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Indicadores y estrategias

Monthly Drawdowns and Moves UP This script allows users to analyze the performance of a specific month across multiple years, focusing on maximum drawdowns and maximum upward moves within the selected month. The script offers the following features: Dynamic Month Selection : Choose any month to analyze using an intuitive dropdown menu. Maximum Drawdown and Upward Move Calculations : Calculate the largest percentage drop (drawdown) and rise (move up) for the selected month each year. Visual Highlights : The selected month is visually highlighted on the chart with a semi-transparent overlay. Dynamic Labels: Labels display the maximum drawdown and upward move directly on the chart for better visualization. Comprehensive Table Summary: A table provides a year-by-year summary of the maximum drawdowns and upward moves for the selected month, making it easy to spot trends over time. Customizable Display Options: Toggle the visibility of drawdown labels, move-up labels, and the summary table for a clutter-free experience. This tool is perfect for traders and analysts looking to identify seasonal patterns, assess risk and opportunity, and gain deeper insights into monthly performance metrics across years. Customize, explore, and make informed decisions with this powerful Pine Script indicator.
Indicador de Pine Script™
por CanIGetARoar
Master Bitcoin & Litecoin Stock To Flow (S2F) ModelMaster Bitcoin & Litecoin Stock-to-Flow (S2F) Model This indicator visualizes the Stock-to-Flow (S2F) models for Bitcoin (BTC) and Litecoin (LTC) based on Plan B's methodology. It calculates S2F and projects price models for both assets, incorporating daily changes in circulating supply. The script is designed exclusively for daily timeframes. Features: LTC & BTC S2F Models: Calculates Stock-to-Flow values for both assets using daily new supply and circulating supply data. Models S2F values with a customizable multiplier for precise adjustments. 500-Day Moving Average Models: Smoothens the S2F model by applying a 500-day (18-month) moving average, providing a long-term trend perspective. Customizable Inputs: Adjust LTC and BTC multipliers to fine-tune the models. Alert for Timeframe: Alerts users to switch to the daily timeframe if another period is selected. Plots: LTC S2F Model: Blue line representing Litecoin’s calculated S2F-based price model. BTC S2F Model: Orange line representing Bitcoin’s calculated S2F-based price model. 500-Day Avg Models: Smoothened S2F models for both LTC and BTC. Notes: Requires daily timeframe (1D) for accurate calculations. Supply data is sourced from GLASSNODE:LTC_SUPPLY and GLASSNODE:BTC_SUPPLY. Disclaimer: This model is derived from Plan B's S2F methodology and is intended for educational and entertainment purposes only. It does not reflect official predictions or financial advice. Always conduct your own research before making investment decisions.
Indicador de Pine Script™
por masterbtcltc
Multi-ticker Daily Pivot AlertDescription: The Big Tech Daily Pivot Alert is a powerful TradingView indicator designed to monitor daily pivot points for major tech and market-leading tickers. It provides real-time alerts when prices approach their daily pivot levels, helping traders identify potential trading opportunities during the U.S. market hours. Key Features: Multi-Ticker Monitoring: Tracks the daily pivot points for top tech and market tickers, including NVDA, TSLA, AMZN, NFLX, SPY, QQQ, GOOGL, MSFT, META, and AAPL. Daily Pivot Calculations: Uses yesterday's high, low, and close prices to calculate the pivot point for each ticker. Real-Time Alerts: Sends instant alerts when the open, high, low, or current price is near the pivot point (within 0.25% tolerance). Time-Sensitive Alerts: Operates exclusively during U.S. market hours (6:00 AM to 1:00 PM PST) on weekdays (Monday to Friday). Customizable Alert Format: Alerts are sent as JSON payloads for seamless integration with platforms like Discord or other webhook-supported systems. How It Works: The indicator calculates the daily pivot point for each ticker using the formula: Pivot Point = (High + Low + Close) / 3 It continuously monitors the open, high, low, and current prices of each ticker on a 1-minute timeframe. If any value approaches the pivot point within a configurable threshold (default: 0.25%), it triggers an alert with detailed information for all tickers meeting the criteria. Who Should Use It: Day Traders: Spot potential price reversal or breakout levels based on pivot point testing. Swing Traders: Identify key levels of support and resistance to inform trading decisions. Tech and Market Enthusiasts: Stay updated on critical price levels for major tech and market tickers. Instructions: Add the indicator to your chart. Configure your webhook endpoint to receive alerts (e.g., Discord or Slack). Monitor alerts for actionable opportunities when prices test pivot points.
Indicador de Pine Script™
por Rampec86
GOLD H1 & H4 Candle TrackerIndikator Penanda Candle H1 & H4 adalah alat yang dirancang untuk menyoroti candle tertentu pada timeframe H1 dan H4 berdasarkan waktu tertentu, yaitu jam 07.00/08.00 dan 19.00/20.00. Indikator ini bekerja dengan: Memberi warna merah untuk candle jam 07.00. Memberi warna biru untuk candle jam 19.00. Memungkinkan penyesuaian offset waktu untuk menyesuaikan zona waktu broker dengan waktu lokal. Indikator hanya aktif pada timeframe H1 dan H4, membantu trader mengidentifikasi candle penting pada waktu-waktu strategis untuk analisis pergerakan harga.
Indicador de Pine Script™
por MaZenFx24
Financials Score All Description of the "Financials Score All" Script This Pine Script calculates a financial score for a specific stock, based on various financial metrics. The purpose is to provide a comprehensive numerical score that reflects the financial health of the stock. The score is calculated using multiple financial indicators, including profitability, valuation, debt management, and liquidity. Here’s a breakdown of what each part of the script does: period = input.string('FQ', 'Period', options= ) FQ refers to Quarterly financial data. FY refers to Fiscal Year financial data. Financial Metrics: The script uses various financial metrics to calculate the score. These are obtained via request.financial, which retrieves financial data for the stock from TradingView's database. Below are the metrics used: opmar (Operating Margin): Measures the company's profitability as a percentage of revenue. eps (Earnings Per Share): Represents the portion of a company's profit allocated to each outstanding share. eps_ttm (Earnings Per Share – Trailing Twelve Months): EPS over the most recent 12 months. pe_ratio (Price-to-Earnings Ratio): A measure of the price investors are willing to pay for a stock relative to its earnings. pb_ratio (Price-to-Book Ratio): A valuation ratio comparing a company’s market value to its book value. de_ratio (Debt-to-Equity Ratio): A measure of the company’s financial leverage, showing how much debt it has compared to shareholders' equity. roe_pb (Return on Equity Adjusted to Book): Measures the company's profitability relative to its book value. fcf_per_share (Free Cash Flow per Share): Represents the free cash flow available for dividends, debt reduction, or reinvestment, per share. pfcf_ratio (Price-to-Free-Cash-Flow Ratio): A measure comparing a company’s market value to its free cash flow. current_ratio (Current Ratio): A liquidity ratio that measures a company's ability to pay short-term obligations with its current assets. RSI Calculation: The script calculates the Relative Strength Index (RSI) for the stock using an 8-period lookback: rsi = ta.rsi(close, 8) Score Calculation: The script calculates a total score by adding points based on the values of the financial metrics. Each metric is checked against a condition, and if the condition is met, the score is incremented: If the Operating Margin (opmar) is greater than 20, the score is incremented by 20 points. If Earnings Per Share (EPS) is positive, 10 points are added. If the P/E ratio is between 0 and 20, 10 points are added. If the P/B ratio is less than 3, 10 points are added. If the Debt-to-Equity ratio is less than 0.8, 10 points are added. If the Return on Equity Adjusted to Book is greater than 10, 10 points are added. If the P/FCF ratio is between 0 and 15, 10 points are added. If the Current Ratio is greater than 1.61, 10 points are added. If the RSI is less than 35, 10 points are added. The score is accumulated based on these conditions and stored in the total_score variable. Displaying the Total Score: Finally, the total score is plotted on the chart: Summary of How It Works: This script calculates a financial score for a stock using a variety of financial indicators. Each metric has a threshold, and when the stock meets certain criteria (for example, a good operating margin, a healthy debt-to-equity ratio, or a low P/E ratio), points are added to the overall score. The result is a single numerical value that reflects the financial health of the stock. This score can help traders or investors identify companies with strong financials, or serve as a comparison tool between different stocks based on their financial health. Generally >60 is the best stocks for med and long term trades
Indicador de Pine Script™
por geo123456
Adaptive Momentum Reversion StrategyThe Adaptive Momentum Reversion Strategy: An Empirical Approach to Market Behavior The Adaptive Momentum Reversion Strategy seeks to capitalize on market price dynamics by combining concepts from momentum and mean reversion theories. This hybrid approach leverages a Rate of Change (ROC) indicator along with Bollinger Bands to identify overbought and oversold conditions, triggering trades based on the crossing of specific thresholds. The strategy aims to detect momentum shifts and exploit price reversions to their mean. Theoretical Framework Momentum and Mean Reversion: Momentum trading assumes that assets with a recent history of strong performance will continue in that direction, while mean reversion suggests that assets tend to return to their historical average over time (Fama & French, 1988; Poterba & Summers, 1988). This strategy incorporates elements of both, looking for periods when momentum is either overextended (and likely to revert) or when the asset’s price is temporarily underpriced relative to its historical trend. Rate of Change (ROC): The ROC is a straightforward momentum indicator that measures the percentage change in price over a specified period (Wilder, 1978). The strategy calculates the ROC over a 2-period window, making it responsive to short-term price changes. By using ROC, the strategy aims to detect price acceleration and deceleration. Bollinger Bands: Bollinger Bands are used to identify volatility and potential price extremes, often signaling overbought or oversold conditions. The bands consist of a moving average and two standard deviation bounds that adjust dynamically with price volatility (Bollinger, 2002). The strategy employs two sets of Bollinger Bands: one for short-term volatility (lower band) and another for longer-term trends (upper band), with different lengths and standard deviation multipliers. Strategy Construction Indicator Inputs: ROC Period: The rate of change is computed over a 2-period window, which provides sensitivity to short-term price fluctuations. Bollinger Bands: Lower Band: Calculated with a 18-period length and a standard deviation of 1.7. Upper Band: Calculated with a 21-period length and a standard deviation of 2.1. Calculations: ROC Calculation: The ROC is computed by comparing the current close price to the close price from rocPeriod days ago, expressing it as a percentage. Bollinger Bands: The strategy calculates both upper and lower Bollinger Bands around the ROC, using a simple moving average as the central basis. The lower Bollinger Band is used as a reference for identifying potential long entry points when the ROC crosses above it, while the upper Bollinger Band serves as a reference for exits, when the ROC crosses below it. Trading Conditions: Long Entry: A long position is initiated when the ROC crosses above the lower Bollinger Band, signaling a potential shift from a period of low momentum to an increase in price movement. Exit Condition: A position is closed when the ROC crosses under the upper Bollinger Band, or when the ROC drops below the lower band again, indicating a reversal or weakening of momentum. Visual Indicators: ROC Plot: The ROC is plotted as a line to visualize the momentum direction. Bollinger Bands: The upper and lower bands, along with their basis (simple moving averages), are plotted to delineate the expected range for the ROC. Background Color: To enhance decision-making, the strategy colors the background when extreme conditions are detected—green for oversold (ROC below the lower band) and red for overbought (ROC above the upper band), indicating potential reversal zones. Strategy Performance Considerations The use of Bollinger Bands in this strategy provides an adaptive framework that adjusts to changing market volatility. When volatility increases, the bands widen, allowing for larger price movements, while during quieter periods, the bands contract, reducing trade signals. This adaptiveness is critical in maintaining strategy effectiveness across different market conditions. The strategy’s pyramiding setting is disabled (pyramiding=0), ensuring that only one position is taken at a time, which is a conservative risk management approach. Additionally, the strategy includes transaction costs and slippage parameters to account for real-world trading conditions. Empirical Evidence and Relevance The combination of momentum and mean reversion has been widely studied and shown to provide profitable opportunities under certain market conditions. Studies such as Jegadeesh and Titman (1993) confirm that momentum strategies tend to work well in trending markets, while mean reversion strategies have been effective during periods of high volatility or after sharp price movements (De Bondt & Thaler, 1985). By integrating both strategies into one system, the Adaptive Momentum Reversion Strategy may be able to capitalize on both trending and reverting market behavior. Furthermore, research by Chan (1996) on momentum-based trading systems demonstrates that adaptive strategies, which adjust to changes in market volatility, often outperform static strategies, providing a compelling rationale for the use of Bollinger Bands in this context. Conclusion The Adaptive Momentum Reversion Strategy provides a robust framework for trading based on the dual concepts of momentum and mean reversion. By using ROC in combination with Bollinger Bands, the strategy is capable of identifying overbought and oversold conditions while adapting to changing market conditions. The use of adaptive indicators ensures that the strategy remains flexible and can perform across different market environments, potentially offering a competitive edge for traders who seek to balance risk and reward in their trading approaches. References Bollinger, J. (2002). Bollinger on Bollinger Bands. McGraw-Hill Professional. Chan, L. K. C. (1996). Momentum, Mean Reversion, and the Cross-Section of Stock Returns. Journal of Finance, 51(5), 1681-1713. De Bondt, W. F., & Thaler, R. H. (1985). Does the Stock Market Overreact? Journal of Finance, 40(3), 793-805. Fama, E. F., & French, K. R. (1988). Permanent and Temporary Components of Stock Prices. Journal of Political Economy, 96(2), 246-273. Jegadeesh, N., & Titman, S. (1993). Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. Journal of Finance, 48(1), 65-91. Poterba, J. M., & Summers, L. H. (1988). Mean Reversion in Stock Prices: Evidence and Implications. Journal of Financial Economics, 22(1), 27-59. Wilder, J. W. (1978). New Concepts in Technical Trading Systems. Trend Research.
Estrategia de Pine Script™
por EdgeTools
Divergence Finder (RSI/Price) Strategy with OptionsThis is a strategy using my other indicator: Divergence Finder (RSI/Price) with Options Requested by a User. INFO: you need to configure Strategy depending on the asset, timeframe, and your preference. The default values are just here for testing ! You can preview the expected outcome directly in TradingView and try to find the best settings directly from it. You can activate or desactivate Long or short. Set a Stop and Take Profit. You should be able to set alert directly from order executed, or from triggered Alert. For more information you could check the Divergence Finder indicator directly. Version 0.1
Estrategia de Pine Script™
por genma01