undervaluation relative to growth.
Indicador Pine Script®
por syazdian
Long-Term Growth Stock ScorerLong-Term Growth Stock Scorer plots a 7-criterion scoring system on any stock, identifying high-quality growth setups and signaling 200 EMA retest entries. Designed for long-term investors building positions in trending stocks with confirmed strength across trend, momentum, and participation. THE 7-CRITERION SCORECARD Each stock is scored 0-7 based on: Price above daily 200 EMA — primary trend 50 EMA above 200 EMA — golden cross alignment 200 EMA sloping up — confirmed long-term uptrend Price above weekly 200 EMA — multi-timeframe confirmation Relative strength vs benchmark (S&P 500, NASDAQ 100, TSX Composite, FTSE, ASX, Russell 2000, or any custom symbol) RSI in healthy range (40-70) — momentum quality, not exhausted Volume trend rising — institutional participation expanding SIGNALS BUY label fires when a qualified stock (score >= threshold) retests its 200 EMA on volume WEAK label fires when a held position drops below the qualification threshold Background highlight when current score is in the qualified zone Three built-in alerts: buy signal, score weakening, and score strengthening (entering the qualified zone) FEATURES Configurable benchmark index — works for any major market or custom symbol Live dashboard showing each criterion's pass/fail status, current RSI value, and distance from 200 EMA Six dashboard position options Adjustable minimum score threshold (default 5/7) Volume confirmation toggle for retest signals HOW TO USE Run on any stock chart on the daily timeframe. Set your benchmark to match the stock's market (S&P 500 for US stocks, TSX Composite for Canadian stocks, etc.). Use the dashboard to scan watchlist stocks for current qualification. When a qualified stock retests its 200 EMA on rising volume, the BUY signal fires. Best used as a confirmation layer alongside fundamental analysis — strong technical setups need strong businesses underneath. Open-source. Feedback and forks welcome.
Indicador Pine Script®
por ajaypercy
Auto Fib Retracement & Extensions exact copy of SNIPER CloseIt’s an auto-updating Fibonacci retracement and extension indicator that: Detects swing highs/lows Identifies trend direction (bullish or bearish) Draws key Fibonacci levels Highlights entry and target zones Visually maps the trend with zigzag and background zones. This isn’t just a basic Fib tool — it’s more like a mini trading system. 1. Smart Swing Detection 2. Trend Awareness 3. Full Fibonacci Framework 4. Visual Clarity (Big Advantage) 5. Built-in Trade Logic 6. Efficient Object Management Baste on the SNIPER Close Indicator, and it will be updated regularly, and it's FREE.
Indicador Pine Script®
por autocrp
2
Financial fundamentalsThis indicator helps you understand the basic financial fundamentals of the company. It displays price to earning ratio, price to book ratio, market capitalisation, net income, revenue, net income and EPS growth, year on year and then quarter on quarter, followed by three years CAGR, growth of revenue, net income and debt. And if you think that these numbers can be manipulated, then it also shows free cash flow to net income ratio. So basically, it covers everything financiallythat is needed for you to see for a long-term investment.
Indicador Pine Script®
por Abhyuday01
Seba'sCalcThis indicator acts as a real-time trade planning panel directly on your chart. Simply enter your Invested Amount, Entry price, Take Profit (TP), and Stop Loss (SL) in the settings — the table calculates and displays everything else automatically. ──────────────────────────────────────── WHAT IT DISPLAYS ──────────────────────────────────────── • Risk — Your total capital at risk (invested amount) • Qty — Position size derived from your investment and entry price • Entry — Your planned entry price • TP — Take Profit level (highlighted in teal) • SL — Stop Loss level (highlighted in red) • Profit — Expected dollar profit if TP is hit (Qty × (TP − Entry)) • Risk/Reward — Ratio of potential profit to potential loss ──────────────────────────────────────── HOW IT WORKS ──────────────────────────────────────── Qty = Invested Amount ÷ Entry Price Profit = Qty × (TP − Entry) Risk Amount = Qty × (Entry − SL) Risk/Reward = Profit ÷ Risk Amount ──────────────────────────────────────── CUSTOMIZATION ──────────────────────────────────────── • Table position — Top/Bottom, Left/Right, or Center • Text size — Tiny, Small, Normal, or Large • Profit row color changes automatically (teal = profit, red = loss) ──────────────────────────────────────── WORKS ON ALL ASSETS ──────────────────────────────────────── Crypto, Forex, Stocks, Commodities — any market where you define your own entry, TP, and SL levels. ──────────────────────────────────────── HOW TO USE ──────────────────────────────────────── 1. Add the indicator to your chart 2. Open Settings (gear icon) 3. Enter your Invested Amount, Entry, TP, and SL 4. The table updates instantly on the last bar No repainting. No signals. Pure planning tool.
Indicador Pine Script®
por SebaSultan
Trade Strategy Calculator [WillyAlgoTrader]📊 Trade Strategy Calculator is the first comprehensive mathematical strategy calculator built entirely inside TradingView — a 4-panel dashboard that computes position sizing, risk analysis, deposit growth projection, and Kelly Criterion optimization in real time, directly on your chart. No spreadsheets, no external tools, no switching tabs. Every number you need before entering a trade — position size, stop loss level, take-profit targets, commission impact, expected value, probability of ruin, compound growth forecast, and optimal bet sizing — calculated from your strategy parameters and displayed in a single organized view. This tool is useful for every trader regardless of market, instrument, or timeframe — stocks, forex, crypto, futures, indices, commodities. Whether you trade scalping on 1-minute charts or swing on daily, whether you use 1x spot or 125x futures leverage — the mathematics of position sizing, risk management, and bankroll growth are universal. This calculator puts those mathematics at your fingertips. 🧩 WHY ALL FOUR PANELS WORK TOGETHER Most traders calculate position size in isolation — they know how much to risk but don't connect it to their long-term growth trajectory. They know their win rate but don't know if it's mathematically profitable after commissions. They have a "feel" for their risk level but haven't computed what happens after 7 consecutive losses. This calculator connects four mathematical dimensions into one coherent picture: 🎯 TRADE panel answers: "How large should this specific trade be, and what are the exact entry/SL/TP prices?" ⚠️ RISK panel answers: "What happens when things go wrong — how many losses until I hit my daily limit, my max drawdown, and what's my expected value per trade?" 📈 GROWTH panel answers: "If I trade consistently with these parameters, where will my deposit be in 30/90/365 days — and how long to reach my target?" 📐 KELLY panel answers: "Am I betting the mathematically optimal amount — or am I over-betting (risking ruin) or under-betting (leaving growth on the table)?" A trader who only uses the TRADE panel knows their position size but not whether their strategy has positive expected value. A trader who only uses KELLY knows the optimal bet size but not the specific position for their current trade. A trader who only uses GROWTH knows the projection but not whether the underlying math is sound. All four together give you the complete picture: "Is my strategy profitable? Am I sizing correctly? What's the worst case? And where does this lead?" 🔍 WHAT MAKES IT ORIGINAL There is no other indicator on TradingView that combines all four of these mathematical models — position sizing, risk stress testing, compound growth simulation, and Kelly Criterion — into a single, real-time, interactive dashboard. Each panel alone would be a useful tool. Together, they create something that doesn't exist elsewhere on the platform. 🎯 PANEL 1 — TRADE (Position Sizing + Targets) This panel calculates the exact position size for your trade based on your deposit, risk percentage, stop loss distance, leverage, and commissions. Core formula: positionSize = riskAmount / (slDistance% + commissionBothSides) Where: — riskAmount = deposit × riskPerTrade% — slDistance% = slPercent × (1 + slippage%) — slippage is added to the stop distance for realistic sizing — commissionBothSides = commission% × 2 (open + close) This formula ensures that if your stop loss is hit, you lose exactly riskAmount — not more, not less — after accounting for both slippage and round-trip commission. What you see: — Direction (Long / Short) — Entry Price (manual or auto from chart) — Stop Loss price (calculated from entry ± SL%) — 💰 Position Size in USD — the headline number — Margin Required (if leverage > 1) — Quantity (units/coins/shares) — 🔴 Risk (loss) in USD and % of deposit — 🟢 Profit at TP — in USD, % of deposit, and net R:R after commission — TP Price level — Commission cost in USD — Liquidation price (for leveraged positions) — ⚠️ Insufficient margin warning (if position exceeds deposit) Multi Take-Profit mode: When enabled, the position is split across 2 or 3 TP levels with configurable volume allocation: — TP1 at R:R 1.0 with 50% of position → locks partial profit early — TP2 at R:R 2.0 with 30% → captures the main move — TP3 at R:R 3.0 with 20% (if 3 TPs) → runner for extended moves Each TP shows: profit in USD, target price. The panel also computes: — Total blended profit across all TPs — Net R:R (blended, after commissions) — Breakeven price after TP1 — the price where your remaining position becomes zero-loss after banking TP1 profit. This is critical: after TP1, you move your stop to this price — the trade can no longer lose money. Example: Deposit: $10,000. Risk: 1% ($100). SL: 2%. Commission: 0.04%. Position = $100 / (0.02 + 0.0008) = $4,808. If BTC at $100,000 → SL at $98,000, TP1 at $102,000. If stopped out → you lose exactly $100 (1% of deposit). If TP1 hit → you gain ~$96 (after commission). ⚠️ PANEL 2 — RISK (Stress Testing + Expected Value) This panel answers: "What happens when I have a losing streak, and is my strategy mathematically profitable?" Daily risk limit: maxLosingDaily = floor(dailyRiskLimit% / riskPerTrade%) Example: 3% daily limit, 1% per trade → you stop after 3 losses in a day. Max drawdown limit: maxLosingTotal = floor(maxDrawdown% / riskPerTrade%) Example: 20% max DD, 1% per trade → 20 consecutive losses to hit max DD. Stress test — losing streaks: The panel computes what happens after 5, 7, and 10 consecutive losses: — depositAfterN = deposit × (1 − riskPerTrade%)^N — drawdownAfterN = (1 − (1 − riskPerTrade%)^N) × 100% — probabilityOfN = (1 − winrate%)^N × 100% Example: $10,000 deposit, 1% risk, 55% winrate: — 5 losses: −4.9% DD ($9,510), probability 1.85% — 7 losses: −6.8% DD ($9,321), probability 0.37% — 10 losses: −9.6% DD ($9,044), probability 0.03% This tells you: a 5-loss streak WILL happen (1.85% probability over hundreds of trades). A 10-loss streak is extremely rare (0.03%). Your risk% must be sized so that even the realistic worst case doesn't blow your account. Expected Value (EV): EV per trade = winrate × riskAmount × avgR:R − (1 − winrate) × riskAmount − commission This is the single most important number in trading. If EV > 0, your strategy makes money over time. If EV < 0, no amount of position sizing saves you. The panel shows: — 📈 EV per trade in USD (highlighted — this is the headline metric) — EV per 100 trades — Break-even winrate WITH commission — the minimum winrate needed to be profitable at your R:R, accounting for commission drag — Your actual WR and R:R for comparison Break-even winrate formula (with commission): beWinrate = (1 + commissionCost / riskAmount) / (avgR:R + 1) This is more accurate than the standard 1/(R:R+1) because it accounts for commission reducing your net edge. 📈 PANEL 3 — GROWTH (Deposit Projection + Scenarios) This is the unique deposit growth simulator — it projects where your deposit will be after N days of consistent trading, using either compound (reinvest profits) or simple (fixed risk from initial deposit) growth. Compound growth formula: EV per trade as % = winrate × (risk% × R:R) − (1 − winrate) × risk% totalTrades = tradesPerDay × projectionDays finalDeposit = deposit × (1 + evPerTrade%)^totalTrades Simple growth formula: finalDeposit = deposit + deposit × evPerTrade% × totalTrades The difference is massive. Compound growth reinvests profits — each winning trade increases the base for the next trade. Simple growth always risks a fixed amount from the initial deposit. Example — compound vs simple: $1,000 deposit, 55% WR, 1:2 R:R, 1% risk, 3 trades/day, 30 days: — Simple: $1,000 + $1,000 × 0.65% × 90 = $1,585 — Compound: $1,000 × (1.0065)^90 = $1,795 Over 90 days: $1,585 vs $1,795. Over 365 days the gap becomes enormous. This is why compound growth (reinvesting profits) is the key to deposit acceleration. Three scenarios: — 🟢 Optimistic: your winrate + 10% (what happens if you're having a great month) — 🟡 Realistic: your actual parameters — 🔴 Pessimistic: your winrate − 10% (what happens during a drawdown period) This gives you a range, not a single number. If even the pessimistic scenario is positive, your strategy is robust. Goal milestones: — Days to 2× deposit (double your money) — Days to 3× deposit — Days to custom target ($5,000, $10,000, etc.) Formula: daysToTarget = log(target / deposit) / (log(1 + evPerTrade%) × tradesPerDay) Risk metrics: — Max estimated drawdown: based on expected worst losing streak × risk% — Ruin probability: the probability of losing your entire bankroll at your current risk level Ruin probability formula: edge = winrate × R:R − (1 − winrate) bankrollUnits = floor(100 / risk%) ruinProb = ((1 − winrate) / (winrate × R:R))^bankrollUnits If edge ≤ 0, ruin probability is effectively 100%. If edge > 0, ruin probability decreases exponentially with more bankroll units (lower risk%). Presets for quick scenarios: — Beginner: 45% WR, 1:2 R:R, 1% risk — conservative starting point — Moderate: 55% WR, 1:2 R:R, 2% risk — typical intermediate trader — Aggressive: 50% WR, 1:3 R:R, 3% risk — higher risk, needs discipline — Custom: uses your exact My Strategy values 📐 PANEL 4 — KELLY CRITERION (Optimal Bet Sizing) The Kelly Criterion is the mathematically optimal percentage of your bankroll to risk on each bet, given your edge. It maximizes the long-term growth rate of your account. Kelly formula: edge = winrate × avgR:R − (1 − winrate) kellyPercent = edge / avgR:R If edge ≤ 0 → Kelly = 0% (no edge, don't trade). If edge > 0 → Kelly tells you the maximum you should risk. What the panel shows: — Your winrate and avg R:R — Break-even winrate (with commission) — 📐 Edge per $1 risked — your mathematical advantage. If +$0.15, every $1 risked returns $1.15 on average. — Full Kelly % — the theoretical maximum. Most traders should NOT use this — it's too aggressive. — Half Kelly ✦ — the recommended practical value. Reduces variance by ~75% while giving up only ~25% of growth. — Quarter Kelly — ultra-conservative, minimal variance. — Your current risk % — so you can compare — Status: 🟢 Optimal (between half and full Kelly), 🟡 Conservative (below half), 🔴 Over-bet (above full Kelly), 🚨 >2× Kelly (danger zone) Growth rate comparison: — Growth rate at Kelly %: the compound growth rate per trade at the optimal bet size — Growth rate at your %: your actual compound growth rate per trade Formula: growthRate = winrate × log(1 + risk% × R:R) + (1 − winrate) × log(1 − risk%) If your rate is close to the Kelly rate, you're near-optimal. If it's much lower, you're leaving growth on the table. If it's negative (possible when over-betting!), you're actually losing money despite having a positive edge — the over-betting destroys the compounding. Why this matters: A trader with a 55% WR and 1:2 R:R has an edge. Kelly says risk ~4.6%. But if that trader risks 10% per trade (2× Kelly), their actual growth rate can become negative — they go broke despite having a winning strategy. This is the most counterintuitive result in trading mathematics: over-betting a winning system turns it into a losing system . The Kelly panel prevents this. 📖 HOW TO USE — STEP BY STEP Step 1 — Enter your strategy parameters (My Strategy section): — Deposit: your actual account balance in USD — Risk per Trade: how much you risk per trade (start with 1% if unsure) — Winrate: your historical win rate (be honest — check your journal) — Average R:R: your average reward-to-risk on winning trades — Trades per Day: how many trades you typically take — Leverage: 1 for spot, or your futures leverage — Commission: your exchange fee per side (Binance Futures taker: 0.04%) Step 2 — Set up your current trade (Trade Setup section): — Direction: Long or Short — Stop Loss %: how far your SL is from entry — Risk:Reward: your target R:R for this trade — Entry Price: manual or auto from chart Step 3 — Read the TRADE panel: — The 💰 Position Size number is your order size in USD — If using leverage, check Margin Required doesn't exceed your deposit — Note the SL and TP prices — set these in your exchange Step 4 — Check the RISK panel: — Is your EV per trade positive? If not, your strategy loses money long-term — Is your winrate above the break-even? If not, improve your R:R — Check the stress test: can your deposit survive 7 losses in a row? — If the risk badge shows 🚨 DANGER, reduce your risk% or leverage Step 5 — Review the GROWTH panel: — The projected deposit shows where you'll be in 30 days — Check the pessimistic scenario — is it still above your starting deposit? — Note the days to 2× — this is your compound growth timeline — If ruin probability > 5%, your risk is too high Step 6 — Optimize with KELLY panel: — Compare your risk% to Half Kelly — this is the recommended level — If Status shows 🔴 Over-bet, reduce your risk% — If Status shows 🟡 Conservative, you could increase (but don't have to) — Check Growth Rate at Your % — is it positive? Is it close to Kelly's rate? 🎯 PRACTICAL EXAMPLES Example 1 — Conservative Spot Trader: Deposit $5,000, Risk 1%, WR 55%, R:R 1:2, 2 trades/day, No leverage, Commission 0.1% — Position: ~$2,500 per trade. Risk: $50. — EV: +$5.60 per trade. Positive — strategy is profitable. — 30-day projection (compound): $5,000 → $5,705 (+14.1%) — Days to double: ~98 days — Kelly: 4.6%. Your 1% = conservative. Status: 🟡 Example 2 — Crypto Futures Scalper: Deposit $1,000, Risk 2%, WR 50%, R:R 1:3, 5 trades/day, Leverage 10x, Commission 0.04% — Position: ~$10,000 per trade. Margin: $1,000. Risk: $20. — EV: +$10.40 per trade. Strong positive edge. — 30-day projection (compound): $1,000 → $4,680 (+368%) — Days to double: ~14 days — Kelly: 8.3%. Your 2% = well below Kelly. Room to grow. — ⚠️ But 7-loss streak probability: 0.78%. DD: −13.2%. Manageable. Example 3 — Why Over-Betting Kills: Same as Example 2, but Risk 15% (almost 2× Kelly): — EV per trade still positive (+$78) — BUT growth rate per trade: NEGATIVE (−0.3%) — 30-day projection: $1,000 → $620 (−38%) — Kelly Status: 🚨 >2× Kelly — Despite winning 50% with 1:3 R:R, you LOSE money because over-betting destroys compounding. ⚙️ KEY SETTINGS REFERENCE ⚙️ My Strategy: — Deposit : account balance in USD — Risk per Trade (default 1%): % of deposit risked per trade — Winrate (default 55%): historical win rate — Average R:R (default 2.0): average reward-to-risk on wins — Trades per Day (default 3): daily trade count — Leverage (default 1): 1 = spot, >1 = futures — Commission (default 0.04%): exchange fee per side 🎯 Trade Setup: — Direction : Long / Short — Stop Loss % (default 1%): SL distance from entry — Risk:Reward (default 2.0): target R:R — Slippage (default 0.05%): expected execution slippage — Entry Price : Manual or Auto (chart price) 🎯 Multi Take-Profit: — Enable Multi TP (default Off): split into 2–3 targets — R:R for TP1/TP2/TP3 (default 1.0/2.0/3.0) — Volume allocation (default 50%/30%/20%) 📈 Growth Projection: — Preset : Beginner / Moderate / Aggressive / Custom — Projection Period (default 30 days) — Compound (default On): reinvest profits — Target Deposit (default 0 = off): goal amount — Max Daily Risk (default 3%): daily loss limit — Max Drawdown (default 20%): total DD limit 🎨 Visual: — Font Size: Tiny / Small / Normal / Large — Auto / Dark / Light theme ⚠️ IMPORTANT NOTES — 📊 This is a calculator, not a signal generator. It does not produce buy/sell signals. It computes the mathematical framework for your trading decisions — position sizing, risk limits, growth projections, and optimal bet sizing. The math is universal and applies to any strategy. — 📐 All calculations are deterministic — they depend only on your input parameters, not on price data. The dashboard updates in real-time when you change any input. — ⚖️ The growth projection assumes consistent strategy parameters over the projection period. Real trading involves varying win rates, R:R ratios, and market conditions. The three scenarios (optimistic/realistic/pessimistic) partially address this by showing a range. — 📏 The Kelly Criterion assumes known, fixed probabilities . In practice, your winrate and R:R fluctuate. This is why Half Kelly (not Full Kelly) is recommended — it accounts for parameter uncertainty. — 💰 Commission is calculated as round-trip (both sides) and deducted from both profit calculations and expected value. This provides realistic net returns. — 📊 The break-even winrate calculation includes commission drag — it's higher than the simplified 1/(R:R+1) formula because commission erodes your edge. — 🔄 The compound growth formula uses logarithmic overflow protection — if the projected growth exceeds exp(23) ≈ 10 billion ×, it displays "∞" instead of crashing. — 🛠️ Works on any chart, any instrument, any timeframe . The calculator is price-independent — it uses your manual inputs. "Auto" entry price mode uses the current chart close for convenience. — 🌐 Useful for all markets : stocks (set leverage = 1, commission = 0.1%), forex (adjust for pip-based SL), crypto spot (leverage = 1), crypto futures (set your leverage), indices, commodities.
Indicador Pine Script®
por WillyAlgoTrader
3
Advanced Fundamental & Technical DashboardAre you tired of constantly switching tabs to check a company's fundamental data? The Advanced Fundamental Dashboard is a clean, fully customizable overlay that displays the most critical financial metrics and ratios directly on your chart. Designed for investors and swing traders, this script provides a quick, color-coded snapshot of a company's financial health and its current position relative to historical price extremes. 📊 Key Metrics Included: Market Capitalization Valuation Ratios: P/E Ratio (Price-to-Earnings) & P/S Ratio (Price-to-Sales) Revenue 1Y Growth: Automatically calculates the 1-year trailing revenue growth. Core Financials: EBITDA, Free Cash Flow, Total Debt, and Total Equity. Dividend Yield: Smartly handles missing data (displays 0.00% instead of annoying "N/A" errors for non-dividend paying stocks). Distance to ATH & ATL: Shows exactly how far the current price is from its All-Time High and All-Time Low in percentage. ✨ Smart Features & Customization: Dynamic Coloring: Positive values and growth are automatically highlighted in green, while negative values and drawdowns are highlighted in red. Clean UI: Gracefully handles missing data from the broker feed (e.g., showing "-" instead of script-breaking errors). Fully Customizable: Don't like the position or the colors? Use the script settings (gear icon) to change the table's position, text size, background color, and text colors to perfectly match your chart theme (Light or Dark mode). 💡 Pro-Tip for ATH / ATL: To get the most accurate "Distance to ATH/ATL" readings, make sure to zoom out to a Weekly (1W) or Monthly (1M) timeframe once, so TradingView can load the maximum amount of historical price data into the script's memory.
Indicador Pine Script®
por m_b05
Historical Annual Avg Growth Lines + 1-Year ProjectionThis script creates an overlay indicator on your TradingView chart that visualizes the historical average annual growth rate of the selected instrument (e.g., TSLA) in a specific way. Here's a step-by-step summary of what it represents and how it works: Overall Purpose It calculates the average annual percentage gain (arithmetic mean) across the instrument's entire trading history, using non-overlapping periods of 252 trading days each (approximating one year, excluding weekends/holidays). It then draws horizontal green lines on the chart for each complete "year" segment, showing a projected "fair value" price level for that year based on the overall average growth rate. This helps you compare actual historical price action against what the price "would have been" if it had grown steadily at the stock's long-term average annual rate. Lines above actual prices suggest periods where growth exceeded the average (potentially overvalued in hindsight), while lines below suggest underperformance (potentially undervalued). The calculation excludes the most recent incomplete year (any bars beyond the last full 252-day segment), ensuring only fully realized historical periods are used. Key Calculations Identifying Complete Years: It divides the chart's data from the first trading day (bar_index 0) into segments of exactly 252 bars each. For example: Year 1: Bars 0 to 251 Year 2: Bars 252 to 503 And so on, up to the last full segment before the current bar. If the total bars aren't a perfect multiple of 252, the partial current year is ignored. Average Annual % Gain: For each complete year segment: It computes the % gain as (end_price - start_price) / start_price. Sums these % gains across all years and divides by the number of years to get the overall average (e.g., if TSLA averaged 42% per year historically, that's the value used). Projected Price Lines: For each year segment: Takes the starting price of that year. Applies the overall average % gain to project a "target" end-of-year price: start_price * (1 + average_annual_gain). Draws a horizontal line at that projected price level, spanning only the bars of that specific year (e.g., a flat green line covering 252 bars, positioned above or below the actual price action for visual comparison). Visual Representation Horizontal Lines: Each green line is flat and covers one historical year block on the chart. Earlier years (left side) will have lower projected prices (reflecting lower starting prices), while later years (right side) will have higher ones as the base price compounds over time—but each is independent and based on that year's start. No Smoothing or Rolling: Unlike a moving average, these are static historical segments (non-overlapping), recalculated only on the last bar for efficiency. Example on TSLA: Assuming TSLA's long-term average annual gain is ~42% (based on its history since 2010 IPO), the line for Year 1 would be at * 1.42, spanning the first 252 bars. Year 2 would start from the actual price at bar 252 and project * 1.42, and so on. If lines are consistently above actual prices in recent years, it might indicate recent growth slowing relative to historical averages. Forward Projection (1 Year Out) The script also extends a dashed orange horizontal line to the right of the current bar, projecting the price one year into the future based on the same historical average annual growth rate. It starts from the end price of the last complete historical year as the base. Applies the average % gain once more to estimate the "target" price after another 252 trading days (e.g., base_price * (1 + average_annual_gain)). The line is dashed and orange for distinction, extending approximately 252 bars to the right (scroll or zoom right to view the full projection). This provides a visual guide for where the price "might" trend if growth continues at the historical average, helping with long-term investment planning like setting targets or assessing potential upside.
Indicador Pine Script®
por toppermost
1
FCF Yield - cristianhkrThis indicator is a fundamental valuation tool that calculates Free Cash Flow Yield in real-time. Unlike standard indicators, this script solves the data gap for European companies reporting semi-annually and allows for short-term projections. What is FCF Yield? It is the real "interest rate" a company generates relative to its current market price. Formula: FCF Yield = (Free Cash Flow / Market Cap) * 100 Key Features: Timeframe Flexibility: Switch between TTM (Trailing Twelve Months), FY (Fiscal Year), and FQ (Fiscal Quarter). Smart Fallback System: Essential for European stocks. If you select "Quarter" for a company that only reports semi-annually (like many European ones: Adidas, LVMH, Pluxee), the script automatically detects and uses the Semi-Annual (FH) data instead of showing an error. Projection/Annualization: Option to annualize short-term data (multiplies Quarters x4 or Semi-Annuals x2) to estimate annual yield based on the last report. Intuitive Visualization: Green area for positive cash generation and red for cash burn. Interpretation Guide (Fundamental): 5%: Generally indicates an attractive valuation (the company generates significant cash relative to its price). < 2%: The company might be overvalued or is a high-growth company reinvesting everything. Negative: The company is burning cash (liquidity risk or early expansion phase).
Indicador Pine Script®
por cristianhkr
Performance Table: Standard DCA | Last 6-12-24-48MThis indicator visualizes Standard Dollar-Cost Averaging (DCA) performance across multiple time horizons (6M, 12M, 24M, 48M). It summarizes invested capital, current portfolio value, net profit, and return percentage in a compact table, allowing quick comparison of short- and long-term DCA outcomes. Designed for long-term investors, it helps evaluate how consistent periodic investments perform over time without relying on market timing. The indicator is asset-agnostic and works on any symbol supported by TradingView. Key use cases: Long-term portfolio tracking DCA strategy validation Performance comparison across periods Educational and analytical purposes This tool focuses on clarity and realism, avoiding over-optimization and short-term noise. -- I hope this table helps investors better understand long-term DCA performance. Feedback and suggestions for improvement are always welcome.
Indicador Pine Script®
por sedatonat
Tradix COR Report Index📊 Tradix COT Report Index The Tradix COT Report Index is an advanced market sentiment and positioning tool built on official Commitment of Traders (COT) Report data, designed to reveal how major market participants are truly positioned, beyond what price alone can show. Instead of focusing on short-term price movements, the COT Report Index analyzes real futures positioning reported to the CFTC and categorizes it into three key groups: Commercials – hedgers and so-called smart money Non-Commercials – institutions, funds, and large speculators Retail / Non-Reportables – small traders and crowd positioning Raw positioning data (Long − Short) is transformed into a normalized 0–100 index, allowing traders to instantly identify extreme market sentiment, structural imbalances, and potential turning points — without manually interpreting complex COT tables. 🧠 How the Tradix COT Index Works The index evaluates current net positions within a historical range (typically the last 52 weeks). This contextual approach makes it easy to see: when Commercials are at extreme long or short levels when speculative positioning becomes overcrowded when the market reaches structural imbalance, increasing the probability of a mean-reversion or trend shift By standardizing positioning data, the Tradix COT Index allows cross-market comparison, making it equally useful for indices, commodities, currencies, and futures-based CFDs. 🎯 How Traders Use It The Tradix COT Report Index is not an entry signal tool. Instead, it acts as a high-timeframe confirmation and market context indicator, commonly used for: identifying long-term market bias spotting divergences between price and positioning confirming trend exhaustion or accumulation phases filtering trades to align with institutional positioning When combined with technical analysis, seasonality, and risk management, the COT Index provides a statistical edge rooted in real positioning data, not opinions or lagging indicators. ⚠️ Important Notes COT data is updated weekly, not in real time Best used on higher timeframes (Daily, Weekly) Designed to enhance decision-making, not to replace trading systems
Indicador Pine Script®
por Tomas_Vanek
Risk Adjusted Geometric Exponent [VynthraQuant]RAGE Index (Risk-Adjusted Geometric Exponent) Overview The RAGE Index is a quantitative momentum oscillator that measures the efficiency and quality of an asset's price trend. Standing for Risk-Adjusted Geometric Exponent , this indicator goes beyond simple price action by evaluating the average logarithmic growth rate relative to the asset's volatility. In institutional finance, it is not just about how much an asset moves, but how it moves. RAGE identifies trends that exhibit high compounding growth with minimal "noise" or volatility. The Logic Behind RAGE The indicator is built on two core quantitative pillars: 1. Geometric Exponent (GE): Instead of simple percentage changes, we calculate the geometric mean of log-returns. This represents the true compounding "velocity" of the price. 2. Volatility Normalization: We divide the GE by the standard deviation of returns (Volatility) over a specific lookback period. How to Interpret the RAGE Index * The Zero Line: The most critical level. When RAGE crosses above 0, the asset has entered a state of positive geometric growth. Below 0, the asset is in a state of efficient decay. * Trend Quality: A rising RAGE value indicates that the trend is becoming more "efficient", growth is increasing while volatility is staying low or decreasing. * Color-Coded Candles: The script features a `force_overlay` function that colors the candles on your main chart. * Bullish Color: Efficient growth detected (Long bias). * Bearish Color: Efficient decay detected (Short bias). Key Features * Logarithmic Accuracy: Uses log-returns to ensure time-additivity and eliminate the bias found in standard percentage calculations. * Adaptive to Volatility: Unlike a standard RSI or MACD, RAGE penalizes "choppy" price action, helping you stay out of sideways markets. * Optimized Performance: Written in Pine Script v6 with high-efficiency math to ensure fast loading even on lower timeframes. Settings * GE Lookback: The window used to calculate the average growth rate. * Volatility Lookback: The window used to measure the "risk" or noise of the price action. General Disclaimer This indicator is for informational and educational purposes only. It does not constitute financial advice. The creator bears no responsibility for any financial decisions or losses resulting from its use. Past performance is not indicative of future results. Islamic Disclaimer All trading activity should be approached with awareness of halal and haram principles. Ensure your investments, instruments, and methods align with Islamic ethical standards. This tool does not promote speculative or impermissible practices.
Indicador Pine Script®
por VynthraQuant
Geometric Exponent [VynthraQuant]Overview The Geometric Exponent is a specialized momentum and trend-strength indicator designed to quantify the average logarithmic growth rate of an asset over a specific lookback period. Unlike standard moving averages, this indicator focuses on the geometric mean of returns, providing a more accurate representation of compounded growth or decay. By smoothing out the noise of daily price fluctuations through log-returns, the Geometric Exponent helps traders identify the underlying "velocity" of a trend. How it Works The indicator calculates the log-return for each bar within the user-defined GE Lookback period. It then computes the arithmetic mean of these log-returns, which mathematically represents the exponent of the geometric growth over that window. Positive Values: Indicate a period of geometric growth (upward trend). Negative Values: Indicate a period of geometric decay (downward trend). Zero Line: Acts as the equilibrium point where there is no net growth. Key Features Log-Return Basis: Better suited for financial time series analysis than simple percentage changes, as log-returns are time-additive. Customizable Lookback: Adjust the GE Lookback to fit your trading style, from fast-reacting scalping to long-term trend following. Clean Visuals: An oscillator-style plot that makes it easy to spot momentum shifts and divergences. How to Use Trend Confirmation: Look for the Geometric Exponent to stay consistently above zero for long-term bullish trends and below zero for bearish trends. Mean Reversion: Extreme peaks or valleys in the exponent may suggest that the current growth rate is unsustainable, potentially signaling an upcoming retracement. Divergence: If price makes a new high but the Geometric Exponent makes a lower high, it suggests the "compounding power" of the trend is weakening. General Disclaimer This indicator is for informational and educational purposes only. It does not constitute financial advice. The creator bears no responsibility for any financial decisions or losses resulting from its use. Past performance is not indicative of future results. Islamic Disclaimer All trading activity should be approached with awareness of halal and haram principles. Ensure your investments, instruments, and methods align with Islamic ethical standards. This tool does not promote speculative or impermissible practices.
Indicador Pine Script®
por VynthraQuant
1
Peter Lynch Value (Dynamic Growth)This indicator implements Peter Lynch's core valuation principle: Fair Price = Earnings Per Share (EPS) * Growth Rate. It provides a dynamic "fair value" line overlaid on the price chart, allowing traders and investors to quickly assess whether a stock's current price is trading above or below its intrinsic value according to the Lynch method. Key Features 1. Dynamic Growth Rate Calculation The indicator uses a custom algorithm to calculate the critical EPS Growth Rate, making it robust against missing data from standard financial fields. Methodology: It fetches historical TTM Diluted EPS reports (EARNINGS_PER_SHARE_DILUTED, TTM) and calculates the Year-over-Year (YoY) Growth Percentage from the current TTM value versus the TTM value 4 periods prior. Reliability: This custom calculation ensures the value line appears even when TradingView's pre-calculated growth metrics are unavailable (na). 2. Multiplier Control P/E Cap: You can enforce a maximum P/E multiplier (maxPE, default 25), preventing the fair value from becoming unrealistically high for extremely fast-growing companies (as Lynch suggested). Fallback P/E: If insufficient financial history is available to calculate the growth rate, the indicator automatically switches to a user-defined fallbackPE (default 15) and highlights the line in orange as a warning. 3. Smoothing (Optional) To reduce the volatility often seen in valuation metrics, you can apply an optional Simple Moving Average (SMA) to the Fair Value line. This helps visualize the underlying trend of intrinsic value. 4. Forward Estimate (Optional) Display an optional projection (circles) based on the analysts' next Fiscal Year EPS Estimate (EARNINGS_ESTIMATE, FY). This shows the potential fair value if the company meets future expectations. 5. Diagnostic Table A table in the corner provides transparency on the calculation: Green/Red: Confirms if TTM EPS and Calculated Growth are found. Final P/E Used: Shows the exact multiplier used (calculated growth or the manual fallback). Disclaimer: This tool is for informational and educational purposes only and should not be considered financial advice.
Indicador Pine Script®
por Uptrader
PEAD ScreenerPEAD Screener - Post-Earnings Announcement Drift Scanner ═══════════════════════════════════════════════════════════════ WHY EARNINGS ANNOUNCEMENTS CREATE OPPORTUNITY ═══════════════════════════════════════════════════════════════ The days immediately following an earnings announcement are among the noisiest periods for any stock. Within hours, the market must digest new information about a company's profits, revenue, and future outlook. Analysts scramble to update their models. Institutions rebalance positions. Retail traders react to headlines. This chaos creates a well-documented phenomenon called Post-Earnings Announcement Drift (PEAD): stocks that beat expectations tend to keep rising, while those that miss tend to keep falling - often for weeks after the initial announcement. Academic research has confirmed this pattern persists across decades and markets. But not every earnings surprise is equal. A company that beats estimates by 5 cents might move very differently than one that beats by 5 cents with unusually high volume, or one where both earnings AND revenue exceeded expectations. Raw numbers alone don't tell the full story. ═══════════════════════════════════════════════════════════════ HOW "STANDARDIZED UNEXPECTED" METRICS CUT THROUGH THE NOISE ═══════════════════════════════════════════════════════════════ This screener uses a statistical technique to measure how "surprising" a result truly is - not just whether it beat or missed, but how unusual that beat or miss was compared to the company's own history. The core idea: convert raw surprises into Z-scores. A Z-score answers the question: "How many standard deviations away from normal is this result?" - A Z-score of 0 means the result was exactly average - A Z-score of +2 means the result was unusually high (better than ~95% of historical results) - A Z-score of -2 means the result was unusually low By standardizing surprises this way, we can compare apples to apples. A small-cap biotech's $0.02 beat might actually be more significant than a mega-cap's $0.50 beat, once we account for each company's typical variability. This screener applies this standardization to three dimensions: earnings (SUE), revenue (SURGE), and volume (SUV). ═══════════════════════════════════════════════════════════════ THE 9 SCREENING CRITERIA ═══════════════════════════════════════════════════════════════ ───────────────────────────────────────── 1. SUE (Standardized Unexpected Earnings) ───────────────────────────────────────── WHAT IT IS: SUE measures how surprising an earnings result was, adjusted for the company's historical forecast accuracy. Calculation: Take the earnings surprise (actual EPS minus analyst estimate), then divide by the standard deviation of past forecast errors. This uses a rolling window of the last 8 quarters by default. Formula: SUE = (Actual EPS - Estimated EPS) / Standard Deviation of Past Errors HOW TO INTERPRET: - SUE > +2.0: Strongly positive surprise - earnings beat expectations by an unusually large margin. These stocks often continue drifting higher. - SUE between 0 and +2.0: Modest positive surprise - beat expectations, but within normal range. - SUE between -2.0 and 0: Modest negative surprise - missed expectations, but within normal range. - SUE < -2.0: Strongly negative surprise - significant miss. These stocks often continue drifting lower. For long positions, look for SUE values above +2.0, ideally combined with positive SURGE. ───────────────────────────────────────── 2. SURGE (Standardized Unexpected Revenue) ───────────────────────────────────────── WHAT IT IS: SURGE applies the same standardization technique to revenue surprises. While earnings can be manipulated through accounting choices, revenue is harder to fake - it represents actual sales. Calculation: Take the revenue surprise (actual revenue minus analyst estimate), then divide by the standard deviation of past revenue forecast errors. Formula: SURGE = (Actual Revenue - Estimated Revenue) / Standard Deviation of Past Errors HOW TO INTERPRET: - SURGE > +1.5: Strongly positive revenue surprise - the company sold significantly more than expected. - SURGE between 0 and +1.5: Modest positive surprise. - SURGE < 0: Revenue missed expectations. The most powerful signals occur when BOTH SUE and SURGE are positive and elevated (ideally SUE > 2.0 AND SURGE > 1.5). This indicates the company beat on both profitability AND top-line growth - a much stronger signal than either alone. When SUE and SURGE diverge significantly (e.g., high SUE but negative SURGE), treat with caution - the earnings beat may have come from cost-cutting rather than genuine growth. ───────────────────────────────────────── 3. SUV (Standardized Unexpected Volume) ───────────────────────────────────────── WHAT IT IS: SUV detects unusual trading volume after accounting for how volatile the stock is. More volatile stocks naturally have higher volume, so raw volume comparisons can be misleading. Calculation: This uses regression analysis to model the expected relationship between price volatility and volume. The "unexpected" volume is the residual - how much actual volume deviated from what the model predicted. This residual is then standardized into a Z-score. In plain terms: SUV asks "Given how much this stock typically moves, is today's volume unusually high or low?" HOW TO INTERPRET: - SUV > +2.0: Exceptionally high volume relative to the stock's volatility. This often signals institutional activity - big players moving in or out. - SUV between +1.0 and +2.0: Elevated volume - above normal interest. - SUV between -1.0 and +1.0: Normal volume range. - SUV < -1.0: Unusually quiet - less activity than expected. High SUV combined with positive price movement suggests accumulation (buying). High SUV combined with negative price movement suggests distribution (selling). ───────────────────────────────────────── 4. % From D0 Close ───────────────────────────────────────── WHAT IT IS: This measures how far the current price has moved from the closing price on its initial earnings reaction day (D0). The "reaction day" is the first trading day that fully reflects the earnings news - typically the day after an after-hours announcement, or the announcement day itself for pre-market releases. Calculation: ((Current Price - D0 Close) / D0 Close) × 100 HOW TO INTERPRET: - Positive values: Stock has gained ground since earnings. The higher the percentage, the stronger the post-earnings drift. - 0% to +5%: Modest positive drift - earnings were received well but momentum is limited. - +5% to +15%: Strong drift - buyers continue accumulating. - > +15%: Exceptional drift - significant institutional interest likely. - Negative values: Stock has given back gains or extended losses since earnings. May indicate the initial reaction was overdone, or that sentiment is deteriorating. This metric is most meaningful within the first 5-20 trading days after earnings. Extended drift (maintaining gains over 2+ weeks) is a stronger signal than a quick spike that fades. ───────────────────────────────────────── 5. # Pocket Pivots ───────────────────────────────────────── WHAT IT IS: Pocket Pivots are a volume-based pattern developed by Chris Kacher and Gil Morales. They identify days where institutional buyers are likely accumulating shares without causing obvious breakouts. Calculation: A Pocket Pivot occurs when: - The stock closes higher than it opened (up day) - The stock closes higher than the previous day's close - Today's volume exceeds the highest down-day volume of the prior 10 trading sessions The screener counts how many Pocket Pivots have occurred since the earnings announcement. HOW TO INTERPRET: - 0 Pocket Pivots: No detected institutional accumulation patterns since earnings. - 1-2 Pocket Pivots: Some institutional buying interest - worth monitoring. - 3+ Pocket Pivots: Strong accumulation signal - institutions appear to be building positions. Pocket Pivots are most significant when they occur: - Immediately following earnings announcements - Near moving average support (10-day, 21-day, or 50-day) - On above-average volume - After a period of price consolidation Multiple Pocket Pivots in a short period suggest sustained institutional demand, not just a one-day event. ───────────────────────────────────────── 6. ADX/DI (Trend Strength and Direction) ───────────────────────────────────────── WHAT IT IS: ADX (Average Directional Index) measures trend strength regardless of direction. DI (Directional Indicator) shows whether the trend is bullish or bearish. Calculation: ADX uses a 14-period lookback to measure how directional (trending) price movement is. Values range from 0 to 100. The +DI and -DI components compare upward and downward movement. The screener shows: - ADX value (trend strength) - Direction indicator: "+" for bullish (price trending up), "-" for bearish (price trending down) HOW TO INTERPRET: - ADX < 20: Weak trend - the stock is moving sideways, choppy. Not ideal for momentum trading. - ADX 20-25: Trend is emerging - potentially starting a directional move. - ADX 25-40: Strong trend - clear directional movement. Good for momentum plays. - ADX > 40: Very strong trend - powerful move in progress, but may be extended. The direction indicator (+/-) tells you which way: - "25+" means ADX of 25 with bullish direction (uptrend) - "25-" means ADX of 25 with bearish direction (downtrend) For post-earnings plays, ideal setups show ADX rising above 25 with positive direction, confirming the earnings reaction is developing into a sustained trend rather than a one-day spike. ───────────────────────────────────────── 7. Institutional Buying PASS ───────────────────────────────────────── WHAT IT IS: This proprietary composite indicator detects patterns consistent with institutional accumulation at three stages after earnings: EARLY (Days 0-4): Looks for "large block" buying on the earnings reaction day (exceptionally high volume with a close in the upper half of the day's range) combined with follow-through buying on the next day. MID (Days 5-9): Checks for sustained elevated volume (averaging 1.5x the 20-day average) combined with positive drift and consistent upward price movement (more up days than down days). LATE (Days 10+): Detects either visible accumulation (positive drift with high volume) OR stealth accumulation (positive drift with unusually LOW volume - suggesting smart money is quietly building positions without attracting attention). HOW TO INTERPRET: - Check mark/value of '1': Institutional buying pattern detected. The stock shows characteristics consistent with large players accumulating shares. - X mark/value of '0': No institutional buying pattern detected. This doesn't mean institutions aren't buying - just that the typical footprints aren't visible. A passing grade here adds conviction to other bullish signals. Institutions have research teams, information advantages, and long time horizons. When their footprints appear in the data, it often precedes sustained moves. Important: This is a pattern detection tool, not a guarantee. Always combine with other analysis. ───────────────────────────────────────── 8. Strong ATR Drift PASS ───────────────────────────────────────── WHAT IT IS: This measures whether the stock has drifted significantly relative to its own volatility. Instead of asking "did it move 10%?", it asks "did it move more than 1.5 ATRs?" ATR (Average True Range) measures a stock's typical daily movement. A volatile stock might move 5% daily, while a stable stock might move 0.5%. Using ATR normalizes for this difference. Calculation: ATR Drift = (Current Close - D0 Close) / D0 ATR in dollars The indicator passes when ATR Drift exceeds 1.5 AND at least 5 days have passed since earnings. HOW TO INTERPRET: - Check mark/value of '1': The stock has drifted more than 1.5 times its average daily range since earnings - a statistically significant move that suggests genuine momentum, not just noise. - X mark/value of '0': The drift (if any) is within normal volatility bounds - could just be random fluctuation. Why wait 5 days? The immediate post-earnings reaction (days 0-2) often includes gap fills and noise. By day 5, if the stock is still extended beyond 1.5 ATRs from the earnings close, it suggests real buying pressure, not just a reflexive gap. A passing grade here helps filter out stocks that "beat earnings" but haven't actually moved meaningfully. It focuses attention on stocks where the market is voting with real capital. ───────────────────────────────────────── 9. Days Since D0 ───────────────────────────────────────── WHAT IT IS: Simply counts the number of trading days since the earnings reaction day (D0). HOW TO INTERPRET: - Days 0-5 (Green): Fresh earnings - the information is new, institutional repositioning is active, and momentum trades are most potent. This is the "sweet spot" for PEAD strategies. - Days 6-10 (Neutral): Mid-period - some edge remains but diminishing. Good for adding to winning positions, less ideal for new entries. - Days 11+ (Red): Extended period - most of the post-earnings drift has typically played out. Higher risk that momentum fades or reverses. Research shows PEAD effects are strongest in the first 5-10 days after earnings, then decay. Beyond 20-30 days, the informational advantage of the earnings surprise is largely priced in. Use this to prioritize: focus on stocks with strong signals that are still in the early window, and be more selective about entries as days accumulate. ═══════════════════════════════════════════════════════════════ PUTTING IT ALL TOGETHER ═══════════════════════════════════════════════════════════════ You can use this screener in the chart view or in the Screener. One combination of the above filters to develop a shortlist of positive drift candidates may be: - SUE > 2.0 (significant earnings beat) - SURGE > 1.5 (significant revenue beat) - Positive % From D0 Close (price confirming the good news) - Institutional Buying PASS (big players accumulating) - Strong ATR Drift PASS (statistically significant movement) - Days Since D0 < 10 (still in the active drift window) No single indicator is sufficient. The power comes from convergence - when multiple independent measures all point the same direction. ═══════════════════════════════════════════════════════════════ SETTINGS ═══════════════════════════════════════════════════════════════ Key adjustable parameters: - SUE Method: "Analyst-based" uses consensus estimates; "Time-series" uses year-over-year comparison - Window Size: Number of quarters used for standardization (default: 8) - ATR Drift Threshold: Minimum ATR multiple for "strong" classification (default: 1.5) - Institutional Buying thresholds: Adjustable volume and CLV parameters ═══════════════════════════════════════════════════════════════ DISCLAIMER ═══════════════════════════════════════════════════════════════ This screener is a research tool, not financial advice. Past patterns do not guarantee future results. Always conduct your own due diligence and manage risk appropriately. Post-earnings trading involves significant uncertainty and volatility. The 'SUE' in this indicator does not represent a real person; any similarity to actual Sue's (or Susans for that matter) living or dead is quite frankly ridiculous, not to mention coincidental.
Indicador Pine Script®
por mericourt