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Indicadores e estratégias

Markov ProjectionThe idea here is to provide mobile S/R through Markov chaining. Definitely not a reversion to the mean trading system, or a trading system of any sort. More like an error bounded future price envelope that dramatically overshoots projected price in the direction it's moving in while just barely failing price bounding in the opposite direction. So in an uptrend, it'll overshoot the top while the bottom pokes out a bit and vice versa. Looks rather pretty. You'll have to adjust transparency settings. Happy hunting.
Indicador Pine Script®
por ChronicMasturTrader
Monday Range Levels (Fixed for Forex/XAU)Monday Range Levels Indicator (10-Line Summary) 1. Core Purpose: Defines the initial weekly range in Forex and XAU/USD for structured trading. 2. Range Definition: Automatically plots the High and Low price levels from the first hours of the 3. Monday session. 4. Liquidity Focus: Used primarily to anticipate liquidity sweeps at the start of the trading week. 5. Specific Market: Optimized for high-volatility pairs, especially XAU/USD (Gold) and major Forex pairs. 6. Session Control: Accurately identifies the start of the week regardless of local settings. 7. Timezone Customization: Allows flexible adjustment to NY Time, UTC, or UTC+7 (Vietnam Time). 8. Visual Clarity: Full customization options for line colors, text size, and range shading. 9. Strategic Use: Supports Breakout Trading and Mean Reversion strategies throughout the week. 10. Discipline Tool: Encourages structured trading by providing fixed, objective reference levels. Application: Simple, reliable tool for consistent Day Trading and Scalping. "If I get enough love/support, I'll be dropping more indicators for the fam!"
Indicador Pine Script®
por TheLight_TSOD
Ultimate Squeeze & BreakoutTitle: Ultimate Squeeze & Breakout Description: This professional volatility indicator utilizes the power of Bollinger Bands and Keltner Channels to identify high-probability consolidation zones and explosive breakouts. It is designed to help traders spot "The Squeeze"—a critical period of low volatility where the market builds potential energy before a significant directional move. How It Works: 1. The Energy (The Squeeze): Using the classic TTM Squeeze logic, the indicator monitors the relationship between price volatility (Bollinger Bands) and average range (Keltner Channels). Red Cloud: Volatility is compressed. The Bollinger Bands have contracted inside the Keltner Channels. The market is coiling like a spring. This is the Setup Phase. 2. The Breakout (The Release): When price expands and closes outside the bands, the energy is released. Momentum Filter: A unique filter checks the slope of the 20-period Basis Line (SMA). Breakout colors only trigger if the momentum slope agrees with the breakout direction, helping to filter out weak "fakeouts." Visual Guide: ☁️ Cloud Colors (Volatility State): 🟥 Red: Squeeze ON (Consolidation/No Trade). 🟣 Fuchsia: Bullish Momentum Breakout. 🔵 Blue: Bearish Momentum Breakout. ⬜ Gray/Green: Normal Trending (Neutral). Features: Smart Filters: Breakouts are validated by the underlying momentum slope. Trend Coloring: Option to switch the neutral trending cloud between Gray and Green. Precision Tuning: Decimal inputs allow for fine-tuning of Standard Deviation and ATR multipliers. Alerts: Full alert support for Squeeze Start, Bullish Breakouts, and Bearish Breakouts. Credits: This script is built upon the foundational TTM Squeeze concept popularized by John Carter, enhanced with dynamic coloring and momentum filtering.
Indicador Pine Script®
por tonngnh3
SMC Statistical Liquidity Walls [PhenLabs]📊 SMC Statistical Liquidity Walls Version: PineScript™ v6 📌 Description The SMC Statistical Liquidity Walls indicator is designed to visualize market volatility and potential reversal zones using advanced statistical modeling. Unlike traditional Bollinger Bands that use simple lines, this script utilizes an “Inverted Sigmoid” opacity function to create a “fog of war” effect. This visualizes the density of liquidity: the further price moves from the equilibrium (mean), the “harder” the liquidity wall becomes. This tool solves the problem of over-trading in low-probability areas. By automatically mapping “Premium” (Resistance) and “Discount” (Support) zones based on Standard Deviation (SD), traders can instantly see when price is overextended. The result is a clean, intuitive overlay that helps you identify high-probability mean reversion setups without cluttering your chart with manual drawings. 🚀 Points of Innovation Inverted Sigmoid Logic: A custom mathematical function maps Standard Deviation to opacity, creating a realistic “wall” density effect rather than linear gradients. Dynamic “Solidity”: The indicator is transparent at the center (Equilibrium) and becomes visually solid at the edges, mimicking physical resistance. Separated Directional Bias: distinct Red (Premium) and Green (Discount) coding helps SMC traders instantly recognize expensive vs. cheap pricing. Smart “Safe” Deviation: Includes fallback logic to handle calculation errors if deviation hits zero, ensuring the indicator never crashes during data gaps. 🔧 Core Components Basis Calculation: Uses a Simple Moving Average (SMA) to determine the market’s equilibrium point. Standard Deviation Zones: Calculates 1SD, 2SD, and 3SD levels to define the statistical extremes of price action. Sigmoid Alpha Calculation: Converts the SD distance into a transparency value (0-100) to drive the visual gradient. 🔥 Key Features Automated Premium/Discount Zones: Red zones indicate overbought (Premium) areas; Green zones indicate oversold (Discount) areas. Customizable Density: Users can adjust the “Steepness” and “Midpoint” of the sigmoid curve to control how fast the walls become solid. Integrated Alerts: Built-in alert conditions trigger when price hits the “Solid” wall (2SD or higher), perfect for automated trading or notifications. Visual Clarity: The center of the chart remains clear (high transparency) to keep focus on price action where it matters most. 🎨 Visualization Equilibrium Line: A gray line representing the mean price. Gradient Fills: The space between bands fills with color that increases in opacity as it moves outward. Premium Wall: Upper zones fade from transparent red to solid red. Discount Wall: Lower zones fade from transparent green to solid green. 📖 Usage Guidelines Range Period: Default 20. Controls the lookback period for the SMA and Standard Deviation calculation. Source: Default Close. The price data used for calculations. Center Transparency: Default 100 (Clear). Controls how transparent the middle of the chart is. Edge Transparency: Default 45 (Solid). Controls the opacity of the outermost liquidity wall. Wall Steepness: Default 2.5. Adjusts how aggressively the gradient transitions from clear to solid. Wall Start Point: Default 1.5 SD. The deviation level where the gradient shift begins to accelerate. ✅ Best Use Cases Mean Reversion Trading: Enter trades when price hits the solid 2SD or 3SD wall and shows rejection wicks. Take Profit Targets: Use the Equilibrium (Gray Line) as a logical first target for reversal trades. Trend Filtering: Do not initiate new long positions when price is deep inside the Red (Premium) wall. ⚠️ Limitations Lagging Nature: As a statistical tool based on Moving Averages, the walls react to past price data and may lag during sudden volatility spikes. Trending Markets: In strong parabolic trends, price can “ride” the bands for extended periods; mean reversion should be used with caution in these conditions. 💡 What Makes This Unique Physics-Based Visualization: We treat liquidity as a physical barrier that gets denser the deeper you push, rather than just a static line on a chart. 🔬 How It Works Step 1: The script calculates the mean (SMA) and the Standard Deviation (SD) of the source price. Step 2: It defines three zones above and below the mean (1SD, 2SD, 3SD). Step 3: The custom `get_inverted_sigmoid` function calculates an Alpha (transparency) value based on the SD distance. Step 4: Plot fills are colored dynamically, creating a seamless gradient that hardens at the extremes to visualize the “Liquidity Wall.” 💡 Note For best results, combine this indicator with Price Action confirmation (such as pin bars or engulfing candles) when price touches the solid walls.
Indicador Pine Script®
por PhenLabs
ROC Bot AlertsA rules-based momentum scalping framework for short-term index futures This indicator is designed for traders who focus on fast-moving, intraday momentum opportunities—particularly on lower timeframes such as the 1-minute chart. It uses a structured combination of trend filters and short-term momentum tools to help identify potential continuation entries during active market conditions. Core Concept The tool evaluates price behavior relative to a dynamic trend line while measuring short-term rate-of-change and directional strength. When all components align, the indicator highlights moments where the market may be transitioning into or sustaining momentum in one direction. Conversely, when conditions deteriorate or momentum weakens, the indicator suppresses signals to reduce noise and avoid choppy environments. This approach aims to provide buy/sell signals for scalping in trending or expanding-volatility conditions. What the Indicator Uses The system assesses several factors before confirming a potential momentum signal: A dynamic trend filter to determine directional bias A rate-of-change threshold to confirm short-term acceleration A trend-strength component to avoid signals during low-energy or ranging conditions A cooldown mechanism to prevent rapid, back-to-back signals in unsettled areas Only when all conditions align does the indicator paint a long or short trigger on the chart. Intended Use This tool is best suited for: - Active scalpers - Intraday index futures traders (NQ, ES, GC, etc.) - Short-duration momentum traders - Traders who prefer clean, rules-based decision making It is not designed for swing trading, long-term trend following, or counter-trend strategies. How to Read the Signals - Buy markers appear when trend, momentum, and strength all support upward continuation. - Sell markers appear when these same factors align in the opposite direction. - The 90-period trend line can be shown or hidden based on user preference, but it remains part of the decision framework internally. - The user may optionally adjust the momentum threshold (ROC%) to suit different volatility environments. Important Notes Signals are generated only on completed bars. As with all technical tools, this should be used alongside proper risk and trade management practices.
Indicador Pine Script®
por DaytrayAlgo
Price Volume Heatmap [MHA Finverse]Price Volume Heatmap - Advanced Volume Profile Analysis Unlock the power of institutional-level volume analysis with the Price Volume Heatmap indicator. This sophisticated tool visualizes market structure through volume distribution across price levels, helping you identify key support/resistance zones, high-probability reversal areas, and optimal entry/exit points. 🎯 What Makes This Indicator Unique? Unlike traditional volume indicators that only show volume over time, this heatmap displays volume distribution across price levels , revealing where the most significant trading activity occurred. The gradient coloring system instantly highlights high-volume nodes (areas of strong interest) and low-volume nodes (potential breakout zones). 📊 Core Features 1. Dynamic Volume Heatmap - Visualizes volume concentration across 250 customizable price levels - Gradient color scheme from high volume (white) to low volume (teal/green) - Adjustable brightness multiplier for enhanced contrast and clarity - Real-time updates as market conditions evolve 2. Point of Control (POC) - Automatically identifies the price level with the highest traded volume - Acts as a magnetic price level where markets often return - Critical for identifying fair value areas and potential reversal zones - Customizable line style, width, and color 3. Flexible Lookback Settings - Lookback Bars: Set any value from 1-5000 bars to control analysis depth - Visible Range Mode: Analyze only what's currently visible on your chart - Timeframe-Specific Settings: Different lookback periods for 1m, 5m, 15m, 30m, 1h, Daily, and Weekly charts - Adapts to your trading style - scalping to position trading 4. Session Separation Analysis - Tokyo Session: 00:00-09:00 UTC - London Session: 07:00-16:00 UTC - New York Session: 13:00-22:00 UTC - Sydney Session: 21:00-06:00 UTC - Daily Reset: Analyze each trading day independently Session separation allows you to understand volume distribution specific to each major trading session, revealing institutional order flow patterns and session-specific support/resistance levels. 5. Profile Width Options - Dynamic: Profile width adjusts based on lookback period - Fixed Bars: Set a specific bar count for consistent profile width - Extend Forward: Project the profile into future bars for planning trades 6. Smart Alerts - POC crossover/crossunder alerts - New session start notifications - Never miss critical price action at high-volume nodes 📈 How to Use This Indicator Professionally Understanding Market Structure: High Volume Nodes (HVN): - Appear as bright/white areas in the heatmap - Represent price levels where significant trading occurred - Act as strong support/resistance zones - Markets often consolidate or bounce from these levels - Trading Strategy: Look for entries when price tests HVN areas with confluence from other indicators Low Volume Nodes (LVN): - Appear as darker/teal areas in the heatmap - Represent price levels with minimal trading activity - Price tends to move quickly through these areas - Often form "gaps" in the volume profile - Trading Strategy: Expect rapid price movement through LVN zones; avoid placing stop losses here Point of Control (POC): - The single most important price level in your analysis window - Represents the fairest price where maximum volume traded - Price gravitates toward POC like a magnet - Trading Strategy: * When price is above POC: bullish bias, POC acts as support * When price is below POC: bearish bias, POC acts as resistance * POC breaks often lead to significant trend changes Session-Based Analysis: Use session separation to understand how different market participants trade: Asian Session (Tokyo/Sydney): - Typically lower volatility and range-bound - Volume profiles often show tight, balanced distribution - Use for identifying overnight ranges and gap fill zones London Session: - Highest volume session for forex pairs - Often shows strong directional bias - Look for breakouts from Asian ranges during London open New York Session: - Maximum participation when overlapping with London - Institutional order flow most visible - POC during NY session often becomes key level for following sessions 🎯 Practical Trading Applications 1. Identifying Support & Resistance: High volume nodes from the heatmap are far more reliable than traditional swing highs/lows. When price approaches an HVN, expect reaction - either a bounce or a significant breakout if breached. 2. Trend Confirmation: - Healthy uptrend: POC rising over time, HVN forming at higher levels - Healthy downtrend: POC falling over time, HVN forming at lower levels - Consolidation: POC relatively flat, volume balanced across range 3. Breakout Trading: When price breaks through a Low Volume Node with momentum, it often continues to the next High Volume Node. Use LVN areas as measured move targets. 4. Reversal Zones: Multiple HVN stacking on top of each other creates a "volume shelf" - an extremely strong support/resistance zone where reversals are highly probable. 5. Risk Management: - Place stops beyond HVN areas (not within LVN zones) - Size positions based on distance to nearest HVN - Use POC as trailing stop level in trending markets ⚙️ Recommended Settings For Day Trading (Scalping/Intraday): - Lookback: 200-500 bars - Rows: 200-250 - Enable session separation for your primary trading session - Profile Width: Dynamic or Fixed Bars (30-50) For Swing Trading: - Lookback: 500-1000 bars - Rows: 250 - Session separation: Daily Reset - Profile Width: Dynamic For Position Trading: - Lookback: 1000-3000 bars - Rows: 250 - Use timeframe-specific settings - Profile Width: Extend Forward (20-50 bars) 💡 Pro Tips 1. Combine this indicator with price action analysis - volume confirms what price is telling you 2. Watch for POC convergence with other technical levels (fibonacci, pivot points, moving averages) 3. Volume at extremes (tops/bottoms of heatmap) often indicates exhaustion 4. Session POC from previous sessions often acts as magnet for current session 5. Increase brightness multiplier (1.5-2.5) for clearer visualization on busy charts 6. Use "Number of Sessions to Display" to analyze consistency of volume levels across multiple sessions 🎨 Customization Fully customizable visual appearance: - Gradient colors for volume visualization - POC line thickness, color, and style - Session line colors and visibility - All settings organized in intuitive groups ⚠️ Disclaimer This indicator is a technical analysis tool and should not be used as the sole basis for trading decisions. Always combine volume analysis with proper risk management, fundamental analysis, and other technical indicators. Past performance does not guarantee future results. --- Support & Updates Regular updates and improvements are made to enhance functionality. For questions, suggestions, or bug reports, please use the comments section below. Happy Trading! 📊💹
Indicador Pine Script®
por humayunmha
MACDiver from axis V1.4Indicator that identifies bullish and bearish divergences between price action and the MACD oscillator. It uses pivot highs/lows in both price and MACD series to detect potential reversal signals. When price makes higher highs (or lower lows) while MACD makes lower highs (or higher lows), the indicator marks these divergences with lines and labels on the chart, providing potential trading signals. MACDiver Indicator Usage Guide Purpose: Detects bullish and bearish divergences between price action and the MACD oscillator, with projected target price levels. Key Features: Divergence Detection: Finds mismatches between price and MACD movements Target Projection: Calculates and displays estimated reversal price levels Visual Signals: Shows lines, labels, and target markers on the chart Main Settings: pivotLR: Sensitivity for pivot detection (default: 5). Lower = more sensitive, higher = fewer false signals searchBack: How many bars back to search for matching pivots (default: 120). Adjust based on your timeframe showTarget: Enable/disable target price projections showTargetLines: Enable/disable dashed projection lines How to Use: Identify Divergences: Bullish: Price makes lower lows while MACD makes higher lows (green "Bull Div" label) Bearish: Price makes higher highs while MACD makes lower highs (red "Bear Div" label) Check Target Levels: Green/red target label shows projected price level for bullish/bearish divergences Dashed line extends from the divergence point to the target Trade Entry: Use divergence confirmation as potential entry signal Target level as take-profit reference Adjust Settings: Higher pivotLR for fewer signals, lower for more sensitivity Adjust searchBack based on typical trend lengths on your timeframe Key Variables: pivotLR: Number of bars to the left/right to confirm pivot highs/lows searchBack: Maximum number of bars to look back when searching for previous matching pivots
Indicador Pine Script®
por axisbhp
Cox Algo - Trend Pullback Signals (Buy / Hold / Sell)What This Indicator Does This script identifies strong trend continuation trades after a healthy pullback. It filters out weak or choppy market conditions and highlights only the most structurally sound setups based on: 1. Trend Direction • Fast EMA (21) vs Slow EMA (50) • If Fast EMA > Slow EMA → Uptrend • If Fast EMA < Slow EMA → Downtrend 2. Higher Timeframe Confirmation (optional) Checks trend alignment using a higher timeframe EMA pair (e.g., 1H → 4H trend). 3. Trend Strength (ADX) Signals only fire when the ADX trend strength filter is above the threshold (default 15) to avoid sideways chop. 4. RSI Pullback Logic Signals are triggered when price pulls back against the trend and RSI recovers in the direction of the dominant trend. ⸻ 🎯 Signals BUY • Trend is bullish • ADX strong • RSI recovers from oversold • Price reclaims Fast EMA • BUY triangle appears below the bar • Bar turns green SELL • Trend is bearish • ADX strong • RSI drops from overbought • Price loses Fast EMA • SELL triangle appears above the bar • Bar turns red HOLD • No new signal • Bar turns gray • Maintains current market bias (until a new BUY or SELL triggers) ⸻ 📊 Visuals • Green bars → BUY condition • Red bars → SELL condition • Gray bars → HOLD / no signal • Yellow line = Fast EMA (short-term trend) • Green line = Slow EMA (macro trend) • Optional HTF background shading to visualize higher-timeframe direction. ⸻ 🔔 Alerts Included • Buy Signal • Sell Signal Set alerts to “Once Per Bar Close” for clean, non-noisy entries. ⸻ 🚀 Best Use Cases • Trend continuation trades • Swing trading • Intraday pullback entries • Filtering out false breakouts • Following strong directional momentum • Avoiding choppy markets Works well on: • Indices (SPY, QQQ, NAS100) • Strong trending stocks (NVDA, AAPL, SMH) • Crypto • Forex pairs
Indicador Pine Script®
por sagcol
Tamil | Buy&Sell Signals With EMAThis script combines EMA trend signals, take-profit levels, and a multi-timeframe momentum dashboard to help you time entries and exits faster. What it does • Plots 5 EMAs (14 / 21 / 55 / 100 / 200) to show short-, mid- and long-term trend direction. • Generates Buy and Sell labels when the 14 EMA crosses over/under the 21 EMA. • Automatically calculates and draws 3 Take-Profit levels for both long and short trades, with price labels: • TP1 / TP2 / TP3 for Buy • TP1 / TP2 / TP3 for Sell • Draws dynamic Support and Resistance lines based on recent highs/lows. Multi-Timeframe Table A compact table shows key signals across multiple timeframes (1m, 5m, 15m, 1H, 4H, 1D, 1W): • RSI (with color logic): • RSI < 45 → Red (bearish / weak) • 45 ≤ RSI ≤ 55 → Grey (neutral) • RSI > 55 → Green (bullish / strong) • Stoch value per timeframe • Supertrend direction (Buy / Sell / Neutral) • SMA(20) vs Price trend (above/below price)
Indicador Pine Script®
por haimpts
OBV + WaveTrend Volume Scalper [GratefulFutures]This script is a combination script of three different strategies that provides buy and sell signals based on the change of volume with momentum confirmations. Sources used: This script relies on the outstanding scripts of the great script writer LazyBear: LazyBear The following scripts were used in this publication: 1. A modified "On-Balance Volume Oscillator" modified from LazyBear's original script: 2. Wavetrend Oscillator with crosses, Author: LazyBear 3. Squeeze Momentum Oscillator, Author: LazyBear This script functions based on the following criteria being true: 1. On balance volume oscillator turning from negative to positive (buy) or positive to negative (sell) 2. Squeeze Momentum value is increasing (buy) or decreasing (sell) 3. Wavetrend 1 (wt1) is greater than wavetrend 2 (wt2) (buy)/ Wavetrend 1 (wt1) is less than wavetrend 2 (wt2) (sell) By combining these factors the indicator is able to signal exactly when net buying turns to net selling (OBV) and when this change is most advantageous to continue based on the momentum and price action of the underlying asset (SQMOMO and Wavetrend). This allows you to pair volume and price action for a powerful tool to identify where price will reverse or continue providing exceptional entries for short term trades, especially when combined with other aspects such as support and resistance, or volume profile. How to use: Simply adjust the settings to your preference and read the given signals as generated. Settings There are multiple ways to tune the signals generated. It is set standard for my preferred use on a 1 minute chart. OBV Oscillator Settings The first 4 dropdowns in the Inputs section tune the On Balance Volume Oscillator (OBVO) portion of the indicator. You can choose if you want it to calculate based on close, open, high, low, or other value. The most impactful in the entire settings is going to be the length and smoothing of the OBVO EMA. Making this number lower increasing the sensitivity to changes in volume, making the signals come quicker but is more susceptible to quick fluctuations. A value of between (5-20) is reasonable for the OBVO EMA length. There is a separate smoothing factor titled OBV Smoothing Length and below that, OBV Smoothing Type , a value of (2) is standard with "SMA" for smoothing type with a value of between 2-10 being reasonable. You may also play with these values to see what you like for your trading style. Wavetrend Settings The next 3 options are to modify the wavetrend portion of the indicator. I do not modify these from standard, and feel that they work appropriately on all time frames at the following values: n1 length (10), n2 length (20), Wavetrend Signal SMA length (4) Squeeze Momentum Settings The following 5 options through the end modify the Squeeze momentum portion of the indicator. The only one that modifies the signals generated is the KC Length , Making this number lower increasing the sensitivity to changes in price action, making the signals come quicker but is more susceptible to quick fluctuations. A value of between (18-25) is reasonable for KC Length . Style Setting You may select if you want to see the buy and sell signals. The following 5 options Raw OBV Osc through Squeeze Momentum allow you to see where each specific requirement was met, posted as a vertical line, but for live use it is recommended to turn all of these vertical lines off and only use the buy and sell signals. Time Frames: While this script is most effective on shorter time frames (1 minute for scalping and daytrading) it is also viable to use it on longer timeframes, due to the nature of its components being independent of time frame. Examples of use - (Green and red vertical lines are for visualization purpose and are not part of the script) SPY 1 Minute (Factory Settings): SPX 15 minutes (Factory Settings): Considerations This script is meant primarily for short term trading, trades on the basis of seconds to minutes primarily. While they can be a good indication of volume lining up with momentum, it is always wise to use them in combination with other factors such as support, resistance, market structure, volume levels, or the many other techniques out there... As Always... Happy Trading. -Not_A_Mad_Scientist (GreatfulFutures Trade University)
Indicador Pine Script®
por not_a_mad_scientist
BTC – LEVR: Leverage Efficiency & Volume RatioLEVR: Leverage Efficiency & Volume Ratio Observation-only. Data: IntoTheBlock. Overview The Leverage Efficiency & Volume Ratio (LEVR) is a market structure oscillator designed to detect "Paper Bubbles" and "Organic Bottoms" by separating speculative greed from network utility. While most indicators analyze price action, LEVR analyzes market fragility. It operates on the thesis that Sustainable Rallies are driven by Spot/Network Activity, while Fragile Rallies are driven by Derivatives Leverage. Synergy How it works with VERI LEVR is designed to be the tactical counterpart to the fundamental VERI Indicator (Valuation & Entity Ratio Index). Use VERI for Strategy: To identify Value. (Is Bitcoin cheap? Are Whales buying?) Use LEVR for Risk: To identify Structure. (Is the current price move real, or is it a leverage bubble about to pop?) The "Perfect Setup" The strongest buy signals occur when VERI is in the Accumulation Zone (Whales buying) AND LEVR is in the Organic Zone (Leverage is flushed out) (as it was the case in the Dec 2022 Bear Market Bottom). Why LEVR is Unique Standard indicators often fail to contextualize Open Interest: vs. Raw Open Interest: Raw OI always trends up over time as the market grows. LEVR solves this by normalizing OI against Active Addresses. This reveals when leverage is outpacing actual adoption. vs. ELR (Estimated Leverage Ratio): Classic ELR divides Open Interest by Exchange Reserves. However, Exchange Reserves are notoriously difficult to track accurately. LEVR uses Active Addresses (Network Utility) as a cleaner, more reliable denominator for network health. Methodology The Mathematics: The indicator calculates a normalized Z-Score ratio between two IntoTheBlock datasets: The Numerator (Greed): Perpetual Open Interest. The total dollar value of all open futures contracts. This represents the "Gambling" capital. The Denominator (Utility): Active Addresses. The number of unique addresses transacting on-chain. This represents the "Real" user base. The Formula : LEVR = Z-Score ( Perpetual Open Interest / Active Addresses ) How to Interpret the Visuals The line color changes dynamically to reflect the current risk regime: 🟥 Speculative Premium (Red Line > 2.0) : Signal: "Leverage Bubble." Context: Open Interest is rising significantly faster than User Growth. The rally is fueled by debt. Risk: High probability of a "Long Squeeze" or liquidation cascade. 🟦 Organic Base (Blue Line < -1.5) : Signal: "Spot Driven Market." Context: Speculators have been flushed out, but active network usage remains high. The line turns Blue to signal a healthy opportunity zone. Risk: Low. Historically marks robust bottoms where hands are strong. 🟧 Neutral (Orange Line) : The market is in a transition phase between organic growth and speculation. Settings & Inputs Users can customize the sensitivity of the Z-Score to fit their trading style (in brackets their current standard value): Lookback Period (365) : The rolling window used to establish the "Baseline." A 365-day window captures the yearly trend. Signal Smoothing (7) : A short moving average to reduce daily data noise. Bubble Zone Top/Bottom (3.0 / 2.0) : The thresholds for the Red Zone. Raising the "Top" value will only show the most extreme, generational leverage bubbles. Organic Zone Top/Bottom (-1.5 / -2.5) : The thresholds for the Green Zone. Lowering these values requires a deeper "flush" to trigger a signal. Optimization This indicator is mathematically optimized for the Daily (1D) timeframe. Using it on lower timeframes may result in noise due to the daily resolution of on-chain data. Important Note on Historical Data Please be aware that aggregated global Perpetual Open Interest data only becomes reliable and widely available starting around 2020-2021. Pre-2021: The indicator will show a flat line or empty values. This is not a bug; it reflects the lack of historical derivatives market data for that period. 2021-Present: The indicator functions fully as intended. Credits Concept inspired by the "Estimated Leverage Ratio" (ELR) popularised by CryptoQuant and analysts like Willy Woo. LEVR adapts this concept for TradingView by substituting Exchange Reserves with Network Activity for better reliability. Disclaimer This tool is for research purposes only. It visualizes market structure data and does not constitute financial advice. Tags bitcoin, btc, open interest, leverage, on-chain, intotheblock, risk, derivatives, levr, veri
Indicador Pine Script®
por Rob_Maths
BTC Price Prediction Model [Global PMI]V2🇺🇸 English Guide 1. Introduction This indicator was created by GW Capital using Gemini Vibe Coding technology. It leverages advanced AI coding capabilities to reconstruct complex macroeconomic models into actionable trading tools. 2. Credits Special thanks to the original model author, Marty Kendall. His research into the correlation between Bitcoin's price and macroeconomic factors lays the foundation for this algorithm. 3. Model Principles & Formula This model calculates the "Fair Value" of Bitcoin based on four key macroeconomic pillars. It assumes that Bitcoin's price is a function of Global Liquidity, Network Security, Risk Appetite, and the Economic Cycle. 💡 Unique Insight: PMI & The 4-Year Cycle A key distinguishing feature of this model is the hypothesis that Bitcoin's famous "4-Year Halving Cycle" may be intrinsically linked to the Global Business Cycle (PMI), rather than just supply shocks. Therefore, the model incorporates PMI as a valuation "Amplifier". Note: Due to TradingView data limitations, US PMI is currently used as the proxy for the global cycle. The Formula $$\ln(BTC) = \alpha + (1 + \beta \cdot PMI_{z}) \times $$ Global Liquidity (M2): Sum of M2 supply from US, China, Eurozone, and Japan (converted to USD). Represents the pool of fiat money available to flow into assets. Network Security (Hashrate): Bitcoin's hashrate, representing the physical security and utility of the network. Risk Appetite (S&P 500): Used as a proxy for global risk sentiment. Economic Cycle (PMI Z-Score): US Manufacturing PMI is used to amplify or dampen the valuation based on where we are in the business cycle (Expansion vs. Contraction). 4. How to Use The indicator plots the Fair Value (White Line) and four sentiment bands based on statistical deviation (Z-Score). Sentiment Zones 🚨 Extreme Greed (Red Zone): Price > +0.3 StdDev. Historically indicates a market top or overheated sentiment. ⚠️ Greed (Orange Zone): Price > +0.15 StdDev. Bullish momentum is strong but caution is advised. ⚖️ Fair Value (White Line): The theoretical "correct" price based on macro data. 😨 Fear (Teal Zone): Price < -0.15 StdDev. Undervalued territory. 💎 Extreme Fear (Green Zone): Price < -0.3 StdDev. Historically a generational buying opportunity. Sentiment Score (0-100) 100: Maximum Greed (Top) 50: Fair Value 0: Maximum Fear (Bottom) 5. Usage Recommendations Timeframe: Daily (1D) or Weekly (1W) ONLY. Reason: The underlying data sources (M2, PMI) are updated monthly. The S&P 500 and Hashrate are daily. Using this indicator on intraday charts (e.g., 15m, 1h, 4h) adds no value because the fundamental data does not change that fast. Long-Term View: This is a macro-cycle indicator designed for identifying cycle tops and bottoms over months and years, not for day trading. 6. Disclaimer This indicator is for educational and informational purposes only. It does not constitute financial advice. The model relies on historical correlations which may not hold true in the future. All trading involves risk. GW Capital and the creators assume no responsibility for any trading losses. 7. Support Us ❤️ If you find this indicator useful, please Boost 👍, Comment, and add it to your Favorites! Your support keeps us going. 🇨🇳 中文说明 (Chinese Version) 1. 简介 本指标由 GW Capital 使用 Gemini Vibe Coding 技术制作。利用先进的 AI 编程能力，将复杂的宏观经济模型重构为可执行的交易工具。 2. 致谢 特别感谢模型原作者 Marty Kendall。他对这一算法的研究奠定了基础，揭示了比特币价格与宏观经济因素之间的深层联系。 3. 模型原理与公式 该模型基于四大宏观经济支柱计算比特币的“公允价值”。它假设比特币的价格是全球流动性、网络安全性、风险偏好和经济周期的函数。 💡 独家洞察：PMI 与 4年周期 本模型的一个核心独特之处在于：我们认为比特币著名的“4年减半周期”背后的真正驱动力，可能与全球商业周期 (PMI) 高度同步，而不仅仅是供应减半。 因此，模型特别引入 PMI 作为估值的“放大器” (Amplifier)。 注：由于 TradingView 数据源限制，目前采用历史数据最详尽的美国 PMI 作为全球周期的代理指标。 模型公式 $$\ln(BTC) = \alpha + (1 + \beta \cdot PMI_{z}) \times $$ 全球流动性 (M2): 美、中、欧、日四大经济体的 M2 总量（折算为美元）。代表可流入资产的法币资金池。 网络安全性 (Hashrate): 比特币全网算力，代表网络的物理安全性和实用价值。 风险偏好 (S&P 500): 作为全球风险情绪的代理指标。 经济周期 (PMI Z-Score): 美国制造业 PMI 用于根据商业周期（扩张 vs 收缩）来放大或抑制估值。 4. 指标用法 指标会在图表上绘制 公允价值 (白线) 以及基于统计偏差 (Z-Score) 的四条情绪带。 情绪区间 🚨 极度贪婪 (红色区域): 价格 > +0.3 标准差。历史上通常预示市场顶部或情绪过热。 ⚠️ 一般贪婪 (橙色区域): 价格 > +0.15 标准差。多头动能强劲，但需谨慎。 ⚖️ 公允价值 (白线): 基于宏观数据的理论“正确”价格。 😨 一般恐惧 (青色区域): 价格 < -0.15 标准差。进入低估区域。 💎 极度恐惧 (绿色区域): 价格 < -0.3 标准差。历史上通常是代际级别的买入机会。 情绪评分 (0-100) 100: 极度贪婪 (顶部) 50: 公允价值 0: 极度恐惧 (底部) 5. 使用建议 周期: 仅限日线 (1D) 或周线 (1W)。 原因: 底层数据源（M2, PMI）是月度更新的。标普500和算力是日度更新的。在日内图表（如15分钟、1小时、4小时）上使用此指标没有任何意义，因为基本面数据不会变化得那么快。 长期视角: 这是一个宏观周期指标，旨在识别数月甚至数年的周期顶部和底部，而非用于日内交易。 6. 免责声明 本指标仅供教育和参考使用，不构成任何财务建议。该模型依赖于历史相关性，未来可能不再适用。所有交易均涉及风险。GW Capital 及制作者不对任何交易损失承担责任。
Indicador Pine Script®
por GinsTradingRoom