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BTC EMA Trend Strategy V5 PRO Lukas🚀 Professional Header BTC EMA Trend Strategy V5 PRO is a trend-following strategy designed to identify strong directional moves in the cryptocurrency market using a combination of EMAs, volatility filters, market structure, and momentum confirmation. The strategy automatically detects LONG and SHORT opportunities, visualizes risk and reward zones, and displays performance statistics directly on the chart. 📊 Strategy Logic The system uses four exponential moving averages to identify market trend: • EMA 20 – short-term momentum • EMA 50 – short-term trend • EMA 100 – medium-term trend • EMA 200 – long-term trend filter Trades are taken only when price aligns with the dominant trend. ⚡ Momentum Confirmation (CISD) The strategy includes a CISD (Candle Impulse Structure Detection) filter that detects strong momentum candles. When a large impulse candle breaks the previous high or low with a significantly larger body, the script highlights the area using CISD boxes, signaling potential institutional momentum. 📈 Entry Conditions LONG A long trade is opened when: • EMA20 is above EMA50 • Price is above EMA200 • Price retests EMA20 • ADX confirms strong trend • Market volatility is above average SHORT A short trade is opened when: • EMA20 is below EMA50 • Price is below EMA200 • Price retests EMA20 from below • ADX confirms strong trend • Market volatility is above average 🎯 Risk Management The strategy uses ATR-based dynamic Stop Loss and a 3:1 Risk-to-Reward ratio. Each trade is displayed with visual trade boxes: 🟩 Green zone → potential profit 🟥 Red zone → risk area 📊 Dashboard A built-in dashboard displays key strategy statistics: • Net Profit • Total Trades • Win Rate • Maximum Drawdown This allows traders to quickly evaluate performance during backtesting. 🎨 Chart Features The script includes multiple visual tools: ✔ EMA trend lines ✔ CISD momentum boxes ✔ Market structure labels (HH, HL, LH, LL) ✔ LONG / SHORT signal arrows ✔ Trade risk/reward boxes ✔ Trend heatmap based on EMA200 ⚠️ Note The strategy performs best in strong trending markets and may produce weaker results during sideways consolidation. For optimal performance, test the strategy on 15m, 1H, or 4H timeframes. ⚠️ Disclaimer: This AI is not a financial advisor; please consult your financial advisor for personalized advice.
Pine Script® Strategie
von lukasaabenraa
Advanced Fundamental & Technical DashboardAre you tired of constantly switching tabs to check a company's fundamental data? The Advanced Fundamental Dashboard is a clean, fully customizable overlay that displays the most critical financial metrics and ratios directly on your chart. Designed for investors and swing traders, this script provides a quick, color-coded snapshot of a company's financial health and its current position relative to historical price extremes. 📊 Key Metrics Included: Market Capitalization Valuation Ratios: P/E Ratio (Price-to-Earnings) & P/S Ratio (Price-to-Sales) Revenue 1Y Growth: Automatically calculates the 1-year trailing revenue growth. Core Financials: EBITDA, Free Cash Flow, Total Debt, and Total Equity. Dividend Yield: Smartly handles missing data (displays 0.00% instead of annoying "N/A" errors for non-dividend paying stocks). Distance to ATH & ATL: Shows exactly how far the current price is from its All-Time High and All-Time Low in percentage. ✨ Smart Features & Customization: Dynamic Coloring: Positive values and growth are automatically highlighted in green, while negative values and drawdowns are highlighted in red. Clean UI: Gracefully handles missing data from the broker feed (e.g., showing "-" instead of script-breaking errors). Fully Customizable: Don't like the position or the colors? Use the script settings (gear icon) to change the table's position, text size, background color, and text colors to perfectly match your chart theme (Light or Dark mode). 💡 Pro-Tip for ATH / ATL: To get the most accurate "Distance to ATH/ATL" readings, make sure to zoom out to a Weekly (1W) or Monthly (1M) timeframe once, so TradingView can load the maximum amount of historical price data into the script's memory.
Pine Script® Indikator
von m_b05
Earnings Snapshot [Trendoscope]🎲 Overview The Earnings Snapshot is a custom indicator designed to provide traders and investors with a quick, visual overview of a stock's earnings performance and its impact on price action. This tool automates the analysis of earnings reports by fetching historical and future earnings data, calculating growth metrics for both earnings and price changes, and presenting the information in an intuitive table format on the chart. It also adds interactive labels at key earnings dates for detailed breakdowns. During the earning season, I was trying to understand the earnings and revenue growth of microsoft in comparison with thier price growth. This involved tidious process of taking scereenshot of multiple earning reports and then drawing correlations between them. This script eliminates the tedium of manual data gathering and visualization. It focuses on key metrics like actual vs. estimated earnings, year-over-year (Y2Y) comparisons, and future estimates, while highlighting how these events correlate with price movements. Currently, the script handles earnings per share (EPS) data effectively, but revenue details are not included due to ongoing technical challenges with the available data interfaces in Pine Script. Future updates may incorporate revenue analysis once we find an effective way to present this data. This indicator is ideal for fundamental analysis, earnings season preparation, or post-earnings reviews, helping users spot patterns such as earnings surprises, growth trends, or price reactions. 🎲 Key Features Earnings Data : Retrieves actual, estimated, and standardized EPS from TradingView's built-in request.earnings function. Growth Calculations : Computes percentage changes in earnings and price compared to the previous quarter (Last), year-over-year (Y2Y, based on 4 quarters back), and future estimates. Visual Table Display : A customizable table in the top-right corner showing dates, growth percentages, and color-coded indicators (lime for positive growth, orange for negative). On-Chart Infomration : Based on the settings, users can enable presentation of earnings, price and the growth data on chart. Historical Depth : Configurable history lookback (up to 24 quarters) to analyze past earnings. Tooltip Mode: For a cleaner chart, labels show a score summary with full details available on hover. Future Earnings Integration: Includes upcoming EPS estimates and their projected growth from the last actual earnings. 🎲 Display Modes 🎯Tooltip Mode If we select tooltip mode, it is better to chose the label size as either large or huge for better visibility. In tooltip mode, the data is not directly presented on the screen. Instead, we display the calculated score on the earnings release bar. The earnings and price growth info will show up upon hovering on the printed score value. 🎯Text Mode In case of text mode, all the calculated earnings and price growth data is printed directly on the chart. This will provide easier access to the data. However, it fills the chart. It is usefull for people who do not use additional indicators on the same chart or someone who trades mainly based on the earnings reports. 🎯Tabular Data Tabular data presents the growth of Earnings and Price based on last quarter as well as Y2Y along with growth of estimated earnings. The table can be hidden through input settings. 🎲 Diving Deep 🎯Information Gathered and Presented At present, we have tried collating and presenting following information for every earnings. Q2Q Earnings Growth Q2Q Price Growth Y2Y Earnings Growth Y2Y Price Growth Q2Q Future Estimated Earning Growth 🎯 Calculation of Score and Color coding When in text mode, the information of earnings and price growth are printed on the chart completely. These displays are color coded based on a calculated score. You can also see the score directly on the chart when the display mode is tooltip mode. Let us try to understand how this score is calculated. Score is nothing but combination of different factors of price and earnings growth. Following conditions are considered for the calculation. If Earnings growth is positive, add 1 else reduce the score by 1 If price growth is positive, add 1 else reduce the score by 1 If Earnings growth percent is higher than price growth percent, then add 1, else reduce the score by 1 Similar calculations are repeated for Y2Y earning and price growth. Finanlly the score also looks at if the future estimated earning is expected to increase from current actual earnings or is it expected to reduce. Since there are 7 factors, the score can vary from -7 to +7. Higher the score, the greener the text background will be and lesser the score, the text background will turn more towards red. 🎯 Limitations Assumes quarterly earnings; irregular reporting schedules may affect Y2Y accuracy. Historical depth is limited to 24 quarters to avoid performance issues, but can be adjusted. Works best on daily/weekly timeframes where earnings bars are visible. No alerts or backtesting integration; this is purely a visualization tool. 🎯 Example of Interpretations A green label with positive growth in both earnings and price suggests a strong beat with bullish reaction. Orange cells in Y2Y might indicate slowing growth despite a recent beat. Negative future estimates could signal caution for upcoming reports. If you encounter issues or have suggestions, feel free to provide feedback. This script aims to streamline your manual analysis—happy trading!
Pine Script® Indikator
von Trendoscope
2
HP_Trades - Earnings DashboardThe Earnings Dashboard indicator provides a comprehensive look at a company’s financial "heartbeat" by breaking down data into two distinct timeframes. It allows users to instantly identify if a company is exceeding market expectations or if its long-term growth is slowing down. 1. The Tactical Layer: Quarterly Performance & "Surprises." The first table acts as a short-term performance tracker. It focuses on the immediate impact of earnings announcements: Expectation vs. Reality: Compares the actual Earnings Per Share (EPS) and Revenue against Wall Street's consensus estimates. The "Surprise" Metric: Highlights the percentage by which a company beat or missed its targets. This is a primary driver of stock price volatility following an earnings report. Immediate Velocity: Tracks the quarter-over-quarter (QoQ) revenue flow to see if the company is gaining momentum right now. 2. The Strategic Layer: Annual Growth & Sustainability The second table shifts focus to the long-term investment thesis. It filters out seasonal "noise" to show the bigger picture: Year-over-Year (YoY) Growth: Compares current annual data to the previous year. Consistent YoY growth is the strongest indicator of a "Blue Chip" or high-quality growth stock. Profitability Scaling: Shows how effectively the company converts its revenue into profit (EPS). If EPS is growing faster than Revenue, the company is becoming more efficient. Historical Context: Provides a multi-year lookback to identify if current growth is an anomaly or part of a sustained upward trend.
Pine Script® Indikator
von honitpiplani
Price vs PER + Dividend YieldThis indicator visualizes how valuation evolves relative to price movements. It calculates and displays: • Price levels at -30%, -20%, -10%, 0%, +10%, +20%, +30% • Corresponding PER (Price / EPS) • Corresponding Dividend Yield based on TTM dividends • Dynamic horizontal support zones The objective is simple. Help investors visualise how valuation metrics evolve as price moves. How it works: • PER = Price / EPS (TTM) • Dividend Yield = Dividend per Share (TTM) / Price As price changes, both metrics automatically adjust. If fundamental data is not available for a given ticker, manual input can be used. ⚠️ Important This is an initial public version. The goal is to improve it progressively with community feedback. Suggestions, improvements and ideas are very welcome. The script is designed to evolve. 🤖 This script was developed iteratively through multiple exchanges with ChatGPT. It has been refined step by step to reach a first functional version.
Pine Script® Indikator
von Jordan_Montel_Investissement
Geopbytech Risk Based Lots Calculator📊 Geopbytech – Risk Based Lots Calculator Built by Juan C. Delgado A lightweight and fast position size calculator designed to help traders determine optimal lot size directly from the TradingView chart. No more switching to external websites during live execution. Simply input: Account Size (USD) Risk Ratio % Stop-Loss distance (pips or points) The tool instantly calculates the correct lot size based on proper risk management. 🔹 How It Works The calculator determines: Risk ($) = Account Size × Risk % Lot Size = Risk ($) ÷ (Stop-Loss Units × $ Value per Unit per 1 Lot) Everything updates instantly as you change values. 🔹 Example Account Size Risk % Stop Loss Result $10,000 1% 20 pips 0.50 lots $5,000 1% 15 pips 0.33 lots $8,000 2% 30 pips 0.53 lots 🔹 Default Configuration (Forex – EURUSD) By default, the script is optimized for standard Forex pairs like EURUSD. You only need to: Enter Account Size Enter Risk % Enter Stop-Loss in pips The script automatically calculates pip value using standard 100,000 contract size. 🔹 Trading Gold (XAUUSD) If you are trading Gold: Enable: ✔ Override $ per unit (non-FX) Then adjust: • Override $ per 1 unit per 1 lot (or use Custom Unit Size if needed depending on broker specification) Because gold brokers may use different contract sizes. 🔹 Trading Indices For indices (NAS100, US30, SPX, etc.): You can: • Leave override OFF (if TradingView provides correct point value) OR • Enable Override and manually define $ value per point per lot Depends on your broker's contract specification. 🔹 Trading Cross Pairs (GBPJPY, EURJPY, etc.) For Forex crosses: Leave override OFF. If calculation warning appears: Adjust "Custom Unit Size" to match correct pip structure. Example: GBPJPY may require adjusting unit size depending on feed. 🔹 Inputs Explained Account Size (USD) Your total trading account balance. Risk Ratio % Percentage of account you are willing to lose per trade. (Example: 1% = disciplined risk management) Stop-Loss (pips / points) Distance from entry to stop loss. This must match what you use in the TradingView position tool. Custom Unit Size (price) Advanced setting. Used when your symbol does not follow standard pip or tick logic. You define how much price movement equals 1 unit. FX Contract Size Default: 100,000 (standard lot in Forex). Only change if your broker uses non-standard contract sizes. 🎨 UI Customization You can customize: • Theme (Dark / Light / Midnight) • Dashboard Position • Transparency • Text Size • Warning visibility ⚠️ Important Notes This tool calculates position size based on TradingView symbol specifications. Broker contract sizes may vary. Always verify: Pip value Contract size Margin requirements Final order size Before placing a live trade. ⚠️ Disclaimer This tool is provided for educational and informational purposes only. It does not constitute financial advice, investment advice, or trading recommendations. Trading involves substantial risk and may result in loss of capital. Use at your own risk. 👤 Author Built by Juan C. Delgado Geopbytech
Pine Script® Indikator
von Geopbytech
XAUUSD Position calculator **XAUUSD Funded Position Calculator — Pro Risk Suite** The XAUUSD Funded Position Calculator is a professional risk management and position sizing tool specifically designed for Gold traders and prop firm accounts. This indicator allows traders to visually plan, size, and manage trades directly from the chart using a simple click-based workflow. Users can mark Entry, Stop Loss, and Take Profit levels, and the tool automatically calculates precise lot size based on account balance and selected risk percentage. Key features include a real Break-Even engine that adjusts for fees and spread using position size, Risk-Reward analysis with a dynamic quality meter, and visual R-Lock levels (1R / 2R) to help traders secure profits systematically. The integrated data panel displays both target risk and actual risk exposure, profit projections, lot size formatted for MT4/MT5 standards, and real-time trade quality evaluation. Designed for funded traders, scalpers, and Gold specialists, this tool enhances execution discipline, capital protection, and trade planning efficiency — all within a clean, professional chart interface. **Core Features** • Click-to-set Entry / SL / TP • Funded account risk % sizing • Real Break-Even price calculation • 1R & 2R profit lock levels • Dynamic Risk-Reward meter • Actual vs Target risk display • MT4/MT5 lot formatting • Clean visual trade panel Built for precision. Designed for discipline. Optimized for funded trading.
Pine Script® Indikator
von StivenMR
FCF Yield - cristianhkrThis indicator is a fundamental valuation tool that calculates Free Cash Flow Yield in real-time. Unlike standard indicators, this script solves the data gap for European companies reporting semi-annually and allows for short-term projections. What is FCF Yield? It is the real "interest rate" a company generates relative to its current market price. Formula: FCF Yield = (Free Cash Flow / Market Cap) * 100 Key Features: Timeframe Flexibility: Switch between TTM (Trailing Twelve Months), FY (Fiscal Year), and FQ (Fiscal Quarter). Smart Fallback System: Essential for European stocks. If you select "Quarter" for a company that only reports semi-annually (like many European ones: Adidas, LVMH, Pluxee), the script automatically detects and uses the Semi-Annual (FH) data instead of showing an error. Projection/Annualization: Option to annualize short-term data (multiplies Quarters x4 or Semi-Annuals x2) to estimate annual yield based on the last report. Intuitive Visualization: Green area for positive cash generation and red for cash burn. Interpretation Guide (Fundamental): 5%: Generally indicates an attractive valuation (the company generates significant cash relative to its price). < 2%: The company might be overvalued or is a high-growth company reinvesting everything. Negative: The company is burning cash (liquidity risk or early expansion phase).
Pine Script® Indikator
von cristianhkr
Trade TrackerThis indicator is a lightweight trade P/L monitor that takes a manual entry price, direction (long/short), position size, and a configurable dollar value per point/tick. It computes real-time profit/loss by comparing the current close to the entry price, converting the move into points and then dollars based on your size and tick value. On the last bar, it draws an entry line at the specified price and renders a stacked label at that level showing Buy/Sell, size, dollar P/L (green/red), and the point P/L. It continuously deletes and redraws the line/labels to keep the chart clean, and it also plots the entry price so the value is visible in the data window and price scale.
Pine Script® Indikator
von gggoaaat
P/E Ratio (TTM)This indicator plots the trailing P/E ratio (TTM) using GAAP EPS (TTM) sourced directly from TradingView’s fundamental data. It includes valuation‑zone color coding, yearly labels, and a clean, compressed visual layout suitable for most equities. The goal is to provide a fast, intuitive view of how expensive or cheap a stock is relative to its historical earnings power. Note: The indicator caps P/E values around 120 for visual clarity. Negative P/E ratios are intentionally excluded, since P/E is undefined when EPS is negative. You can adjust the cap or remove it entirely if you prefer a full‑range view. This tool is especially useful for identifying periods when a company is trading at historically elevated or discounted valuation levels.
Pine Script® Indikator
von followmytradingjournal
AuditLens - Profit Quality Analyzer📊 AuditLens - Profit Quality Analyzer Ever wonder if a company's profits are real or just accounting tricks? This indicator helps you spot potential earnings manipulation by analyzing the gap between reported profits and actual cash generation. ━━━━━━━━━━━━━━━━━━━━━━━━ 🔍 WHAT IT DOES ━━━━━━━━━━━━━━━━━━━━━━━━ Calculates the "Divergence Ratio": (Net Income - Operating Cash Flow) / Total Assets • Positive divergence = Profits NOT backed by cash (risky) • Negative divergence = Cash exceeds profits (healthy "cash cow") ━━━━━━━━━━━━━━━━━━━━━━━━ 🚦 SIGNAL GUIDE ━━━━━━━━━━━━━━━━━━━━━━━━ 🔴 RED FLAG (>10%): High risk - possible aggressive revenue recognition 🟠 ORANGE: Divergence trending up for 3+ quarters 🟡 YELLOW: Divergence trending up for 2+ quarters 🟢 GREEN (<-5%): "Cash Cow" - strong cash generation ✅ HEALTHY (0 to -5%): Normal profit quality ━━━━━━━━━━━━━━━━━━━━━━━━ 📈 HOW TO USE ━━━━━━━━━━━━━━━━━━━━━━━━ 1. Add to any stock chart 2. Check the summary table (top right) 3. Look for RED FLAGS before buying 4. Prefer stocks with negative divergence (cash cows) ━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ FAMOUS EXAMPLES ━━━━━━━━━━━━━━━━━━━━━━━━ • Enron (2001): Showed profits but burned cash → Bankruptcy • Wirecard (2020): €1.9B "cash" that didn't exist → Fraud • Luckin Coffee (2020): Fake revenue, no cash backing → Delisted This indicator would have flagged all of them. ━━━━━━━━━━━━━━━━━━━━━━━━ 🔗 FULL VERSION ━━━━━━━━━━━━━━━━━━━━━━━━ Want more detailed analysis with: • 6 advanced audit rules • Historical trend analysis • Receivables & Inventory checks • Detailed reports for any stock 👉 Try the full version FREE: auditlens-check.netlify.app ━━━━━━━━━━━━━━━━━━━━━━━━ 📚 THE LOGIC ━━━━━━━━━━━━━━━━━━━━━━━━ Based on forensic accounting principles: - Companies can manipulate earnings (accruals) - But cash flow is harder to fake - Big gap between the two = potential red flag This is NOT financial advice. Always do your own research. ━━━━━━━━━━━━━━━━━━━━━━━━ Built by AuditLens team 🔍 Questions? DM or comment below.
Pine Script® Indikator
von crg900118
P/E, EPS, Price & Price-to-Sales DisplayThis indicator displays key fundamental valuation metrics for the selected stock. It shows: Earnings Per Share (EPS) Price-to-Earnings (P/E) ratio Calculated theoretical price based on P/E × EPS Price-to-Sales (P/S) ratio These values help traders quickly assess valuation without switching to separate financial panels. 🛠 Instructions for Use Add the indicator to your chart. Click on the three dots (⋯) next to the indicator name. Select Move to → New pane above. Minimize the indicator pane to display only the numerical values. Hide the plotted lines if you want a clean, numbers-only view. This setup allows you to monitor fundamental metrics efficiently without cluttering the price chart.
Pine Script® Indikator
von namovenkatashiva1
REM Algo - Earnings AlertsNot everyone wants to hold positions through earnings announcements — and if you’re evaluating a strategy, earnings-related gaps can distort performance metrics and make results harder to interpret. This script helps you manage earnings risk by triggering alerts during an Earnings Blackout window. You can: get an alert to close positions the day before earnings, and/or receive a reminder not to open new positions on blackout days prior to the earnings announcement. Add alerts to the stocks you trade. When a blackout day occurs, the script triggers at the hour and minute you choose in the settings. The Earnings Blackout period covers the day before and the day of the earnings announcement, adjusted for weekends and market holidays. Use it as a standalone risk-control tool — or alongside your existing strategy — so earnings gaps don’t interfere with your trading rules or your backtest results.
Pine Script® Indikator
von ZenAlgorithmics
Peter Lynch Value (Dynamic Growth)This indicator implements Peter Lynch's core valuation principle: Fair Price = Earnings Per Share (EPS) * Growth Rate. It provides a dynamic "fair value" line overlaid on the price chart, allowing traders and investors to quickly assess whether a stock's current price is trading above or below its intrinsic value according to the Lynch method. Key Features 1. Dynamic Growth Rate Calculation The indicator uses a custom algorithm to calculate the critical EPS Growth Rate, making it robust against missing data from standard financial fields. Methodology: It fetches historical TTM Diluted EPS reports (EARNINGS_PER_SHARE_DILUTED, TTM) and calculates the Year-over-Year (YoY) Growth Percentage from the current TTM value versus the TTM value 4 periods prior. Reliability: This custom calculation ensures the value line appears even when TradingView's pre-calculated growth metrics are unavailable (na). 2. Multiplier Control P/E Cap: You can enforce a maximum P/E multiplier (maxPE, default 25), preventing the fair value from becoming unrealistically high for extremely fast-growing companies (as Lynch suggested). Fallback P/E: If insufficient financial history is available to calculate the growth rate, the indicator automatically switches to a user-defined fallbackPE (default 15) and highlights the line in orange as a warning. 3. Smoothing (Optional) To reduce the volatility often seen in valuation metrics, you can apply an optional Simple Moving Average (SMA) to the Fair Value line. This helps visualize the underlying trend of intrinsic value. 4. Forward Estimate (Optional) Display an optional projection (circles) based on the analysts' next Fiscal Year EPS Estimate (EARNINGS_ESTIMATE, FY). This shows the potential fair value if the company meets future expectations. 5. Diagnostic Table A table in the corner provides transparency on the calculation: Green/Red: Confirms if TTM EPS and Calculated Growth are found. Final P/E Used: Shows the exact multiplier used (calculated growth or the manual fallback). Disclaimer: This tool is for informational and educational purposes only and should not be considered financial advice.
Pine Script® Indikator
von Uptrader
PEAD ScreenerPEAD Screener - Post-Earnings Announcement Drift Scanner ═══════════════════════════════════════════════════════════════ WHY EARNINGS ANNOUNCEMENTS CREATE OPPORTUNITY ═══════════════════════════════════════════════════════════════ The days immediately following an earnings announcement are among the noisiest periods for any stock. Within hours, the market must digest new information about a company's profits, revenue, and future outlook. Analysts scramble to update their models. Institutions rebalance positions. Retail traders react to headlines. This chaos creates a well-documented phenomenon called Post-Earnings Announcement Drift (PEAD): stocks that beat expectations tend to keep rising, while those that miss tend to keep falling - often for weeks after the initial announcement. Academic research has confirmed this pattern persists across decades and markets. But not every earnings surprise is equal. A company that beats estimates by 5 cents might move very differently than one that beats by 5 cents with unusually high volume, or one where both earnings AND revenue exceeded expectations. Raw numbers alone don't tell the full story. ═══════════════════════════════════════════════════════════════ HOW "STANDARDIZED UNEXPECTED" METRICS CUT THROUGH THE NOISE ═══════════════════════════════════════════════════════════════ This screener uses a statistical technique to measure how "surprising" a result truly is - not just whether it beat or missed, but how unusual that beat or miss was compared to the company's own history. The core idea: convert raw surprises into Z-scores. A Z-score answers the question: "How many standard deviations away from normal is this result?" - A Z-score of 0 means the result was exactly average - A Z-score of +2 means the result was unusually high (better than ~95% of historical results) - A Z-score of -2 means the result was unusually low By standardizing surprises this way, we can compare apples to apples. A small-cap biotech's $0.02 beat might actually be more significant than a mega-cap's $0.50 beat, once we account for each company's typical variability. This screener applies this standardization to three dimensions: earnings (SUE), revenue (SURGE), and volume (SUV). ═══════════════════════════════════════════════════════════════ THE 9 SCREENING CRITERIA ═══════════════════════════════════════════════════════════════ ───────────────────────────────────────── 1. SUE (Standardized Unexpected Earnings) ───────────────────────────────────────── WHAT IT IS: SUE measures how surprising an earnings result was, adjusted for the company's historical forecast accuracy. Calculation: Take the earnings surprise (actual EPS minus analyst estimate), then divide by the standard deviation of past forecast errors. This uses a rolling window of the last 8 quarters by default. Formula: SUE = (Actual EPS - Estimated EPS) / Standard Deviation of Past Errors HOW TO INTERPRET: - SUE > +2.0: Strongly positive surprise - earnings beat expectations by an unusually large margin. These stocks often continue drifting higher. - SUE between 0 and +2.0: Modest positive surprise - beat expectations, but within normal range. - SUE between -2.0 and 0: Modest negative surprise - missed expectations, but within normal range. - SUE < -2.0: Strongly negative surprise - significant miss. These stocks often continue drifting lower. For long positions, look for SUE values above +2.0, ideally combined with positive SURGE. ───────────────────────────────────────── 2. SURGE (Standardized Unexpected Revenue) ───────────────────────────────────────── WHAT IT IS: SURGE applies the same standardization technique to revenue surprises. While earnings can be manipulated through accounting choices, revenue is harder to fake - it represents actual sales. Calculation: Take the revenue surprise (actual revenue minus analyst estimate), then divide by the standard deviation of past revenue forecast errors. Formula: SURGE = (Actual Revenue - Estimated Revenue) / Standard Deviation of Past Errors HOW TO INTERPRET: - SURGE > +1.5: Strongly positive revenue surprise - the company sold significantly more than expected. - SURGE between 0 and +1.5: Modest positive surprise. - SURGE < 0: Revenue missed expectations. The most powerful signals occur when BOTH SUE and SURGE are positive and elevated (ideally SUE > 2.0 AND SURGE > 1.5). This indicates the company beat on both profitability AND top-line growth - a much stronger signal than either alone. When SUE and SURGE diverge significantly (e.g., high SUE but negative SURGE), treat with caution - the earnings beat may have come from cost-cutting rather than genuine growth. ───────────────────────────────────────── 3. SUV (Standardized Unexpected Volume) ───────────────────────────────────────── WHAT IT IS: SUV detects unusual trading volume after accounting for how volatile the stock is. More volatile stocks naturally have higher volume, so raw volume comparisons can be misleading. Calculation: This uses regression analysis to model the expected relationship between price volatility and volume. The "unexpected" volume is the residual - how much actual volume deviated from what the model predicted. This residual is then standardized into a Z-score. In plain terms: SUV asks "Given how much this stock typically moves, is today's volume unusually high or low?" HOW TO INTERPRET: - SUV > +2.0: Exceptionally high volume relative to the stock's volatility. This often signals institutional activity - big players moving in or out. - SUV between +1.0 and +2.0: Elevated volume - above normal interest. - SUV between -1.0 and +1.0: Normal volume range. - SUV < -1.0: Unusually quiet - less activity than expected. High SUV combined with positive price movement suggests accumulation (buying). High SUV combined with negative price movement suggests distribution (selling). ───────────────────────────────────────── 4. % From D0 Close ───────────────────────────────────────── WHAT IT IS: This measures how far the current price has moved from the closing price on its initial earnings reaction day (D0). The "reaction day" is the first trading day that fully reflects the earnings news - typically the day after an after-hours announcement, or the announcement day itself for pre-market releases. Calculation: ((Current Price - D0 Close) / D0 Close) × 100 HOW TO INTERPRET: - Positive values: Stock has gained ground since earnings. The higher the percentage, the stronger the post-earnings drift. - 0% to +5%: Modest positive drift - earnings were received well but momentum is limited. - +5% to +15%: Strong drift - buyers continue accumulating. - > +15%: Exceptional drift - significant institutional interest likely. - Negative values: Stock has given back gains or extended losses since earnings. May indicate the initial reaction was overdone, or that sentiment is deteriorating. This metric is most meaningful within the first 5-20 trading days after earnings. Extended drift (maintaining gains over 2+ weeks) is a stronger signal than a quick spike that fades. ───────────────────────────────────────── 5. # Pocket Pivots ───────────────────────────────────────── WHAT IT IS: Pocket Pivots are a volume-based pattern developed by Chris Kacher and Gil Morales. They identify days where institutional buyers are likely accumulating shares without causing obvious breakouts. Calculation: A Pocket Pivot occurs when: - The stock closes higher than it opened (up day) - The stock closes higher than the previous day's close - Today's volume exceeds the highest down-day volume of the prior 10 trading sessions The screener counts how many Pocket Pivots have occurred since the earnings announcement. HOW TO INTERPRET: - 0 Pocket Pivots: No detected institutional accumulation patterns since earnings. - 1-2 Pocket Pivots: Some institutional buying interest - worth monitoring. - 3+ Pocket Pivots: Strong accumulation signal - institutions appear to be building positions. Pocket Pivots are most significant when they occur: - Immediately following earnings announcements - Near moving average support (10-day, 21-day, or 50-day) - On above-average volume - After a period of price consolidation Multiple Pocket Pivots in a short period suggest sustained institutional demand, not just a one-day event. ───────────────────────────────────────── 6. ADX/DI (Trend Strength and Direction) ───────────────────────────────────────── WHAT IT IS: ADX (Average Directional Index) measures trend strength regardless of direction. DI (Directional Indicator) shows whether the trend is bullish or bearish. Calculation: ADX uses a 14-period lookback to measure how directional (trending) price movement is. Values range from 0 to 100. The +DI and -DI components compare upward and downward movement. The screener shows: - ADX value (trend strength) - Direction indicator: "+" for bullish (price trending up), "-" for bearish (price trending down) HOW TO INTERPRET: - ADX < 20: Weak trend - the stock is moving sideways, choppy. Not ideal for momentum trading. - ADX 20-25: Trend is emerging - potentially starting a directional move. - ADX 25-40: Strong trend - clear directional movement. Good for momentum plays. - ADX > 40: Very strong trend - powerful move in progress, but may be extended. The direction indicator (+/-) tells you which way: - "25+" means ADX of 25 with bullish direction (uptrend) - "25-" means ADX of 25 with bearish direction (downtrend) For post-earnings plays, ideal setups show ADX rising above 25 with positive direction, confirming the earnings reaction is developing into a sustained trend rather than a one-day spike. ───────────────────────────────────────── 7. Institutional Buying PASS ───────────────────────────────────────── WHAT IT IS: This proprietary composite indicator detects patterns consistent with institutional accumulation at three stages after earnings: EARLY (Days 0-4): Looks for "large block" buying on the earnings reaction day (exceptionally high volume with a close in the upper half of the day's range) combined with follow-through buying on the next day. MID (Days 5-9): Checks for sustained elevated volume (averaging 1.5x the 20-day average) combined with positive drift and consistent upward price movement (more up days than down days). LATE (Days 10+): Detects either visible accumulation (positive drift with high volume) OR stealth accumulation (positive drift with unusually LOW volume - suggesting smart money is quietly building positions without attracting attention). HOW TO INTERPRET: - Check mark/value of '1': Institutional buying pattern detected. The stock shows characteristics consistent with large players accumulating shares. - X mark/value of '0': No institutional buying pattern detected. This doesn't mean institutions aren't buying - just that the typical footprints aren't visible. A passing grade here adds conviction to other bullish signals. Institutions have research teams, information advantages, and long time horizons. When their footprints appear in the data, it often precedes sustained moves. Important: This is a pattern detection tool, not a guarantee. Always combine with other analysis. ───────────────────────────────────────── 8. Strong ATR Drift PASS ───────────────────────────────────────── WHAT IT IS: This measures whether the stock has drifted significantly relative to its own volatility. Instead of asking "did it move 10%?", it asks "did it move more than 1.5 ATRs?" ATR (Average True Range) measures a stock's typical daily movement. A volatile stock might move 5% daily, while a stable stock might move 0.5%. Using ATR normalizes for this difference. Calculation: ATR Drift = (Current Close - D0 Close) / D0 ATR in dollars The indicator passes when ATR Drift exceeds 1.5 AND at least 5 days have passed since earnings. HOW TO INTERPRET: - Check mark/value of '1': The stock has drifted more than 1.5 times its average daily range since earnings - a statistically significant move that suggests genuine momentum, not just noise. - X mark/value of '0': The drift (if any) is within normal volatility bounds - could just be random fluctuation. Why wait 5 days? The immediate post-earnings reaction (days 0-2) often includes gap fills and noise. By day 5, if the stock is still extended beyond 1.5 ATRs from the earnings close, it suggests real buying pressure, not just a reflexive gap. A passing grade here helps filter out stocks that "beat earnings" but haven't actually moved meaningfully. It focuses attention on stocks where the market is voting with real capital. ───────────────────────────────────────── 9. Days Since D0 ───────────────────────────────────────── WHAT IT IS: Simply counts the number of trading days since the earnings reaction day (D0). HOW TO INTERPRET: - Days 0-5 (Green): Fresh earnings - the information is new, institutional repositioning is active, and momentum trades are most potent. This is the "sweet spot" for PEAD strategies. - Days 6-10 (Neutral): Mid-period - some edge remains but diminishing. Good for adding to winning positions, less ideal for new entries. - Days 11+ (Red): Extended period - most of the post-earnings drift has typically played out. Higher risk that momentum fades or reverses. Research shows PEAD effects are strongest in the first 5-10 days after earnings, then decay. Beyond 20-30 days, the informational advantage of the earnings surprise is largely priced in. Use this to prioritize: focus on stocks with strong signals that are still in the early window, and be more selective about entries as days accumulate. ═══════════════════════════════════════════════════════════════ PUTTING IT ALL TOGETHER ═══════════════════════════════════════════════════════════════ You can use this screener in the chart view or in the Screener. One combination of the above filters to develop a shortlist of positive drift candidates may be: - SUE > 2.0 (significant earnings beat) - SURGE > 1.5 (significant revenue beat) - Positive % From D0 Close (price confirming the good news) - Institutional Buying PASS (big players accumulating) - Strong ATR Drift PASS (statistically significant movement) - Days Since D0 < 10 (still in the active drift window) No single indicator is sufficient. The power comes from convergence - when multiple independent measures all point the same direction. ═══════════════════════════════════════════════════════════════ SETTINGS ═══════════════════════════════════════════════════════════════ Key adjustable parameters: - SUE Method: "Analyst-based" uses consensus estimates; "Time-series" uses year-over-year comparison - Window Size: Number of quarters used for standardization (default: 8) - ATR Drift Threshold: Minimum ATR multiple for "strong" classification (default: 1.5) - Institutional Buying thresholds: Adjustable volume and CLV parameters ═══════════════════════════════════════════════════════════════ DISCLAIMER ═══════════════════════════════════════════════════════════════ This screener is a research tool, not financial advice. Past patterns do not guarantee future results. Always conduct your own due diligence and manage risk appropriately. Post-earnings trading involves significant uncertainty and volatility. The 'SUE' in this indicator does not represent a real person; any similarity to actual Sue's (or Susans for that matter) living or dead is quite frankly ridiculous, not to mention coincidental.
Pine Script® Indikator
von mericourt
PEG RSI [Auto EPS Growth]The PEG RSI is a hybrid indicator that combines fundamental valuation with technical momentum. It applies the Relative Strength Index (RSI) directly to the Price/Earnings-to-Growth (PEG) Ratio. Unlike traditional PEG indicators that require manual input for growth rates, this script automatically calculates the Compound Annual Growth Rate (CAGR) of Earnings Per Share (EPS) based on historical data. Key Features - Auto-Calculated Growth: Uses historical TTM Earnings Per Share (EPS) to calculate the CAGR over a user-defined period (Default: 4 years). - Dynamic Valuation: Converts the static PEG ratio into an oscillator (RSI) to identify relative valuation extremes. - Trend & Momentum: Visualizes the momentum of the PEG ratio relative to its own history. Educational Case Study This indicator is designed for educational purposes and research. Instead of relying on fixed overbought or oversold levels, users are encouraged to study the correlation between the PEG RSI and price action independently. - Observe how the price reacts when the PEG RSI reaches upper or lower extremes. - Different stocks may respect different RSI zones based on their growth stability. - Use this tool to analyze how market valuation momentum shifts over time. Settings: - Years for CAGR Growth: Timeframe to calculate EPS growth (Default: 4 years). - RSI Length: Lookback period for the RSI calculation (Default: 14). Note: This indicator works best on stocks with a consistent history of earnings. It requires financial data to function (will not work on assets without EPS like Crypto or Forex).
Pine Script® Indikator
von waranyutrkm
MarketSurge EPS Line [tradeviZion]MarketSurge EPS Line EPS trend line overlay for TradingView charts, inspired by the IBD MarketSurge (formerly MarketSmith) EPS line style. Comparison: Left side shows IBD MarketSurge EPS line as reference. Right side shows this TradingView script producing similar output with interactive tooltips. The left side image is for reference only to demonstrate similarity - it is not part of the TradingView script. Features: Displays EPS trend line on price charts Uses 4-quarter earnings moving average Shows earnings momentum over time Works with actual, estimated, or standardized earnings data Customizable line color and width Interactive tooltips with detailed earnings information Custom symbol analysis support How to Use: Add script to chart EPS line appears automatically Adjust color and width in settings if needed Hover over line for earnings details Settings Explained: Display Settings: Show EPS Line: Toggle to show or hide the EPS trend line EPS Line Color: Choose the color for the EPS trend line and labels EPS Line Width: Adjust the thickness of the EPS trend line (1-5 pixels) Symbol Settings: By default, the indicator analyzes the EPS data for the symbol currently displayed on your chart. The Custom Symbol feature allows you to: Analyze EPS data for a different symbol without changing your chart Compare earnings trends of related stocks or competitors View EPS data for one symbol while analyzing price action of another To use Custom Symbol: Enable "Use Custom Symbol" checkbox Click on "Custom Symbol" field to open TradingView's symbol picker Search and select the symbol you want to analyze The indicator will fetch and display EPS data for the selected symbol Note: The chart will still show price action for your current symbol, but the EPS line will reflect the custom symbol's earnings data. Data Settings: EPS Field: Choose which earnings data source to use: Actual Earnings: Reported earnings from company financial statements (default). Use this to analyze historical performance based on what companies actually reported. Estimated Earnings: Analyst consensus forecasts for future quarters. Use this to see what analysts expect and compare expectations with actual results. Standardized Earnings: Earnings adjusted for comparability across companies. Use this when comparing multiple stocks as it normalizes accounting differences. Display Scale: For the indicator to display correctly on the existing chart, it uses its own axis (right scale) by default. However, you can change this, but the view will not look the same. The right scale is recommended for optimal visibility as it allows the EPS line to be clearly visible alongside price action without compression. Example: EPS line on separate right scale (recommended) - hover over labels to view detailed earnings tooltips Example: EPS line pinned to Scale A (not recommended - appears as straight line due to small EPS range compared to price) Example: EPS line displayed in separate pane below price chart Methodology Credits: This indicator implements the EPS line visualization methodology developed by Investor's Business Daily (IBD) for their MarketSurge platform (formerly known as MarketSmith). The EPS line concept helps visualize earnings momentum alongside price action, providing a fundamental overlay for technical analysis. Technical Details: Designed for daily, weekly, and monthly timeframes Minimum 4 quarters of earnings data required Uses TradingView's built-in earnings data Automatically handles missing or invalid data This indicator helps you visualize earnings trends alongside price action, providing a fundamental overlay for your technical analysis.
Pine Script® Indikator
von TradeVizion
PE Fair ValueIn short, it’s an automated fair value estimator based on the price-to-earnings model, with full manual control if TradingView’s fundamental data is missing. Summary: 1. Lets the user choose the EPS source – either automatically from TradingView fundamentals (EPS TTM) or a manual value. 2. Attempts to fetch the stock’s P/E ratio (TTM) automatically; if unavailable, it uses a manual fallback P/E. 3. Calculates: Actual P/E = current price ÷ EPS Fair Value = EPS × chosen (auto/manual) P/E Percentage difference between market price and fair value 4. Plots the fair-value line on the chart for visual comparison. 5. Displays a table in the top-right corner showing: EPS used Target P/E Actual P/E Fair value Current price Difference vs fair value (colored green or red) 6. Creates alerts when the stock is trading above or below the calculated fair value. 7. Also plots the current closing price for reference.
Pine Script® Indikator
von joakimandersson7803