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SP2L Pour Samadi Indicator [TradingFinder] Spike 2 Legs PA🔵 Introduction The SP2L (Spike–2Leg) strategy, designed by Mohammad Ali Poursamadi, an international Iranian trader, is a simple yet powerful price action setup developed to identify precise entry points following sharp market movements. A Spike refers to a sudden and rapid move in the market, usually triggered by a heavy flow of orders in one direction. This sharp movement creates an Imbalance between buyers and sellers. Since the market does not have time to trade evenly during such moves, it generates Inefficiency on the chart. The direct result of a spike is usually the formation of a Fair Value Gap (FVG) — a space between candles indicating that trades were not distributed fairly. In simple terms, the spike is the cause, while Imbalance, Inefficiency, and FVG are its consequences. 🟣 How is a Spike formed? Big Movement : A spike begins with a sharp and powerful move caused by heavy order flow in one direction. Imbalance : This move disrupts the balance between buyers and sellers. Inefficiency : Due to the speed of the move, the market fails to trade efficiently, leaving inefficiency on the chart. Fair Value Gap (FVG) : The final outcome is a price gap between candles, highlighting unfair distribution of trades. In SP2L, entries occur right after a spike. The entry logic is based on the structure of each candle’s Higher Lows (HLs) or Lower Highs (LHs). When a spike occurs and candles consecutively form higher lows or lower highs : In bullish conditions, each previous low becomes a potential Buy Entry. In bearish conditions, each previous high becomes a potential Sell Entry. 🔵 How to Use In the SP2L strategy, entries occur directly within the ongoing strong movement (the spike). A spike forms when heavy order flow pushes the market strongly in one direction, creating several large candles in sequence. This disrupts balance and leaves patterns such as Imbalance and FVG on the chart. During such moves, the market does not necessarily retrace; instead, it continues strongly in the direction of the spike. The key principle in SP2L is that candles begin forming Higher Lows (HLs) in a bullish spike or Lower Highs (LHs) in a bearish spike. Each HL or LH acts as a potential entry level, but the actual entry only triggers once price returns to retest that level. This allows the trader to enter within a powerful wave while keeping stop-losses clear and risk controlled. 🟣 Bullish SP2L When a bullish spike occurs, candles consecutively form Higher Lows. Each HL marks a potential entry. The entry is activated when price returns to that HL. Stop-Loss (SL) : Placed below the candle where the spike originated, usually the lowest point before the sharp move. Take-Profit (TP) : Defined based on classic risk-to-reward ratios, commonly TP1 = 1:1 and TP2 = 1:2. Stronger trends may allow extended targets. 🟣 Bearish SP2L When a bearish spike occurs, candles consecutively form Lower Highs. Each LH marks a potential sell entry. The entry is triggered when price returns to retest that LH. Stop-Loss (SL) : Placed above the candle where the bearish spike started, usually the highest point before the sharp drop. Take-Profit (TP) : Similar to bullish setups, typically TP1 = 1:1 and TP2 = 1:2, with extended targets possible if bearish momentum continues. 🔵 Settings 🟣 Spike Filter | Movement Minimum Spike Bars : Defines the minimum number of consecutive candles required for a valid spike. Movement Power : Enables or disables the momentum-based spike filter. Movement Power Level : Sets the strength threshold; higher values filter out weaker moves and only detect strong spikes. 🟣 Spike Filter | Gap Gap Filter : Enables or disables the gap filter. Gap Type : Selects which type of gap should be detected (All Gaps, Significant, Structural, Major). 🟣 Spike Filter | Doji Doji Tolerance : Defines whether doji candles are allowed within a spike. Max Doji Body Ratio : Maximum ratio of body-to-total candle size for classifying a candle as a doji. Max Doji in Spike Ratio : Maximum percentage of doji candles allowed within a spike. 🟣 Trend Detection Trend Detection : Enables or disables the trend detection module using dojis. Max Doji Body Ratio : Maximum body-to-candle ratio used to classify a doji in trend calculations. Candle Lookback : Number of candles used to calculate doji percentage for trend evaluation. Max Doji in Trend Ratio : Maximum percentage of doji candles allowed within the lookback window for the trend to be valid. 🟣 Position Management Stop-Loss Threshold : Enables or disables the stop-loss threshold feature. Stop-Loss Threshold Value : Defines the value of the stop-loss threshold for risk management. Risk-Reward Ratio : Sets the desired risk-to-reward ratio (e.g., 1:1 or 1:2). Include SL Threshold in R:R : Determines whether the stop-loss threshold is included in risk-to-reward calculations. 🟣 Display Settings Display Mode : Chooses between Setup (showing setups) or Signal (showing trade signals). Only Display the Last Position : Displays only the most recent position on the chart when enabled. 🔵 Conclusion The SP2L (Spike–2Leg) strategy, designed by Mohammad Ali Poursamadi, offers a simple yet effective framework for trading strong market flows. Built on the logic of spikes and candle structures (HLs and LHs), it identifies precise entry points directly within the main movement of the market, where risk is clear and reward is logical. With transparent rules, defined stop-loss placement, and flexible risk management, SP2L proves especially effective in volatile markets such as forex, gold, and indices. Its simplicity makes it practical for both beginner traders and seasoned professionals. In summary, SP2L helps traders avoid unnecessary complexity by focusing on spikes and consecutive HL/LH formations to capture accurate, low-risk entries.
Indicador Pine Script®
por TFlab
6
Money Maverick Jeffrey LineMoney Maverick Jeffrey Line - Release Notes Version 1.0 (Initial Release) - September 14, 2025 Overview Welcome to the Money Maverick Jeffrey Line (MMJL), a custom TradingView indicator designed for trend-following in volatile markets like cryptocurrencies (e.g., Bitcoin), tech stocks, and commodities. It's built in Pine Script v5 and focuses on providing clear signals: GOLD (strong uptrend - buy/hold longs), BLUE (strong downtrend - sell/exit), and GRAY (neutral - stay out). The goal? Help you trade like a "money maverick" – disciplined, low-effort, and risk-aware – without the emotional rollercoaster. Backtested on TSLA, it shows solid win rates (~80%) with lower drawdowns than buy-and-hold. Key Features • Trend Signals: Uses multiple Exponential Moving Averages (EMAs) for consistency checks, outputting one of three states to guide entries/exits. • Filters for Accuracy: o ADX (Average Directional Index) to confirm strong trends (threshold: 25 by default). o Optional volume confirmation to ensure signals align with above-average market activity (default: off). • Visual Enhancements: o Colored lines and fills for EMAs. o Full-chart background shading based on state (Gold, Blue, Gray) – default fully transparent for a clean look. o On-chart table showing current state (e.g., "GOLD (Buy)"). o ATR-based trailing stop lines for risk management hints (default: shown, with "Line with Breaks" style to avoid clutter in neutral zones). • Alerts: Built-in alerts for state changes – set them up in TradingView for notifications. • Customization: User inputs for MA lengths, colors, ADX threshold, volume filter, ATR multiplier, fill/BG transparency, and trailing stops toggle. Tweak for your assets! • Low Lag Design: EMAs for quicker trend detection while keeping smoothness. How to Install and Use 1. Add to TradingView: o Open TradingView > Pine Editor > Paste the script code > Save as "Money Maverick Jeffrey Line" > Add to Chart. 2. Customize Settings: o In the indicator settings (gear icon), adjust lengths (e.g., Fast MA: 15), enable/disable volume filter or trailing stops, or change colors/transparency (default fill: 50, BG: 100). 3. Trading Rules (Suggested): o GOLD: Enter/scale into longs if not in position; use red trailing stop as exit hint. o BLUE: Exit longs (or enter shorts if aggressive); use green trailing stop as exit hint. o GRAY: Hold if positioned; avoid new entries. o Use on higher timeframes (4H, Daily, Weekly) for best results. o Combine with your own fundamental analysis – this is a tool, not financial advice! 4. Backtesting: Test in TradingView's Strategy Tester or external tools. On TSLA (2010-2025 daily), it achieved +15,000% return with 80% win rate and -25% max drawdown (vs. HODL's +24,900% but -85% drawdown). Why Use It? Even though total returns are lower than HODL, MMJL prioritizes risk management with significantly reduced drawdowns, better risk-adjusted performance (e.g., higher Sharpe Ratio), and smoother equity curves. It excels in diverse market conditions by exiting during downtrends, providing psychological discipline through rule-based signals, and serving as a portfolio diversifier with low correlation to traditional holdings. Ideal for traders seeking sustainability over maximum upside in volatile assets. 5. Alerts Setup: In TradingView, go to the indicator > Alerts > Create Alert based on conditions like "Money Maverick Jeffrey Line: GOLD". Known Issues/Limitations • Lagging in Nature: Still a trend-follower, so it may enter late in new trends or exit early in pullbacks. • No Dashed Lines: TradingView v5 uses "Line with Breaks" for trailing stops to show segments only in trends. • Volume Data: Relies on TradingView's volume; may vary by exchange/feed. • Not for All Markets: Best for trending assets; underperforms in prolonged ranges. • No Guarantees: Past performance isn't indicative of future results. Trading involves risk of capital loss – use at your own discretion. Credits and Disclaimers • Inspired By: CTO Larsson's original Larsson Line (free version on TradingView: VaY7PmRo). • Developed With: Enhancements by Grok (xAI) based on user feedback. • Testing Invitation: Share this with your friends! Feedback on performance, bugs, or ideas? Comment on TradingView or discuss in communities. • Disclaimer: This is not financial advice. Always do your own research (DYOR). No warranties – use responsibly. If you encounter issues or want updates (e.g., adding more features like auto-trailing stops), let me know. Happy trading, Mavericks! 🚀
Indicador Pine Script®
por Money_Maverick_Jeffrey
1
TF Sys-1Richard Dennis (Prince of the Pit) invested 1,600 dollar and reportedly made 350 Million dollars (within 10 years). The key is that, fortunes are caught by catching the big moves and catching them before they are plainly visible to the crowd. This Trend Following Indicator combine both Trend Following Calculation and Stage Analysis to provide the clarity of trend direction and the complete plan how to trade by risking only 2%. It provides the position sizing, breakout location, stop loss and Pyramiding strategy (Conservative or Aggressive). I will provide a complete guide how to utilize the indicator and trend following Philosophy in my store in Whop. Next time, when someone recommend any ticker you will see in which stage the ticker is and the breakout point. This indicator will not provide financial advice, it is a tool for decision making and your partner to achieve your goal (to be a successful trend following trader) where fortune lays.
Indicador Pine Script®
por firasmaf
Multi Straddle-Strangle ChartThis powerful indicator is designed for options traders who want to visualize and track the combined premium of multiple straddle and strangle strategies in a single, dedicated pane. Quickly analyze and compare up to five different options strategies at a glance, directly on your chart. This tool is perfect for monitoring volatility, tracking potential profits/losses on a position, and spotting key support and resistance levels based on option premiums. Key Features: Plot Up to 5 Strategies: Simultaneously plot any combination of up to 5 straddles or strangles. Real-Time Data: Fetches live data for both Call and Put options to give you an up-to-the-second view of the combined price. Dynamic Symbol Generation: Automatically detects the underlying symbol (e.g., NIFTY, BANKNIFTY, stocks) and builds the correct option symbols based on your input. Customizable Inputs: Easily configure the expiry date, strike prices and line colors for each of the 5 lines. In-Chart Summary Table: A clean and clear table in the corner of your chart provides a quick summary of each enabled strategy and its current price. Important Note on Usage: This tool requires you to input a strike price in all fields, even if you do not plan to use all five lines. This is necessary because of a fundamental rule in the Pine Script language: every input must have a constant, non-empty default value. The indicator is optimized to only fetch data for the lines you have explicitly enabled with the "Enable Line X" checkbox.
Indicador Pine Script®
por SharpStrat
VCP-Minervini v2This indicator is based on the famous Volatility Contraction Pattern (VCP) developed by Mark Minervini. It is designed to detect breakout setups in stocks and indices and provides a complete framework for identifying and managing them. VCP Detection: Uses ATR to measure contracting volatility and highlights potential setups with yellow markers. Pivot Level: Once a VCP is detected, the script automatically fixes a pivot resistance level and plots it as a red line. Breakout Signal: When price closes above the pivot and remains above the EMA, a green marker confirms that a breakout is active. Exit Logic: If momentum fades (volume drops below average and True Range contracts), the green marker disappears, signaling it may be time to secure profits or adjust stops. EMA Filter: Ensures that setups are only valid in the direction of the prevailing trend by requiring price to trade above the selected EMA. How to use it This tool is best suited for swing traders and position traders looking for clean breakout opportunities. It is not a simple mashup of indicators but an original combination specifically built for VCP setups. Use primarily on daily or weekly charts of liquid stocks. Build a watchlist from yellow markers (potential setups). Watch for price closing above the pivot line to confirm the breakout. Manage trades while the green marker is active, and take caution when it disappears. Adjust the parameters to fine-tune detection sensitivity for your market or trading style.
Indicador Pine Script®
por kaspareit-trading
Precision Candle Marker – OL/OH/OC ScreenerThis indicator highlights high-probability precision candles on any perpetual contract, designed especially for scalpers and short-term traders. It marks three unique candle setups on the 1-minute chart (works on other timeframes too): 🟢 Open = Low (OL) → Strong bullish momentum, buyers took control instantly. 🔴 Open = High (OH) → Strong bearish momentum, sellers took control instantly. 🔵 Open = Close (OC) → Doji / indecision candle, potential reversal or continuation signal. Use cases: Identify breakout entry points in uptrend/downtrend. Filter noise and focus on precision candles. Combine with trend indicators (EMA, VWAP, RSI) for confirmation. This tool is best suited for scalping perpetual contracts (e.g., BTCUSDT, ETHUSDT) but works on any symbol and timeframe.
Indicador Pine Script®
por popularStar56kwb
First X Hours – Daily & Weekly (Auto-DST, Midlines & Labels)Description This indicator automatically plots the High, Low, and optional Midline of the first X trading hours for both the Daily and Weekly sessions. It is designed for traders who want to quickly identify early-session ranges and key levels that often act as intraday or intraweek support/resistance zones. ✅ Features: Works for both Daily and Weekly sessions (enable/disable individually). Fully configurable: choose how many hours to include (e.g., 8 hours). Adjustable start time (hour) and automatic DST handling using named timezones (e.g., Europe/London, New York, Sydney). Customizable line colours, thickness, and styles. Optional midline (average of high & low) for range balance levels. Optional labels with price tags for clear visibility. Lines can be extended to the right for forward-projection. 🔎 Use cases: Identify early-session ranges that may define the trading day or week. Track breakouts above/below first-X-hours ranges. Highlight key liquidity levels where price often reacts. Combine with your strategy for confirmation of reversals or continuations. ⚠️ Note: Indicator does not provide trading signals. Best used on intraday timeframes (e.g., 5m–1h) for daily ranges, and H1–H4 for weekly ranges.
Indicador Pine Script®
por docaguns
EMA / WMA RibbonMomentum Flow Ribbon Unlock a clear, visual edge in identifying short-term momentum shifts with the Momentum Flow Ribbon. This indicator was born from a simple yet powerful concept: to visually represent the dynamic relationship between a fast-reacting Exponential Moving Average (EMA) and the smoother, more methodical Wilder's Moving Average (WMA). While both moving averages use the same length, their unique calculation methods cause them to separate and cross, creating a "ribbon" that provides an immediate and intuitive gauge of market momentum. This tool is designed for the disciplined trader who values clean charts and actionable signals, helping you to execute your strategies with greater confidence and precision. How It Works The script plots an EMA and a Wilder's Moving Average (referred to as rma in Pine Script) of the same length. The space between these two lines is then filled with a colored ribbon: Bullish Green/Teal: The ribbon turns bullish when the faster EMA crosses above the slower Wilder's MA, indicating that short-term momentum is strengthening to the upside. Bearish Red: The ribbon turns bearish when the EMA crosses below the Wilder's MA, signaling that short-term momentum is shifting to the downside. The inherent "lag" of the Wilder's MA, a feature designed by J. Welles Wilder Jr. himself, acts as a steady baseline against which the more sensitive EMA can be measured. The result is a simple, zero-lag visual that filters out insignificant noise and highlights meaningful changes in trend direction. Key Features Customizable Length and Source: Easily adjust the moving average length and price source (close, hl2, etc.) to fit your specific trading style and the instrument you are trading, from futures like MES and MNQ to cryptocurrencies and forex. Customizable Colors: Tailor the ribbon's bullish and bearish colors to match your personal chart aesthetic. Built-in Alerts: The script includes pre-configured alerts for both bullish (EMA crosses above WMA) and bearish (EMA crosses below WMA) signals. Never miss a potential momentum shift again. Clean & Lightweight: No clutter. Just a simple, effective ribbon that integrates seamlessly into any trading system. Practical Application for the Discerning Trader For a futures trader, timing is everything. This ribbon is not just another indicator; it's a tool for confirmation. Imagine you've identified a key level—a Volume Profile POC, the previous day's low, or a critical accumulation zone. As price approaches this level pre-London session, you're watching for a sign of institutional activity. A flip in the ribbon's color at that precise moment can provide the powerful confirmation you need to enter a trade, trusting that you are aligning with the building liquidity and momentum heading into the New York open. This is a tool for those who aspire to greatness in their trading—who understand that the edge is found not in complexity, but in the flawless execution of a simple, well-defined plan. Add the Momentum Flow Ribbon to your chart and start seeing momentum in a clearer light.
Indicador Pine Script®
por rick84etter
Renko Trend Indicator with High/LowRenko Trend Indicator with High/Low Version: 1.0 Pine Script Version: 5 Type: Indicator Overlay: Yes Description The Renko Trend Indicator with High/Low provides a visual representation of market trends using Renko-style calculations based on either a fixed brick size or ATR (Average True Range). It helps traders identify trend direction, potential reversals, and key support/resistance levels. The indicator plots Renko-based trend signals directly on your chart and provides a colored Renko close line, making trend analysis simpler and clearer. Features Customizable Renko Brick Size Fixed brick size or dynamic ATR-based bricks. Step input for precise control over brick size. Trend Identification Detects uptrend and downtrend based on Renko logic. Plots visual signals for trend direction: Green triangle below bars → Uptrend Red triangle above bars → Downtrend Renko Close Line Shows the Renko-adjusted closing price as a line. Line color changes with trend (green for uptrend, red for downtrend). Inputs Name Type Default Description Brick Size float 50 Size of Renko bricks (price units) Use ATR for Brick Size? bool false Enable ATR-based dynamic brick sizing ATR Period int 14 Number of periods for ATR calculation if enabled How It Works The indicator calculates Renko bricks using either a fixed size or ATR. It maintains internal variables: renko_close → Current Renko price renko_high → Highest point of the current trend renko_low → Lowest point of the current trend trend → Current trend direction (1 for uptrend, -1 for downtrend) last_extreme → Last extreme point to detect trend reversal When price moves above or below the Renko threshold, the trend is updated. Trend signals are plotted on the chart for easy visualization. Plots Plot Name Description Color Up Trend Triangle below bar when trend is up Green Down Trend Triangle above bar when trend is down Red Renko Close Line connecting Renko-adjusted close prices Green (up) / Red (down) Usage Add the indicator to any chart with your preferred timeframe. Configure the brick size or enable ATR-based bricks for dynamic calculation. Observe the trend triangles and Renko line to identify trend direction and potential reversals. Can be used in combination with other indicators or strategies for trading decisions. Notes This indicator is for analysis purposes only and does not place trades automatically. ATR-based bricks adapt to market volatility, while fixed bricks provide a static reference. Works best on liquid markets with regular price movements. Example Chart Green triangles below bars signal a buying trend. Red triangles above bars signal a selling trend. The colored Renko line shows the trend progression visually. Author DB Pine Script Version: 5 License: MIT
Indicador Pine Script®
por dhairyasheellba
2
FVG + Zones + ATR + Vol + RangesThis indicator combines Fair Value Gaps (FVGs) with daily, weekly, and monthly ranges, Killzones, ATR & volume filters, and powerful alert conditions. 🔹 Key Features: • Daily, Weekly & Monthly Ranges • Automatic plotting of previous highs/lows • Fully customizable (color, width, line style) • Optional labels (T-High/T-Low, W-High/W-Low, M-High/M-Low) • Fair Value Gaps (FVGs) • Detection of up- and down-FVGs at the start of the 4th candle • Two modes: • Raw FVGs → Alerts only (no chart marking) • Filtered FVGs → Alerts + visual highlights (barcolor) • Filter conditions: ATR, Volume, and optionally Killzones • Killzones (active only on < 1H timeframes) • London (08:00 – 11:00) • New York AM (14:30 – 17:00) • New York PM (optional) • Fully adjustable start/end times + UTC offset (summer/winter time) • Filters • ATR filter → qualify FVGs only if volatility is high enough • Volume filter → qualify FVGs only if volume exceeds SMA • Alerts • Filtered FVG alerts (ATR/Vol/Killzones) • Raw FVG alerts (pure FVG condition, no filtering) • All alerts trigger exactly at the beginning of the 4th candle 🔹 Use Cases: • Visualize key market ranges (daily, weekly, monthly) • Identify and confirm high-probability FVGs within Killzones • Focus only on quality setups using ATR & Volume filters • Automate trading workflows with precise FVG alerts ⸻ 👉 This tool gives you a complete market overview, combining market structure (ranges) with liquidity concepts (Killzones & FVGs) while enabling efficient trade execution through alerts.
Indicador Pine Script®
por FloreWo
ASPO - Adaptive Statistical Position OscillatorASPO - Advanced Statistical Price Position Oscillator - Time-Weighted Based on a time-weighted statistical model, this indicator quantifies price deviation from its recent mean. It uses a Z-Score to normalize price position and calculates the statistical probability of its occurrence, helping traders identify over-extended market conditions and mean-reversion opportunities with greater sensitivity. - Time-Weighted Model: Reacts more quickly to recent price changes by using a Weighted Moving Average (WMA) and a weighted standard deviation. - Statistical Foundation: Utilizes Z-Score standardization and a probability calculation to provide an objective measure of risk and price extremity. - Dynamic Adaptation: Automatically adjusts its calculation period and sensitivity based on market volatility, making it versatile across different market conditions. - Intelligent Visuals: Dynamic line thickness and gradient color-coding intuitively display the intensity of price deviations. - Multi-Dimensional Analysis: Combines the main line's position (Z-Score), a momentum histogram, and real-time probability for a comprehensive view. 1. Time-Weighted Statistical Model (Z-Score Calculation) - Weighted Mean (μ_w): Instead of a simple average, the indicator uses a Weighted Moving Average (ta.wma) to calculate the price mean, giving more weight to recent data points. - Weighted Standard Deviation (σ_w): A custom weighted_std function calculates the standard deviation, also prioritizing recent prices. This ensures that the measure of dispersion is more responsive to the latest market behavior. - Z-Score: The core of the indicator is the Z-Score, calculated as Z = (Price - μ_w) / σ_w. This value represents how many weighted standard deviations the current price is from its weighted mean. A higher absolute Z-Score indicates a more statistically significant price deviation. 2. Probability Calculation - The indicator uses an approximation of the Normal Cumulative Distribution Function (normal_cdf_approx) to calculate the probability of a Z-Score occurring. - The final price_probability is a two-tailed probability, calculated as 2 * (1 - CDF(|Z-Score|)). This value quantifies the statistical rarity of the current price deviation. For example, a probability of 0.05 (or 5%) means that a deviation of this magnitude or greater is expected to occur only 5% of the time, signaling a potential market extreme. 3. Dynamic Parameter Adjustment - Volatility Measurement: The system measures market volatility using the standard deviation of price changes (ta.stdev(ta.change(src))) over a specific lookback period. - Volatility Percentile: It then calculates the percentile rank (ta.percentrank) of the current volatility relative to its history. This contextualizes whether the market is in a high-volatility or low-volatility state. - Adaptive Adjustment: - If volatility is high (e.g., >75th percentile), the indicator can shorten its distribution_period and increase its position_sensitivity. This makes it more responsive to fast-moving markets. - If volatility is low (e.g., <25th percentile), it can lengthen the period and decrease sensitivity, making it more stable in calmer markets. This adaptive mechanism helps maintain the indicator's relevance across different market regimes. 4. Momentum and Cycle Analysis (Histogram) - The indicator does not use a Hilbert Transform. Instead, it analyzes momentum cycles by calculating a histogram: Histogram = (Z-Score - EMA(Z-Score)) * Sensitivity. - This histogram represents the rate of change of the Z-Score. A positive and rising histogram indicates accelerating upward deviation, while a negative and falling histogram indicates accelerating downward deviation. Divergences between the price and the histogram can signal a potential exhaustion of the current deviation trend, often preceding a reversal. - Reversal Signals: Look for the main line in extreme zones (e.g., Z-Score > 2 or < -2), probability below a threshold (e.g., 5%), and divergence or contraction in the momentum histogram. - Trend Filtering: The main line's direction indicates the trend of price deviation, while the histogram confirms its momentum. - Risk Management: Enter a high-alert state when probability drops below 5%; consider risk control when |Z-Score| > 2. - Gray, thin line: Price is within a normal statistical range (~1 sigma, ~68% probability). - Orange/Yellow, thick line: Price is moderately deviated (1 to 2 sigma). - Cyan/Purple, thick line: Price is extremely deviated (>2 sigma, typically <5% probability). - Distribution Period: 50 (for weighted calculation) - Position Sensitivity: 2.5 - Volatility Lookback: 10 - Probability Threshold: 0.03 Suitable for all financial markets and timeframes, especially in markets that exhibit mean-reverting tendencies. This indicator is a technical analysis tool and does not constitute investment advice. Always use in conjunction with other analysis methods and a strict risk management strategy. Copyright (c) 2025 | Pine Script v6 Compatible --- 高级统计价格位置振荡器 (ASPO) - 时间加权版 基于时间加权统计学模型，该指标量化了当前价格与其近期均值的偏离程度。它使用Z分数对价格位置进行标准化，并计算其出现的统计概率，帮助交易者更灵敏地识别市场过度延伸和均值回归的机会。 - 时间加权模型：通过使用加权移动平均（WMA）和加权标准差，对近期价格变化反应更迅速。 - 统计学基础：利用Z分数标准化和概率计算，为风险和价格极端性提供了客观的衡量标准。 - 动态自适应：根据市场波动率自动调整其计算周期和敏感度，使其在不同市场条件下都具有通用性。 - 智能视觉：动态线条粗细和渐变颜色编码，直观地展示价格偏离的强度。 - 多维分析：结合了主线位置（Z分数）、动能柱和实时概率，提供了全面的市场视角。 1. 时间加权统计模型 (Z分数计算) - 加权均值 (μ_w)：指标使用加权移动平均 (ta.wma) 而非简单平均来计算价格均值，赋予近期数据点更高的权重。 - 加权标准差 (σ_w)：通过一个自定义的 weighted_std 函数计算标准差，同样优先考虑近期价格。这确保了离散度的衡量对最新的市场行为更敏感。 - Z分数：指标的核心是Z分数，计算公式为 Z = (价格 - μ_w) / σ_w。该值表示当前价格偏离其加权均值的加权标准差倍数。Z分数的绝对值越高，表示价格偏离在统计上越显著。 2. 概率计算 - 指标使用正态累积分布函数 (normal_cdf_approx) 的近似值来计算特定Z分数出现的概率。 - 最终的 price_probability 是一个双尾概率，计算公式为 2 * (1 - CDF(|Z分数|))。该值量化了当前价格偏离的统计稀有性。例如，0.05（或5%）的概率意味着这种幅度或更大的偏离预计只在5%的时间内发生，这预示着一个潜在的市场极端。 3. 动态参数调整 - 波动率测量：系统通过计算特定回溯期内价格变化的标准差 (ta.stdev(ta.change(src))) 来测量市场波动率。 - 波动率百分位：然后，它计算当前波动率相对于其历史的百分位排名 (ta.percentrank)。这将当前市场背景定义为高波动率或低波动率状态。 - 自适应调整： - 如果波动率高（例如，>75百分位），指标可以缩短其 distribution_period（分布周期）并增加其 position_sensitivity（位置敏感度），使其对快速变化的市场反应更灵敏。 - 如果波动率低（例如，<25百分位），它可以延长周期并降低敏感度，使其在较平静的市场中更稳定。这种自适应机制有助于保持指标在不同市场制度下的有效性。 4. 动能与周期分析 (动能柱) - 该指标不使用希尔伯特变换。相反，它通过计算一个动能柱来分析动量周期：动能柱 = (Z分数 - Z分数的EMA) * 敏感度。 - 该动能柱代表Z分数的变化率。一个正向且不断增长的动能柱表示向上的偏离正在加速，而一个负向且不断下降的动能柱表示向下的偏离正在加速。价格与动能柱之间的背离可以预示当前偏离趋势的衰竭，通常发生在反转之前。 - 反转信号：寻找主线进入极端区域（如Z分数 > 2 或 < -2）、概率低于阈值（如5%）以及动能柱出现背离或收缩。 - 趋势过滤：主线的方向指示价格偏离的趋势，而动能柱确认其动量。 - 风险管理：当概率降至5%以下时进入高度警惕状态；当|Z分数| > 2时考虑风险控制。 - 灰色细线：价格处于正常统计范围内（约1个标准差，约68%概率）。 - 橙色/黄色粗线：价格中度偏离（1到2个标准差）。 - 青色/紫色粗线：价格极端偏离（>2个标准差，通常概率<5%）。 - 分布周期：50（用于加权计算） - 位置敏感度：2.5 - 波动率回溯期：10 - 概率阈值：0.03 适用于所有金融市场和时间框架，尤其是在表现出均值回归特性的市场中。 本指标为技术分析辅助工具，不构成任何投资建议。请务必结合其他分析方法和严格的风险管理策略使用。 版权所有 (c) 2025 | Pine Script v6 兼容
Indicador Pine Script®
por Lavaetin42
TPO Levels [VAH/POC/VAL] with Poor H/L, Single Prints & NPOCs### 🎯 Advanced Market Profile & Key Level Analysis This script is a unique and comprehensive technical analysis tool designed to help traders understand market structure, value, and key liquidity levels using the principles of **Auction Market Theory** and **Market Profile**. This script is unique (and shouldn't be censored) because : It allows large history of levels to be displayed Accurate as possible tick size Doesn't draw a profile but only the actual levels Supports multi-timeframe levels even on the daily mode giving macro context There is no indicator out there that does it While these concepts are universal, this indicator was built primarily for the dynamic, 24/7 nature of the **cryptocurrency market**. It helps you move beyond simple price action to understand *why* the market is moving, which is especially crucial in the volatile crypto space. ### ## 📊 The Concepts Behind the Calculations To use this script effectively, it's important to understand the core concepts it is built upon. The entire script is self-contained and does not require other indicators. * **What is Market Profile?** Market Profile is a unique charting technique that organizes price and time data to reveal market structure. It's built from **Time Price Opportunities (TPOs)**, which are 30-minute periods of market activity. By stacking these TPOs, the script builds a distribution, showing which price levels were most accepted (heavily traded) and which were rejected (lightly traded) during a session. * **What is the Value Area (VA)?** The Value Area is the heart of the profile. It represents the price range where **70%** of the session's trading volume occurred. This is considered the "fair value" zone where both buyers and sellers were in general agreement. * **Point of Control (POC):** The single price level with the most TPOs. This was the most accepted or "fairest" price of the session and acts as a gravitational line for price. * **Value Area High (VAH):** The upper boundary of the 70% value zone. * **Value Area Low (VAL):** The lower boundary of the 70% value zone. VAH and VAL are dynamic support and resistance levels. Trading outside the previous session's value area can signal the start of a new trend. *** ### ## 📈 Key Features Explained This script automatically calculates and displays the following critical market-generated information: * **Multi-Timeframe Market Profile** Automatically draws Daily, Weekly, and Monthly profiles, allowing you to analyze market structure across different time horizons. The script preserves up to 20 historical sessions to provide deep market context. * **Naked Point of Control (nPOC)** A "Naked" POC is a Point of Control from a previous session that has **not** been revisited by price. These levels often act as powerful magnets for price, representing areas of unfinished business that the market may seek to retest. The script tracks and displays Daily, Weekly, and Monthly nPOCs until they are touched. * **Single Prints (Imbalance Zones)** A Single Print is a price level where only one TPO traded during the session's development. This signifies a rapid, aggressive price move and an imbalanced market. These areas, like gaps in a traditional chart, are frequently revisited as the market seeks to "fill in" these thin parts of the profile. * **Poor Structure (Unfinished Auctions)** A **Poor High** or **Poor Low** occurs when the top or bottom of a profile is flat, with two or more TPOs at the extreme price. This suggests that the auction in that direction was weak and inconclusive. These weak structures often signal a high probability that price will eventually break that high or low. *** ### ## 💡 How to Use This Indicator This tool is not a signal generator but an analytical framework to improve your trading decisions. 1. **Determine Market Context:** Start by asking: Is the current price trading *inside* or *outside* the previous session's Value Area? * **Inside VA:** The market is in a state of balance or range-bound. Look for trades between the VAH and VAL. * **Outside VA:** The market is in a state of imbalance and may be starting a trend. Look for continuation or acceptance of prices outside the prior value. 2. **Identify Key Levels:** * Use historical **nPOCs** as potential profit targets or areas to watch for a price reaction. * Treat historical **VAH** and **VAL** levels as significant support and resistance zones. * Note where **Single Prints** are. These are often price magnets that may get "filled" in the future. 3. **Spot Weakness:** * A **Poor High** suggests weak resistance that may be easily broken. * A **Poor Low** suggests weak support, signaling a potential for a continued move lower if broken. *** ### ## ⚙️ Customization & Crypto Presets The indicator is highly customizable, allowing you to change colors, transparency, the number of historical sessions, and more. To help traders get started quickly, the indicator includes **built-in layout presets** specifically calibrated for major cryptocurrencies: ** BINANCE:BTCUSDT.P , BINANCE:ETHUSDT.P , and BINANCE:SOLUSDT.P **. These presets automatically adjust key visual parameters to better suit the unique price characteristics and volatility of each asset, providing an optimized view right out of the box. *** ### ## ⚠️ Disclaimer This indicator is a tool for market analysis and should not be interpreted as direct buy or sell signals. It provides information based on historical price action, which does not guarantee future results. Trading involves significant risk, and you should always use proper risk management. This script is designed for use on standard chart types (e.g., Candlesticks, Bar) and may produce misleading information on non-standard charts.
Indicador Pine Script®
por benb1122
6
Trend Indicator by anant_alwaysThis indicator analyses various market parameters, including RSI, moving averages, volume profile, and OI data, which help determine the market's direction. Based on the study of these parameters, it generates a signal in the form of a triangle to indicate the potential direction of the script being used upon. The indicator simply studies other parameters to generate a signal and does not create a mashup of these indicators. It also generates a table at the bottom, which shows basic information such as MA value, RSI value and positioning of MACD volume trend for easier information availability.
Indicador Pine Script®
por anant_always