Get started

Breadth Indicators

Buying Selling Volume low lagOriginally written by @ceyhun I added a low lag filter to key components to smooth the bars. The user can adjust the parameters 'fast' and 'slow' to tune. capam The original comments of ceyhun are below repeated: Buying Selling Volume -Buy Volume -Sell Volume -Buy Volume Percent % -Sell Volume Percent % -Volume Index -Buy Sell Volume- BuyVolume>SellVolume=Blue barcolor SellVolume>BuyVolume=Purple barcolor -Volume Index- VolumeIndex>length and close > open =Cyan barcolor VolumeIndex>length and close < open =Gray barcolor VolumeIndex<=length = Yellow barcolor
Pine Script™ indicator
by capam
10
NYSE Advance/DeclineAn indicator for traders who trade intraday on the US market. It makes use of the symbols made available by TradingView to show the number of advancing vs declining stocks. The GREEN AREA represents advancing issues. The INTENSE GREEN AREA represents the advancing issues at daily high. The RED AREA represents declining issues. The INTENSE RED AREA represents the declining issues at daily low. The part above the BLUE LINE represents issues which are trading above their VWAP (volume-weighted average prices).
Pine Script™ indicator
by danarm
3
Fear/Greed IndexMy goal was to create something akin to the Fear & Greed Index ( money.cnn.com ) that CNN and others do. A Fear/Greed Index can be used by any trader or investor but I believe it's best viewed with a contrarian's eye-- When the market appears to be signalling Extreme Fear, that is a good place to start buying from emotional players who want to sell no matter the price When signalling Extreme Greed, that may be a good place to start taking profits off or getting hedged, as there may be too much exuberance in the air Important to note and remember, however, is that there can often times be fear in the air for good reasons! I like to see this as if we dip into extreme fear and return shortly after, the fear may warrant constraint from buying, or returning back to extreme greed may be a very strong market extension The script draws from several other tickers which I have read and personally observed to be decent macro correlations for the stock market (specifically the SP500). For the state of each of these metrics I gave a rating, good or bad, then added them together and put it into your standard Stochastic. These macro correlations include-- The % of stocks in the SP500 above multiple Simple Moving Average lengths VIX and its term-structure (contango, backwardation) Treasury Bonds Gold Junk/High Yield Bonds The Put/Call Ratio The SP500 Options Skew Advancing and Declining Issues On some of these I opted to use a function for the Relative Momentum Index instead of RSI, as the RMI oscillates better (in my opinion). I also used a Band-Pass Filter/Double EMA for smoothing the results of the stochastic. A LOT of these numbers were made to my own observation and discretion and can get out-dated over time. With that said, PLEASE feel free to revise, fine tune, modify this as you wish to optimize yours. And please let me know if I have made any mistakes here or something should be added.
Pine Script™ indicator
by chrism665
11
VIX MTF MomentumSweet little momentum gadget to track the VIX Index. What is the VIX? The CBOE S&P 500 Volatility Index (VIX) is known as the 'Fear Index' which can measure how worried traders are that the S&P 500 might suddenly drop within the next 30 days. When the VIX starts moving higher, it is telling you that traders are getting nervous. When the VIX starts moving lower, it is telling you that traders are gaining confidence. VIX calculation? The Chicago Board of Options Exchange Market Volatility Index (VIX) is a measure of implied volatility (Of the S&P 500 securities options), based on the prices of a basket of S&P 500 Index options with 30 days to expiration. How to use: If VIX Momentum is above 0 (RED) traders are getting nervous. If VIX Momentum is below 0 (GREEN) traders are gaining confidence. Follow to get updates and new scripts: www.tradingview.com
Pine Script™ indicator
by dman103
15
Support Resistance - Aging [Example]Hello All, First all of Thanks to Pine Team for adding Arrays to Pine! In this script I tried to make example for 1. Finding S/R lines using highest/lowest function 2. Using 1D array as 2D (we keep S/R levels and age) 3. "Age" usage for S/R levels, getting older on each candle and changing colors by their age (maximum age is 127 then it disappears) You can use "Close"/Open " or " High/Low " as source. There is an option for the background color, by default it's Black, do not forget to set it accordingly :) Enjoy!
Pine Script™ indicator
by LonesomeTheBlue
19
cum1or-1DeepL Translation------------------------------------------------------------------------------------------------------------------------------------------- If you compare the positive line to 1 and the negative line to -1, and then add them together, you can see how the shape changes compared to the price chart This is an indicator that I made to look at. It is subjective, but I think it is easy to understand the trend. 日本語--------------------------------------------------------------------------------------------------------------------------------------------------------- 陽線を1、陰線を-1としその合計を出した価格チャートと比較して形がどのように変化するか、 見てみたいと思い作ったインジケーターです。 主観になりますがトレンドが分かりやすいかなと思います。
Pine Script™ indicator
by utopiosphere999
VVOscillator [nb]Multiple volume oscillators in one. Description: As Warren Guppet once said, be “fearful when others are buying less, and greedy when others are selling less.” Divergences are the main point of usage of all bundled indicators. OBV Oscillator, remade. The formula has been changed to smooth out the way OBV is calculated during a trending move OBV Oscillator, original OBV formula. Price Volume Trend Oscillator. Similar to OBV, except price is taken into account as well. Price Volume Trend Oscillator, log. Accumulation/Distribution. (close - low) - (high - close) / (high - low), then multiplied by volume Chaikin Money Flow . Very similar to accum/dist except it was already made into an oscillator. OBV just by itself. Change style to line for easier interpretation. Experimental function that utilizes a part of CCI This is the unedited "Variable Volume Oscillator v1" released for free use. In the time since I've created it, I've realized it's something I'd like to share because I like it and hope you will too.
Pine Script™ indicator
by NeoButane
9
High - Low Trend TunnelHigh - Low Trend Tunnel Experiment. Using latest pinescript Array support! Plotting Highest highs and Lowest lows for specific length (can be defined in settings). The blue line is whom determinate the direction. Blue line is the average of the highest highs and lowest lows smoothed by EMA. Green - Up Trending. Red - Down Trending. Yellow - Squeeze, a reversal might be coming. Any suggestions/comments are welcome as this is an experiment.
Pine Script™ indicator
by dman103
4
Rain On Me PRO 3/3This is the part 3 of Rain On Me PRO. It follow my two other indicators "Rain On Me" and "Rain On Me V2". This version is called "PRO" because it is less "user-friendly" than the two previous versions. But it is more faster, and cleaner than ever! This indicator is separated into 3 parts. You can find all parts into my profile in the « Scripts » section. Once the 3 parts together, the indicator is complete. Here are the features for this part: -MTF Fibonacci on 10 levels with level 0 in the middle and an "info panel" to indicate you the key levels. You can set an alert for each level cross. -MTF High/Low (Red dots is last low and green dots is last high). -Bollinger. -Ichimoku Cloud with baseline (red) and alerts (SenkouA and SenkouB Cross or Tenkan and Kijun Cross). Everything is fully customizable in settings. To place an alert, always choose the "Once per bar" option. Many functions are still to come. So don't hesitate to report bugs, suggestions and follow me to always be kept informed of the next updates to come! //ALWAYS DELETE INDICATOR AND ALERTS AND RESET THEM AFTER AN UPDATE! Thank again everyone for your support! A BIG THANKS TO QUANTNOMAD FOR GIVING ME ITS AUTHORIZATION TO USE, MODIFY AND REPUBLIC ITS "Ultimate Pivot Points Alerts" script indicator: Good trade everyone! And remember, money management is the most important!
Pine Script™ indicator
by RickSimpson
12
Rain On Me PRO 2/3This is the part 2 of Rain On Me PRO. It follow my two other indicators "Rain On Me" and "Rain On Me V2". This version is called "PRO" because it is less "user-friendly" than the two previous versions. But it is more faster, and cleaner than ever! This indicator is separated into 3 parts. You can find all parts into my profile in the « Scripts » section. Once the 3 parts together, the indicator is complete. Here are the features for this part: -Support/Resistance and Range lines (Red is Resistance, Yellow is Range, Green is Support). -MTF Trend Line following the trend with red color for bearish trend and green color for bullish trend (Based on volume so it work only where the volume information flux is available). -MTF Fractals with alerts. (Zigzag based on high and low). Everything is fully customizable in settings. To place an alert, always choose the "Once per bar" option. Many functions are still to come. So don't hesitate to report bugs, suggestions and follow me to always be kept informed of the next updates to come! //ALWAYS DELETE INDICATOR AND ALERTS AND RESET THEM AFTER AN UPDATE! Thank again for your support! Good trade everyone! And remember, money management is the most important!
Pine Script™ indicator
by RickSimpson
5
Fama-French 3 Factor ModelFama-French 3 Factor Model Extension of the Capital Asset Pricing Model (CAPM) CAPM Ra = Rfr + where, Ra = Return of the Asset Rfr = Risk-Free Rate βa = Beta Coefficient of the Asset Rm - Rfr = Market Risk Premium Fama-French 3 Factor r = rf + β1*(rm - rf) + β2(smh) +β3(hml) r = Expected rate of return rf = Risk-free rate ß = Factor’s coefficient (sensitivity) (rm – rf) = Market risk premium SMB (Small Minus Big) = Historic excess returns of small-cap companies over large-cap companies HML (High Minus Low) = Historic excess returns of value stocks (high book-to-price ratio) over growth stocks (low book-to-price ratio) Small is set to $EWSC Invesco S&P SmallCap 600® Equal Weight ETF Big is set to $EQLW Invesco S&P 100 Equal Weight ETF High is set to $IUSV iShares Core S&P US Value ETF Low is set to $IUSG iShares Core S&P US Growth ETF returns selections 'returns' 'logarithmic returns' (use for realized (historical) returns) 'geometric returns' (compounded returns) risk-free rate selections: $DTB3 $DGS2 $DGS5 $DGS10 $DGS30 tf = primary time-frame rtf = reference time-frame
Pine Script™ indicator
by luminaryfi
7