知識圖書館

This utility sorts a numeric array in ascending order and returns two aligned outputs: the sorted values and the original positions of those values. It starts with a copy of the input and an index array, then uses nested comparisons and swaps to keep each…

This toolkit is a configurable Pine indicator for combining conditions across price, volume, and as many as ten externally supplied series. Its framework supports comparisons such as equality, greater-than or less-than, ranges, outside-range checks, and…

This long-only strategy enters when a fast exponential moving average crosses above a slower one and current volume reaches a chosen multiple of its recent average. It closes the long position when the fast average crosses below the slow average while the…

This indicator renders ten moving averages as a shaded, three-dimensional-looking ribbon. Users choose simple or exponential averages, a starting period, and a period increment; the ten series then span a range of smoothing lengths. Color shading reflects…

This indicator compares stocks within the chart symbol's industry and displays the strongest names using one of three measures: year-to-date change, relative strength against a selected benchmark, or return over a configurable lookback. For relative…

This Bitcoin strategy combines normalized technical features into a weighted score for long entries. Inputs include fast and slow exponential moving averages, rate of change, price distance from a volume-weighted average, volume, and a regression slope. A…

This long and short trend-following strategy enters when price crosses beyond the previous bar's 55-period high or low, then exits through a 20-period opposite-side breakout. It estimates volatility with ATR and sizes each unit from account equity, a chosen…

This example explains how a TradingView Pine indicator requests corporate-action data for a charted stock. It maps the earnings series to report time, fiscal-period end, estimates, reported earnings, and confirmed values, then plots the earnings values. For…

This indicator lets users define a sequence of up to ten bar types, including inside, outside, up, down, and pin bars. It identifies occurrences of the selected sequence using changes in highs and lows and, for pin bars, the candle body and wick proportions.…

This strategy seeks reversals by counting agreement among RSI, MACD, Williams %R, and Bollinger Band conditions. Oversold readings that begin turning upward contribute to a bullish count, while overbought readings turning downward contribute to a bearish…

This indicator combines moving average alignment, Heiken Ashi candle calculations, and a candle-based estimate of net volume to mark bullish or bearish bias. It defines an uptrend when several short and long moving averages, along with an average range band,…

This strategy adapts the RSI lookback length using the correlation between price and its momentum. It calculates momentum as the difference between the current source price and its value several bars earlier, then maps the correlation into a user-defined…

This strategy applies the Supertrend indicator with an ATR length of four and a factor of twenty-two. It enters a long position when the indicator changes from its downtrend state to its uptrend state, and closes the position when the direction flips back.…

This long-only strategy derives the stochastic KDJ oscillator from the close’s position within a recent high-low range. Smoothed values form the K and D lines, while the J line amplifies their difference. The strategy opens a long position when J crosses…

This indicator turns recent price and volume observations into an oscillator. In its default mean-reversion mode, it calculates a volume-weighted average price and the volume-weighted absolute deviation around that average, then scales current price’s…

This intraday strategy trades during a configurable New York session and uses a higher-timeframe EMA to set directional bias. Its default entry is a VWAP retest: price touches or crosses the session VWAP, then closes back on the trend side. Optional entries…

This strategy combines a higher-timeframe trend filter with a lower-timeframe entry trigger using the TMO oscillator. The TMO compares the current close with recent opens, then smooths the resulting signed comparisons using configurable moving-average types…

This backtest strategy calculates floor-trader pivot levels from the previous day’s high, low, and close. It averages those prices to obtain the central pivot, then derives the first resistance and support levels from that pivot and the prior day’s range.…

This long-only strategy for TQQQ uses a fast exponential moving average with a default length of 20 and a slow one with a default length of 50. A bullish crossover triggers an entry. The strategy then sets a take-profit limit at 1.3 times the entry-signal…

This strategy applies pivot points to hourly XBTUSD, using four bars on each side by default to identify swing highs and lows. After a swing high is confirmed, it places a stop entry just above that price; after a swing low, it places a stop entry just…

Median Convergence Divergence adapts MACD by subtracting a slower rolling median of price from a faster rolling median. It then forms a signal line from the rolling median of that difference, with a histogram showing the gap between the oscillator and its…

This educational indicator demonstrates a small feed-forward neural network that predicts the current close from the prior two closes. It normalizes prices by the maximum high observed so far, applies sigmoid activations in a two-unit hidden layer and a…

This strategy tester turns hardcoded weekday statistics attributed to Krown HPAS into daily limit entries around the UTC daily open. It places a long order below the open using the weekday's average loss and a short order above it using the weekday's average…

This document explains a binomial tree for estimating European and American vanilla call or put values. It projects the underlying up or down over two time steps using a volatility estimate, combines possible terminal payoffs with risk-neutral probabilities,…