Auf geht's

In den Scripts nach "liquidity" suchen

Stop Hunt Candlesticks (Liquidity Wicks)🕯️ Stop Hunt Candlesticks Wick Highlighter – Spot Extreme Wicks Instantly This indicator highlights candles where the upper or lower wick exceeds a customizable percentage of the asset’s price — perfect for quickly spotting strong rejections, liquidity grabs, stop hunts or exhaustion moves. 💡 Key Features Visual Background Highlight: Automatically colors the chart background when a wick surpasses your defined % threshold (default 1%). Customizable Threshold: Adjust wick sensitivity to suit different assets or timeframes. Upper & Lower Wick Filters: Choose whether to track upper wicks, lower wicks, or both. Dynamic Price Basis: Compare wick size relative to Close, Open, HL2, or OC2. Optional Labels: Display the exact wick percentage directly on the chart. Alerts Ready: Get notified whenever a candle shows an extreme wick condition. ⚙️ How It Works The script measures each candle’s wick size relative to your chosen price basis: Upper wick % = (High − max(Open, Close)) / Basis × 100 Lower wick % = (min(Open, Close) − Low) / Basis × 100 If the result exceeds your chosen threshold, the chart background changes color. Red for upper wicks, green for lower wicks by default. 🎯 Use Cases Identify strong rejections or stop hunts near key levels. Confirm price exhaustion or potential reversals. Filter fake breakouts or high-volatility events. 🧩 Customization Tweak colors, transparency, and label visibility to fit seamlessly into your chart setup.
Pine Script® Indikator
von AGreatEscape
Smart Money Volume Activity [AlgoAlpha]🟠 OVERVIEW This tool visualizes how Smart Money and Retail participants behave through lower-timeframe volume analysis. It detects volume spikes far beyond normal activity, classifies them as institutional or retail, and projects those zones as reactive levels. The script updates dynamically with each bar, showing when large players enter while tracking whether those events remain profitable. Each event is drawn as a horizontal line with bubble markers and summarized in a live P/L table comparing Smart Money versus Retail. 🟠 CONCEPTS The core logic uses Z-score normalization on lower-timeframe volumes (like 5m inside a 1h chart). This lets the script detect statistically extreme bursts of buying or selling activity. It classifies each detected event as: Smart Money — volume inside the candle body (suggesting hidden accumulation or distribution) Retail — volume closing at bar extremes (suggesting chase entries or panic exits) When new events appear, the script plots them as horizontal levels that persist until price interacts again. Each level acts as a potential reaction zone or liquidity footprint. The integrated P/L table then measures which class (Retail or Smart Money) is currently “winning” — comparing cumulative profitable versus losing volume. 🟠 FEATURES Classifies flows into Smart Money or Retail based on candle-body context. Displays live P/L comparison table for Smart vs Retail performance. Alerts for each detected Smart or Retail buy/sell event. 🟠 USAGE Setup : Add the script to any chart. Set Lower Timeframe Value (e.g., “5” for 5m) smaller than your main chart timeframe. The Period input controls how many bars are analyzed for the Z-score baseline. The Threshold (|Z|) decides how extreme a volume must be to plot a level. Read the chart : Horizontal lines mark where heavy Smart or Retail volume occurred. Bright bubbles show the strongest events — their size reflects Z-score intensity. The on-chart table updates live: green cells show profitable flows, red cells show losing flows. A dominant green Smart Money row suggests institutions are currently controlling price. See what others are doing : Settings that matter : Raising Threshold (|Z|) filters noise, showing only large players. Increasing Period smooths results but reacts slower to new bursts. Use Show = “Both” for full comparison or isolate “Smart Money” / “Retail” to focus on one class.
Pine Script® Indikator
von AlgoAlpha
34
Yen Carry Composite Index + Macro Flow GaugeWhat This Indicator Does This chart visualizes the strength, trend, and macro conditions supporting or weakening the yen carry trade a strategy where investors borrow in low yielding yen to invest in higher yielding assets How It Works: Core Components Composite Index (Blue Line): A weighted blend of z-scores from: USD/JPY (strength of USD vs JPY) 10Y yield spread (US – Japan) AUD/JPY (risk proxy for carry appetite) VIX (global risk sentiment, inverted) Z-scores normalize each input to show how far it deviates from recent history (not raw values). Positive composite trend ⬅️ strong carry environment Negative composite trend ➡️ signs of unwind or stress Individual Z-Score Lines: 🟥 USD/JPY 🟩 Yield Spread (US10Y − JP10Y) 🟪 FX Proxy (AUD/JPY) 🟦 VIX (risk sentiment) Threshold Lines & Signal Markers: Green 🟢⬅️🟢🟢 “carry active” threshold (+1.5 std dev) Red dashed line 🔴➡️🔴🔴→ “carry unwind risk” (−1.5 std dev) Carry Trade Strength Gauge (Horizontal Bar, Bottom-Right) www.tradingview.com Slots: 🟢 = strong carry inflow conditions ⚪ = neutral midpoint 🔴 = outflow / unwind pressure A directional arrow (⬅️ or ➡️) shows momentum: ➡️ = composite rising → improving carry environment ⬅️ = composite falling → deteriorating carry conditions Arrow is placed at the current strength level, visually combining position + momentum Labels “Inflows” and “Outflows” flank the bar for clarity Use Case Summary Macro risk overlay for JPY pairs, EM FX, bond carry strategies Detect early unwind phases (e.g. if arrow ⬅️ appears in red zone) Confirm entry/exit in directional JPY trades or expected liquidity to enter the markets
Pine Script® Indikator
von MerloClover-PugetPointCapital
Balanced Big Wicks (50/50) HighlighterThis open-source indicator highlights candles with balanced long wicks (50/50 style)—that is, candles where both upper and lower shadows are each at least 30–60% of the full range and within ~8% of each other, while retaining a substantial body. This specific structure often reflects indecision or liquidity sweeps and can precede strong breakout moves. How It Works (Inputs and Logic) Min wick % (each side): 30–60% of candle range Max body %: up to 60% of range (preserves strong body presence) Equality tolerance: wicks within 8% of each other ATR filter (multiples of ATR14): ensures only significant-range candles are flagged When a “50/50” candle forms, it’s visually colored and labeled; audibly alertable. How to Use It Long setup: price closes above the wick-high → potential long entry (SL below wick-low, TP = 1:1). Short setup: price closes below wick-low → potential short entry (SL above wick-high, TP = 1:1). Especially effective on 5–15 minute scalping charts when aligned with high-volume sessions or HTF trend context. Why This Indicator Is Unique Unlike standard wick or doji voters, this script specifically filters for candles with a strong body and symmetrical wicks, paired with a range filter, reducing noise significantly. Important Notes No unrealistic claims: backtested setups indicate high occurrence of clean breakouts, though performance depends on market structure. Script built responsibly: uses real-time calculations only, no future-data lookahead. Visuals on the published chart reflect default input values exactly.
Pine Script® Indikator
von Thebitcoin37
Global Sessions with Trend & Liquidity Features: -Session ranges with customizable lines & colors -Opening range markers and optional background shading -Automatic trend detection per session (Bullish / Bearish / Neutral) -Indicators when highs/lows are broken -Clean visual design with toggles for minimal or detailed display This Pine Script code is designed to help traders visualize and analyze different market sessions. It's a tool that displays the trading hours for the Asian, London, and New York sessions right on the chart. The main purpose is to show when these key markets are open and to highlight their price ranges. It also includes features to track the trend within each session and to identify "liquidity sweeps" or moments when the price breaks the high or low of a previous session. In simple terms, it helps a trader see what the market is doing and where the price is likely to go, all based on the major global trading times. It's especially useful for day traders who want to align their strategies with the activity of specific markets. P.S. Apologies to users not in the EST timezone! This version is hardcoded to Eastern Standard Time, and I'm not currently sure how to automatically adjust it for different timezones. But you can adjust manually and click the dropdown menu to Save As Default.
Pine Script® Indikator
von Fizeks
ICT ULT This indicator is for lazy people like me who want to automate the process of marking certain ICT key levels using the indicator's features, such as: Custom Killzone/Session Liquidity Levels in form of Highs and Lows Killzone Drawings (Boxes) Previous Day High/Low (PDH/PDL) Previous Day Equlibrium (PDEQ) Previous Week High/Low New Day/Week Opening Gaps (NDOG/NWOG) Custom Opening Prices (horizontal) (e.g. Midnight Open) Custom Timestamps (vertical) *Note: All features are completely customizable inspired by: @tradeforopp
Pine Script® Indikator
von mats42
7
Buy/Sell Volume VWAP with Liquidity and Price SensitivityBuy/Sell Volume VWAP with Liquidity & Price Sensitivity A dual-VWAP overlay that separates buy-side vs sell-side pressure using lower-timeframe volume and recent price behavior. It shows two adaptive VWAP lines and a bias cloud to make trend and imbalance easy to see—no params fussing required. What you’ll see Buy VWAP (green) and Sell VWAP (red) plotted on the chart Slope-aware coloring : brighter when that side is improving, darker when easing Bias cloud: green when Buy > Sell, red when Sell > Buy Optional last-value bubbles on the price scale for quick readouts How it works Looks inside each bar (lower timeframe, e.g., 1-second) to estimate buy vs sell pressure Blends that pressure with recent price movement to keep the lines responsive but stable Maintains separate VWAP tracks for buy-side and sell-side and resets daily or at a time you choose How to use it Trend & bias: When Buy VWAP stays above Sell VWAP (green cloud), buyers have the upper hand; the opposite (red cloud) favors sellers. Conviction: A wider gap between the two lines often means a stronger imbalance. Context: Use alongside structure (higher highs/lows, key levels) for confirmation—this is not a stand-alone signal. Inputs Timeframe: Lower-TF sampling (default 1S). Reset Time: Defaults to 09:30 (session open); set to your market. Appearance: Two-shade palettes for buy/sell, line width, last-value bubbles, and cloud opacity. Tips Works on most symbols and intraday timeframes; lower-TF sampling can be heavier on resources. If the cloud flips frequently, consider viewing on a slightly higher chart timeframe for cleaner structure. Disclaimer For educational use only. Not investment advice. Test on replay/paper before live decisions.
Pine Script® Indikator
von Cmo22
Previous Day High & Low (PDH / PDL) with HistoryThis indicator automatically plots the Previous Day High (PDH) and Previous Day Low (PDL) on your chart. ✨ Features: 📅 Multiple days of history (choose how many days to keep, or unlimited). 🎨 Custom colors and line styles (solid, dashed, dotted). 🔎 Show or hide levels once touched by price. 🏷️ Optional labels (“PDH” and “PDL”) that follow the line to the right edge. 🚀 Works on any market, any timeframe. 🔧 Use cases: Identify key liquidity levels. Track daily ranges for intraday trading. Combine with other strategies for confluence.
Pine Script® Indikator
von Tantoui
Recession Warning Model [BackQuant]Recession Warning Model Overview The Recession Warning Model (RWM) is a Pine Script® indicator designed to estimate the probability of an economic recession by integrating multiple macroeconomic, market sentiment, and labor market indicators. It combines over a dozen data series into a transparent, adaptive, and actionable tool for traders, portfolio managers, and researchers. The model provides customizable complexity levels, display modes, and data processing options to accommodate various analytical requirements while ensuring robustness through dynamic weighting and regime-aware adjustments. Purpose The RWM fulfills the need for a concise yet comprehensive tool to monitor recession risk. Unlike approaches relying on a single metric, such as yield-curve inversion, or extensive economic reports, it consolidates multiple data sources into a single probability output. The model identifies active indicators, their confidence levels, and the current economic regime, enabling users to anticipate downturns and adjust strategies accordingly. Core Features - Indicator Families : Incorporates 13 indicators across five categories: Yield, Labor, Sentiment, Production, and Financial Stress. - Dynamic Weighting : Adjusts indicator weights based on recent predictive accuracy, constrained within user-defined boundaries. - Leading and Coincident Split : Separates early-warning (leading) and confirmatory (coincident) signals, with adjustable weighting (default 60/40 mix). - Economic Regime Sensitivity : Modulates output sensitivity based on market conditions (Expansion, Late-Cycle, Stress, Crisis), using a composite of VIX, yield-curve, financial conditions, and credit spreads. - Display Options : Supports four modes—Probability (0-100%), Binary (four risk bins), Lead/Coincident, and Ensemble (blended probability). - Confidence Intervals : Reflects model stability, widening during high volatility or conflicting signals. - Alerts : Configurable thresholds (Watch, Caution, Warning, Alert) with persistence filters to minimize false signals. - Data Export : Enables CSV output for probabilities, signals, and regimes, facilitating external analysis in Python or R. Model Complexity Levels Users can select from four tiers to balance simplicity and depth: 1. Essential : Focuses on three core indicators—yield-curve spread, jobless claims, and unemployment change—for minimalistic monitoring. 2. Standard : Expands to nine indicators, adding consumer confidence, PMI, VIX, S&P 500 trend, money supply vs. GDP, and the Sahm Rule. 3. Professional : Includes all 13 indicators, incorporating financial conditions, credit spreads, JOLTS vacancies, and wage growth. 4. Research : Unlocks all indicators plus experimental settings for advanced users. Key Indicators Below is a summary of the 13 indicators, their data sources, and economic significance: - Yield-Curve Spread : Difference between 10-year and 3-month Treasury yields. Negative spreads signal banking sector stress. - Jobless Claims : Four-week moving average of unemployment claims. Sustained increases indicate rising layoffs. - Unemployment Change : Three-month change in unemployment rate. Sharp rises often precede recessions. - Sahm Rule : Triggers when unemployment rises 0.5% above its 12-month low, a reliable recession indicator. - Consumer Confidence : University of Michigan survey. Declines reflect household pessimism, impacting spending. - PMI : Purchasing Managers’ Index. Values below 50 indicate manufacturing contraction. - VIX : CBOE Volatility Index. Elevated levels suggest market anticipation of economic distress. - S&P 500 Growth : Weekly moving average trend. Declines reduce wealth effects, curbing consumption. - M2 + GDP Trend : Monitors money supply and real GDP. Simultaneous declines signal credit contraction. - NFCI : Chicago Fed’s National Financial Conditions Index. Positive values indicate tighter conditions. - Credit Spreads : Proxy for corporate bond spreads using 10-year vs. 2-year Treasury yields. Widening spreads reflect stress. - JOLTS Vacancies : Job openings data. Significant drops precede hiring slowdowns. - Wage Growth : Year-over-year change in average hourly earnings. Late-cycle spikes often signal economic overheating. Data Processing - Rate of Change (ROC) : Optionally applied to capture momentum in data series (default: 21-bar period). - Z-Score Normalization : Standardizes indicators to a common scale (default: 252-bar lookback). - Smoothing : Applies a short moving average to final signals (default: 5-bar period) to reduce noise. - Binary Signals : Generated for each indicator (e.g., yield-curve inverted or PMI below 50) based on thresholds or Z-score deviations. Probability Calculation 1. Each indicator’s binary signal is weighted according to user settings or dynamic performance. 2. Weights are normalized to sum to 100% across active indicators. 3. Leading and coincident signals are aggregated separately (if split mode is enabled) and combined using the specified mix. 4. The probability is adjusted by a regime multiplier, amplifying risk during Stress or Crisis regimes. 5. Optional smoothing ensures stable outputs. Display and Visualization - Probability Mode : Plots a continuous 0-100% recession probability with color gradients and confidence bands. - Binary Mode : Categorizes risk into four levels (Minimal, Watch, Caution, Alert) for simplified dashboards. - Lead/Coincident Mode : Displays leading and coincident probabilities separately to track signal divergence. - Ensemble Mode : Averages traditional and split probabilities for a balanced view. - Regime Background : Color-coded overlays (green for Expansion, orange for Late-Cycle, amber for Stress, red for Crisis). - Analytics Table : Optional dashboard showing probability, confidence, regime, and top indicator statuses. Practical Applications - Asset Allocation : Adjust equity or bond exposures based on sustained probability increases. - Risk Management : Hedge portfolios with VIX futures or options during regime shifts to Stress or Crisis. - Sector Rotation : Shift toward defensive sectors when coincident signals rise above 50%. - Trading Filters : Disable short-term strategies during high-risk regimes. - Event Timing : Scale positions ahead of high-impact data releases when probability and VIX are elevated. Configuration Guidelines - Enable ROC and Z-score for consistent indicator comparison unless raw data is preferred. - Use dynamic weighting with at least one economic cycle of data for optimal performance. - Monitor stress composite scores above 80 alongside probabilities above 70 for critical risk signals. - Adjust adaptation speed (default: 0.1) to 0.2 during Crisis regimes for faster indicator prioritization. - Combine RWM with complementary tools (e.g., liquidity metrics) for intraday or short-term trading. Limitations - Macro indicators lag intraday market moves, making RWM better suited for strategic rather than tactical trading. - Historical data availability may constrain dynamic weighting on shorter timeframes. - Model accuracy depends on the quality and timeliness of economic data feeds. Final Note The Recession Warning Model provides a disciplined framework for monitoring economic downturn risks. By integrating diverse indicators with transparent weighting and regime-aware adjustments, it empowers users to make informed decisions in portfolio management, risk hedging, or macroeconomic research. Regular review of model outputs alongside market-specific tools ensures its effective application across varying market conditions.
Pine Script® Indikator
von BackQuant
3