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Tether Dynamics - Statistical Exhaustion EngineOverview This strategy detects statistical exhaustion in price movement by modeling price as a particle tethered to a dynamic anchor. When price stretches too far from equilibrium and multiple independent statistical detectors confirm anomalous behavior, the strategy identifies high-probability mean-reversion opportunities. Unlike simple oversold/overbought indicators, this system fuses concepts from classical mechanics , stochastic filtering , multivariate statistics , and statistical process control into a unified detection framework. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THEORETICAL FOUNDATION 1. The Tethered Particle Model The framework draws inspiration from Polyak's heavy ball method in optimization theory, where a particle with momentum navigates a loss landscape. Here, price is modeled as a particle connected to a moving anchor (adaptive EMA) by an elastic "chain" whose length scales with volatility (ATR). This creates a natural physics framework: Displacement (x) : Distance from anchor, normalized by chain length Velocity (v) : Rate of change of displacement Acceleration (a) : Rate of change of velocity This state vector defines the system's "phase space" — a complete description of price dynamics relative to equilibrium. 2. Adaptive Anchor (Kaufman Efficiency) The anchor uses an adaptive smoothing approach inspired by Perry Kaufman's Adaptive Moving Average. The Efficiency Ratio measures trend strength: ER = |Direction| / Volatility = |Price - Price | / Σ|ΔPrice| High efficiency (trending) → faster adaptation Low efficiency (choppy) → slower, more stable anchor This prevents whipsaws in ranging markets while staying responsive in trends. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DETECTION ARCHITECTURE The strategy employs three independent statistical detectors , each grounded in distinct mathematical frameworks. A signal fires when price shows extended tension AND any detector confirms anomalous behavior AND momentum is decelerating (exhaustion). Detector 1: Mahalanobis Distance (Multivariate Outlier Detection) The Mahalanobis distance measures how "unusual" the current state vector is, accounting for correlations between displacement, velocity, and acceleration: D² = (x - μ)ᵀ Σ⁻¹ (x - μ) Where Σ is the full 3×3 covariance matrix. Under multivariate normality, D² follows a chi-squared distribution with 3 degrees of freedom: χ²(3, 0.90) = 6.25 → 10% of observations exceed this χ²(3, 0.95) = 7.81 → 5% of observations exceed this This detector identifies states that are jointly extreme — even if no single variable looks unusual alone. Why it matters: A price might have moderate displacement and moderate velocity, but the combination could be highly improbable. Mahalanobis captures this multivariate structure that univariate indicators miss. Detector 2: CUSUM Change-Point Detection Cumulative Sum (CUSUM) is a sequential analysis technique from statistical process control. It accumulates standardized deviations from the mean: S⁺ₜ = max(0, S⁺ₜ₋₁ + zₜ - drift) S⁻ₜ = min(0, S⁻ₜ₋₁ + zₜ + drift) When either cumulative sum breaches a threshold, a "change point" is detected — the process has shifted from its baseline regime. Why it matters: CUSUM detects subtle, persistent shifts that might not trigger on any single bar. It's sensitive to regime changes that precede reversals. Detector 3: Kalman Innovation Filter (Ornstein-Uhlenbeck Model) This detector models displacement as an Ornstein-Uhlenbeck process — the continuous-time analog of AR(1) mean-reversion: dx = θ(μ - x)dt + σdW A Kalman filter tracks the expected displacement and computes the innovation (prediction error): νₜ = (yₜ - x̂ₜ|ₜ₋₁) / √Sₜ Under correct model specification, normalized innovations should be ~N(0,1). Large innovations indicate the mean-reversion model is breaking down — price is behaving "unexpectedly" relative to equilibrium dynamics. Adaptive Q Estimation: The filter continuously adjusts its process noise estimate based on innovation autocorrelation, maintaining calibration across different volatility regimes. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SIGNAL LOGIC Long Signal Requirements: Z-Displacement < -σ threshold (price stretched below anchor) ANY detector fires (Mahalanobis outlier OR CUSUM change OR Kalman innovation < -2σ) Z-Acceleration > 0 (downward momentum decelerating) Short Signal Requirements: Z-Displacement > +σ threshold (price stretched above anchor) ANY detector fires Z-Acceleration < 0 (upward momentum decelerating) The deceleration requirement ensures we're catching exhaustion rather than fighting momentum. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ RISK MANAGEMENT Scale-Out Exit Strategy Rather than all-or-nothing exits, the strategy takes profits at multiple R-levels: Scale 1: 20% at 0.5R Scale 2: 20% at 1.0R Scale 3: 10% at 1.5R (optional) Remainder: Trailing stop This locks in gains while allowing winners to run. Adaptive Trailing Stop After reaching the activation threshold (default 1R), the stop trails from the highest high (longs) or lowest low (shorts) at a configurable ATR multiple. Reversal Logic When an opposite signal fires while in position, the strategy can close and flip direction rather than waiting for a stop-out. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ PARAMETER GUIDANCE Anchor Period (24) : Base period for adaptive anchor ATR Period (14) : Volatility measurement Chain Length Mult (2.5) : Tether elasticity — higher = more stretch allowed Long Tension σ (1.5) : Lower = more signals Short Tension σ (2.0) : Higher threshold for shorts (trend asymmetry) Mahalanobis Threshold (6.25) : χ²(3, 0.90) — adjust for signal frequency CUSUM Threshold (3.0) : Lower = more sensitive to regime shifts Lookback Window (100) : Statistical estimation window ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ BACKTEST NOTES Historical testing on NQ (2020-2025) suggests: Long signals show stronger edge than shorts in equity indices 1H and 30-min timeframes balance signal quality vs. frequency "Long Only" mode recommended for equity index futures Important: Past performance does not guarantee future results. This strategy involves significant risk of loss. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ MATHEMATICAL REFERENCES Polyak, B.T. (1964). "Some methods of speeding up the convergence of iteration methods" (Heavy ball method) Bertsekas, D.P. (1999). "Nonlinear Programming" (Heavy ball method / momentum dynamics) Mahalanobis, P.C. (1936). "On the generalized distance in statistics" Page, E.S. (1954). "Continuous inspection schemes" (CUSUM) Kalman, R.E. (1960). "A new approach to linear filtering and prediction problems" Uhlenbeck, G.E. & Ornstein, L.S. (1930). "On the theory of Brownian motion" Kaufman, P. (1995). "Smarter Trading" (Adaptive Moving Average) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DISCLAIMER This strategy is provided for educational and research purposes. Trading futures involves substantial risk of loss. The statistical methods employed do not guarantee profitable outcomes. Always use appropriate position sizing and risk management.
Pine Script® stratejisi
public_username_twice tarafından
AI Chakra for Global Markets by Pooja🔮 AI Chakra for Global Markets — by Pooja Invite-Only | Rule-Based Market Structure & Momentum Indicator 🔹 What this indicator actually does AI Chakra is a rule-based indicator that generates Auto Buy / Auto Sell signals only when predefined rules across trend, momentum, volatility and structure are satisfied together. It is not a simple RSI, EMA or SMC indicator, and it is not a visual mash-up. Each component has a fixed role, and no signal is allowed unless all required rules pass. 🟢 AUTO BUY / 🔴 AUTO SELL — How signals are generated BUY signal is allowed ONLY when ALL rules below are true on candle close: Trend Rule Price above EMA trend structure EMA alignment confirms bullish bias Fair-Price Rule Price above VWAP (no buy below VWAP) Momentum Rule RSI above its moving average RSI–RSI-MA distance above minimum threshold RSI-MA slope positive (flat momentum blocked) Volatility Rule ADX confirms market strength ATR confirms sufficient price movement Low-energy / sideways markets are ignored Structure Rule Market structure is valid (BOS or active CHoCH context) No buy allowed against recent structure shift Candle Confirmation Rule Signal triggers only after candle close No intrabar or repaint signals If any single rule fails → NO BUY SIGNAL. SELL signal follows the same rules in the opposite direction. 🧠 What “AI” means here (no hype, no prediction) “AI” in this indicator does NOT mean machine learning or prediction. It refers to: Multi-rule decision logic State-based signal control Conditional signal rejection Context-aware validation instead of single-condition triggers 👉 The indicator decides whether a signal is allowed or rejected, similar to a rule engine. 📉 Fake Breakout Protection (Core Purpose) This indicator is specifically designed to avoid fake breakouts. Fake signals are blocked using: RSI distance + slope filter ADX strength validation ATR volatility requirement VWAP position filter Structure (BOS / CHoCH) alignment Low-volume, sideways and weak momentum moves are intentionally ignored. 🧱 Market Structure (SMC) — How it is used Break of Structure (BOS) Detected using swing highs / lows Confirms continuation of current trend Used as structure validation, not as a trade trigger Change of Character (CHoCH) Detected when price breaks previous structure Marks possible trend shift Remains valid only for limited bars ⚠️ BOS / CHoCH do not generate trades alone. They only allow or block signals from the main engine. 🔁 Partial Signals — Why they exist Instead of only final Buy/Sell, the indicator shows Partial Signals: CHoCH + RSI EMA + VWAP + RSI EMA + VWAP + Supertrend + RSI Breakout structure (RSI intentionally excluded) Partial signals: Do not mean trade entry Show which rules are already satisfied Help traders track setup development 📍 Support & Resistance (Context Only) Traditional Pivot Points Multi-timeframe calculation (Daily / Weekly / Monthly) Optional price labels Pivot levels: Never generate signals Used only as support / resistance reference 📐 Trendline Module (Optional) Trendlines drawn from swing points ATR / Std-Dev / Regression-based slope Extended forward for interaction zones Trendlines are contextual, not breakout triggers. ⚙️ Trading Modes (Different rule handling) Intraday Mode Direction resets daily Prevents repeated same-side signals in one session Positional Mode Direction stays active until opposite structure appears No daily reset Logic is different internally — not cosmetic. 🔔 Alerts Auto Buy / Auto Sell alerts Partial alerts available Candle-close only Non-repainting Webhook compatible 🔒 Why Invite-Only The script uses: Stateful signal logic Multi-rule validation Structure-based filters Partial-to-confirmed signal flow Source is restricted to protect these mechanisms. ⚠️ Disclaimer This indicator is for educational and analytical use only. It does not provide financial advice or trade recommendations. Risk management is the user’s responsibility.
Pine Script® göstergesi
financegurupooja tarafından
Power Bar SMA Directional (Trade Your Edge)GENERAL OVERVIEW: The Power Bar SMA Directional (Trade Your Edge) indicator identifies high-momentum Power Bars and uses a structured SMA-based breakout model to generate Long and Short trading signals. Once a signal appears, the indicator automatically places a Stop-Loss and three Take-Profit levels, with an optional dynamic trailing stop-loss. Alerts are available for every trade event. This indicator was developed by Flux Charts in collaboration with Steven Adams (Trade Your Edge). What is the purpose of the indicator?: The purpose of the Power Bar SMA Indicator is to turn an unusually strong candle (Power Bar) into a complete, rule-based trade setup. The indicator does three main things, very specifically: It spots “power bars”. These are candles where the body is both large compared to the candle’s own range and large compared to nearby candles. It only cares about power bars when they align with the trend’s direction: bullish or bearish. When that happens, the indicator gives a buy or sell signal with an entry at the signal candle, a stop-loss at the low/high of the power bar, and three take-profit targets placed at fixed multiples of the entry to stop-loss distance. You can also have the stop move up/down after each target is hit with the trailing stop-loss feature. What’s the theory behind the indicator?: The theory behind this indicator is that large, one-sided candles often mark the start of directional strength. When a candle’s body takes up most of its total range and exceeds the average size of recent candlesticks, it shows clear control from either buyers or sellers. The indicator combines this concept with a simple moving average to confirm trend direction, ensuring signals only align with the current bias. It then checks if price breaks a recent swing high or low to confirm momentum is continuing rather than consolidating inside a range. By combining three core elements: trend bias, momentum identification, and confirmation that price has room for new discovery beyond prior ranges, the indicator can focus on finding trade setups that have multiple market factors in alignment. POWER BAR SMA DIRECTIONAL FEATURES: The Power Bar SMA Directional indicator includes 4 main features: Power Bars Trend Bias Long / Short Signals + Risk Management Alerts POWER BARS: 🔹What are Power Bars?: Power Bars are large, high-momentum candles that show strength in one direction of the market. They form when a candle’s body (the distance between open and close) dominates most of the candle’s total range (the distance between high and low), meaning price moved strongly in one direction with little to no pullback. To qualify, the candle must also be large relative to nearby candles. This size difference confirms that the candle is a burst of momentum. 🔹How to interpret and use Power Bars: When a Power Bar forms, it signals that price has just made a strong directional move with little to no pullback. Traders can use these bars to identify momentum shifts and potential trade setups. A bullish Power Bar means buyers controlled the entire candle, marking the start of upward momentum. A bearish Power Bar means sellers were in control of the entire candle, signaling the start of downwards momentum. In the Power Bar SMA Directional indicator, these candles are only used for signals when they align with the market trend and satisfy other entry requirements, mentioned later on. Bullish Power Bars forming above the Simple Moving Average (SMA) can signal potential long opportunities. Bullish Power Bars forming below the SMA can signal potential short opportunities. 🔹How are Power Bars identified: Power Bars are detected and confirmed only after the candle closes, ensuring that the full candlestick body and range can be measured. The indicator does not repaint or change past bars. Once a Power Bar is confirmed, it stays fixed on the chart. Power Bars can be detected on any timeframe or symbol that produces standard candlestick data. The indicator identifies Power Bars using two user-defined inputs: Sensitivity and Body %. ◇ Sensitivity: The Sensitivity setting determines how large a candle’s body must be relative to nearby candles. It uses the Average True Range (ATR) to compare the current candle’s size with recent candles, and the Sensitivity value acts as a multiplier of that ATR. A higher Sensitivity value means the candle must be much larger than recent candles to qualify, so fewer Power Bars will form. A lower value makes the filter less strict, allowing more candles to qualify. ◇ Body %: The Body % setting controls what percentage of the candle’s total range must be body rather than Wick. A higher value requires the body to take up more of the candle’s total range, so fewer candles pass the filter. A lower value allows candles with more wick to qualify, so more Power Bars will form. Body % Example: If Body % is set to 50, the candle body must cover at least half of the candle’s total range. For example, if a candle’s high is $11, its low is $10, its open is $10.20, and its close is $10.80, then the total range is $1 ($11 - $10) and the body is $0.60 ($10.80 - $10.20). Body % = (Body / Total Range) * 100 = (0.60 ÷ 1.00 × 100) = 60%. Since 60% is greater than the input of 50%, this candle passes the Body % criteria. Once a candlestick closes and it meets both the Sensitivity and Body % requirements, it will be plotted in a different color, using barcolor() function. Users can adjust the bullish/bearish colors of Power Bars by adjusting the ‘Candle Coloring’ setting. The Power Bar candle coloring is purely visual and does not affect signal logic or strategy calculations. TREND BIAS: The indicator uses a Simple Moving Average (SMA) to determine overall trend direction and ensure that long/short signals align with the market bias. When the SMA is sloping upward and price is trading above it, the market is considered to be in a bullish trend. In this case, only long setups are allowed. When the SMA is sloping downward and price is below it, the market is considered bearish, and only short setups are valid. This filtering ensures that every signal follows the current trend rather than fighting it. Within the settings, the SMA length can be customized to match different trading styles. A shorter SMA period reacts more quickly to price changes, making it better suited for scalping or lower timeframes where traders want faster entries and exits. A longer SMA period responds more slowly, which smooths out smaller fluctuations and is more useful for day traders or swing traders who focus on larger trends. By default, the SMA length is set to 20. Signals on SEED_ALEXDRAYM_SHORTINTEREST2:NQ 5-minute timeframe with a 10 SMA vs. 100 SMA: 🔹Why does the indicator include a trend filter?: This indicator is built around the assumption that markets tend to continue moving in their current direction. Thus, if the trend is bullish, it’s assumed that price will continue moving higher. If the trend is bearish, it’s assumed that price will continue moving lower. By combining the SMA filter with the momentum logic of the power bars, the indicator avoids countertrend setups. This keeps signals focused on continuation setups where both the trend and short-term strength (momentum) are in agreement. LONG/SHORT SIGNALS: This indicator identifies potential trade setups by combining momentum, trend alignment, and structural confirmation. It detects when a Power Bar candle appears, and then looks for confirmation that the move is valid through trend alignment and a structure break. There are three long setups and three short setups: Momentum Breakout Proximity Breakout Delayed Breakout All setups require: A valid Power Bar forming in the correct context relative to the SMA. A break of nearby structure (defined by the Swing Length setting). 🔹Signal Settings: ◇ SMA Distance: This setting defines how close a Power Bar must be to the SMA to qualify for the proximity breakout setup type. It measures the maximum allowed distance between the Power Bar’s open price and the SMA, expressed as a multiple of the Average True Range (ATR). This setting only affects Setup #2 (Proximity Breakout) and sometimes Setup #3 (Delayed Breakout). Setup #1 does not use this filter because its logic depends on price crossing the SMA or confirming later. In proximity setups, the power bar candle must both open and close on the same side of the SMA (bullish or bearish) while still being within the allowed SMA Distance range. This condition prevents signals when price is stretched too far away from the SMA, which could indicate exhaustion or a potential pullback rather than continuation. A lower SMA Distance value tightens this filter, allowing only Power Bars that form very close to the SMA, resulting in fewer but more conservative signals. A higher SMA Distance value gives wiggle room and allows setups that form farther from the SMA, generating more frequent signals. In the example below, when the SMA Distance is set to 0.5 (left chart), the bullish Power Bar does not trigger a long signal because its opening price is too far from the SMA. When the SMA Distance is increased to 1.0 (right chart), the same candle now falls within the allowed range, making the setup valid and displaying a long signal label. ◇ Swing Length: The Swing Length setting defines how the indicator identifies recent structure levels used for breakout confirmation. These structure levels are swing highs and swing lows, which represent points where price reversed direction over a specified number of bars. The indicator uses these high/low levels to determine whether price has broken past a meaningful area of prior support or resistance before confirming a trade setup. The Swing Length value determines how far back the indicator looks when calculating these points. Internally, it uses the Highest/Lowest method, scanning the last N bars (where N is the Swing Length input) to find the highest high and lowest low within that range. The highest high becomes the immediate resistance level for potential long setups. The lowest low becomes the immediate support level for potential short setups. A lower Swing Length value makes the indicator reference closer levels. This increases the number of potential signals because nearby highs and lows are easier for price to reach. A higher Swing Length value references farther structure levels, typically major swing points, which reduces signal frequency. Every setup requires a structure break for confirmation. The Swing Length setting directly affects how strict or lenient the entire indicator behaves for each setup type. In Setup #1 (Baseline Momentum Breakout) and Setup #2 (Trend-Aligned Proximity Breakout), the Power Bar must break the structure level during or immediately after its formation. In Setup #3 (Delayed Breakout Confirmation), the same Swing Length level is referenced for a limited number of candles defined by the Candles Between Confirmation setting. ◇ Candles Between Confirmation: The Candles Between Confirmation setting defines how long the indicator will wait for price to confirm a breakout after a qualifying Power Bar forms. It represents the maximum number of bars allowed between the Power Bar’s close and the moment when price breaks the nearby structure level, which is derived from the Swing Length setting. The structure level is defined as the most recent swing high (for long setups) or swing low (for short setups). If a structure break occurs within the specified window, a valid signal is triggered, and the Long or Short label is plotted at the close of the breakout candle. If price fails to break through the level within a certain number of candles, the setup is invalidated. This ensures that signals only appear when momentum follows through promptly, and not when price stalls or consolidates for an extended period. Lower values make confirmations stricter, capturing only quick momentum breakouts. Higher values allow more time for slower markets or higher timeframes to complete structure breaks. Adjust this setting based on market volatility and trading style. In the example below, when Candles Between Confirmation is set to 10, no signal appears because price breaks the swing high after 15 bars, which is greater than the allowed limit. When the setting is increased to 15, the same move qualifies, and a long signal is triggered as price breaks the swing high 15 candles after the initial bullish Power Bar that crossed the SMA. 🔹Long Setups: Long Setup #1: Momentum Breakout A bullish Power Bar opens below the SMA, and closes above it, showing buyer strength. A breakout must occur during this bullish Power Bar candle through a nearby resistance level derived from the Swing Length setting. When this breakout occurs, a Long Signal appears at bar close. After a signal appears, three take-profit levels and one stop-loss level are also plotted. Stop-Loss: Placed at the Power Bar’s low. Take-Profit 1: Set using a 1:1 risk distance from the Stop-Loss to entry. Take-Profit 2: Extends to 1:1.5 risk-to-reward. Take-Profit 3: Extends to 1:2 risk-to-reward. (Power Bars are white in this image) Long Setup #2: Proximity Breakout A bullish Power Bar opens and closes above the SMA, but is still close enough to it to show price hasn’t extended too far. (Refer to SMA Distance setting). As long as the opening of that candle is within the SMA Distance threshold, the setup remains valid. The bullish Power Bar candle must break through the recent swing high (refer to Swing Length setting). A Long Signal triggers when that breakout is confirmed. After a signal appears, three take-profit levels and one stop-loss level are also plotted, similar to Long Setup #1. (Power Bars are white in this image) Long Setup #3: Delayed Breakout A bullish Power Bar appears in a valid location (Refer to Long Setup #1 or Long Setup #2), but structure is not broken immediately. The indicator waits for confirmation within the maximum Candles Between Confirmation window. If price breaks structure within that time, a Long Signal appears. If price fails to break structure in time, the setup is discarded. Risk Management: Same Stop-Loss, TP 1, TP 2, and TP 3 logic as Long Setup #1 (Power Bars are white in this image) 🔹Short Setups: Short Setup #1: Momentum Breakout A bearish Power Bar opens above the SMA, and closes below it, showing seller strength. A breakout must occur during this bearish Power Bar candle through a nearby support level derived from the Swing Length setting. When this breakout occurs, a Short Signal appears at bar close. After a signal appears, three take-profit levels and one stop-loss level are also plotted. Stop-Loss: Placed at the Power Bar’s high. Take-Profit 1: Set using a 1:1 risk distance from the Stop-Loss to entry. Take-Profit 2: Extends to 1:1.5 risk-to-reward. Take-Profit 3: Extends to 1:2 risk-to-reward. (Power Bars are white in this image) Short Setup #2: Proximity Breakout A bearish Power Bar opens and closes below the SMA, but is still close enough to it to show price hasn’t extended too far. (Refer to SMA Distance setting). As long as the opening of that candle is within the SMA Distance threshold, the setup remains valid. The bearish Power Bar candle must break through the recent swing low (refer to Swing Length setting). A Short Signal triggers when that breakout is confirmed. After a signal appears, three take-profit levels and one stop-loss level are also plotted, similar to Short Setup #1. (Power Bars are white in this image) Short Setup #3: Delayed Breakout A bearish Power Bar appears in a valid location (Refer to Short Setup #1 or Short Setup #2), but structure is not broken immediately. The indicator waits for confirmation within the maximum Candles Between Confirmation window. If price breaks structure within that time, a Short Signal appears. If price fails to break structure in time, the setup is discarded. Risk Management: Same Stop-Loss, TP 1, TP 2, and TP 3 logic as Long Setup #1 (Power Bars are white in this image) 🔹Trailing Stop-Loss Feature: When the Trailing Stop-Loss setting is enabled, the Stop-Loss (SL) automatically adjusts as price reaches take-profit levels. This feature helps secure profits while keeping the trade logic completely rule-based and non-discretionary. Here’s exactly how it works step-by-step: Initial Stop-Loss placement: For a Long trade, the initial SL is set at the low of the bullish Power Bar that triggered the setup. For a Short trade, the initial SL is set at the high of the bearish Power Bar that triggered the setup. This level stays fixed until one of the Take-Profit targets is reached. After TP 1 is hit: The SL automatically moves to the entry price (breakeven). After TP2 is hit: The SL automatically moves to TP 1 Final exit condition: The trade is considered complete once either the trailing Stop-Loss or TP 3 is reached. 🔹Visualization: Users can enable or disable: Long Signals Short Signals Take-Profit Lines Take-Profit Labels Stop-Loss Lines Stop-Loss Labels Signal Line SMA ◇ Signal Line: The Signal Line is an optional visual feature that helps users see exactly which structure level the indicator is using to confirm a breakout. It does not change how signals are generated. It only displays the reference point on the chart. Users can customize the Signal Line style (Dashed, Dotted, Solid) and choose different colors for bullish and bearish signal lines. The Signal Line can also be turned off completely. When disabled, signals will not be affected. ALERTS: The indicator supports alerts, so you never miss a key market move. You can choose to receive alerts for each of the following conditions: Long Signal Short Signal TP 1 (Take-Profit 1) TP 2 (Take-Profit 2) TP 3 (Take-Profit 3) SL (Stop-Loss) UNIQUENESS: This indicator automates a strategy that is normally managed manually using multiple steps: identifying large momentum candles, validating trend direction, confirming breakout strength through structure, and then projecting clean risk-based targets. The SMA Distance filter, confirmation window, and swing structure rules work together to ensure signals only trigger when momentum (Power Bars) aligns with technical levels. This indicator turns Power Bars into complete trade ideas with real-time SL/TP management and alerts.
Pine Script® göstergesi
fluxchart tarafından
1
AI Intraday Astra by Pooja v27📘 AI Intraday Astra v27 Invite-Only Intraday Indicator for Option Traders 🔍 What this indicator does (Purpose) AI Intraday Astra v27 is a rule-based intraday signal-filtering indicator designed to reduce false breakouts, repeated entries, and low-energy trades commonly faced by option traders. Unlike traditional indicators that generate frequent signals, this script focuses on signal validation and rejection, producing trades only when multiple market conditions align on the same confirmed candle. ⭐ What makes this indicator ORIGINAL This script is not a simple combination of indicators. It uses a state-based decision architecture, where signals are allowed only after passing multiple sequential checks and internal reset rules. Key originality points: Independent BUY and SELL engines (no shared oscillator state) State tracking to control signal eligibility Reset-based logic after every signal Multi-layer filtering instead of single-condition triggers This design differentiates it from standard RSI, EMA, or Supertrend-based scripts. ⚙️ Core Features (Explained Clearly) 🔹 Auto BUY / SELL Signals (Confirmed Only) Signals trigger only after candle close and only when all filters align. No intrabar repainting or blinking signals. 🔹 Dual RSI Engine (Buy & Sell Separation) Separate RSI + RSI-MA logic for Buy and Sell Minimum RSI-MA distance filter Directional slope validation Signal gap control ➡️ Prevents mixed or weak momentum signals. 🔹 ADX + ATR Volatility Filter ADX confirms directional strength ATR confirms sufficient intraday volatility ➡️ Blocks signals during sideways or low-energy markets. 🔹 EMA + VWAP Trend Alignment BUY only above EMA & VWAP SELL only below EMA & VWAP ➡️ Avoids counter-trend option entries. 🔹 Trendline-Based Structure Filter Dynamic trendlines derived from swing highs/lows Optional slope modes (ATR / Stdev / Linear Regression) Signals allowed only near relevant structure ➡️ Prevents chasing overextended prices. 🔹 Pivot Points (Support & Resistance Context) Traditional pivot levels Multi-timeframe calculation Optional price labels ➡️ Used for context, not direct signal generation. 🔹 Reset & Anti-Overtrading Logic After a signal: Price must break and re-accept across EMA Minimum bars enforced between same-side signals ➡️ Controls over-trading in strong trends. 🔹 Session Filter Optional disabling of signals during selected intraday time windows (e.g. noisy market open). 🧠 About “AI” This script does not use machine learning or prediction models. “AI” refers to a rule-based decision system that evaluates multiple market conditions together and allows a signal only when all rules remain valid until candle close. 🔔 Alerts BUY / SELL alerts on confirmed signals only Webhook-compatible No repaint behavior 👤 Who this is for Intraday option traders Traders who prefer quality over quantity Rule-based and confirmation-driven setups 🔒 Why Invite-Only The script contains internal state management, reset logic, and independent signal engines that go beyond standard indicator combinations. Source access is restricted to protect this implementation. ⚠️ Disclaimer This indicator is for educational and analytical purposes only. It does not provide financial advice or profit guarantees. Users are responsible for their own risk management.
Pine Script® göstergesi
financegurupooja tarafından
Asia/London/NY Session Slope LinesTITLE: Asia/London/NY Session Slope Lines Track momentum across all three major trading sessions with automated slope lines showing pips per bar movement. 📊 VISUALIZE SESSION MOMENTUM AT A GLANCE This powerful indicator automatically draws slope lines for all three major forex trading sessions (Asia, London, and New York), giving you instant insight into directional bias and momentum for each session. ✨ KEY FEATURES: • Three Session Coverage - Asia, London, and New York sessions tracked simultaneously • Pips Per Bar Calculation - See exact momentum as "pips moved per bar" for easy comparison • Customizable Styling - Different colors, line styles, and widths for each session • Auto-Detection - Automatically identifies session boundaries and draws lines • Clean Labels - Each session displays its slope value directly on the chart • Session Markers - Optional triangles show exact start/end of each session 📈 HOW IT WORKS: The indicator calculates the slope by measuring: 1. Price movement during the entire session (in pips) 2. Number of bars in that session 3. Result: Pips per bar (momentum strength) Example: If Asia session moved +30 pips over 60 bars = +0.50 pips/bar slope 🎨 VISUAL CLARITY: • Asia Session: Solid lines (Green/Red by default) • London Session: Dashed lines (Blue/Orange by default) • New York Session: Dotted lines (Lime/Fuchsia by default) • Positive slopes = Bullish momentum • Negative slopes = Bearish momentum 🔧 FULLY CUSTOMIZABLE: • Adjust session times for any timezone • Change colors for positive/negative slopes per session • Toggle session boundary markers on/off • Modify line width and style independently 💡 PERFECT FOR: ✓ Session traders who focus on specific market hours ✓ Identifying which session has the strongest momentum ✓ Spotting trend continuation or reversal between sessions ✓ Comparing volatility across different trading sessions ✓ Finding the best session for your trading strategy ⚙️ WORKS WITH: • All forex pairs (EUR/USD, GBP/USD, USD/JPY, etc.) • Any timeframe (works best on 5m-1H charts) • Automatically adjusts pip calculation for JPY pairs 🚀 QUICK SETUP: 1. Add indicator to chart 2. Customize session times if needed (Settings → Input tab) 3. Adjust colors and styles (Settings → Style tab) 4. Start trading with clear session momentum insight! No complex configuration needed - works perfectly with default settings! 🚀 QUICK START GUIDE - Asia/London/NY Session Slope Lines ────────────────────────────────────────────────────────────── STEP 1: ADD TO CHART ────────────────────────────────────────────────────────────── 1. Open TradingView 2. Select any forex pair (e.g., EUR/USD) 3. Click "Indicators" at top of chart 4. Search: "Asia/London/NY Session Slope Lines" 5. Click to add to chart ────────────────────────────────────────────────────────────── STEP 2: UNDERSTAND WHAT YOU SEE ────────────────────────────────────────────────────────────── You'll see THREE different slope lines per day: 📍 ASIA SESSION (Solid Line) • Default: 00:00 - 09:00 (Exchange time) • Green = Bullish | Red = Bearish • Label shows: "Asia +0.85 pips/bar" 📍 LONDON SESSION (Dashed Line) • Default: 03:00 - 12:00 (Exchange time) • Blue = Bullish | Orange = Bearish • Label shows: "London -1.23 pips/bar" 📍 NEW YORK SESSION (Dotted Line) • Default: 09:30 - 16:00 (Exchange time) • Lime = Bullish | Fuchsia = Bearish • Label shows: "NY +2.14 pips/bar" ────────────────────────────────────────────────────────────── STEP 3: HOW TO READ THE SLOPES ────────────────────────────────────────────────────────────── The number tells you MOMENTUM STRENGTH: +0.10 to +0.50 pips/bar = Weak uptrend +0.50 to +1.50 pips/bar = Moderate uptrend +1.50+ pips/bar = Strong uptrend -0.10 to -0.50 pips/bar = Weak downtrend -0.50 to -1.50 pips/bar = Moderate downtrend -1.50+ pips/bar = Strong downtrend ────────────────────────────────────────────────────────────── STEP 4: TRADING STRATEGIES ────────────────────────────────────────────────────────────── ✅ CONTINUATION PLAY: If Asia = +1.2 pips/bar AND London = +0.8 pips/bar → Look for LONG entries during NY session ✅ REVERSAL PLAY: If Asia = +2.5 pips/bar (strong) AND London = -0.3 pips/bar → Momentum shifted, watch for reversal ✅ STRONGEST SESSION: Compare all three slopes - trade during the session with highest absolute value NY = +3.2 pips/bar > London = +1.1 > Asia = +0.4 → NY session has strongest momentum ────────────────────────────────────────────────────────────── STEP 5: CUSTOMIZE (OPTIONAL) ────────────────────────────────────────────────────────────── Click the gear icon ⚙️ next to indicator name: 🕐 ADJUST SESSION TIMES: Settings → Asia Session → Change hours (Use YOUR timezone or exchange timezone) 🎨 CHANGE COLORS: Settings → Asia/London/NY Style → Pick colors 👁️ HIDE MARKERS: Settings → Display Options → Uncheck "Show Session Markers" ────────────────────────────────────────────────────────────── STEP 6: BEST PRACTICES ────────────────────────────────────────────────────────────── 📊 Use on 5-minute to 1-hour charts (Too high timeframe = not enough bars per session) 💱 Works best on major forex pairs (EUR/USD, GBP/USD, USD/JPY, etc.) 🕐 Verify session times match your trading timezone (Default is exchange timezone) 📈 Combine with support/resistance levels (Strong slope + key level = high probability setup)
Pine Script® göstergesi
drlicht1 tarafından
Stoch RSI M5 / M30 / H1_Brando ValenciaIndicator Description This indicator displays the Stochastic RSI for 5-minute, 30-minute, and 1-hour timeframes simultaneously in one stable MTF panel — no lookahead, no repainting. Red (5m) → entry timing Green (30m) → short-term / intraday bias Blue (1h) → higher-timeframe context & direction The calculation matches the TradingView default Stoch RSI (%K) exactly: RSI length: 14 Stochastic length: 14 Smoothing: 3 Levels Above 80 → overbought Below 20 → oversold 50 → trend filter / equilibrium Purpose This indicator is not a standalone entry trigger, but a context and timing tool: 1h & 30m define direction 5m provides precise entry windows Ideal for scalping and day trading (e.g. EUR/USD during London & New York sessions).
Pine Script® göstergesi
brandor_valencia tarafından
Institutional ADR Regime System [Pro]# 📊 Institutional ADR Regime System - Advanced Average Daily Range Analysis ## 🎯 Overview The **Institutional ADR Regime System** is a comprehensive volatility and regime analysis tool designed for professional traders who use Average Daily Range (ADR) as a cornerstone of their intraday strategy. This indicator goes far beyond simple ADR calculation by integrating **multi-timeframe analysis**, **directional bias detection**, **volume confirmation**, **regime classification**, and **probability-based target projections**. Built specifically for **Nifty, Bank Nifty, Stock Futures, Forex, and Crypto** traders, this system helps you identify high-probability setups based on volatility regimes and ADR expansion/compression cycles. *** ## 🚀 Key Features ### 📈 **Multi-Timeframe ADR Engine** - **Three ADR Lookbacks**: Fast (5-period), Medium (10-period), Slow (20-period) for complete volatility context - **Real-time Session Tracking**: Live calculation of current day's range vs ADR percentages - **Multiple Calculation Methods**: True Range (gap-adjusted), High-Low (intraday), Close-to-Close - **Configurable Base Timeframes**: Daily or Weekly ADR projections ### 🧠 **Intelligent Regime Classification** - **4 Market Regimes**: Compressed (<65% ADR), Normal (65-120%), Expanded (120-150%), Exhausted (>150%) - **Compression Cluster Detection**: Identifies "coiled spring" setups when market compresses for multiple consecutive days - **Visual Regime Indicators**: Background color-coding for instant regime recognition - **Automated Expansion Alerts**: Get notified when compression clusters are ready to break ### 🎯 **Dynamic Target Projection System** - **4 Probabilistic Targets**: 50% / 75% / 100% / 125% ADR levels - **Historical Hit-Rate Tracking**: See success rates for each target level over last N sessions - **Confidence Scoring (0-100%)**: Multi-factor scoring based on regime, trend, volume, and statistics - **Adaptive Transparency**: Target lines fade when confidence is low, highlight when high ### 📊 **Directional Context Engine** - **Trend Filter**: Higher timeframe EMA alignment (auto-detects bullish/bearish bias) - **VWAP Integration**: Monitors price position relative to VWAP for institutional bias - **Multi-TF Trend Confirmation**: Optional higher timeframe trend filter (Weekly/Monthly) - **Bias Scoring System**: -3 to +3 score combining trend, VWAP, and HTF alignment - **Auto/Manual Mode**: Let the system decide bull/bear targets or override manually ### 📈 **Volume Confirmation Layer** - **Volume MA Threshold**: Requires volume confirmation above customizable threshold (default 1.2×) - **Real-time Volume Status**: Displays current volume as % of moving average - **Volume-Gated Alerts**: Smart alerts only fire when volume confirms the move ### ⚖️ **Risk Management Module** - **ATR-Based Stop Suggestions**: Auto-calculates suggested stop loss based on ATR multiplier - **R:R Calculator**: Shows risk-reward ratios for each target level - **Position Sizing Hints**: Helps determine appropriate lot size based on account risk % - **Dynamic Stop Visualization**: Plots suggested stop level on chart ### 📊 **Professional Statistics Dashboard** - **Real-Time ADR Usage Meter**: Shows % of ADR consumed (color-coded risk zones) - **Multi-Period Comparison**: Current range vs 5D / 10D / 20D ADR - **Historical Hit-Rates**: Target success rates tracked over configurable lookback - **Playbook Hints**: Context-aware trading suggestions (Breakout Play, Fade Zone, Trend Day, etc.) - **Compact/Full/Minimal Modes**: Choose your preferred panel size - **Mobile-Optimized**: Readable on all screen sizes ### 🔔 **Smart Alert System** - **Target 1 Approach**: Fires when price approaches T1 with high confidence + volume - **Exhaustion Zone**: Alerts when ADR >150% used (fade opportunity) - **Coiled Spring**: Triggers on compression cluster completion (expansion setup) - **High-Probability Confirmation**: Multi-factor confirmation alerts (trend + volume + T1 break) *** ## 💡 Use Cases & Trading Applications ### ✅ **Intraday Range Traders** - Identify compressed days for range-bound strategies - Avoid overextended days with exhaustion warnings - Scale into positions at probabilistic support/resistance levels ### ✅ **Breakout & Momentum Traders** - Detect "coiled spring" compression clusters before expansion - Enter on confirmed ADR breakouts with volume - Use confidence scoring to filter low-probability setups ### ✅ **Mean Reversion & Fade Specialists** - Identify exhaustion zones (>150% ADR) for counter-trend entries - Fade extremes when price reaches 125% target with weak volume - Use HTF resistance/support confluence with ADR targets ### ✅ **Position Traders (Swing)** - Weekly ADR projections for multi-day targets - Trend + ADR alignment for high-conviction entries - R:R-based position sizing at each target level ### ✅ **Options Traders** - Volatility regime classification for straddle/strangle timing - Compression clusters = pre-expansion option buying opportunity - Exhaustion zones = premium selling setups *** ## 🔧 Configuration Guide ### **Core Settings** - **Market Type**: Equity / Futures / Forex / Crypto (affects session detection) - **Base Timeframe**: Daily or Weekly ADR calculation - **Target Direction**: Auto (trend-based) / Bull / Bear (manual override) ### **ADR Parameters** - **Fast/Med/Slow Periods**: Customize ADR lookbacks (default: 5/10/20) - **Calculation Method**: True Range (recommended) / High-Low / Close-to-Close - **Regime Thresholds**: Adjust compression/expansion levels to your instrument ### **Session Settings** (Critical for Intraday) - **Enable Session Filter**: Only calculate ADR during RTH (Regular Trading Hours) - **Session Hours**: Set your market's trading hours (e.g., 09:15-15:30 IST for Nifty) - **Timezone**: Select your market's timezone ### **Filters & Confirmations** - **Trend EMA Length**: Adjust trend filter sensitivity (default: 50) - **Volume Threshold**: Set volume confirmation multiplier (default: 1.2×) - **Higher TF Trend**: Enable weekly/monthly trend filter ### **Risk Management** - **Stop ATR Multiplier**: Default stop distance (default: 1.5× ATR) - **Account Risk %**: For position sizing calculations ### **Statistics** - **Statistical Lookback**: Hit-rate calculation period (default: 50 sessions) - **Enable Stats**: Toggle historical probability tracking *** ## 📖 Interpretation Guide ### **Regime Colors** (Background) - 🟠 **Orange**: Compressed (<65% ADR) - Range-bound day likely - 🔵 **Aqua**: Expanded (120-150%) - Strong trending day - 🔴 **Red**: Exhausted (>150%) - Overextended, fade zone - ⚪ **Neutral**: Normal (65-120%) - Standard volatility ### **Target Line Transparency** - **Bold/Solid**: High confidence (>70%) - Strong probability - **Medium**: Moderate confidence (50-70%) - **Faded**: Low confidence (<50%) - Caution advised ### **Bias Score** - **+2 to +3**: Strong bullish alignment (trend + VWAP + HTF) - **+1**: Weak bullish bias - **0**: Neutral - **-1**: Weak bearish bias - **-2 to -3**: Strong bearish alignment ### **Playbook Hints** - ⚡ **"BREAKOUT PLAY"**: Coiled spring detected, expansion imminent - ⚠️ **"FADE ZONE"**: Exhausted + volume = reversal opportunity - 📈 **"TREND DAY"**: Expanded regime + directional bias = follow trend - 💤 **"RANGE TRADE"**: Compressed regime = buy support, sell resistance - ➡️ **"NORMAL DAY"**: Standard conditions, no special setup *** ## 🎓 Trading Strategy Examples ### **Strategy 1: Compression Breakout** 1. Wait for 3+ consecutive compressed days (<65% ADR) 2. Monitor for "🚀 EXPANSION READY" alert 3. Enter on first 50% target break with volume confirmation 4. Target: 100-125% levels | Stop: Suggested ATR stop ### **Strategy 2: Exhaustion Fade** 1. Price reaches 125-150% ADR target 2. Volume confirmation present but regime shows "EXHAUSTED" 3. Enter counter-trend at target level 4. Target: Mean reversion to 75% level | Stop: 1.5× ATR beyond entry ### **Strategy 3: Trend Following** 1. Bias score ≥ +2 (or ≤ -2 for bearish) 2. Price in expanded regime (120-150%) 3. Enter on pullbacks to 50-75% levels 4. Target: Next sequential target | Stop: VWAP or EMA *** ## ⚙️ Technical Specifications - **Pine Script Version**: v6 - **Chart Type**: Overlay indicator - **Max Labels/Lines**: 500 each (optimized for performance) - **Calculation Frequency**: Real-time (tick-by-tick) - **Memory Usage**: Efficient array management for long-term statistics - **Repaint Behavior**: No repainting - uses confirmed HTF data only *** ## 🔔 Alert Setup Guide 1. **Add Indicator** to chart 2. Click **"Create Alert"** (TradingView alert icon) 3. **Condition**: Select desired alert from dropdown: - 🎯 T1 Approach - ⚠️ Exhaustion Zone - 🚀 Coiled Spring Active - ✅ High-Probability Setup 4. **Configure frequency**: Once Per Bar Close (recommended) 5. **Enable notifications** (Email, SMS, Webhook) *** ## 📱 Best Practices ### ✅ **DO:** - Combine with support/resistance zones for confluence - Wait for volume confirmation on target breaks - Use confidence score to filter low-probability setups - Adjust session hours for your specific market - Track hit-rates over time to calibrate thresholds ### ❌ **DON'T:** - Trade against strong directional bias (score ≤ -2 or ≥ +2) - Ignore regime classification (don't fade in expansion, don't breakout in compression) - Chase targets in exhaustion zone without mean reversion plan - Trade without volume confirmation in low-liquidity sessions - Override auto bias without clear technical reason *** ## 🎯 Ideal For ✅ **Day Traders** (Nifty, Bank Nifty, Stock Futures) ✅ **Scalpers** (using 5-min / 15-min charts) ✅ **Swing Traders** (Weekly ADR mode) ✅ **Options Traders** (volatility regime analysis) ✅ **Prop Traders** (institutional-grade risk management) *** ## 📜 Disclaimer This indicator is a **decision-support tool** and does not constitute financial advice. Past performance of hit-rates does not guarantee future results. Always use proper risk management, position sizing, and stop losses. The creator is not responsible for any trading losses incurred using this tool. Test thoroughly on paper/demo accounts before live trading. *** ## 🔄 Updates & Support **Current Version**: 1.0 **Last Updated**: December 2025 For questions, feedback, or feature requests, comment below or message directly. *** ## 🏆 Credits Developed by a quantitative trader for institutional-grade ADR analysis. Inspired by PivotBoss ADR methodology and enhanced with modern regime detection, multi-factor confirmation, and probability-based targeting. *** **Tags**: #ADR #AverageDailyRange #VolatilityIndicator #RegimeAnalysis #IntradayTrading #NiftyTrading #BankNifty #Options #BreakoutStrategy #MeanReversion *** **🌟 If this indicator helps your trading, please leave a like and share with fellow traders!**
Pine Script® göstergesi
shivkumar503244 tarafından
Math by Thomas SMC Buy and Sell Model📖 DESCRIPTION This indicator is built on Smart Money Concepts (SMC) and focuses on how institutions actually execute trades. Instead of predicting direction, it identifies three critical market states: Acceptance (Sideways / Consolidation) Liquidity Location (PDH / PDL / Swing High–Low) Volatility Release (Breakout with intent) The model waits for price compression (inventory build) near liquidity and triggers trades only when price breaks in the direction of liquidity. This approach is especially suitable for index option buying, where timing and expansion matter more than prediction. 🧠 CORE LOGIC (SIMPLE EXPLANATION) 1️⃣ Sideways / Acceptance Phase The indicator detects periods where price accepts value These zones represent institutional inventory building Shown as blue boxes on the chart 2️⃣ Liquidity Context The indicator tracks: Previous Day High (PDH) Previous Day Low (PDL) Swing Highs & Swing Lows These levels act as liquidity targets for institutional moves. 3️⃣ Buy / Sell Signal A signal appears only when: Price breaks out of a sideways box The breakout is towards liquidity This avoids: Random breakouts Counter-trend trades Low-probability entries 🟢 BUY SIGNAL RULES A BUY (CALL) signal is generated when: A valid sideways box is present Candle closes above the box high Liquidity exists above price PDH or Swing High above 📌 The signal appears after candle close (no repaint). 🔴 SELL SIGNAL RULES A SELL (PUT) signal is generated when: A valid sideways box is present Candle closes below the box low Liquidity exists below price PDL or Swing Low below 📌 The signal appears after candle close (no repaint). ⏱️ BEST TIMEFRAME ✅ Recommended timeframe: 5 MINUTE Why 5-minute works best: Cleaner acceptance zones Meaningful liquidity reactions Less noise than 1-minute Faster execution than higher timeframes ⚠️ 1-minute charts may produce noisy signals. ⚠️ Higher timeframes may delay option entries. 🕒 BEST MARKET TIME For index trading (NIFTY / BANKNIFTY): ✅ 9:30 AM – 2:45 PM ❌ Avoid late entries after 3:10 PM 🎯 WHO SHOULD USE THIS INDICATOR ✔️ Index option buyers ✔️ Traders using SMC / price action ✔️ Traders who want logic-based entries ✔️ Those avoiding prediction-based trading ❌ WHAT THIS INDICATOR IS NOT ❌ Not a scalping indicator ❌ Not a trend-following MA system ❌ Not for blind signal trading This is a context-based execution tool. 🎓 EDUCATIONAL NOTE This indicator does not predict the market. It helps identify when institutions are likely executing after inventory build-up. Always combine with: Proper risk management Market context Discipline ⚠️ DISCLAIMER This indicator is for educational purposes only. Trading involves risk. The author is not responsible for financial losses. 📖 விளக்கம் (DESCRIPTION) இந்த இன்டிகேட்டர் Smart Money Concepts (SMC) அடிப்படையில் உருவாக்கப்பட்டது. மார்க்கெட் எந்த திசைக்கு போகும் என்று ஊகிப்பதில்லை; இன்ஸ்டிடியூஷன்கள் எப்போது உண்மையாக செயல்படுகின்றன என்பதை கண்டறிவதே இதன் நோக்கம். இந்த மாடல் மார்க்கெட்டின் மூன்று முக்கிய நிலைகளை கவனிக்கிறது: 1️⃣ Acceptance / Sideways (கன்சாலிடேஷன்) 2️⃣ Liquidity Location (PDH / PDL / Swing High–Low) 3️⃣ Volatility Release (Breakout with intent) Sideways நிலையில் இன்ஸ்டிடியூஷன்கள் inventory build செய்கிறார்கள். அந்த acceptance முடிந்து, liquidity நோக்கி பிரேக் ஏற்பட்டால் மட்டுமே Buy / Sell signal கொடுக்கப்படுகிறது. 👉 இது Index Option Buying-க்கு மிகவும் பொருத்தமானது. 🧠 மைய லாஜிக் (எளிய விளக்கம்) 1️⃣ Sideways / Acceptance Phase விலை ஒரு ரேஞ்சில் சுழலும் போது இந்த பகுதி கண்டறியப்படுகிறது இது inventory build ஆகும் பகுதி சார்ட்டில் நீல நிற Box ஆக காட்டப்படும் 2️⃣ Liquidity Context இந்த இன்டிகேட்டர் கீழ்கண்ட liquidity லெவல்களை கவனிக்கிறது: Previous Day High (PDH) Previous Day Low (PDL) Swing High / Swing Low இந்த லெவல்கள் தான் இன்ஸ்டிடியூஷன்களின் இலக்கு (destination). 3️⃣ Buy / Sell Signal Signal வரும் போது: Sideways box இருக்க வேண்டும் Box-ஐ உடைத்து CLOSE ஆக வேண்டும் அந்த பிரேக் liquidity இருக்கும் திசையில் இருக்க வேண்டும் இதனால்: தவறான பிரேக்குகள் தவிர்க்கப்படும் Counter-trend trades குறையும் 🟢 BUY SIGNAL (CALL) BUY signal வரும் நிலை: Sideways box உருவாகி இருக்க வேண்டும் Candle, box high-க்கு மேலே close ஆக வேண்டும் Liquidity மேலே இருக்க வேண்டும் PDH மேலே அல்லது Swing High மேலே 📌 Candle close ஆன பிறகே signal வரும் 👉 No repaint 🔴 SELL SIGNAL (PUT) SELL signal வரும் நிலை: Sideways box உருவாகி இருக்க வேண்டும் Candle, box low-க்கு கீழே close ஆக வேண்டும் Liquidity கீழே இருக்க வேண்டும் PDL கீழே அல்லது Swing Low கீழே 📌 Candle close ஆன பிறகே signal வரும் 👉 No repaint ⏱️ சிறந்த Timeframe ✅ 5-Minute Timeframe – BEST ஏன் 5-minute சிறந்தது? Sideways zones தெளிவாக உருவாகும் Liquidity reaction நல்லதாக இருக்கும் 1-minute போல noise இல்லை Option buying-க்கு சரியான timing ⚠️ 1-minute – அதிக noise ⚠️ Higher timeframe – entry தாமதம் 🕒 சிறந்த Trading Time Index (NIFTY / BANKNIFTY): ✅ காலை 9:30 – மதியம் 2:45 ❌ 3:10க்கு பிறகு புதிய entry தவிர்க்கவும் 🎯 யாருக்கு இந்த இன்டிகேட்டர்? ✔️ Index Option Buyers ✔️ SMC / Price Action Traders ✔️ Prediction-ஐ விட logic விரும்புபவர்கள் ✔️ Clean entries தேடும் traders ❌ இது என்ன அல்ல? ❌ Scalping indicator அல்ல ❌ Moving Average system அல்ல ❌ Blind signal trading-க்கு அல்ல 👉 இது context-based execution tool. 🎓 கல்வி குறிப்பு இந்த இன்டிகேட்டர் மார்க்கெட்டை predict செய்யாது. Inventory build ஆன பிறகு, இன்ஸ்டிடியூஷன்கள் execute செய்யும் இடங்களை காட்டுவதே இதன் நோக்கம். எப்போதும்: Risk management Discipline Market context கண்டிப்பாக பயன்படுத்த வேண்டும். ⚠️ மறுப்பு அறிவிப்பு (Disclaimer) இந்த இன்டிகேட்டர் கல்வி நோக்கத்திற்காக மட்டுமே. Trading-ல் risk உள்ளது. ஏதேனும் இழப்புகளுக்கு உருவாக்குநர் பொறுப்பல்ல.
Pine Script® göstergesi
MathThomas tarafından
Whale Trading Network Technical Indicator Whale Trading Network — Technical Indicator (WTN) What it does — signal families WTN produces three signal types across three user‑selected timeframes: (1) Green : bottom setup candidates, (2) Gold : continuation confirmations, and (3) Red : early top warnings. It blends momentum with trend/structure context and suppresses prints during sustained downtrends or late‑stage rallies. Defaults target 4h, 1d, and 5d workflows. Preamble — originality and invite‑only context WTN is a controller‑driven, regime‑aware indicator that coordinates classic elements (RSI, MACD, Stochastic RSI, MAs, BBs) into a governed signal layer rather than a simple overlay. A latched Down‑Channel regime, a Top‑Zone swing gate, cross‑asset/timeframe normalization, confluence‑based dot permissions, and multi‑timeframe orchestration (gold‑only on the highest frame) work together to actively manage when signals are allowed. The sections below explain why this is not a mashup and why the closed‑source / vendor value resides in WTN’s state‑machine logic, interlock rules, normalization framework, and cross‑frame roles—presented at the concept level so traders and moderators can understand how it operates without exposing proprietary thresholds. Why it’s not a simple mashup (originality & usefulness) WTN is not a bundle of classic tools; it is a controller‑driven indicator with regime awareness, gating, and normalization that coordinates otherwise independent signals into a single, coherent decision layer. Instead of overlaying RSI + MACD + BB + MAs, WTN governs when those tools matter, how long their states persist, and when prints must be blocked—using rules a basic mashup does not provide. What the controller actually governs Identifies and latches regimes (e.g., sustained down‑channel) so print permissions change with context—not just oscillator ticks. Applies gates (e.g., Top‑Zone) when swing positioning suggests late‑stage risk. Normalizes and weights evidence so MACD, RSI, Stoch RSI, histogram behavior, and price context contribute coherently. Coordinates timeframes so dots form a workflow (tactical → swing → continuation) rather than three unrelated overlays. Regime awareness & hysteresis (stability by design) A core source of originality is hysteresis : once WTN recognizes a down‑channel, it latches that regime and suppresses prints until persistent breakout evidence plus momentum stabilization appear. This prevents flip‑flopping during chop, “first‑bounce” head fakes, and lower‑high rallies that a simple overlay will often misclassify. The regime state is visible (tinted panel), so users know why signals are paused. Context gates that actively refuse bad timing Two key context gates reduce “chase‑the‑top” and “bottom‑fish” problems: Down‑Channel Latch: Blocks bottom candidates while momentum/structure remain impaired, then re‑enables only after sustained improvement. Top‑Zone Gate: Detects upper‑swing positioning with momentum decay and blocks prints until positioning resets, avoiding confirmations into exhaustion. Normalization that makes confluence real Classic indicators have incompatible scales that vary across assets and timeframes. WTN normalizes them: MACD line/signal/histogram, RSI, and Stoch RSI are mapped to consistent ranges so slope tests and region checks are comparable. This lets confluence be meaningful : no single tool dominates due to scale; each contributes proportionally to permissions. Multi‑timeframe orchestration (coordinated, not duplicated) WTN assigns roles across the three selected timeframes: Shorter timeframe: Tactical green setups (higher risk), ideally validated by gold . Middle timeframe: Swing validation with more selective gold . Highest timeframe: Gold‑only continuation, prioritizing higher‑confidence confirmation. On lower frames, gold requires a prior green ; on the highest frame, green never prints . This structure turns dots into a sequence rather than three independent overlays. Permission lattice & precedence (how conflicts are resolved) Signals must pass a permission lattice where evidence sources interlock: Momentum alignment: MACD slope and histogram behavior must agree; a single crossover is not enough. Oscillator state: RSI/Stoch RSI must be supportive (e.g., stabilization from weak zones for a bottom candidate). Structure & volatility context: MA stack, BB basis/width, and ATR‑aware checks help confirm or veto timing. Regime/gate status: Down‑Channel or Top‑Zone states can override otherwise bullish micro‑signals. Precedence rules mean a strong veto (e.g., active latch) can inhibit a print even if oscillators briefly improve. Debounce, persistence & resumption (time matters) WTN emphasizes persistence windows and debounce behavior: Breakouts must persist (not one‑bar spikes) before the latch releases. Oscillator stabilization must sustain before green candidates are permitted. Continuations ( gold ) require maintained alignment , not transient ticks, so you avoid prints on single‑bar noise. Failure modes addressed by the controller RSI oversold during falling MACD: Basic mashups flag “bottom”; WTN keeps the latch until histogram and RSI recover together . Momentum crossover inside the Top‑Zone: Overlays confirm continuation; WTN blocks until price resets out of the upper swing. Event‑driven spikes (gap/volatility bursts): Transient improvements are debounced ; permissions wait for sustained evidence. Indicator scale drift across assets/timeframes: Normalization ensures confluence rules remain consistent when you switch symbols. Interpretability: see the “why,” not just the “what” WTN’s pane is structured for auditability : Tinted background exposes regime state (e.g., down‑channel latch). Histogram anchored at 0 , RSI in the upper sub‑pane (0–100), Stoch RSI in the lower sub‑pane (−100–0) with clear overbought/oversold coloring. Traders can visually trace the permission path: regime → positioning → momentum → oscillator → dot allowed/blocked. Bottom line: WTN’s originality lives in the controller, regime latch, context gates, normalization, permission lattice, and timeframe orchestration that actively manage when a print is allowed. It is a coordinated decision system—not a simple overlay of classic indicators—and that governance is the reason it adds practical value for traders. Why closed‑source / vendor value WTN is powered by a proprietary engine written from the ground up in Pine v6; the source does not reuse any third‑party open‑source code. Its originality lies in the controller architecture and interlock logic that govern regime detection, context gates, normalization, and cross‑frame coordination. While it reads familiar elements (RSI, MACD, Stochastic RSI, MAs, BBs), the value comes from how those elements are orchestrated—state‑machine gating with hysteresis, context‑aware suppression and resumption, normalized confluence tests, and gold‑only continuation on the highest timeframe—yielding behavior that is not achievable by simply overlaying built‑ins. What is original (and protected) State‑machine gating: Rules define regimes, transitions, hysteresis, and re‑enable conditions across evidence sources (momentum slope, histogram decay/recovery, oscillator zones, MA/BB context). Permission graph & interlocks: RSI, MACD (line/signal/histogram), Stoch RSI, price‑structure gates, and MA/BB context vote together through precedence rules—this coordination is proprietary. Normalization framework: Mapping and using normalized ranges for momentum/oscillators to make confluence tests stable across assets/timeframes is a deliberate design central to WTN’s consistency. Multi‑timeframe controller roles: Gold‑only behavior on the highest timeframe and the green‑precedence rule on lower frames are coordinated workflows specific to WTN. Context‑aware suppression/resumption: Suppressing dots during down‑channels and top‑zones, then resuming only on verified persistence, reduces “false‑print drift” common to naive mashups. Why protection is appropriate Not reproducible through overlays: While anyone can overlay RSI, MACD, and BBs, WTN’s controller decisions (state transitions, permission checks, persistence windows, evidence requirements) are not trivially inferred from outputs and are central to its behavior. Integrity of the workflow: Protection preserves a single, tested implementation so users do not encounter fragmented clones with altered rules that undermine the controller’s intent. Ongoing calibration: Profiles for Crypto vs. Stocks (across three timeframes each) are curated to typical volatility traits. Maintaining these calibrations and the permission graph is part of the product’s vendor value. What traders get (concept level, not black‑box hype) Regime‑aware signals: Fewer prints into multi‑leg downtrends or late‑stage tops because the system explicitly refuses to signal in those contexts. Consistent confluence: Normalization makes cross‑asset/timeframe confluence checks meaningful; users aren’t whipsawed by indicator scale differences. Coherent workflow: Green → Gold on tactical frames, Gold‑only on the highest frame for continuation—an interpretable sequence that is easy to audit on the pane. Transparent context: Tinted backgrounds and sub‑pane organization show why a dot was allowed or blocked (regime, swing position, oscillator state), letting traders understand how the script does what it claims—without exposing proprietary thresholds. How it works — components & flow (concept level) 1) Normalized momentum & context WTN reads RSI , MACD (line, signal, histogram), Stochastic RSI , ATR‑aware volatility , moving averages , Bollinger Bands , and price‑structure gates . Internals normalize oscillator values to a common pane so slopes, threshold checks, and histogram behavior are comparable across assets and timeframes. The histogram remains centered on 0, RSI uses 0–100 in the upper sub‑pane, and Stoch RSI maps to the lower sub‑pane. Conceptual effect: Normalization mitigates asset‑specific amplitude differences (e.g., MACD’s variable scale) so confluence tests don’t break when you switch symbols/timeframes. Visual cues (line colors for overbought/oversold) make state changes obvious. 2) Regime detection — Down‑Channel Latch Synchronized evidence (weak MA stack, negative momentum slope, fading histogram, RSI/Stoch RSI weak zones, price‑structure traits) latches the down‑channel regime. When latched, green prints are suppressed . The latch releases only after breakout persistence and improvements in RSI/histogram confirm trend resumption. The panel tints red while latched. Design intent: Cut bottom‑fishing noise during multi‑leg downtrends, then resume prints only after sustained recovery. 3) Swing‑positioning — Top‑Zone Gate A “top‑zone” derived from recent swing bounds with BB/Fibonacci context and momentum checks blocks new prints when price is in the upper swing and momentum decays, reducing confirmations into exhaustion. 4) Dot permissions (confluence gating) WTN coordinates RSI, MACD, Stoch RSI, histogram behavior, SMA/BB context , and regime gates to determine whether a dot is allowed: Green (bottom setup): Requires momentum deceleration with histogram improvement, RSI stabilizing upward, and price firming vs recent closes. Suppressed in Down‑Channel latch or Top‑Zone gate. Gold (continuation): On lower two timeframes, prints only after a prior green and requires aligned momentum/oscillator states and supportive price context; on the highest timeframe, gold‑only prints emphasize higher‑confidence continuation cues. Red (early top warning): Requires synchronized local peaks/roll‑downs across oscillators with slowing histogram; blocked in specific exhaustion conditions to avoid warnings into capitulation. 5) Multi‑timeframe controller A controller aligns permissions across the three selected timeframes . Shorter frames provide tactical entries; the middle frame favors swing setups; the highest frame prints gold‑only for major continuation confirmation. Signals are coordinated, not independent overlays. How to use it Choose timeframes: Defaults target 4h / 1d / 5d . Use the shorter frame to spot tactical green ; wait for gold on the same or higher frame to confirm. Use the middle frame for swing validation. The highest frame is gold‑only , helping avoid early greens during broader trends. Watch the tint: A red background band denotes the Down‑Channel latch ; expect suppressed greens until breakout persistence and momentum improvement. Read the panel: The pane shows normalized momentum (MACD, histogram) with RSI up top and Stoch RSI below, including clear overbought/oversold coloring. Confirm, then manage exposure: Treat green → gold as the preferred sequence. MA/BB context helps gauge trend strength (e.g., price vs 50/100/200 SMA and BB basis). Greens are higher‑risk; favor gold confirmations. Crypto vs Stocks — calibrated profiles Profiles are tuned for typical volatility patterns in each asset class. Each timeframe has its own calibration, yielding six independent tuning sections (3 per asset class). Screenshots — captions Screenshot 1 — Down‑Channel latch & release The red‑tinted band shows the Down‑Channel latch regime on the indicator pane. While latched, green prints are suppressed . The latch only releases after breakout persistence and momentum improvement are visible (MACD/histogram strengthening with RSI and Stochastic RSI stabilizing). Once released, if the Top‑Zone gate is open and price context is supportive, the controller may permit a green dot on the lower timeframes, followed by a gold confirmation when conditions remain aligned. Screenshot 2 — Pane layout & normalization The indicator pane is organized for quick audit: the histogram is centered on 0 ; RSI plots in the upper sub‑pane on a 0–100 range; Stochastic RSI plots in the lower sub‑pane on a −100 to 0 normalized range. MACD line/signal/histogram and oscillators are normalized so slope checks, region tests, and confluence are comparable across symbols/timeframes. Line colors reflect overbought/oversold states to make regime/context changes easy to read. Screenshot 3 — Adaptive dot permissions (sequence example) This sequence shows adaptive dot permissions at work. After breakout persistence from a latched down‑channel, the controller permits a gold dot on the 5‑day view to confirm continuation (the highest timeframe uses gold‑only ). Soon after, the Top‑Zone gate engages, momentum slows (RSI/Stochastic RSI roll down, histogram decays), and a red dot warns of an early top. If deterioration persists, the Down‑Channel re‑latches and prints remain suppressed until the next verified recovery. Limits & notes 100% original work: The WTN engine and controller logic are programmed from the ground up. No third‑party open‑source code, educational snippets, or auto‑generated code are reused. No external libraries: Built in Pine v6 using standard language features only; no external libraries or ports of community scripts are used. Chart type: Designed for standard time‑based candles only; non‑standard charts (Heikin Ashi, Renko, Kagi, P&F, Range) can produce unrealistic results. Data handling: No lookahead and no future offsets. Risk disclosure & legal notice This tool is provided for educational purposes only and does not constitute financial or investment advice or recommendations. Trading and investing involve risk, including possible loss of principal. No guarantees or warranties of performance are expressed or implied. Past results do not predict future outcomes. This publication does not include solicitation, pricing, or promotional offers; it provides information on the indicator’s design and use. Use at your own risk. Test settings on paper and consult a qualified investment professional familiar with your risk tolerance before any live use.
Pine Script® göstergesi
dortmundergold tarafından
MTF CPR Boxes & Multiple Pivots - Nadeem Al-QahwiMTF CPR Boxes & Multiple Pivots is designed to make those structural zones easier to see by turning classic pivot math into clean, multi-timeframe visual regions directly on your chart. ⸻ The Concept: Central Pivot Range (CPR) Math This tool is based on the well-known Central Pivot Range (CPR) methodology. For each selected timeframe, the CPR is calculated from the previous period’s OHLC data: • Central Pivot: Pivot = (High + Low + Close) / 3 • Bottom Central: BC = (High + Low) / 2 • Top Central: TC = (Pivot - BC) + Pivot (equivalently TC = 2 * Pivot - BC) This indicator computes these CPR levels for Daily, Weekly, and Monthly timeframes and overlays them on the current chart. The idea is to reveal how price is interacting with higher-timeframe value areas and potential support/resistance clusters in real time. ⸻ Visual Innovation: • Instead of drawing only thin lines for TC, Pivot, and BC, the area between TC and BC is rendered as a box (zone). • The central pivot is still drawn as a line inside the box for reference, but the main emphasis is on the entire value range, not a single price. • This box-based representation helps traders visually identify: • Liquidity clusters inside the CPR range • Overlapping CPR zones across multiple timeframes (powerful confluence) • Compression areas where price is likely to build up orders before expansion ⸻ Key Features • Multi-Timeframe CPR (MTF Overlay) • Daily CPR box • Weekly CPR box • Monthly CPR box All three can be enabled simultaneously, allowing you to see where short-term and higher-timeframe value zones overlap. • Institutional Color Theme • Separate colors for Daily, Weekly, and Monthly CPR zones • Designed to be visually distinct yet clean, so confluence is easy to spot without clutter. • Multiple Pivot Types (Traditional + Camarilla) • Traditional pivots (PP, S1–S5, R1–R5) • Camarilla pivots (L1–L6, H1–H6) These are drawn as classic lines with label/price options and can be used together with CPR boxes for a richer structural map. • Dynamic Zone Levels (DZL) Engine • Automatically detects pivot-based support and resistance zones from historical swings. • Clusters nearby pivots into channels based on a configurable width and strength filter. • Draws only the strongest zones to keep the chart readable and focused on meaningful levels. ⸻ Settings Guide (How to Customize) The script includes a set of user-friendly controls so you can adapt the visuals to your style and chart theme: • General Settings • Pivot timeframe selection for the main (non-CPR) pivots. • “Pivots Back” and “CPR Levels Back” to control how many historical periods are displayed (helpful for performance). • CPR Visual Style (SMC Boxes) • Box Transparency: Adjusts how opaque the CPR zones are (0 = solid, 100 = invisible fill). • Border Style & Width: Choose between Solid, Dashed, Dotted, or hide borders completely. • Text Options: Toggle CPR labels inside each box (e.g., “D-CPR”, “W-CPR”), set text color, size, and placement (center or corner positions). • Pivots & Labels • Enable/disable Traditional and Camarilla sets independently. • Control which levels to display (e.g., show R1–R3 only). • Choose whether to show level names, prices, or both. • DZL Settings • Pivot period for swing detection. • Channel width (% of price range). • Maximum number of zones and minimum strength (how many pivots must cluster to form a valid zone). • Separate style controls for support vs. resistance colors. ⸻ Disclaimer This indicator is provided for educational and analytical purposes only. It does not constitute financial advice, investment advice, or a recommendation to buy or sell any security or instrument. Always perform your own analysis and use proper risk management. Trading involves risk, and you are solely responsible for your own decisions.
Pine Script® göstergesi
nadeem_alqahwi tarafından
VWAP Multi-Timeframe Pro═══════════════════════════════════════════════════════════════════════════════ VWAP Multi-Timeframe Pro - 6 VWAP + Dynamic Levels - Alphaomega18 📝 COMPLETE DESCRIPTION ═══════════════════════════════════════════════════════════════════════════════ 🎯 THE MOST COMPLETE VWAP INDICATOR ON THE MARKETPLACE VWAP Multi-Timeframe Pro simultaneously displays 6 different VWAPs (Asia/London/NY Sessions + Daily/Weekly/Monthly) with key price levels and intelligent dynamic color for complete institutional market vision. Designed for professional traders: futures, forex, crypto, stocks. Compatible all timeframes. 🔥 WHY THIS INDICATOR IS UNIQUE Other VWAP indicators display 1 or 2 VWAPs maximum. **VWAP MTF Pro gives you EVERYTHING in one indicator:** ✅ **6 Simultaneous VWAPs**: Asia, London, NY, Daily, Weekly, Monthly ✅ **3 Key Price Levels**: Previous VWAP, Daily Open, Previous Close ✅ **Dynamic Color**: GREEN line if price above, RED if below ✅ **Standard Deviation Bands**: ±1σ, ±2σ, ±3σ for extreme deviations ✅ **10 Configurable Alerts**: Crossovers and extreme zones ✅ **100% Customizable**: Colors, styles, selective display One indicator = Complete 24/7 institutional flow vision! 📊 THE 6 DISPLAYED VWAPS 🔷 **1. VWAP ASIA SESSION** (Yellow default) → Customizable Asian session (00:00-08:00 default) → Visible only during Asia session → Identifies key Asian trading levels 🔷 **2. VWAP LONDON SESSION** (Cyan default) → European session (08:00-16:00 default) → Visible only during London session → Captures European institutional flow 🔷 **3. VWAP NY SESSION** (Orange default) → American session (15:30-22:00 default) → Visible only during NY session → Highest volume of the day 🔷 **4. VWAP DAILY** (Blue default) → Full day VWAP → Most important level for day traders → Major support/resistance 🔷 **5. VWAP WEEKLY** (Purple default) → Weekly VWAP → Medium-term trend → Key level for swing traders 🔷 **6. VWAP MONTHLY** (Fuchsia default) → Monthly VWAP → Long-term vision → Major institutional levels 📍 3 ESSENTIAL PRICE LEVELS (NEW) 🔷 **PREVIOUS DAY VWAP CLOSE** (Dashed line - Dynamic color!) **The Revolutionary Feature:** → Displays previous day's VWAP Daily close → **GREEN line** when price ABOVE = Bullish signal ✅ → **RED line** when price BELOW = Bearish signal ❌ → Changes color in real-time at crossover! **Why it's powerful:** ``` If you're trading LONG and line is GREEN: → You're on right side of market → Institutions are with you → Hold trade with confidence If line turns RED: → EXIT immediately → Momentum has changed → Institutions selling now ``` 🔷 **DAILY OPEN** (White dotted default) → Current day's opening price → Major psychological level → Intraday support/resistance 🔷 **PREVIOUS DAY CLOSE** (Purple dotted default) → Previous day's close → Gap analysis (up/down/none) → Critical institutional level 📏 STANDARD DEVIATION BANDS **3 Bands on each side of VWAP:** → ±1σ (68% of distribution) → ±2σ (95% of distribution) → ±3σ (99.7% of distribution) **VWAP selection for bands:** Choose from: Asia / London / NY / Daily / Weekly / Monthly **Usage:** ``` Price reaches +3σ: → Extreme overbought → Reversal or consolidation likely → Take LONG profits or prepare SHORT Price reaches -3σ: → Extreme oversold → Reversal or consolidation likely → Take SHORT profits or prepare LONG Price between ±1σ: → "Normal" zone → Trading range → Wait for breakout ``` 🎯 REAL USE CASES 📌 **CASE 1: MNQ Day Trading with Dynamic Color** **Morning Setup:** ``` 08:00 - Market opens → Price at 16,300 → Prev Day VWAP Close at 16,250 → Line = GREEN ✅ (price above) → Signal: Bullish sentiment confirmed Action: Look for LONG setups only Avoid: SHORT trades against trend ``` **Momentum Change:** ``` 10:30 - Price drops rapidly → Price drops to 16,240 → Line turns RED ❗ → Signal: Momentum changed! Action: EXIT LONG positions immediately Look for: SHORT setups now ``` **Result:** → You stay on right side of market permanently → No fighting institutions → Profits maximized, losses minimized 📌 **CASE 2: Gap Analysis with Daily Open + Prev Close** **Gap UP:** ``` Daily Open (white): 16,320 Prev Day Close (purple): 16,280 Gap = +40 points Analysis: → Bullish gap → If VWAP prev line = GREEN = Continuation → If price retests Prev Close (purple) and bounces = LONG entry ``` **Gap DOWN:** ``` Daily Open (white): 16,240 Prev Day Close (purple): 16,280 Gap = -40 points Analysis: → Bearish gap → If VWAP prev line = RED = Continuation → If price rallies to Prev Close (purple) and rejects = SHORT entry ``` 📌 **CASE 3: Multi-Timeframe Confirmation** **LONG Setup Maximum Conviction:** ``` ✅ Price > VWAP Monthly (fuchsia) → Long-term bullish trend ✅ Price > VWAP Weekly (purple) → Medium-term bullish trend ✅ Price > VWAP Daily (blue) → Short-term bullish trend ✅ Prev Day VWAP = GREEN → Today's momentum bullish ✅ Price > Daily Open (white) → Positive opening Signal: ALL timeframes aligned LONG! Action: LONG entry with strong conviction Stop: Below VWAP Daily ``` **SHORT Setup Maximum Conviction:** ``` ✅ Price < VWAP Monthly (fuchsia) → Long-term bearish trend ✅ Price < VWAP Weekly (purple) → Medium-term bearish trend ✅ Price < VWAP Daily (blue) → Short-term bearish trend ✅ Prev Day VWAP = RED → Today's momentum bearish ✅ Price < Daily Open (white) → Negative opening Signal: ALL timeframes aligned SHORT! Action: SHORT entry with strong conviction Stop: Above VWAP Daily ``` 📌 **CASE 4: Session Trading (London/NY Overlap)** **15:30 - NY Session Opens:** ``` Before 15:30: → Price in VWAP London (cyan) → Consolidation, range 15:30 - NY opens: → VWAP NY (orange) appears → Volume explodes → Price breaks above VWAP Daily (blue) → Prev Day VWAP = GREEN ✅ Action: → LONG entry on breakout → Stop below VWAP Daily → Target +3σ upper band ``` ⚙️ COMPLETE CUSTOMIZATION 🎨 **EACH VWAP IS CONFIGURABLE:** **For each VWAP (6 groups):** → Show/Hide (On/Off) → Customizable color → Line thickness (1-5) **Asia/London/NY Sessions:** → Configurable start/end hours → Adapt to your timezone → Customize per market **Forex Example:** ``` Asia: 00:00-08:00 (Tokyo) London: 08:00-16:00 (London) NY: 13:00-20:00 (New York) ``` **US Futures Example:** ``` Asia: 18:00-02:00 (overnight) London: 02:00-08:30 NY: 08:30-15:00 (RTH) ``` 🎨 **PREVIOUS DAY VWAP - Dynamic Color:** → **Dynamic Color (Green/Red)**: On/Off • ON = Line changes color (GREEN/RED) • OFF = Fixed color → **Color Above**: Color when price above (default: Green) → **Color Below**: Color when price below (default: Red) → **Static Color**: If Dynamic Color OFF (default: White) → **Line Width**: Thickness (1-5) → **Line Style**: Solid / Dashed / Dotted 🎨 **DAILY PRICE LEVELS:** **Daily Open:** → Show/Hide → Color (default: White) → Thickness → Style (Solid/Dashed/Dotted) **Previous Day Close:** → Show/Hide → Color (default: Purple/Fuchsia) → Thickness → Style (Solid/Dashed/Dotted) 📏 **STANDARD DEVIATION BANDS:** → **Show Bands**: On/Off → **Bands Timeframe**: Choose VWAP (Asia/London/NY/Daily/Weekly/Monthly) → **Standard Deviation 1/2/3**: σ values (default: 1.0 / 2.0 / 3.0) → **Upper Colors**: Customizable → **Lower Colors**: Customizable 👁️ **DISPLAY:** → **Show Labels**: Display price labels (On/Off) → **Label Size**: Tiny / Small / Normal / Large 🔔 COMPLETE ALERTS (10 ALERTS) **VWAP Daily Crossovers:** 1. Price > VWAP Daily 2. Price < VWAP Daily **Extreme Bands:** 3. Price reaches +3σ 4. Price reaches -3σ **Previous Day VWAP:** 5. Price > Previous Day VWAP 6. Price < Previous Day VWAP **Daily Open:** 7. Price > Daily Open 8. Price < Daily Open **Previous Day Close:** 9. Price > Previous Close 10. Price < Previous Close 💡 MARKETS AND TIMEFRAMES ✅ **ALL markets compatible:** • Futures (ES, NQ, YM, RTY, MNQ, MES, etc.) • Forex (EUR/USD, GBP/USD, USD/JPY, etc.) • Crypto (BTC, ETH, altcoins - 24/7) • Stocks (Tesla, Apple, Nvidia, etc.) • Indices (S&P 500, Nasdaq, Dow Jones) • Commodities (Gold, Oil, etc.) ✅ **All timeframes:** • Scalping: 1min, 5min • Day Trading: 15min, 30min, 1H ⭐ (optimal!) • Swing Trading: 4H, Daily • Position Trading: Weekly Note: More reliable with real volume data → TradingView Premium recommended for tick data 🏆 UNIQUE ADVANTAGES ✅ **6 Simultaneous VWAPs**: Complete multi-timeframe vision ✅ **Dynamic color**: GREEN/RED for instant vision ✅ **3 Price levels**: Prev VWAP + Open + Prev Close ✅ **Standard deviation bands**: ±3σ for extreme zones ✅ **Customizable sessions**: Asia/London/NY adaptable ✅ **10 alerts**: All key crossovers ✅ **100% customizable**: Colors, styles, display ✅ **Automatic labels**: Real-time price display ✅ **Optimized code**: Light, fast, no lag ✅ **No repaint**: Reliable and stable signals 📊 RECOMMENDED CONFIGURATION **For MNQ/ES Day Trading (15min):** ``` ═══ VWAP Sessions ═══ Asia: ✅ ON (Yellow) London: ✅ ON (Cyan) NY: ✅ ON (Orange) ═══ VWAP Timeframes ═══ Daily: ✅ ON (Blue) Weekly: ✅ ON (Purple) Monthly: ❌ OFF (too long-term) ═══ Previous Day VWAP ═══ Show: ✅ ON Dynamic Color: ✅ ON (CRITICAL!) Color Above: Green Color Below: Red Width: 2-3 ═══ Daily Price Levels ═══ Daily Open: ✅ ON (White dotted) Prev Day Close: ✅ ON (Purple dotted) ═══ Bands ═══ Show Bands: ✅ ON Timeframe: Daily σ: 1.0 / 2.0 / 3.0 ═══ Display ═══ Labels: ✅ ON Size: Small ``` **For Scalping (1-5min):** ``` Sessions: Asia/London/NY by hour Daily/Weekly: ON Monthly: OFF Prev Day VWAP: ON with Dynamic Color Bands: Daily, ±2σ max Labels: Small or Tiny ``` **For Swing Trading (4H-Daily):** ``` Sessions: OFF (not relevant) Daily: ON Weekly: ON Monthly: ON Prev Day VWAP: ON Bands: Weekly, ±3σ Labels: Normal or Large ``` 🎓 QUICK USAGE GUIDE **Simple Rules for Day Traders:** 1. **Prev VWAP Line Color = Day Direction** → GREEN = Trade LONG only → RED = Trade SHORT only 2. **Price above ALL VWAPs = Maximum bullish** → Look for LONG setups only → No SHORT counter-trend 3. **Price below ALL VWAPs = Maximum bearish** → Look for SHORT setups only → No LONG counter-trend 4. **Price between VWAPs = Neutral zone** → Wait for clear breakout → Range-bound, careful scalp 5. **±3σ bands = Extreme zones** → Take profits → Or wait for reversal 💪 TRADER PSYCHOLOGY **What this indicator solves:** ❌ "I don't know if trend continues" → Check prev VWAP line color: GREEN = continues ❌ "I take profits too early from fear" → As long as line GREEN, hold LONG with confidence ❌ "I hold my losses too long" → Line turns RED? EXIT immediately! ❌ "I trade counter-trend" → 6 VWAPs visible = Impossible to mistake direction ❌ "I don't know where to put stop" → Stop below VWAP Daily for LONG, above for SHORT **Result:** ✅ Increased confidence ✅ Reinforced discipline ✅ Maximized profits ✅ Trading with institutions 🔗 PERFECT COMPLEMENT **Combine VWAP MTF Pro with:** • **Order Flow Signals** → Institutional absorptions (💎▲🚀) • **Order Flow CVD** → Real-time order flow • **Fair Value Gaps** → Inefficiency zones • **Market Profile** → POC/VPOC **VWAP MTF Pro** = Institutional price levels **Order Flow** = Flow confirmation → Complete trading system! ⚠️ DISCLAIMER Technical indicators are decision support tools. No indicator guarantees profits. Always use: • Appropriate risk management • Stop loss on every trade • Proper position sizing • Demo account testing first VWAP MTF Pro improves your analysis but doesn't replace a complete strategy with money management. 🚀 INSTALLATION 1. Copy the Pine Script code 2. Open Pine Editor in TradingView 3. Paste the code 4. Click "Add to Chart" 5. Indicator displays on chart (overlay) 6. Configure parameters to your preferences 7. Activate desired alerts 8. Trade with complete institutional vision! 💡 PRO TIP **The Golden VWAP Rule:** "NEVER trade against ALL aligned VWAPs" If Monthly + Weekly + Daily ALL point down: → Bearish market on ALL timeframes → Trade SHORT only → No LONG = Suicide If Monthly + Weekly + Daily ALL point up: → Bullish market on ALL timeframes → Trade LONG only → No SHORT = Lost money This simple rule can **save your account**! 📞 CONTACT AND SUPPORT Created by Alphaomega18 For questions, bugs or suggestions: Find my other indicators: • Order Flow Signals (institutional signals) • Order Flow Dashboard (CVD oscillator) • Order Flow CVD Simple (trend vision) • Fair Value Gap Detector • Volume & Volatility Crisis Detector
Pine Script® göstergesi
Alphaomega18 tarafından
Wyckoff PRO Institutional🔹 Wyckoff NTA – Institutional Context Engine Institutional Market Context Based on Wyckoff Methodology 📌 Overview Wyckoff NTA – Institutional Context Engine is a public, closed-source analytical script developed by NexTrade Academy, designed to identify and quantify the true institutional market context using classic Wyckoff methodology adapted into a modern algorithmic framework. This script is NOT a signal system and does not provide precise entry or exit points. Its purpose is to function as a context engine, helping traders understand WHEN the market is operable and IN WHICH DIRECTION it is statistically reasonable to look for opportunities. 🧠 Methodology & Conceptual Framework Wyckoff NTA evaluates the combined behavior of price, volume, and volatility, following the core principles of the Wyckoff method to interpret institutional intent behind market movements. The script analyzes market conditions through the following conceptual components: 1️⃣ Wyckoff Phase Identification The indicator classifies the current market environment into the main institutional Wyckoff phases: Accumulation Distribution Markup Markdown Reaccumulation Redistribution These phases describe where the market is within its cycle, not where to trade. 2️⃣ Institutional Intent Event Detection Wyckoff NTA detects key events associated with Wyckoff methodology, such as: Spring Upthrust Sign of Strength (SOS) Sign of Weakness (SOW) These events are treated as contextual confirmations, not standalone trade signals. 3️⃣ Market Operability Assessment The script evaluates whether current conditions are operable or non-operable, based on the relationship between: Structural development Participation (volume behavior) Price efficiency and volatility This process filters out: Low-intent environments Transitional phases Low-probability market conditions 🔢 Wyckoff Dynamic Score (0–100) All evaluated components are aggregated into a Wyckoff Dynamic Score, which summarizes the quality of the current market context: Below 40 → Non-operable context 40 to 60 → Weak context (A+ setups only) 60 to 80 → Operable context Above 80 → Strong institutional context This score does not trigger trades. It is designed to enable or block decisions within a defined trading plan. 🎨 Visualization Modes Wyckoff NTA includes multiple visualization modes to support different use cases: DESK → Professional execution (minimal, no visual noise) PRO → Active trading with enhanced visual context EDU → Educational and learning-focused analysis Each mode prioritizes clarity, objectivity, and controlled information density. 🎯 Intended Use This script is designed for: Institutional and advanced discretionary traders Market Structure and Smart Money approaches Swing and intraday trading Contextual trade filtering and bias validation Integration with execution systems such as NTC (NexTrade Concept) It should always be used alongside: A defined execution model Proper risk management Trading discipline ⚠️ Important Disclaimer ❌ No performance guarantees ❌ Not an automated trading system ❌ Does not constitute investment advice ✅ Contextual analytical tool only All trading decisions remain the sole responsibility of the user. 🏷️ Credits Developed by NexTrade Academy Institutional Trading · Market Structure · Context First Educational and professional analytical tool Use at your own risk
Pine Script® göstergesi
NexTrade_Academy tarafından
NTA MTF Context Pro🔹 NTA – MTF Context Pro Multi-Timeframe Market Context & Institutional Bias Panel 📌 Overview NTA – MTF Context Pro is a public, closed-source multi-timeframe market context indicator designed to help traders objectively evaluate directional bias, trend quality, and market conditions across multiple higher and lower timeframes from a single panel. This indicator does not generate trade entries or signals. Its purpose is to provide context, confirmation, and environmental filtering prior to executing trades with an external strategy or execution model. 🧠 Methodology & Conceptual Logic The indicator follows a top-down institutional analysis framework, combining multiple analytical dimensions to describe market conditions rather than predict price. For each timeframe (Monthly, Weekly, Daily, 4H, and 1H), the indicator performs the following conceptual evaluations: 1️⃣ Trend Structure Classification Trend direction is determined through moving-average structure analysis, comparing medium-term and long-term averages to classify each timeframe as: Bullish Bearish Neutral This step defines structural market bias, not trade timing. 2️⃣ Trend Strength & Quality Assessment To avoid low-quality or transitional environments, the indicator applies: Directional strength measurement ADX-based trend validation This helps filter: Weak momentum phases Ranging or choppy conditions Incomplete trend development 3️⃣ Volatility & Price Expansion Analysis The indicator evaluates volatility normalization using ATR-based measurements to confirm that price movement is supported by sufficient expansion. This step helps distinguish: Active institutional participation Compressed or inefficient price conditions 4️⃣ Multi-Timeframe Weighting Higher timeframes are assigned greater influence in the final assessment to reflect institutional prioritization of macro structure over lower-timeframe noise. This weighting framework reduces bias from isolated lower-timeframe movements. 🔢 Global Market Score (0–100) All evaluated components are aggregated into a Global Market Score, summarizing the overall market environment: 65–100 → Bullish Bias 35–64 → Neutral / Range Environment 0–34 → Bearish Bias The score is designed as a context filter, not a trading signal. 📊 Panel Output & Interpretation For each timeframe, the panel displays: TF → Timeframe analyzed Trend → Bullish / Bearish / Neutral Strength → Relative directional intensity ADX → Trend validity ATR % → Volatility expansion level The top section displays: Global Score Dominant Market Bias Confirmation status (Confirmed / Weak) Visual elements dynamically adapt to market state for clarity and readability. 🎯 Intended Use This indicator is intended for: Advanced discretionary traders Smart Money & market structure approaches Swing and intraday analysis Trade filtering and directional bias confirmation Manual or algorithmic trading systems requiring contextual validation Best used in conjunction with a separate execution model. ⚠️ Disclaimer ❌ Not a buy/sell signal generator ❌ No entry or exit logic ✅ Context and confirmation tool only Always apply proper risk management. 🏷️ Credits Developed by NexTrade Academy Educational and analytical tool Use at your own risk.
Pine Script® göstergesi
NexTrade_Academy tarafından
CPG - Institutional Premium Arbitrage SystemConcept & Logic: This strategy captures institutional sentiment by analyzing the Cross-Exchange Arbitrage Data between Coinbase (USD pair) and Binance (USDT pair). Instead of using raw price difference which is noisy, this script employs a Proprietary Dynamic Threshold Algorithm. It normalizes the premium data using a custom volatility-adjusted window to filter out retail noise and identify genuine "Whale Accumulation" zones. Key Features: Data Source: Real-time BTC/USD vs BTC/USDT spread analysis. Signal Filtering: The proprietary algorithm (closed-source logic) dynamically adjusts upper and lower bands to prevent false signals during low liquidity periods. Execution: Bullish: When the premium breaks the dynamic upper threshold (Strong Institutional Buying). Bearish: When the premium drops below the dynamic lower threshold (Institutional Selling). Usage: Note: The dynamic threshold algorithm is specifically calibrated for Bitcoin's unique liquidity structure. Extensive backtesting shows that this logic is NOT suitable for altcoins (like ETH or SOL). Please strictly use it on BTC pairs. 策略核心： 本策略透過分析 Coinbase (USD) 與 Binance (USDT) 之間的跨交易所資金流 (Arbitrage Data)，來捕捉機構投資者的動向。 原始的價差數據通常充滿雜訊，因此本腳本內建了一套**「獨家動態閥值演算法」**。該算法能對數據進行平滑處理與正規化，有效過濾市場雜訊，精準識別出機構大戶的資金流向。 功能特點： 數據源： 即時運算 BTC/USD 與 BTC/USDT 的溢價差。 獨家過濾： 閉源的動態演算法會根據波動率自動調整上下軌閥值，避免假突破。 交易訊號： 看多： 溢價突破動態上軌（機構強力買入）。 看空： 溢價跌破動態下軌（機構拋售）。 用法： 注意： 本策略的動態閥值演算法是針對比特幣的流動性結構進行嚴格校準的。回測數據顯示，此邏輯不適用於 ETH 或 SOL 等其他幣種。請務必僅在 BTC 圖表上使用。
Pine Script® stratejisi
Mark-Li0203 tarafından
Order Flow Pro - CVD - Alphaomega18═══════════════════════════════════════════════════════════════════════════════ ORDER FLOW CVD SIMPLE - TRADINGVIEW PUBLICATION Created by Alphaomega18 ═══════════════════════════════════════════════════════════════════════════════ 📝 COMPLETE DESCRIPTION ═══════════════════════════════════════════════════════════════════════════════ 🎯 FOLLOW INSTITUTIONAL TREND AT A GLANCE Order Flow CVD is an ultra-simple and ultra-effective indicator that displays CVD (Cumulative Volume Delta) with a colored fill zone to instantly identify order flow trend. No complexity, no clutter: just 2 lines and 1 colored zone to know if you should HOLD or EXIT your trade. 🔥 THE GOLDEN RULE OF TRADING The secret of professional traders: → "Let your winners run, cut your losses" But how do you know WHEN to hold and WHEN to exit? **The answer: CVD (Cumulative Volume Delta)** As long as institutional flow goes your way, HOLD the trade. As soon as flow changes, EXIT. This is exactly what this indicator does: it shows you the flow in real-time with ultra-clear visualization. 📊 HOW IT WORKS 🔷 **2 SIMPLE LINES** **WHITE Line** = CVD (Cumulative Volume Delta) → Cumulative sum of volume delta → Rises when buying > selling → Falls when selling > buying **YELLOW Line** = CVD Moving Average (20 periods default) → Smooths CVD to see trend → Filters noise → Reference for trend 🔷 **COLORED FILL ZONE** 🟢 **GREEN ZONE** = White CVD ABOVE yellow CVD → BULLISH trend → Institutions are BUYING → HOLD your LONG trades → Avoid SHORT 🔴 **RED ZONE** = White CVD BELOW yellow CVD → BEARISH trend → Institutions are SELLING → HOLD your SHORT trades → Avoid LONG ⚡ **CROSSOVER** = Zone changes color → Trend change → Exit or reverse position → Clear and sharp signal 🎯 USAGE RULES 📌 **RULE #1: HOLD A LONG TRADE** You're in a LONG: → ✅ As long as ZONE IS GREEN → HOLD → ❌ As soon as ZONE TURNS RED → EXIT Real example: ``` LONG entry: 16,500 Zone stays green for 2 hours Price climbs to 16,650 (+150 points) Zone turns red → EXIT You pocket +150 points instead of giving back 50 points! ``` 📌 **RULE #2: HOLD A SHORT TRADE** You're in a SHORT: → ✅ As long as ZONE IS RED → HOLD → ❌ As soon as ZONE TURNS GREEN → EXIT Real example: ``` SHORT entry: 16,500 Zone stays red for 1 hour Price drops to 16,350 (-150 points) Zone turns green → EXIT You pocket +150 points! ``` 📌 **RULE #3: DON'T ENTER COUNTER-TREND** Green zone visible: → ❌ Do NOT enter SHORT → ✅ Look for LONG setups only Red zone visible: → ❌ Do NOT enter LONG → ✅ Look for SHORT setups only 📌 **RULE #4: CROSSOVERS = CHANGE** White CVD crosses yellow CVD: → Zone changes color → Institutional flow reverses → Exit or reverse position 💡 REAL USE CASES 📊 **CASE 1: MNQ Scalping 5min** Setup: → Price breaks resistance → CVD zone is GREEN → You enter LONG Management: → Price rises, pulls back, rises again → Zone STAYS GREEN → You hold → +30 points, +40 points, +50 points... → Zone turns RED → You exit at +52 points Without CVD: → You would have exited at +15 points out of fear → You lose 37 points of gain! 📊 **CASE 2: ES Day Trading 15min** Setup: → Price in range → CVD zone RED for 1 hour → Price touches top of range → You enter SHORT Management: → Zone STAYS RED during decline → Price makes -20 points, -30 points, -40 points → Zone turns GREEN → You exit at +42 points Without CVD: → You would have exited at +20 points (fear) → Or held too long and gave back gains 📊 **CASE 3: Avoid Losing Trade** Perfect technical setup: → Triangle breakout → Supportive VWAP → FVG below BUT... CVD zone is RED! Decision: → You DON'T ENTER LONG → Price rises 10 points then collapses -30 points → Losing trade avoided thanks to CVD! ⚙️ CUSTOMIZABLE PARAMETERS 🔧 **CVD Moving Average Length** (default: 20) → Yellow moving average length → Shorter (10-15) = More reactive, more signals → Longer (30-50) = Smoother, fewer false signals Recommendations by style: • Scalping (1-5min): 10-15 • Day Trading (15min-1H): 20 (default) • Swing Trading (4H-Daily): 30-50 🎨 **Show Fill Between CVD and MA** (On/Off) → Show/hide colored zone → OFF = Just 2 lines → ON = Lines + green/red zone 🎨 **Bullish Fill Color** (Customizable) → Bullish zone color → Default: Transparent green (80%) → Change to blue, cyan, or other 🎨 **Bearish Fill Color** (Customizable) → Bearish zone color → Default: Transparent red (80%) → Change to orange, pink, or other 💡 **Transparency Tip:** → 90% transparent = Very subtle → 80% transparent = Balanced (recommended) → 60% transparent = Well visible → 40% transparent = Very visible 📊 RECOMMENDED CONFIGURATIONS **Scalping (1-5min) - Reactive** ``` CVD MA Length: 10 Show Fill: ✅ ON Bullish Color: Green 70% transparent Bearish Color: Red 70% transparent ``` **Day Trading (15min-1H) - Balanced** ⭐ ``` CVD MA Length: 20 Show Fill: ✅ ON Bullish Color: Green 80% transparent Bearish Color: Red 80% transparent ``` **Swing Trading (4H-Daily) - Smooth** ``` CVD MA Length: 30 Show Fill: ✅ ON Bullish Color: Green 85% transparent Bearish Color: Red 85% transparent ``` **Minimalist - Lines only** ``` CVD MA Length: 20 Show Fill: ❌ OFF (Just white and yellow, no zone) ``` 💡 MARKETS AND TIMEFRAMES ✅ **ALL markets compatible:** • Futures (ES, NQ, YM, RTY, MNQ, MES, etc.) • Forex (EUR/USD, GBP/USD, USD/JPY, etc.) • Crypto (BTC, ETH, altcoins) • Stocks (Tesla, Apple, Nvidia, etc.) • Indices (S&P 500, Nasdaq, Dow Jones) ✅ **All timeframes:** • Scalping: 1min, 5min • Day Trading: 15min, 30min, 1H ⭐ (optimal!) • Swing Trading: 4H, Daily Note: More reliable with real volume data → TradingView Premium recommended 🏆 UNIQUE ADVANTAGES ✅ **Ultimate simplicity**: 2 lines, 1 zone, 1 rule ✅ **Instant vision**: Green = hold LONG, Red = hold SHORT ✅ **Hold trades longer**: Maximize your gains ✅ **Avoid counter-trend**: Don't trade against flow ✅ **Customizable**: Colors and transparency of choice ✅ **Ultra-light**: Optimized code, no lag ✅ **No repaint**: Reliable signals ✅ **Works everywhere**: All markets, all TF 🎓 QUICK INTERPRETATION **When zone is GREEN:** → Institutions buying → Bullish momentum → Hold LONG, avoid SHORT → Look for buy setups **When zone is RED:** → Institutions selling → Bearish momentum → Hold SHORT, avoid LONG → Look for sell setups **When zone CHANGES color:** → Institutional flow reverses → Trend changes → EXIT position → Or reverse if new setup **White line volatile:** → White CVD zigzags a lot → Market indecisive or range → Wait for clear zone before trade 💪 TRADER PSYCHOLOGY What THIS indicator solves: ❌ "I'm afraid, I exit too early" → Green/red zone says WHEN to exit ❌ "I hold my losses too long" → Zone changes = EXIT ❌ "I trade counter-trend" → Zone tells which direction to trade ❌ "I don't know if trend continues" → Green/red zone = answer Result: ✅ You hold your gains longer ✅ You exit at right time ✅ You avoid counter-trend trades ✅ You trade with institutions 🔗 PERFECT COMPLEMENT Use with: • **Order Flow Signals** → Precise signals (💎▲🚀) • **VWAP** → Institutional price levels • **Fair Value Gaps** → Inefficiency zones • **Market Profile** → POC/VPOC **CVD Simple** tells you WHEN to hold/exit **Technical analysis** tells you WHERE to enter ⚠️ DISCLAIMER Technical indicators are decision support tools. No indicator guarantees profits. Always use: • Appropriate risk management • Stop loss on every trade • Proper position sizing • Demo account testing first Order Flow CVD improves your trade management but doesn't replace a complete strategy. 🚀 INSTALLATION 1. Copy the Pine Script code 2. Open Pine Editor in TradingView 3. Paste the code 4. Click "Add to Chart" 5. Indicator displays in separate pane (below) 6. Configure colors to your preferences 7. Apply golden rule: Green = LONG, Red = SHORT! 💡 PRO TIP **CVD Discipline:** Create this mental rule: → "I NEVER exit a position until zone changes color" This simple discipline will: ✅ Multiply your gains (you hold longer) ✅ Reduce your losses (you exit when flow changes) ✅ Eliminate emotional exits ✅ Align you with institutions 📞 CONTACT AND SUPPORT Created by Alphaomega18 For questions, bugs or suggestions: Find my other indicators: • Order Flow Signals (precise signals on chart) • Order Flow Dashboard (CVD oscillator + pressures) • VWAP Multi-Timeframe Pro • Fair Value Gap Detector
Pine Script® göstergesi
Alphaomega18 tarafından
1
BK AK-Momentum Pivot Wolf🐺⚔️ BK AK–Momentum Pivot Wolf — The Court of Price. ⚔️🐺 Not prophecy. Procedure. Not prediction. Judgment. Most indicators sell you a feeling: “it’s going up.” Pivot Wolf is built to do the opposite: make the market prove it—under rules. Price lies. Not maliciously—mechanically. It prints motion whether there’s intent behind it or not. That’s why traders get slaughtered: they treat movement like truth. Pivot Wolf treats movement like a defendant. ⚖️ The Law of the Tool (What It Refuses to Do) This script does not exist to “call tops and bottoms.” It exists to remove the sin that ruins traders: answering before hearing. If you trade before testimony, you’re not trading—you’re volunteering. So Pivot Wolf is designed to withhold permission until three things line up: Pivots = Boundary Stones Where price must answer. Where excuses die. Where decisions become visible. Momentum = Witness Not what price did—what it carried. Force behind the move, not the costume of the candle. Acceleration = Confession The moment intent leaks. The early tell that strength is arriving—or that strength is bleeding out. You’re not hunting “signals.” You’re watching a case get built. 🪨 Solomon’s Hidden Layer (Why This Is a Wisdom Tool) Solomon’s world wasn’t obsessed with forecasting. It was obsessed with right judgment. He didn’t ask, “What do I want to happen?” He asked, “What’s true—and what is counterfeit?” That’s why his writing keeps returning to the same themes: Weights & measures (standardization over vibes) Witnesses (confirmation over impulse) Gates & boundaries (permissioned action over chaos) Silence (restraint as intelligence) Pivot Wolf is built in that spirit: it’s a weights-and-witness engine disguised as an indicator. It’s trying to keep you from trading counterfeit strength at the edge of a boundary. 🐺 How to Use It Like You Actually Respect Capital 1) Campaign Mode (Trend): Boundaries tell you where business is allowed. Momentum/acceleration tell you whether business is justified. You press when testimony is clean—not when price is exciting. 2) Verdict Mode (Turns): Reversals aren’t vibes. They’re a collapse of testimony: momentum fails at the boundary, acceleration flips, and the move confesses exhaustion. 3) Stand-Down Mode (The Feature Tourists Hate): When the script goes quiet, it’s not “missing trades.” It’s telling you: the court is not in session. That’s the part that keeps your P&L alive. 🏷️ BK / AK BK is the mark I’m building. AK is honor—my mentor’s standard: clarity, patience, no shortcuts. Above that: gratitude to Gd, the true source of wisdom, restraint, and endurance. 📜 King Solomon Lens “Solomon didn’t predict. He judged. He built tests that made truth show itself. Pivot Wolf is that: pivots as boundary stones, momentum as witness, acceleration as the confession. No hammer in the Temple — rules are cut before entry. When it’s quiet, it’s saving you. When it speaks, it’s a ruling.” This is not financial advice. This is structure. If you wanted a fortune teller, you’ll hate this script. If you wanted a system that makes the market prove itself before you strike—welcome to the Wolf.
Pine Script® göstergesi
Ki11a_B tarafından
VIX-SPX Quant Pro SystemQuantitative Analysis of Historical VIX Dynamics and Daily Predictive Frameworks for Volatility ForecastingThe financial ecosystem of the twenty-first century is increasingly governed by the measurement and management of risk, with the Cboe Volatility Index (VIX) serving as the primary benchmark for expected equity market turbulence.1 Originally proposed in the late 1980s by financial economists Menachem Brenner and Dan Galai, the concept of a "Sigma Index" was intended to provide a standardized, frequently updated measure of volatility that could facilitate the creation of futures and options for hedging purposes.3 In 1993, the Chicago Board Options Exchange (CBOE) implemented this vision, launching the VIX based on the implied volatility of eight S&P 100 at-the-money options series.1 The subsequent transformation of the VIX in 2003—shifting its underlying to the S&P 500 (SPX) and adopting a model-free methodology developed in conjunction with Goldman Sachs—marked its transition into the "fear gauge" recognized today by market participants worldwide.2Understanding the movement of the VIX historically and developing an equation to predict its daily levels requires a deep synthesis of data infrastructure, mathematical modeling, and an appreciation for the structural mechanics of the options market. The index does not measure historical or statistical volatility in the traditional sense; rather, it reflects the market's expectation of 30-day forward-looking volatility, as conveyed by current SPX option prices.5 This predictive capacity stems from the fact that implied volatility represents the consensus view of professional traders regarding the probability and magnitude of future price movements, adjusted for the insurance premiums they are willing to pay for downside protection.8Historical Data Infrastructure and Tracking MethodologiesTo track VIX movement historically with high fidelity, an analyst must rely on robust data pipelines that provide not only the index levels but also the underlying components of its calculation. Financial time-series data is prone to gaps, timestamp inconsistencies, and errors in Open-High-Low-Close (OHLC) reporting, necessitating the use of specialized vendors that normalize these datasets.10Evaluative Framework for Historical Data ProvidersHistorical tracking of the VIX is most effective when utilizing APIs that offer long-term datasets with high granular resolution. The choice of provider often dictates the scope of analysis, with some catering to end-of-day (EOD) historical research while others provide the tick-level detail required for high-frequency algorithmic modeling.10API ProviderData DepthFrequency SupportBest ForTagX Stock Market API10+ Years1m, 5m, 15m, EODQuant research and backtesting 10EOD Historical Data (EODHD)30+ YearsEOD, 1m, 5m, 1hLong-term trend analysis 11Polygon.ioReal-time & HistTick-level, 1m, EODU.S. algorithmic trading 10Alpha Vantage20+ YearsDaily, IntradayPrototyping and academics 10Yahoo Finance (yfinance)VariableDaily, WeeklyQuick prototyping/casual use 11DatabentoExtensiveHigh-frequency tickLow-latency precisive analysis 11FRED (St. Louis Fed)Since 1990Daily CloseMacroeconomic modeling 16Beyond the broad providers, official sources like the CBOE DataShop provide the most authoritative historical files, including EOD calculation inputs from May 9, 2022, to the present.17 These files contain every strike price, weight, and contribution used to derive the last published VIX value of each day, which is critical for those seeking to understand why the index moved during specific volatility regimes.17 For researchers investigating older data, the St. Louis Fed’s FRED database maintains the VIXCLS series, providing daily closing values dating back to January 1990, alongside historical data for other volatility benchmarks.4The VIX Calculation Methodology: A Deep DiveThe ability to predict VIX levels daily relies on a fundamental understanding of its mechanical derivation. Contrary to common misconceptions, the VIX is not calculated using the Black-Scholes-Merton model to solve for individual implied volatilities.19 Instead, it employs a model-free formula that captures a weighted sum of variance estimates across a broad range of strike prices.19Mathematical Formula and Strike SelectionThe VIX methodology targets a constant 30-day maturity by interpolating between two tenors of SPX options.19 These "near-term" and "next-term" expirations must have more than 23 days and less than 37 days to maturity.7The core equation for the variance of each tenor ($\sigma^2$) is expressed as:$$\sigma^2 = \frac{2}{T} \sum_i \frac{\Delta K_i}{K_i^2} e^{RT} Q(K_i) - \frac{1}{T} \left( \frac{F}{K_0} - 1 \right)^2$ BMV:IN this calculation:$T$ is the time to expiration (calculated precisely in minutes).19$F$ is the forward index level derived from option prices.7$K_i$ is the strike price of the $i^{th}$ out-of-the-money (OTM) option.19$\Delta K_i$ is the strike price interval, calculated as half the difference between the strikes on either side of $K_i$.20$Q(K_i)$ is the midpoint of the bid-ask quote for strike $K_i$.7$R$ is the risk-free interest rate.19$K_0$ is the first strike price below the forward index level $F$.19Once the variances for the two tenors are calculated, they are linearly interpolated to find the 30-day variance, the square root of which is multiplied by 100 to yield the VIX index value.19Historical Dynamics: Mean Reversion and Asymmetric CorrelationThe development of predictive equations must be grounded in the structural behavior of volatility. The VIX possesses two distinct characteristics that differentiate it from traditional equity assets: it is bounded at both ends and demonstrates powerful mean reversion.26The Central Tendency PrincipleThe VIX gravitates toward a long-term average of approximately 19.5.23 Statistical research establishes that in any given month, the VIX tends to move about 30% of the distance between its current level and its long-term average.30 This "speed of mean reversion" is a critical constant in predictive equations, as it provides a directional bias when volatility deviates significantly from the norm.8The Inverse Correlation with EquitiesThe relationship between the S&P 500 and the VIX is strongly negative, with a historical correlation coefficient typically ranging from -0.70 to -0.80.27 This link is essentially a reflection of the "leverage effect," where price declines increase financial risk and investor fear, driving up option premiums.33 Interestingly, while the two move in opposite directions 80% of the time, the remaining 20% often features positive co-movement.34Technical Roadmaps and Actionable Calculation RulesFor intraday SPX trading on the 3-minute timeframe, mathematical findings can be translated into the following actionable study logic:Rule 1: The "Rule of 16" Intraday RangeThe Rule of 16 converts annualized VIX into a daily expected move by dividing the VIX level by 16.35 For a 3-minute timeframe, this expectation must be scaled by the square root of the number of bars in a trading day (130 bars for a standard 390-minute session):$$Expected Move_{Bar} = \frac{VIX}{16 \cdot \sqrt{Bars_{Day}}}$ MIL:IF the current SPX candle breaks outside these dynamic bands, it signals an "excess volatility" event likely driven by institutional hedging flow.35Rule 2: VIX/VXV Ratio ExhaustionThe spread between 1-month and 3-month volatility identifies when fear is overextended.33Warning Zone (Short SPX): Ratio > 1.0 (Short-term fear > Long-term expectation).38Exhaustion Zone (Long SPX): Ratio > 1.25 (Near-term panic is at its zenith).38Rule 3: Bollinger Band "Rubber Band" ReversionWhen the VIX stretches more than 30% above its 20-period moving average and closes back inside its upper Bollinger Band, it signals a "snap back" where equity prices typically rally as fear recedes.Pine Script V6: Actionable VIX-SPX Signal System (Overlay)This script implements the findings as an overlay for the S&P 500 (SPX) chart. It provides Long/Short ✖ crosses and dynamic "Expected Move" bands based on the VIX. Synthesis of Daily Calculation MethodologyTo conclude the predictive framework, the following table summarizes the real-time calculation methodology for daily levels.StepActionPractical Formula / ThresholdObjective1Establish Baseline$V_{base} = V_t + $Quantify mean reversion pressure 82Equity Shock Adj$V_{adj} = V_{base} - (0.82 \cdot R_{SPX,t})$Incorporate leverage effect and correlation 243Technical FilterPlot vs. Upper Bollinger Band (+2SD)Identify overextension/exhaustion points 404Range BoundApply Rule of 16 ( TVC:VIX / 16$)Set daily SPX fluctuation targets 35Through the systematic integration of these components, market analysts can transition from reactive observation of market fear to proactive navigation of risk-neutral volatility expectations, effectively utilizing the VIX as a forward-looking beacon for equity market outcomes.2
Pine Script® göstergesi
Mr-Anubis tarafından
MGQ EMA GOLD PARIS Indicator MGQ EMA GOLD PARIS Indicator is a discretionary trend-following indicator designed for XAUUSD, optimized for the M15 timeframe. It uses EMA (9, 21, 200) structure with RSI confirmation to identify high-probability BUY and SELL zones during the London and New York sessions (Paris time). The indicator provides clear visual guidance including BUY/SELL icons and optional SL, TP1, TP2, TP3, and Break-Even (BE) guide levels based on R-multiple logic. This indicator is intended for manual trade execution and risk-managed trading. No financial advice. Use proper risk management.
Pine Script® göstergesi
Glaiza29 tarafından
Order Flow Signals - Alphaomega18═══════════════════════════════════════════════════════════════════════════════ ORDER FLOW SIGNALS - TRADINGVIEW PUBLICATION (ENGLISH) Created by Alphaomega18 ═══════════════════════════════════════════════════════════════════════════════ 📌 PUBLICATION TITLE ═══════════════════════════════════════════════════════════════════════════════ Order Flow Signals - Absorptions & CVD Divergences - Alphaomega18 📝 COMPLETE DESCRIPTION ═══════════════════════════════════════════════════════════════════════════════ 🎯 DETECT INSTITUTIONAL MOVES IN REAL-TIME Order Flow Signals is an advanced order flow analysis indicator that displays institutional absorption signals, hidden CVD divergences, and extreme buy/sell pressure directly on your chart. Fully customizable with 9 configurable colors, adjustable label sizes, and extreme absorption detection (300%+), this indicator allows you to trade WITH institutions, not against them. 🔥 THE PROBLEM IT SOLVES Have you ever: ✗ Taken a technically perfect setup but got stopped out? ✗ Seen price reject a support/resistance but go the other way? ✗ Entered counter-trend without knowing institutions were accumulating? ✗ Missed big moves due to lack of confirmation? Order Flow Signals solves these problems by revealing what smart money is REALLY doing behind each candle. 📊 SIGNALS DISPLAYED ON CHART 🔷 ABSORPTIONS (💎 Diamonds) Institutions absorb order flow when volume is high BUT price doesn't move in the expected direction. 💎 BULLISH ABSORPTION (Cyan) → Volume spike + bearish candle + positive delta → Institutions are BUYING despite selling pressure → Strong accumulation signal 💎 BEARISH ABSORPTION (Orange) → Volume spike + bullish candle + negative delta → Institutions are SELLING despite buying pressure → Strong distribution signal 🔥 EXTREME ABSORPTIONS (Fuchsia Fire) → Volume > 300% of average (customizable) → MASSIVE institutional activity → Ultra-rare and ultra-strong signals → Indicates major moves in preparation 🔺 DIVERGENCES (▲ Green Triangles) Price makes lower lows BUT CVD makes higher lows → Hidden accumulation in progress → Bullish reversal signal likely → Confirms your BUY entries 🔻 DIVERGENCES (▼ Red Triangles) Price makes higher highs BUT CVD makes lower highs → Hidden distribution in progress → Bearish reversal signal likely → Confirms your SELL entries 🚀 EXTREME BUY PRESSURE (Rockets) Delta > 2x average → Massive aggressive buying → Strong bullish momentum → Continuation likely 💥 EXTREME SELL PRESSURE (Explosions) Delta < -2x average → Massive aggressive selling → Strong bearish momentum → Capitulation or panic 📈 DELTA PER CANDLE DISPLAY (NEW) Option to display numerical delta on each candle: • ✅ GREEN when delta positive (+250, +180, etc.) • ❌ RED when delta negative (-320, -150, etc.) • Tiny size to avoid clutter • Perfect for tracking flow in real-time 🎯 REAL USE CASES 📌 Example 1: Avoid the Classic Trap Technical setup: → Price rejects VWAP Weekly (resistance) → FVG below attracting → Single Prints above → You think: "Perfect SELL setup!" WITHOUT Order Flow Signals: ❌ You enter SELL ❌ Price goes up and stops you out ❌ Frustration and loss WITH Order Flow Signals: ✅ You see 💎 CYAN DIAMOND (Bullish absorption) ✅ Institutions are BUYING despite rejection ✅ You DON'T ENTER SELL ✅ Trade saved, loss avoided! 📌 Example 2: Confirm a Breakout Setup: → Price breaks major resistance → But is it a real breakout or fakeout? Check Order Flow Signals: → 🚀 ROCKET appears (extreme buy pressure) → 💎 CYAN DIAMOND (bullish absorption) → Massive positive delta visible Clear signal: It's a REAL breakout! → Enter BUY with confidence → Institutions pushing price 📌 Example 3: Detect Hidden Accumulation Situation: → Price consolidating in range → Apparently neutral → No clear technical signal Order Flow Signals reveals: → ▲ GREEN TRIANGLE (bullish divergence) → Price flat BUT CVD rising progressively → Institutional accumulation in progress Action: Prepare LONG position → When price breaks, it will be violent! ⚙️ COMPLETE CUSTOMIZATION 🎨 COLORS (9 configurable colors) • Bullish Absorption (default: cyan) • Bearish Absorption (default: orange) • EXTREME Absorption (default: fuchsia) • Bullish Divergence (default: green) • Bearish Divergence (default: red) • Buy Pressure (default: lime) • Sell Pressure (default: fuchsia) • Positive Delta (default: green) • Negative Delta (default: red) Adapt the indicator to your chart style! 📏 LABEL SIZES 5 sizes available: Tiny / Small / Normal / Large / Huge → Perfect for all screen types → Large 4K screen? → Large or Huge → Small laptop? → Small or Normal 🔍 CUSTOMIZABLE DETECTION • Normal Absorption Threshold: 1.5x (default) • EXTREME Absorption Threshold: 3.0x (default) • Divergence Periods: 14 (default) • All thresholds adjustable to your style 👁️ ON/OFF DISPLAY • Absorptions 💎 (On/Off) • Divergences ▲▼ (On/Off) • Extreme Pressure 🚀💥 (On/Off) • Delta per Candle (On/Off) Display only what you need! 🔔 COMPLETE ALERT SYSTEM 8 independently configurable alert types: 1. 🔵 Bullish Absorption 2. 🔴 Bearish Absorption 3. 🔥🔵 EXTREME Bullish Absorption 4. 🔥🔴 EXTREME Bearish Absorption 5. 📈 Bullish Divergence 6. 📉 Bearish Divergence 7. 🚀 Extreme Buy Pressure 8. 💥 Extreme Sell Pressure Receive push, email or SMS notifications when institutions act! 💡 MARKETS AND TIMEFRAMES ✅ ALL markets compatible: • Futures (ES, NQ, YM, RTY, MNQ, MES, etc.) • Forex (EUR/USD, GBP/USD, USD/JPY, etc.) • Crypto (BTC, ETH, altcoins) • Stocks (Tesla, Apple, Nvidia, etc.) • Indices (S&P 500, Nasdaq, Dow Jones) • Commodities (Gold, Oil, etc.) ✅ All timeframes: • Scalping: 1min, 5min • Day Trading: 15min, 30min, 1H ⭐ (optimal!) • Swing Trading: 4H, Daily Note: More reliable signals with real volume data → TradingView Premium recommended for tick data 🏆 UNIQUE ADVANTAGES ✅ Automatic institutional absorption detection ✅ EXTREME absorptions (300%+) for ultra-strong signals ✅ Integrated CVD (Cumulative Volume Delta) ✅ Optional per-candle delta display (green/red) ✅ 9 customizable colors - adapt to your style ✅ 5 label sizes - perfect for all screens ✅ Clear visual signals directly on chart ✅ Detailed tooltips on each signal ✅ 8 independent configurable alerts ✅ Clean, optimized code, no repaint ✅ Compatible all markets and timeframes 📊 RECOMMENDED CONFIGURATION For MNQ / ES / NQ (15min): ``` Detection: ├─ Normal Absorption Threshold: 1.5x └─ EXTREME Absorption Threshold: 3.0x Display: ├─ Absorptions: ✅ ON ├─ Divergences: ✅ ON ├─ Extreme Pressure: ✅ ON └─ Delta per Candle: ❌ OFF (or ON if preferred) Customization: └─ Label Size: Normal (or Large for big screen) Colors: └─ Default (or customize!) Alerts: └─ All ✅ ON ``` For Scalping (1-5min): ``` └─ Label Size: Small └─ Delta per Candle: ✅ ON (useful in scalping) └─ Absorption Threshold: 2.0x (stricter) ``` 🎓 SUPPORT AND TOOLTIPS Each signal includes detailed tooltip on hover: • Exact volume and multiplier (e.g. 2.3x) • Precise delta • Signal explanation • Suggested action Hover over 💎▲🚀 to understand each signal! 🔗 PERFECT COMPLEMENT This indicator works perfectly with: • Order Flow Dashboard (to see CVD and pressures) • VWAP Multi-Timeframe • Fair Value Gaps (FVG) • Market Profile (POC/VPOC) • Support/Resistance Combine Order Flow signals with your technical analysis! ⚠️ DISCLAIMER Technical indicators are decision support tools. No indicator guarantees profits. Always use: • Appropriate risk management • Stop loss on every trade • Proper position sizing • Demo account testing first Order Flow Signals improves your analysis but doesn't replace a complete strategy. 📞 CONTACT AND SUPPORT Created by Alphaomega18 For questions, bugs or suggestions: Find my other indicators: • Order Flow Dashboard (CVD and pressures) • VWAP Multi-Timeframe Pro • Fair Value Gap Detector • Volume & Volatility Crisis Detector
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Mawhoob (OBs & FVGs) - v1.1Mawhoob (OBs & FVGs) - v1.1 Professional Market Structure Indicator ---------------------------------------------------- 🎯 Overview ---------------------------------------------------- Mawhoob (OBs & FVGs) - v1.1 is a comprehensive technical analysis indicator designed to identify and track two of the most powerful concepts in modern price action trading: Order Blocks (OBs) and Fair Value Gaps (FVGs). This indicator provides traders with automated detection, visualization, and real-time alerts for these key market structure elements, helping you identify high-probability trading zones and potential reversal areas. ---------------------------------------------------- 🔍 What Are Order Blocks and Fair Value Gaps? ---------------------------------------------------- ✅ Order Blocks (OBs) Order Blocks represent areas where institutional players have placed significant orders, creating imbalances in supply and demand. These zones often act as strong support or resistance levels where price tends to react when revisited. * Bullish Order Block (OB+): Forms when a bearish candle is immediately followed by a strong bullish candle that closes above the previous candle's high, indicating institutional buying interest. * Bearish Order Block (OB-): Forms when a bullish candle is immediately followed by a strong bearish candle that closes below the previous candle's low, indicating institutional selling pressure. ✅ Fair Value Gaps (FVGs) Fair Value Gaps are price inefficiencies that occur when the market moves too quickly, leaving unfilled price ranges. These gaps often get "filled" or "mitigated" as price returns to seek liquidity and balance. * Bullish Fair Value Gap (FVG+): Forms when there's a gap between the high of two candles ago and the low of the current candle in an upward move. * Bearish Fair Value Gap (FVG-): Forms when there's a gap between the low of two candles ago and the high of the current candle in a downward move. ---------------------------------------------------- ✨ Key Features ✨ ---------------------------------------------------- ✅ Order Blocks (OBs) Module: Detection & Visualization Automatic OB Detection: Identifies both bullish and bearish order blocks in real-time. Customizable Display: Show up to 50 order blocks simultaneously. Visual Distinction: Separate color schemes for bullish and bearish order blocks. Smart Labeling: Optional OB+/OB- labels for easy identification. Advanced Filtering Options Strong OBs Filter: Option to display only "super/strong" order blocks. FVG Confirmation Filter: Show only order blocks that are immediately followed by fair value gaps for higher confluence. Flexible Filtering: Use filters independently or combine them for maximum selectivity Mitigation Tracking Real-time Monitoring: Automatically tracks when order blocks are "filled" or mitigated by price. Display Control: Choose whether to show or hide filled order blocks. Customization Options Color Settings: Fully customizable colors for bullish/bearish order block zones. Transparency Control: Adjustable box background transparency. Border Styles: Choose between Solid, Dashed, or Dotted borders. Extension Options: Extend boxes to the right or stop at mitigation point. Label Size: Select from Auto, Tiny, Small, Normal, or Large label sizes. ✅ Fair Value Gaps (FVGs) Module: Detection & Visualization Automatic FVG Detection: Identifies both bullish and bearish fair value gaps. Customizable Display: Show up to 50 FVGs simultaneously. Visual Distinction: Separate color schemes for bullish and bearish gaps. Smart Labeling: Optional FVG+/FVG- labels for clarity. Advanced Filtering Options Strong FVGs Filter: Display only significant gaps formed by strong candles. OB Confirmation Filter: Show only FVGs that follow order blocks for enhanced reliability. Independent Settings: Completely separate filtering from order block module. Mitigation Tracking Gap Fill Detection: Automatically detects when price fills the fair value gap. Visual Updates: Filled gaps change appearance to indicate completion. Display Options: Control visibility of filled versus unfilled gaps. Customization Options Full Color Control: Independent color settings for bullish/bearish FVGs. Transparency Management: Adjustable transparency levels. Border Customization: Multiple border style options. Extension Control: Choose how gaps extend on the chart. Label Customization: Adjustable label sizes and colors. ---------------------------------------------------- 🔔 Alerts & Signals ---------------------------------------------------- Alerts System Real-time Notifications: Receive instant alerts when new OBs or FVGs are detected. Separate Alert Channels: Independent alerts for order blocks and fair value gaps. Price Information: Each alert includes the current price level. Frequency Control: Alerts trigger once per bar to avoid spam. Visual Signals On-Chart Markers: Optional visual signals (circles/diamonds) at detection points. Color-Coded: Bullish signals below bars, bearish signals above bars. Toggle Control: Enable/disable signals independently from alerts. ---------------------------------------------------- 📋 How to Use This Indicator? ---------------------------------------------------- For Trend Following Look for Bullish OBs and FVGs in uptrends as potential entry zones. Look for Bearish OBs and FVGs in downtrends as potential entry zones. Use unmitigated zones as key support/resistance levels. For Reversal Trading Watch for price reactions when approaching order blocks. Combine multiple timeframe analysis for higher probability setups. Use the "Strong" filters to focus on the most significant zones. For Confluence Trading Enable "Show Only (OBs) that Followed by (FVGs)" filter. Enable "Show Only (FVGs) that Follow (OBs)" filter. Trade only when both structures align for maximum confluence. Risk Management Monitor when zones become mitigated (filled). Use multiple timeframes to identify nested zones. Combine with your existing trading strategy for confirmation. ---------------------------------------------------- ⚙️ Recommended Settings ---------------------------------------------------- For Scalping (1m - 5m timeframes) Display: 15-20 boxes. Enable: Strong filters. Disable: Show mitigated zones. For Day Trading (15m - 1H timeframes) Display: 20-30 boxes. Enable: Confluence filters when needed. Enable: Show mitigated zones for context. For Swing Trading (4H - Daily timeframes) Display: 30-50 boxes. Enable: All zones for comprehensive analysis. Enable: Confluence filters when needed. Enable: Show mitigated zones for context. ---------------------------------------------------- 💡 Pro Tips ---------------------------------------------------- Multiple Timeframe Analysis: Use the indicator on multiple timeframes to identify nested order blocks and FVGs for stronger setups. Confluence Zones: Areas where OBs and FVGs overlap often provide the highest probability trades. Mitigation Matters: Pay attention to how quickly and cleanly zones are mitigated - clean mitigations often indicate institutional interest. Filter Combinations: Experiment with different filter combinations to find what works best for your trading style. Alert Management: Set up alerts for both OBs and FVGs to never miss potential setups. ---------------------------------------------------- ⚠️ Important Notes ---------------------------------------------------- This indicator is for educational and informational purposes only. Always confirm signals with your own analysis before trading. Use proper risk management and position sizing. The indicator works on all timeframes and instruments. Past performance does not guarantee future results. ---------------------------------------------------- 🔄 Updates & Support ---------------------------------------------------- Current Version: v1.1 This indicator is actively maintained and updated. Future versions may include additional features and improvements based on user feedback. ---------------------------------------------------- 🙏 Acknowledgments ---------------------------------------------------- Created by @mawhoobx - Designed to help traders identify institutional footprints and market inefficiencies for better trading decisions.
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