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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
ULTIMATE TEMA/LSMA + IDEAL + REVERSAL📌 OVERVIEW The ULTIMATE TEMA/LSMA + IDEAL + REVERSAL is a sophisticated multi-strategy trading system that combines three powerful approaches into one cohesive framework. It automatically detects the instrument type (Gold, Bitcoin, Ethereum) and adapts its parameters for optimal performance. Priority Hierarchy: IDEAL Conditions → Reversal Strategy → Original TEMA/LSMA 🎯 KEY FEATURES ✅ 3 Trading Strategies in 1 IDEAL Conditions (Priority 1) - High-probability textbook setups Reversal Strategy (Priority 2) - Catch trend reversals early TEMA/LSMA Strategy (Priority 3) - Reliable trend following ✅ Smart Instrument Detection Auto-adapts for GOLD, BITCOIN, and ETHEREUM Custom parameters for each market's unique behavior ✅ Comprehensive Signal Generation 🟢 Bright Green - IDEAL BUY (Highest quality) 🔵 Cyan - Reversal BUY 🟢 Green - Original BUY 🔴 Bright Red - IDEAL SELL (Highest quality) 🟣 Magenta - Reversal SELL 🔴 Red - Original SELL ✅ Advanced Risk Management ATR-based Stop Loss (1.5×) ATR-based Take Profit (3.0×) Trailing Stop (0.5× ATR) Time-based exit (max 25 bars) Volume confirmation filter ✅ Visual Intelligence Col-coded signals by source Liquidity zone visualization Trend exhaustion detection Comprehensive info panel with 14+ data points 📊 HOW IT WORKS Layer 1: IDEAL Conditions (Priority) The system scans for textbook setups: B2: Liquidity Sweep + Reversal B3: Break of Structure Retest B4: Oversold Confluence S1: Broken Support Retest S2: Lower High Formation S4: 3rd Test Failure Layer 2: Reversal Strategy Consensus-based reversal detection using 6 indicators: RSI, Stochastic, Stoch RSI, MACD, Williams %R, CCI Requires 3+ bullish/bearish signals KAMA trend filter + ADX confirmation Layer 3: TEMA/LSMA Strategy Classic trend-following with enhancements: TEMA (9) vs LSMA (25) crossovers EMA 100 trend filter Volume confirmation Trend exhaustion detection 📈 INPUT PARAMETERS Group Parameter Default Range Core TEMA Length 9 1-50 LSMA Length 25 1-50 EMA 100 Length 100 50-200 TP ATR Mult 3.0 2.0-5.0 SL ATR Mult 1.5 1.0-3.0 Max Bars in Trade 25 10-50 Trend Filters Trend Exhaustion true on/off Min Trend Bars 10 5-30 Momentum Divergence true on/off Require Trend Alignment true on/off Ideal Conditions Pivot Lookback 5 3-20 Min Sweep Size (ATR %) 0.3 0.1-1.0 Max Tests Before Failure 3 2-5 Reversal KAMA Length 10 5-20 ADX Length 14 10-30 ADX Strong Trend 20.0 15-30 RSI Length 14 10-30 Volume Multiplier 1.0 0.5-1.5 🎨 VISUAL ELEMENTS Plotted Indicators 🔵 TEMA (9) - Blue line 🟠 LSMA (25) - Orange line 🟣 EMA (100) - Purple line 🟪 KAMA (Reversal) - Magenta line 🔴 Liquidity High - Red dashed 🟢 Liquidity Low - Green dashed Signal Shapes Shape Size Color Meaning ▲ Triangle Up Large Bright Green IDEAL BUY ▲ Triangle Up Medium Cyan Reversal BUY ▲ Triangle Up Small Green Original BUY ▼ Triangle Down Large Bright Red IDEAL SELL ▼ Triangle Down Medium Magenta Reversal SELL ▼ Triangle Down Small Red Original SELL 🚩 Flag Tiny Green/Red Sweep Signal 🔶 Label Tiny Orange Trend Exhausted Background Colors 🟢 Green tint - All indicators bullish 🔴 Red tint - All indicators bearish 🟡 Yellow tint - Mixed signals Info Panel Comprehensive table showing: Current indicator values Zone detection (Oversold/Overbought) Trend direction and strength RSI, Volume ratio, EMA test count Signal source and current signal 🤖 AUTO-INSTRUMENT ADAPTATION The script automatically detects and optimizes for: Instrument Pivot Lookback Min Sweep ATR Retest Tolerance ATR Test % GOLD 5 0.3 0.001 0.2 BITCOIN 10 0.5 0.005 0.5 ETHEREUM 8 0.4 0.006 0.6 OTHER User input User input User input User input ⚠️ IMPORTANT NOTES Repainting: Some indicators (pivots) may repaint on bar close Timeframe: Works best on 15min-1hr charts Assets: Optimized for Gold, Bitcoin, Ethereum but works on any instrument Backtesting: Use process_orders_on_close=true for realistic results 📋 REQUIREMENTS TradingView Premium or Pro account (for multiple indicators) Minimum bars: 200+ for indicator stability 🔧 RECOMMENDED SETTINGS BY MARKET Market Timeframe Min Score Notes GOLD 30min-1hr 4 Steady trends, tighter stops BITCOIN 1hr-4hr 3 Volatile, wider stops FOREX 1hr 4 Use with major pairs STOCKS Daily 4 For liquid large caps 💡 TIPS FOR BEST RESULTS Start with default settings and observe Adjust minVolMultiplier based on market liquidity Use higher timeframes for swing trading Combine with price action for confirmation Paper trade first to understand signal behavior 🆘 SUPPORT For questions or suggestions, contact: 📜 VERSION HISTORY Version Date Changes 1.0.0 Initial release ⭐ RATING If you find this script useful, please leave a like! 👍 ⚖️ DISCLAIMER Trading involves substantial risk. Past performance does not guarantee future results. This script is for educational purposes only. Always test thoroughly before trading with real money. 📝 TAGS #trend #reversal #multi-strategy #tema #lsma #kama #adx #rsi #macd #gold #bitcoin #ethereum #crypto #forex #stocks #tradingview #pinescript 🔗 PUBLISHING CHECKLIST Before publishing, ensure: Script compiles without errors Description is complete and accurate All inputs have proper min/max values Visuals are clear and distinguishable Added your contact info for support Included proper disclaimer Added version number Tested on multiple instruments
Pine Script® Strategie
von AHTISHAM_EE
LBR The Motley Fool Foolish Four Portfolio Rotation StrategyLinda Bradford Raschkey's Foolish Four Portfolio Rotation Strategy This strategy implements a rules-based portfolio rebalancing framework inspired by systematic dividend-style equity rotation concepts. It is designed to simulate structured portfolio reallocation on a fixed schedule rather than short-term trading. 🔍 What This Strategy Does The strategy: • Rebalances either monthly or yearly • Allocates capital across four positions • Uses fixed percentage allocation • Applies realistic trading conditions (commission + slippage) • Limits per-position risk to sustainable levels (default 5%) This is a capital allocation strategy — not a signal-based indicator. 🧠 Core Concept Instead of attempting to predict price direction, this model: Uses time-based portfolio rotation. Closes all open positions at rebalance. Reallocates capital according to chosen weighting logic. Maintains disciplined exposure caps. Two allocation modes are included: 1️⃣ Equal-Weight Variant Allocates capital evenly (25% per asset). 2️⃣ Weighted Variant Allocates heavier exposure to one asset (40%) and lighter to others (20%), capped by the defined risk % to remain compliant with sustainable equity exposure. ⚙️ Default Strategy Properties To comply with TradingView backtesting standards: Initial Capital: 100,000 Order Size Type: Percent of Equity Default Order Size: 25% Commission: 0.05% Slippage: 2 ticks Pyramiding: 0 Risk Cap Per Position: 5% (user adjustable 1–10%) These settings are used in the published version. If users modify these values, results will change. 📊 Backtesting Notes • Designed for long historical datasets • Works best on equities or ETFs • Monthly rebalance recommended to generate sufficient trade count • Not optimized for short-term scalping • No forward-looking data is used Users should test across multiple assets and timeframes. This script does not guarantee profitability and makes no performance claims. 📈 How To Use Add to chart of a liquid equity or ETF. Select Monthly or Yearly rebalance. Choose allocation variant. Keep realistic commission & slippage. Backtest over 10+ years for meaningful sample size. 📌 Important This is a structural portfolio framework for research purposes.
Pine Script® Strategie
von uzair2join
Linda Bradford Raschke One Minute Gold Taylor Session Sweep Linda Bradford Raschke Gold Taylor Session Sweep Strategy This strategy is based on the idea of liquidity sweeps around the Asian session range, combined with optional trend filtering. The core concept: • Track the Asian session high and low • Wait for price to sweep liquidity during the London session • Enter when price reclaims the swept level • Use configurable Risk:Reward targeting • Optional EMA trend filter to align with higher timeframe direction 🔎 How It Works: The script records the Asian session range (high & low). During the London session: A buy setup forms when price sweeps below the Asian low and closes back above it. A sell setup forms when price sweeps above the Asian high and closes back below it. Stop loss is placed beyond the swept level. Take profit is calculated using a configurable Risk-Reward ratio. Optional 200 EMA filter can be enabled to trade with trend direction. ⚙️ Inputs: Asian, London, and NY session times (fully adjustable) Risk-Reward Ratio EMA Length Enable/Disable Trend Filter 📌 Best Used On: XAUUSD (Gold) Indices Major Forex pairs Lower timeframes (1m–15m) ⚠️ Notes: Market conditions vary, and results depend on settings, timeframe, and asset traded. Always forward test before using in live environments.
Pine Script® Strategie
von uzair2join
Historical Annual Avg Growth Lines + 1-Year ProjectionThis script creates an overlay indicator on your TradingView chart that visualizes the historical average annual growth rate of the selected instrument (e.g., TSLA) in a specific way. Here's a step-by-step summary of what it represents and how it works: Overall Purpose It calculates the average annual percentage gain (arithmetic mean) across the instrument's entire trading history, using non-overlapping periods of 252 trading days each (approximating one year, excluding weekends/holidays). It then draws horizontal green lines on the chart for each complete "year" segment, showing a projected "fair value" price level for that year based on the overall average growth rate. This helps you compare actual historical price action against what the price "would have been" if it had grown steadily at the stock's long-term average annual rate. Lines above actual prices suggest periods where growth exceeded the average (potentially overvalued in hindsight), while lines below suggest underperformance (potentially undervalued). The calculation excludes the most recent incomplete year (any bars beyond the last full 252-day segment), ensuring only fully realized historical periods are used. Key Calculations Identifying Complete Years: It divides the chart's data from the first trading day (bar_index 0) into segments of exactly 252 bars each. For example: Year 1: Bars 0 to 251 Year 2: Bars 252 to 503 And so on, up to the last full segment before the current bar. If the total bars aren't a perfect multiple of 252, the partial current year is ignored. Average Annual % Gain: For each complete year segment: It computes the % gain as (end_price - start_price) / start_price. Sums these % gains across all years and divides by the number of years to get the overall average (e.g., if TSLA averaged 42% per year historically, that's the value used). Projected Price Lines: For each year segment: Takes the starting price of that year. Applies the overall average % gain to project a "target" end-of-year price: start_price * (1 + average_annual_gain). Draws a horizontal line at that projected price level, spanning only the bars of that specific year (e.g., a flat green line covering 252 bars, positioned above or below the actual price action for visual comparison). Visual Representation Horizontal Lines: Each green line is flat and covers one historical year block on the chart. Earlier years (left side) will have lower projected prices (reflecting lower starting prices), while later years (right side) will have higher ones as the base price compounds over time—but each is independent and based on that year's start. No Smoothing or Rolling: Unlike a moving average, these are static historical segments (non-overlapping), recalculated only on the last bar for efficiency. Example on TSLA: Assuming TSLA's long-term average annual gain is ~42% (based on its history since 2010 IPO), the line for Year 1 would be at * 1.42, spanning the first 252 bars. Year 2 would start from the actual price at bar 252 and project * 1.42, and so on. If lines are consistently above actual prices in recent years, it might indicate recent growth slowing relative to historical averages. Forward Projection (1 Year Out) The script also extends a dashed orange horizontal line to the right of the current bar, projecting the price one year into the future based on the same historical average annual growth rate. It starts from the end price of the last complete historical year as the base. Applies the average % gain once more to estimate the "target" price after another 252 trading days (e.g., base_price * (1 + average_annual_gain)). The line is dashed and orange for distinction, extending approximately 252 bars to the right (scroll or zoom right to view the full projection). This provides a visual guide for where the price "might" trend if growth continues at the historical average, helping with long-term investment planning like setting targets or assessing potential upside.
Pine Script® Indikator
von toppermost
1
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
Performance Table: Standard DCA | Last 6-12-24-48MThis indicator visualizes Standard Dollar-Cost Averaging (DCA) performance across multiple time horizons (6M, 12M, 24M, 48M). It summarizes invested capital, current portfolio value, net profit, and return percentage in a compact table, allowing quick comparison of short- and long-term DCA outcomes. Designed for long-term investors, it helps evaluate how consistent periodic investments perform over time without relying on market timing. The indicator is asset-agnostic and works on any symbol supported by TradingView. Key use cases: Long-term portfolio tracking DCA strategy validation Performance comparison across periods Educational and analytical purposes This tool focuses on clarity and realism, avoiding over-optimization and short-term noise. -- I hope this table helps investors better understand long-term DCA performance. Feedback and suggestions for improvement are always welcome.
Pine Script® Indikator
von sedatonat
Tradix COR Report Index📊 Tradix COT Report Index The Tradix COT Report Index is an advanced market sentiment and positioning tool built on official Commitment of Traders (COT) Report data, designed to reveal how major market participants are truly positioned, beyond what price alone can show. Instead of focusing on short-term price movements, the COT Report Index analyzes real futures positioning reported to the CFTC and categorizes it into three key groups: Commercials – hedgers and so-called smart money Non-Commercials – institutions, funds, and large speculators Retail / Non-Reportables – small traders and crowd positioning Raw positioning data (Long − Short) is transformed into a normalized 0–100 index, allowing traders to instantly identify extreme market sentiment, structural imbalances, and potential turning points — without manually interpreting complex COT tables. 🧠 How the Tradix COT Index Works The index evaluates current net positions within a historical range (typically the last 52 weeks). This contextual approach makes it easy to see: when Commercials are at extreme long or short levels when speculative positioning becomes overcrowded when the market reaches structural imbalance, increasing the probability of a mean-reversion or trend shift By standardizing positioning data, the Tradix COT Index allows cross-market comparison, making it equally useful for indices, commodities, currencies, and futures-based CFDs. 🎯 How Traders Use It The Tradix COT Report Index is not an entry signal tool. Instead, it acts as a high-timeframe confirmation and market context indicator, commonly used for: identifying long-term market bias spotting divergences between price and positioning confirming trend exhaustion or accumulation phases filtering trades to align with institutional positioning When combined with technical analysis, seasonality, and risk management, the COT Index provides a statistical edge rooted in real positioning data, not opinions or lagging indicators. ⚠️ Important Notes COT data is updated weekly, not in real time Best used on higher timeframes (Daily, Weekly) Designed to enhance decision-making, not to replace trading systems
Pine Script® Indikator
von Tomas_Vanek
Risk Adjusted Geometric Exponent [VynthraQuant]RAGE Index (Risk-Adjusted Geometric Exponent) Overview The RAGE Index is a quantitative momentum oscillator that measures the efficiency and quality of an asset's price trend. Standing for Risk-Adjusted Geometric Exponent , this indicator goes beyond simple price action by evaluating the average logarithmic growth rate relative to the asset's volatility. In institutional finance, it is not just about how much an asset moves, but how it moves. RAGE identifies trends that exhibit high compounding growth with minimal "noise" or volatility. The Logic Behind RAGE The indicator is built on two core quantitative pillars: 1. Geometric Exponent (GE): Instead of simple percentage changes, we calculate the geometric mean of log-returns. This represents the true compounding "velocity" of the price. 2. Volatility Normalization: We divide the GE by the standard deviation of returns (Volatility) over a specific lookback period. How to Interpret the RAGE Index * The Zero Line: The most critical level. When RAGE crosses above 0, the asset has entered a state of positive geometric growth. Below 0, the asset is in a state of efficient decay. * Trend Quality: A rising RAGE value indicates that the trend is becoming more "efficient", growth is increasing while volatility is staying low or decreasing. * Color-Coded Candles: The script features a `force_overlay` function that colors the candles on your main chart. * Bullish Color: Efficient growth detected (Long bias). * Bearish Color: Efficient decay detected (Short bias). Key Features * Logarithmic Accuracy: Uses log-returns to ensure time-additivity and eliminate the bias found in standard percentage calculations. * Adaptive to Volatility: Unlike a standard RSI or MACD, RAGE penalizes "choppy" price action, helping you stay out of sideways markets. * Optimized Performance: Written in Pine Script v6 with high-efficiency math to ensure fast loading even on lower timeframes. Settings * GE Lookback: The window used to calculate the average growth rate. * Volatility Lookback: The window used to measure the "risk" or noise of the price action. General Disclaimer This indicator is for informational and educational purposes only. It does not constitute financial advice. The creator bears no responsibility for any financial decisions or losses resulting from its use. Past performance is not indicative of future results. Islamic Disclaimer All trading activity should be approached with awareness of halal and haram principles. Ensure your investments, instruments, and methods align with Islamic ethical standards. This tool does not promote speculative or impermissible practices.
Pine Script® Indikator
von VynthraQuant
Geometric Exponent [VynthraQuant]Overview The Geometric Exponent is a specialized momentum and trend-strength indicator designed to quantify the average logarithmic growth rate of an asset over a specific lookback period. Unlike standard moving averages, this indicator focuses on the geometric mean of returns, providing a more accurate representation of compounded growth or decay. By smoothing out the noise of daily price fluctuations through log-returns, the Geometric Exponent helps traders identify the underlying "velocity" of a trend. How it Works The indicator calculates the log-return for each bar within the user-defined GE Lookback period. It then computes the arithmetic mean of these log-returns, which mathematically represents the exponent of the geometric growth over that window. Positive Values: Indicate a period of geometric growth (upward trend). Negative Values: Indicate a period of geometric decay (downward trend). Zero Line: Acts as the equilibrium point where there is no net growth. Key Features Log-Return Basis: Better suited for financial time series analysis than simple percentage changes, as log-returns are time-additive. Customizable Lookback: Adjust the GE Lookback to fit your trading style, from fast-reacting scalping to long-term trend following. Clean Visuals: An oscillator-style plot that makes it easy to spot momentum shifts and divergences. How to Use Trend Confirmation: Look for the Geometric Exponent to stay consistently above zero for long-term bullish trends and below zero for bearish trends. Mean Reversion: Extreme peaks or valleys in the exponent may suggest that the current growth rate is unsustainable, potentially signaling an upcoming retracement. Divergence: If price makes a new high but the Geometric Exponent makes a lower high, it suggests the "compounding power" of the trend is weakening. General Disclaimer This indicator is for informational and educational purposes only. It does not constitute financial advice. The creator bears no responsibility for any financial decisions or losses resulting from its use. Past performance is not indicative of future results. Islamic Disclaimer All trading activity should be approached with awareness of halal and haram principles. Ensure your investments, instruments, and methods align with Islamic ethical standards. This tool does not promote speculative or impermissible practices.
Pine Script® Indikator
von VynthraQuant
1
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
Scalp Boost LONG✦ Overview Scalp Boost LONG is a visual tool designed to highlight potential short-term upward impulses. A signal is generated only when multiple market conditions align at the candle close, combining momentum dynamics, local probability shifts, and abnormal volume behavior. The indicator does not repaint. ✦ Concept The tool focuses on selective situations where the market shows signs of micro-breakout potential. If all internal conditions are confirmed — a LONG event is displayed. If not — the chart remains clean. This builds a low-noise signal model, prioritizing quality over frequency. ✦ Signal Logic The LONG signal requires confirmation of all core conditions: • Local impulse dynamics Identifies short-term acceleration suggesting a breakout from a compressed price structure. • Probability beyond a statistical zone Uses relative breakout probability instead of fixed levels, checking whether price exceeds expected local ranges. • Abnormal volume activity Highlights candles with monetary flow above a custom threshold, signaling increased market interest. • Anti-overheat filter Conditions avoiding exhausted or low-momentum phases where continuation is less likely. Only when all filters are aligned a LONG marker appears. ✦ Visual Structure The chart display is intentionally minimal: • ROC Curve Subdued line, showing short-term momentum without distraction. • LONG Marker Green triangle below the candle on confirmed events. • Candle Highlight Soft background highlight on the signal bar. • Volume Marker Small red dot at the bottom of candles with abnormal monetary flow. All visual elements appear only on candle close. ✦ Alerts A clean event structure is available for notifications: LONG Signal This allows receiving alerts during chart analysis or in automated workflows while keeping full control over decision-making. ✦ Notes & Guidelines This tool: is not a trading system, does not provide targets or stops, may trigger against the dominant trend, should be combined with the user’s own methodology. Signals are rare by design. Do not interpret each event as a trend continuation — it highlights conditions, not outcomes. ✦ Suggested Use -(Non-mandatory ideas for advanced users) -identifying potential micro-breakouts, -timing entries around volume spikes, -adding context to scalping models, -filtering impulsive moves from noise. -suitable for a 5-minute timeframe The indicator can be helpful as a confirmation layer, not a standalone decision tool.
Pine Script® Indikator
von Zdorman
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