Empiece

Indicadores y estrategias

Ratio Between Two SymbolsThis indicator calculates and displays the price ratio between two symbols, allowing you to compare relative performance and strength. The chart shows the current symbol divided by a benchmark symbol (default: S&P 500), with an optional multiplier to scale the ratio for easier visualization. A moving average (default 20-period SMA) smooths the ratio to identify trends in relative performance. When the ratio is rising, the current symbol is outperforming the benchmark. When falling, it's underperforming. The moving average helps identify the overall trend direction and potential reversals in relative strength. Features: - Compare any two symbols in real-time - Adjustable moving average period - Customizable ratio multiplier for scaling - Optional label showing current ratio value - Adjustable decimal precision Useful for: - Relative strength analysis - Pair trading opportunities - Sector/stock rotation strategies - Comparing asset class performance
Indicador Pine Script®
por northstarbadcharts
Distance % from smaThis indicator measures the percentage distance between the current price and its Simple Moving Average (SMA). It displays how far price has deviated above or below the moving average, expressed as a percentage. Default setting is a 36-period SMA, though this can be adjusted. The zero line (red) represents when price equals the SMA. Positive values indicate price is above the average, while negative values show price is below. The step line visualization makes it easy to identify overbought/oversold conditions and potential mean reversion opportunities. When the distance percentage reaches extreme levels, it often signals that price may be due for a pullback toward the mean. Useful for identifying: - Overbought/oversold conditions - Mean reversion setups - Trend strength measurement - Entry/exit timing based on deviation from average
Indicador Pine Script®
por northstarbadcharts
High Volatility EMA Extension BandsKey Features: 8 EMA (yellow) and 34 EMA (white) for trend identification Three dynamic extension bands at 10%, 25%, and 35% above and below the 34 EMA Color-coded zones with shaded fills to visualize volatility extremes Entry signals appear above bars when price crosses up with momentum confirmation Exit signals appear below bars when price crosses down with momentum confirmation Prevents duplicate signals through smart logic that requires 2 consecutive confirming candles How to Use: Green zones (10%) indicate mild extension Orange zones (25%) indicate moderate extension Red zones (35%) indicate extreme extension - potential reversal areas Yellow "Entry" arrows mark bullish crossovers with confirmed momentum above the 34 EMA Yellow "Exit" arrows mark bearish crossovers with confirmed momentum below the 34 EMA Best For: High volatility stocks, growth stocks, and cryptocurrency trading on daily timeframes. Works well for swing trading and identifying mean reversion opportunities at extension extremes. Settings: Fully customizable extension percentages and EMA lengths to adapt to different asset volatility profiles.
Indicador Pine Script®
por samnigelmcmahon
Forex Cross-Asset Correlation Mapper Forex Cross-Asset Correlation Mapper — an indicator for tracking correlations between major currency pairs and the US Dollar Index (DXY). The indicator automatically detects the currency pair on the current chart and calculates a rolling Pearson correlation with DXY in real time. What it shows: Heatmap (matrix) — visualizes correlations between all enabled pairs. Green indicates positive correlation, red indicates negative. Cells with anomalies are highlighted with a yellow marker. Correlation plot — the dynamic correlation of the current pair with DXY over time. The yellow line represents the mean value, red dashed lines mark the normal range boundaries (±N standard deviations). When an anomaly is detected, the chart background is highlighted in yellow. Info panel — displays the current correlation value, mean, deviation in sigma units, and status (Normal / ANOMALY). An anomaly is triggered when the correlation moves beyond N standard deviations from its rolling mean. This signals a breakdown in the typical relationship between the pair and the dollar. Settings: correlation period, anomaly threshold, mean calculation period, enable/disable each pair individually. Supported pairs: EURUSD, GBPUSD, USDJPY, AUDUSD, USDCAD, USDCHF, NZDUSD + DXY (DX1!).
Indicador Pine Script®
por Smart-Day-Trader
Triple EMA (7/25/100) Triple EMA (7 / 25 / 100) – Trend Alignment & Bias Tool This script plots three Exponential Moving Averages (7, 25, and 100) to help identify market bias and trend alignment. EMA 100 (Blue, thick) → Primary bias / higher timeframe control EMA 25 (Orange) → Intermediate trend direction EMA 7 (Yellow) → Short-term momentum How to use: Bullish alignment: 7 > 25 > 100 → Strong uptrend structure Bearish alignment: 7 < 25 < 100 → Strong downtrend structure Price above 100 EMA → Buyers in control Price below 100 EMA → Sellers in control This tool is best used for trend continuation setups and filtering trades in conjunction with structure, displacement, or Fair Value Gaps (FVGs). Designed for clean, bias-first decision making without indicator clutter.
Indicador Pine Script®
por k57dqbbnnx
Flow Divergence Column (Dominance vs Pressure) 🔥 Flow Divergence Column (Dominance vs Pressure) This is not another oscillator. This is a flow diagnostic tool built to show you when the market is aligned… and when it’s about to shift. It measures two critical forces inside every candle: 1. Dominance – Who is actually controlling the move? 2. Pressure – Who is pushing right now? When those two agree, trends expand. When they disagree, structure weakens. This indicator isolates that relationship and paints it clearly. ⸻ 🧠 High-Level Quant Explanation Markets move because of participation imbalance. Every candle contains: • Close location within the range (who finished stronger) • Volume participation (how committed they were) This tool converts those into: 1️⃣ Dominance (±100 Scale) A normalized measurement of directional control. • Above zero → buyers control. • Below zero → sellers control. • The farther from zero → the stronger the control. 2️⃣ Pressure (0–100 internal) A strength measurement of current push. • Buy pressure rising = active demand. • Sell pressure rising = active supply. Then it compares the two. That comparison is the edge. ⸻ 🎯 The Logic That Matters 🟢 Green Columns – Flow Aligned Bullish • Dominance > 0 • Buy Pressure ≥ Sell Pressure Buyers control AND they’re pushing. This is expansion mode. ⸻ 🔴 Red Columns – Flow Aligned Bearish • Dominance < 0 • Sell Pressure ≥ Buy Pressure Sellers control AND they’re pressing. Trend continuation mode. ⸻ 🟠 Orange Columns – Divergence (Warning Zone) This is where professionals pay attention. Bearish Divergence • Dominance > 0 (buyers in control) • BUT Sell Pressure > Buy Pressure Translation: Buyers still control structure… But sellers are quietly pushing. This is early warning for: • Pullback • Liquidity sweep • Possible reversal ⸻ Bullish Divergence • Dominance < 0 (sellers in control) • BUT Buy Pressure > Sell Pressure Translation: Sellers control structure… But buyers are stepping in. That’s when bottoms start forming. ⸻ 📊 Why This Works Most traders only look at momentum. This measures: • Structural control (Dominance) • Active aggression (Pressure) When they align → continuation. When they conflict → transition. Markets transition before they reverse. This tool shows that transition. ⸻ 🧠 How To Trade It This is not a standalone entry tool. This is a context engine. Use it for: • Confirming breakouts • Avoiding late entries • Spotting pullbacks early • Timing reversals • Identifying trapped traders If you see: • Orange after a strong trend → prepare. • Green after orange → continuation likely. • Orange at highs/lows → liquidity shift incoming. ⸻ 🏦 Institutional Perspective Markets move in phases: 1. Accumulation 2. Expansion 3. Distribution 4. Reversal Divergence appears between phases. This tool highlights those phase transitions using flow mechanics, not lagging indicators. ⸻ 🗣 Chart Master Mike Break Down Plain and Simple Real Talk Let me make it plain. If the market says it’s bullish… But sellers are quietly pushing… That’s tension. And tension always breaks. Green means strength. Red means control. Orange means pressure building. This tool tells you when the market is smiling… And when it’s gritting its teeth. Trade with the flow. Respect the warning. Exploit the transition. ⸻ This is not noise. This is structure meeting aggression. And that’s where the money lives.
Indicador Pine Script®
por mikechillz
Low Volatility EMA extensionKey Features: 8 EMA (yellow) and 34 EMA (white) for trend identification Three dynamic extension bands at 10%, 15%, and 20% above and below the 34 EMA Color-coded zones with shaded fills to visualize volatility Entry signals appear above bars when price crosses up with momentum confirmation Exit signals appear below bars when price crosses down with momentum confirmation Prevents duplicate signals through smart logic that requires 2 consecutive confirming candles How to Use: Green zones (10%) indicate mild extension Orange zones (15%) indicate moderate extension Red zones (20%) indicate extreme extension - potential reversal areas Yellow "Entry" arrows mark bullish crossovers with confirmed momentum above the 34 EMA Yellow "Exit" arrows mark bearish crossovers with confirmed momentum below the 34 EMA Best For: Lower volatility stocks trading on daily timeframes. Settings: Fully customizable extension percentages and EMA lengths to adapt to different asset volatility profiles.
Indicador Pine Script®
por samnigelmcmahon
NQ 5x Daily Session lines fixedThis indicator is designed specifically for Nasdaq (NQ) and US Index traders who prioritize time-based liquidity levels and session transitions. By plotting five critical opening prices, it provides a visual map of where institutional orders are likely clustered and where "True Day Opens" occur across different time zones. Key Levels Tracked: Daily Open: The baseline for the current day's price action and bias. 08:00 CET (London/Frankfurt Open): Marks the start of the European cash session, often setting the initial volatility for the morning. 10:00 CET (US Pre-Market Stage 1): The beginning of the early US pre-market, capturing the first wave of American institutional positioning. 14:00 CET (Pre-Open Liquidity): A high-impact window where liquidity surges in US Index Futures as New York traders "power up" before the bell. 15:30 CET (NYSE/Nasdaq Opening Bell): The official start of the US Main Session, defining the most significant volume profile of the day. Why Use This? Trading the Nasdaq is often a game of mean reversion or expansion from specific opening prices. These lines act as "magnetic" support and resistance levels. When price sustains a move above or below these specific time-opens, it often signals the dominant trend for that session.
Indicador Pine Script®
por GaborMehringer
2
Relative Strength Index - RSI | TR🎯 Overview Relative Strength Index - RSI | TR is a sophisticated momentum oscillator that measures the speed and magnitude of recent price changes to evaluate overbought and oversold conditions. Developed by Tiagorocha1989, this enhanced version of Welles Wilder's classic RSI offers dual-mode operation with moving average customization and comprehensive visual features, helping traders identify potential reversals, confirm trends, and generate clear entry and exit signals with greater precision. 🔧 How It Works The RSI compares the magnitude of recent gains to recent losses, creating an oscillator that ranges from 0 to 100. Traditional interpretation suggests that readings above 70 indicate overbought conditions (potential for reversal downward), while readings below 30 indicate oversold conditions (potential for reversal upward). Core Calculation Logic: The indicator calculates the RSI using the standard formula: Average gain over the specified period divided by average loss over the same period This ratio is normalized to create a value between 0 and 100 The RSI is then compared to a reference line that can be either: The traditional 50 level (centerline) A user-defined moving average of the RSI itself When the RSI crosses above the reference line, it generates a bullish signal. When it crosses below, it generates a bearish signal. ✨ Key Features 🔹 Dual Operating Modes 50 Level Mode: Classic RSI implementation where signals occur when the RSI crosses above or below the 50 centerline, indicating momentum shifts RSI MA Mode: Enhanced version where signals occur when the RSI crosses its own moving average, providing smoother, filtered entries 🔹 Flexible Moving Average Selection Choose from six MA types for the RSI MA mode: EMA (Exponential Moving Average) for responsive signals SMA (Simple Moving Average) for smoother readings RMA (Rolling Moving Average) for weighted recent data WMA (Weighted Moving Average) for customizable weighting VWMA (Volume-Weighted Moving Average) incorporating volume HMA (Hull Moving Average) for reduced lag 🔹 Customizable RSI Parameters Length RSI: Lookback period for RSI calculation (default 14) Source RSI: Price source for calculations (default Close) 🔹 Customizable Color Themes Eight distinct color schemes to match your charting preferences: Classic – Green for bullish, Red for bearish Modern – White for bullish, Purple for bearish Robust – Amber for bullish, Maroon for bearish Accented – Violet for bullish, Pink for bearish Monochrome – Light gray for bullish, Dark gray for bearish Moderate – Green for bullish, Red for bearish Aqua – Blue for bullish, Orange for bearish Cosmic – Pink for bullish, Purple for bearish 🔹 Comprehensive Visual Feedback Colored RSI Line: Changes color based on position relative to the reference line Gradient Fill Zones: Clear visualization of overbought (above 80) and oversold (below 20) conditions Dynamic Zone Fills: Semi-transparent fills showing when RSI is above or below the reference line Color-Coded Candles: Bars reflect current RSI bias Signal Markers: Triangle up/down symbols at crossover points Live Value Display: Current RSI value shown in a floating label Trend Table: Bullish/Bearish status displayed on the chart 🔹 Ready-to-Use Alerts Built-in alert conditions trigger LONG signals on bullish crossovers and SHORT signals on bearish crossunders across both operating modes. ⚙️ Settings Summary Color Choice: Select from eight visual themes (Default: Classic) Length RSI: Lookback period for RSI calculation (Default: 14) Source RSI: Price source for calculations (Default: Close) Entry/Exit Signal: Choose between 50 level or RSI MA mode (Default: 50) Length RSI MA: Moving average period for RSI MA mode (Default: 365) RSI MA Type: Moving average method for signal line (Default: EMA) 📈 Practical Applications 🔹 Overbought/Oversold Detection Traditional RSI usage identifies extreme conditions: Readings above 70-80 suggest overbought conditions and potential reversal down Readings below 20-30 suggest oversold conditions and potential reversal up The indicator provides gradient fills in these zones for visual clarity 🔹 Centerline Crossovers In 50 Level mode, crossovers provide momentum signals: Crossover above 50 → Bullish momentum strengthening Crossunder below 50 → Bearish momentum strengthening These signals often align with trend direction 🔹 Signal Line Crossovers In RSI MA mode, crossovers between RSI and its moving average provide filtered signals that reduce whipsaws in ranging markets while maintaining sensitivity in trends. 🔹 Divergence Trading One of the most powerful RSI applications is spotting divergences: Bullish Divergence: Price makes lower low, RSI makes higher low → Potential upside reversal Bearish Divergence: Price makes higher high, RSI makes lower high → Potential downside reversal 🔹 Failure Swings Look for RSI moves above 70 (or below 30), a pullback, and then a move beyond the previous extreme: Bullish Failure Swing: RSI falls below 30, rises above 30, pulls back without crossing below 30, then breaks above its recent high Bearish Failure Swing: RSI rises above 70, falls below 70, rallies without crossing above 70, then breaks below its recent low 🔹 Trend Confirmation In trending markets, RSI can confirm strength: Uptrend: RSI tends to stay above 40-50, with pullbacks finding support at these levels Downtrend: RSI tends to stay below 60-50, with rallies finding resistance at these levels 🎯 Ideal For ✅ Mean Reversion Traders seeking overbought and oversold opportunities ✅ Divergence Traders looking for hidden reversal signals ✅ Trend Traders wanting momentum confirmation ✅ Swing Traders capturing medium-term momentum shifts ✅ System Developers needing reliable crossover logic for automated strategies 📌 Key Takeaways Dual-Mode Flexibility: Choose between classic 50-level crossovers for traditional signals or MA-smoothed signals for filtered entries Comprehensive Visualization: Color themes, gradient fills for overbought/oversold zones, candles, and labels provide immediate market awareness Divergence Capability: Excellent for spotting both regular and hidden divergences that signal trend reversals or continuations Multiple Timeframe Application: Works effectively across all timeframes, from intraday to weekly charts Alert-Ready: Built-in alerts for both LONG and SHORT signals across both operating modes ⚠️ Important Notes In strong trends, RSI can remain in overbought or oversold territory for extended periods, so traditional overbought/oversold signals should be used with caution. The 365-day MA default in RSI MA mode is designed for longer-term trend context on daily charts. Divergences are most reliable when they occur at extreme readings (above 70 or below 30). Always combine with proper risk management and additional confirmation for best results. Disclaimer: This indicator is provided for educational and informational purposes only. Past performance is not indicative of future results. Always conduct thorough testing and align with your risk management strategy before live deployment.
Indicador Pine Script®
por Tiagorocha1989
Multi TF Range Boxes + 4AM/4PM Candle v2This indicator i use a to trade the daily candle, the 4am and 4pm candles are the most important in my strategy, used in combination with the 6 hours candle formations,I use this also in combination with the DR/IDR indicator by TheMaster shown in the chart below which determines the open range of the 3 sessions, Asia, London and NY. You can turn on and off various time frames to see how the daily candle is building. For my strategy I use the 5 min as entry but use the 6 hours and 15 min candles to read the daily candle.
Indicador Pine Script®
por pjphoto
SBP Multimode Trading System FREESBP Multimode Trading System — FREE is a non-repainting indicator designed to help traders identify major directional moves using a combination of trend structure, momentum confirmation, and sideways-market filtering. The FREE version focuses on clarity and reliability, avoiding signal clutter and emphasizing confirmed trend conditions. This script is shared for educational and informational purposes only. 🔹 Features of the FREE Version ✅ Adaptive UW Moving Average Volatility-adjusted moving average Automatically adapts to changing market conditions Color-coded direction: Green → bullish bias Red → bearish bias Used as trend confirmation, not standalone signals ✅ Dynamic Trend Filter (DTF) Smooth trend bias line Helps align trades with the dominant direction Reduces counter-trend entries Especially effective during strong directional moves ✅ PMR Momentum Ribbon Fast and slow momentum lines with ribbon fill Green ribbon → bullish momentum Red ribbon → bearish momentum Visual tool to assess trend strength and continuation ✅ Sideways / Choppy Market Filter Automatically detects low-volatility compression Filters out signals during ranging conditions Helps reduce false entries in non-trending markets ✅ Major BUY / SELL Signals Signals appear only on confirmed trend changes Conditions include: Trend state flip Momentum alignment Price confirmation Sideways filter clearance No repainting, no intrabar repaint tricks ✅ Clean Visuals & Alerts Optional BUY / SELL labels Non-repainting alerts Customizable display toggles for clean charts 🧭 How to Trade Using the FREE Version This indicator is designed to assist decision-making, not replace discretion. 🔹 BUY Setup (General Guidance) Trend flips to bullish Price holds above the Dynamic Trend Filter UW MA is rising (green) PMR ribbon is bullish Market is not sideways 🔹 SELL Setup (General Guidance) Trend flips to bearish Price holds below the Dynamic Trend Filter UW MA is falling (red) PMR ribbon is bearish Market is not sideways 🔹 Risk Management (User-Defined) Stop-loss and targets are not enforced in the FREE version Users should apply: ATR-based stops Structure-based exits Higher-timeframe context 🖼 Screenshot Examples The screenshots demonstrate the FREE version applied across different asset classes: Crypto (SOL/USD): Clean trend continuation and reversal behavior Commodities (Crude Oil): Stable handling of high volatility Indices (NIFTY 50): Directional filtering during intraday moves All screenshots use the same default logic, highlighting consistency across markets. 🔍 Detailed Feature Comparison (For Transparency) The table below compares the FREE version with a separate Invite-Only research build. This is provided for informational clarity only. Feature Area FREE (Public) Invite-Only (Research Build) Core Trend Engine ✔ Yes ✔ Enhanced Adaptive UW MA ✔ Basic ✔ Market & Mode-Aware Dynamic Trend Filter ✔ Standard ✔ Fully Adaptive PMR Ribbon ✔ Standard ✔ Advanced Logic Sideways Filter ✔ Single-Layer ✔ Multi-Layer Buy / Sell Signals ✔ Major Trend ✔ Mode-Specific Scalping Logic ✖ No ✔ Dedicated Strategy Backtesting ✖ No ✔ Yes Risk Management Engine ✖ No ✔ ATR-Based Liquidity Filters ✖ No ✔ Optional Fibonacci / HTF Levels ✖ No ✔ Yes Repainting ✖ No ✖ No ⚠️ Disclaimer This indicator does not provide financial advice Past performance does not guarantee future results Trading involves risk, including loss of capital Users are responsible for their own trade decisions This publication does not promote paid services, subscriptions, or commercial offerings of any kind.
Indicador Pine Script®
por sbprasad2005
Candle 2 (C2 Engulfing) [ArionAlgo]Candle 2 (C2 Engulfing) This indicator focuses on Candle 2 (C2) as the primary displacement event within a structured engulfing framework. Instead of treating Candle 3 as the main expansion, this model emphasizes C2 as the true momentum shift — highlighting where liquidity is taken and price begins delivering in the new direction. 🔹 Core Concept • Candle 2 represents displacement: the decisive shift in order flow that signals potential continuation or reversal. • Candle 3 serves as optional follow-through expansion, confirming momentum after displacement occurs. • An optional Strict C2 rule enforces higher-probability structure by requiring the close to occur inside or beyond the Candle 1 body on the correct side. 🔹 What the Script Does • Detects bullish and bearish C2 displacement conditions based on engulfing behavior and structural rules. • Marks C2 and C3 events directly on the chart with clear visual labels. • Builds dynamic zones from candle structure to help traders frame reaction areas and refine entries. • Plots optional levels derived from prior candle structure for additional context. 🔹 Customization & Control • Independent toggles for Candle 2 displacement and Candle 3 expansion. • Optional reversal filter using swing extremes. • Wick-threshold filtering to avoid weak or inefficient candles. • Adjustable colors, transparency, levels, and zone visibility for clean integration into any chart style. 🔹 Alerts Built-in alerts trigger on confirmed C2 displacement and C3 expansion at bar close, making it easy to integrate into discretionary or rule-based workflows. This script is shared freely with the trading community in hopes it helps someone refine their understanding of price delivery and create meaningful opportunities through disciplined trading. It is a visual framework — not financial advice — so always apply sound risk management. — ArionAlgo
Indicador Pine Script®
por ArionAlgo
Institutional Risk Engine v3//@version=6 strategy( "Institutional Risk Engine v3", overlay=true, initial_capital=100000, pyramiding=0, default_qty_type=strategy.percent_of_equity, default_qty_value=10, calc_on_order_fills=true) // ========================================================== // 1️⃣ MULTI-ASSET DATA // ========================================================== btc = request.security("BINANCE:BTCUSDT", timeframe.period, close) eth = request.security("BINANCE:ETHUSDT", timeframe.period, close) es = request.security("CME_MINI:ES1!", timeframe.period, close) // Returns btc_ret = math.log(btc/btc ) eth_ret = math.log(eth/eth ) es_ret = math.log(es/es ) // Volatility btc_vol = ta.stdev(btc_ret, 50) eth_vol = ta.stdev(eth_ret, 50) es_vol = ta.stdev(es_ret, 50) // Correlations corr_be = ta.correlation(btc_ret, eth_ret, 50) corr_bs = ta.correlation(btc_ret, es_ret, 50) corr_es = ta.correlation(eth_ret, es_ret, 50) // ========================================================== // 2️⃣ VOL PARITY WITH CORRELATION ADJUSTMENT // ========================================================== inv_btc = btc_vol != 0 ? 1/btc_vol : 0 inv_eth = eth_vol != 0 ? 1/eth_vol : 0 inv_es = es_vol != 0 ? 1/es_vol : 0 sum_inv = inv_btc + inv_eth + inv_es w_btc = inv_btc / sum_inv w_eth = inv_eth / sum_inv w_es = inv_es / sum_inv // Approx portfolio variance portfolio_var = ( w_btc*w_btc*btc_vol*btc_vol + w_eth*w_eth*eth_vol*eth_vol + w_es*w_es*es_vol*es_vol + 2*w_btc*w_eth*corr_be*btc_vol*eth_vol + 2*w_btc*w_es*corr_bs*btc_vol*es_vol + 2*w_eth*w_es*corr_es*eth_vol*es_vol ) // ========================================================== // 3️⃣ 12-MONTH SHARPE TARGETING (252 trading days proxy) // ========================================================== ret = math.log(close/close ) mean_ret = ta.sma(ret, 252) vol_ret = ta.stdev(ret, 252) sharpe = vol_ret != 0 ? (mean_ret / vol_ret) * math.sqrt(252) : 0 target_sharpe = 1.5 sharpe_scale = sharpe > target_sharpe ? 1 : sharpe > 1 ? 0.7 : 0.4 // ========================================================== // 4️⃣ RISK OF RUIN // ========================================================== wins = strategy.wintrades loss = strategy.losstrades total = strategy.closedtrades p = total > 0 ? wins / total : 0.5 q = 1 - p risk_per_trade = 0.01 capital_units = strategy.equity * risk_per_trade risk_of_ruin = p > q ? math.pow(q/p, capital_units) : 1 // ========================================================== // 5️⃣ PROP FIRM SURVIVAL MODEL // ========================================================== var float peak_equity = na peak_equity := na(peak_equity) ? strategy.equity : math.max(peak_equity, strategy.equity) trailing_dd = (strategy.equity - peak_equity) / peak_equity // Daily var float day_start = na new_day = ta.change(time("D")) != 0 if new_day day_start := strategy.equity daily_pnl = strategy.equity - day_start daily_loss_limit = day_start * 0.03 trailing_limit = -0.10 prop_ok = daily_pnl > -daily_loss_limit and trailing_dd > trailing_limit // Near violation compression prop_scale = trailing_dd > -0.05 ? 1 : trailing_dd > -0.08 ? 0.6 : 0.3 // ========================================================== // FINAL CAPITAL SCALING // ========================================================== base_alloc = 0.6 final_scale = base_alloc * sharpe_scale * prop_scale position_pct = final_scale * 100 // ========================== // ENTRY // ========================== long_signal = close > ta.ema(close, 20) and ta.crossover(ta.rsi(close, 6), 50) // Prop condition default (avoid empty block issues) if strategy.position_size == 0 and prop_ok if long_signal strategy.entry("LONG", strategy.long) // ========================================================== // EXIT // ========================================================== if strategy.position_size != 0 avg = strategy.position_avg_price strategy.exit("EXIT", limit = avg * 1.01, stop = avg * 0.995) // ========================================================== // DASHBOARD // ========================================================== var table dash = table.new(position.top_right, 2, 8) if barstate.islast table.cell(dash, 0, 0, "Portfolio Vol") table.cell(dash, 0, 1, "Sharpe") table.cell(dash, 1, 1, str.tostring(sharpe,"#.##")) table.cell(dash, 0, 2, "Risk of Ruin") table.cell(dash, 1, 2, str.tostring(risk_of_ruin,"#.#####")) table.cell(dash, 0, 3, "Trailing DD") table.cell(dash, 1, 3, str.tostring(trailing_dd*100,"#.##")+"%") table.cell(dash, 0, 4, "Prop OK") table.cell(dash, 1, 4, str.tostring(prop_ok)) table.cell(dash, 0, 5, "Sharpe Scale") table.cell(dash, 1, 5, str.tostring(sharpe_scale,"#.##")) table.cell(dash, 0, 6, "Prop Scale") table.cell(dash, 1, 6, str.tostring(prop_scale,"#.##")) table.cell(dash, 0, 7, "Position %") table.cell(dash, 1, 7, str.tostring(position_pct,"#.##"))
Estrategia Pine Script®
por bettencourt37
Yoda Oscillator [R2D2] v1.0Yoda Oscillator : The Sentiment GPS (c)R2D2_4Life ------------------------------------------------------------------------------------------------------------------- Introduction The Yoda Oscillator is the advanced companion to the Yoda 10-in-1 Strategy . While the main Yoda indicator acts as your "Speedometer" (showing current direction), this oscillator acts as your "GPS" —revealing the strength, momentum, and hidden weakness of a trend before price even moves. Designed for the professional trader, it aggregates 11 distinct market indicators into a single Net Sentiment Score (-100% to +100%) . It visualizes the "internal struggle" between Bulls and Bears, helping you distinguish between a true breakout and a fragile fake-out. Why Use This? (The Value Add) Using the Yoda 10-in-1 table alone gives you a snapshot of right now . Adding the Yoda Oscillator unlocks the "4th Dimension" of time and momentum. Spot "Trend Lock": When the histogram hits +100% and stays flat, it confirms a "Trend Lock." This is the safest time to hold, preventing early exits during strong moves. Detect "Internal Decay": The unique "Momentum Decay" coloring (Lime vs. Dark Green) shows you when a trend is getting tired inside the 100% zone, often bars before the price drops. Gold Signal Line: This moving average filters out noise. If the histogram drops below the Gold Line, momentum is fading—a critical "Take Profit" signal that price action alone often hides. The Mathematics Behind the Magic This is not a simple "vote counter." It uses a Weighted Probability Engine based on institutional reliability rankings. The 11 indicators are weighted by tiers: Tier 1 (The Heavyweights - 45%): RSI (15%) + SuperTrend (15%) + EMA (15%): These provide the foundational trend direction. If these are bearish, it is mathematically very difficult for the score to turn positive. Tier 2 (The Confirmation - 30%): MACD (10%) + VWAP (10%) + ADX (10%): These confirm momentum and volume. Tier 3 (The Specialists - 25%): MFI, TTM Squeeze, ATR, Stoch RSI, PSAR (5% each): These sensitive indicators help refine the score, catching early reversals or volatility squeezes. The Net Sentiment Formula: Net Score = (Bullish Weight) - (Bearish Weight) Result: A score of +80% doesn't just mean "Up"—it means 90% of the weighted indicators are in agreement. A score of 0% represents a perfectly neutral/choppy market. Visual Guide & How to Use 1. The Histogram Colors Bright Lime: Strong Bullish. Sentiment is positive and rising/holding. Dark Green: Bullish Decay. Sentiment is positive, but weaker than the previous candle. Caution advised. Bright Red: Strong Bearish. Sentiment is negative and falling/holding. Dark Maroon: Bearish Decay. Sentiment is negative, but improving. Potential bottom forming. 2. The Gold Signal Line The "True North" of momentum. Bullish Crossover: When the Histogram crosses above the Gold Line, momentum is accelerating. Bearish Divergence: If Price makes a higher high, but the Histogram drops below the Gold Line, the trend is hollow. Prepare to exit. 3. Squeeze Dots (White Radar) White Dots on Zero Line: Indicates a TTM Squeeze is active. Volatility is crushed; a massive explosive move is imminent. Do not trade chop; wait for the breakout. Best Setup & Strategy Timeframe: Works on all timeframes, but highly calibrated for 4H (Swing Trading) and Daily (Trend Following). Trend Following: Enter: Net Score crosses above 0% (confirmed by Gold Line). Hold: Histogram remains Bright Lime or pegged at +100 . Exit: Histogram turns Dark Green AND drops below the Gold Signal Line. Contra-Trend (Reversals): Look for "Extreme Exhaustion." If the score hits -100% and then prints a Dark Maroon bar (Decay), it is a high-probability aggressive entry for a bounce. Risk Warning: This tool gauges probability, not certainty. Always use proper risk management. ------------------------------------------------------------------------------------------------------------------- May the Trades Be With You.
Indicador Pine Script®
por R2D2_4Life