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Indikatoren und Strategien

Yang-Zhang Volatility (YZVol) by CoryP1990 – Quant ToolkitThe Yang-Zhang Volatility (YZVol) estimator measures realized volatility using both overnight gaps and intraday moves. It combines three components: overnight returns, open-to-close returns, and the Rogers–Satchell term, weighted by Zhang’s k to reduce bias. How to read it Line color: Green when YZVol is rising (volatility expansion), Red when falling (volatility compression). Background: Green tint = above High-vol threshold (active regime). Red tint = below Low-vol threshold (quiet regime). Units: Displays Daily % by default on any timeframe (values are normalized to daily). An optional toggle shows Annualized % (√252 × Daily %). Typical uses Spot transitions between quiet and active regimes. Compare realized vol vs implied vol or a risk-target. Adapt position sizing to volatility clustering. Defaults Length = 20 High-vol threshold = 5% (Daily) Low-vol threshold = 1% (Daily) Optional: Annualized % display Example — SPY (1D) During the 2020 crash, YZVol surged to 5.8 % per day, capturing the height of pandemic-era volatility before compressing into a calm regime through 2021. Volatility re-expanded in 2022 due to reinflamed COVID fears and gradually stabilized through 2023. A sharp, liquidity-driven volatility event in August 2024 caused another brief YZVol surge, reflecting the historic one-day VIX spike triggered by market-wide risk-off flows and thin pre-market liquidity. A second, policy-driven expansion followed in April–May 2025, coinciding with the renewed U.S.–China tariff conflict and a sharp equity pullback. Since mid-2025, YZVol has settled near 1 % per day, with the red background confirming that realized volatility has once again compressed into a quiet, low-risk regime. Part of the Quant Toolkit — transparent, open-source indicators for modern quantitative analysis. Built by CoryP1990.
Pine Script® Indikator
von CoryP1990
Addikro_V1📌 Description – Trend+Entry+Risk Indicator This indicator combines statistically proven trading concepts into a complete trading framework: ✅ Trend Filter (EMA200) All trades follow the higher-timeframe trend. Trend direction is clearly visualized. ✅ Entry Signals (you can choose): EMA Crossover (EMA50 crossing EMA200) — classic trend-following entry Breakout of recent highs/lows (20-bar range) — optionally only valid after a pullback to EMA50 ✅ ATR-Based Risk Management: Dynamic Stop Loss (SL) and Take Profit (TP1/TP2) levels using ATR The last entry is saved — SL/TP lines stay visible on the chart Optional position size suggestion based on % risk of account ✅ Smart Filters for Higher Accuracy: RSI filter: e.g., only long if RSI > 50 Volume filter: signal only if volume is above SMA × multiplier ✅ Fixed Chart HUD (Table Overlay): Displays live information anchored to the chart (does not move with candles) Shows: Trend direction, entry mode, RSI, ATR, SL/TP multiplier, position size suggestion Position can be set: top-left / top-right / bottom-left / bottom-right ✅ Signals & Alerts: Visual arrows on the chart for long/short signals Custom alert conditions included (works with mobile, email, webhook, bots) 🎯 Why this indicator works It follows the same logic used by many successful systematic and hedge fund strategies: Trend direction + statistically solid entries + strict risk management → no repainting, no guessing, no emotion.
Pine Script® Indikator
von anonymouskro91
FVG + CoSD Confirmation Strategy (6:1 RR, 2% Equity Risk)This strategy combines two powerful displacement signals — Fair Value Gaps (FVG) and Change of State of Delivery (CoSD) — to capture high-conviction directional moves. It sets a directional bias when either signal appears, but only enters a trade once both FVG and CoSD confirm in the same direction. This dual-filter approach helps reduce noise and improve entry precision. Key features: ✅ Bias lock on first signal: Directional bias is set by either FVG or CoSD, but trades only trigger when both align. ✅ 6:1 reward-to-risk targeting: Take profit is set at sixtimes the stop distance, allowing for high-RR setups. ✅ Fixed stop buffer: SL is calculated using a static tick buffer for simplicity and consistency. ✅ Exit on opposing signal: Trades are closed when an opposite FVG or CoSD appears, signaling structural reversal. 📈 Optimized for EURUSD on the 4-hour timeframe, where its structural logic and risk parameters are best aligned with market rhythm and volatility. This strategy is ideal for traders who want to combine price imbalance with structural confirmation, while maintaining disciplined risk management and directional clarity.
Pine Script® Strategie
von slopip
1
SMC INDICATORMoney Concepts (SMC) toolkit and issues buy / sell signals. It includes: Structure (market structure shifts via pivots) Order Blocks (last bearish/bullish candle before a structure shift) Fair Value Gaps (3-bar gap detection) Simple liquidity sweep detection Buy / Sell signal generation & alert conditions Rectangle drawings and on-chart arrows This is a practical, best-effort SMC indicator suitable for 15m/30m/1H/etc. — feel free to tweak lookbacks and filters in inputs.
Pine Script® Indikator
von kuk_aman88
RSI ⇄ SMA Cross Alerts (80/20, On Close)RSI ⇄ SMA Cross Alerts (80/20, On Close) Add //@version=5 (required in Pine v5). Your logic is fine for “after being >80/<20 then RSI crosses its SMA,” and barstate.isconfirmed enforces on close. plot(close) in a non-overlay RSI pane will squash the scale—drop it (or set overlay=true and move RSI to a separate scale, but simplest is just remove it). Optional: expose source, add a tiny cooldown, and let alerts include close/RSI values.
Pine Script® Indikator
von carmen_sigley
Ethereum Sleepy Wallets – 6-Month DormancyWhat This Indicator Does It measures how many Ethereum addresses have been completely inactive for at least 6 months (≥ 180 days) — using official Glassnode and CryptoQuant on-chain metrics. This reveals deep conviction among long-term ETH holders Core Concept: Direct 6-Month Dormancy The indicator uses two precise on-chain signals: Total Unique ETH Addresses From GLASSNODE:ETH_ADDRESSES or CRYPTOQUANT:ETH_TOTAL_ADDRESSES Counts every address ever used on Ethereum Addresses Inactive ≥ 180 Days From GLASSNODE:ETH_ADDRESSES_GREATER_THAN_180_DAYS Counts every address that has not sent or received ETH in 6+ months Sleepy ETH = Dormant ≥ 180 Days Sleepy Ratio % = (Sleepy / Total) × 100 This is not an estimate — it’s direct, real dormancy. Why 6-Month Dormancy Matters Short-term activity (7-day) = noise from DeFi, NFTs, trading 180-day inactivity = true HODLing — coins untouched through entire market cycles Historically: Rising dormancy → supply drying up → bullish pressure Falling dormancy → long-term holders selling → bearish warning How It Works (Step-by-Step) Fetches daily data from Glassnode (Pro+) or CryptoQuant (free) Selects real data if available; otherwise uses robust fallback Calculates raw sleepy wallets = addresses inactive ≥ 180 days Smooths the signal with a 21-day simple moving average (SMA) to filter noise Computes Sleepy Ratio % for instant conviction reading Displays live info table with exact values on every bar How to Use It Signal Interpretation Suggested Action Sleepy Ratio > 75% and rising Extreme long-term HODLing Strong accumulation — buy/hold Smooth Sleepy trending up Dormancy growing over 21 days Bullish supply shock forming Sleepy Ratio < 68% and falling Long-term coins re-entering circulation Caution — possible distribution Smooth Sleepy dropping fast HODLers breaking after 6+ months Bearish warning — consider exits Use on Daily (D) or Weekly (W) charts for clean, reliable signals. Pro+ vs Free Mode Mode Data Source Accuracy Pro+ (Glassnode ON) Real 180-day dormancy metric 100% precise Free (Glassnode OFF) CryptoQuant + price-scaled estimate ~80% historical correlation Toggle in settings: Use Glassnode Data What Makes This Indicator Original First open-source script to directly plot Ethereum’s 6-month dormancy using official ADDRESSES_GREATER_THAN_180_DAYS No fake math — uses true inactivity, not active address subtraction Dual-source logic ensures usability on any TradingView plan Dual output: raw sleepy count + 21-day SMA for precision and trend Live info table shows real-time values and data source
Pine Script® Indikator
von bristleconewealth
PHD-Points The PHD Pivot Points indicator is a professional-grade support and resistance tool that calculates key price levels based on previous day's price action and current intraday data. It provides traders with multiple reference points for identifying potential reversal zones, breakout levels, and strategic entry/exit positions. Key Components 1. Previous Day Pivot Point (P) White Line - The main pivot level calculated from previous day's High, Low, and Close Formula: P = (Previous High + Previous Low + Previous Close) / 3 Serves as the central reference point for the trading day Often acts as a psychological support/resistance level 2. Previous Day Support Levels (D1, D2, D3) Brown Lines - Three support levels below the previous day's pivot D1 (Support 1): First support level, closest to pivot D2 (Support 2): Second support level, medium-strength D3 (Support 3): Third support level, strongest support Calculated using previous day's high and low ranges 3. Previous Day Resistance Levels (H1, H2, H3) Yellow-Brown Lines - Three resistance levels above the previous day's pivot H1 (Resistance 1): First resistance level, closest to pivot H2 (Resistance 2): Second resistance level, medium-strength H3 (Resistance 3): Third resistance level, strongest resistance Calculated using previous day's high and low ranges 4. Today's Pivot Point (PT) Dark Red Line - Dynamic pivot point that updates throughout the current trading session Formula: PT = (Current High + Current Low + Current Close) / 3 Provides real-time trend reference for intraday trading Helps identify intraday momentum and trend strength 5. Today's Dynamic Levels (DD1-DD3, HH1-HH3) Calculated but not plotted by default These values represent current session's support and resistance levels Can be used for advanced intraday analysis Trading Applications Support and Resistance Trading Price tends to bounce at D1, D2, D3 levels (potential buy zones) Price tends to stall or reverse at H1, H2, H3 levels (potential sell zones) Breaks above/below these levels signal trend strength Trend Identification Price above P = Bullish bias Price below P = Bearish bias PT line angle shows intraday momentum direction
Pine Script® Indikator
von xaubtcdxy
OpenVWAP Stop-Hunt Short – v6 (failsafe) ZorzOpenVWAP Stop-Hunt Short (Micro/Nano Caps) Intraday short framework for low-float gappers (NASDAQ/NYSE), optimized for 1m (optional 15s). The script anchors VWAP to Premarket and Regular sessions, tracks PM High (PM HOD) and Open VWAP, and flags liquidity grabs. Signal logic SHORT when a stop-hunt above PM HOD or an Open VWAP fakeout occurs and the bar closes below Open VWAP (optional confirmation: crossunder VWMA*0.985 “long50”). CLOSE when price reclaims Open VWAP or crosses above long50. Inputs Min wick%, volume spike vs SMA20, range vs ATR(1) No-trade bars after the open (filters first noisy minutes) Toggle ACW confirmation (VWMA*0.985) Notes Turn Extended Hours ON; session times are ET. Best on micro/nano-cap gappers with high PM volume; supports alerts (“Open Short”, “Close Short”). For research/education only; not financial advice.
Pine Script® Indikator
von StevenCharles7
DTC Killzones ICT🕐 DTC Killzones ICT — Visualize Market Sessions Like a Pro The DTC Killzones ICT indicator is a clean and intuitive tool designed for traders who want to analyze and visualize institutional trading sessions directly on their charts. Inspired by ICT’s Killzone concept , this script makes it easy to identify overlapping market sessions — such as London, New York, and Asian — and track how price behaves within each zone. 💡 What It Does This indicator automatically highlights key market sessions (Killzones) on your chart with fully customizable colors, labels, and transparency. Each zone dynamically updates to reflect real-time highs and lows, helping you identify: Session ranges and liquidity zones Volatility windows and breakout areas Institutional footprints across sessions Whether you trade Forex, Indices, or Crypto , this script gives you visual clarity on when and where smart money is likely to move. ⚙️ Main Features ✅ Up to four customizable sessions (New York, London, Asian, and London Close) ✅ Adjustable timeframes and timezone options — sync with your exchange or custom UTC offset ✅ Dynamic high/low range tracking for each session ✅ Toggle range outlines, session labels , and transparency levels ✅ Optional daily dividers and session transition markers ✅ Works on any timeframe and any symbol 🧠 How Traders Use It ICT-based traders can easily mark Killzones to align with setups like FVGs, liquidity grabs, or Silver Bullet entries. Intraday traders can visualize session volatility and overlap periods for potential entries. Swing traders can identify daily structure shifts by tracking range-to-range behavior. 🛠️ Customization You can fully rename, recolor, or disable each session block. Adjust the range transparency for visual comfort, and toggle session or daily dividers to fit your workflow. Everything is designed to be clean, light, and modular — no clutter, no confusion. ⚡ Recommended Settings For ICT-style analysis: London Session: 02:00–05:00 New York Session: 07:00–10:00 Asian Session: 19:30–24:00 London Close Session: 10:00–12:00 These time windows are fully editable to suit your timezone or strategy. 🧩 Compatibility Works seamlessly with TradingView’s built-in timezone tools Compatible with all instruments and timeframes Designed to overlay directly on your price chart 🏁 Final Notes The DTC Killzones ICT indicator focuses purely on market session visualization — no alerts, entries, or trading signals. It’s designed to complement your existing strategies and enhance clarity when analyzing market behavior across global sessions. 📈 Built for traders who value precision, structure, and timing.
Pine Script® Indikator
von TheDTCEduOfficial
Monthly Color Marker V4 ## 📊 Monthly Color Marker - Historical Month Highlighting ### Overview A unique indicator that allows rapid identification of all monthly candles from a specific month across multiple years. The indicator marks candles with different colors based on their direction (bullish/bearish), enabling quick analysis of seasonal patterns and cyclical behavior of stocks or assets. ### 🎯 Purpose - **Identify Seasonal Patterns (Seasonality)** - Discover recurring trends in specific months - **Quick Historical Analysis** - Visual representation of monthly performance over the years - **Direction Recognition** - Instant understanding of whether a month tends to be bullish or bearish - **Seasonal Trading Planning** - Build strategies based on cyclical patterns ### ⚙️ Adjustable Parameters 1. **Month to Mark (1-12)** - Select the desired month for analysis - 1 = January, 2 = February... 12 = December - Default: 11 (November) 2. **Years Back (1-50)** - Determines how many years back to scan - Recommended: 10-25 years for statistically reliable data - Default: 25 years 3. **Bullish Candle Color** - Color for marking bullish candles (close > open) - Default: Green - Customizable to your personal color scheme 4. **Bearish Candle Color** - Color for marking bearish candles (close < open) - Default: Red - Customizable to your personal color scheme 5. **Show Current Year** - Whether to include the current month in the marking - Useful when the month hasn't finished yet - Default: Yes ### 📈 How to Use the Indicator #### Step 1: Adding to Chart 1. Switch to **Monthly timeframe** - Required! 2. Add the indicator to your chart 3. Select the month you want to analyze #### Step 2: Initial Analysis - **Count green vs red candles** - What's the ratio? - **Look for patterns** - Are there years where the month always rises/falls? - **Identify outliers** - Years where behavior was different #### Step 3: Making Decisions - **Mostly green** → Statistically, the month tends to rise - **Mostly red** → Statistically, the month tends to fall - **Mixed** → No clear seasonal pattern ### 💡 Usage Examples **Example 1: "Santa Claus Rally"** - Select month 12 (December) - Check if there are mostly green candles - If yes, this confirms the well-known year-end rally effect **Example 2: "September Effect"** - Select month 9 (September) - Historically, September is considered a weak month - Do the data support this for this stock? **Example 3: Quarterly Earnings** - Identify which month earnings are released - Check the historical response - Plan entry/exit accordingly ### 🔍 Combining with Other Indicators This indicator works excellently with: - **Historical Monthly Levels** (the first indicator) - Identify nearby price levels - **Volume Profile** - Check volume during those months - **RSI/MACD** - Identify momentum strength in specific months ### ⚠️ Important Notes 1. **Must use Monthly timeframe!** The indicator won't work correctly on other timeframes 2. **Statistical Sample** - More years = more reliable analysis 3. **Not a Guarantee** - Past performance doesn't guarantee future results, use additional analysis 4. **Adjust Colors** - If hard to see, change colors in settings ### 🎨 Tips for Optimal Experience - **Zoom Out** - See more years at a glance - **Clean Chart** - Remove unnecessary indicators for clear analysis - **Compare Stocks** - Check multiple stocks for the same month - **Document Findings** - Take screenshots and save insights for future reference ### 📊 Recommended Statistics After identifying an interesting month: - Calculate success rate (green / total candles) - Check average volatility - Identify outlier years and investigate what happened - Plan entry/exit strategy ### 🚀 Who Is This Indicator For? ✅ **Swing Traders** - Plan medium-term trades ✅ **Seasonal Investors** - Exploit cyclical patterns ✅ **Technical Analysts** - Understand historical behavior ✅ **Portfolio Managers** - Time entries and exits --- ### 📝 Summary The Monthly Color Marker indicator is a powerful and easy-to-use tool for identifying seasonal patterns. The combination of clear visualization with flexible parameters makes it an essential tool for any trader seeking a statistical edge in the market. **Recommendation:** Start with 25 years back, analyze 2-3 key months, and build a data-driven strategy. --- **Version:** 4.0 **Compatibility:** Pine Script v5 **Timeframe:** Monthly only **Author:** 954 ## 📊 Monthly Color Marker - סימון חודשים היסטוריים ### תיאור כללי אינדיקטור ייחודי המאפשר לזהות במהירות את כל הנרות החודשיים מחודש ספציפי לאורך השנים. האינדיקטור מסמן את הנרות בצבעים שונים בהתאם לכיוון התנועה (עלייה/ירידה), ומאפשר ניתוח מהיר של דפוסים עונתיים והתנהגות מחזורית של המניה או הנכס. ### 🎯 מטרת האינדיקטור - **זיהוי דפוסים עונתיים (Seasonality)** - מציאת מגמות חוזרות בחודשים מסוימים - **ניתוח היסטורי מהיר** - ראייה ויזואלית של ביצועי החודש לאורך השנים - **זיהוי כיווניות** - הבנה מיידית האם החודש נוטה להיות שורי או דובי - **תכנון מסחר עונתי** - בניית אסטרטגיות מבוססות מחזוריות ### ⚙️ פרמטרים מתכווננים 1. **חודש לסימון (1-12)** - בחירת החודש הרצוי לניתוח - 1 = ינואר, 2 = פברואר... 12 = דצמבר - ברירת מחדל: 11 (נובמבר) 2. **שנים אחורה (1-50)** - קובע כמה שנים אחורה לסרוק - מומלץ: 10-25 שנים לקבלת תמונה סטטיסטית מהימנה - ברירת מחדל: 25 שנים 3. **צבע נר עולה** - צבע לסימון נרות שורים (close > open) - ברירת מחדל: ירוק - ניתן להתאים לסכמת הצבעים האישית 4. **צבע נר יורד** - צבע לסימון נרות דוביים (close < open) - ברירת מחדל: אדום - ניתן להתאים לסכמת הצבעים האישית 5. **צבע את השנה הנוכחית** - האם לכלול את החודש הנוכחי בסימון - שימושי כאשר החודש טרם הסתיים - ברירת מחדל: כן ### 📈 איך להשתמש באינדיקטור #### שלב 1: הוספה לגרף 1. עבור לטיימפריים **חודשי (Monthly)** - חובה! 2. הוסף את האינדיקטור לגרף 3. בחר את החודש שאתה רוצה לנתח #### שלב 2: ניתוח ראשוני - **ספור נרות ירוקים מול אדומים** - מה היחס? - **חפש דפוסים** - האם יש שנים שבהן החודש תמיד עולה/יורד? - **זהה חריגים** - שנים שבהן ההתנהגות הייתה שונה #### שלב 3: קבלת החלטות - **רוב ירוקים** → סטטיסטית החודש נוטה לעלות - **רוב אדומים** → סטטיסטית החודש נוטה לרדת - **מעורב** → אין דפוס עונתי ברור ### 💡 דוגמאות שימוש **דוגמה 1: "Santa Claus Rally"** - בחר חודש 12 (דצמבר) - בדוק אם יש רוב נרות ירוקים - אם כן, זה מאשר את האפקט הידוע של עליות בסוף השנה **דוגמה 2: "September Effect"** - בחר חודש 9 (ספטמבר) - היסטורית, ספטמבר נחשב לחודש חלש - האם הנתונים תומכים בכך במניה זו? **דוגמה 3: דיווחים רבעוניים** - זהה בחודש אילו נפרסמים דיווחים - בדוק את התגובה ההיסטורית - תכנן כניסה/יציאה בהתאם ### 🔍 שילוב עם אינדיקטורים אחרים האינדיקטור עובד מצוין בשילוב עם: - **Historical Monthly Levels** (האינדיקטור הראשון) - זיהוי רמות מחיר קרובות - **Volume Profile** - בדיקת ווליום באותם חודשים - **RSI/MACD** - זיהוי כוח המומנטום בחודשים ספציפיים ### ⚠️ הערות חשובות 1. **חובה להשתמש בטיימפריים חודשי!** האינדיקטור לא יעבוד נכון בטיימפריים אחרים 2. **מדגם סטטיסטי** - ככל שיש יותר שנים, הניתוח מהימן יותר 3. **לא ערובה** - עבר לא מבטיח עתיד, השתמש בניתוח נוסף 4. **התאם צבעים** - אם קשה לראות, שנה את הצבעים בהגדרות ### 🎨 טיפים לחוויית שימוש מיטבית - **זום אאוט** - ראה יותר שנים במבט אחד - **נקה גרף** - הסר אינדיקטורים מיותרים לניתוח ברור - **השווה מניות** - בדוק מספר מניות לאותו חודש - **תעד ממצאים** - צלם מסך ושמור תובנות לעתיד ### 📊 סטטיסטיקה מומלצת לאחר שזיהית חודש מעניין: - חשב אחוז הצלחה (ירוקים / כל הנרות) - בדוק תנודתיות ממוצעת - זהה שנים חריגות ובדוק מה קרה אז - תכנן אסטרטגיית כניסה/יציאה ### 🚀 למי מתאים האינדיקטור? ✅ **סווינג טריידרים** - תכנון עסקאות לטווח בינוני ✅ **משקיעים עונתיים** - ניצול דפוסים מחזוריים ✅ **אנליסטים טכניים** - הבנת התנהגות היסטורית ✅ **מנהלי תיקים** - תזמון כניסות ויציאות --- ### 📝 סיכום אינדיקטור Monthly Color Marker הוא כלי חזק וקל לשימוש לזיהוי דפוסים עונתיים. השילוב של ויזואליזציה ברורה עם פרמטרים גמישים הופך אותו לכלי חיוני לכל טריידר המחפש יתרון סטטיסטי בשוק. **המלצה:** התחל עם 25 שנים אחורה, נתח 2-3 חודשים מרכזיים, ובנה אסטרטגיה מבוססת נתונים. --- **גרסה:** 4.0 **תאימות:** Pine Script v5 **טיימפריים:** חודשי בלבד **מחבר:** [954 ---
Pine Script® Indikator
von shmuel954
DD RatioThe DD Ratio (“Directional Distribution Ratio”) is a breadth indicator that shows, in real time, how many of the selected stocks (e.g., S&P 500 components) are bullish vs. bearish relative to today’s open. The DD Ratio tells you what’s really happening under the hood of the index: Futures may mislead: An index future (like ES or NQ) can rise on a few heavy-weighted stocks even while most components fall. The DD Ratio exposes that divergence. Breadth confirmation: When the futures are up and DD Ratio ≥ 0.5 → healthy rally. When futures are up but DD Ratio < 0.5 → weak, narrow advance. Intraday sentiment gauge: It updates live with each bar, reflecting “who’s winning” since the open.
Pine Script® Indikator
von Justsayom
Margen de confianzaIt uses two moving averages (20 and 80). Based on their crossovers, you draw parallel bands. The zone between these bands signals “confidence.” A downside break warns of risk; an upside break suggests price could push to new highs. Son 2 medias moviles. Una de 20 y otra de 80. Utilizando los cruces se puede trazar lineas paralelas. En las zonas que quedan entre estas lineas hay "confianza". Si el precio atraviesa para abajo hay peligro y si atraviesa para arriba puede ir a romper maximos
Pine Script® Indikator
von spangenberggerman