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TPO Market Profile [Kioseff Trading]REPOST; SCRIPT WORKS!! Due to technical error, this script was republished! Thank you for your support (: Hello! This indicator comprises a real time TPO Market Profile! The script works on any timeframe 1 second or greater - the script calculates relative to the timeframe selected for your chart. The image above shows the 1-minute BTCUSD chart; 650 +/- tick levels are set. To see the script in full functionality - try using bar replay on a cryptocurrency 1-minute chart (start at the beginning of a regular hours session). Be sure to adjust the tick spread if necessary (: So far, the script's held up in real time - I've not had any array loop errors or timeouts. The TPO profile updates accordingly with changes in time / high and low prices. Letters are appended to the profile in real time. The image above shows configurations for the indicator. I plan to update the indicator quite a bit over the coming days - more to come. You can select the timeframe change the indicator accounts for. For instance, you can have set the indicator to reset every day, every 30 minutes, every 5 minutes, every week, month, etc. In the image above, I configured the indicator to recalculate every 3 months. Consequently, the indicator will record a TPO profile for three consecutive, reset, then record a TPO profile for the next 3 months. This setting makes the indicator compatible with any timeframe greater than 1 minute. You can also use a drag & drop time-start bar to modify the starting point for the market profile TPO calculation. The indicator hosts an option to auto calculate the tick spread between levels. However, as you switch timeframes and assets, sometimes, you'll have to manually set the tick range (: Thanks for checking it out; more to come! Sep 4 Release Notes: UPDATE: The indicator can work on seconds-based charts. The image above shows the indicator working on the 1-second chart. (Screenshot is old; characters are now numbered instead of strange unicode) Release Notes: Added value area + vah + val. Font update. Changed characters to numbered once the alphabet is exhausted. POC, VAH, and VAL label located left of the first bar of the interval. Initial balance range can be toggled. Spaced the characters (more legible). Quite a bit of aesthetic changes so check it out! Soon, I'll release a version of the script that shows VAH, POC, VAL, and TPO letters from previous sessions. I coded this feature into this indicator; however, it was removed due to load time complications. This feature will be its own script (: If the script has trouble loading please let me know (:
Индикатор Pine Script™
от KioseffTrading
81
TPO Letters [Kioseff Trading]Hello! "TPO Letters" functions similarly to the script "Realtime TPO Profile"; however, TPO characters are appended to a developing bar. Simply, TPO characters display on the bar that formed them. All colors are configurable. The image above emphasizes functionality; TPO letters are colored on a gradient . Additionally, the value area range is shaded; characters that form within the range are gradient colored. Gray-colored characters extend beyond the value area. The columned data displayed right of the TPO letters shows tick levels. Tick levels are shaded various colors, each color indicative of some occurrence. Tick Levels Red: Single Print Yellow: POC Lime Green: VAH or VAL Lighter Green: Value Area Inclusive Level Left of the TPO horizontal-axis, the aqua-colored line (blue-line inclusive) reflects the high-low range of the session; the blue-colored line reflects the initial-balance range (IBR). You can select to color TPO letters within the IBR blue (any color). Additionally, you can select to shade the IBR. The image above shows auxiliary features. Unfortunately, I'm unable to orient TPO letters at their intended tick levels using one label per bar, a contrasting feature of the "Realtime TPO Profile" script. This means only 1000 TPO letters can be displayed simultaneously. If the number of TPO letters exceeds 1000, early-session and middle-session characters will begin to disappear. This isn't an issue for the "Realtime TPO Profile" script, as each tick level comprised one label, to which additional TPO characters were appended to the label as necessary and extended horizontally. Using this same method proved fallible for this indicator - vertical scaling is an issue. While I could append all letters formed for a bar to one label, the letters wouldn't superimpose atop their corresponding tick level (using " " didn't suffice). Consequently, you'll have to, at times, rely on the label & box count oriented in the bottom-right table to see whether the number of labels & boxes transcends the upper threshold. You can hide this table at anytime (: The image above exemplifies the "Fixed Range" portion of the indicator. A useful inclusion for the "Realtime TPO Profile" script however, while still useful for "TPO Letters", can only display 1000 TPO letters concurrently. You can also reset the TPO profile at user-defined time intervals. The indicator hosts an auto-calculate tick levels option; however, there will be times you'll need to manually adjust the tick levels to achieve digestible results (: That's all! If the script would benefit from an excluded feature, or you notice an error, please let me know! Thank you (: Shoutout to @kaigouthro for creating an exceptional library for gradient colors!! It was used in this script (:
Индикатор Pine Script™
от KioseffTrading
15
YOY[TV1]Year-to-year comparison is a popular and effective way to evaluate a company's financial performance and investment performance. Any measurable event that repeats yearly can be compared based on YoY. As a rule, the indicator YoY (year to year) is the number of percentages indicating an increase or regression in relation to the future or past period. For example, you can compare WM2NS using the YOY (Year to Year) method. The Offset argument sets the data comparison period. For daily, weekly and monthly timeframes, if Offset is set to 0, it will be determined automatically. Сравнение Год к году - популярный и эффективный способ оценки финансовых показателей компании и эффективность инвестиций. Любое измеримое событие, которое повторяется ежегодно можно сравнить на основе YoY. Как правило, показателем YoY (year to year) является количество процентов указывающее на прирост или регресс по отношению к будущему или прошлому периоду. Например, вы можете сравнить WM2NS (эмиссию доллара) с помощью метода YOY (Год к году). Допустим, в 2021 году вы эмитировали А долларов, а в 2022 вы эмитировали Б долларов Итак итоговой формулой будет: ((Б - А) / А) * 100 Аргумент Offset устанавливает период сравнения данных. Для дневного, недельного и месячного таймфрейма, если Offset установлен в 0, будет определен автоматически.
Индикатор Pine Script™
от TV-1ndicators
Range-AnalysisMarkets usually tend to stay within a range during a specific time frame (for example first hour of the regular trading session, the whole regular trading session). For traders before initiating a trade it can be helpful to determine the range potential left for the targeted time frame. So they can decide to either try to ride the current trend further or fade the current trend in the case there is no range potential left for the specific time frame. This could be especially helpful for example in the E-Mini S&P future during the first hour. The script calculates the average range for the last x days of the session defined and plots a line at the expected range extremes based on that average (for example: RangeExtremeHigh would be currentSessionLow+average Range of the last x days. Any feedback is appreciated.
Индикатор Pine Script™
от mgruner
BTC Profitable Wallets StrategyBTC Profitable Wallets Strategy - plots the percentage of profitable BTC wallets and places long orders when the profitable wallet share crosses above 50%, historically a very accurate point to catch the next Bull Run early. The only setting is a smoothing option using the Moving Average method and length of your choice. On Chain Data is queried from IntoTheBlock. This is a 'HODL' strategy, with no exit given. If you'd like to see the historical performance check the Open Profit or place a sell order at the current date.
Стратегия Pine Script™
от Powerscooter
6
TALibrary "TA" General technical analysis functions div_bull(pS, iS, cp_length_after, cp_length_before, pivot_length, lookback, no_broken, pW, iW, hidW, regW)   Test for bullish divergence   Parameters:      pS : Price series (float)      iS : Indicator series (float)      cp_length_after : Bars after current (divergent) pivot low to be considered a valid pivot (optional int)      cp_length_before : Bars before current (divergent) pivot low to be considered a valid pivot (optional int)      pivot_length : Bars before and after prior pivot low to be considered valid pivot (optional int)      lookback : Bars back to search for prior pivot low (optional int)      no_broken : Flag to only consider divergence valid if the pivot-to-pivot trendline is unbroken (optional bool)      pW : Weight of change in price, used in degree of divergence calculation (optional float)      iW : Weight of change in indicator, used in degree of divergence calculation (optional float)      hidW : Weight of hidden divergence, used in degree of divergence calculation (optional float)      regW : Weight of regular divergence, used in degree of divergence calculation (optional float)   Returns: flag = true if divergence exists (bool) degree = degree (strength) of divergence (float) type = 1 = regular, 2 = hidden (int) lx1 = x coordinate 1 (int) ly1 = y coordinate 1 (float) lx2 = x coordinate 2 (int) ly2 = y coordinate 2 (float) div_bear(pS, iS, cp_length_after, cp_length_before, pivot_length, lookback, no_broken, pW, iW, hidW, regW)   Test for bearish divergence   Parameters:      pS : Price series (float)      iS : Indicator series (float)      cp_length_after : Bars after current (divergent) pivot high to be considered a valid pivot (optional int)      cp_length_before : Bars before current (divergent) pivot highto be considered a valid pivot (optional int)      pivot_length : Bars before and after prior pivot high to be considered valid pivot (optional int)      lookback : Bars back to search for prior pivot high (optional int)      no_broken : Flag to only consider divergence valid if the pivot-to-pivot trendline is unbroken (optional bool)      pW : Weight of change in price, used in degree of divergence calculation (optional float)      iW : Weight of change in indicator, used in degree of divergence calculation (optional float)      hidW : Weight of hidden divergence, used in degree of divergence calculation (optional float)      regW : Weight of regular divergence, used in degree of divergence calculation (optional float)   Returns: flag = true if divergence exists (bool) degree = degree (strength) of divergence (float) type = 1 = regular, 2 = hidden (int) lx1 = x coordinate 1 (int) ly1 = y coordinate 1 (float) lx2 = x coordinate 2 (int) ly2 = y coordinate 2 (float)
Библиотека Pine Script™
от reees
3
Machine Learning: kNN (New Approach)Description: kNN is a very robust and simple method for data classification and prediction. It is very effective if the training data is large. However, it is distinguished by difficulty at determining its main parameter, K (a number of nearest neighbors), beforehand. The computation cost is also quite high because we need to compute distance of each instance to all training samples. Nevertheless, in algorithmic trading KNN is reported to perform on a par with such techniques as SVM and Random Forest. It is also widely used in the area of data science. The input data is just a long series of prices over time without any particular features. The value to be predicted is just the next bar's price. The way that this problem is solved for both nearest neighbor techniques and for some other types of prediction algorithms is to create training records by taking, for instance, 10 consecutive prices and using the first 9 as predictor values and the 10th as the prediction value. Doing this way, given 100 data points in your time series you could create 10 different training records. It's possible to create even more training records than 10 by creating a new record starting at every data point. For instance, you could take the first 10 data points and create a record. Then you could take the 10 consecutive data points starting at the second data point, the 10 consecutive data points starting at the third data point, etc. By default, shown are only 10 initial data points as predictor values and the 6th as the prediction value. Here is a step-by-step workthrough on how to compute K nearest neighbors (KNN) algorithm for quantitative data: 1. Determine parameter K = number of nearest neighbors. 2. Calculate the distance between the instance and all the training samples. As we are dealing with one-dimensional distance, we simply take absolute value from the instance to value of x (| x – v |). 3. Rank the distance and determine nearest neighbors based on the K'th minimum distance. 4. Gather the values of the nearest neighbors. 5. Use average of nearest neighbors as the prediction value of the instance. The original logic of the algorithm was slightly modified, and as a result at approx. N=17 the resulting curve nicely approximates that of the sma(20). See the description below. Beside the sma-like MA this algorithm also gives you a hint on the direction of the next bar move.
Индикатор Pine Script™
от capissimo
40
TPO Profile with Day StatFirst of all I want to Thank @noop42 for creating this wonderful Market Profile chart in Pine script I have made some changes to this scripts This Script can auto calculate the TPO Size for NSE Symbols and MCX Crude oil. This Script Will only calculate the TPO's for visible range only so that the script use less heap size. I have added some of the day Statistics to enhance your visualization. Limitations of this Script Currently This Script can Plot Market Profile Chart only for Historical Data. It Can only Plot Market Profile Charts in 30-Mins Time Frame only so that you can't use it for Composite Profile Analysis. To plot Market Profile Chart in Real Time and Historical please use "Market Profile With TPO by Drother"
Индикатор Pine Script™
от Vignesh_vish
29
Nonlinear Parametric Oscillator - PSOThis script is in development phase and may be buggy. use with your own risk. The idea here is to determine the sinusoidal directional changes in the supply and demand. Based on direction, you can enter and make huge gains. Recommended to use on 1 min chart. The sideways market would be indicated as flattening in the respective bands. There are four bands, bottom one is where market is in BEAR mode and top one is when market is in BULL mode. The indicator doesnt work well when the ticker price is less than 10 dollars, i am working on it. Do not use on penny stocks, for the time. More-details when I make this a robust version.
Индикатор Pine Script™
от v3j3v
1
Intraday Range CalculatorThis indicator shows an easy way to determine if the stock, index or ETF ended within a configurable intraday range. This solution is ideal for those who study and like Iron Condors or Iron Butterflies strategies. Results: If the square is red, it means that the selected deviation limits have been exceeded within the chosen times. If the square is green, the price stayed within the pre-set limits. A yellow circle marks the moment when the price leaves the range, either by the upper band or by the lower band. In the last bar a label with the test results will be displayed. Settings: In the configuration there are three fields: 1. Deviation : is the range in percentage that the price can move up or down from the start time to the end time. 2. Begin Time: is the time (in 24h or military format) where the process begins. 3. End Time: is the time (in 24h or military format) where the process ends. Example: * for the time 11:00 am, you must enter "1100" * for the time 2:45pm, you must enter "1445" Important: The selected timeframe must be less than 1 hour and Extended Trading Hours in the lower left corner), otherwise the indicator may not show results. Later I will make an improvement to solve these inconveniences.
Индикатор Pine Script™
от seba34e
5
Stock Gaps SPY Correlation StrategyThis is daytrade stock strategy, designed to take the best out of the daily gaps that are forming between the close of previous day and opening of present day. At the same time its logic has been adapted for SPY chart, in order to use correlation with the other stocks/assets/ etf which are linked with SP500 movement. Lastly it has been added 2 new confirmation logics, based on the USI: advance/decline chart and percentage above vwap among all US stocks. The rules for entry are simple : We are at the opening daily candle, we have a long/short gap based on where the opening is happening and at the same time we are checking to see that the current different between the current difference between low and previous high (or viceversa) is higher than an established parameter(minimal deviation ) For exit, we exit based on time/clock parameter, in this case by default I selected 1h and half before close of the US session. For testing purposes I have used 10% of the available capital, with a 0.0035$ comission per each share bought ( IBKR comissions) If there are any questions, please let me know either here or in private !
Стратегия Pine Script™
от exlux
energies_correlation_zscoreA table to help track correlations between the four major energies contracts of the CME. The table shows the z-score of the current correlation value between HO, RB, CL, and NG. The inputs are: - timeframe: the timeframe of the calcluation. the default is 5 minutes. - window: the rolling window over which to calculate the correlations. the default is 48, or four hours given the default timeframe. A score of zer means that the correlation over the latest window is in line with the average for all windows sampled from the chart history. More positive scores imply higher positive correlation than normal, and vice versa for negative scores.
Индикатор Pine Script™
от taylor_o