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Volume Variation Index IndicatorThis tool is a quantitative tip for analysts who study volumes or create volume based trading strategies. Like all our projects, we start with a statistical logic to which we add coding logic. This indicator can save a huge amount of time in calculating the variation of volume between sessions . How it work The indicator calculates the difference between the volume of the last closing bar and the volume of the previous closing bar. It shows the difference between the trading volumes. The session in which the trading volume is up are represented in green. Red session represent trading volume down. We have added a third function. Through the User Interface the trader can activate or deactivate the variation average. The indicator is able to calculate the average of the volume changes by representing it with a blue line. To activate the average, simply set it to ON in the User Interface. By default, the indicator calculates the average of the last 10 periods, but you are free to set this parameter in the User Interface. Data access To access the data, simply move the cursor. When you move the cursor over the green bars, the increase data will be displayed in green. By hovering the cursor over the red bars you will see the decrease data in red. By hovering the cursor over the average will show you the average data in blue. The data is displayed in the top left corner of the indicator dashboard. If you found this indicator helpful, please like our script.
Индикатор Pine Script™
от thequantscience
[TTI] All-time-high (ATH), (ATL), 52 week high and low Dots––––History & Credit I wanted to show our community the idea that stocks that make All Time High are likely to continue making ATHs for some time. It goes contrary to the idea "buy cheap sell high". Actually, in the real market leaders the stocks that make 100+% return are just getting started on returns to few THOUSAND percent. I have used code from QuantNovad scrip in this one too. So thanks to him as well, since it speeded writing it from scratch! –––––What it does The script paints dots and shows stats. The dots are 4 types: 🟢 = Every time a new ATH is achieved, a green dot paints above the bar 🟣 = Every time a new 52week High is achieved, a purple dot paints above the bar 🟡 = Every time a new ATL is achieved, a yellow dot paints below the bar 🟠 = Every time a new 52week Low is achieved, a orange dot paints below the bar Stats = Show in a box in the bottom right corner of the screen. How many times has this stock achieved: 👉 ATHs 👉 52WK High 👉 ATLs 👉 52WK LOW –––––How to use it This is really an illustrative script to get the idea of the methodology "buy high sell higher', that we teach as momentum traders. Some notable examples to check are: HOOD MSFT TSLA AAPL See the stock dynamics and understand that bottom fishing doesn't result in stocks making massive moves.
Индикатор Pine Script™
от TintinTrading
7
Average Quarterly and Annual Gain/Loss (Color Divided)Hello! Simple script here! (BE SURE TO TRY WITH BAR REPLAY) This indicator measures the current quarterly gain/loss (Q1, Q2, Q3, Q4) and the average quarterly gain/loss. The average percentage gain/loss for Q1, Q2, Q3, and Q4 are calculated and displayed on the chart; colors are adjustable. By default, Q1 is measured as blue, Q2 as green, Q3 as red and Q4 as yellow. Also measured is the average annual percentage gain/loss and the current year's running gain/loss. Years are split by a dashed line, beneath which a label displays that year's percentage gain or loss, in addition to the average annual gain or loss. Labels and lines update per bar! A constantly updating line connects the high price of the first session for a quarter to the current high price. The line will delete and restart when a new quarter occurs. Labels, lines, and line fills are color coded. So, any change to the quarterly/annual color scheme will change the color for all labels, lines, and line fills for that particular quarter! Thanks for reading!
Индикатор Pine Script™
от KioseffTrading
4
PSAR Optimization ScriptHello! User @henryph24 suggested I make this script! This script calculates the cumulative and average gain/Loss of rising SAR following a price crossover of SAR. The cumulative and average gain/Loss of falling SAR following a price crossunder is also measured. Changes to the parameters of SAR will return the requisite calculations for evaluating performance. Benchmark SAR can be used to compare performance against test SAR. When changing the SAR parameters the script will recalculate and display the rising SAR and falling SAR performance of the modified parameters. The script works for any asset on any timeframe. Essentially, this script allows you to optimize SAR parameters, and quickly ascertain what can/cannot work for an asset. The script automatically plots the best performing SAR between a benchmark SAR (SAR #1) and a test SAR (SAR #2). Both benchmark SAR and test SAR works the same. The two are used to compare performance between different SAR parameters. If you would like the script not to plot the best performing SAR you can select "On" for the "Override SAR" input box. Doing so will plot the SAR parameters of your choice while still allowing you to compare the performance of benchmark SAR and test SAR. There are tooltips available in the user input tab that explain the SAR parameters, in addition to what your modifications of the parameters will do, should you be unfamiliar with the indicator! Enjoy!
Индикатор Pine Script™
от KioseffTrading
5
Volatility/Volume ImpactWe often hear statements such as follow the big volume to project possible price movements. Or low volatility is good for trend. How much of it is statistically right for different markets. I wrote this small script to study the impact of Volatility and Volume on price movements. Concept is as below: Compare volume with a reference median value. You can also use moving average or other types for this comparison. If volume is higher than median, increment positive value impact with change in close price. If volume is less than median, then increment negative value impact with change in close price. With this we derive pvd and nvd which are measure of price change when volume is higher and lower respectively. pvd measures the price change when volume is higher than median whereas nvd measures price change when volume is lower than median. Calculate correlation of pvd and nvd with close price to see what is impacting the price by higher extent. Colors are applied to plots which have higher correlation to price movement. For example, if pvd has higher correlation to price movement, then pvd is coloured green whereas nvd is coloured silver. Similarly if nvd has higher correlation to price then nvd is coloured in red whereas pvd is coloured in silver. Similar calculation also applied for volatility. With this, you can observe how price change is correlated to high/low volume and volatility. Let us see some examples on different markets. Example 1: AMEX:SPY From the chart snapshot below, it looks evident that SPY always thrive when there is low volatility and LOW VOLUME!! Example 2: NASDAQ:TSLA The picture will be different if you look at individual stocks. For Tesla, the price movement is more correlated to high volume (unlike SPY where low volume days define the trend) Example 3: KUCOIN:BTCUSDT Unlike stocks and indices, high volatility defined the trend for BTC for long time. It thrived when volatility is more. We can see that high volume is still major influencer in BTC price movements. Settings are very simple and self explanatory. Hint: You can also move the indicator to chart overlay for better visualisation of comparison with close price.
Индикатор Pine Script™
от Trendoscope
8
SIMPLE CANDLESTICK PATTERN ALGO BACKTESTING - TESLA 4HMany traders spend a lot of time to create algorithms full of unrealistic and far from reality indicators and market conditions. With this script I want to help traders understand the advantage of the Pine language. Using indicators with no statistical foundation and creating algorithms with technical indicators and thousands of conditions is not always the right way to create an efficient tool. With this script that we have called "SimpleBarPattern_LongOnly" we analyse the market through a simple condition, using bars or candles. How it works The condition is constructed as follows. You go long with 100% of the established capital and 0.03% commission. The first condition is that the minimum of the period under analysis falls below the opening level. The second condition is that the low of the period is below the low of the previous period. The third condition is that the close of the period is above the opening level. The final condition wants the current close to be higher than the previous open and higher than the previous close. We used a statistical approach in the creation of this script, some candlestick patterns that reflect these conditions are: Bullish Engulfing, Bullish Hammer and Morning Star . This strategy aims to help traders make more accurate decisions while using candlesticks for their trading and scientifically demonstrates that candlesticks are valid statistical tools for financial analysis. "SimpleBarPattern_LongOnly" is a very lightweight script created with Pine v5. We developed a user interface that can adjust the analysis period from a few days to several years. The initial capital set is €1,000 (You can change this from the "Properties" section of the user interface). Each individual trade uses 100% of the set capital, in this case €1,000. The default commission per trade is 0.03% (You can change this in the "Properties" section of the user interface). User Interface 1) General backtest time settings: Set the history period to be analysed StartDate: backtest start date StartMonth: backtest start month StartYear: backtest start year EndDate: backtest end day EndMonth: backtest end month EndYear: backtest end year 3) Stop Loss 4) Take Profit Please do not hesitate to contact us for any questions or information. Disclaimer Be careful, the past is not a guarantee of future performance, so remember to use the script as a pure analysis tool. The developer takes no responsibility for any use other than research and analysis and can in no way be held liable for damages resulting from wrong use of this code.
Стратегия Pine Script™
от thequantscience
3
Co-relation and St-deviation Strategy - BNB/USDT 15minThis indicator based on statistical analysis. it uses standard deviation and its co-relation to price action to generate signals. and following indicators has been used to calculate standard deviation and its co-relation values. finally it is capable to identify market changes in bottoms to pic most suitable points. 1. Parabolic SAR (parabolic stop and reverse) 2. Supertrend 3. Relative strength index (RSI) 4. Money flow index (MFI) 5. Balance of Power 6. Chande Momentum Oscillator 7. Center of Gravity (COG) 8. Directional Movement Index (DMI) 9. Stochastic 10. Symmetrically weighted moving average with fixed length 11. True strength index (TSI) 12. Williams %R 13. Accumulation/distribution index 14. Intraday Intensity Index 15. Negative Volume Index 16. Positive Volume Index 17. On Balance Volume 18. Price-Volume Trend 19. True range 20. Volume-weighted average price 21. Williams Accumulation/Distribution 22. Williams Variable Accumulation/Distribution 23. Simple Moving Average 24. Exponential Moving Average 25. CCI (commodity channel index) 26. Chop Zone 27. Ease of Movement 28. Detrended Price Oscillator 29. Advance Decline Line 30. Bull Bear Power
Стратегия Pine Script™
от pcooma
16
Financial GrowthThis indicator will acquire the financial data provided by Tradview. the data is compare between Quarter, Annual and TTM in term of percent of growth. YoY, QoQ and CAGR is also available by this script (The minimum is 4). in addition, ploting of data, label and table also available (you can check the mark to toggle on / off). Data : Revenue, Net Income, EBITDA, EPS, DVPS, Free Cash Flow and Forward PE . How to use it. just select the financial data, period and size of data to compare. you can check the box to toggle the plotting line, label and table. Enjoy.
Выбор редакции
Индикатор Pine Script™
от morzor61
63
Compound Indicator Strategy - BTC/USDT 3hThis is an Strategy finds and utilise end points of short term market trends and this is a combination of many indicators such as 1. Volume change oscillator 2. Money flow index ( MFI ) 3. Momentum Oscillator (MOM) 4. Stochastic Indicator 6. Relative Strength Indicator ( RSI ) 7. Relative volatility index (RVI) 8. Balance of power (BOP) 9. Small moving average ( SMA ) 10. Exponential moving average ( EMA ) 11. Parabolic SAR 12. Super trend indicator this script forms a compound indicator after analysing movements of those indicators through different time frames and measure its co-relation and variance with the price action. buy doing that, indicator in a position to identify short term market reversals and presented. after generating a common indicator, it evaluates standard deviation and standard variance with currant market price action and generates a buy and sell signals. you can determine your own trading method based on available options.
Стратегия Pine Script™
от pcooma
4
Relative Standard DeviationStandard Deviation is a common measure of volatility (the dispersion of data relative to its mean). However, when using it as an indicator, it can be more useful at times to know the deviation relative to the price as a percentage versus the hard value. This normalizes the data so that it is easier to compare the deviation of different assets. By definition, standard deviation is the square root of the variance, and it is how far the price is from the mean 68.2% of the time when there is normative distribution. What it does : This indicator will tell you the standard deviation of the asset relative to its price (as a %), but also has the option to plot the normal (population) standard deviation. Example use case : The regular standard deviation of Asset A is $12 and Asset B is $10. Which one is more volatile? Well, it depends on the asset price. If asset A just closed at $900 and asset B just closed at $30, that makes a big difference. In this instance Asset A $12/$900=1.33% (standard deviation relative to the asset price). Asset B $10/$30=33.33% (standard deviation relative to the asset price). Using a normal standard deviation indicator, you would just see that the standard deviation of Asset A is higher as a hard dollar value, when the reality is that Asset A is much less volatile. How to use it : This indicator plots a blue line by default that is the Relative Standard Deviation of the asset compared to the asset price (a %). There is also an option to turn on / plot regular (population) Standard Deviation, which will plot as a purple line. The mean length used for the average, and the lookback period that the indicator uses to calculate, are both adjustable with inputs.
Индикатор Pine Script™
от TradeAutomation
Leverage CalculatorThis script is intended to be used as a risk management calculator. It will calculate the best leverage to use based on the maximum percentage of loss you are willing to incur on your trading portfolio. Also calculates the order value and order qty based on your inputs. Please note this calculator does not take into account any trading fees imposed by the exchange you are using. *** Only risking 1% to 5% of your portfolio is considered good risk management *** *** Not financial advice *** ------ Settings Inputs ----------------------------------------------------------------------------------------------------- "Portfolio Size" -- enter your portfolio balance "% Willing to lose on this trade" -- enter the percent of your portfolio you are willing to lose if the stop loss is hit "Entry Price" -- enter the price at which you will enter the trade "Stop Loss Price" -- enter the price at which your stop loss will be set ---------------------------------------------------------------------------------------------------------------------------- ------ Outputs ------------------------------------------------------------------------------------------------------------- "Portfolio" -- displays the portfolio balance entered in settings "max loss on trade" -- displays the % loss entered in settings and the corresponding amount of your portfolio "Entry Price" -- displays the entry price entered in settings "Stop Loss Price" -- displays the stop loss price entered in settings "Stop Loss %" -- displays the calculated percentage loss from the entry price "Leverage calc" -- displays the calculated leverage based on your max loss and stop loss settings "Order Value" -- displays the value of the order based on the calculated leverage "Order Qty" -- displays the calculated order qty based on the calculated leverage
Индикатор Pine Script™
от LamboLimbo
VOLD-MarketBreadth-RatioThis script provides NASDAQ and NYSE Up Volume (volume in rising stocks) and Down Volume (volume in falling stocks) ratio. Up Volume is higher than Down Volume, then you would see green label with ratio e.g 3.5:1. This means Up Volume is 3.5 times higher than Down Volume - Positive Market Breadth. If Down Volume is higher than Up Volume, then you would see red label with ratio e.g -4.5:1. This means Down Volume is 4.5 times higher than Up Volume. For example, ratio is 1:1, then it is considered Market Breadth is Neutral. PS: Currently TradingView provides only NASDAQ Composite Market volume data. I have requested them to provide Primary NASDAQ volume data. If they respond with new ticket for primary NQ data, I will update the script and publish the updated version. So if you have got similar table on ToS, you would see minor difference in NQ ratio.
Индикатор Pine Script™
от sskcharts
13
MathProbabilityDistributionLibrary "MathProbabilityDistribution" Probability Distribution Functions. name(idx) Indexed names helper function.   Parameters:      idx : int, position in the range (0, 6).   Returns: string, distribution name. usage: .name(1) Notes: (0) => 'StdNormal' (1) => 'Normal' (2) => 'Skew Normal' (3) => 'Student T' (4) => 'Skew Student T' (5) => 'GED' (6) => 'Skew GED' zscore(position, mean, deviation) Z-score helper function for x calculation.   Parameters:      position : float, position.      mean : float, mean.      deviation : float, standard deviation.   Returns: float, z-score. usage: .zscore(1.5, 2.0, 1.0) std_normal(position) Standard Normal Distribution.   Parameters:      position : float, position.   Returns: float, probability density. usage: .std_normal(0.6) normal(position, mean, scale) Normal Distribution.   Parameters:      position : float, position in the distribution.      mean : float, mean of the distribution, default=0.0 for standard distribution.      scale : float, scale of the distribution, default=1.0 for standard distribution.   Returns: float, probability density. usage: .normal(0.6) skew_normal(position, skew, mean, scale) Skew Normal Distribution.   Parameters:      position : float, position in the distribution.      skew : float, skewness of the distribution.      mean : float, mean of the distribution, default=0.0 for standard distribution.      scale : float, scale of the distribution, default=1.0 for standard distribution.   Returns: float, probability density. usage: .skew_normal(0.8, -2.0) ged(position, shape, mean, scale) Generalized Error Distribution.   Parameters:      position : float, position.      shape : float, shape.      mean : float, mean, default=0.0 for standard distribution.      scale : float, scale, default=1.0 for standard distribution.   Returns: float, probability. usage: .ged(0.8, -2.0) skew_ged(position, shape, skew, mean, scale) Skew Generalized Error Distribution.   Parameters:      position : float, position.      shape : float, shape.      skew : float, skew.      mean : float, mean, default=0.0 for standard distribution.      scale : float, scale, default=1.0 for standard distribution.   Returns: float, probability. usage: .skew_ged(0.8, 2.0, 1.0) student_t(position, shape, mean, scale) Student-T Distribution.   Parameters:      position : float, position.      shape : float, shape.      mean : float, mean, default=0.0 for standard distribution.      scale : float, scale, default=1.0 for standard distribution.   Returns: float, probability. usage: .student_t(0.8, 2.0, 1.0) skew_student_t(position, shape, skew, mean, scale) Skew Student-T Distribution.   Parameters:      position : float, position.      shape : float, shape.      skew : float, skew.      mean : float, mean, default=0.0 for standard distribution.      scale : float, scale, default=1.0 for standard distribution.   Returns: float, probability. usage: .skew_student_t(0.8, 2.0, 1.0) select(distribution, position, mean, scale, shape, skew, log) Conditional Distribution.   Parameters:      distribution : string, distribution name.      position : float, position.      mean : float, mean, default=0.0 for standard distribution.      scale : float, scale, default=1.0 for standard distribution.      shape : float, shape.      skew : float, skew.      log : bool, if true apply log() to the result.   Returns: float, probability. usage: .select('StdNormal', __CYCLE4F__, log=true)
Библиотека Pine Script™
от RicardoSantos
5
MovingAveragesLibrary "MovingAverages" Contains utilities for generating moving average values including getting a moving average by name and a function for generating a Volume-Adjusted WMA. sma(_D, _len) Simple Moving Avereage   Parameters:      _D : The series to measure from.      _len : The number of bars to measure with. ema(_D, _len) Exponential Moving Avereage   Parameters:      _D : The series to measure from.      _len : The number of bars to measure with. rma(_D, _len) RSI Moving Avereage   Parameters:      _D : The series to measure from.      _len : The number of bars to measure with. wma(_D, _len) Weighted Moving Avereage   Parameters:      _D : The series to measure from.      _len : The number of bars to measure with. vwma(_D, _len) volume-weighted Moving Avereage   Parameters:      _D : The series to measure from. Default is 'close'.      _len : The number of bars to measure with. alma(_D, _len) Arnaud Legoux Moving Avereage   Parameters:      _D : The series to measure from. Default is 'close'.      _len : The number of bars to measure with. cma(_D, _len, C, compound) Coefficient Moving Avereage (CMA) is a variation of a moving average that can simulate SMA or WMA with the advantage of previous data.   Parameters:      _D : The series to measure from. Default is 'close'.      _len : The number of bars to measure with.      C : The coefficient to use when averaging. 0 behaves like SMA, 1 behaves like WMA.      compound : When true (default is false) will use a compounding method for weighting the average. dema(_D, _len) Double Exponential Moving Avereage   Parameters:      _D : The series to measure from. Default is 'close'.      _len : The number of bars to measure with. zlsma(_D, _len) Arnaud Legoux Moving Avereage   Parameters:      _D : The series to measure from. Default is 'close'.      _len : The number of bars to measure with. zlema(_D, _len) Arnaud Legoux Moving Avereage   Parameters:      _D : The series to measure from. Default is 'close'.      _len : The number of bars to measure with. get(type, len, src) Generates a moving average based upon a 'type'.   Parameters:      type : The type of moving average to generate. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.      len : The number of bars to measure with.      src : The series to measure from. Default is 'close'.   Returns: The moving average series requested.
Библиотека Pine Script™
от TanawutWattana