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Blockchain FundamentalThis indicator is made for traders to harness fundamental blockchain data for better decision-making. Unlike traditional tools, this indicator doesn't depend on standard technical indicators. It offers a novel perspective by focusing on core blockchain metrics like capitalization, miner activity, and other intrinsic data elements. I've designed a distinct scoring logic, exclusive to BF, ensuring it's user-friendly and provides actionable insights for traders at all levels. Mainly created for Bitcoin , but can be applied to any other crypto assets in cost of losing some metrics in the analysis. Ethereum chart: Features: Customizable Moving Averages: Choose from an array of moving averages, with the flexibility to adjust the length for a tailored analysis, aiding in pinpointing asset trends. Blockchain Metrics Integration: Incorporates a range of blockchain metrics such as Market Cap to Realised Cap ratio, Spent Output Profit Ratio, ATH Drawdown, and more. Blockchain Metrics Evaluation: Each metric can be toggled on/off to customize the analysis. Using default settings, traders can use all of the metrics combined. Every metric is essentially evaluated on a scale from -100 to 100 and then combined with others. If any metric is uncertain about its direction (equals to 0), then the score of it is not accounted in a final calculation. Kalman Filter: This indicator offers the option to apply a Kalman filter to the signals, enhancing the smoothness and accuracy of the indicator’s output. This is my approach to mitigate the noise in the final output. Signal Oscillator: Displays the aggregated score of all selected blockchain metrics. Offers visual signals with adjustable upper and lower bounds for easy interpretation based on particular asset observation. Visual Elements: Signal Oscillator: A visual representation of the aggregated blockchain fundamental score. (White line for a raw calculation, orange line for kalman-filtered one) Signal Counter: Displays the count of metrics currently being considered in the fundamental score calculation. (grey line at the middle of an indicator) Buy/Sell Signal Coloring: The background color changes to indicate potential buying or selling opportunities based on user-defined bounds. Usage: Analysis: Use the signal oscillator to identify potential market tops and bottoms based on blockchain fundamental data. Adjust the bounds to customize the sensitivity of buy/sell signals. Customization: Enable/disable specific blockchain metrics to tailor the indicator to your analytical needs. Adjust the moving average type and length for better analysis. Integration: Combine with other technical indicators to create a comprehensive trading strategy. Utilize in conjunction with volume and price action analysis for enhanced decision-making. Every output could be used in traders custom strategies and indicators.
Индикатор Pine Script™
от gotbeatz26107
9
[Round Numbers] Signal Clean Up Analysis with Backtest (TSO)Round Numbers NEW GEN indicator! =========================================================================== =========================================================================== This is a full-cycle trading system indicator - it will show and alert each step of the trade from open to close. The algorithm here uses Round Numbers for generating signals, TP (Take Profit) and SL (Stop Loss) levels. Round numbers play big role in trading and can easily become strong support and resistance levels where price can bounce and go the opposite way or go through with a very nice run afterwards. In addition there is a chained (NOTE: You can select several or ALL of the features, this is not limited to either one) signal cleanup and analysis approach with scheduling and alerting capabilities. Works with most popular timeframes: 1M, 3M, 5M, 15M, 30M, 1H, 4H, D. NOTE: Every action of the trade is calculated on a confirmed closed candle bar state (barstate.isconfirmed), so the indicator will never repaint! NOTE: At position open - there will be calculated Take-Profit and Stop-Loss targets, however each target is considered hit, when candle bar closes breaking that target, so Take-Profit and Stop-Loss when hit will slightly differ then what you see at trade/position open. =========================================================================== =========================================================================== Round Numbers up|down unit setting and overall explanation --------------------------------------------------------------------------- Round Number up|down unit: is the distance between round numbers on the chart. Since these round number levels are also used by the algorithm to open/close trades, it is important to set this setting to a logical number, which will correspond to an average price movement of the instrument. Here are some examples for a few popular instruments on what will the default 1 round number unit correspond to and what would be suggested: BTCUSD > $1 (this won't work for Bitcoin, try at least $100 - 100units) SPY: > $1 (one of the best settings for SPY or QQQ, 50cents shows good results as well - 0.5units) FOREX (all major pairs): > 10PIPs (that may be a bit small, unless scalping, try 50PIPs - 5units) =========================================================================== =========================================================================== Explanation of all the Features | Strategy Configuration Guide | Indicator Settings | Signal Cleanup Analysis --------------------------------------------------------------------------- >>> Customizable Backtesting for a specific date range, results via TradingView strategy, which includes “Deep Backtesting” for largest amounts of data on trading results. >>> Trading Schedule with customizable trading daily time range, automatic closing/alert trades before Power Hour or right before market closes or leave it open until next day. >>> 3 Trading Systems. >>> Static/Dynamic/Trailing Take-Profit and Stop-Loss setups (HIGHLIGHT: Stop-Loss will be moved to Entry after TP1 is taken or a smart trailing Stop-Loss can be used with Stop-Loss dynamically following the trade to minimize risk). >>> Single or Multiple profit targets (up to 5). >>> Take-Profit customizable offset feature (set your Take-Profit targets slightly before everyone is expecting it!). >>> Candle bar signal analysis (matching candle color, skip opposite structured and/or doji candle uncertain signals). >>> Additional analysis of VWAP/EMA/ATR/EWO (Elliot Wave Oscillator)/Divergence MACD+RSI/Volume signal confirmation (clean up your chart with indicator showing only the best potential signals!). >>> Advanced Alerts setup, which can be potentially setup with a trading bot over TradingView Webhook (NOTE: This will require advanced programming knowledge). =========================================================================== Labels, plots, colors explanations: --------------------------------------------------------------------------- >>>>> LONG open: green "house" looking arrow below candle bar. >>>>> SHORT open: red "house" looking arrow above candle bar. >>>>> LONG/SHORT take-profit target: green/red circles (multi-profit > TP2/3/4/5 smaller circles). >>>>> LONG/SHORT stop-loss target: green/red + crosses. >>>>> LONG/SHORT take-profit hits: green/red diamonds. >>>>> LONG/SHORT stop-loss hits: green/red X-crosses. >>>>> LONG/SHORT EOD (End of Day | Intraday style) close (profitable trade): green/red squares. >>>>> LONG/SHORT EOD (End of Day | Intraday style) close (loss trade): green/red PLUS(+)-crosses. =========================================================================== Date Range and Trading Schedule Settings --------------------------------------------------------------------------- >>>>> Date Range: Select your start and/or end dates (uncheck “End” for indicator to show results up to the very moment and to use for LIVE trading) for backtesting results, if not using backtesting – uncheck “Start”/“End” to turn it off. >>>>> Use TradingView “Strategy Tester” to see backtesting results NOTE: If Strategy Tester does not show any results with Date Ranged fully unchecked, there may be an issue where a script opens a trade, but there is not enough TradingView power to set the Take-Profit and Stop-Loss and somehow an open trade gets stuck and never closes, so there are “no trades present”. In such case you will need to manually check “Start”/“End” dates or use “Depp Backtesting” feature! >>>>> Trading Schedule: This is where you can setup Intraday Session or any custom session schedule you wish. Turn it ON. Select trading hours. Select EOD (End of Day) setting (NOTE: If it will be OFF, the indicator will assume you are holding your position open until next day!). Please note the EOD trade closure times with the 2 different Intraday close settings when turned on: At Market Close: 1/3/5min > will close at 15:55pm ET 15min > will close at 15:45pm ET 30min > will close at 15:30pm ET 45min > will close at 15:45pm ET 60min > will close at 15:00pm ET Before Power Hour: 1/3/5min > will close at 15:00pm ET 15min > will close at 15:00pm ET 30min > will close at 15:00pm ET 45min > will close at 15:00pm ET 60min > will close at 15:00pm ET >>> Trading Systems: 1) "Open Until Closed by TP or SL": the signal will only open a trade if no trades are currently open/trunning, a trade can only be closed by Take Profit, Stop Loss or End of Day close (if turned on) | 2) "Open Until Closed by TP or SL + OCA": Same as 1), but if there is an opposite signal to the trade which is currently open > it will immediately be closed with new trade open or End of Day close (if turned on) | 3) "OCA (no TP or SL)": There are is Take Profit or Stop Loss, only an opposite signal will close current trade and open an opposite one or End of Day close (if turned on). >>> Turn On/Off: Current Position SL + Opposite Position Open Signal on the same closing candle bar (If current trade hits Stop-Loss and at that same closing candle bar there is a signal for an opposite direction trade > indicator will close current position as Stop-Loss and immediately open an opposite position). NOTE: With this option turned on, there will be more trades, but not necessarily better results, since after Stop-Loss is hit, it may make sense to wait a little before opening an opposite trade, even if it matches the condition at the same time when Stop-Loss is hit, but sometimes it shows great results, so this setting/feature is included. NOTE: This setting only will work/make sense with TP and SL style/behavior both be set to "Fully Closed Candle"! >>> Turn On/Off: Turn On/Off: Current Position REGULAR SL | Only the SL + Opposite Position Open will trigger if turned on, IF NOT - THERE WILL BE NO STOP-LOSS AT ALL!!! NOTE: It is very dangerous to trade without Stop-Loss! >>>>> Signal Candle Bar consuming Take-Profits - position/trade signal candle bar is big enough to "consume"/close ahead the first TP setting > the signal can either be skipped, or all Take-Profit areas pushed ahead using smart formula) >>>>> MULTIPROFIT | TP (Take-Profit) System: 1) Static – Once the trade is open, all Take-Profit target(s) are immediately calculated and set for the trade > once the target(s) is hit > trade will be partially closed (if candle bar closes beyond several Take-Profit targets > trade will be reduced accordingly to the amount of how many Take-Profit targets were hit) ||| 2) Dynamic – Once the trade is open, only the 1st Take-Profit target is calculated, once the 1st Take-Profit is hit > next Take-Profit distance is calculated based on the distance from trade Entry to where 1st Take-Profit was taken, once 2nd Take-Profit is taken > 3rd Take-Profit is calculated per same logic, these are good for price momentum as with price speeding up – profits increase as well! >>>>> MULTIPROFIT: SL (stop loss) System | Static: SL is set at position open and remains such; Dynamic: Once ANY TP is taken > SL will be moved to Entry; Trailing: SL will be moved along the position (smart trailing stop-loss), at TP1 taken > SL moves to Entry, at TP2 taken > SL moves to TP1, at TP3 taken > SL moves to TP2 and so on. >>>>> # of TPs (number of take profit targets): Just like it is named, this is where you select the number of Take-Profit targets for your trading system (NOTE: If "OCA (no TP or SL)" Trading System is selected, this setting won’t do anything, since there are no TP or SLs for that system). >>>>> TP(s) offset: This is a special feature for all Take-Profit targets, where you can turn on a customizable offset, so that if the price is almost hitting the Take-Profit target, but never actually touches it > you will capture it. This is good to use with HHLL (Highest High Lowest Low), which is pretty much a Support/Resistance as often the price will nearly touch these strong areas and turn around… =========================================================================== Dynamic/Static/Trailing Take-Profit and Stop-Loss visual examples: --------------------------------------------------------------------------- 1) Fully Static Take-Profit and Stop-Loss This one is a fully static setup for both Take-Profit and Stop-Loss, you can also observe how trade is closed right before the Power Hour (trade can be closed right before Power Hour or right before Market Closes or left overnight as desired). 2) Static/Dynamic, Static Take-Profit and Dynamic Stop-Loss You can see a static Take-Profit set at position open, while Stop-Loss moves to Entry once TP1 target is taken. 3) Static/Trailing, Static Take-Profit and Trailing Stop-Loss In here with each Take-Profit taken, Stop-Loss moves along the trade to previous Take-Profit level, you can notice how stop-loss literally follows the trade and reduces the potential loss. 4) Dynamic/Trailing, Dynamic Take-Profit and Trailing Stop-Loss See how Take-Profit distances increase with price momentum. Just like in previous example - Trailing Stop-Loss is following the trade and reducing the riks. =========================================================================== Signal Analysis and Cleanup Settings --------------------------------------------------------------------------- >>>>> Candle Analysis | Candle Color signal confirmation: If closed candle bar color does not match the signal direction > no trade will be open. >>>>> Candle Analysis | Skip opposite candle signals: If closed candle bar color will match the signal direction, but candle structure will be opposite (for example: bearish green hammer, long high stick on top of a small green square) > no trade will be open. >>>>> Candle Analysis | Skip doji candle signals: If closed candle bar will be the uncertain doji > no trade will be open. >>>>> Divergence/Oscillator Analysis | EWO (Elliot Wave Oscillator) signal confirmation: LONG will only be open if at signal, EWO is green or will be at bullish slope (you can select which setting you desire), SHORT if EWO is red or will be at bearish slope. >>>>> Divergence/Oscillator Analysis | VWAP signal confirmation: LONG will only be open if at signal, the price will be above VWAP, SHORT if below. >>>>> Divergence/Oscillator Analysis | Moving Average signal confirmation: LONG will only be open if at signal, the price will be above selected Moving Average, SHORT if below. >>>>> Divergence/Oscillator Analysis | ATR signal confirmation: LONG will only be open if at signal, the price will be above ATR, SHORT if below. >>>>> Divergence/Oscillator Analysis | RSI + MACD signal confirmation: LONG will only be open if at signal, RSI + MACD will be bullish, SHORT if RSI + MACD will be bearish. >>>>> Volume signal confirmation: LONG/SHORT will only be opened with strong Volume matching the signal direction, by default, strong Volume percentage is set to 150% and weak to 50%, but you can change it as you desire. =========================================================================== ||||||||||||||||||||||||||||||||||| *** ||||||||||||||||||||||||||||||||||| *** ||||||||||||||||||||||||||||||||||| ||||||||||||||||||||||||||||||||||| *** ||||||||||||||||||||||||||||||||||| *** ||||||||||||||||||||||||||||||||||| TP System - VERY IMPORTANT INFO! ------------------------------------------------------------------------------------------------------------------- "TP PERCENTAGE" - amount by which current trade/position needs to be reduced/partially closed/sold. ------------------------------------------------------------------------------------------------------------------- TP System: Dynamic "TP PERCENTAGE" - will always be the same amount (trade/position size divided by the # of take-profit(TP) targets) and percentage to be closed will always be of the ORIGINAL trade/position. ------------------------------------------------------------------------------------------------------------------- TP System: Static "TP PERCENTAGE" - will always be the same amount IF take-profit(TP) targets are hit 1-by-1 (TP1 > TP2 > TP3 > TP4 > TP5), otherwise it will vary and unless it is a 1st take-profit(TP1), the REMAINING trade/position size will always be smaller than original and therefore the percentage to be closed will always be of the REMAINING trade/position and NOT the original one! ------------------------------------------------------------------------------------------------------------------- "TP PERCENTAGE" CheatSheet (these are the only percentages you may see) ----------------------------------------------------------------------- TP PERCENTAGE---Close/Sell Amount-------------Example (trade size: 50 stocks) 20%-------------trade size * 0.2--------------50 * 0.2 = 10 stocks 25%-------------trade size * 0.25-------------50 * 0.25 = 12.5(~13) stocks 34%-------------trade size * 0.34-------------50 * 0.34 = 17 stocks 40%-------------trade size * 0.4--------------50 * 0.4 = 20 stocks 50%-------------trade size * 0.5--------------50 * 0.5 = 25 stocks 60%-------------trade size * 0.6--------------50 * 0.6 = 30 stocks 66%-------------trade size * 0.66-------------50 * 0.66 = 33 stocks 75%-------------trade size * 0.75-------------50 * 0.75 = 37.5(~38) stocks 80%-------------trade size * 0.8--------------50 * 0.8 = 40 stocks 100%------------trade size--------------------50 = 50 stocks ----------------------------------------------------------------------- If for any reason a portion of the current/remaining trade closed at such occurrence was slightly wrong, it is not an issue. Such occurrences are rare and with slight difference in partial TP closed is not significant to overall performance of our algorithms. ||||||||||||||||||||||||||||||||||| *** ||||||||||||||||||||||||||||||||||| *** ||||||||||||||||||||||||||||||||||| ||||||||||||||||||||||||||||||||||| *** ||||||||||||||||||||||||||||||||||| *** ||||||||||||||||||||||||||||||||||| Alert Settings (you don’t have to touch this section unless you will be using TradingView alerts through a Webhook to use with trading bot) --------------------------------------------------------------------------- Here is how a LONG OPEN alert looks like. NOTE: Each label , , etc. is customizable, you can change the text of it within indicator Input settings. ALERT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> COIN: BTCUSD TIMEFRAME: 15M LONG: OPEN ENTRY: 20000 TP1: 20500 TP2: 21000 TP3: 21500 TP4: 22500 TP5: 23500 SL: 19000 Leverage: 0 --------------------------------------------------------------------------- Here is how a TP1 alert will look with 5 TPs breakdown of the trade. NOTE1: Next to TP1 taken it will show at which price it was triggered. NOTE2: Next to "TP Percentage" it shows how much of the CURRENT/ACTIVE/REMAINING trade needs to be closed. NOTE2: If TP2/3/4/5 comes before TP1 - the alert will tell you exactly how many percent of the trade needs to be closed! ALERT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> COIN: BTCUSD TIMEFRAME: 15M LONG: TP1 TP1: 20500 TP Percentage: 20% --------------------------------------------------------------------------- Here is how an alert will look for LONG - STOP-LOSS. ALERT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> COIN: BTCUSD TIMEFRAME: 15M ENTRY: 20000 LONG: SL SL: 19000 --------------------------------------------------------------------------- Here is how an alert will look for LONG - EOD (End of Day) In Profit close. ALERT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> COIN: BTCUSD TIMEFRAME: 15M LONG: EOD-Close (profit) ENTRY: 20000 EOD-Close: 21900 =========================================================================== Adding Alerts in TradngView --------------------------------------------------------------------------- -Add indicator to chart and make sure the correct strategy is configured (check Backtesting results) -Right-click anywhere on the TradingView chart -Click on Add alert -Condition: Select this indicator by it’s name -Immediately below, change it to "alert() function calls only", as other wise there will be 2 alerts for every alert! -Expiration: Open-ended (that may require higher tier TradingView account, otherwise the alert will need to be occasionally re-triggered) -Alert name: Whatever you desire -Hit “Create” -Note: If you change ANY Settings within the indicator – you must DELETE the current alert and create a new one per steps above, otherwise it will continue triggering alerts per old Settings! =========================================================================== If you have any questions or issues with the indicator, please message me directly via TradingView. --------------------------------------------------------------------------- Good Luck! (NOTE: Trading is very risky, past performance is not necessarily indicative of future results, so please trade responsibly!) --------------------------------------------------------------------------- NOTE: There seems to be a strange glitch when strategy is running live, it will show "double-take" take-profits labels on the chart. This is not affecting the script logic and backtesting results, if you simply change the timeframe real quick to something else then back - it will no longer show the duplicate orders... this must be some sort of a glitch as every alert was thoroughly tested to make sure everything is working!
Стратегия Pine Script™
от tso_trade
5
BearMetricsLooking at the financial health of a company is a critical aspect of stock analysis because it provides essential insights into the company's ability to generate profits, meet its financial obligations, and sustain its operations over the long term. Here are several reasons why assessing a company's financial health is important when evaluating a stock: 1. **Profitability and Earnings Growth**: A company's financial statements, particularly the income statement, provide information about its profitability. Analyzing earnings and revenue trends over time can help you assess whether the company is growing or declining. Investors generally prefer companies that show consistent earnings growth. 2. **Risk Assessment**: Financial statements, including the balance sheet and income statement, offer a comprehensive view of a company's assets, liabilities, and equity. By evaluating these components, you can gauge the level of financial risk associated with the stock. A healthy balance sheet typically includes a manageable debt load and strong equity. 3. **Cash Flow Analysis**: Cash flow statements reveal how effectively a company manages its cash, which is crucial for day-to-day operations, debt servicing, and future investments. Positive cash flow is essential for a company's stability and growth prospects. 4. **Debt Levels**: Examining a company's debt levels and debt-to-equity ratio can help you determine its leverage. High debt levels can be a cause for concern, as they may indicate that the company is at risk of financial distress, especially if it struggles to meet interest payments. 5. **Liquidity**: Liquidity is vital for a company's short-term survival. By assessing a company's current assets and current liabilities, you can gauge its ability to meet its short-term obligations. Companies with low liquidity may face difficulties during economic downturns or unexpected financial challenges. 6. **Dividend Sustainability**: If you're an income-oriented investor interested in dividend-paying stocks, you'll want to ensure that the company can sustain its dividend payments. A healthy balance sheet and consistent cash flow can provide confidence in dividend sustainability. 7. **Investment Confidence**: A company with a strong financial position is more likely to attract investor confidence and positive sentiment. This can lead to higher stock prices and a lower cost of capital for the company, which can be beneficial for its growth initiatives. 8. **Risk Mitigation**: By assessing a company's financial health, you can mitigate investment risk. Understanding a company's financial position allows you to make more informed decisions about the level of risk you are comfortable with and whether a particular stock aligns with your risk tolerance. 9. **Long-Term Viability**: Ultimately, investors are interested in companies that have the potential for long-term success. A company with a healthy financial foundation is more likely to weather economic downturns, adapt to industry changes, and thrive over the years. In summary, examining a company's financial health is a fundamental aspect of stock analysis because it provides a comprehensive picture of the company's current state and its ability to navigate future challenges and capitalize on opportunities. It helps investors make informed decisions and assess the long-term prospects of a stock in their portfolio.
Индикатор Pine Script™
от thebearfib
TradersCheckListThe Traders Check List is a unique and innovative tool designed to assist traders in their decision-making process. Unlike traditional indicators that provide signals or visual representations of market data, the Traders Check List offers a structured and customizable checklist that traders can use to ensure they're adhering to their trading plan and strategy. While there are countless indicators available for trend detection, momentum, volatility, and other market aspects, very few tools focus on the trader's process. The Traders Check List fills this gap by providing a visual reminder of key trading considerations directly on the chart. Functionality: Upon applying the Traders Check List to a chart, users will see a table displayed, typically in the top right corner. This table contains rows that represent different trading considerations, such as trend direction, risk management, and psychological factors. Each row can be customized by the user to fit their specific trading plan. For instance, a trader might have a row labeled "Trending Lower" with a corresponding "Yes/No" column to confirm if the current instrument is indeed trending downward. Underlying Concepts: The Traders Check List is based on the principle that successful trading is not just about market analysis but also about discipline and consistency. By having a visual checklist on the chart, traders are constantly reminded of their strategy's key components, reducing the likelihood of impulsive or emotional decisions. How to Use: Apply the Traders Check List to your desired chart. Customize the rows based on your trading strategy's key considerations. As you analyze the market, update the checklist to reflect the current conditions and your analysis. Before entering a trade, review the checklist to ensure all criteria are met.
Индикатор Pine Script™
от goldmaxxx
SFC Valuation Model - US SectorSector analysis is an assessment of the economic and financial condition and prospects of a given sector of the economy. Sector analysis serves to provide an investor with a judgment about how well companies in the sector are expected to perform. Sector analysis is typically employed by investors who specialize in a particular sector, or who use a top-down or sector rotation approach to investing. Sector analysis is based on the premise that certain sectors perform better during different stages of the business cycle. The business cycle refers to the up and down changes in economic activity that occur in an economy over time. The business cycle consists of expansions, which are periods of economic growth, and contractions, which are periods of economic decline. Investors who employ a top-down approach to sector analysis focus first on macroeconomic conditions in their search for companies that have the potential to outperform. They start by looking at those macroeconomic factors that have the biggest impact on the largest part of the population and the economy, such as unemployment rates, economic outputs, and inflation. Every sector shows the average return from three ETFs - SPDR, Vanguard, iShares. There is a possibility to see the returns from every ETF by just holding the cursor on the sector name. There are few valuation methods/steps - Macroeconomics - analyse the current economic; - Define how the sector is performing; - Relative valuation method - compare few stocks and find the Outlier; - Absolute valuation method historically- define how the stock performed in the past; - Absolute valuation method - define how the stock is performed now and find the fair value; - Technical analysis How to use: 1. Once you have completed the initial evaluation step, simply load the indicator. 2. Analyse which sector is outperforming.
Индикатор Pine Script™
от SerpentForexClub
SFC Valuation Model - RelativeComparable company analysis, or “Comps” for short, is commonly used to value firms by comparing them to publicly traded companies with similar business operations. An analyst will compare the current share price a public company relative to some metric such as its earnings to derive a P/E ratio. It will then use that ratio to value the company it is trying to determine the worth of. One of the most popular relative valuation multiples is the price-to-earnings (P/E) ratio. It is calculated by dividing stock price by earnings per share (EPS), and is expressed as a company's share price as a multiple of its earnings. A company with a high P/E ratio is trading at a higher price per dollar of earnings than its peers and is considered overvalued. Likewise, a company with a low P/E ratio is trading at a lower price per dollar of EPS and is considered undervalued. This framework can be carried out with any multiple of price to gauge relative market value. Therefore, if the average P/E for an industry is 10x and a particular company in that industry is trading at 5x earnings, it is relatively undervalued to its peers. Limitations Like any valuation tool, relative valuation has its limitations. The biggest limitation is the assumption that the market has valued the business correctly. Second, all valuation metrics are based on past performance. Investors' perceptions of future performance heavily influence stock prices and most relative valuation metrics don’t account for growth. Finally and most importantly, relative valuation is no assurance that the "cheaper" company will outperform its peer. With this indicator, investors can easily compare a few companies and find the outlier. It calculates the average for the sector and highlights the stock that is above the average. Due to some limitations, the indicator can only compare 5 tickers, but users can always load it twice for more stocks. Save hours of data entry into Excel spreadsheets to compare stocks ! There are few valuation methods/steps - Macroeconomics - analyse the current economic; - Define how the sector is performing; - Relative valuation method - compare few stocks and find the Outlier; - Absolute valuation method historically- define how the stock performed in the past; - Absolute valuation method - define how the stock is performed now and find the fair value; - Technical analysis How to use: 1. Once you have completed the initial evaluation steps, simply load the indicator. 2. Add the forwarded EPS. 3. The indicator will do the rest of the calculations for you.
Индикатор Pine Script™
от SerpentForexClub
SFC Valuation Model - Fair ValueValuation is the analytical process of determining the current (or projected) worth of an asset or a company. There are many techniques used for doing a valuation. An analyst placing a value on a company looks at the business's management, the composition of its capital structure, the prospect of future earnings, and the market value of its assets, among other metrics. Fundamental analysis is often employed in valuation, although several other methods may be employed such as the capital asset pricing model (CAPM) or the dividend discount model (DDM), Discounted Cash Flow (DCF) and many others. A valuation can be useful when trying to determine the fair value of a security, which is determined by what a buyer is willing to pay a seller, assuming both parties enter the transaction willingly. When a security trades on an exchange, buyers and sellers determine the market value of a stock or bond. There is no universal standard for calculating the intrinsic value of a company or stock. Financial analysts attempt to determine an asset's intrinsic value by using fundamental and technical analyses to gauge its actual financial performance. Intrinsic value is useful because it can help an investor understand whether a potential investment is overvalued or undervalued. This indicator allows investors to simulate different scenarios depending on their view of the stock's value. It calculates different models automatically, but users can define the fair value manually by changing the settings. For example: change the weight of the model; choose how conservatively want to evaluate the stock; use different growth rate or discount rate and so on. The indicator shows other useful metrics in order to help investors to evaluate the stock. This indicator can save users hours of searching financial data and calculating fair value. There are few valuation methods/steps - Macroeconomics - analyse the current economic; - Define how the sector is performing; - Relative valuation method - compare few stocks and find the Outlier; - Absolute valuation method historically- define how the stock performed in the past; - Absolute valuation method - define how the stock is performed now and find the fair value; - Technical analysis How to use: 1. Once you have completed the initial evaluation steps, simply load the indicator. 2. Check the default settings and see if they suit you. 3. Find the fair value and wait for the stock to reach it.
Индикатор Pine Script™
от SerpentForexClub
Hybrid EMA AlgoLearner⭕️Innovative trading indicator that utilizes a k-NN-inspired algorithmic approach alongside traditional Exponential Moving Averages (EMAs) for more nuanced analysis. While the algorithm doesn't actually employ machine learning techniques, it mimics the logic of the k-Nearest Neighbors (k-NN) methodology. The script takes into account the closest 'k' distances between a short-term and long-term EMA to create a weighted short-term EMA. This combination of rule-based logic and EMA technicals offers traders a more sophisticated tool for market analysis. ⭕️Foundational EMAs: The script kicks off by generating a 50-period short-term EMA and a 200-period long-term EMA. These EMAs serve a dual purpose: they provide the basic trend-following capability familiar to most traders, akin to the classic EMA 50 and EMA 200, and set the stage for more intricate calculations to follow. ⭕️k-NN Integration: The indicator distinguishes itself by introducing k-NN (k-Nearest Neighbors) logic into the mix. This machine learning technique scans prior market data to find the closest 'neighbors' or distances between the two EMAs. The 'k' closest distances are then picked for further analysis, thus imbuing the indicator with an added layer of data-driven context. ⭕️Algorithmic Weighting: After the k closest distances are identified, they are utilized to compute a weighted EMA. Each of the k closest short-term EMA values is weighted by its associated distance. These weighted values are summed up and normalized by the sum of all chosen distances. The result is a weighted short-term EMA that packs more nuanced information than a simple EMA would.
Индикатор Pine Script™
от Uldisbebris
4
OrderBlock [kyleAlgo]The principle of this indicator ATR (Average True Range) Setting: The code uses ATR to help calculate the Supertrend indicator. Supertrend Trend Direction: Identify bullish and bearish trends with the Supertrend method. Order Block Recognition: This part of the code recognizes and creates order blocks, visualizing them as boxes on the chart. If the number of blocks exceeds the maximum limit, old blocks will be deleted. Function to prevent overlapping: check whether the new order block overlaps with the existing order block through the isOverlapping function. Order block color setting: The code sets the color according to whether the block is bullish or bearish, and whether it breaks above or below. Afterwards the color of the existing order blocks will be updated. Sensitivity settings: Through the input settings of factor and atrPeriod, the sensitivity of Supertrend and the detection of order blocks can be affected. Visualization: Use TradingView's box.new function to draw and visualize order blocks on the chart. Practicality: Support and Resistance Levels: Order blocks may represent areas of support and resistance in the market. By visualizing these areas, traders can better understand when price reversals are likely to occur. Trading Signals: Traders may be able to identify trading signals based on the color changes of blocks and price breakouts. For example, if the price breaks above a bullish block, this could be a signal to buy. Risk Management: By using ATR to adjust the sensitivity of Supertrend, the symbol helps traders to adjust their strategies according to market volatility. This can be used as a risk management tool to help identify stop loss and take profit points. Multi-timeframe analysis: Although the code itself does not implement multi-timeframe analysis directly, it can be done by applying this indicator on different timeframes. This helps to analyze the market from different angles. Flexibility and Customization: Through sensitivity settings, traders can customize the indicator according to their needs and trading style. Reduced screen clutter: By removing overlapping order blocks and limiting the maximum number of order blocks, this code helps reduce clutter on charts, allowing traders to analyze the market more clearly. Overall, this "Pine Script" can be a powerful analytical tool for trend traders and those looking to improve their trading decisions by visualizing key market areas. It can be used alone or combined with other indicators and trading systems for enhanced functionality.
Индикатор Pine Script™
от kylealgo
2
External Indicator Analysis Overlay | Buy/Sell | HTF Heikin-AshiThis chart overlay offers multiple candlestick display options. The Regular (Japanese) and the Heikin-Ashi candles are well known. The Mari-Ashi (or Renko) option is something special as it should be timeframe independent, so that sideways action should be represented in one candle. That is difficult to realize as an overlay on the normal candlestick structure, but perhaps the chosen implementation is useful nonetheless. The Velocity option is experimental and is designed to show if the price has accelerated too much in a trend direction. In this case, the highs and lows do not reflect the actual highs and lows, but indicate the overshooting velocity. The opening of the candle also depends on the inherent velocity, but the close of the candle is always the actual close. Anyway, it doesn't look very useful, but the option is there. All options can be applied to higher timeframes. A usable setting is obtained by disabling only the body of the TradingView candles in regular mode and enabling this overlay. A large part of this overlay consists of buy/sell indication settings. For activation it is necessary to select an external source. For example the “Relative Bi-Directional Volatility Range”, specifically the Trend Shift Signal (TSS). This signal switches from 0 to 1, if the trend becomes bullish or from 0 to -1, if the trend becomes bearish. It will be automatically detected without specifying the Indication Type. Alternatively, the Volatility Moving Average (VMA) would meet the requirements for the Indication Type “Buy = positive | Sell = negative”. The Moving Average Convergence Divergence (MACD) also fulfills these conditions. Another example is to use any Moving Average with the Indication Type “Buy = rising | Sell = falling”. In the chart above the Hull Moving Average (HMA) is used. In addition, it is possible to reverse the signal, so that positive signals become negative and vice versa. The signals will be labeled as Buy or Sell on the chart. The user can analyze whether the provided signals are good or bad indications for going long or short or simply for rebalancing a portfolio. Therefore, it is possible to set a starting point for the analysis and choose a weighting for the investments from 0% to 100% of the portfolio. To avoid sleepless nights, a very reliable (and conservative) setting seems to be Rebalancing with 50% (very similar to the well-known 60/40 portfolio). The calculation results are shown in a table. As a small addition there is the possibility to label the peaks by setting the distance between the highs/lows. This will make the quality of the buy and sell signals even more clear.
Индикатор Pine Script™
от metka183
15
[Camarilla Pivots] Signal Clean Up Analysis with Backtest (TSO)Camarilla Pivots NEW GEN Indicator! This is a full-cycle trading system indicator, which uses Camarilla Pivots for generating signals using a custom developed algorithm, TP (Take Profit) and SL (Stop Loss) levels. There are 3 SOURCES for signals (each can be used separately or in combination or all 3 can be used at the same time, each signal SOURCE is using Camarilla Pivots levels to open optimal trade direction) with chained (NOTE: There are many potential profitable setups available, by combining clean up features availabe in the indicator settings!) signal cleanup and analysis approach with scheduling and alerting capabilities. Works best with shorter timeframes: 1M, 5M, 15M, 1H. NOTE: Every calculation is done on a confirmed closed candle bar state, so the indicator will never repaint! NOTE: At position open - there will be calculated Take-Profit and Stop-Loss targets, however each target is considered hit, when candle bar closes breaking that target, so Take-Profit and Stop-Loss when hit will slightly differ then what you see at position open! =========================================================================== Explanation of all the Features | Configuration Guide | Indicator Settings | Signal Cleanup Analysis --------------------------------------------------------------------------- >>> Customizable Backtesting for a specific date range, results via TradingView strategy, which includes “Deep Backtesting” for largest amounts of data on trading results. >>> Trading Schedule with customizable trading daily time range, automatic closing/alert trades before Power Hour or right before market closes or leave it open until next day. >>> 3 Trading Systems. >>> Multiple Signal SOURCEs for opening trades, either SOURCE can be used or both at the same time! >>> Static/Dynamic Stop-Loss setups (HIGHLIGHT: Stop-Loss will be moved to Entry after TP1 is taken, which minimizes risk). >>> Single or Multiple profit targets (up to 5). >>> Take-Profit customizable offset feature (set your Take-Profit targets slightly before everyone is expecting it!). >>> Candle bar signal analysis (matching candle color, skip opposite structured and/or doji candle uncertain signals). >>> Additional analysis of VWAP/EMA/ATR/EWO (Elliot Wave Oscillator)/Divergence MACD+RSI/Volume signal confirmation (clean up your chart with indicator showing only the best potential signals!). >>> Advanced Alerts setup, which can be potentially setup with a trading bot over TradingView Webhook (NOTE: This will require advanced programming knowledge). =========================================================================== Labels, plots, colors explanations: --------------------------------------------------------------------------- >>>>> LONG open: green "house" looking arrow below candle bar. >>>>> SHORT open: red "house" looking arrow above candle bar. >>>>> LONG/SHORT take-profit target: green/red circles (multi-profit > TP2/3/4/5 smaller circles). >>>>> LONG/SHORT stop-loss target: green/red + crosses. >>>>> LONG/SHORT take-profit hits: green/red diamonds. >>>>> LONG/SHORT stop-loss hits: green/red X-crosses. >>>>> LONG/SHORT EOD (End of Day | Intraday style) close (profitable trade): green/red squares. >>>>> LONG/SHORT EOD (End of Day | Intraday style) close (loss trade): green/red PLUS(+)-crosses. =========================================================================== Date Range and Trading Schedule Settings --------------------------------------------------------------------------- >>>>> Date Range: Select your start and/or end dates (uncheck “End” for indicator to show results up to the very moment and to use for LIVE trading) for backtesting results, if not using backtesting – uncheck “Start”/“End” to turn it off. >>>>> Use TradingView “Strategy Tester” to see backtesting results NOTE: If Strategy Tester does not show any results with Date Ranged fully unchecked, there may be an issue where a script opens a trade, but there is not enough TradingView power to set the Take-Profit and Stop-Loss and somehow an open trade gets stuck and never closes, so there are “no trades present”. In such case you will need to manually check “Start”/“End” dates or use “Depp Backtesting” feature! >>>>> Trading Schedule: This is where you can setup Intraday Session or any custom session schedule you wish. Turn it ON. Select trading hours. Select EOD (End of Day) setting (NOTE: If it will be OFF, the indicator will assume you are holding your position open until next day!). Please note the EOD trade closure times with the 2 different Intraday close settings when turned on: At Market Close: 1/3/5min > will close at 15:55pm ET 15min > will close at 15:45pm ET 30min > will close at 15:30pm ET 45min > will close at 15:45pm ET 60min > will close at 15:00pm ET Before Power Hour: 1/3/5min > will close at 15:00pm ET 15min > will close at 15:00pm ET 30min > will close at 15:00pm ET 45min > will close at 15:00pm ET 60min > will close at 15:00pm ET >>> Trading Systems: 1) "Open Until Closed by TP or SL": the signal will only open a trade if no trades are currently open/trunning, a trade can only be closed by Take Profit, Stop Loss or End of Day close (if turned on) | 2) "Open Until Closed by TP or SL + OCA": Same as 1), but if there is an opposite signal to the trade which is currently open > it will immediately be closed with new trade open or End of Day close (if turned on) | 3) "OCA (no TP or SL)": There are is Take Profit or Stop Loss, only an opposite signal will close current trade and open an opposite one or End of Day close (if turned on). >>> Position Open sources: >>>>> Position Open - SOURCE1 | LONG: S3, SL: S4, TP1: R3, TP2: R4, TP3: R5, TP4/5: Smart Formula | SHORT: R3, SL: R4, TP1: S3, TP2: S4, TP3: S5, TP4/5: Smart Formula >>>>> Position Open - SOURCE2 | LONG: R4, SL: R3, TP1: R5, TP2/3/4/5: Smart Formula | SHORT: S4, SL: S3, TP1: S5, TP2/3/4/5: Smart Formula >>>>> Position Open - SOURCE3 | LONG: R5, SL: R4, TP1/2/3/4/5: Smart Formula | SHORT: S5, SL: S4, TP1/2/3/4/5: Smart Formula >>> Turn On/Off: Current Position SL + Opposite Position Open Signal on the same closing candle bar (If current trade hits Stop-Loss and at that same closing candle bar there is a signal for an opposite direction trade > indicator will close current position as Stop-Loss and immediately open an opposite position). NOTE: With this option turned on, there will be more trades, but not necessarily better results, since after Stop-Loss is hit, it may make sense to wait a little before opening an opposite trade, even if it matches the condition at the same time when Stop-Loss is hit, but sometimes it shows great results, so this setting/feature is included. >>> Turn On/Off: Turn On/Off: Current Position REGULAR SL | Only the SL + Opposite Position Open will trigger if turned on, IF NOT - THERE WILL BE NO STOP-LOSS AT ALL!!! NOTE: It is very dangerous to trade without Stop-Loss! >>>>> Signal Candle Bar consuming Take-Profits - position/trade signal candle bar is big enought to "consume"/close ahead the first TP setting > the signal can either be skipped, or all Take-Profit areas pushed ahead using smart formula) >>>>> MULTIPROFIT | TP (Take-Profit) System: Once the trade is open, all Take-Profit target(s) are immediately calculated and set for the trade > once the target(s) is hit > trade will be partially closed (if candle bar closes beyond several Take-Profit targets > trade will be reduced accordingly to the amount of how many Take-Profit targets were hit) >>>>> MULTIPROFIT | SL (Stop-Loss) System: 1) Static – Once the trade is open, Stop-Loss is calculated and set for the remaining of the trade ||| 2) Dynamic – At trade open, Stop-Loss is calculated and set the same way, however once 1st Take-Profit is taken > Stop-Loss is moved to Entry, reducing the risk. >>>>> # of TPs (number of take profit targets): Just like it is named, this is where you select the number of Take-Profit targets for your trading system (NOTE: If "OCA (no TP or SL)" Trading System is selected, this setting won’t do anything, since there are no TP or SLs for that system). >>>>> TP(s) offset: This is a special feature for all Take-Profit targets, where you can turn on a customizable offset, so that if the price is almost hitting the Take-Profit target, but never actually touches it > you will capture it. This is good to use with HHLL (Highest High Lowest Low), which is pretty much a Support/Resistance as often the price will nearly touch these strong areas and turn around… =========================================================================== Signal Analysis and Cleanup Settings --------------------------------------------------------------------------- >>>>> Candle Analysis | Candle Color signal confirmation: If closed candle bar color does not match the signal direction > no trade will be open. >>>>> Candle Analysis | Skip opposite candle signals: If closed candle bar color will match the signal direction, but candle structure will be opposite (for example: bearish green hammer, long high stick on top of a small green square) > no trade will be open. >>>>> Candle Analysis | Skip doji candle signals: If closed candle bar will be the uncertain doji > no trade will be open. >>>>> Divergence/Oscillator Analysis | EWO (Elliot Wave Oscillator) signal confirmation: LONG will only be open if at signal, EWO is green or will be at bullish slope (you can select which setting you desire), SHORT if EWO is red or will be at bearish slope. >>>>> Divergence/Oscillator Analysis | VWAP signal confirmation: LONG will only be open if at signal, the price will be above VWAP, SHORT if below. >>>>> Divergence/Oscillator Analysis | Moving Average signal confirmation: LONG will only be open if at signal, the price will be above selected Moving Average, SHORT if below. >>>>> Divergence/Oscillator Analysis | ATR signal confirmation: LONG will only be open if at signal, the price will be above ATR, SHORT if below. >>>>> Divergence/Oscillator Analysis | RSI + MACD signal confirmation: LONG will only be open if at signal, RSI + MACD will be bullish, SHORT if RSI + MACD will be bearish. >>>>> Volume signal confirmation: LONG/SHORT will only be opened with strong Volume matching the signal direction, by default, strong Volume percentage is set to 150% and weak to 50%, but you can change it as you desire. =========================================================================== ||||||||||||||||||||||||||||||||||| *** ||||||||||||||||||||||||||||||||||| *** ||||||||||||||||||||||||||||||||||| ||||||||||||||||||||||||||||||||||| *** ||||||||||||||||||||||||||||||||||| *** ||||||||||||||||||||||||||||||||||| TP System - VERY IMPORTANT INFO! ------------------------------------------------------------------------------------------------------------------- "TP PERCENTAGE" - amount by which current trade/position needs to be reduced/partially closed/sold. ------------------------------------------------------------------------------------------------------------------- TP System: Dynamic "TP PERCENTAGE" - will always be the same amount (trade/position size divided by the # of take-profit(TP) targets) and percentage to be closed will always be of the ORIGINAL trade/position. ------------------------------------------------------------------------------------------------------------------- TP System: Static "TP PERCENTAGE" - will always be the same amount IF take-profit(TP) targets are hit 1-by-1 (TP1 > TP2 > TP3 > TP4 > TP5), otherwise it will vary and unless it is a 1st take-profit(TP1), the REMAINING trade/position size will always be smaller than original and therefore the percentage to be closed will always be of the REMAINING trade/position and NOT the original one! ------------------------------------------------------------------------------------------------------------------- "TP PERCENTAGE" CheatSheet (these are the only percentages you may see) ----------------------------------------------------------------------- TP PERCENTAGE---Close/Sell Amount-------------Example (trade size: 50 stocks) 20%-------------trade size * 0.2--------------50 * 0.2 = 10 stocks 25%-------------trade size * 0.25-------------50 * 0.25 = 12.5(~13) stocks 34%-------------trade size * 0.34-------------50 * 0.34 = 17 stocks 40%-------------trade size * 0.4--------------50 * 0.4 = 20 stocks 50%-------------trade size * 0.5--------------50 * 0.5 = 25 stocks 60%-------------trade size * 0.6--------------50 * 0.6 = 30 stocks 66%-------------trade size * 0.66-------------50 * 0.66 = 33 stocks 75%-------------trade size * 0.75-------------50 * 0.75 = 37.5(~38) stocks 80%-------------trade size * 0.8--------------50 * 0.8 = 40 stocks 100%------------trade size--------------------50 = 50 stocks ----------------------------------------------------------------------- If for any reason a portion of the current/remaining trade closed at such occurrence was slightly wrong, it is not an issue. Such occurrences are rare and with slight difference in partial TP closed is not significant to overall performance of our algorithms. ||||||||||||||||||||||||||||||||||| *** ||||||||||||||||||||||||||||||||||| *** ||||||||||||||||||||||||||||||||||| ||||||||||||||||||||||||||||||||||| *** ||||||||||||||||||||||||||||||||||| *** ||||||||||||||||||||||||||||||||||| Alert Settings (you don’t have to touch this section unless you will be using TradingView alerts through a Webhook to use with trading bot) --------------------------------------------------------------------------- Here is how a LONG OPEN alert looks like. NOTE: Each label , , etc. is customizable, you can change the text of it within indicator Input settings. ALERT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> COIN: BTCUSD TIMEFRAME: 15M LONG: OPEN ENTRY: 20000 TP1: 20500 TP2: 21000 TP3: 21500 TP4: 22500 TP5: 23500 SL: 19000 Leverage: 0 --------------------------------------------------------------------------- Here is how a TP1 alert will look with 5 TPs breakdown of the trade. NOTE1: Next to TP1 taken it will show at which price it was triggered. NOTE2: Next to "TP Percentage" it shows how much of the CURRENT/ACTIVE/REMAINING trade needs to be closed. NOTE2: If TP2/3/4/5 comes before TP1 - the alert will tell you exactly how many percent of the trade needs to be closed! ALERT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> COIN: BTCUSD TIMEFRAME: 15M LONG: TP1 TP1: 20500 TP Percentage: 20% --------------------------------------------------------------------------- Here is how an alert will look for LONG - STOP-LOSS. ALERT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> COIN: BTCUSD TIMEFRAME: 15M ENTRY: 20000 LONG: SL SL: 19000 --------------------------------------------------------------------------- Here is how an alert will look for LONG - EOD (End of Day) In Profit close. ALERT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> COIN: BTCUSD TIMEFRAME: 15M LONG: EOD-Close (profit) ENTRY: 20000 EOD-Close: 21900 =========================================================================== Adding Alerts in TradngView --------------------------------------------------------------------------- -Add indicator to chart and make sure it is configured (check back-testing results) -Right-click anywhere on the TradingView chart -Click on Add alert -Condition: Select this indicator by it’s name -Alert name: Whatever you want -Hit “Create” -Note: If you change ANY Settings within the indicator – you must DELETE the current alert and create a new one per steps above, otherwise it will continue triggering alerts per old Settings! =========================================================================== If you have any questions or issues with the indicator, please message me directly via TradingView. --------------------------------------------------------------------------- Good Luck! (NOTE: Trading is very risky, past performance is not necessarily indicative of future results, so please trade responsibly!) --------------------------------------------------------------------------- NOTE: There seems to be a strange glitch when strategy is running live, it will show "double-take" take-profits labels on the chart. This is not affecting the script logic and backtesting results, if you will remove/re-add the script afterwards, it will no longer show the duplicate orders... this must be some sort of a glitch as every alert was thoroughly tested to make sure everything is working!
Стратегия Pine Script™
от tso_trade
7
Extreme Fundamental PricesExtreme Fundamental Prices is developed for Stock Markets to see the optimum, estimated and extreme estimated prices of any stocks on any markets. It works globally. Every country has different inflation, interest and deposit interest rates. The indicator consider these difference and it adopts itself automatically for chosen stock. Only the "Deposit Interest Rate" is manual because tradingview does not support this value for every country or value is wrong. If you know the deposit interest rate of your country enter the value manually. This is priority. Otherwise switch to "Interest Rate" on the menu. However the Optimum P/E line is not developed to work perfectly with this option. The Extreme Fundamental Prices indicator consists three lines which are, -Optimum P/E -Estimated 1Y Price -Extreme Estimated 1Y Price Optimum P/E line consists the financial data of chosen stock and economic data of country; which are financials of the stocks, inflation rate, deposit interest rate and interest rate(if "Interest Rate" option chosen). Estimated 1Y Price line consists the financial data of chosen stock. Extreme Estimated 1Y Price line consists the financial data of chosen stock. This indicator does not tell you to buy or sell the stock. If stock price above these lines, the stock is fundamentally overpriced. If stock price below these lines, the stock is not fundamentally overpriced. Logically, price can tend to meet these lines. For Instance, default value 33.00 is the current Deposit Interest Rate of Turkey. I am using this rate to look stocks on BIST. If you are looking on NASDAQ, just simply enter the deposit interest rate value of USA, looking for DAX enter the Euro Zone deposit interest rate.
Индикатор Pine Script™
от kemalbarcak
Pro ScalperOverview The Pro Scalper indicator is a powerful day trading tool designed specifically for the 30-minute timeframe, catering to stock and cryptocurrency markets. It provides traders with buy and sell signals, dynamic overbought/oversold zones, and reversal signal indicators. By combining a Kalman-adapted Supertrend calculation for buy and sell signals, and VWMA bands to determine overbought/oversold zones, this indicator aims to assist traders in identifying potential trading opportunities for scalping and day trading strategies using trend-following and mean-reverting methods. This combination of Kalman Filtering with an adapted Supertrend seeks to mitigate false signals, filter out market noise, and aims to provide traders with more reliable buy and sell indications. Features Buy and Sell Signals: Pro Scalper generates buy and sell signals based on a Kalman-adapted Supertrend calculation. These signals help traders identify potential entry and exit points in the market. Dynamic Overbought/Oversold Zones: The indicator dynamically calculates overbought and oversold zones using VWMA bands. These zones provide valuable insights into potential price exhaustion levels, aiding traders in managing risk and identifying potential reversals. Reversal Signals (R Labels): The indicator includes "R" labels that indicate potential reversal signals. These signals are based on the overbought/oversold zones calculated with VWMA bands. The appearance of an "R" label suggests a possible price reversal, offering traders an additional tool for decision-making. Calculations This indicator stands out as a unique tool due to unique Kalman filtering and altered Supertrend calculation, as well as its combination of specific features. This indicator combines the following calculations to provide its features: Kalman Filter: The indicator employs a Kalman Filter to adapt the Supertrend calculation. This calculation was based on mathematical equations derived from Rudolf E. Kalman. This Kalman Filter helps smooth out price data, reducing noise and removing outliers from data. Supertrend Calculation: This particular supertrend possesses alterations to price series data and ATR calculations in an aim to improve signal accuracy. Additionally, the calculation uses Kalman-filtering within the calculation to provide a powerful framework to handle uncertainties, noise, and changing conditions. VWMA Bands: VWMA (Volume-Weighted Moving Average) bands are calculated using the highest high and lowest low values with specified multipliers. These bands are used to determine the dynamic overbought and oversold zones, giving traders insights into potential price exhaustion levels. These are included with the aim to adapt to changing market conditions and price data. This adaptability allows the zones to accurately reflect the current price volatility and trend. Utility This tool provides traders with valuable information for scalping and day trading strategies in the 30-minute timeframe. It helps traders by: Generating buy and sell signals, indicating potential entry and exit points. Calculating dynamic overbought/oversold zones, enabling traders to identify potential price exhaustion levels. Displaying "R" labels to highlight potential reversal signals. Offering optional alerts for reversal signals, buy/sell signals, allowing traders to stay updated even when they're not actively monitoring the charts. Remember, past performance does not guarantee future performance. Traders should utilize this indicator as part of a comprehensive trading strategy and exercise their own judgment when making trading decisions.
Индикатор Pine Script™
от profitprotrading
89
[Volume Profile] Signal Clean Up Analysis with Backtest (TSO) This is a full-cycle trading system indicator, which uses Volume Profile for generating signals using a custom developed algorithm, TP (Take Profit) and SL (Stop Loss) levels. There are 2 SOURCES for signals (each can be used separately or both can be used at the same time, each signal SOURCE is using Volume Profile levels to open optimal trade direction) with chained (NOTE: You can select several or ALL of the features, this is not limited to either one) signal cleanup and analysis approach with scheduling and alerting capabilities. Works with most popular timeframes: 1M, 5M, 15M, 1H, 4H, D, great for intraday trading! NOTE: Every calculation is done on a confirmed closed candle bar state, so the indicator will never repaint! =========================================================================== Explanation of all the Features | Configuration Guide | Indicator Settings | Signal Cleanup Analysis --------------------------------------------------------------------------- >>> Customizable Backtesting for a specific date range, results via TradingView strategy, which includes “Deep Backtesting” for largest amounts of data on trading results. >>> Trading Schedule with customizable trading daily time range, automatic closing/alert trades before Power Hour or right before market closes or leave it open until next day. >>> 3 Trading Systems. >>> Multiple Signal SOURCEs for opening trades, either SOURCE can be used or both at the same time! >>> Static/Dynamic Stop-Loss setups (HIGHLIGHT: Stop-Loss will be moved to Entry after TP1 is taken, which minimizes risk). >>> Single or Multiple profit targets (up to 3). >>> Take-Profit customizable offset feature (set your Take-Profit targets slightly before everyone is expecting it!). >>> Candle bar signal analysis (matching candle color, skip opposite structured and/or doji candle uncertain signals). >>> Additional analysis of VWAP/EMA/ATR/EWO (Elliot Wave Oscillator)/Divergence MACD+RSI/Volume signal confirmation (clean up your chart with indicator showing only the best potential signals!). >>> Advanced Alerts setup, which can be potentially setup with a trading bot over TradingView Webhook (NOTE: This will require advanced programming knowledge). =========================================================================== Labels, plots, colors explanations: --------------------------------------------------------------------------- >>>>> Signal SOURCE(s): Green/Red arrows, which will be shown unconditionally, outside of trade engine and can be hidden if desired. >>>>> LONG open: green "house" looking arrow below candle bar. >>>>> SHORT open: red "house" looking arrow above candle bar. >>>>> LONG/SHORT take-profit target: green/red circles (multi-profit > TP2/3/4/5 smaller circles). >>>>> LONG/SHORT take-profit hits: green/red diamonds. >>>>> LONG/SHORT stop-loss target: green/red + crosses. >>>>> LONG/SHORT stop-loss hits: green/red X-crosses. >>>>> LONG/SHORT EOD close (profitable trade): green/red squares. >>>>> LONG/SHORT EOD close (loss trade): green/red PLUS(+)-crosses. =========================================================================== Date Range and Trading Schedule Settings --------------------------------------------------------------------------- >>>>> Date Range: Select your start and/or end dates (uncheck “End” for indicator to show results up to the very moment and to use for LIVE trading) for backtesting results, if not using backtesting – uncheck “Start”/“End” to turn it off. >>>>> Use TradingView “Strategy Tester” to see backtesting results NOTE: If Strategy Tester does not show any results with Date Ranged fully unchecked, there may be an issue where a script opens a trade, but there is not enough TradingView power to set the Take-Profit and Stop-Loss and somehow an open trade gets stuck and never closes, so there are “no trades present”. In such case you will need to manually check “Start”/“End” dates or use “Depp Backtesting” feature! >>>>> Trading Schedule: This is where you can setup Intraday Session or any custom session schedule you wish. Turn it ON. Select trading hours. Select EOD (End of Day) setting (NOTE: If it will be OFF, the indicator will assume you are holding your position open until next day!). >>> Trading Systems: 1) "Open Until Closed by TP or SL": the signal will only open a trade if no trades are currently open/trunning, a trade can only be closed by Take Profit, Stop Loss or End of Day close (if turned on) | 2) "Open Until Closed by TP or SL + OCA": Same as 1), but if there is an opposite signal to the trade which is currently open > it will immediately be closed with new trade open or End of Day close (if turned on) | 3) "OCA (no TP or SL)": There are is Take Profit or Stop Loss, only an opposite signal will close current trade and open an opposite one or End of Day close (if turned on) >>>>> MULTIPROFIT | TP (Take-Profit) System: Once the trade is open, all Take-Profit target(s) are immediately calculated and set for the trade > once the target(s) is hit > trade will be partially closed (if candle bar closes beyond several Take-Profit targets > trade will be reduced accordingly to the amount of how many Take-Profit targets were hit) >>>>> MULTIPROFIT | SL (Stop-Loss) System: 1) Static – Once the trade is open, Stop-Loss is calculated and set for the remaining of the trade ||| 2) Dynamic – At trade open, Stop-Loss is calculated and set the same way, however once 1st Take-Profit is taken > Stop-Loss is moved to Entry, reducing the risk. >>>>> # of TPs (number of take profit targets): Just like it is named, this is where you select the number of Take-Profit targets for your trading system (NOTE: If "OCA (no TP or SL)" Trading System is selected, this setting won’t do anything, since there are no TP or SLs for that system). >>>>> TP(s) offset: This is a special feature for all Take-Profit targets, where you can turn on a customizable offset, so that if the price is almost hitting the Take-Profit target, but never actually touches it > you will capture it. This is good to use with HHLL (Highest High Lowest Low), which is pretty much a Support/Resistance as often the price will nearly touch these strong areas and turn around… =========================================================================== Take-Profit and Stop-Loss visual example: --------------------------------------------------------------------------- 1) A simply nice intraday trading day for SPY (S&P500 ETF TRUST) with a single Take-Profit target on each trade. See how Take-Profit distances increase with price momentum and how Stop-Loss is following the trade reducing the risk! 2) Same intraday trading day for SPY (S&P500 ETF TRUST) with 3 Take-Profit targets with static Stop-Loss. 3) Same intraday trading day for SPY (S&P500 ETF TRUST) with 3 Take-Profit targets with dynamic Stop-Loss. You can see how Stop-Loss was moved once TP1 is taken! =========================================================================== Trade Analysis and Cleanup Settings --------------------------------------------------------------------------- >>>>> Candle Analysis | Candle Color signal confirmation: If closed candle bar color does not match the signal direction > no trade will be open. >>>>> Candle Analysis | Skip opposite candle signals: If closed candle bar color will match the signal direction, but candle structure will be opposite (for example: bearish green hammer, long high stick on top of a small green square) > no trade will be open. >>>>> Candle Analysis | Skip doji candle signals: If closed candle bar will be the uncertain doji > no trade will be open. >>>>> Divergence/Oscillator Analysis | EWO (Elliot Wave Oscillator) signal confirmation: LONG will only be open if at signal, EWO is green or will be at bullish slope (you can select which setting you desire), SHORT if EWO is red or will be at bearish slope. >>>>> Divergence/Oscillator Analysis | VWAP signal confirmation: LONG will only be open if at signal, the price will be above VWAP, SHORT if below. >>>>> Divergence/Oscillator Analysis | Moving Average signal confirmation: LONG will only be open if at signal, the price will be above selected Moving Average, SHORT if below. >>>>> Divergence/Oscillator Analysis | ATR signal confirmation: LONG will only be open if at signal, the price will be above ATR, SHORT if below. >>>>> Divergence/Oscillator Analysis | RSI + MACD signal confirmation: LONG will only be open if at signal, RSI + MACD will be bullish, SHORT if RSI + MACD will be bearish. >>>>> Volume signal confirmation: LONG/SHORT will only be open if closing candle volume is 150% above average Volume based on the Volume Length. =========================================================================== Alert Settings (you don’t have to touch this section unless you will be using TradingView alerts through a Webhook to use with trading bot) --------------------------------------------------------------------------- Here is how a LONG OPEN alert looks like (each label is customizable + I can add up more items/labels if needed): COIN: BTCUSD TIMEFRAME: 15M LONG: OPEN ENTRY: 20000 TP1: 20500 TP2: 21000 TP3: 21500 SL: 19000 Leverage: 0 =========================================================================== Adding Alerts in TradngView --------------------------------------------------------------------------- -Right-click anywhere on the TradingView chart -Click on Add alert -Condition: Select this indicator by it’s name -Alert name: Whatever you want -Hit “Create” -Note: If you change ANY Settings within the indicator – you must DELETE the current alert and create a new one per steps above, otherwise it will continue triggering alerts per old Settings! =========================================================================== If you have any questions or issues with the indicator, please message me directly via TradingView. --------------------------------------------------------------------------- Good Luck! (NOTE: Trading is very risky, past performance is not necessarily indicative of future results, so please trade responsibly!)
Стратегия Pine Script™
от tso_trade
3
Volume Change Indicator 0.1 [PATREND] (Volume Change Indicator) It is an analytical tool that studies the trading volume and its changes. This indicator uses the Simple Moving Average (SMA) to calculate the average volume for a specific period of time. Only candles that meet the required conditions are determined when the trading volume is greater than or equal to the calculated average. This means that the indicator identifies a volume candle only when there is a significant change in trading volume compared to the average. This indicator is distinguished from other similar indicators in that it allows the user to determine the required percentage of change as an additional condition for determining the volume candle. If the conditions are correct, the indicator will display a diamond below the candle that meets the requirements specified by the user. The indicator also displays lines above and below the candle and places "A" and "B" marks next to them to determine the start and end points. __________________________________ (Volume Change Indicator) It is a useful analytical tool for traders who rely on volume analysis strategies in their trading decisions. This indicator helps traders identify important volume candles and search for trading opportunities more accurately. Traders can use this indicator to determine trends and search for potential entry and exit points. The indicator helps determine when there is a significant change in trading volume compared to the average, indicating a possible change in direction. In general This indicator benefits traders who use volume analysis strategies in their trading decisions and who want additional information about trading volume and its changes. It can also be used for all markets and on different time frames. _________________________________ Settings: 1. The user is allowed to determine whether they want to display the indicator through the "Show Indicator" box. 2. The user is allowed to determine the required percentage of change through the "Percent Change" box. 3. The user is allowed to determine the type of candles they want to display (Bearish, Bullish, both) through the "Candle Type" box. 4. The user is allowed to calculate the average candle volume using the "Average Vol" box. 5. The user is allowed to determine the length of lines and number of lines they want to display through "Max Lines" and "Line Length" boxes. _________________________________ We hope you find (Volume Change Indicator) useful in your analysis. Feel free to try this indicator and customize its settings to meet your trading needs. We look forward to seeing your opinions and comments on this indicator. ______________________________________________________________________________________________________ (Volume Change Indicator) هو أداة تحليلية تعمل على دراسة حجم التداول وتغيراته. يستخدم هذا المؤشر متوسط الحجم المتحرك (SMA) لحساب متوسط الحجم لفترة زمنية معينة. يتم تحديد الشموع التي تلبي الشروط المطلوبة فقط عندما يكون حجم التداول أكبر من أو يساوي المتوسط المحسوب. هذا يعني أن المؤشر يحدد شمعة الكميات فقط عندما يكون هناك تغير كبير في حجم التداول مقارنة بالمتوسط. يتميز هذا المؤشر عن غيره من موشرات الممثاله بأنه يتيح للمستخدم تحديد النسبة المئوية المطلوبة للتغيير كشرط إضافي لتحديد شمعة الكميات. إذا كانت الظروف صحيحة، فسيعرض المؤشر ماسًا أسفل الشمعة التي تلبي المتطلبات المحددة من قبل المستخدم. كما يعرض المؤشر خطوطًا فوق وتحت الشمعة ويضع علامتي "A" و "B" بجانبهما لتحديد نقاط البداية والنهاية. ________________________________________ (Volume Change Indicator) هو أداة تحليلية مفيدة للمتداولين الذين يعتمدون على استراتيجيات تحليل الحجم في قراراتهم التداولية. يساعد هذا المؤشر المتداولين على تحديد شموع الكميات المهمة والبحث عن فرص تداولية بشكل أكثر دقة. يمكن للمتداولين استخدام هذا المؤشر لتحديد الاتجاهات والبحث عن نقاط الإدخال والخروج المحتملة. يساعد المؤشر على تحديد متى يكون هناك تغير كبير في حجم التداول مقارنة بالمتوسط، مما يشير إلى احتمالية حدوث تغير في الاتجاه. In general يستفيد من هذا المؤشر المتداولون الذين يستخدمون استراتيجيات تحليل الحجم في قراراتهم التداولية والذين يرغبون في الحصول على معلومات إضافية حول حجم التداول وتغيراته. كما يمكن استخدامة لجميع الاسواق وعلى مختلف الفواصل الزمنية . _________________________________________ Settings: 1. يُتيح للمستخدم تحديد ما إذا كان يرغب في عرض المؤشر من خلال خانة "Show Indicator". 2. يُتيح للمستخدم تحديد النسبة المئوية المطلوبة للتغير من خلال خانة "Percent Change". 3. يُتيح للمستخدم تحديد نوع الشموع التي يرغب في عرضها (Bearish, Bullish, both) من خلال خانة "Candle Type". 4. يُتيح للمستخدم حساب متوسط حجم الشموع باستخدام خانة "Average Vol". 5. يُتيح للمستخدم تحديد طول الخطوط وعدد الخطوط التي يرغب في عرضها من خلال خانات "Max Lines" و "Line Length". _________________________________________ نأمل أن تجدواه مفيدًا في تحليلاتكم . لا تترددوا في تجربة هذا المؤشر وتخصيص إعداداته لتلبية احتياجاتكم التداولية. نتطلع إلى رؤية آرائكم وتعليقاتكم حول هذا المؤشر.
Индикатор Pine Script™
от PATREND11
Bitcoin Limited Growth ModelThe Bitcoin Limeted Growth is a model proposed by QuantMario that offers an alternative approach to estimating Bitcoin's price based on the Stock-to-Flow (S2F) ratio. This model takes into account the limitations of the traditional S2F model and introduces refinements to enhance its analysis. The S2F model is commonly used to analyze Bitcoin's price by considering the scarcity of the asset, measured by the stock (existing supply) relative to the flow (new supply). However, the LGS-S2F Bitcoin Price Formula recognizes the need for improvements and presents an updated perspective on Bitcoin's price dynamics. Invalidation of the Normal S2F Model: The normal S2F model has faced criticisms and challenges. One of the limitations is its assumption of a linear relationship between the S2F ratio and Bitcoin's price, overlooking potential nonlinearities and other market dynamics. Additionally, the normal S2F model does not account for external influences, such as market sentiment, regulatory developments, and technological advancements, which can significantly impact Bitcoin's price. Addressing the Issues: The LGS-S2F Bitcoin Price Formula introduces refinements to address the limitations of the traditional S2F model. These refinements aim to provide a more comprehensive analysis of Bitcoin's price dynamics: Nonlinearity: The LGS-S2F model recognizes that the relationship between the S2F ratio and Bitcoin's price may not be linear. It incorporates a logistic growth function that considers the diminishing returns of scarcity and the saturation of market demand. Data Analysis: The LGS-S2F model employs statistical analysis and data-driven techniques to validate its predictions. It leverages historical data and econometric modeling to support its analysis of Bitcoin's price. Utility: The LGS-S2F Bitcoin Price Formula offers insights for traders and investors in the cryptocurrency market. By incorporating a more refined approach to analyzing Bitcoin's price, this model provides an alternative perspective. It allows market participants to consider various factors beyond the S2F ratio alone, potentially aiding in their decision-making processes. Key Features: Adjustable Coefficients Sigma calculation methods: Normal or Stdev Credit: The LGS-S2F Bitcoin Price Formula was developed by QuantMario, who has contributed to the field of cryptocurrency analysis through their research and modeling efforts.
Индикатор Pine Script™
от EliCobra
2
NGL - Bar PatternsThe NGL - Bar Patterns Indicator is a user-friendly and intuitive tool designed for traders of all experience levels. It brings to the fore a unique approach to visualizing the price trends and identifying potential market zones. This indicator paints the bars on your chart in a variety of colors, representing different price zones. The changing colors offer an easy-to-understand visual representation of where the price is situated within a range derived from historical highs and lows. This can help to quickly identify market conditions and potential trading opportunities. Here's a quick rundown on how to interpret the colors: Lime: Represents the price zones with the highest bullish momentum. A lime-colored bar indicates that the closing price is well above the historical range. It might be interpreted as a strong bullish momentum. Green: Slightly less bullish than lime, but still signifies an upward momentum in the price. Black: Indicates that the price is trending towards the middle of the historical range, possibly indicating a neutral market condition. Navy: The price is below the middle but not exceedingly bearish. Red: This color represents an area where the price is starting to show bearish momentum. Orange: Indicates a stronger bearish momentum than red. Purple: Represents the area where the price has strong bearish momentum. Lime (at the bottom): This is the area with the most bearish momentum. Please note, this indicator should not be used as a standalone decision-making tool, but in combination with other technical analysis methods or indicators. Always consider your risk tolerance and financial situation before entering trades. Disclaimer: Past performance does not guarantee future results. The information provided by this indicator is for educational purposes only and should not be considered as financial advice. Always do your own research before making investment decisions.
Индикатор Pine Script™
от strikebg
The Z-score The Z-score, also known as the standard score, is a statistical measurement that describes a value's relationship to the mean of a group of values. It's measured in terms of standard deviations from the mean. If a Z-score is 0, it indicates that the data point's score is identical to the mean score. Z-scores may be positive or negative, with a positive value indicating the score is above the mean and a negative score indicating it is below the mean. The concept of Z-score was introduced by statistician Carl Friedrich Gauss as part of his "method of the least squares," which was an important step in the development of the normal distribution and Z-score tables. It's a key concept in statistics and is used in various statistical tests. In financial analysis, Z-scores are used to determine whether a data point is usual or unusual. You can think of it as a measure of how many standard deviations an element is from the mean. For instance, a Z-score of 1.0 would denote a value that is one standard deviation from the mean. Z-scores are also used to predict probabilities, with Z-scores having a distribution that is expected to be normal. In trading, a Z-score is used to determine how often a trading system may produce a string of winners or losers. It can help a trader to understand whether the losses or profits they see are something that the system would most likely produce, or if it's a once in a blue moon situation. This helps traders make decisions about when to start or stop a system. I just wanted to play a bit with the Z-score I guess. Feel free to share your findings if you discover additional applications for this strategy or identify timeframes where it appears to perform more optimally. How it works: This strategy is based on a statistical concept called Z-score, which measures the number of standard deviations a data point is from the mean. In other words, it helps determine how unusual or usual a data point is. In the context of this strategy, Z-score is applied to a 10-period EMA (Exponential Moving Average) of Heikin-Ashi candlestick close prices. The Z-score is calculated over a look-back period of 25 bars. The EMA of the Z-score is then calculated over a 20-bar period, and the upper and lower thresholds (bounds for buy and sell signals) are defined using the 90th and 10th percentiles of this EMA score. Long positions are taken when the Z-score crosses above the lower threshold or crosses above the mid-line (50th percentile). An additional long entry is made when the Z-score crosses above the highest value the EMA has been in the past 100 periods. Short positions are initiated when the EMA crosses below the upper threshold, lower threshold or the highest value the EMA has been in the past 100 periods. Positions are closed when opposing entry conditions are met, for example, a long position is closed when the short entry condition is true, and vice versa. Set your desired start date for the strategy. This can be modified in the timestamp("YYYY MM DD") function at the top of the script.
Стратегия Pine Script™
от jensenvilhelm
1
MonkeyblackmailThis script consists of several sections. test it and tell me your concerns. a lot of more works will be done Volume Accumulation : The first part of the script checks for a new 5-minute interval and accumulates the volume of the current interval. It separates the volume into buying volume and selling volume based on whether the closing price is closer to the high or low of the bar. Volume Normalization and Pressure Calculation : The script then normalizes the volume with a 20-period EMA, and calculates buying pressure, selling pressure, and total pressure. These calculations provide insight into the underlying demand (buying pressure) and supply (selling pressure) conditions in the market. RSI Calculation and Overbought/Oversold Conditions : The script calculates the RSI (Relative Strength Index) and checks whether it is in an overbought (RSI > 70) or oversold (RSI < 30) state. The RSI is a momentum indicator, providing insights into the speed and change of price movements. Volume Condition Check and Wondertrend Indicator : The script checks if the volume is high for the past five bars. If it is, it applies the Wondertrend Indicator, which uses a combination of the Parabolic SAR (Stop and Reverse) and Keltner Channel to identify potential trends in the market. Swing High/Low and Fibonacci Retracement : The script identifies swing high and swing low points using a specified pivot length. Then, it draws Fibonacci retracement levels between these swing high and swing low points. he monkeyblackmail script works well in the 5 minutes chart and combines several elements of technical analysis, including volume analysis, momentum indicators, trend-following indicators, volatility channels, and Fibonacci retracements. It aims to provide a comprehensive view of the market condition, highlighting key levels and potential trends in an easily understandable format. Don’t be too quick to start trading with it, first study how it work and you will blackmail the market.
Индикатор Pine Script™
от cerlc
[SMA Cross + HHLL] Signal Clean Up Analysis with Backtest (TSO) This is a DEMO indicator with a simple 2 SMAs cross for signals + HHLL for TP/SL. It mainly demonstrates chained (NOTE: You can select several or ALL of the features, this is not limited to either one) signal cleanup and analysis approach with scheduling and alerting capabilities. Works with most popular timeframes: 1M, 5M, 15M, 1H, 4H, D. =========================================================================== Here are some pre-set examples with nice Backtesting results (try em out!): --------------------------------------------------------------------------- >>> Indexes – SPY (INTRADAY SETUP ): Timeframe: 5M | Trading Schedule: ON, 10:00-15:45 ET, EOD: At Market Close | Trading System: Open Until Closed by TP or SL | MULTIPROFIT: TP (take profit) System: Dynamic | MULTIPROFIT: SL (stop loss) System (This is only for “Dynamic” TP System ONLY!!!): Dynamic | # of TPs: 5 | Skip opposite candle types in signals, which are opposite to direction of candle color (for example: bearish green hammer) | Everything else: Default >>> Bitcoin – BTCUSD (24/7 SETUP): Timeframe: 1H | Trading Schedule: OFF, End of Day (EOD): OFF | Trading System: Open Until Closed by TP or SL | MULTIPROFIT: TP (take profit) System: Dynamic | MULTIPROFIT: SL (stop loss) System (This is only for “Dynamic” TP System ONLY!!!): Dynamic | # of TPs: 3 | TP(s) Offset: on, TP(s) offset amount: 50 | ATR confirmation | Everything else: Default =========================================================================== Explanation of all the Features | Configuration Guide | Indicator Settings --------------------------------------------------------------------------- --------------------------------------------------------------------------- Signal cleanup analysis: --------------------------------------------------------------------------- >>> Customizable Backtesting for a specific date range, results via TradingView strategy, which includes “Deep Backtesting” for largest amounts of data on trading results. >>> Trading Schedule with customizable trading daily time range, automatic closing/alert trades before Power Hour or right before market closes or leave it open until next day. >>> 3 Trading Systems. >>> Static/Dynamic Take-Profit setups (HILIGHT: momentum catch dynamic Take-Profit approach). >>> Static/Dynamic Stop-Loss setups (HIGHLIGHT: smart trailing Stop-Loss which minimizes risk). >>> Single or Multiple profit targets (up to 5). >>> Take-Profit customizable offset feature (set your Take-Profit targets slightly before everyone is expecting it!). >>> Candle bar signal analysis (skip opposite structured and/or doji candle uncertain signals). >>> Additional analysis of VWAP/EMA/ATR/EWO (Elliot Wave Oscillator)/Divergence MACD+RSI signal confirmation (clean up your chart with indicator showing only the best potential signals!). >>> Advanced Alerts setup, which can be potentially setup with a trading bot over TradingView Webhook (NOTE: This will require advanced programming knowledge). >>> Customize your signal SOURCE and your Take-Profit/Stop-Loss SOURCES as you desire. =========================================================================== Labels, plots, colors explanations: --------------------------------------------------------------------------- >>>>> Signal SOURCE: SMA crossings (green and red BIG circles) . >>>>> Take-profit/Stop-loss SOURCE: HHLL (Highest High Lowest Low) . >>>>> LONG open: green arrow below candle bar. >>>>> SHORT open: red arrow above candle bar. >>>>> LONG/SHORT take-profit target: green/red circles (multi-profit > TP2/3/4/5 smaller circles). >>>>> LONG/SHORT take-profit hits: green/red diamonds. >>>>> LONG/SHORT stop-loss target: green/red + crosses. >>>>> LONG/SHORT stop-loss hits: green/red X-crosses. >>>>> LONG/SHORT EOD close (profitable trade): green/red squares. >>>>> LONG/SHORT EOD close (loss trade): green/red PLUS(+)-crosses. =========================================================================== Date Range and Trading Schedule Settings --------------------------------------------------------------------------- >>>>> Date Range: Select your start and/or end dates (uncheck “End” for indicator to show results up to the very moment and to use for LIVE trading) for backtesting results, if not using backtesting – uncheck “Start”/“End” to turn it off. --------------------------------------------------------------------------- >>>>> Use TradingView “Strategy Tester” to see backtesting results --------------------------------------------------------------------------- NOTE: If Strategy Tester does not show any results with Date Ranged fully unchecked, there may be an issue where a script opens a trade, but there is not enough TradingView power to set the Take-Profit and Stop-Loss and somehow an open trade gets stuck and never closes, so there are “no trades present”. In such case you will need to manually check “Start”/“End” dates or use “Depp Backtesting” feature! --------------------------------------------------------------------------- >>>>> Trading Schedule: This is where you can setup Intraday Session or any custom session schedule you wish. Turn it ON. Select trading hours. Select EOD (End of Day) setting (NOTE: If it will be OFF, the indicator will assume you are holding your position open until next day!). >>>>> Trading System: 1) Open Until Closed by TP or SL – once the trade is open, it can only be closed by Take-Profit, Stop-Loss or at EOD (if turned on) ||| 2) OCA – Opposite Trade will Open Closing Current Trade – Same as 1), except that when and if an OPPOSITE signal is received > indicator will close current trade immediately (profit or loss) and open a new one(NOTE: This will only happen with an OPPOSITE direction trade!) ||| 3) Open Until Opposite Signal or EOD (if turned on) – This approach is the simplest one, there are no Take-Profits or Stop-Losses, the trade is open until an OPPOSITE signal is received or until EOD (if turned on). Take-Profit, Stop-Loss and Multi-Profit Settings >>>>> MULTIPROFIT | TP (Take-Profit) System: 1) Static – Once the trade is open, all Take-Profit target(s) are immediately calculated and set for the trade > once the target(s) is hit > trade will be partially closed (if candle bar closes beyond several Take-Profit targets > trade will be reduced accordingly to the amount of how many Take-Profit targets were hit) ||| 2) Dynamic – Once the trade is open, only the 1st Take-Profit target is calculated, once the 1st Take-Profit is hit > next Take-Profit distance is calculated based on the distance from trade Entry to where 1st Take-Profit was taken, once 2nd Take-Profit is taken > 3rd Take-Profit is calculated per same logic, these are good for price momentum as with price speeding up – profits increase as well! NOTE: Below 2 settings, each correspond to only 1 setting of the TP (Take-Profit) System, please pay attention to the above TP system setting before changing SL settings! >>>>> MULTIPROFIT | SL (Stop-Loss) System : 1) Static – Once the trade is open, Stop-Loss is calculated and set for the remaining of the trade ||| 2) Dynamic – At trade open, Stop-Loss is calculated and set the same way, however once 1st Take-Profit is taken > Stop-Loss is moved to Entry, reducing the risk. >>>>> MULTIPROFIT | SL (Stop-Loss) System : 1) Static - Once the trade is open, Stop-Loss is calculated and set for the remaining of the trade ||| 2) Dynamic – At trade open, Stop-Loss is calculated and set the same way, however with each Take-Profit taken, Stop-Loss will be moved to previous Take-Profit (TP1 taken > SL:Entry | TP2 taken > SL:TP1 | TP3 taken > SL:TP2 | TP4 taken > SL:TP3 | TP5 taken > trade closed), this is basically a smart Stop-Loss trailing system! >>>>> # of TPs (number of take profit targets): Just like it is named, this is where you select the number of Take-Profit targets for your trading system (NOTE: If “3) Open Until Opposite Signal or EOD (if turned on)” Trading System is selected, this setting won’t do anything, since there are no TP or SLs for that system). >>>>> TP(s) offset: This is a special feature for all Take-Profit targets, where you can turn on a customizable offset, so that if the price is almost hitting the Take-Profit target, but never actually touches it > you will capture it. This is good to use with HHLL (Highest High Lowest Low), which is pretty much a Support/Resistance as often the price will nearly touch these strong areas and turn around… --------------------------------------------------------------------------- Dynamic/Static Take-Profit and Stop-Loss visual examples: 1) Fully Dynamic Take-Profit and Stop-Loss setup for BTCUSD See how Take-Profit distances increase with price momentum and how Stop-Loss is following the trade reducing the risk! 2) Static/Dynamic, Static Take-Profit and Dynamic Stop-Loss setup for SPY (S&P500 ETF TRUST) You can see a static Take-Profit set at position open, while Stop-Loss is semi-dynamic adjusting to Entry once TP1 target is taken! 3) Fully Static Take-Profit and Stop-Loss setup for SPY (S&P500 ETF TRUST) This one is a fully static setup for both Take-Profit and Stop-Loss, you can also observe how trade is closed right before the Power Hour (trade can be closed right before Power Hour or right before Market Closes or left overnight as you desire). --------------------------------------------------------------------------- Trade Analysis and Cleanup Settings >>>>> Candle Analysis | Candle Color signal confirmation: If closed candle bar color does not match the signal direction > no trade will be open. >>>>> Candle Analysis | Skip opposite candle signals: If closed candle bar color will match the signal direction, but candle structure will be opposite (for example: bearish green hammer, long high stick on top of a small green square) > no trade will be open. >>>>> Candle Analysis | Skip doji candle signals: If closed candle bar will be the uncertain doji > no trade will be open. >>>>> Divergence/Oscillator Analysis | EWO (Elliot Wave Oscillator) signal confirmation: LONG will only be open if at signal, EWO is green or will be at bullish slope (you can select which setting you desire), SHORT if EWO is red or will be at bearish slope. >>>>> Divergence/Oscillator Analysis | VWAP signal confirmation: LONG will only be open if at signal, the price will be above VWAP, SHORT if below. >>>>> Divergence/Oscillator Analysis | Moving Average signal confirmation: LONG will only be open if at signal, the price will be above selected Moving Average, SHORT if below. >>>>> Divergence/Oscillator Analysis | ATR signal confirmation: LONG will only be open if at signal, the price will be above ATR, SHORT if below. >>>>> Divergence/Oscillator Analysis | RSI + MACD signal confirmation: LONG will only be open if at signal, RSI + MACD will be bullish, SHORT if RSI + MACD will be bearish. =========================================================================== Alert Settings (you don’t have to touch this section unless you will be using TradingView alerts through a Webhook to use with trading bot) --------------------------------------------------------------------------- Here is how a LONG OPEN alert looks like (each label is customizable + I can add up more items/labels if needed): COIN: BTCUSD TIMEFRAME: 15M LONG: OPEN ENTRY: 20000 TP1: 20500 TP2: 21000 TP3: 21500 SL: 19000 Leverage: 0 =========================================================================== Trade Open Signal SOURCE + Take-Profit/Stop-Loss SOURCE --------------------------------------------------------------------------- >>> Customize your signal SOURCE, Take-Profit and Stop-Loss SOURCE as desired (NOTE: These are pre-configured and should be usable on majority of markets, however feel free to play around with these settings as there is nearly an infinite amount of setups out there! =========================================================================== Adding Alerts in TradngView --------------------------------------------------------------------------- -Right-click anywhere on the TradingView chart -Click on Add alert -Condition: Select this indicator by it’s name -Alert name: Whatever you want -Hit “Create” -Note: If you change ANY Settings within the indicator – you must DELETE the current alert and create a new one per steps above, otherwise it will continue triggering alerts per old Settings! =========================================================================== If you have any questions or issues with the indicator, please message me directly via TradingView. --------------------------------------------------------------------------- Good Luck! (NOTE: Trading is very risky, so please trade responsibly!)
Стратегия Pine Script™
от tso_trade
Valuation Metrics Table (P/S, P/E, etc.)This table gives the user a very easy way of seeing many valuation metrics. I also included the 5 year median of the price to sales and price to earnings ratios. Then I calculated the percent difference between the median and the current ratio. This gives a sense of whether or not a stock is over valued or under valued based on historical data. The other ratios are well known and don't require any explanation. You can turn off the ones you don't want in the settings of the indicator. Another thing to mention is that diluted EPS is used in calculations
Индикатор Pine Script™
от jvorndran311