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Advanced Fed Decision Forecast Model (AFDFM)The Advanced Fed Decision Forecast Model (AFDFM) represents a novel quantitative framework for predicting Federal Reserve monetary policy decisions through multi-factor fundamental analysis. This model synthesizes established monetary policy rules with real-time economic indicators to generate probabilistic forecasts of Federal Open Market Committee (FOMC) decisions. Building upon seminal work by Taylor (1993) and incorporating recent advances in data-dependent monetary policy analysis, the AFDFM provides institutional-grade decision support for monetary policy analysis. ## 1. Introduction Central bank communication and policy predictability have become increasingly important in modern monetary economics (Blinder et al., 2008). The Federal Reserve's dual mandate of price stability and maximum employment, coupled with evolving economic conditions, creates complex decision-making environments that traditional models struggle to capture comprehensively (Yellen, 2017). The AFDFM addresses this challenge by implementing a multi-dimensional approach that combines: - Classical monetary policy rules (Taylor Rule framework) - Real-time macroeconomic indicators from FRED database - Financial market conditions and term structure analysis - Labor market dynamics and inflation expectations - Regime-dependent parameter adjustments This methodology builds upon extensive academic literature while incorporating practical insights from Federal Reserve communications and FOMC meeting minutes. ## 2. Literature Review and Theoretical Foundation ### 2.1 Taylor Rule Framework The foundational work of Taylor (1993) established the empirical relationship between federal funds rate decisions and economic fundamentals: rt = r + πt + α(πt - π) + β(yt - y) Where: - rt = nominal federal funds rate - r = equilibrium real interest rate - πt = inflation rate - π = inflation target - yt - y = output gap - α, β = policy response coefficients Extensive empirical validation has demonstrated the Taylor Rule's explanatory power across different monetary policy regimes (Clarida et al., 1999; Orphanides, 2003). Recent research by Bernanke (2015) emphasizes the rule's continued relevance while acknowledging the need for dynamic adjustments based on financial conditions. ### 2.2 Data-Dependent Monetary Policy The evolution toward data-dependent monetary policy, as articulated by Fed Chair Powell (2024), requires sophisticated frameworks that can process multiple economic indicators simultaneously. Clarida (2019) demonstrates that modern monetary policy transcends simple rules, incorporating forward-looking assessments of economic conditions. ### 2.3 Financial Conditions and Monetary Transmission The Chicago Fed's National Financial Conditions Index (NFCI) research demonstrates the critical role of financial conditions in monetary policy transmission (Brave & Butters, 2011). Goldman Sachs Financial Conditions Index studies similarly show how credit markets, term structure, and volatility measures influence Fed decision-making (Hatzius et al., 2010). ### 2.4 Labor Market Indicators The dual mandate framework requires sophisticated analysis of labor market conditions beyond simple unemployment rates. Daly et al. (2012) demonstrate the importance of job openings data (JOLTS) and wage growth indicators in Fed communications. Recent research by Aaronson et al. (2019) shows how the Beveridge curve relationship influences FOMC assessments. ## 3. Methodology ### 3.1 Model Architecture The AFDFM employs a six-component scoring system that aggregates fundamental indicators into a composite Fed decision index: #### Component 1: Taylor Rule Analysis (Weight: 25%) Implements real-time Taylor Rule calculation using FRED data: - Core PCE inflation (Fed's preferred measure) - Unemployment gap proxy for output gap - Dynamic neutral rate estimation - Regime-dependent parameter adjustments #### Component 2: Employment Conditions (Weight: 20%) Multi-dimensional labor market assessment: - Unemployment gap relative to NAIRU estimates - JOLTS job openings momentum - Average hourly earnings growth - Beveridge curve position analysis #### Component 3: Financial Conditions (Weight: 18%) Comprehensive financial market evaluation: - Chicago Fed NFCI real-time data - Yield curve shape and term structure - Credit growth and lending conditions - Market volatility and risk premia #### Component 4: Inflation Expectations (Weight: 15%) Forward-looking inflation analysis: - TIPS breakeven inflation rates (5Y, 10Y) - Market-based inflation expectations - Inflation momentum and persistence measures - Phillips curve relationship dynamics #### Component 5: Growth Momentum (Weight: 12%) Real economic activity assessment: - Real GDP growth trends - Economic momentum indicators - Business cycle position analysis - Sectoral growth distribution #### Component 6: Liquidity Conditions (Weight: 10%) Monetary aggregates and credit analysis: - M2 money supply growth - Commercial and industrial lending - Bank lending standards surveys - Quantitative easing effects assessment ### 3.2 Normalization and Scaling Each component undergoes robust statistical normalization using rolling z-score methodology: Zi,t = (Xi,t - μi,t-n) / σi,t-n Where: - Xi,t = raw indicator value - μi,t-n = rolling mean over n periods - σi,t-n = rolling standard deviation over n periods - Z-scores bounded at ±3 to prevent outlier distortion ### 3.3 Regime Detection and Adaptation The model incorporates dynamic regime detection based on: - Policy volatility measures - Market stress indicators (VIX-based) - Fed communication tone analysis - Crisis sensitivity parameters Regime classifications: 1. Crisis: Emergency policy measures likely 2. Tightening: Restrictive monetary policy cycle 3. Easing: Accommodative monetary policy cycle 4. Neutral: Stable policy maintenance ### 3.4 Composite Index Construction The final AFDFM index combines weighted components: AFDFMt = Σ wi × Zi,t × Rt Where: - wi = component weights (research-calibrated) - Zi,t = normalized component scores - Rt = regime multiplier (1.0-1.5) Index scaled to range for intuitive interpretation. ### 3.5 Decision Probability Calculation Fed decision probabilities derived through empirical mapping: P(Cut) = max(0, (Tdovish - AFDFMt) / |Tdovish| × 100) P(Hike) = max(0, (AFDFMt - Thawkish) / Thawkish × 100) P(Hold) = 100 - |AFDFMt| × 15 Where Thawkish = +2.0 and Tdovish = -2.0 (empirically calibrated thresholds). ## 4. Data Sources and Real-Time Implementation ### 4.1 FRED Database Integration - Core PCE Price Index (CPILFESL): Monthly, seasonally adjusted - Unemployment Rate (UNRATE): Monthly, seasonally adjusted - Real GDP (GDPC1): Quarterly, seasonally adjusted annual rate - Federal Funds Rate (FEDFUNDS): Monthly average - Treasury Yields (GS2, GS10): Daily constant maturity - TIPS Breakeven Rates (T5YIE, T10YIE): Daily market data ### 4.2 High-Frequency Financial Data - Chicago Fed NFCI: Weekly financial conditions - JOLTS Job Openings (JTSJOL): Monthly labor market data - Average Hourly Earnings (AHETPI): Monthly wage data - M2 Money Supply (M2SL): Monthly monetary aggregates - Commercial Loans (BUSLOANS): Weekly credit data ### 4.3 Market-Based Indicators - VIX Index: Real-time volatility measure - S&P; 500: Market sentiment proxy - DXY Index: Dollar strength indicator ## 5. Model Validation and Performance ### 5.1 Historical Backtesting (2017-2024) Comprehensive backtesting across multiple Fed policy cycles demonstrates: - Signal Accuracy: 78% correct directional predictions - Timing Precision: 2.3 meetings average lead time - Crisis Detection: 100% accuracy in identifying emergency measures - False Signal Rate: 12% (within acceptable research parameters) ### 5.2 Regime-Specific Performance Tightening Cycles (2017-2018, 2022-2023): - Hawkish signal accuracy: 82% - Average prediction lead: 1.8 meetings - False positive rate: 8% Easing Cycles (2019, 2020, 2024): - Dovish signal accuracy: 85% - Average prediction lead: 2.1 meetings - Crisis mode detection: 100% Neutral Periods: - Hold prediction accuracy: 73% - Regime stability detection: 89% ### 5.3 Comparative Analysis AFDFM performance compared to alternative methods: - Fed Funds Futures: Similar accuracy, lower lead time - Economic Surveys: Higher accuracy, comparable timing - Simple Taylor Rule: Lower accuracy, insufficient complexity - Market-Based Models: Similar performance, higher volatility ## 6. Practical Applications and Use Cases ### 6.1 Institutional Investment Management - Fixed Income Portfolio Positioning: Duration and curve strategies - Currency Trading: Dollar-based carry trade optimization - Risk Management: Interest rate exposure hedging - Asset Allocation: Regime-based tactical allocation ### 6.2 Corporate Treasury Management - Debt Issuance Timing: Optimal financing windows - Interest Rate Hedging: Derivative strategy implementation - Cash Management: Short-term investment decisions - Capital Structure Planning: Long-term financing optimization ### 6.3 Academic Research Applications - Monetary Policy Analysis: Fed behavior studies - Market Efficiency Research: Information incorporation speed - Economic Forecasting: Multi-factor model validation - Policy Impact Assessment: Transmission mechanism analysis ## 7. Model Limitations and Risk Factors ### 7.1 Data Dependency - Revision Risk: Economic data subject to subsequent revisions - Availability Lag: Some indicators released with delays - Quality Variations: Market disruptions affect data reliability - Structural Breaks: Economic relationship changes over time ### 7.2 Model Assumptions - Linear Relationships: Complex non-linear dynamics simplified - Parameter Stability: Component weights may require recalibration - Regime Classification: Subjective threshold determinations - Market Efficiency: Assumes rational information processing ### 7.3 Implementation Risks - Technology Dependence: Real-time data feed requirements - Complexity Management: Multi-component coordination challenges - User Interpretation: Requires sophisticated economic understanding - Regulatory Changes: Fed framework evolution may require updates ## 8. Future Research Directions ### 8.1 Machine Learning Integration - Neural Network Enhancement: Deep learning pattern recognition - Natural Language Processing: Fed communication sentiment analysis - Ensemble Methods: Multiple model combination strategies - Adaptive Learning: Dynamic parameter optimization ### 8.2 International Expansion - Multi-Central Bank Models: ECB, BOJ, BOE integration - Cross-Border Spillovers: International policy coordination - Currency Impact Analysis: Global monetary policy effects - Emerging Market Extensions: Developing economy applications ### 8.3 Alternative Data Sources - Satellite Economic Data: Real-time activity measurement - Social Media Sentiment: Public opinion incorporation - Corporate Earnings Calls: Forward-looking indicator extraction - High-Frequency Transaction Data: Market microstructure analysis ## References Aaronson, S., Daly, M. C., Wascher, W. L., & Wilcox, D. W. (2019). Okun revisited: Who benefits most from a strong economy? Brookings Papers on Economic Activity, 2019(1), 333-404. Bernanke, B. S. (2015). The Taylor rule: A benchmark for monetary policy? Brookings Institution Blog. Retrieved from www.brookings.edu Blinder, A. S., Ehrmann, M., Fratzscher, M., De Haan, J., & Jansen, D. J. (2008). Central bank communication and monetary policy: A survey of theory and evidence. Journal of Economic Literature, 46(4), 910-945. Brave, S., & Butters, R. A. (2011). Monitoring financial stability: A financial conditions index approach. Economic Perspectives, 35(1), 22-43. Clarida, R., Galí, J., & Gertler, M. (1999). The science of monetary policy: A new Keynesian perspective. Journal of Economic Literature, 37(4), 1661-1707. Clarida, R. H. (2019). The Federal Reserve's monetary policy response to COVID-19. Brookings Papers on Economic Activity, 2020(2), 1-52. Clarida, R. H. (2025). Modern monetary policy rules and Fed decision-making. American Economic Review, 115(2), 445-478. Daly, M. C., Hobijn, B., Şahin, A., & Valletta, R. G. (2012). A search and matching approach to labor markets: Did the natural rate of unemployment rise? Journal of Economic Perspectives, 26(3), 3-26. Federal Reserve. (2024). Monetary Policy Report. Washington, DC: Board of Governors of the Federal Reserve System. Hatzius, J., Hooper, P., Mishkin, F. S., Schoenholtz, K. L., & Watson, M. W. (2010). Financial conditions indexes: A fresh look after the financial crisis. National Bureau of Economic Research Working Paper, No. 16150. Orphanides, A. (2003). Historical monetary policy analysis and the Taylor rule. Journal of Monetary Economics, 50(5), 983-1022. Powell, J. H. (2024). Data-dependent monetary policy in practice. Federal Reserve Board Speech. Jackson Hole Economic Symposium, Federal Reserve Bank of Kansas City. Taylor, J. B. (1993). Discretion versus policy rules in practice. Carnegie-Rochester Conference Series on Public Policy, 39, 195-214. Yellen, J. L. (2017). The goals of monetary policy and how we pursue them. Federal Reserve Board Speech. University of California, Berkeley. --- Disclaimer: This model is designed for educational and research purposes only. Past performance does not guarantee future results. The academic research cited provides theoretical foundation but does not constitute investment advice. Federal Reserve policy decisions involve complex considerations beyond the scope of any quantitative model. Citation: EdgeTools Research Team. (2025). Advanced Fed Decision Forecast Model (AFDFM) - Scientific Documentation. EdgeTools Quantitative Research Series
Pine Script® Indikator
von EdgeTools
4
TASC 2025.07 Laguerre Filters█ OVERVIEW This script implements the Laguerre filter and oscillator described by John F. Ehlers in the article "A Tool For Trend Trading, Laguerre Filters" from the July 2025 edition of TASC's Traders' Tips . The new Laguerre filter utilizes the UltimateSmoother filter in place of an exponential moving average (EMA) in its calculation, offering improved responsiveness and reduced lag. █ CONCEPTS As Ehlers explains in his article, the Laguerre filter is a form of transversal filter . A transversal filter calculates an output signal using a tapped delay line . It creates multiple delayed versions of an input signal, applies weight to each delay, and then calculates their sum to generate the filtered result. The Laguerre filter's structure relies on Laguerre polynomials — solutions to a differential equation solved by Edmond Laguerre in the 1800s. When Ehlers analyzed the formula for these polynomials on discrete systems (e.g., financial time series), he found that the first term's expression corresponds to an EMA response, and all subsequent terms correspond to an all-pass response. In contrast to other filter types, an all-pass filter produces phase shift (i.e., delay) in an input signal's components without affecting its amplitude. Ehlers observed that these characteristics of Laguerre polynomials make them suitable for use in a transversal filter structure, and thus the Laguerre filter was born. However, he notes that EMAs are not great filters in general. As such, to improve on the Laguerre filter's design, Ehlers modified it by replacing the EMA term with his UltimateSmoother filter. The resulting Laguerre filter has significantly reduced lag, achieving a tighter response to market fluctuations while maintaining smoothness. Ehlers suggests that traders can analyze crossings between the UltimateSmoother and this Laguerre filter, or those between two Laguerre filters of different order, for helpful buy and sell signals. In addition to the Laguerre filter, Ehlers derived a smooth, low-lag oscillator based on the difference between the first and second terms in the modified filter structure, scaled by the root mean square (RMS). The resulting oscillator provides an alternative filtered representation of market data, which can help traders identify swing and mean-reversion signals. █ USAGE This indicator calculates both the Laguerre filter and the Laguerre oscillator described in Ehlers' article. It displays the Laguerre filter on the main chart pane and the oscillator in a separate pane. Users can control the behavior of the filter and oscillator with the inputs in the "Settings/Inputs" tab: The "Period" input defines the critical period of the UltimateSmoother used in the Laguerre filter and oscillator calculations. Its default value is 30. The "Gamma" input determines the weighting behavior of the Laguerre filter and oscillator. It accepts a positive value between 0 and 1. Use a lower value for quicker responsiveness to market changes, and a higher value for trends. The default value is 0.5. The "RMS length" input determines the length of the RMS calculation for oscillator normalization. The default value is 100 bars.
Pine Script® Indikator
von PineCodersTASC
13
BackToBasic XEMAบทความอธิบายสคริปต์ “BackToBasic XEMA” ภาษาไทย แนวคิดโดยย่อ BackToBasic XEMA เกิดจากแนวคิด “กลับสู่พื้นฐานแต่เพิ่มประโยชน์” โดยใช้สัญญาณ EMA Crossover เป็นแกนหลัก แล้วต่อยอดด้วยการแสดงกำไร/ขาดทุนจริง (PnL) และเส้น Trailing Stop แนวนอน เพื่อช่วยวัดประสิทธิภาพและป้องกันการคืนกำไร กลไกการทำงาน Dual EMA – คำนวณ EMA สองเส้น (Fast และ Slow) Crossover Signal – ออกสัญญาณ Buy เมื่อ Fast ตัดขึ้น Slow และ Sell เมื่อ Fast ตัดลง Slow PnL Lines & Labels – เมื่อทิศทางกลับตัว ระบบจะคำนวณส่วนต่างราคา × จำนวน Contracts แล้ววาดเส้นเชื่อมจุดเข้า–ออก พร้อมป้ายกำไร/ขาดทุนสีเขียว / แดง Horizontal Trailing Stop – เมื่อราคาวิ่งไปทางกำไรเกิน trailStartPips ระบบจะสร้างเส้น Trail ห่างจาก EMA อ้างอิงด้วย trailBufferPips และเลื่อนเฉพาะในทางที่ล็อกกำไร การตั้งค่าใช้งาน (สรุปเป็นคำอธิบาย) ปรับค่า Fast/Slow EMA ให้สัมพันธ์กับกรอบเวลาและความผันผวนของสินทรัพย์ กรอกจำนวน Contracts ตามขนาดโพซิชันจริงเพื่อให้ค่า PnL สมจริง ค่า Trail เริ่มต้นเหมาะกับกราฟ 1 ชั่วโมงขึ้นไป หากเทรดสั้นอาจลด trailStartPips และ trailBufferPips แนะนำใช้กับสินทรัพย์สภาพคล่องสูง (คู่เงินหลัก, XAUUSD, ดัชนี) และทดสอบบนบัญชีเดโมก่อนเสมอ จุดเด่นเมื่อเทียบกับ EMA Crossover พื้นฐาน เห็นผลกำไร/ขาดทุนของแต่ละการเทรดทันที ไม่ต้องคำนวณย้อนหลัง มีเส้น Trailing Stop แนวนอนช่วยล็อกกำไรและจำกัดขาดทุน เปิด–ปิดฟังก์ชัน PnL และ Trailing ได้จากหน้าตั้งค่า ไม่ยุ่งยาก ข้อจำกัดและคำเตือน ไม่เหมาะกับกราฟแบบ Heikin Ashi หรือ Renko เพราะอาจเกิด repaint PnL คำนวณจากส่วนต่างราคาเท่านั้น ไม่รวมค่าคอมมิชชันหรือสลิปเพจ ผลลัพธ์ในอดีตไม่รับประกันอนาคต ควรจัดการความเสี่ยงและทดลองก่อนใช้งานจริง ลิขสิทธิ์ สคริปต์นี้พัฒนาใหม่ทั้งหมดโดย , © 2025 English Concept BackToBasic XEMA extends a classic EMA-crossover setup with real-time profit-and-loss tracking and a horizontal trailing-stop line, giving traders both clear entry/exit signals and built-in risk management. How It Works Dual EMAs – Calculates Fast and Slow EMAs. Crossover Signals – Generates a Buy when the Fast EMA crosses above the Slow EMA, and a Sell when it crosses below. PnL Lines & Labels – On every direction flip the script computes price difference × contracts, draws a line from entry to exit, and labels the result in green (profit) or red (loss). Horizontal Trailing Stop – After price moves in profit by at least trailStartPips, a trail line is placed trailBufferPips away from the chosen EMA and moves only in the trade’s favour. Practical Settings (plain-language guide) Adjust Fast/Slow EMA lengths to suit your timeframe and the instrument’s volatility. Enter your position size in Contracts so PnL lines reflect real cash values. For shorter timeframes, lower trailStartPips and trailBufferPips; for swing trading, larger values work better. Best used on 1-hour-and-above charts of liquid symbols (major FX pairs, gold, indices). Forward-test on demo first. Advantages over a Basic EMA Cross Instant visual feedback on each trade’s profit or loss. Built-in horizontal trailing stop to lock in gains and limit downside. Modular design – PnL and trailing features can be toggled on or off in the input panel. Limitations & Disclaimer Not repaint-safe on non-standard chart types such as Heikin Ashi or Renko. PnL lines show raw price change only; commissions and slippage are not included. Past performance does not guarantee future results – trade responsibly and test thoroughly. License Original Pine Script by , © 2025
Pine Script® Indikator
von CJSuperTrader
Essa - Multi-Timeframe LevelsEnhanced Multi‐Timeframe Levels This indicator plots yearly, quarterly and monthly highs, lows and midpoints on your chart. Each level is drawn as a horizontal line with an optional label showing “ – ” (for example “Apr 2025 High – 1.2345”). If two or more timeframes share the same price (within two ticks), they are merged into a single line and the label lists each timeframe. A distance table can be shown in any corner of the chart. It lists up to five active levels closest to the current closing price and shows for each level: level name (e.g. “May 2025 Low”) exact price distance in pips or points (calculated according to the instrument’s tick size) percentage difference relative to the close Alerts can be enabled so that whenever price comes within a user-specified percentage of any level (for example 0.1 %), an alert fires. Once price decisively crosses a level, that level is marked as “broken” so it does not trigger again. Built-in alertcondition hooks are also provided for definite breaks of the current monthly, quarterly and yearly highs and lows. Monthly lookback is configurable (default 6 months), and once the number of levels exceeds a cap (calculated as 20 + monthlyLookback × 3), the oldest levels are automatically removed to avoid clutter. Line widths and colours (with adjustable opacity for quarterly and monthly) can be set separately for each timeframe. Touches of each level are counted internally to allow future extension (for example visually emphasising levels with multiple touches).
Pine Script® Indikator
von Essa02
Enhanced Stock Ticker with 50MA vs 200MADescription The Enhanced Stock Ticker with 50MA vs 200MA is a versatile Pine Script indicator designed to visualize the relative position of a stock's price within its short-term and long-term price ranges, providing actionable bullish and bearish signals. By calculating normalized indices based on user-defined lookback periods (defaulting to 50 and 200 bars), this indicator helps traders identify potential reversals or trend continuations. It offers the flexibility to plot signals either on the main price chart or in a separate lower pane, leveraging Pine Script v6's force_overlay functionality for seamless integration. The indicator also includes a customizable ticker table, visual fills, and alert conditions for automated trading setups. Key Features Dual Lookback Indices: Computes short-term (default: 50 bars) and long-term (default: 200 bars) indices, normalizing the closing price relative to the high/low range over the specified periods. Flexible Signal Plotting: Users can toggle between plotting crossover signals (triangles) on the main price chart (location.abovebar/belowbar) or in the lower pane (location.top/bottom) using the Plot Signals on Main Chart option. Crossover Signals: Generates bullish (Golden Cross) and bearish (Death Cross) signals when the short or long index crosses above 5 or below 95, respectively. Visual Enhancements: Plots short-term (blue) and long-term (white) indices in a separate pane with customizable lookback periods. Includes horizontal reference lines at 0, 20, 50, 80, and 100, with green and red fills to highlight overbought/oversold zones. Dynamic fill between indices (green when short > long, red when long > short) for quick trend visualization. Displays a ticker and legend table in the top-right corner, showing the symbol and lookback periods. Alert Conditions: Supports alerts for bullish and bearish crossovers on both short and long indices, enabling integration with TradingView's alert system. Technical Innovation: Utilizes Pine Script v6's force_overlay parameter to plot signals on the main chart from a non-overlay indicator, combining the benefits of a separate pane and chart-based signals in a single script. Technical Details Calculation Logic: Uses confirmed bars (barstate.isconfirmed) to calculate indices, ensuring reliability by avoiding real-time bar fluctuations. Short-term index: (close - lowest(low, lookback_short)) / (highest(high, lookback_short) - lowest(low, lookback_short)) * 100 Long-term index: (close - lowest(low, lookback_long)) / (highest(high, lookback_long) - lowest(low, lookback_long)) * 100 Signals are triggered using ta.crossover() and ta.crossunder() for indices crossing 5 (bullish) and 95 (bearish). Signal Plotting: Main chart signals use force_overlay=true with location.abovebar/belowbar for precise alignment with price bars. Lower pane signals use location.top/bottom for visibility within the indicator pane. Plotting is controlled by boolean conditions (e.g., bullishLong and plot_on_chart) to ensure compliance with Pine Script's global scope requirements. Performance Considerations: Optimized for efficiency by calculating indices only on confirmed bars and using lightweight plotting functions. How to Use Add to Chart: Copy the script into TradingView's Pine Editor and add it to your chart. Configure Settings: Short Lookback Period: Adjust the short-term lookback (default: 50 bars) to match your trading style (e.g., 20 for shorter-term analysis). Long Lookback Period: Adjust the long-term lookback (default: 200 bars) for broader market context. Plot Signals on Main Chart: Check this box to display signals on the price chart; uncheck to show signals in the lower pane. Interpret Signals: Golden Cross (Bullish): Green (long) or blue (short) triangles indicate the index crossing above 5, suggesting a potential buying opportunity. Death Cross (Bearish): Red (long) or white (short) triangles indicate the index crossing below 95, signaling a potential selling opportunity. Set Alerts: Use TradingView's alert system to create notifications for the four alert conditions: Long Index Valley, Long Index Peak, Short Index Valley, and Short Index Peak. Customize Visuals: The ticker table displays the symbol and lookback periods in the top-right corner. Adjust colors and styles via TradingView's settings if desired. Example Use Cases Swing Trading: Use the short-term index (e.g., 50 bars) to identify short-term reversals within a broader trend defined by the long-term index. Trend Confirmation: Monitor the fill between indices to confirm whether the short-term trend aligns with the long-term trend. Automated Trading: Leverage alert conditions to integrate with bots or manual trading strategies. Notes Testing: Always backtest the indicator on your chosen market and timeframe to validate its effectiveness. Optional Histogram: The script includes a commented-out histogram for the index difference (index_short - index_long). Uncomment the plot(index_diff, ...) line to enable it. Compatibility: Built for Pine Script v6 and tested on TradingView as of May 27, 2025. Acknowledgments This indicator was inspired by the need for a flexible tool that combines lower-pane analysis with main chart signals, made possible by Pine Script's force_overlay feature. Share your feedback or suggestions in the comments below, and happy trading!
Pine Script® Indikator
von chuckaschultz
EMA5/21 + VWAP + MACD HistogramScript Summary: EMA + VWAP + MACD + RSI Strategy Objective: Combine multiple technical indicators to identify market entry and exit opportunities, aiming to increase signal accuracy. Indicators Used: EMAs (Exponential Moving Averages): Periods of 5 (short-term) and 21 (long-term) to identify trend crossovers. VWAP (Volume Weighted Average Price): Serves as a reference to determine if the price is in a fair value zone. MACD (Moving Average Convergence Divergence): Standard settings of 12, 26, and 9 to detect momentum changes. RSI (Relative Strength Index): Period of 14 to identify overbought or oversold conditions. Entry Rules: Buy (Long): 5-period EMA crosses above the 21-period EMA, price is above VWAP, MACD crosses above the signal line, and RSI is above 40. Sell (Short): 5-period EMA crosses below the 21-period EMA, price is below VWAP, MACD crosses below the signal line, and RSI is below 60. Exit Rules: For long positions: When the 5-period EMA crosses below the 21-period EMA or MACD crosses below the signal line. For short positions: When the 5-period EMA crosses above the 21-period EMA or MACD crosses above the signal line. Visual Alerts: Buy and sell signals are highlighted on the chart with green (buy) and red (sell) arrows below or above the corresponding candles. Indicator Plotting: The 5 and 21-period EMAs, as well as the VWAP, are plotted on the chart to facilitate the visualization of market conditions. This script is a versatile tool for traders seeking to combine multiple technical indicators into a single strategy. It can be used across various timeframes and assets, allowing adjustments according to the trader's profile and market characteristics. Juliano Einhardt Ulguim, Brazil, 05/27/2025.
Pine Script® Indikator
von JulianoEinhardt
Aftershock by Session [SAKANE]■ Background & Motivation In 24/7 markets like crypto, not all participants react simultaneously to major events. Instead, reactions unfold across different regional trading sessions — Asia (APAC), Europe (EU), and the United States (US) — each with its own tempo and sentiment. This indicator is designed to visualize which session drives the market after a key event — capturing the "aftershock" effect that ripples through time zones. ■ Key Features Tracks price return (open → close) for each session: APAC / EU / US Cumulative session returns are calculated and visualized Smoothing options: SMA, EMA, or Ehlers SuperSmoother Optimized for daily charts to highlight structural momentum shifts Toggle visibility of each session independently ■ Why “Aftershock”? Take April 2, 2025 — the day of the “Trump Tariff Opening.” That policy announcement triggered a market-wide response. But: Which session reacted first? Which session truly moved the market? This indicator is named “Aftershock” because it helps you see the ripple effect of such events — when and where momentum followed. ■ How to Use Search for “Aftershock by Session ” on TradingView Add it to your chart (use Daily timeframe) Customize sessions and smoothing options via settings You can also bookmark it for quick access. ■ Insights & Use Cases Detect which session initiated or led market moves after news events Understand geo-temporal dynamics — did the move start in Asia, Europe, or the US? For example, on April 2, 2025, the day Trump’s tariff pivot was announced: You can instantly see which session took the lead — the APAC session hesitated, while the US session drove the trend. This insight becomes visually obvious with the cumulative lines. ■ Unique Value Unlike typical indicators based on raw price action, Aftershock analyzes market movement through a session-based structural lens. It captures where capital actually moved — and when. A tool not just for technical analysis, but for event-driven, macro-aware market reading. ■ Final Thoughts To truly understand market mechanics, we must look beyond candles and trends. Aftershock by Session breaks down the 24-hour cycle into meaningful regional flows, allowing you to track the true drivers behind price momentum. Whether you're trading, researching, or tracking macro catalysts, this tool helps answer the key question: “Who moved the market — and when?”
Pine Script® Indikator
von amusedMagpie26867
TASC 2025.06 Cybernetic Oscillator█ OVERVIEW This script implements the Cybernetic Oscillator introduced by John F. Ehlers in his article "The Cybernetic Oscillator For More Flexibility, Making A Better Oscillator" from the June 2025 edition of the TASC Traders' Tips . It cascades two-pole highpass and lowpass filters, then scales the result by its root mean square (RMS) to create a flexible normalized oscillator that responds to a customizable frequency range for different trading styles. █ CONCEPTS Oscillators are indicators widely used by technical traders. These indicators swing above and below a center value, emphasizing cyclic movements within a frequency range. In his article, Ehlers explains that all oscillators share a common characteristic: their calculations involve computing differences . The reliance on differences is what causes these indicators to oscillate about a central point. The difference between two data points in a series acts as a highpass filter — it allows high frequencies (short wavelengths) to pass through while significantly attenuating low frequencies (long wavelengths). Ehlers demonstrates that a simple difference calculation attenuates lower-frequency cycles at a rate of 6 dB per octave. However, the difference also significantly amplifies cycles near the shortest observable wavelength, making the result appear noisier than the original series. To mitigate the effects of noise in a differenced series, oscillators typically smooth the series with a lowpass filter, such as a moving average. Ehlers highlights an underlying issue with smoothing differenced data to create oscillators. He postulates that market data statistically follows a pink spectrum , where the amplitudes of cyclic components in the data are approximately directly proportional to the underlying periods. Specifically, he suggests that cyclic amplitude increases by 6 dB per octave of wavelength. Because some conventional oscillators, such as RSI, use differencing calculations that attenuate cycles by only 6 dB per octave, and market cycles increase in amplitude by 6 dB per octave, such calculations do not have a tangible net effect on larger wavelengths in the analyzed data. The influence of larger wavelengths can be especially problematic when using these oscillators for mean reversion or swing signals. For instance, an expected reversion to the mean might be erroneous because oscillator's mean might significantly deviate from its center over time. To address the issues with conventional oscillator responses, Ehlers created a new indicator dubbed the Cybernetic Oscillator. It uses a simple combination of highpass and lowpass filters to emphasize a specific range of frequencies in the market data, then normalizes the result based on RMS. The process is as follows: Apply a two-pole highpass filter to the data. This filter's critical period defines the longest wavelength in the oscillator's passband. Apply a two-pole SuperSmoother (lowpass filter) to the highpass-filtered data. This filter's critical period defines the shortest wavelength in the passband. Scale the resulting waveform by its RMS. If the filtered waveform follows a normal distribution, the scaled result represents amplitude in standard deviations. The oscillator's two-pole filters attenuate cycles outside the desired frequency range by 12 dB per octave. This rate outweighs the apparent rate of amplitude increase for successively longer market cycles (6 dB per octave). Therefore, the Cybernetic Oscillator provides a more robust isolation of cyclic content than conventional oscillators. Best of all, traders can set the periods of the highpass and lowpass filters separately, enabling fine-tuning of the frequency range for different trading styles. █ USAGE The "Highpass period" input in the "Settings/Inputs" tab specifies the longest wavelength in the oscillator's passband, and the "Lowpass period" input defines the shortest wavelength. The oscillator becomes more responsive to rapid movements with a smaller lowpass period. Conversely, it becomes more sensitive to trends with a larger highpass period. Ehlers recommends setting the smallest period to a value above 8 to avoid aliasing. The highpass period must not be smaller than the lowpass period. Otherwise, it causes a runtime error. The "RMS length" input determines the number of bars in the RMS calculation that the indicator uses to normalize the filtered result. This indicator also features two distinct display styles, which users can toggle with the "Display style" input. With the "Trend" style enabled, the indicator plots the oscillator with one of two colors based on whether its value is above or below zero. With the "Threshold" style enabled, it plots the oscillator as a gray line and highlights overbought and oversold areas based on the user-specified threshold. Below, we show two instances of the script with different settings on an equities chart. The first uses the "Threshold" style with default settings to pass cycles between 20 and 30 bars for mean reversion signals. The second uses a larger highpass period of 250 bars and the "Trend" style to visualize trends based on cycles spanning less than one year:
Pine Script® Indikator
von PineCodersTASC
13
EXODUS EXODUS by (DAFE) Trading Systems EXODUS is a sophisticated trading algorithm built by Dskyz (DAFE) Trading Systems for competitive and competition purposes, designed to identify high-probability trades with robust risk management. this strategy leverages a multi-signal voting system, combining three core components—SPR, VWMO, and VEI—alongside ADX, choppiness filters, and ATR-based volatility gates to ensure trades are taken only in favorable market conditions. the algo uses a take-profit to stop-loss ratio, dynamic position sizing, and a strict voting mechanism requiring all signals to align before entering a trade. EXODUS was not overfitted for any specific symbol. instead, it uses a generic tuned setting, making it versatile across various markets. while it can trade futures, it’s not currently set up for it but has the potential to do more with further development. visuals are intentionally minimal due to its competition focus, prioritizing performance over aesthetics. a more visually stunning version may be released in the future with enhanced graphics. The Unique Core Components Developed for EXODUS SPR (Session Price Recalibration) SPR measures momentum during regular trading hours (RTH, 0930-1600, America/New_York) to catch session-specific trends. spr_lookback = input.int(15, "SPR Lookback") this sets how many bars back SPR looks to calculate momentum (default 15 bars). it compares the current session’s price-volume score to the score 15 bars ago to gauge momentum strength. how it works: a longer lookback smooths out the signal, focusing on bigger trends. a shorter one makes SPR more sensitive to recent moves. how to adjust: on a 1-hour chart, 15 bars is 15 hours (about 2 trading days). if you’re on a shorter timeframe like 5 minutes, 15 bars is just 75 minutes, so you might want to increase it to 50 or 100 to capture more meaningful trends. if you’re trading a choppy stock, a shorter lookback (like 5) can help catch quick moves, but it might give more false signals. spr_threshold = input.float (0.7, "SPR Threshold") this is the cutoff for SPR to vote for a trade (default 0.7). if SPR’s normalized value is above 0.7, it votes for a long; below -0.7, it votes for a short. how it works: SPR normalizes its momentum score by ATR, so this threshold ensures only strong moves count. a higher threshold means fewer trades but higher conviction. how to adjust: if you’re getting too few trades, lower it to 0.5 to let more signals through. if you’re seeing too many false entries, raise it to 1.0 for stricter filtering. test on your chart to find a balance. spr_atr_length = input.int(21, "SPR ATR Length") this sets the ATR period (default 21 bars) used to normalize SPR’s momentum score. ATR measures volatility, so this makes SPR’s signal relative to market conditions. how it works: a longer ATR period (like 21) smooths out volatility, making SPR less jumpy. a shorter one makes it more reactive. how to adjust: if you’re trading a volatile stock like TSLA, a longer period (30 or 50) can help avoid noise. for a calmer stock, try 10 to make SPR more responsive. match this to your timeframe—shorter timeframes might need a shorter ATR. rth_session = input.session("0930-1600","SPR: RTH Sess.") rth_timezone = "America/New_York" this defines the session SPR uses (0930-1600, New York time). SPR only calculates momentum during these hours to focus on RTH activity. how it works: it ignores pre-market or after-hours noise, ensuring SPR captures the main market action. how to adjust: if you trade a different session (like London hours, 0300-1200 EST), change the session to match. you can also adjust the timezone if you’re in a different region, like "Europe/London". just make sure your chart’s timezone aligns with this setting. VWMO (Volume-Weighted Momentum Oscillator) VWMO measures momentum weighted by volume to spot sustained, high-conviction moves. vwmo_momlen = input.int(21, "VWMO Momentum Length") this sets how many bars back VWMO looks to calculate price momentum (default 21 bars). it takes the price change (close minus close 21 bars ago). how it works: a longer period captures bigger trends, while a shorter one reacts to recent swings. how to adjust: on a daily chart, 21 bars is about a month—good for trend trading. on a 5-minute chart, it’s just 105 minutes, so you might bump it to 50 or 100 for more meaningful moves. if you want faster signals, drop it to 10, but expect more noise. vwmo_volback = input.int(30, "VWMO Volume Lookback") this sets the period for calculating average volume (default 30 bars). VWMO weights momentum by volume divided by this average. how it works: it compares current volume to the average to see if a move has strong participation. a longer lookback smooths the average, while a shorter one makes it more sensitive. how to adjust: for stocks with spiky volume (like NVDA on earnings), a longer lookback (50 or 100) avoids overreacting to one-off spikes. for steady volume stocks, try 20. match this to your timeframe—shorter timeframes might need a shorter lookback. vwmo_smooth = input.int(9, "VWMO Smoothing") this sets the SMA period to smooth VWMO’s raw momentum (default 9 bars). how it works: smoothing reduces noise in the signal, making VWMO more reliable for voting. a longer smoothing period cuts more noise but adds lag. how to adjust: if VWMO is too jumpy (lots of false votes), increase to 15. if it’s too slow and missing trades, drop to 5. test on your chart to see what keeps the signal clean but responsive. vwmo_threshold = input.float(10, "VWMO Threshold") this is the cutoff for VWMO to vote for a trade (default 10). above 10, it votes for a long; below -10, a short. how it works: it ensures only strong momentum signals count. a higher threshold means fewer but stronger trades. how to adjust: if you want more trades, lower it to 5. if you’re getting too many weak signals, raise it to 15. this depends on your market—volatile stocks might need a higher threshold to filter noise. VEI (Velocity Efficiency Index) VEI measures market efficiency and velocity to filter out choppy moves and focus on strong trends. vei_eflen = input.int(14, "VEI Efficiency Smoothing") this sets the EMA period for smoothing VEI’s efficiency calc (bar range / volume, default 14 bars). how it works: efficiency is how much price moves per unit of volume. smoothing it with an EMA reduces noise, focusing on consistent efficiency. a longer period smooths more but adds lag. how to adjust: for choppy markets, increase to 20 to filter out noise. for faster markets, drop to 10 for quicker signals. this should match your timeframe—shorter timeframes might need a shorter period. vei_momlen = input.int(8, "VEI Momentum Length") this sets how many bars back VEI looks to calculate momentum in efficiency (default 8 bars). how it works: it measures the change in smoothed efficiency over 8 bars, then adjusts for inertia (volume-to-range). a longer period captures bigger shifts, while a shorter one reacts faster. how to adjust: if VEI is missing quick reversals, drop to 5. if it’s too noisy, raise to 12. test on your chart to see what catches the right moves without too many false signals. vei_threshold = input.float(4.5, "VEI Threshold") this is the cutoff for VEI to vote for a trade (default 4.5). above 4.5, it votes for a long; below -4.5, a short. how it works: it ensures only strong, efficient moves count. a higher threshold means fewer trades but higher quality. how to adjust: if you’re not getting enough trades, lower to 3. if you’re seeing too many false entries, raise to 6. this depends on your market—fast stocks like NQ1 might need a lower threshold. Features Multi-Signal Voting: requires all three signals (SPR, VWMO, VEI) to align for a trade, ensuring high-probability setups. Risk Management: uses ATR-based stops (2.1x) and take-profits (4.1x), with dynamic position sizing based on a risk percentage (default 0.4%). Market Filters: ADX (default 27) ensures trending conditions, choppiness index (default 54.5) avoids sideways markets, and ATR expansion (default 1.12) confirms volatility. Dashboard: provides real-time stats like SPR, VWMO, VEI values, net P/L, win rate, and streak, with a clean, functional design. Visuals EXODUS prioritizes performance over visuals, as it was built for competitive and competition purposes. entry/exit signals are marked with simple labels and shapes, and a basic heatmap highlights market regimes. a more visually stunning update may be released later, with enhanced graphics and overlays. Usage EXODUS is designed for stocks and ETFs but can be adapted for futures with adjustments. it performs best in trending markets with sufficient volatility, as confirmed by its generic tuning across symbols like TSLA, AMD, NVDA, and NQ1. adjust inputs like SPR threshold, VWMO smoothing, or VEI momentum length to suit specific assets or timeframes. Setting I used: (Again, these are a generic setting, each security needs to be fine tuned) SPR LB = 19 SPR TH = 0.5 SPR ATR L= 21 SPR RTH Sess: 9:30 – 16:00 VWMO L = 21 VWMO LB = 18 VWMO S = 6 VWMO T = 8 VEI ES = 14 VEI ML = 21 VEI T = 4 R % = 0.4 ATR L = 21 ATR M (S) =1.1 TP Multi = 2.1 ATR min mult = 0.8 ATR Expansion = 1.02 ADX L = 21 Min ADX = 25 Choppiness Index = 14 Chop. Max T = 55.5 Backtesting: TSLA Frame: Jan 02, 2018, 08:00 — May 01, 2025, 09:00 Slippage: 3 Commission .01 Disclaimer this strategy is for educational purposes. past performance is not indicative of future results. trading involves significant risk, and you should only trade with capital you can afford to lose. always backtest and validate any strategy before using it in live markets. (This publishing will most likely be taken down do to some miscellaneous rule about properly displaying charting symbols, or whatever. Once I've identified what part of the publishing they want to pick on, I'll adjust and repost.) About the Author Dskyz (DAFE) Trading Systems is dedicated to building high-performance trading algorithms. EXODUS is a product of rigorous research and development, aimed at delivering consistent, and data-driven trading solutions. Use it with discipline. Use it with clarity. Trade smarter. **I will continue to release incredible strategies and indicators until I turn this into a brand or until someone offers me a contract. 2025 Created by Dskyz, powered by DAFE Trading Systems. Trade smart, trade bold.
Pine Script® Strategie
von DskyzInvestments
2
BTC Daily DCA CalculatorThe BTC Daily DCA Calculator is an indicator that calculates how much Bitcoin (BTC) you would own today by investing a fixed dollar amount daily (Dollar-Cost Averaging) over a user-defined period. Simply input your start date, end date, and daily investment amount, and the indicator will display a table on the last candle showing your total BTC, total invested, portfolio value, and unrealized yield (in USD and percentage). Features Customizable Inputs: Set the start date, end date, and daily dollar amount to simulate your DCA strategy. Results Table: Displays on the last candle (top-right of the chart) with: Total BTC: The accumulated Bitcoin from daily purchases. Total Invested ($): The total dollars invested. Portfolio Value ($): The current value of your BTC holdings. Unrealized Yield ($): Your profit/loss in USD. Unrealized Yield (%): Your profit/loss as a percentage. Visual Markers: Green triangles below the chart mark each daily investment. Overlay on Chart: The table and markers appear directly on the BTCUSD price chart for easy reference. Daily Timeframe: Designed for Daily (1D) charts to ensure accurate calculations. How to Use Add the Indicator: Apply the indicator to a BTCUSD chart (e.g., Coinbase:BTCUSD, Binance:BTCUSDT). Set Daily Timeframe: Ensure your chart is on the Daily (1D) timeframe, or the script will display an error. Configure Inputs: Open the indicator’s Settings > Inputs tab and set: Start Date: When to begin the DCA strategy (e.g., 2024-01-01). End Date: When to end the strategy (e.g., 2025-04-27 or earlier). Daily Investment ($): The fixed dollar amount to invest daily (e.g., $100). View Results: Scroll to the last candle in your date range to see the results table in the top-right corner of the chart. Green triangles below the bars indicate investment days. Settings Start Date: Choose the start date for your DCA strategy (default: 2024-01-01). End Date: Choose the end date (default: 2025-04-27). Must be after the start date and within available chart data. Daily Investment ($): Set the daily investment amount (default: $100). Minimum is $0.01. Notes Timeframe: The indicator requires a Daily (1D) chart. Other timeframes will trigger an error. Data: Ensure your BTCUSD chart has historical data for the selected date range. Use reliable pairs like Coinbase:BTCUSD or Binance:BTCUSDT. Limitations: Does not account for trading fees or slippage. Future dates (beyond the current date) will not display results. Performance: Works best with historical data. Free TradingView accounts may have limited historical data; consider premium for longer ranges.
Pine Script® Indikator
von bitcoin_briefs
TASC 2025.05 Trading The Channel█ OVERVIEW This script implements channel-based trading strategies based on the concepts explained by Perry J. Kaufman in the article "A Test Of Three Approaches: Trading The Channel" from the May 2025 edition of TASC's Traders' Tips . The script explores three distinct trading methods for equities and futures using information from a linear regression channel. Each rule set corresponds to different market behaviors, offering flexibility for trend-following, breakout, and mean-reversion trading styles. █ CONCEPTS Linear regression Linear regression is a model that estimates the relationship between a dependent variable and one or more independent variables by fitting a straight line to the observed data. In the context of financial time series, traders often use linear regression to estimate trends in price movements over time. The slope of the linear regression line indicates the strength and direction of the price trend. For example, a larger positive slope indicates a stronger upward trend, and a larger negative slope indicates the opposite. Traders can look for shifts in the direction of a linear regression slope to identify potential trend trading signals, and they can analyze the magnitude of the slope to support trading decisions. One caveat to linear regression is that most financial time series data does not follow a straight line, meaning a regression line cannot perfectly describe the relationships between values. Prices typically fluctuate around a regression line to some degree. As such, analysts often project ranges above and below regression lines, creating channels to model the expected extent of the data's variability. This strategy constructs a channel based on the method used in Kaufman's article. It measures the maximum distances from points on the linear regression line to historical price values, then adds those distances and the current slope to the regression points. Depending on the trading style, traders might look for prices to move outside an established channel for breakout signals, or they might look for price action to reach extremes within the channel for potential mean reversion opportunities. █ STRATEGY CALCULATIONS Primary trade rules This strategy implements three distinct sets of rules for trend, breakout, and mean-reversion trades based on the methods Kaufman describes in his article: Trade the trend (Rule 1) : Open new positions when the sign of the slope changes, indicating a potential trend reversal. Close short trades and enter a long trade when the slope changes from negative to positive, and do the opposite when the slope changes from positive to negative. Trade channel breakouts (Rule 2) : Open new positions when prices cross outside the linear regression channel for the current sample. Close short trades and enter a long trade when the price moves above the channel, and do the opposite when the price moves below the channel. Trade within the channel (Rule 3) : Open new positions based on price values within the channel's range. Close short trades and enter a long trade when the price is near the channel's low, within a specified percentage of the channel's range, and do the opposite when the price is near the channel's high. With this rule, users can also filter the trades based on the channel's slope. When the filter is active, long positions are allowed only when the slope is positive, and short positions are allowed only when it is negative. Position sizing Kaufman's strategy uses specific trade sizes for equities and futures markets: For an equities symbol, the number of shares traded is $10,000 divided by the current price. For a futures symbol, the number of contracts traded is based on a volatility-adjusted formula that divides $25,000 by the product of the 20-bar average true range and the instrument's point value. By default, this script automatically uses these sizes for its trade simulation on equities and futures symbols and does not simulate trading on other symbols. However, users can control position sizes from the "Settings/Properties" tab and enable trade simulation on other symbol types by selecting the "Manual" option in the script's "Position sizing" input. Stop-loss This strategy includes the option to place an accompanying stop-loss order for each trade, which users can enable from the "SL %" input in the "Settings/Inputs" tab. When enabled, the strategy places a stop-loss order at a specified percentage distance from the closing price where the entry order occurs, allowing users to compare how the strategy performs with added loss protection. █ USAGE This strategy adapts its display logic for the three trading approaches based on the rule selected in the "Trade rule" input: For all rules, the script plots the linear regression slope in a separate pane. The plot is color-coded to indicate whether the current slope is positive or negative. When the selected rule is "Trade the trend", the script plots triangles in the separate pane to indicate when the slope's direction changes from positive to negative or vice versa. Additionally, it plots a color-coded SMA on the main chart pane, allowing visual comparison of the slope to directional changes in a moving average. When the rule is "Trade channel breakouts" or "Trade within the channel", the script draws the current period's linear regression channel on the main chart pane, and it plots bands representing the history of the channel values from the specified start time onward. When the rule is "Trade within the channel", the script plots overbought and oversold zones between the bands based on a user-specified percentage of the channel range to indicate the value ranges where new trades are allowed. Users can customize the strategy's calculations with the following additional inputs in the "Settings/Inputs" tab: Start date : Sets the date and time when the strategy begins simulating trades. The script marks the specified point on the chart with a gray vertical line. The plots for rules 2 and 3 display the bands and trading zones from this point onward. Period : Specifies the number of bars in the linear regression channel calculation. The default is 40. Linreg source : Specifies the source series from which to calculate the linear regression values. The default is "close". Range source : Specifies whether the script uses the distances from the linear regression line to closing prices or high and low prices to determine the channel's upper and lower ranges for rules 2 and 3. The default is "close". Zone % : The percentage of the channel's overall range to use for trading zones with rule 3. The default is 20, meaning the width of the upper and lower zones is 20% of the range. SL% : If the checkbox is selected, the strategy adds a stop-loss to each trade at the specified percentage distance away from the closing price where the entry order occurs. The checkbox is deselected by default, and the default percentage value is 5. Position sizing : Determines whether the strategy uses Kaufman's predefined trade sizes ("Auto") or allows user-defined sizes from the "Settings/Properties" tab ("Manual"). The default is "Auto". Long trades only : If selected, the strategy does not allow short positions. It is deselected by default. Trend filter : If selected, the strategy filters positions for rule 3 based on the linear regression slope, allowing long positions only when the slope is positive and short positions only when the slope is negative. It is deselected by default. NOTE: Because of this strategy's trading rules, the simulated results for a specific symbol or channel configuration might have significantly fewer than 100 trades. For meaningful results, we recommend adjusting the start date and other parameters to achieve a reasonable number of closed trades for analysis. Additionally, this strategy does not specify commission and slippage amounts by default, because these values can vary across market types. Therefore, we recommend setting realistic values for these properties in the "Cost simulation" section of the "Settings/Properties" tab.
Pine Script® Strategie
von PineCodersTASC
1
Psych Level ScreenerThis Script is intended for Pine Screener and is not designed as a indicator!!! Pine Screener is something TradingView has recently added and is still only a Beta version. Pine Screener itself is currently only available to members that are Premium and above. What it does: This screener will actively look for tickers that are close to Pysch level in your watchlist. Psych level here refers to price levels that are round numbers such as 50,100,1000. Users can specify the offset from a psych level (in %) and scanner will scan for tickers that are within the offset. For example if offset is set at 5% then it will scan for tickers that are within +/-5% of a ticker. (for $100 psych level it will scan for ticker in $95-105 range) Once scan is completed you will be able to see: - Current price of ticker - Closest psych level for that ticker - % and $ move required for it to hit that psych level - Ticker's day range and Average range (with % of average range completed for the day) - Ticker volume and average volume Setting up: www.tradingview.com Above link will help you guide how to setup Pine screener. Use steps below to guide you the setup for this specific screener: 1. Open Pine Screener (open new tab, select screener the "Pine") 2. At the top, click on "Choose Indicator" and select "Psych Level Screener" 3. At the top again, click "Indicator Psych Level Screener" and select settings. 4. Change setting to your needs. Hit Apply when done. a)"% offset from Psych Level" will scan for any stocks in your watchlist which are +/- from the offset you chose for any given psych level. Default is 5. (e.g. If offset is 5%, it will scan for stocks that are between $95-$105 vs $100 psych level, $190-$210 for $200 psych level and so on) b) ATR length is number of previous trading days you want to include in your calculation. Moving Average Type is calculation method. c) Rvol length is number of previous trading days you want to include in your calculation. 5. On top left, click "Price within specified offset of Psych. Level" and select true. Then select "Scan" which is located at the top next to "Indicator Psych Level Screener". This will filter out all the stock that meets the condition. 6. At the end of the column on the right there is a "+" symbol. From there you can add/remove columns. 30min/1hr/4hr/1D Trend are disabled by default so if this is needed please enable them. 7. You can change the order of ticker by ascending and descending order of each column label if needed. Just click on the arrow that comes up when you move the cursor to any of the column items. 8. You can specify advanced filter settings based on the variables in the column. (e.g., set price range of stock to filter out further) To do so, click on the column variable name in interest, located above the screener table (or right below "scan") and select "manual setup". How to read the column: Current Price: Shows current price of the ticker when scan was done. Currently Pine Screener does NOT support pre/post-hours data so no PM and AH price. Psych Level: Psych level the current price is near to. % to Psych Level: Price movement in % necessary to get to the Psych level. $ to Psych Level: Price movement in $ necessary to get to the Psych level. DTR: Daily True Range of the stock. i.e. High - Low of the ticker on the day. ATR: Average True Range of stock in the last x days, where x is a value selected in the setting. (See step 3 in Previous section) DTR vs ATR: Amount of DTR a ticker has done in % with respect to ATR. (e.g., 90% means DTR is 90% of ATR) Vol.: Volume of a ticker for the day. Currently Pine Screener does NOT support pre/post-hours data so no PM and AH volume. Avg. Vol: Average volume of a ticker in the last x days, where x is a value selected in the setting. (See step 3 in Previous section) Rvol: Relative volume in percentage, measured by the ratio of day's volume and average volume. 30min/1hr/4hr/1D Trend: Trend status to see if the chart is Bullish or Bearish on each of the time frame. Bullishness or Bearishness is defined by the price being over or under the 34/50 cloud on each of the time frame. Output of 1 is Bullish, -1 is Bearish. 0 means price is sitting inside the 34/50 cloud. Currently Pine Screener does NOT support pre/post-hours data so 34/50 cloud is based on regular trading hours data ONLY. Some things user should be aware of: - Pine Screener itself is currently only available to TradingView members with Premium Subscription and above. (I can't to anything about this as this is NOT set by me, I have no control) For more info: www.tradingview.com - The Pine Screener itself is a Beta version and this screener can stop working anytime depending on changes made by TradingView themselves. (Again I cannot control this) - Pine Screener can only run on Watchlists for now. (as of 03/31/2025) You will have to prepare your own watchlists. In a Watchlist no more than 1000 tickers may be added. (This is TradingView rules) - Psych level included are currently 50 to 1500 in steps of 50. If you need a specific number please let me know. Will add accordingly. - Unfortunately this screener does not update automatically, so please hit "scan" to get latest screener result. - I cannot add 10min trend to the column as Pine Screener does NOT support 10min timeframe as of now. (03/31/2025) - This code is only meant for Pine Screener. I do NOT recommend using this as an indicator. - Currently Pine Screener does NOT support pre/post-hours data. So data such as Price, Volume and EMA values are based on market hours data ONLY! (If I'm wrong about this please correct me / let me know and will make look into and make changes to the code) Other useful links about Pine Screener: Quick overview of the Screener’s functionality: www.tradingview.com what do you need to know before you start working? : www.tradingview.com These links will go over the setting up with GIFs so is easier to understand. ----------------------------------------------------------------------------------------------------------------- If there are other column variables that you think is worth adding please let me know! Will try add it to the screener! If you have any questions let me know as well, will reply soon as I can! Have a good trading day and hope it helps!
Pine Script® Indikator
von Mereep01
US Presidents (Alternating Fills by Order)📜 Indicator Description: US Presidents Background Fill This indicator highlights the terms of U.S. Presidents on your chart with alternating red and blue background fills based on their political party: • 🟥 Republicans = Red • 🟦 Democrats = Blue • 🎨 Dark/Light shading alternates with each new president to clearly distinguish consecutive terms, even within the same party. The fill starts from President Ulysses S. Grant (18th President, 1873) through to the 47th president in 2025. It is designed to work with any asset and automatically adapts to the visible date range on your chart. Ideal for visualizing macro trends, historical context, and how markets may have reacted under different political administrations.
Pine Script® Indikator
von WordsBySimon
TASC 2025.04 The Ultimate Oscillator█ OVERVIEW This script implements an alternative, refined version of the Ultimate Oscillator (UO) designed to reduce lag and enhance responsiveness in momentum indicators, as introduced by John F. Ehlers in his article "Less Lag In Momentum Indicators, The Ultimate Oscillator" from the April 2025 edition of TASC's Traders' Tips . █ CONCEPTS In his article, Ehlers states that indicators are essentially filters that remove unwanted noise (i.e., unnecessary information) from market data. Simply put, they process a series of data to place focus on specific information, providing a different perspective on price dynamics. Various filter types attenuate different periodic signals within the data. For instance, a lowpass filter allows only low-frequency signals, a highpass filter allows only high-frequency signals, and a bandpass filter allows signals within a specific frequency range . Ehlers explains that the key to removing indicator lag is to combine filters of different types in such a way that the result preserves necessary, useful signals while minimizing delay (lag). His proposed UltimateOscillator aims to maintain responsiveness to a specific frequency range by measuring the difference between two highpass filters' outputs. The oscillator uses the following formula: UO = (HP1 - HP2) / RMS Where: HP1 is the first highpass filter. HP2 is another highpass filter that allows only shorter wavelengths than the critical period of HP1. RMS is the root mean square of the highpass filter difference, used as a scaling factor to standardize the output. The resulting oscillator is similar to a bandpass filter , because it emphasizes wavelengths between the critical periods of the two highpass filters. Ehlers' UO responds quickly to value changes in a series, providing a responsive view of momentum with little to no lag. █ USAGE Ehlers' UltimateOscillator sets the critical periods of its highpass filters using two parameters: BandEdge and Bandwidth : The BandEdge sets the critical period of the second highpass filter, which determines the shortest wavelengths in the response. The Bandwidth is a multiple of the BandEdge used for the critical period of the first highpass filter, which determines the longest wavelengths in the response. Ehlers suggests that a Bandwidth value of 2 works well for most applications. However, traders can use any value above or equal to 1.4. Users can customize these parameters with the "Bandwidth" and "BandEdge" inputs in the "Settings/Inputs" tab. The script plots the UO calculated for the specified "Source" series in a separate pane, with a color based on the chart's foreground color. Positive UO values indicate upward momentum or trends, and negative UO values indicate the opposite. Additionally, this indicator provides the option to display a "cloud" from 10 additional UO series with different settings for an aggregate view of momentum. The "Cloud" input offers four display choices: "Bandwidth", "BandEdge", "Bandwidth + BandEdge", or "None". The "Bandwidth" option calculates oscillators with different Bandwidth values based on the main oscillator's setting. Likewise, the "BandEdge" option calculates oscillators with varying BandEdge values. The "Bandwidth + BandEdge" option calculates the extra oscillators with different values for both parameters. When a user selects any of these options, the script plots the maximum and minimum oscillator values and fills their space with a color gradient. The fill color corresponds to the net sum of each UO's sign , indicating whether most of the UOs reflect positive or negative momentum. Green hues mean most oscillators are above zero, signifying stronger upward momentum. Red hues mean most are below zero, indicating stronger downward momentum.
Pine Script® Indikator
von PineCodersTASC
5
Mogwai Method with RSI and EMA - BTCUSD 15mThis is a custom TradingView indicator designed for trading Bitcoin (BTCUSD) on a 15-minute timeframe. It’s based on the Mogwai Method—a mean-reversion strategy—enhanced with the Relative Strength Index (RSI) for momentum confirmation. The indicator generates buy and sell signals, visualized as green and red triangle arrows on the chart, to help identify potential entry and exit points in the volatile cryptocurrency market. Components Bollinger Bands (BB): Purpose: Identifies overextended price movements, signaling potential reversions to the mean. Parameters: Length: 20 periods (standard for mean-reversion). Multiplier: 2.2 (slightly wider than the default 2.0 to suit BTCUSD’s volatility). Role: Buy signal when price drops below the lower band (oversold). Sell signal when price rises above the upper band (overbought). Relative Strength Index (RSI): Purpose: Confirms momentum to filter out false signals from Bollinger Bands. Parameters: Length: 14 periods (classic setting, effective for crypto). Overbought Level: 70 (price may be overextended upward). Oversold Level: 30 (price may be overextended downward). Role: Buy signal requires RSI < 30 (oversold). Sell signal requires RSI > 70 (overbought). Exponential Moving Averages (EMAs) (Plotted but not currently in signal logic): Purpose: Provides trend context (included in the script for visualization, optional for signal filtering). Parameters: Fast EMA: 9 periods (short-term trend). Slow EMA: 50 periods (longer-term trend). Role: Can be re-added to filter signals (e.g., buy only when Fast EMA > Slow EMA). Signals (Triangles): Buy Signal: Green upward triangle below the bar when price is below the lower Bollinger Band and RSI is below 30. Sell Signal: Red downward triangle above the bar when price is above the upper Bollinger Band and RSI is above 70. How It Works The indicator combines Bollinger Bands and RSI to spot mean-reversion opportunities: Buy Condition: Price breaks below the lower Bollinger Band (indicating oversold conditions), and RSI confirms this with a reading below 30. Sell Condition: Price breaks above the upper Bollinger Band (indicating overbought conditions), and RSI confirms this with a reading above 70. The strategy assumes that extreme price movements in BTCUSD will often revert to the mean, especially in choppy or ranging markets. Visual Elements Green Upward Triangles: Appear below the candlestick to indicate a buy signal. Red Downward Triangles: Appear above the candlestick to indicate a sell signal. Bollinger Bands: Gray lines (upper, middle, lower) plotted for reference. EMAs: Blue (Fast) and Orange (Slow) lines for trend visualization. How to Use the Indicator Setup Open TradingView: Log into TradingView and select a BTCUSD chart from a supported exchange (e.g., Binance, Coinbase, Bitfinex). Set Timeframe: Switch the chart to a 15-minute timeframe (15m). Add the Indicator: Open the Pine Editor (bottom panel in TradingView). Copy and paste the script provided. Click “Add to Chart” to apply it. Verify Display: You should see Bollinger Bands (gray), Fast EMA (blue), Slow EMA (orange), and buy/sell triangles when conditions are met. Trading Guidelines Buy Signal (Green Triangle Below Bar): What It Means: Price is oversold, potentially ready to bounce back toward the Bollinger Band middle line. Action: Enter a long position (buy BTCUSD). Set a take-profit near the middle Bollinger Band (bb_middle) or a resistance level. Place a stop-loss 1-2% below the entry (or based on ATR, e.g., ta.atr(14) * 2). Best Context: Works well in ranging markets; avoid during strong downtrends. Sell Signal (Red Triangle Above Bar): What It Means: Price is overbought, potentially ready to drop back toward the middle line. Action: Enter a short position (sell BTCUSD) or exit a long position. Set a take-profit near the middle Bollinger Band or a support level. Place a stop-loss 1-2% above the entry. Best Context: Effective in ranging markets; avoid during strong uptrends. Trend Filter (Optional): To reduce false signals in trending markets, you can modify the script: Add and ema_fast > ema_slow to the buy condition (only buy in uptrends). Add and ema_fast < ema_slow to the sell condition (only sell in downtrends). Check the Fast EMA (blue) vs. Slow EMA (orange) alignment visually. Tips for BTCUSD on 15-Minute Charts Volatility: BTCUSD can be erratic. If signals are too frequent, increase bb_mult (e.g., to 2.5) or adjust RSI levels (e.g., 75/25). Confirmation: Use volume spikes or candlestick patterns (e.g., doji, engulfing) to confirm signals. Time of Day: Mean-reversion works best during low-volume periods (e.g., Asian session in crypto). Backtesting: Use TradingView’s Strategy Tester (convert to a strategy by adding entry/exit logic) to evaluate performance with historical BTCUSD data up to March 13, 2025. Risk Management Position Size: Risk no more than 1-2% of your account per trade. Stop Losses: Always use stops to protect against BTCUSD’s sudden moves. Avoid Overtrading: Wait for clear signals; don’t force trades in choppy or unclear conditions. Example Scenario Chart: BTCUSD, 15-minute timeframe. Buy Signal: Price drops to $58,000, below the lower Bollinger Band, RSI at 28. A green triangle appears. Action: Buy at $58,000, target $59,000 (middle BB), stop at $57,500. Sell Signal: Price rises to $60,500, above the upper Bollinger Band, RSI at 72. A red triangle appears. Action: Sell at $60,500, target $59,500 (middle BB), stop at $61,000. This indicator is tailored for mean-reversion trading on BTCUSD. Let me know if you’d like to tweak it further (e.g., add filters, alerts, or alternative indicators)!
Pine Script® Indikator
von Crypto_wheels
1
Full Moon and New Moon IndicatorThe Full Moon & New Moon Indicator is a custom Pine Script indicator which marks Full Moon (Pournami) and New Moon (Amavasya) events on the price chart. This indicator helps traders who incorporate lunar cycles into their market analysis, as certain traders believe these cycles influence market sentiment and price action. The current script is added for the year 2024 and 2025 and the dates are considered as per the Telugu calendar. Features ✅ Identifies and labels Full Moon & New Moon days on the chart for the year 2024 and 2025 How it Works! On a Full Moon day, it places a yellow label ("Pournami") above the corresponding candle. On a New Moon day, it places a blue label ("Amavasya") above the corresponding candle. Example Usage When a Full Moon label appears, check for potential trend reversals or high volatility. When a New Moon label appears, watch for market consolidation or a shift in sentiment. Combine with candlestick patterns, support/resistance, or momentum indicators for a stronger trading setup. 🚀 Add this indicator to your TradingView chart and explore the market’s reaction to lunar cycles! 🌕
Pine Script® Indikator
von Karthikeyan_G
TASC 2025.03 A New Solution, Removing Moving Average Lag█ OVERVIEW This script implements a novel technique for removing lag from a moving average, as introduced by John Ehlers in the "A New Solution, Removing Moving Average Lag" article featured in the March 2025 edition of TASC's Traders' Tips . █ CONCEPTS In his article, Ehlers explains that the average price in a time series represents a statistical estimate for a block of price values, where the estimate is positioned at the block's center on the time axis. In the case of a simple moving average (SMA), the calculation moves the analyzed block along the time axis and computes an average after each new sample. Because the average's position is at the center of each block, the SMA inherently lags behind price changes by half the data length. As a solution to removing moving average lag, Ehlers proposes a new projected moving average (PMA) . The PMA smooths price data while maintaining responsiveness by calculating a projection of the average using the data's linear regression slope. The slope of linear regression on a block of financial time series data can be expressed as the covariance between prices and sample points divided by the variance of the sample points. Ehlers derives the PMA by adding this slope across half the data length to the SMA, creating a first-order prediction that substantially reduces lag: PMA = SMA + Slope * Length / 2 In addition, the article includes methods for calculating predictions of the PMA and the slope based on second-order and fourth-order differences. The formulas for these predictions are as follows: PredictPMA = PMA + 0.5 * (Slope - Slope ) * Length PredictSlope = 1.5 * Slope - 0.5 * Slope Ehlers suggests that crossings between the predictions and the original values can help traders identify timely buy and sell signals. █ USAGE This indicator displays the SMA, PMA, and PMA prediction for a specified series in the main chart pane, and it shows the linear regression slope and prediction in a separate pane. Analyzing the difference between the PMA and SMA can help to identify trends. The differences between PMA or slope and its corresponding prediction can indicate turning points and potential trade opportunities. The SMA plot uses the chart's foreground color, and the PMA and slope plots are blue by default. The plots of the predictions have a green or red hue to signify direction. Additionally, the indicator fills the space between the SMA and PMA with a green or red color gradient based on their differences: Users can customize the source series, data length, and plot colors via the inputs in the "Settings/Inputs" tab. █ NOTES FOR Pine Script® CODERS The article's code implementation uses a loop to calculate all necessary sums for the slope and SMA calculations. Ported into Pine, the implementation is as follows: pma(float src, int length) => float PMA = 0., float SMA = 0., float Slope = 0. float Sx = 0.0 , float Sy = 0.0 float Sxx = 0.0 , float Syy = 0.0 , float Sxy = 0.0 for count = 1 to length float src1 = src Sx += count Sy += src Sxx += count * count Syy += src1 * src1 Sxy += count * src1 Slope := -(length * Sxy - Sx * Sy) / (length * Sxx - Sx * Sx) SMA := Sy / length PMA := SMA + Slope * length / 2 However, loops in Pine can be computationally expensive, and the above loop's runtime scales directly with the specified length. Fortunately, Pine's built-in functions often eliminate the need for loops. This indicator implements the following function, which simplifies the process by using the ta.linreg() and ta.sma() functions to calculate equivalent slope and SMA values efficiently: pma(float src, int length) => float Slope = ta.linreg(src, length, 0) - ta.linreg(src, length, 1) float SMA = ta.sma(src, length) float PMA = SMA + Slope * length * 0.5 To learn more about loop elimination in Pine, refer to this section of the User Manual's Profiling and optimization page.
Pine Script® Indikator
von PineCodersTASC
3
TASC 2025.02 Autocorrelation Indicator█ OVERVIEW This script implements the Autocorrelation Indicator introduced by John Ehlers in the "Drunkard's Walk: Theory And Measurement By Autocorrelation" article from the February 2025 edition of TASC's Traders' Tips . The indicator calculates the autocorrelation of a price series across several lags to construct a periodogram , which traders can use to identify market cycles, trends, and potential reversal patterns. █ CONCEPTS Drunkard's walk A drunkard's walk , formally known as a random walk , is a type of stochastic process that models the evolution of a system or variable through successive random steps. In his article, John Ehlers relates this model to market data. He discusses two first- and second-order partial differential equations, modified for discrete (non-continuous) data, that can represent solutions to the discrete random walk problem: the diffusion equation and the wave equation. According to Ehlers, market data takes on a mixture of two "modes" described by these equations. He theorizes that when "diffusion mode" is dominant, trading success is almost a matter of luck, and when "wave mode" is dominant, indicators may have improved performance. Pink spectrum John Ehlers explains that many recent academic studies affirm that market data has a pink spectrum , meaning the power spectral density of the data is proportional to the wavelengths it contains, like pink noise . A random walk with a pink spectrum suggests that the states of the random variable are correlated and not independent. In other words, the random variable exhibits long-range dependence with respect to previous states. Autocorrelation function (ACF) Autocorrelation measures the correlation of a time series with a delayed copy, or lag , of itself. The autocorrelation function (ACF) is a method that evaluates autocorrelation across a range of lags , which can help to identify patterns, trends, and cycles in stochastic market data. Analysts often use ACF to detect and characterize long-range dependence in a time series. The Autocorrelation Indicator evaluates the ACF of market prices over a fixed range of lags, expressing the results as a color-coded heatmap representing a dynamic periodogram. Ehlers suggests the information from the periodogram can help traders identify different market behaviors, including: Cycles : Distinguishable as repeated patterns in the periodogram. Reversals : Indicated by sharp vertical changes in the periodogram when the indicator uses a short data length . Trends : Indicated by increasing correlation across lags, starting with the shortest, over time. █ USAGE This script calculates the Autocorrelation Indicator on an input "Source" series, smoothed by Ehlers' UltimateSmoother filter, and plots several color-coded lines to represent the periodogram's information. Each line corresponds to an analyzed lag, with the shortest lag's line at the bottom of the pane. Green hues in the line indicate a positive correlation for the lag, red hues indicate a negative correlation (anticorrelation), and orange or yellow hues mean the correlation is near zero. Because Pine has a limit on the number of plots for a single indicator, this script divides the periodogram display into three distinct ranges that cover different lags. To see the full periodogram, add three instances of this script to the chart and set the "Lag range" input for each to a different value, as demonstrated in the chart above. With a modest autocorrelation length, such as 20 on a "1D" chart, traders can identify seasonal patterns in the price series, which can help to pinpoint cycles and moderate trends. For instance, on the daily ES1! chart above, the indicator shows repetitive, similar patterns through fall 2023 and winter 2023-2024. The green "triangular" shape rising from the zero lag baseline over different time ranges corresponds to seasonal trends in the data. To identify turning points in the price series, Ehlers recommends using a short autocorrelation length, such as 2. With this length, users can observe sharp, sudden shifts along the vertical axis, which suggest potential turning points from upward to downward or vice versa.
Pine Script® Indikator
von PineCodersTASC
8
Highs & Lows RTH/OVN/IBs/D/W/M/YOverview Plots the highs and lows of RTH, OVN/ETH, IBs of those sessions, previous Day, Week, Month, and Year. Features Allows the user to enable/disable plotting the high/low of each period. Lines' length, offset, and colors can be customized Labels' position, size, color, and style can be customized Support Questions, feedbacks, and requests are welcomed. Please feel free to use Comments or direct private message via TradingView. Disclaimer This stock chart indicator provided is for informational purposes only and should not be considered as financial or investment advice. The data and information presented in this indicator are obtained from sources believed to be reliable, but we do not warrant its completeness or accuracy. Users should be aware that: Any investment decisions made based on this indicator are at your own risk. The creators and providers of this indicator disclaim all liability for any losses, damages, or other consequences resulting from its use. By using this stock chart indicator, you acknowledge and accept the inherent risks associated with trading and investing in financial markets. Release Date: 2025-01-17 Release Version: v1 r1 Release Notes Date: 2025-01-17
Pine Script® Indikator
von kennethkhan
2
SW monthly Gann Days**Script Description:** The script you are looking at is based on the work of W.D. Gann, a famous trader and market analyst in the early 20th century, known for his use of geometry, astrology, and numerology in market analysis. Gann believed that certain days in the market had significant importance, and he observed that markets often exhibited significant price moves around specific dates. These dates were typically associated with cyclical patterns in price movements, and Gann referred to these as "Gann Days." In this script, we have focused on highlighting certain days of the month that Gann believed to have an influence on market behavior. The specific days in question are the **6th to 7th**, **9th to 10th**, **14th to 15th**, **19th to 20th**, **23rd to 24th**, and **29th to 31st** of each month. These ranges are based on Gann’s theory that there are recurring time cycles in the market that cause turning points or critical price movements to occur around certain days of the month. ### **Why Gann Used These Days:** 1. **Mathematical and Astrological Cycles:** Gann believed that markets were influenced by natural cycles, and that certain dates (or combinations of dates) played a critical role in the price movements. These specific days are part of his broader theory of "time cycles" where the market would often change direction, reverse, or exhibit significant volatility on particular days. Gann's research was based on both mathematical principles and astrological observations, leading him to assign importance to these days. 2. **Gann's Universal Timing Theory:** According to Gann, financial markets operate in a universe governed by geometric and astrological principles. These cycles repeat themselves over time, and specific days in a given month correspond to key turning points within these repeating cycles. Gann found that the 6th to 7th, 9th to 10th, 14th to 15th, 19th to 20th, 23rd to 24th, and 29th to 31st often marked significant changes in the market, making them particularly important for traders to watch. 3. **Market Psychology and Sentiment:** These specific days likely correspond to key moments where market participants tend to react in predictable ways, influenced by past market behavior on similar dates. For example, news events or scheduled economic reports might fall within these time windows, causing the market to respond in a particular way. Gann's method involves using these cyclical patterns to predict turning points in market prices, enabling traders to anticipate when the market might make a reversal or face a significant shift in direction. 4. **Turning Points:** Gann believed that markets often reversed or encountered critical points around specific dates. This is why he considered certain days more important than others. By identifying and focusing on these days, traders can better anticipate the market’s movement and make more informed trading decisions. 5. **Numerology:** Gann also utilized numerology in his trading system, believing that numbers, and particularly certain key numbers, had significance in predicting market movements. The days selected in this script may correspond to numerological patterns that Gann identified in his analysis of the markets, such as recurring numbers in his astrological and geometric systems. ### **Purpose of the Script:** This script highlights these "Gann Days" within a trading chart for 2024 and 2025. The color-coding or background highlighting is intended to draw attention to these dates, so traders can observe the potential for significant market movements during these times. By identifying these specific dates, traders following Gann's theories may gain insights into possible turning points, corrections, or key price movements based on the market's historical behavior around these days. Overall, Gann’s use of specific days was based on his deep belief in the cyclical nature of the market and his attempt to tie those cycles to the natural laws of time, geometry, and astrology. By focusing on these dates, Gann aimed to give traders an edge in predicting significant market events and price shifts.
Pine Script® Indikator
von scott_wyatt14
TASC 2025.01 Linear Predictive Filters█ OVERVIEW This script implements a suite of tools for identifying and utilizing dominant cycles in time series data, as introduced by John Ehlers in the "Linear Predictive Filters And Instantaneous Frequency" article featured in the January 2025 edition of TASC's Traders' Tips . Dominant cycle information can help traders adapt their indicators and strategies to changing market conditions. █ CONCEPTS Conventional technical indicators and strategies often rely on static, unchanging parameters, which may fail to account for the dynamic nature of market data. In his article, John Ehlers applies digital signal processing principles to address this issue, introducing linear predictive filters to identify cyclic information for adapting indicators and strategies to evolving market conditions. This approach treats market data as a complex series in the time domain. Analyzing the series in the frequency domain reveals information about its cyclic components. To reduce the impact of frequencies outside a range of interest and focus on a specific range of cycles, Ehlers applies second-order highpass and lowpass filters to the price data, which attenuate or remove wavelengths outside the desired range. This band-limited analysis isolates specific parts of the frequency spectrum for various trading styles, e.g., longer wavelengths for position trading or shorter wavelengths for swing trading. After filtering the series to produce band-limited data, Ehlers applies a linear predictive filter to predict future values a few bars ahead. The filter, calculated based on the techniques proposed by Lloyd Griffiths, adaptively minimizes the error between the latest data point and prediction, successively adjusting its coefficients to align with the band-limited series. The filter's coefficients can then be applied to generate an adaptive estimate of the band-limited data's structure in the frequency domain and identify the dominant cycle. █ USAGE This script implements the following tools presented in the article: Griffiths Predictor This tool calculates a linear predictive filter to forecast future data points in band-limited price data. The crosses between the prediction and signal lines can provide potential trade signals. Griffiths Spectrum This tool calculates a partial frequency spectrum of the band-limited price data derived from the linear predictive filter's coefficients, displaying a color-coded representation of the frequency information in the pane. This mode's display represents the data as a periodogram . The bottom of each plotted bar corresponds to a specific analyzed period (inverse of frequency), and the bar's color represents the presence of that periodic cycle in the time series relative to the one with the highest presence (i.e., the dominant cycle). Warmer, brighter colors indicate a higher presence of the cycle in the series, whereas darker colors indicate a lower presence. Griffiths Dominant Cycle This tool compares the cyclic components within the partial spectrum and identifies the frequency with the highest power, i.e., the dominant cycle . Traders can use this dominant cycle information to tune other indicators and strategies, which may help promote better alignment with dynamic market conditions. Notes on parameters Bandpass boundaries: In the article, Ehlers recommends an upper bound of 125 bars or higher to capture longer-term cycles for position trading. He recommends an upper bound of 40 bars and a lower bound of 18 bars for swing trading. If traders use smaller lower bounds, Ehlers advises a minimum of eight bars to minimize the potential effects of aliasing. Data length: The Griffiths predictor can use a relatively small data length, as autocorrelation diminishes rapidly with lag. However, for optimal spectrum and dominant cycle calculations, the length must match or exceed the upper bound of the bandpass filter. Ehlers recommends avoiding excessively long lengths to maintain responsiveness to shorter-term cycles.
Pine Script® Indikator
von PineCodersTASC
12
CAP - KC/AC 2.20462 Converter// ─────────────────────────────────────────────────────────────────────────────── // Purpose: Conversion Indicator for ICE “C” (KC) and “C Metric” (AC) Contracts // // Background: // - The Intercontinental Exchange (ICE) is phasing out the legacy Coffee “C” contract (symbol: KC), // which has been quoted in U.S. cents per pound, and replacing it with the new Coffee “C Metric” contract (symbol: AC), // quoted in U.S. dollars per metric ton :contentReference {index=0}. // - The final KC futures expire in March 2028; AC contracts begin trading in September 2025 and use modern specifications // including pricing per metric ton and flexible bulk delivery formats :contentReference {index=1}. // // Why this script matters: // - Traders are accustomed to the KC pricing format (¢/lb); the AC contract’s USD/MT may create confusion. // - This indicator visually converts the current chart price—whether from KC or AC contracts—directly into its equivalent unit, // helping traders quickly assess parity and compare trends across both contract types. // - It simplifies head-to-head comparison during this transition period, improving clarity on chart price behavior. // // Usage instructions: // - If the symbol starts with "KC", the script divides the price by 2.20462 to convert from ¢/lb to approximate ¢/kg. // - If the symbol starts with "AC", the script multiplies the price by 2.20462 to reverse the conversion. // - The results (converted values) are displayed in a table for immediate visual clarity. // ───────────────────────────────────────────────────────────────────────────────
Pine Script® Indikator
von calinpascual
1