Credit Stress Composite V2 Credit Stress Composite 2
Credit Stress Composite 2 is a macro-credit regime oscillator designed to identify shifts between easing credit conditions, tightening pressure, stress, and extreme credit dislocation.
The indicator combines multiple credit and macro-confirmation inputs into a single normalized composite, then maps that composite into clear regime zones. The goal is not to call exact tops or bottoms, but to identify when credit conditions are improving, deteriorating, or reaching historically elevated stress levels.
**Core Features**
- Composite credit stress oscillator
- Signal line and histogram for momentum confirmation
- Regime thresholds for calm, tightening, stress, and extreme stress
- Background shading by credit regime
- Early deterioration, confirmed tightening, easing reversal, and extreme stress markers
- Regime table for quick state reading
- Export plots for use in broader dashboard or stack systems
**How I Use It**
Rising readings suggest credit stress is increasing. Falling readings suggest credit conditions are easing. The most useful signals often occur when the oscillator begins reversing from elevated stress zones, especially when price structure confirms the shift.
In the BTC example shown, prior easing reversal signals appeared near major Phase 2 bull-market transitions, where credit stress began cooling while price started reclaiming upside momentum.
**Signal Types**
- `ED` Early Deterioration: first signs of tightening pressure
- `CT` Confirmed Tightening: stronger confirmation of rising stress
- `ER` Easing Reversal: stress begins easing from elevated conditions
- `XS` Extreme Stress: composite reaches extreme stress territory
**Important Notes**
This tool is intended for macro context and regime awareness. It should be used with price structure, trend, liquidity, and risk-management tools. It is not a standalone buy or sell signal.
Credit conditions can lead, lag, or diverge from price depending on the asset and cycle stage.
**Disclaimer**
This script is for educational and informational purposes only. It is not financial advice. Always do your own research and manage risk appropriately. Gösterge
Gösterge
Institutional Confluence Pro [BOS + FIB + SWEEP + FVG]# Institutional Confluence Pro
Institutional Confluence Pro is a technical analysis indicator designed to help traders analyze BTCUSD market structure and potential reaction zones using a combination of Break of Structure (BOS), Change of Character (CHOCH), liquidity sweeps, Fibonacci retracement levels, Fair Value Gaps (FVG), and confluence-based market signals.
The indicator is designed to provide a structured view of price action and help traders identify areas where multiple technical concepts align.
## Core Features
### Market Structure
Detects potential bullish and bearish Breaks of Structure (BOS) and Change of Character (CHOCH) to help traders analyze possible changes in market direction.
### Liquidity Sweep Detection
Identifies potential buy-side and sell-side liquidity sweeps when price temporarily moves beyond important swing levels before closing back inside the previous structure.
### Automatic Fibonacci Retracement
Automatically calculates Fibonacci retracement levels from identified market structure. The indicator includes:
* 23.6%
* 38.2%
* 50.0%
* 61.8%
* 78.6%
The 61.8%–78.6% area is highlighted as the Fibonacci Golden Zone, which can be used as a potential retracement area during a trending market.
### Fair Value Gap Detection
Highlights potential bullish and bearish Fair Value Gaps created by imbalances in price movement. These areas can be used as additional zones for technical analysis.
### Confluence Signals
The indicator identifies potential confluence conditions when market structure, liquidity behavior, and Fibonacci retracement zones align.
Bullish confluence may occur when:
* Bullish market structure is present
* Sell-side liquidity is swept
* Price returns into the bullish Fibonacci Golden Zone
Bearish confluence may occur when:
* Bearish market structure is present
* Buy-side liquidity is swept
* Price returns into the bearish Fibonacci Golden Zone
## Designed for BTCUSD Analysis
Institutional Confluence Pro can be used on BTCUSD across multiple timeframes. Higher timeframes can be used to identify the broader market structure, while lower timeframes can help traders analyze potential entries and confirmations.
The indicator is especially useful for traders who combine:
* Smart Money Concepts
* ICT-style market structure
* Fibonacci retracement analysis
* Liquidity concepts
* Fair Value Gap analysis
* Price action
## Suggested Workflow
1. Identify the higher-timeframe market structure.
2. Wait for a confirmed BOS or CHOCH.
3. Monitor important swing highs and swing lows for liquidity sweeps.
4. Analyze the Fibonacci retracement area.
5. Look for price interaction with the 61.8%–78.6% Golden Zone.
6. Use Fair Value Gaps as additional confluence.
7. Wait for multiple confirmations instead of relying on a single signal.
## Important
This indicator is a technical analysis tool designed to assist with market structure and price-action analysis. It does not guarantee profitable trades or predict future BTCUSD price movements. Traders should conduct their own analysis and apply appropriate risk management.
## Best Used With
* BTCUSD
* BTCUSDT
* Cryptocurrency markets
* Forex markets
* Gold markets
* Intraday trading
* Swing trading
* Multi-timeframe analysis
Institutional Confluence Pro is designed to help traders analyze the market with a structured approach by combining market structure, liquidity, Fibonacci retracement, and price imbalance concepts into one indicator.
Gösterge
CTZ Cycle support and resistance **CTZ A/D + Anchored Volume Profile S/R**
A confluence-based support and resistance tool that fuses two independent reads of market structure: an auto-anchored volume profile that maps where the market has accepted price, and an Accumulation/Distribution engine that reveals where smart money has been quietly positioning against price.
**How it works**
*Anchored Volume Profile.* The indicator automatically finds the defining swing of the current market structure and anchors a volume profile to it — the range high in a downtrend, the range low in an uptrend, the same way a professional would anchor manually. From that anchored segment it calculates the Point of Control (the single price level with the most traded volume), plus the Value Area High and Value Area Low containing the majority of the range's volume. These three levels are the market's memory: where business was done, and where it wasn't.
*A/D Divergence Engine.* In parallel, a cumulative Accumulation/Distribution line runs bar by bar, weighting volume by where price closes within each bar's range. At every confirmed price pivot the indicator compares price structure against A/D structure. When price makes a lower low but A/D makes a higher low, buyers are absorbing supply into weakness — an accumulation zone is drawn. When price makes a higher high but A/D makes a lower high, distribution is underway into strength — a distribution zone is drawn.
*Confluence.* When an A/D divergence pivot lands on the POC, VAH, or VAL, that level is tagged ⚡DIV — volume acceptance and smart money divergence at the same price. These are the highest-conviction levels the indicator produces.
**Cycle-based lookback**
The anchor window is defined in cycle degrees rather than arbitrary bar counts: Daily Cycle (60D), Intermediate Cycle (140D), Yearly Cycle (365D), and 4-Year Cycle (1461D), plus a Manual mode. The default is the 4-Year Cycle — on Bitcoin this anchors the profile to the true cycle extreme and maps the macro acceptance structure of the entire cycle. An Auto mode is also included, which starts at the Intermediate degree and automatically escalates to Yearly and then 4-Year whenever the swing that defines the range is older than the window — so the anchor always sits on a genuine structural extreme, never an arbitrary cutoff.
Run two instances at different degrees — 4-Year for the macro map, Intermediate or Daily for tactical levels — to nest cycle context the same way DCL, ICL, YCL, and 4YCL nest within each other.
**On the chart**
Red POC line, white VAH/VAL lines, all drawn from the anchor point (marked ⚓) and extended right. Teal ACCUM and red DIST zones extend from each divergence pivot, sized by ATR. A status panel shows the detected trend, the active cycle window, anchor age, POC price, and divergence count — with a clip warning if the structural swing is older than the selected window. Alerts fire when price approaches the POC, VAH, or VAL.
**How to use it**
Trend context first: the anchor tells you the structure (anchored to a high = declining structure; to a low = advancing structure). POC is the gravitational center — price far above it is extended, far below it is discounted, and revisits are common. VAH and VAL are the acceptance boundaries: rejection there keeps price in balance; acceptance beyond them signals initiative activity and range extension. ACCUM zones below price are demand candidates; DIST zones above price are supply candidates; ⚡DIV-tagged levels are where both systems agree.
**Settings**
Lookback mode (cycle degree), profile rows, value area percentage, A/D signal length, pivot sensitivity, zone height, and all colors are configurable.
**Limitations**
Levels recalculate when a new range extreme redefines the anchor — correct behaviour for anchored profiles, but it means levels are not static. Divergence pivots confirm a few bars after they form, as with all pivot-based detection. Profile quality depends on the volume feed of the chart's symbol. The A/D line does not account for gaps between bars. Best used as a structural map alongside your execution tools, not as a standalone entry signal. Gösterge
Gösterge
ORB + Key Levels (PDH/PDL, PM H/L, PDC, Open)Restructured for backtesting. The key change: instead of drawing only the current day's rays at the last bar, the script now creates real line objects day by day as it processes history. So:
Every past day on the chart keeps its own ORB 15/30, PDH/PDL, PDC, PM H/L, and opening print lines — each one starting at its forming candle and ending at that day's close
When you enter bar replay mode and jump to any date, the script recalculates up to the replay point, so that date's levels are drawn correctly and the "active" day at the replay head extends to the right edge — exactly like live trading
As you step forward through replay, ORB lines pop in the moment the 15/30-min window completes (9:45/10:00 ET), PM levels update tick-by-tick during premarket, and everything freezes when the next day's premarket begins — so you're seeing exactly what you'd have seen in real time, with no lookahead
Two practical notes for your replay testing:
Line history depth: max_lines_count=500 keeps roughly the last 50 sessions of lines visible (10 lines per day). TradingView's hard cap is 500, so older days silently drop their lines — but in replay this doesn't matter, since everything recalculates from the replay point anyway.
On the very first day of loaded history there are no PDH/PDL/PDC lines (there's no tracked previous day yet) — start your replay at least one session in. Gösterge
Rotation Cycles Dashboard OverlayRotation Cycles Dashboard — Overlay
This indicator identifies four market-cycle phases and displays the current phase in a compact dashboard directly on the price chart.
It is based on the original “Rotation Cycles Graph” concept by VanHe1sing. This modified version uses corrected rolling Z-score normalization, Pine Script v6, and a fixed-size overlay dashboard.
HOW IT WORKS
The indicator calculates two normalized variables:
1. Relative Level
The closing price is converted into a rolling Z-score:
Z-score = (Price − Moving Average) / Standard Deviation
The Z-score is then smoothed using a Hull Moving Average.
A positive Level value indicates that the instrument is trading above its normalized mean, while a negative value indicates that it is trading below its normalized mean.
2. Momentum
Momentum measures the change in the smoothed Z-score over the selected number of bars.
A positive Momentum value indicates improving relative strength. A negative Momentum value indicates weakening relative strength.
Both values are compressed into an approximate range between −1 and +1 to create a stable cycle classification.
CYCLE PHASES
GROWING
Level is positive and Momentum is positive.
The instrument is above its normalized mean and continues to strengthen.
WEAKENING
Level is positive and Momentum is negative.
The instrument remains above its normalized mean, but momentum is deteriorating.
CONTRACTION
Level is negative and Momentum is negative.
The instrument is below its normalized mean and continues to weaken.
RECOVERY
Level is negative and Momentum is positive.
The instrument remains below its normalized mean, but momentum is improving.
DASHBOARD
The fixed-size dashboard displays:
• Current cycle phase
• Relative Level
• Momentum
• Number of bars spent in the current phase
• Cycle strength
Cycle strength measures the distance of the Level and Momentum coordinates from the neutral center. A higher percentage indicates a more developed phase, while a lower percentage indicates that the instrument is closer to a phase transition.
SETTINGS
Z-Score Length
Defines the rolling period used to calculate the price mean and standard deviation.
Z-Score Smoothing
Defines the Hull Moving Average smoothing period applied to the Z-score.
Momentum Length
Defines the number of bars used to measure the change in the smoothed Z-score.
Level Compression
Controls the sensitivity of the Relative Level reading. Higher values keep the Level closer to zero.
Momentum Compression
Controls the sensitivity of the Momentum reading. Higher values keep Momentum closer to zero.
Dashboard Position
Allows the dashboard to be placed in different corners or sides of the chart.
OPTIONAL VISUAL SETTINGS
• Color price bars according to the current cycle phase
• Apply a subtle chart-background tint according to the current phase
ALERTS
Alerts are available when the indicator enters a new phase:
• Growing
• Weakening
• Contraction
• Recovery
Alerts trigger only when a phase transition occurs, rather than on every bar within the same phase.
USAGE
The indicator can be used on stocks, indices, futures, cryptocurrencies, commodities, currencies, and other chart symbols.
It is designed as a market-cycle and momentum-classification tool. It may help identify strengthening, weakening, contraction, and recovery conditions across different timeframes.
The indicator does not predict exact market tops or bottoms. Phase changes may occur after price has already started moving, and short-lived transitions may occur in volatile or sideways markets.
For best results, combine the indicator with:
• Market structure
• Support and resistance
• Trend analysis
• Volume
• Relative strength
• Risk management
CREDITS
Original concept and source code:
VanHe1sing — “Rotation Cycles Graph”
Modified version includes:
• Correct rolling standard-deviation calculation
• Revised Z-score normalization
• Separate Momentum calculation
• Soft value compression
• Pine Script v6 conversion
• Fixed-size price-chart overlay dashboard
• Phase-duration and cycle-strength metrics
• Phase-transition alerts
DISCLAIMER
This indicator is provided for informational and educational purposes only. It does not constitute financial or investment advice.
Past performance and historical cycle behavior do not guarantee future results. Users should perform their own analysis and use appropriate risk management. Gösterge
Gösterge
Pressure Fatigue Index [PFI] v3Pressure Fatigue Index (PFI)
OVERVIEW
The Pressure Fatigue Index is a bounded oscillator that reads from 0 to 100. Low readings mean oversold and high readings mean overbought, the same orientation you already know from RSI. That is where the resemblance ends. PFI does not use the average gain versus average loss ratio that RSI is built on. It reads a completely separate stream of information, namely where price settles inside each bar and how forceful that bar was, and it adds a fatigue mechanism that keeps the oscillator from pinning at an extreme for long stretches. That pinning behavior is the single most common frustration with RSI in trending markets, and removing it is the whole point of this tool.
HOW THE READING IS BUILT
For every bar, PFI measures where the close finished inside that bar's own range. A close near the high produces a positive value, a close near the low produces a negative value, and the exact middle of the bar is zero. In plain terms the raw bar value is twice the close, minus the high, minus the low, all divided by the range of the bar.
That location is then weighted by the size of the bar relative to recent volatility, using its true range compared with ATR. A wide conviction bar counts far more than a narrow indecisive one, so a big committed push moves the reading while chop barely registers.
Those weighted values are smoothed with a Wilder average into a running charge, and the charge is passed through a smooth squashing curve, a hyperbolic tangent, that maps it cleanly onto the 0 to 100 scale. The outcome is an oscillator that responds to genuine intrabar buying and selling pressure rather than to close to close drift.
THE FATIGUE MECHANIC
This is what separates PFI from every standard oscillator. While the reading sits beyond your overbought or oversold level, a hidden fatigue term builds up, and it builds faster the deeper the reading has pushed into the extreme. That fatigue then compresses the plotted line back toward the midline. To hold a value pinned at 85 the market would have to supply constantly accelerating fresh pressure, which real markets cannot sustain, so an extended run simply sags the line out of the zone on its own. The moment the reading leaves the extreme, fatigue releases and full sensitivity returns. Fatigue is driven by the underlying raw reading rather than the visible plotted line, so there is no threshold flutter and no repainting.
THE RAW GHOST LINE
PFI plots two lines. The bold purple line is the fatigue compressed reading you trade from. The faint gray ghost line behind it is the raw pressure before fatigue is applied. The distance between the two is itself information. When the ghost is still pinned deep in a zone while the purple line sags away from it, the move is still strong and it is not yet time to fade. When both lines roll out of the zone together, the exhaustion is real. The gap between them also drives the signal engine described below.
THE SIGNAL ENGINE
The buy and sell markers are built to catch turns at the actual low and high, not to fire every time a line touches a level. A signal is the end of a short sequence rather than a single condition, and each side can fire only once per cycle.
A buy requires the following to line up in order. First, a flush bar must occur while the raw reading is oversold, meaning a bar that is unusually wide relative to ATR and that closes down at the bottom of its own range. That is the panic capitulation that tends to mark bottoms, and it is marked on the pane with a small dot. Second, the episode must be mature, meaning the gap between the ghost and the purple line has grown wide enough to prove the move was both deep and sustained. Third, the trigger bar itself must be a conviction reversal, a bar with real size that closes up near the top of its range while the reading turns back up near the zone. In short, sellers pressed hard, exhausted themselves on a flush, and buyers just took the first decisive bar back.
Sells are the exact mirror. A euphoric blowoff bar in the overbought zone, a mature episode, and then a heavy rejection bar near the high.
After a signal fires, that side locks and cannot fire again until the reading passes back through the midline, so a single messy bottoming or topping process produces one marker rather than a cluster. A cooldown allows a second attempt only if a fresh, deeper flush develops.
There is also an optional divergence filter. When enabled, a buy also requires price to print a new low for the episode while the pressure reading makes a higher low, the classic bottoming tell. It is off by default because it screens out clean sharp reversals that have no divergence, but you can enable it when you only want the highest conviction fades.
INPUTS
Core sets the price source, the pressure length, the volatility length, and the sensitivity that controls how easily the reading reaches its extremes.
Zones set your overbought and oversold levels.
Fatigue exposes the build rate, the release rate, and the impact, so you can tune how quickly the oscillator tires and recovers and how hard it is pulled back toward the middle.
Signals expose the arm gap, the flush bar strictness, the trigger bar strictness, the near zone buffer, the optional divergence filter, and the re signal cooldown.
Smoothing gives you a moving average over the oscillator with the same menu as the built in RSI, including SMA, EMA, SMMA, WMA, VWMA, and an SMA option with Bollinger Bands.
HOW TO USE IT
Treat the purple line the way you would treat any oscillator, with low as oversold and high as overbought, but trust it to leave the zone on its own rather than staying stuck. Use the ghost line and its distance from the purple line to judge whether a move is still strong or genuinely tiring. Take the triangle markers as your prepared fade entries, and remember that each side fires once per cycle by design. If you want more markers on a fast timeframe, loosen the flush range first, then the arm gap, then the trigger close location. If you want fewer and stronger markers, do the reverse and consider enabling the divergence filter.
Set your alerts to fire once per bar close, since the live bar can move before it settles.
NOTE
This tool is offered for research and education. It is not financial advice. Test it on your own markets and timeframes and manage your own risk before trading it.
Gösterge
Gösterge
Golden Cross Engine [Quantum Algo]Golden Cross Engine
====================================================
🔶 OVERVIEW
Golden Cross Engine is a complete golden cross and death cross indicator that goes far beyond marking the moving average crossover: it counts down to the next cross before it happens, grades every cross by quality, measures what golden and death crosses have actually done on the current symbol with honest statistics, and lets every cross marker settle into its real outcome so the chart itself shows which crosses worked and which failed.
The golden cross — the fast moving average crossing above the slow, classically the 50 over the 200 — is one of the most watched events in all of trading, and the death cross is its bearish mirror. Every major cross makes financial headlines. This engine turns that famous event from a headline into a measurable, projectable, and auditable object on your chart.
🔶 WHAT ARE THE GOLDEN CROSS AND DEATH CROSS?
A golden cross occurs when a faster moving average (traditionally the 50 period) closes above a slower one (traditionally the 200 period), signaling that intermediate momentum has overtaken the long-term trend — historically read as the start of a bullish regime. A death cross is the opposite: the fast average crossing below the slow, read as the start of a bearish regime. Because both averages move slowly, the cross itself is a lagging event — which is exactly why this engine adds a convergence countdown that shows the cross forming before it prints.
🔶 WHY THIS SCRIPT IS ORIGINAL
1. The convergence countdown. The engine measures the current slope of both averages and projects their geometry forward, drawing the two converging paths and marking where and when they would meet: "Golden Cross ≈ 9 bars" with the projected price level. It is a projection at current slopes — clearly labeled as such, never a forecast — and it makes the most-watched lagging signal in trading visible in advance. An approach alert fires when the countdown first enters your chosen lead window.
2. Markers that settle into their outcome. Every cross prints in neutral gold, then resolves twenty bars later: the bullish or bearish color if the cross delivered, faded gray if it failed. The chart becomes its own audit trail — scroll back and see the honest history of every cross on the symbol.
3. Per-symbol cross statistics. Using shrinkage-adjusted win rates and Wilson confidence bounds, the engine reports how often golden and death crosses were favorable on this exact symbol and timeframe at five, twenty, and sixty bars, with sample counts and average moves — on every marker's tooltip and in the dashboard. It answers "does the golden cross actually work here" with data instead of folklore.
4. Cross quality grading. Every cross is graded A, B, or C from three observable conditions: elevated volume at the cross, slope steepness of the fast average, and momentum confirmation of price relative to it. Grade A crosses are the full-confluence events.
5. A living regime fill. The zone between the averages breathes: the bullish or bearish tint intensifies as the gap widens and pales as a cross approaches, so regime strength and regime fatigue are visible at a glance. Cross bars flash once.
6. Multi-timeframe cross state. The dashboard shows whether the fast average is above or below the slow on the fifteen-minute, one-hour, four-hour, daily, and weekly timeframes simultaneously — full-stack regime alignment in two compact rows.
🔶 HOW IT WORKS
Averages: Selectable simple or exponential averages at configurable lengths, defaulting to the classic 50 and 200.
Countdown: The engine computes each average's recent slope and solves the convergence geometry. When the averages are approaching within the horizon, it draws both projected paths, the meeting diamond with the bar count, and the projected level. When they are separating, the dashboard reads Diverging.
Statistics: Each confirmed cross records what price actually did five, twenty, and sixty bars later, in the cross's direction, into capped first-in-first-out databases. Win rates are pulled toward fifty percent by pseudo-samples so a thin history cannot display fake confidence, and each rate carries a Wilson lower bound. Crosses are rare events by nature, so sample counts are honest and often small — markers read "collecting history" until the minimum is met.
Outcome settlement: Each marker stores its cross price; twenty bars later it recolors by the realized directional outcome and joins the capped history.
Grading: Volume z-score, normalized slope steepness, and price-side confirmation combine into the A, B, C grade shown on the marker tooltip and dashboard.
Non-repainting: Crosses, grades, and statistics are evaluated on closed bars. The countdown updates on the live bar by design — it is a live projection, and it is labeled as one.
🔶 HOW TO USE IT
1. The natural home is the daily chart of major symbols — indices, large-capitalization stocks, cryptocurrency — where the 50 and 200 cross is the famous event. Intraday charts work identically with proportionally more crosses and deeper samples.
2. Watch the countdown as regime alarm: a shrinking bar count with a steepening fast average means the regime change is forming in front of you.
3. Read the settled history before trusting a fresh cross: a chart full of gray markers is telling you crossovers chop on this symbol; a chart of colored ones is telling you they trend.
4. Use the grade as confluence: an A-grade cross with volume, steep slope, and price confirmation is a different event from a flat, quiet drift-through.
5. Check the timeframe rows: a golden cross on your chart while the daily and weekly already sit bullish is alignment; against them, it is a counter-trend event.
6. The statistics rows are context, not commands — favorable rates describe this chart's history, never the next cross.
🔶 SETTINGS
- Average type and both lengths.
- Countdown: projection toggle, horizon, and approach alert lead.
- Statistics: sample cap, minimum samples to grade, shrinkage strength, Wilson z-score, markers to keep.
- Visuals: all colors, gradient fill toggle, cross-bar flash toggle.
- Themeable dashboard: position, four text sizes, title band, background, frame, grid, and three text colors.
🔶 ALERTS
- Golden Cross / Death Cross — the crossover confirmed at bar close.
- Golden Cross Approaching / Death Cross Approaching — the countdown first entered the alert lead window at current slopes.
- Grade A Cross — a cross fired with full quality confluence.
🔶 FREQUENTLY ASKED QUESTIONS
Does the indicator repaint? No. Crosses, grades, statistics, and marker settlement are evaluated on closed bars. The countdown is a live-bar projection and is explicitly presented as one.
Is the countdown a prediction? No. It is where the averages meet if both keep their current slopes. Slopes change; the countdown updates with them. Its value is showing the event forming, not promising the date.
Why are the sample counts small? Because genuine crosses are rare — a daily chart may produce only a handful in years of data. The engine shows honest small numbers with confidence bounds instead of inventing large ones, and lower timeframes build deeper samples.
Why did an old cross marker turn gray? It failed: twenty bars after that cross, price had not moved in the cross's direction. Gray markers are the audit trail working.
Which lengths should I use? The classic 50 and 200 define the famous event. Faster pairs produce more crosses and richer statistics at the cost of more noise.
🔶 CREDITS
The golden cross and death cross are classical moving-average crossover concepts in the public domain of technical analysis, watched across generations of market participants. The Wilson score interval is by Edwin B. Wilson (1927), and shrinkage estimation is standard public statistics. This script gratefully acknowledges that shared lineage. The convergence countdown and projection geometry, the outcome-settling markers, the per-symbol statistical grading, the living regime fill, and all code in this script are original work — no third-party or open-source script code was reused.
🔶 LIMITATIONS
Moving average crossovers are lagging by construction, and the countdown inherits the assumption of stable slopes. Cross samples are naturally small on higher timeframes; statistics mature with history and faster settings. Volume grading is less meaningful on symbols with unreliable volume reporting. Multi-timeframe rows describe state, not signals. No indicator replaces independent analysis.
🔶 DISCLAIMER
This script is provided strictly for educational and informational purposes. It is not financial advice, an investment recommendation, or a solicitation to buy or sell any financial instrument. Past behavior of any cross, projection, or statistic does not guarantee future results. Trading involves substantial risk. Always do your own research and manage risk independently. Gösterge
Liquidity Stress Oscillator Pro2 Liquidity Stress Oscillator Pro2
The Liquidity Stress Oscillator Pro2 is a macro risk-regime indicator designed to visualize broad market liquidity stress using a weighted composite of credit, volatility, dollar strength, funding pressure, and yield-curve conditions.
This oscillator is intended to help traders identify when macro liquidity conditions are improving, neutral, deteriorating, or entering elevated stress. In the BTC comparison shown, the oscillator highlights several major macro regime transitions that have aligned with important Bitcoin cycle shifts.
What It Measures;
LSO Pro2 combines normalized z-scores from multiple macro stress inputs:
- CCC option-adjusted spreads
- High-yield credit spreads
- MOVE bond volatility index
- U.S. Dollar Index
- SOFR / repo stress proxy
- 10Y-2Y yield curve
Each component is converted into a z-score over the selected lookback period, then blended into a weighted composite. The yield curve component is inverted so that deeper curve weakness contributes to higher stress.
Regime Levels;
The oscillator uses adjustable regime thresholds to help dial in trends on different timeframes.
Extreme Risk Off
Risk Off
Neutral
Risk On
The line color, background shading, and regime markers update automatically as the composite moves between regimes.
Features;
- Weighted macro liquidity-stress composite
- Adjustable z-score length and smoothing
- Customizable component symbols
- Optional raw composite display
- Regime background shading
- Risk On, Risk Off, and Extreme Risk Off markers
- Regime table with key component readings
- Works across assets and timeframes, especially useful for macro-sensitive markets like BTC, equities, indexes, and risk assets
How To Use;
Rising LSO values indicate increasing macro stress and tightening liquidity conditions. Falling LSO values indicate easing stress and improving risk appetite.
Risk On regimes may support stronger risk-asset environments, while Risk Off and Extreme Risk Off regimes may warn of elevated caution, deleveraging, or liquidity pressure.
This tool is best used as a macro regime filter alongside price action, trend structure, volume, and risk management. It is not designed to generate standalone buy or sell signals.
Notes;
Some symbols may depend on TradingView data availability. If a component does not load on your chart, replace it in the indicator settings with an equivalent symbol supported by your data feed.
Default weights emphasize credit stress, especially CCC spreads, because lower-quality credit markets often react strongly during liquidity contractions.
Disclaimer;
This indicator is for educational and informational purposes only. It does not provide financial advice and should not be used as the sole basis for trading or investment decisions. Always use proper risk management and perform your own analysis. Gösterge
Macro Risk Regime CompositeMacro Risk Regime Composite
The Macro Risk Regime Composite is a multi-factor indicator designed to identify broad risk-on, neutral, and risk-off market environments.
The indicator combines liquidity, currency, interest-rate, credit, crypto-liquidity, and equity-market confirmation data into a single normalized score ranging from 0 to 100.
A higher score indicates a more supportive environment for risk assets, while a lower score indicates tighter financial conditions and a more defensive market regime.
COMPONENTS
1. Net USD Liquidity
Net USD liquidity is calculated as:
Federal Reserve Total Assets
− Overnight Reverse Repo
− U.S. Treasury General Account
Data source:
ECONOMICS:USCBBS − FRED:RRPONTTLD − FRED:WTREGEN
Rising net liquidity is treated as supportive for risk assets.
2. U.S. Dollar Index
Data source:
TVC:DXY
A falling U.S. dollar is treated as supportive, while a rising dollar is treated as restrictive.
3. 10-Year Real Yield
Data source:
FRED:DFII10
Falling real yields are treated as supportive for risk assets. Rising real yields increase the discount rate applied to financial assets and are treated as restrictive.
4. High-Yield Credit Spread
Data source:
FRED:BAMLH0A0HYM2
Narrowing high-yield credit spreads indicate improving risk appetite and easier financial conditions. Widening spreads indicate increasing credit stress.
5. Stablecoin Dominance
Data source:
CRYPTOCAP:USDT.D + CRYPTOCAP:USDC.D
Falling stablecoin dominance is treated as crypto risk-on, as capital is moving from stablecoins into more volatile crypto assets. Rising stablecoin dominance is treated as defensive.
6. Equity Market Confirmation
Data source:
NASDAQ:NDX / SP:SPX
Rising Nasdaq 100 relative strength versus the S&P 500 is treated as confirmation of stronger risk appetite.
CALCULATION
Each component measures its momentum over a configurable number of weeks.
The component impulse is normalized relative to its own historical distribution using a configurable normalization window. The normalized result is converted into a score between 0 and 100.
The final composite is calculated as a weighted average of all active components.
Default weights:
• Net USD Liquidity: 25%
• U.S. Dollar Index: 15%
• 10-Year Real Yield: 20%
• High-Yield Credit Spread: 20%
• Stablecoin Dominance: 10%
• NDX/SPX Confirmation: 10%
REGIME INTERPRETATION
• 65–100: Risk-On
• 35–65: Neutral
• 0–35: Risk-Off
Scores above 50 indicate that the overall macro environment is becoming more supportive. Scores below 50 indicate that financial conditions are becoming more restrictive.
The dashboard also classifies each component as:
• Supportive
• Neutral
• Restrictive
SETTINGS
Momentum Period
Defines the number of weeks used to calculate the change in each component.
Normalization Period
Defines the historical window used to normalize each component relative to its own behavior.
Smoothing
Applies additional smoothing to reduce short-term noise.
Component Weights
Allows users to change the importance of each macro factor or disable individual components.
Risk-On and Risk-Off Thresholds
Allow users to customize the regime classification levels.
USAGE
The indicator is designed primarily for weekly macro and market-cycle analysis.
It may be used as a regime filter for:
• Bitcoin and Ethereum
• Nasdaq 100 and S&P 500
• Growth stocks
• Gold and commodities
• Treasury bonds
• Other risk-sensitive assets
The composite should not be interpreted as a direct entry or exit signal. It is intended to provide context regarding the broader liquidity and financial-conditions environment.
The current weekly reading may change before the weekly candle closes because some data series continue to update during the week.
DISCLAIMER
This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, trading, or legal advice.
No macroeconomic indicator can reliably predict future market performance. Historical relationships may weaken, disappear, or reverse during different market regimes.
Users should combine this indicator with independent analysis, price structure, position sizing, and appropriate risk management. Gösterge
SOL RSI DCA Strategy [3Commas & QuantPilot]SOL RSI DCA Strategy
🔷 What it does:
This is a long-only DCA (Dollar-Cost Averaging) strategy for SOL / USDT that opens a position only in oversold conditions and then averages down on a fixed safety-order ladder. A base order fires when 4h RSI(14) drops below the entry threshold; if price keeps falling, five averaging orders add to the position at fixed deviations from the base entry, each larger than the last. The full position is closed at a fixed take-profit above the blended average entry. There is no trailing exit and no stop loss — the position is structurally bounded by the five-order ladder.
- Single entry filter: 4h RSI(14) below 33 (oversold).
- Five averaging orders at fixed deviations (−2%, −5%, −9.5%, −16%, −25%) with 1.8× size scaling per rung.
- Fixed take-profit (4%) on the blended average entry; no trailing, no stop loss.
- Every fill and close emits a webhook-ready JSON alert payload for a DCA Bot.
🔷 What changed — two parameters, tuned with QuantPilot:
This strategy started from a baseline configuration (RSI entry below 28, 3% take-profit). Running the same script, on the same market, over the same period through the QuantPilot Pine Script optimizer, two parameters were swept and re-selected: the RSI entry threshold moved from 28 to 33, and the take-profit moved from 3% to 4%. Everything else was left untouched — same five-order ladder, same deviations, same 1.8× sizing, same fees.
- Baseline (RSI < 28, TP 3%): Net +5,178.77 USDT (+5.18%), Max Drawdown 5.53%, 77 closed trades, 67.53% profitable, Profit Factor 4.582.
- Optimized (RSI < 33, TP 4%): Net +10,399.80 USDT (+10.40%), Max Drawdown 5.32%, , , .
The result: net profit roughly 2× higher (+5.18% → +10.40%), while maximum drawdown actually eased slightly (5.53% → 5.32%). The looser RSI entry (33) lets the strategy engage the dip earlier and more often, while the wider 4% target lets each recovery run a little further before the position is banked. The published defaults use the optimized values; the baseline metrics are shown here purely so the effect of the two parameter changes is transparent.
🔷 Who is it for:
- Swing traders accumulating SOL on RSI pullbacks rather than chasing momentum.
- Bot operators who want a chart-driven signal source with base / safety-order / close webhook JSON ready to drive a DCA Bot.
- Traders comfortable with martingale-style averaging who size their capital to the worst-case ladder fill.
- Range / mean-reversion traders who prefer mechanical oversold entries over discretionary timing.
🔷 How does it work:
Entry (Base Order): On each closed 4h bar the strategy reads RSI(14). When RSI falls below 33 and there is no open position, it opens the base order at market (or limit, optionally) and dispatches the entry webhook.
Averaging Orders: Once in a position, the strategy watches price relative to the original base entry. The five safety orders are armed at fixed deviations from that base entry — not cumulatively — at −2%, −5%, −9.5%, −16%, and −25%. As each threshold is crossed on bar close, the corresponding averaging order fires. Order sizes scale 1.8× per rung ($900 → $1,620 → $2,916 → $5,249 → $9,448 from a $500 base), pulling the blended average entry down toward the latest fill.
Exit (Take Profit): While in a position, the strategy computes a take-profit price 4% above the current average entry. When price closes at or above that level, the entire position is closed at market and the close webhook fires. There is no trailing and no stop loss.
Capital Bounds: Total deployed capital cannot exceed the base order plus the five safety orders. Once all five averaging orders are filled, no further adds occur — the position simply waits for the take-profit. This ladder cap is the strategy's primary risk control.
🔷 Why it's unique:
- Optimizer-Tuned Parameters: The RSI threshold (33) and take-profit (4%) are not arbitrary — they are the values the QuantPilot Pine Script optimizer selected as best-performing on the historical sample, with every other parameter held constant.
- Fixed-Deviation Martingale Ladder: Safety orders are placed at fixed percentages from the base entry with deliberate 1.8× size scaling, so each rung has progressively more influence on the average — a transparent, fully-specified averaging schedule rather than an opaque adaptive grid.
- Full Webhook Chain: Base order, each safety order, and the close all emit dedicated JSON payloads, driving a DCA Bot end-to-end with no glue layer.
- On-Chart Transparency: The AO ladder, average entry, and take-profit target are plotted live, and the status table reports RSI, AOs filled, base/average entry, TP target, and max deployable capital.
🔷 Considerations Before Using the Strategy:
Optimization / Overfitting Risk: The RSI threshold and take-profit were selected by sweeping those parameters over the same historical window shown in the results. Values that were best in-sample are not guaranteed to be best out-of-sample — this is the standard caveat for any optimized parameter. Treat the optimized metrics as the ceiling of what this configuration achieved historically, not as a forward expectation, and re-validate on fresh data before committing capital.
Trade Volume — Below the Statistical Floor: The baseline produced 77 closed trades over ~30 months; the optimized configuration is in the same range. This is below the ~100-trade threshold often used as a floor for statistical relevance, so treat the win rate and profit factor as indicative rather than conclusive.
Martingale Tail Risk: Order sizes scale 1.8× per rung, so the deepest fills are by far the largest. If SOL trends hard below the −25% AO5 level without recovering to take-profit, the position sits fully loaded with no further adds and no stop — unrealized loss can grow until price reverts.
No Stop Loss Justification: There is no exit on adverse moves. Per-order risk is bounded by the fixed ladder allocation; aggregate exposure is capped at base + five AOs (≈ $20,633 on the default $100k account, ~20.6% of equity). Size the base/AO inputs down to match the worst-case exposure you are willing to hold.
Fees: The default commission (0.06% per trade) should be matched to your exchange's actual taker fees.
Demo Testing: Always demo-test before going live. Past results do not guarantee future performance, particularly for martingale-style averaging strategies whose risk profile is dominated by rare deep drawdowns.
🔷 STRATEGY PROPERTIES
Symbol: BYBIT:SOLUSDT.P (Perpetual) — strategy is portable to any SOL / USDT pair.
Timeframe: 4H (RSI sampled on 4h).
Test Period: January 1, 2024 — July 2026 (~30 months).
Initial Capital: 100,000 USDT.
Base Order Size: 500 USDT.
Averaging Orders: 5, at −2% / −5% / −9.5% / −16% / −25% from base entry.
AO Sizing: 1.8× per rung — 900 / 1,620 / 2,916 / 5,249 / 9,448 USDT.
Max Deployed Capital: ≈ 20,633 USDT (~20.6% of equity, all AOs filled).
Commission: 0.06% per trade.
Slippage: 3 ticks.
Entry Filter: 4h RSI(14) below 33 (optimizer-tuned from 28).
Take Profit: 4% above average entry (optimizer-tuned from 3%).
Stop Loss: None — ladder allocation is the structural risk cap.
Trailing: None.
Strategy: Long Only.
🔷 STRATEGY RESULTS (Optimized — RSI < 33, TP 4%)
⚠️ Remember, past results do not guarantee future performance.
Net Profit: +10,399.80 USDT (+10.40%)
Max Equity Drawdown: 5,751.73 USDT (5.32%)
Total Closed Trades:
Percent Profitable:
Profit Factor:
🔷 STRATEGY RESULTS (Baseline — RSI < 28, TP 3%, for comparison)
Net Profit: +5,178.77 USDT (+5.18%)
Max Equity Drawdown: 5,748.16 USDT (5.53%)
Total Closed Trades: 77
Percent Profitable: 67.53% (52 / 77)
Profit Factor: 4.582
🔷 How to Use It:
🔸 Adjust Settings: Open the strategy inputs and confirm the RSI level (default 33), the five AO deviations and sizes, and the Take Profit (default 4%) match your risk profile. Scale the base/AO sizes down for lower exposure.
🔸 Results Review: Run a full-period backtest and confirm Max Drawdown stays within your personal risk band — note the optimized configuration reached 5.32%. Keep in mind the trade sample is below the ~100-trade floor for statistical confidence, and the profit factor reflects that small, optimized sample.
🔸 Create alerts to trigger the DCA Bot: Add one alert on the strategy using "Any alert() function call". Paste your DCA Bot's webhook URL into the alert's Webhook field, and fill the Bot ID, Email Token, and Pair inputs on the script. The base order, each safety order, and the close will each emit a dedicated JSON payload.
🔷 INDICATOR SETTINGS
Base Order Size: Capital committed on the first (base) entry.
AO Deviations: Fixed percentage distances from the base entry where each safety order fires.
AO Sizes: Capital per safety order (1.8× scaling by default).
RSI Timeframe / Length / Level: Oversold filter for the base entry (default 4h, 14, below 33 — optimizer-tuned).
Take Profit (%): Distance above average entry where the full position closes (default 4%, optimizer-tuned).
Bot ID / Email Token / Pair: Webhook fields injected into every alert payload.
Visualization: Toggle the AO ladder, fill labels, avg/TP lines, and status table.
Brand Watermark: Configurable text, position, size, and transparency.
👨🏻💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented.
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The information and publications within the 3Commas TradingView account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc. Strateji
Gösterge
ChronoFade PRO by K@lTonyDescrizione (Italiano)
ChronoFade PRO identifica movimenti di prezzo all'interno di fasce orarie predefinite e genera un segnale in direzione opposta (fade/reversal) alla chiusura della fascia. La logica: se il prezzo scende durante la fascia, il segnale è BUY sulla candela successiva; se sale, il segnale è SELL — sulla base del presupposto che i movimenti direzionali all'interno di una sessione tendono a rientrare (mean reversion).
Caratteristiche principali:
Fino a 3 fasce orarie configurabili indipendentemente, con offset GMT regolabile
Filtro di lateralizzazione: ignora i movimenti troppo piccoli, evitando falsi segnali in mercati piatti
Motore di backtest integrato con gestione multi-trade, zone TP/SL visualizzate a grafico e tabella statistiche (operazioni, vinte, perse, winrate) per fascia oraria
Description (English)
ChronoFade PRO identifies price movement within predefined time windows and generates a signal in the opposite direction (fade/reversal) at the close of each window. Logic: if price falls during the session, the signal is BUY on the next candle; if it rises, the signal is SELL — based on the premise that directional moves within a session tend to revert (mean reversion).
Key features:
Up to 3 independently configurable time windows, with adjustable GMT offset
Sideways-filter: ignores moves that are too small, avoiding false signals in flat markets
Built-in backtest engine with multi-trade management, TP/SL zones plotted on chart, and a stats table (trades, wins, losses, winrate) per session
Settaggio consigliato per XAU/USD, fascia 12:00-15:00
Premessa importante: non ho dati di backtest live per darti numeri "ottimizzati" — questi sono punti di partenza ragionevoli da testare tu stesso con il motore di backtest integrato, dato che l'oro nel 2026 sta attraversando fasi di volatilità molto variabile (range giornaliero tipicamente 200 a 500+ pips, che può superare i 1.000 pips nei giorni di notizie importanti).
Parametro Valore consigliato (partenza)
Orario fascia 1200-1500 Verifica che coincida con il tuo offset GMT broker
Offset GMT dipende dal tuo broker Molti broker MT/cTrader sono GMT+2/+3 — allinea di conseguenza
Filtro lateralizzazione 80-120 punti Filtra il rumore in sessioni piatte pre-overlap
Take Profit 150-250 punti Coerente con la volatilità media dell'oro in 3h di overlap
Stop Loss 150-200 punti Simile o leggermente inferiore al TP per un R:R vicino a 1:1
Consiglio pratico: attiva il backtest, parti da questi valori, e osserva la tabella winrate per fascia — poi affina TP/SL e filtro in base ai risultati sul tuo strumento/broker specifico, perché lo spread e lo slippage su XAUUSD variano parecchio tra broker. Gösterge
Trend Absorption ProTrend Absorption Pro is a price action indicator designed to identify high-probability absorption zones — candles where smart money is likely absorbing supply or demand — within the context of a confirmed trend, using a multi-confluence scoring system.
How it works
The indicator uses a Keltner Channel + EMA structure to define trend context and pullback zones. A buy signal requires price to be in an uptrend (lower band above the EMA) and to pull back into or beyond the Keltner bands. A sell signal mirrors this logic on the downside. Within that context, each candle is scored across up to 12 confluence factors:
Anomalous volume (mandatory or optional)
Rejection wick size (lower or upper)
Close position within the candle range
Bullish or bearish candle body
Compressed range relative to ATR
Estimated delta (buy/sell pressure approximation)
Liquidity sweep (spring/upthrust detection)
Pullback depth bonus (reaching the Keltner midline or beyond)
Optional real delta from a lower timeframe
Only candles that meet the minimum confluence threshold are marked. Signals are displayed as color-coded bubbles, sized dynamically by relative volume, with optional volume and score labels.
Optional Filters (independent on/off switches)
Stochastic Filter — Restricts buy signals to oversold readings and sell signals to overbought readings. Period, smoothing, and threshold levels are fully configurable (default 10, 3, 3).
Divergence Filter — Adapted from the widely used "Divergence for Many Indicators" framework. Requires a confirmed bullish divergence (on any selected indicator) within a configurable lookback window before a buy signal is accepted, and a bearish divergence before a sell. Supports Regular, Hidden, or both divergence types across up to 11 indicators: MACD, MACD Histogram, RSI, Stochastic, CCI, Momentum, OBV, VW-MACD, Chaikin Money Flow, Money Flow Index, and an optional external source.
Both filters are fully independent — use none, one, or both simultaneously depending on your strategy.
Resumption Trigger
Once an absorption candle is confirmed with sufficient confluence, the indicator watches for a breakout beyond the signal candle's high or low and plots a triangle arrow to mark the resumption of the move.
Fully Configurable
Every parameter is editable: trend periods, scoring thresholds, visual style (bubble or classic arrow label), bubble size, colors, transparency, max history, and alert sensitivity.
Best used on liquid instruments with reliable volume data. The Divergence Filter requires a pivot period to confirm, which introduces a natural lag — use the "Don't Wait for Confirmation" option to reduce it. Gösterge
Pymander's EZ Trend Alignment**Pymander’s EZ Trend Alignment** is a clean and easy-to-read trend-following indicator designed to help traders quickly identify bullish and bearish market direction.
The tool combines the Commodity Channel Index with an ATR-based trailing trend line. In simple terms, the CCI measures whether momentum favors buyers or sellers, while the ATR calculation adjusts the trend line to current market volatility.
When bullish momentum is present, the line trails beneath price and displays green. When bearish momentum takes control, the line moves above price and displays red. The trailing logic helps traders follow established trends while recognizing possible shifts in direction.
The indicator includes two coloring styles:
* **Original Coloring:** Changes color based directly on bullish or bearish CCI momentum.
* **Trend Coloring:** Changes color based on whether the trailing line is rising or falling.
Pymander’s EZ Trend Alignment may be used to confirm market direction, filter long and short setups, identify possible trend changes, follow directional moves, and avoid trading against established momentum.
Its strength is simplicity. Rather than cluttering the chart with unnecessary signals, it provides a clear visual guide to help traders determine whether price, momentum, and volatility are aligned.
As with any indicator, use it alongside proper risk management, market structure, and a tested trading plan. No indicator can guarantee profitable results.
Best of luck in the markets, traders. Stay patient, remain disciplined, and protect your capital.
— **Pymander**
Gösterge
BTC vs Net USD Liquidity 13W ROC LeadBTC vs Net USD Liquidity — ROC, Lead & Correlation
This indicator compares Bitcoin’s medium-term price momentum with changes in U.S. net dollar liquidity.
Net USD liquidity is calculated as:
Federal Reserve Total Assets
− Overnight Reverse Repo
− U.S. Treasury General Account
Data sources:
• ECONOMICS:USCBBS — Federal Reserve total assets
• FRED:RRPONTTLD — Overnight Reverse Repurchase Agreements
• FRED:WTREGEN — U.S. Treasury General Account balance
• User-selected BTC/USD symbol
The indicator displays:
• Bitcoin’s percentage change over a selected number of weeks
• Net USD liquidity’s percentage change over the same period
• Liquidity data shifted by a configurable lead period
• Rolling correlation between BTC momentum and the lag-adjusted liquidity impulse
Settings:
Change Period
Defines the number of weeks used to calculate the rate of change. For example, 13 measures the percentage change over the previous 13 weeks.
Liquidity Lead
Tests whether changes in net USD liquidity tend to lead Bitcoin. For example, a setting of 8 compares Bitcoin’s current momentum with the liquidity impulse observed eight weeks earlier.
Correlation Window
Defines the number of weeks used to calculate the rolling correlation.
Correlation interpretation:
• Values closer to +1 indicate a stronger positive relationship
• Values near 0 indicate weak or inconsistent linear correlation
• Values closer to −1 indicate a stronger inverse relationship
Rising net USD liquidity may create a more supportive macro environment for Bitcoin and other risk assets. Falling liquidity may create a more restrictive environment.
However, this relationship is not stable across all market cycles. Bitcoin may react with a changing time lag, and other factors such as ETF flows, leverage, interest rates, market positioning and global liquidity may dominate price action.
The indicator is intended for macroeconomic, liquidity-cycle and market-cycle analysis. It is not a standalone buy or sell signal.
For best results, use it on the weekly timeframe and compare several lead settings, such as 0, 4, 8 and 12 weeks.
Disclaimer:
This indicator is provided for informational and educational purposes only. It does not constitute financial or investment advice. Past correlation does not guarantee future performance. Gösterge
Sphinx Key Levels DOL Graded Supply & DemandA draw-on-liquidity (DOL) map that plots the reference levels price is drawn toward, then builds supply and demand zones ONLY at those levels using an ICT-style delivery sequence. The aim is confluence by construction: rather than printing supply/demand everywhere, a zone can only exist where a tracked liquidity level was actually raided.
What it plots
Liquidity levels (each toggleable): prior day, week and month highs/lows; prior Asia and London session highs/lows; and the overnight high/low. Nearby levels are merged into a single graded band so the chart stays readable, and untested ("naked") levels are weighted up, since unswept liquidity tends to act as a stronger magnet.
Equilibrium references, kept separate from liquidity: midnight, 08:30 and 09:30 opens, plus optional weekly and monthly opens. A compact table reads price as premium or discount against each open.
Opening gaps: NDOG (new day) and NWOG (new week), drawn at their true range with a consequent-encroachment midline.
How the zones are built
For each enabled level, the script runs a four-step sequence:
Sweep - price trades through the level, raiding the short-term liquidity resting beyond it.
Reclaim - price closes back on the origin side within a set window, rejecting the raid.
Order block - the last opposite-close candle into the swept extreme is marked as the zone, optionally extended to the swept wick so a protective stop can sit beyond the raided liquidity.
Displacement - a fair value gap must form in the move away from the level to validate the zone. No FVG within the window, no zone. This step can be turned off to draw on the order block alone.
A high-type level that is swept and reclaimed produces a supply zone; a low-type level produces a demand zone. Only enabled level types generate zones, so selecting, for example, only prior day high/low restricts zones to those two levels. Each level holds one live zone at a time. A zone is mitigated when price closes through its far side, and by default a zone expires when its underlying level rolls to a new session, so a zone only remains on the chart while a live level of that type stands behind it.
Alerts
Three conditions: a new zone forms, price enters an active zone, and a zone is mitigated.
Notes
Higher-timeframe values use confirmed prior-period data and do not repaint after a bar closes. Zone detection runs on the live bar by default, so a forming zone can update until that bar closes and is fixed on close; an option is included to confirm zones only on closed bars for users who prefer no intrabar movement. Session times are New York based. Built for intraday index futures on sub-hourly charts; other symbols and timeframes will need the sweep and displacement windows retuned.
This is an analysis and context tool. It does not place orders and makes no performance claims. Gösterge
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Pymander's EZ MTF Regime Filter**Pymander’s EZ MTF Regime Filter** is a multi-timeframe trend and market-condition tool designed to help traders see whether several larger timeframes are aligned bullish, bearish, or neutral.
The indicator analyzes five customizable timeframes and combines their readings into one easy-to-understand regime score ranging from **-100 to +100**.
* Scores above zero show bullish alignment.
* Scores below zero show bearish alignment.
* Readings near zero suggest mixed, neutral, or transitioning conditions.
* Readings near +100 or -100 show strong agreement across the selected timeframes.
Traders can choose between two methods for determining the trend on each timeframe:
* **EMA Alignment:** Looks at price position and the relationship between fast and slow moving averages.
* **Supertrend:** Uses volatility-based trend direction to classify each timeframe.
The final score is smoothed into a clear momentum-style wave, making it easier to recognize strengthening trends, weakening alignment, and possible regime changes.
Key features include:
* Five fully customizable timeframes
* Bullish, bearish, and neutral regime scoring
* EMA Alignment or Supertrend-based analysis
* Optional volume confirmation
* Optional local Supertrend confirmation
* Breakout-based BUY and SELL labels
* Bullish and bearish multi-timeframe divergence detection
* Adjustable score smoothing
* Clean area, line, and glow visuals
The BUY and SELL signals are designed to appear only when several conditions agree. The multi-timeframe score must show strong directional alignment, price must break a recent high or low, and the optional volume and Supertrend filters must confirm the move.
What sets EZ MTF Regime Filter apart from a basic trend indicator is its ability to combine several timeframes into one unified market reading. Instead of checking multiple charts individually, traders can quickly see whether short-, medium-, and higher-timeframe conditions are working together or conflicting.
The divergence markers can also help identify moments when price continues making new highs or lows while broader timeframe alignment begins to weaken, potentially warning of fading momentum or an upcoming shift.
Use this tool as a directional filter, confirmation layer, or market-regime guide alongside proper risk management, price structure, and a tested trading plan.
Best of luck with your trading. Stay disciplined, remain patient, and always protect your capital.
— **Pymander**
Gösterge
