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Fundamental Analyse

EPS Estimate Profile [SS]This is the EPS Estimate Profile indicator. What it does This indicator Collects all EPS estimates over the course of a lookback and BINS them (sorts them into 10 equal sized categories). Analyzes the returns from earnings releases based on the EPS estimate and the reaction. Calculates the number of bullish vs bearish responses that transpired based on the EPS estimate profile. Calculates the expected Open to High and Open to Low ATR based on the EPS estimate using regression. Toggle to actual EPS release to compare once earnings results are released. How to Use it This indicator can be used to gain insight into whether an earnings release will be received bullishly or bearishly based on the company's EPS estimate. The indicator allows you to see all historic estimates and how the market generally responded to those estimates, as well as a breakdown of how many times estimates in those ranges produced a bullish response or a bearish response to earnings. Examples Let's look at some examples: Here is MSFT. MSFT's last EPS estimate was 3.672. If we consult the table, we can see the average return associated with this estimate range is -4%. Now let's flip to the Daily timeframe and take a look: MSFT ended the day red and continued to sell into the coming days. Let's look at another example: MCDs. Last earnings estimate was 3.327, putting it at the top of the range with an average positive return of 4%. Let's look on the daily: We can see that the earnings had a huge, bullish effect on MCD, despite them coming in below their estimates. If we toggle the indicator to "Actual" EPS release, to see the profile of Actual earnings releases vs response, we get this: Since MCD under-performed, they were still at the top of the profile; but, we can see that the expected returns are more muted now, though still positive. And indeed, the reaction was still positive. Distinguishing % Bullish/Bearish to Avg Returns You will see the profile table displays both the average returns and the percent of bullish/bearish responses. In some cases, you will see that, despite a negative return, the profile reveals more bullish reactions than bearish. What does this mean? It means, despite there being more bullish responses, when bearish responses happen they tend to be more severe and profound, vs bullish responses likely are muted. This can alert you to potential downside risk and help you manage risk accordingly should you elect to trade the earnings release. ATR Prediction You will notice in the bottom right corner of the screen a secondary table that lists the predicted open to high ATR and open to low ATR. This is done using RAW EPS estimates (or raw ACTUAL estimates depending on which you select) and performing a regression to determine the expected ATR. This is only for reference, the analysis should focus around the historic profile of return estimates and actual return values. IMPORTANT NOTE: You MUST be on the Monthly timeframe to use this. Otherwise, you will get an error. If, on certain tickers with a huge history, such as MSFT and XOM or OXY, you get an error, you can simply reduce the lookback length to 80 and this will resolve the issue. Conclusion And that's the indicator! A blend of some light math and fundamentals! A real joy honestly. Hope you enjoy it!
Pine Script® Indikator
von Steversteves
Liqudity&Co Clean Sessionsindicator automatically plots high and low levels for all major trading sessions — Asia, London, and New York — helping traders identify key liquidity zones and structure points throughout the day. Designed for precision and clarity, it adapts seamlessly across timeframes and pairs, making it ideal for session-based strategies, sweep setups, and intraday market structure analysis. Added level prices right on the lines for precise marking on any indice
Pine Script® Indikator
von spyput
PipGuard – FlashLevelsPipGuard – FlashLevels. Reactive Lines on New Local Highs and Lows Indicator published by PipGuard. PipGuard – FlashLevels automatically draws reactive lines every time a new high or low is formed within a user-defined bar range . Each level consists of a dual-line setup (a main line plus a thicker, softer second line) and a price label for quick readability. Lines can dynamically extend to the current candle and are automatically deleted once price breaks through them. How it Works • Level Detection: When the price reaches the highest high or lowest low of the last *N* bars, the indicator marks a BuyStop (red) or SellStop (green) level. • Dual-Line Design: Each level features two synchronized lines the main one and a second, thicker and slightly faded one, for a clear and elegant visual style. • Dynamic Management: Lines can either extend to the current candle (live update) or remain fixed-length , depending on your preference. Once price breaks a level , both lines and labels are automatically removed to keep the chart clean and accurate. How to Use 1. Add the script to your chart. 2. Set the FlashLevels LENGTH (number of bars used for detection). 3. Choose whether to extend lines to the current candle or keep a fixed length . 4. Use the color coding and labels to distinguish BuyStop/SellStop and their exact price levels . 5. Integrate these reactive levels into your risk-management or trade trigger framework. HOW TO USE HOW TO USE Settings • FlashLevels LENGTH → Window used to detect new highs/lows. • Length of Half-Line → Line length when live extension is disabled. • Extend lines to the current candle? → Enables or disables dynamic extension. • BuyStop/SellStop Color → Main line colors. • Second Line Color → Thicker overlay line colors. • Price Label Color → Text color for the price label. Note: Both lines are synchronized in position and length to ensure visual consistency . Limitations • Levels are purely technical and depend on the selected bar range : shorter ranges can produce frequent updates . • Lines are horizontal segments ; if you prefer levels that persist beyond the visible range, enable line extension. • Past performance does not guarantee future results . Access This script is designed for chart use and is free. Technical analysis tool designed to map dynamic price levels on new local extremes. Not financial advice. Indicator published by PipGuard.
Pine Script® Indikator
von PipGuard
Ben's BTC Macro Fair Value OscillatorBen's BTC Macro Fair Value Oscillator Overview The **BTC Macro Fair Value Oscillator** is a non-crypto fair value framework that uses macro asset relationships (equities, dollar, gold) to estimate Bitcoin's "macro-driven fair value" and identify mean-reversion opportunities. "Is BTC cheap or expensive right now?" on the 4 Hour Timeframe ONLY ### Key Features ✅ **Macro-driven**: Uses QQQ, DXY, XAUUSD instead of on-chain or crypto metrics ✅ **Dynamic weighting**: Assets weighted by rolling correlation strength ✅ **Mean-reversion signals**: Identifies when BTC is cheap/expensive vs macro ✅ **Validated parameters**: Optimized through 5-year backtest (Sharpe 6.7-9.9) ✅ **Visual transparency**: Live correlation panel, fair value bands, statistics ✅ **Non-repainting**: All calculations use confirmed historical data only ### What This Indicator Does - Builds a **synthetic macro composite** from traditional assets - Runs a **rolling regression** to predict BTC price from macro - Calculates **deviation z-score** (how far BTC is from macro fair value) - Generates **entry signals** when BTC is extremely cheap vs macro (dev < -2) - Generates **exit signals** when BTC returns to fair value (dev > 0) ### What This Indicator Is NOT ❌ Not a high-frequency trading system (sparse signals by design) ❌ Not optimized for absolute returns (optimized for Sharpe ratio) ❌ Not suitable as standalone trading system (best as overlay/confirmation) ❌ Not predictive of short-term price movements (mean-reversion timeframe: days to weeks) --- ## Core Concept ### The Premise Bitcoin doesn't trade in a vacuum. It's influenced by: - **Risk appetite** (equities: QQQ, SPX) - **Dollar strength** (DXY - inverse to risk assets) - **Safe haven flows** (Gold: XAUUSD) When macro conditions are "good for BTC" (risk-on, weak dollar, strong equities), BTC should trade higher. When macro conditions turn against it, BTC should trade lower. ### The Innovation Instead of looking at BTC in isolation, this indicator: 1. **Measures how strongly** BTC currently correlates with each macro asset 2. **Builds a weighted composite** of those macro returns (the "D" driver) 3. **Regresses BTC price on D** to estimate "macro fair value" 4. **Tracks the deviation** between actual price and fair value 5. **Signals mean reversion** when deviation becomes extreme ### The Edge The validated edge comes from: - **Extreme deviations predict future returns** (dev < -2 → +1.67% over 12 bars) - **Monotonic relationship** (more negative dev → higher forward returns) - **Works out-of-sample** (test Sharpe +83-87% better than training) - **Low correlation with buy & hold** (provides diversification value) --- ## Methodology ### Step 1: Macro Composite Driver D(t) The indicator builds a weighted composite of macro asset returns: **Process:** 1. Calculate **log returns** for BTC and each macro reference (QQQ, DXY, XAUUSD) 2. Compute **rolling correlation** between BTC and each reference over `corrLen` bars 3. **Weight each asset** by `|correlation|` if above `minCorrAbs` threshold, else 0 4. **Sign-adjust** weights (+1 for positive corr, -1 for negative) to handle inverse relationships 5. **Z-score normalize** each reference's returns over `fvWindow` 6. **Composite D(t)** = weighted sum of sign-adjusted z-scores **Formula:** ``` For each reference i: corr_i = correlation(BTC_returns, ref_i_returns, corrLen) weight_i = |corr_i| if |corr_i| >= minCorrAbs else 0 sign_i = +1 if corr_i >= 0 else -1 z_i = (ref_i_returns - mean) / std contrib_i = sign_i * z_i * weight_i D(t) = sum(contrib_i) / sum(weight_i) ``` **Key Insight:** D(t) represents "how good macro conditions are for BTC right now" in a normalized, correlation-weighted way. --- ### Step 2: Fair Value Regression Uses rolling linear regression to predict BTC price from D(t): **Model:** ``` BTC_price(t) = α + β * D(t) ``` **Calculation (Pine Script approach):** ``` corr_CD = correlation(BTC_price, D, fvWindow) sd_price = stdev(BTC_price, fvWindow) sd_D = stdev(D, fvWindow) cov = corr_CD * sd_price * sd_D var_D = variance(D, fvWindow) β = cov / var_D α = mean(BTC_price) - β * mean(D) fair_value(t) = α + β * D(t) ``` **Result:** A time-varying "macro fair value" line that adapts as correlations change. --- ### Step 3: Deviation Oscillator Measures how far BTC price has deviated from fair value: **Calculation:** ``` residual(t) = BTC_price(t) - fair_value(t) residual_std = stdev(residual, normWindow) deviation(t) = residual(t) / residual_std ``` **Interpretation:** - `dev = 0` → BTC at fair value - `dev = -2` → BTC is 2 standard deviations **cheap** vs macro - `dev = +2` → BTC is 2 standard deviations **rich** vs macro --- ### Step 4: Signal Generation **Long Entry:** `dev` crosses below `-2.0` (BTC extremely cheap vs macro) **Long Exit:** `dev` crosses above `0.0` (BTC returns to fair value) **No shorting** in default config (risk management choice - crypto volatility) --- ## How It Works ### Visual Components #### 1. Price Chart (Main Panel) **Fair Value Line (Orange):** - The estimated "macro-driven fair value" for BTC - Calculated from rolling regression on macro composite **Fair Value Bands:** - **±1σ** (light): 68% confidence zone - **±2σ** (medium): 95% confidence zone - **±3σ** (dark, dots): 99.7% confidence zone **Entry/Exit Markers:** - **Green "LONG" label** below bar: Entry signal (dev < -2) - **Red "EXIT" label** above bar: Exit signal (dev > 0) #### 2. Deviation Oscillator (Separate Pane) **Line plot:** - Shows current deviation z-score - **Green** when dev < -2 (cheap) - **Red** when dev > +2 (rich) - **Gray** when neutral **Histogram:** - Visual representation of deviation magnitude - Green bars = negative deviation (cheap) - Red bars = positive deviation (rich) **Threshold lines:** - **Green dashed at -2.0**: Entry threshold - **Red dashed at 0.0**: Exit threshold - **Gray solid at 0**: Fair value line #### 3. Correlation Panel (Top-Right) Shows live correlation and weighting for each macro asset: | Asset | Corr | Weight | |-------|------|--------| | QQQ | +0.45 | 0.45 | | DXY | -0.32 | 0.32 | | XAUUSD | +0.15 | 0.00 | | Avg \|Corr\| | 0.31 | 0.77 | **Reading:** - **Corr**: Current rolling correlation with BTC (-1 to +1) - **Weight**: How much this asset contributes to fair value (0 = excluded) - **Avg |Corr|**: Average correlation strength (should be > 0.2 for reliable signals) **Colors:** - Green/Red corr = positive/negative correlation - White weight = asset included, Gray = excluded (below minCorrAbs) #### 4. Statistics Label (Bottom-Right) ``` ━━━ BTC Macro FV ━━━ Dev: -2.34 Price: $103,192 FV: $110,500 Status: CHEAP ⬇ β: 103.52 ``` **Fields:** - **Dev**: Current deviation z-score - **Price**: Current BTC close price - **FV**: Current macro fair value estimate - **Status**: CHEAP (< -2), RICH (> +2), or FAIR - **β**: Current regression beta (sensitivity to macro) --- ## Installation & Setup ### TradingView Setup 1. Open TradingView and navigate to any **BTC chart** (BTCUSD, BTCUSDT, etc.) 2. Open **Pine Editor** (bottom panel) 3. Click **"+ New"** → **"Blank indicator"** 4. **Delete** all default code 5. **Copy** the entire Pine Script from `GHPT_optimized.pine` 6. **Paste** into the editor 7. Click **"Save"** and name it "BTC Macro Fair Value Oscillator" 8. Click **"Add to Chart"** ### Recommended Chart Settings **Timeframe:** 4h (validated timeframe) **Chart Type:** Candlestick or Heikin Ashi **Overlay:** Yes (indicator plots on price chart + separate pane) **Alternative Timeframes:** - Daily: Works but slower signals - 1h-2h: May work but not validated - < 1h: Not recommended (too noisy) ### Symbol Requirements **Primary:** BTC/USD or BTC/USDT on any exchange **Macro References:** Automatically fetched - QQQ (Nasdaq 100 ETF) - DXY (US Dollar Index) - XAUUSD (Gold spot) **Data Requirements:** - At least **90 bars** of history (warmup period) - Premium TradingView recommended for full historical data --- ## Reading the Indicator ### Identifying Signals #### Strong Long Signal (High Conviction) - ✅ Deviation < -2.0 (extreme undervaluation) - ✅ Avg |Corr| > 0.3 (strong macro relationships) - ✅ Price touching or below -2σ band - ✅ "LONG" label appears below bar **Interpretation:** BTC is extremely cheap relative to macro conditions. Historical data shows +1.67% average return over next 12 bars (48 hours at 4h timeframe). #### Moderate Long Signal (Lower Conviction) - ⚠️ Deviation between -1.5 and -2.0 - ⚠️ Avg |Corr| between 0.2-0.3 - ⚠️ Price approaching -2σ band **Interpretation:** BTC is cheap but not extreme. Consider as confirmation for other signals. #### Exit Signal - 🔴 Deviation crosses above 0 (returns to fair value) - 🔴 "EXIT" label appears above bar **Interpretation:** Mean reversion complete. Close long positions. #### Strong Short/Avoid Signal - 🔴 Deviation > +2.0 (extreme overvaluation) - 🔴 Avg |Corr| > 0.3 - 🔴 Price touching or above +2σ band **Interpretation:** BTC is expensive vs macro. Historical data shows -1.79% average return over next 12 bars. Consider exiting longs or reducing exposure. ### Regime Detection **Strong Regime (Reliable Signals):** - Avg |Corr| > 0.3 - Multiple assets weighted > 0 - Fair value line tracking price reasonably well **Weak Regime (Unreliable Signals):** - Avg |Corr| < 0.2 - Most weights = 0 (grayed out) - Fair value line diverging wildly from price - **Action:** Ignore signals until correlations strengthen
Pine Script® Indikator
von popularGnuofls7
ATH Retracement Levels### ATH Retracement Levels Indicator **Overview** The ATH Retracement Levels indicator is a powerful tool designed for technical analysts and traders seeking to identify key support zones during market pullbacks. By dynamically calculating the all-time high (ATH) of the instrument's price history, this indicator automatically plots horizontal retracement lines at -5%, -10%, -15%, and -20% below the ATH. These levels serve as potential support thresholds, helping traders anticipate price reactions and refine entry/exit strategies in trending or consolidating markets. **Key Features** - **Dynamic ATH Detection**: Continuously tracks and updates the highest high across the entire chart history for real-time relevance. - **Customizable Retracement Lines**: - **ATH Line** (Green, 2px): Marks the peak price for quick visual reference. - **-5% Level** (Red, 1px): Shallow pullback zone for early support testing. - **-10% Level** (Orange, 1px): Moderate retracement, often a psychological barrier. - **-15% Level** (Yellow, 1px): Deeper correction, signaling potential trend weakness. - **-20% Level** (Purple, 1px): Significant drawdown level, ideal for contrarian setups. - **Informative Labels**: On the latest bar, each level displays its precise price value (formatted to two decimal places) with color-coordinated tags for effortless interpretation. - **Pine Script v5 Optimized**: Built for efficiency with `max_lines_count=500` to handle extended timeframes without performance lag. Fully overlay-compatible for seamless integration with other indicators. **How to Use** Apply this indicator to any chart (stocks, forex, crypto, etc.) via TradingView's Pine Editor. It works best on daily or higher timeframes for long-term trend analysis but adapts to intraday views. Watch for price bounces or breakdowns at these levels to inform trades—e.g., buy on a -10% retest with bullish confirmation. For advanced users, the open-source code allows easy tweaks, such as adding more levels or alerts. Elevate your charting workflow with ATH Retracement Levels—precision meets simplicity for smarter trading decisions. Share your feedback or custom variations in the comments!
Pine Script® Indikator
von BruhM0ment
Supply/Demand HTF (RBD/DBR) – FIX + DebugOverview: This indicator automatically detects and plots institutional supply and demand zones on any timeframe. It analyzes price action to identify Drop-Base-Rally (DBR) and Rally-Base-Drop (RBD) structures — the core formations of supply and demand trading. How It Works 1. The script scans price candles to detect “base” formations — small consolidation candles between impulsive moves. 2. When it finds a valid base followed by a strong move, it marks that area as: • 🟩 Demand Zone (DBR): price dropped → consolidated → rallied upward • 🟥 Supply Zone (RBD): price rallied → consolidated → dropped downward 3. Each detected zone is extended to the right so you can see if price returns to it later. Color Meaning Description: 🟩 Green Zone Demand Institutional buy area (potential bullish reversal) 🟥 Red Zone Supply Institutional sell area (potential bearish reversal) 🟦 Blue Box (Debug) HTF candle box used for internal analysis — can be hidden 🟡 Yellow Fill Zone has been touched by price (reactivated) Usage • Works best when detecting zones from H4 or H1 and trading confirmations on M5 or M15. • Ideal for institutional-style or “Smart Money Concepts” traders. • Zones are auto-updated as new structures appear.
Pine Script® Indikator
von hesc_5656k
FVG / FRACTALS HELPERTG: imjustdanya Индикатор автоматически находит фракталы/имбалансы на выбранных таймфреймах Можно настраивать всё,от внешнего вида, до количества отображаемых объектов Экономит много времени,и очень эффективен при интрадей торговле в стратегии Price Action The indicator automatically detects fractals and imbalances on selected timeframes. You can customize everything — from appearance to the number of displayed objects. It saves a lot of time and is highly effective for intraday trading within a Price Action strategy.
Pine Script® Indikator
von imjustdanya
Stablecoin to BTC Market Cap RatioThis indicator calculates the ratio of the combined market capitalization of USDT and USDC stablecoins to the market capitalization of BTC. Data is updated daily from TradingView's CRYPTOCAP sources. It is displayed as a line in a separate panel, allowing analysis of stablecoin liquidity dynamics relative to BTC. How to Use Add the indicator to any asset chart in TradingView. It is useful for assessing the potential buying power of stablecoins in the cryptocurrency market. High ratio values may signal accumulation of liquidity in stablecoins, often preceding growth in BTC or altcoins (bullish signal). Low values indicate a decrease in the role of stablecoins, which may be bearish. It is recommended to combine with other indicators, such as RSI or volumes, to confirm trends.
Pine Script® Indikator
von iCD_creator
FVG / FRACTALS HELPERTG: imjustdanya Индикатор автоматически находит фракталы/имбалансы на выбранных таймфреймах Можно настраивать всё,от внешнего вида, до количества отображаемых объектов Экономит много времени,и очень эффективен при интрадей торговле в стратегии Price Action The indicator automatically detects fractals and imbalances on selected timeframes. You can customize everything — from appearance to the number of displayed objects. It saves a lot of time and is highly effective for intraday trading within a Price Action strategy.
Pine Script® Indikator
von imjustdanya
S&P500 Earnings Dashboard (automiamo.com)Hello everyone, this is the table I use to track the earnings performance of the top 40 companies in the S&P 500. I am using this simple method in Pinescript to extract data. Example for Apple's earnings: = request.security("ESD_FACTSET:" + "NASDAQ" + ";" + "AAPL" + ";EARNINGS", "D", ) You can see aggregated data on TradingView in a table and then I send a further short synthesis (like overall percentage of companies that beat analyst estimates) to my website with a TradingView alert
Pine Script® Indikator
von automiamo
WM & HS Radar (Block-Free)The W/M + H&S Radar automatically scans for double-top/double-bottom (M and W) and head-and-shoulders style reversal structures across any timeframe. How it works: Detects repeating pivot formations that resemble W (double bottom) or M (double top) structures. Draws neckline levels for each pattern and highlights potential breakout points. Confirms breakout validity when price closes beyond the neckline (optionally requiring a 1.2× volume surge). Generates alerts when a valid W Long or M Short trigger occurs. Best used on: 15m, 1h, or 4h charts to identify medium-term reversal entries. Recommended companion: Orion Daily HL + Volume indicator for higher-timeframe context. Alert Options: “W Long Trigger” → Bullish reversal breakout. “M Short Trigger” → Bearish reversal breakout. Usage Tip: Combine with your support/resistance zones and ATR-based stop sizing from your Money Momentum Tracker to validate A-setups only.
Pine Script® Indikator
von matthews86rx
IRONBULL FX AMD📌 Power Of 3 ICT 01 – AMD ICT & SMC Accumulations Overview: The Power Of 3 ICT 01 indicator by TradingFinder is designed to visually map out the classic Accumulation–Manipulation–Distribution (AMD) phases of price behavior, based on ICT (Inner Circle Trader) and Smart Money Concepts (SMC) principles. It helps traders recognize the underlying structure of the trading day using session-based detection aligned to the New York timezone. 🔍 Core Logic: This script divides each trading day into three logical phases: Accumulation (19:00–01:00 EST) The period when institutions quietly build positions within a tight range. Manipulation (01:00–07:00 EST) False moves designed to induce retail participation in the wrong direction. Distribution (07:00–13:00 EST) The actual directional move after trapping liquidity. These zones are visually marked on the chart using colored transparent boxes, with labels for clear identification. 🛠️ Key Features: Session-Based Detection: Uses Pine Script’s time() function to identify when the chart time falls within each of the defined AMD sessions. Automatic High/Low Range Detection: For each phase, the indicator tracks the highest high and lowest low within the session window to draw a price range box. Visual Markers: Distinct labels and shaded boxes are plotted for each zone: 🔹 Accumulation → Blue 🔸 Manipulation → Orange 🟢 Distribution → Cyan Fully Customizable Settings: Each phase’s visibility, session time, and color can be adjusted from the input panel. 📈 Ideal Use Case: For traders following ICT/SMC methodology For intraday structure mapping To combine with other tools like Order Blocks, FVGs, or session breakouts ⚙️ Customization Options: ✅ Toggle visibility for each phase independently 🕒 Modify session start/end times 🎨 Choose custom colors for phase boxes and labels ⚠️ Note: Best used on intraday timeframes (60 min or lower). The indicator is optimized for charts set to the America/New_York timezone.
Pine Script® Indikator
von IRONBULL_FX
Trappp's Advanced Multi-Timeframe Trading ToolkitTrappp's Advanced Multi-Timeframe Trading Toolkit This comprehensive trading script by Trappp provides a complete market analysis framework with multiple timeframe support and resistance levels. The indicator features: Key Levels: · Monthly (light blue dashed) and Weekly (gold dashed) levels for long-term context · Previous day high/low (yellow) with range display · Pivot-based support/resistance (pink dashed) · Premarket levels (blue) for pre-market activity Intraday Levels: · 1-minute opening candle (red) · 5-minute (white), 15-minute (green), and 30-minute (purple) session levels · All intraday levels extend right throughout the trading day Technical Features: · EMA 50/200 cross detection with alert labels · Candlestick pattern recognition near key levels · Smart proximity detection using ATR · Automatic daily/weekly/monthly updates Trappp's script is designed for traders who need immediate visual reference of critical price levels across multiple timeframes, helping identify potential breakouts, reversals, and pattern-based setups with clear, color-coded visuals for quick decision-making.
Pine Script® Indikator
von AntonioUA