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ORB SESSIONS## ORB SESSIONS — Multi-Session Opening Range Breakout + Retest Strategy **ORB SESSIONS** is a multi-session Opening Range Breakout (ORB) strategy built for intraday trading across the **New York, Asia, and London** sessions, with optional overlays (PDH/PDL, session levels, FVGs) and an optional higher-timeframe bias dashboard. It is designed to standardize ORB execution with configurable **breakout vs retest** entry logic, **R-multiple targets**, optional **trailing-to-TP behavior**, and a **prop-firm “flat window”** to force risk compliance. --- ## Core concept For each enabled session, the script: 1. Builds an **opening range** (high/low, optional midline) during a configurable ORB window. 2. Trades breakouts from that range using the selected **Entry Mode**: * **Breakout**: enter on a confirmed close through the ORB boundary. * **Retest Zone**: after breakout, wait for a wick back to the broken level. * **Retest Midpoint**: after breakout, wait for a wick back to the ORB midpoint. 3. Manages risk via session-specific **Stop Loss methods** and up to **3 take-profits** expressed as **R:R multiples**. 4. Optionally uses a **trailing stop** mechanic that “arms” after price moves **N ticks beyond a TP**, then trails the stop to that TP level. 5. Optionally **re-arms** after a trade closes (with max trades/session, exit-type filter, direction filter, cooldown bars, and “bars inside ORB” requirements). --- ## What’s included ### Trading modules (per session) * **Session 1: New York ORB** (enable, direction filter, ORB start/duration, session end, flatten at end, SL method, TP R:R and quantities). * **Session 2: Asia ORB** (same structure). * **Session 3: London ORB** (same structure). ### Filters & controls * **Timezone selector** (all session times interpret in this timezone). * **Day-of-week filter** (enable/disable specific weekdays). * **Prop Firm Flat Window**: optionally flatten/block new entries during a specified time window. ### Visual overlays (optional) * Historical ORB lines, optional midlines, labels. * PDH/PDL, Asian/London/NY session overlays, and Fair Value Gaps (FVG) display. --- ## Recommended directions for use 1. **Apply to an intraday chart** (commonly 1m–15m). 2. Open **Settings → Global Settings**: * Set **Timezone** to match your intended session definitions. 3. Open **Trade Settings (All Sessions)**: * Choose **Entry Mode** (Breakout vs Retest Zone vs Retest Midpoint). * Set **Contracts** and whether to show SL/TP visuals. 4. Configure each session you want to trade: * Enable/disable sessions, choose direction (long/short/both), set ORB start + duration, and define session end/flatten behavior. 5. Configure exits: * Pick an SL method (Midpoint / Opposite Side / Fixed Points) and set TP R:R levels and TP quantities per session. 6. Optional: turn on **Trailing Stop** and/or **Re-Arm**: * Trailing: arms after N ticks beyond TP, then trails stop to TP. * Re-arm: control max trades/session, cooldown bars, and re-arm conditions. --- ## Alerts (automation-ready) This script is designed to run with **a single TradingView alert** that triggers only when the strategy actually fills orders. **Create ONE alert** and set: * **Condition**: this strategy * **Trigger**: **Order fills only** * **Message**: `{{strategy.order.alert_message}}` The script attaches an order-specific alert payload at fill time (Buy/Sell/Exit), so your automation receives exactly what the strategy executed. --- ## Notes / expectations * ORB behavior depends on how you define each session’s ORB window and the chart’s liquidity/volatility; optimize ORB duration + SL method + TP R:R per market. * If you enable **Prop Firm Flat Window**, entries are blocked and positions can be forced flat during that period (use this to comply with rules). Note : description written by ChatGPT
Pine Script® stratejisi
VONKAR tarafından
LuxAlgo - L1 Proximal Filter [MTF & Alerts] Maxxed EditionLuxAlgo - L1 Proximal Filter Maxxed Edition. What's New & Improved. This is the Maxxed Version of the original LuxAlgo L1 Proximal Filter — cleaner, smarter, and built for real trading/automation. Core Improvements Multi-Timeframe (MTF) Confirmation: Entries only trigger when the lower timeframe (chart TF) and higher timeframe are fully aligned. Two ways to get an entry: LTF leads the flip and HTF is already in that direction (immediate high-probability entry). HTF finally flips to match an existing LTF trend (strong confirmation/catch-up entry). This filters out weak/counter-trend signals — only trades with the higher-timeframe bias. Smart Close Signals:When HTF confirmation is enabled and the LTF flips against the current HTF trend (divergence), a close signal is issued immediately. Example: You're long because both TFs were bullish → LTF flips bearish while HTF still bullish → "Close Long" fires. This protects profits and avoids riding against the higher trend — early exit on weakness. Visual Clarity:Clean arrow labels (↑/↓) for entries. Solid circles for closes. Thin lines on both LTF and HTF filters. Subtle shaded fill between price and filter. Fully customizable background trend color (with transparency slider). Automation-Ready Alerts: Four clean, selectable alert conditions: "Entry Long", "Entry Short", "Close Long", "Close Short". Perfect for webhooks, bots, or notifications — set separate alerts or combine as needed. Messages are clear and include context. This edition turns the original smooth filter into a complete trend-following system: enter only on alignment, exit on divergence. All credit to @LuxAlgo and original description below: The Proximal Range Filter indicator provides a robust range/noise-filtering solution that utilizes an L1 soft-thresholding approach to determine market trends while minimizing lag and erratic price movements. 🔶 USAGE The indicator is primarily used to identify the current trend direction and significant price shifts while ignoring minor market noise. It appears as a colored line on the price chart, transitioning between bullish and bearish states. 🔹 Trend Identification Users can determine the current market sentiment by looking at the color of the filter line and the associated gradient fill: A green line and fill indicate a bullish trend, suggesting that price is consistently overcoming the upper noise threshold. A red line and fill indicate a bearish trend, suggesting that price is consistently breaking below the lower noise threshold. 🔹 Trend Switches The indicator plots "Trend Switch Dots" at the specific point where a trend reversal is confirmed. These dots appear at the previous filter level to highlight the origin of the new trend direction. This visual cue helps traders identify the exact moment the filter "stepped" in a new direction. 🔹 Responsiveness and Volatility By adjusting the inputs, traders can tailor the filter to different trading styles: For high-volatility assets (like Crypto), increasing the ATR Multiplier can help filter out "fakeouts" that occur during consolidation. In trending markets, a higher Adaptation Rate (μ) allows the filter to track price changes more aggressively once the noise threshold is exceeded, reducing lag. A lower ATR Multiplier combined with a lower Adaptation Rate creates a more "stepped" filter, useful for identifying major support/resistance levels created by the filter's flat periods. 🔶 DETAILS The core of this indicator is the L1 Proximal Filter logic. Unlike standard moving averages that react to every price tick, this filter uses a "Soft-Thresholding" mechanism to isolate meaningful price action from random volatility. 🔹 Calculation Logic The filter operates through a specific prediction-adaptation cycle: Noise Threshold: The script calculates a dynamic threshold using a 200-period ATR multiplied by the user-defined setting. This ensures the filter's sensitivity scales automatically with the asset's current volatility. State Prediction: The algorithm predicts the next state based on the previous filtered value and the current velocity (the rate of change). Adaptive Blending: The prediction is blended with the new incoming source data using the Adaptation Rate (μ). This creates a temporary "candidate" value for the filter. Soft-Thresholding: The difference between the candidate value and the previous filter state is evaluated. If the absolute difference is less than the threshold, the velocity is set to zero (the filter remains flat). If it exceeds the threshold, the threshold value is subtracted from the absolute difference to calculate the "meaningful" signal. This mathematical approach ensures that only price movements strong enough to overcome the statistical noise (the ATR threshold) result in a change to the filter's value. 🔹 Trend Switch Dots The Trend Switch Dots are plotted with a -1 offset. This is because a trend change is only confirmed once the current bar's filter value moves relative to the previous bar. The dot marks the price level where the "breakout" from the previous noise range occurred. 🔶 SETTINGS Source: The price data used for calculation (typically the Close price). ATR Multiplier: Defines the noise threshold. Higher values require larger price movements to change the filter's value, resulting in a smoother output that ignores more "whipsaws." Adaptation Rate (μ): Controls how fast the internal prediction adapts to price changes. A value of 1.0 reacts most aggressively to new data, while lower values provide more smoothing during the adaptation phase.
Pine Script® göstergesi
Maximilianned tarafından
MASU+ v7.2 (NW+ELM+BOS)# MASU+ v7.2 — Institutional Multi-Strategy Framework (NW + ELM + BOS) ## Overview MASU+ v7.2 is an advanced multi-strategy trading system that combines institutional-grade Smart Money Concepts (SMC), machine learning signal filtering, and adaptive risk management into a single unified framework. The strategy is designed for intraday and swing trading across forex, indices, and commodities. The core philosophy is **high-confluence entries only** — every trade must pass through multiple independent filters before execution, ensuring that only the strongest setups are taken. --- ## Key Components ### 1. Nadaraya-Watson Kernel Ribbon An 8-line non-parametric regression ribbon built on a Fibonacci bandwidth grid (3, 5, 8, 13, 21, 34, 55, 89). The ribbon acts as a dynamic trend filter with three operating modes: - **Strict** — all 8 lines must be perfectly ordered - **Relaxed** — a configurable threshold of ordered pairs (default 6/7) - **Expansion** — ribbon width is increasing in the trend direction The bandwidth can operate in **Fixed** or **Adaptive** mode. In Adaptive mode, bandwidth auto-scales based on ATR-normalized volatility, making the ribbon more responsive in volatile conditions and smoother in calm markets. ### 2. ELM Neural Filter (Extreme Learning Machine) A lightweight online-learning neural network that trains in real time on 7 normalized features: - RSI, Rate of Change, Distance from EMA 200, ADX, NW Kernel Slope, Ribbon Order Score, and Relative Volume The ELM predicts price direction over a configurable lookahead window (default: 5 bars) and outputs a probability score (0–1). Key v7.2 improvements include: - **Weight decay regularization** to prevent parameter drift - **Real-time accuracy calibration** — the ELM tracks its own prediction accuracy and adjusts its voting weight accordingly. An ELM with <50% accuracy effectively gets silenced. - The ELM can act as a soft vote (bonus confluence), a hard blocker, or influence position sizing — all configurable. ### 3. Smart Money Concepts (SMC) Full institutional order flow toolkit: - **Order Blocks** — bullish/bearish engulfing patterns with body-to-range ratio filtering - **Fair Value Gaps (FVG)** — imbalance detection with ATR-scaled minimum size - **Liquidity Sweeps** — stop hunt detection at recent swing highs/lows - **Break of Structure (BOS)** — pivot-based market structure tracking - **Demand/Supply Zones** — impulse-based zones that auto-expire when violated ### 4. BOS Immediate Entry (v7.2) A dedicated scalp-style entry that fires **immediately** when a Break of Structure is detected — no confirmation bars required. Features: - **TP = 0.75 × ATR** — tight scalp target for quick profit capture - **Aggressive trailing** — activates at just 0.1 × ATR from entry with a 0.15 × ATR offset - **Full confluence gate** — BOS entries require the same high confluence score (≥ 7.0) as all other entries, preventing low-quality breakout chasing ### 5. Multi-Timeframe (MTF) Filter Higher timeframe EMA alignment check (default: 4H). Both fast and slow EMAs on the higher timeframe must agree with the trade direction, and price must be on the correct side of the fast EMA. ### 6. Order Flow Analysis - **VWAP** with 3 standard deviation bands (±1σ, ±2σ, ±3σ) - **Cumulative Volume Delta (CVD)** — divergence detection between price and volume delta - **Volume Profile POC** — Point of Control visualization --- ## Confluence Engine (v7.2) Every entry — whether trend-following, breakout, mean-reversion, or BOS — must achieve a **minimum weighted confluence score of 7.0** (out of a maximum 7.5 with default weights). Each filter contributes a configurable weight: | Filter | Default Weight | |---|---| | MTF Alignment | 2.0 | | NW Ribbon | 1.5 | | ELM AI | 1.0 (calibration-adjusted) | | Order Flow | 1.0 | | Smart Money | 1.0 | | ADX Trend Strength | 0.5 | | NW Slope Direction | 0.5 | | **Total** | **7.5** | With the default threshold of 7.0, nearly all filters must agree before a trade is placed. This dramatically reduces noise trades and false signals. --- ## Risk Management ### Volatility Regime Adaptation The strategy classifies the market into 4 regimes and adapts SL/TP accordingly: | Regime | SL Mult | TP Mult | |---|---|---| | High Vol + Trending | 1.5× ATR | 2.5× ATR | | High Vol + Ranging | 1.2× ATR | 1.8× ATR | | Low Vol + Trending | 1.5× ATR | 2.5× ATR | | Low Vol + Ranging | 1.0× ATR | 1.5× ATR | ### Trailing Stop Configurable trailing stop that activates at 25% of the TP distance (default) with a tight 0.2 × ATR offset. Designed to lock in profits early while giving trades room to breathe. ### Kelly Criterion Sizing Position size is dynamically calculated using the Kelly formula based on real-time win rate and win/loss ratio, capped at 25% to prevent over-leverage. ### Quality-Based Sizing Signal confluence score directly affects position size: high-quality setups get full allocation, moderate setups get 80%, and weaker setups get 60%. ### Equity Guard Automatic circuit breaker that pauses trading after a configurable number of consecutive losses (default: 5) or when drawdown exceeds a threshold (default: 15%). Resumes after a cooldown period to prevent emotional revenge trading. ### Cost-Aware Filter Estimates total round-trip cost (spread + commission) and blocks entries where ATR is too small relative to trading costs. Prevents churning in low-volatility environments. --- ## Entry Types 1. **Trend Following** — EMA crossover + volume spike + bullish/bearish trend confirmation 2. **Breakout** — New high/low break + volume spike + EMA filter alignment 3. **Mean Reversion** — Bollinger Band extreme + RSI oversold/overbought + ranging regime 4. **BOS Scalp** — Immediate entry on Break of Structure with tight TP and aggressive trailing All entries require: session filter ✓ | confluence ≥ 7.0 ✓ | R:R check ✓ | cost filter ✓ | equity guard clear ✓ | ELM not blocking ✓ --- ## Dashboard A comprehensive real-time institutional dashboard displays: - Multi-timeframe trend alignment (15M / 1H / 4H) - NW Ribbon state and bandwidth scale - ELM AI probability, accuracy, and confidence weight - Volatility regime classification - Order flow and Smart Money signals - Confluence score with quality rating - Adapted SL/TP levels with regime multipliers - Kelly position sizing - Equity guard status with drawdown tracking - BOS entry status - Session detection (London / New York / Asia / Overlap) - Active demand/supply zone count --- ## What's New in v7.2 - **Confluence threshold raised to 7.0** for all entry types — only the highest-conviction trades are taken - **BOS immediate entry** — no confirmation bar delay; enters on the breakout candle itself - **BOS TP = 0.75 × ATR** — tighter scalp target optimized for quick captures with trailing doing the heavy lifting - **Unified confluence gate** — BOS entries now use the same min_confluence_score as standard entries (no separate hardcoded threshold) --- ## Recommended Settings - **Timeframe:** 1H (primary), with 4H MTF filter - **Session:** 09:00–22:00 (covers London + New York) - **Assets:** Forex majors, Gold (XAUUSD), US indices (NAS100, SPX500) - **Account:** Works with standard lot sizing; commission and spread inputs should be adjusted to your broker --- ## Disclaimer This strategy is provided for educational and research purposes. Past performance does not guarantee future results. Always backtest thoroughly and trade with proper risk management. The ELM neural component learns in real time and its accuracy varies across market conditions.
Pine Script® stratejisi
Mark_Novak tarafından
Singular Spectrum Decomposition [LuxAlgo]The Singular Spectrum Decomposition indicator is a powerful analytical tool that decomposes price action into distinct, interpretable components—Trend, Periodic cycles, and Noise—using the Singular Spectrum Analysis (SSA) methodology. It provides traders with a clear view of underlying market structures and offers a jump-free, extrapolated trend forecast based on Linear Recurrence Relations (LRR). Warning: This decomposition is displayed retrospectively ; historical values observed are subject to repainting . 🔶 USAGE The indicator operates by analyzing a specific window of recent price data to extract its most significant internal dynamics. It splits the "messy" raw price into four visual layers: Trend (Overlay): The primary low-frequency component, plotted directly on the price chart. This represents the core directional bias of the asset. Long Term Periodic (P1): The most dominant cyclical component, typically representing major swings or seasonalities. Short Term Periodic (P2): The second most dominant cycle, capturing faster oscillations and intermediate pullbacks. Noise: The high-frequency residual data that lacks a consistent pattern, useful for identifying market volatility or "washout" periods. 🔹 Cycle Exhaustion (P1/P2 Extremes) Traders can monitor the separate indicator pane to identify when cyclical components (P1 and P2) reach historical extremes. When the Long Term Periodic (P1) line begins to curve back toward the zero line after a prolonged extension, it often signals "cycle exhaustion," suggesting that the current swing is losing momentum and a reversal or consolidation may be imminent. 🔹 Trend-Forecast Confluence & Mean Reversion The dashed Trend extrapolation acts as a projected path for the market's core bias. If the current market price is significantly far from the solid Trend line while the forecast indicates a flattening or reversal, traders can look for mean-reversion opportunities. A price returning to a rising Trend forecast confirms the trend's strength, while a price crossing through a flat Trend forecast suggests a structural shift. 🔹 Timing Entries with Dashboard Metrics The "Average Period" displayed on the dashboard provides a mathematical blueprint for entry timing. For example, if the Short Term (P2) Average Period is 20 bars, a trader might look for long entries approximately 10 bars after a peak (the expected trough). By aligning these peak-to-trough measurements with the Trend's direction, users can improve the precision of their entries within a trending market. 🔹 Filtering Fakeouts with the Noise Component The Noise component helps distinguish between high-conviction moves and market "static." A sharp price breakout accompanied by a relatively flat Noise component suggests a sustainable, structurally supported move. Conversely, if a breakout occurs while the Noise component is spiking aggressively, it may indicate a "washout" or a liquidity-driven fakeout that lacks a fundamental trend shift. 🔶 DETAILS The script implements a full SSA pipeline: Embedding (creating a trajectory matrix), Singular Value Decomposition (via eigendecomposition of the covariance matrix), and Diagonal Averaging (reconstructed the time series). 🔹 Jump-Free Extrapolation A common issue with LRR-based forecasts is a vertical "jump" at the connection point between historical data and the forecast. This tool solves this by calculating the relative deltas of the LRR projection and anchoring them to the final value of the smoothed SSA reconstruction. This ensures a seamless visual transition while maintaining the mathematical integrity of the projected trajectory. 🔹 Dashboard Metrics The indicator includes a real-time dashboard that calculates the "Average Period" of the periodic components using zero-crossing detection. This allows traders to quantify the frequency of cycles (e.g., a 40-bar cycle vs. a 15-bar cycle) without manual measurement. 🔶 SETTINGS Window Length (L): The embedding window. Larger values capture longer cycles and provide a smoother trend, but may increase lag in the decomposition. Buffer Length (N): The number of recent bars used for the static decomposition. Forecast Length: The number of bars to extrapolate the Trend component into the future. Show Trend on Price: Toggles the visibility of the reconstructed trend line on the main chart. Show Periodic/Noise: Toggles the visibility of the individual sub-components in the indicator pane. Show Extrapolation: Enables or disables the dashed forecast line for the trend. Dashboard Settings: Controls the visibility, position, and size of the metrics table.
Pine Script® göstergesi
LuxAlgo tarafından
Bitcoin Cost Of ProductionDescription This indicator estimates a Bitcoin “Cost Floor” proxy using network difficulty as a substitute for direct energy costs. The goal is not to compute real-world mining costs, but to display a structural cost-pressure baseline derived from on-chain and market data. The model is intentionally simple and uses two externally fitted parameters (alpha, k). No fitting is performed inside Pine. How the model works The cost proxy is defined as: Cost Floor = alpha ⋅ Difficulty^k / Issuance Inputs: • Difficulty (GLASSNODE:BTC_DIFFICULTY) • Issuance = Subsidy ⋅ Blocks Mined + Fees_BTC Parameters (fitted externally in Python): • alpha: scaling factor to map the proxy into price space (USD). • k: damping exponent on difficulty. This reduces the sensitivity of the model to long-term technological progress and efficiency gains in mining hardware. What the indicator displays • Smoothed Cost Floor (purple) • Cost Zone (purple zone): Cost × 1.2 • Raw Cost Floor (yellow, optional) How to use it This is not a timing tool. It provides a macro context for where price trades relative to a difficulty/issuance-based cost-pressure proxy. It may be useful for: • cycle context (stress vs relief regimes) • comparing price drawdowns against a structural baseline • studying long-term support behavior during miner stress phases Important notes • This indicator does not repaint. • This script is designed only for INDEX:BTCUSD. • It does not provide trading signals or financial advice.
Pine Script® göstergesi
jv_indicators tarafından
Liquidity Day Strategy V1Title: Liquidity Day Strategy V1 Overview Liquidity Day Strategy V1 is a professional-grade trading tool built on the principles of Institutional Liquidity. It automatically identifies and highlights the Previous Day's High (PDH) and Previous Day's Low (PDL) as critical "Walls of Liquidity." These levels are widely used by institutional traders for stop-hunting or as breakout triggers. This script combines precise price-action levels with Session Visualization, allowing traders to see exactly when and where liquidity is being captured during the Asia, London, and New York market windows. Key Features Bold Liquidity Markers: Automatically plots thick, neon-colored lines for PDH and PDL, ensuring you never miss a key daily level. Session Backgrounds: Visual overlays for Asia, London, and New York sessions to help you trade during peak volatility. Each session can be toggled on/off independently. Built-in Strategy Engine: Includes a backtesting module to track performance, Win Rate, and Drawdown directly on your chart. Dynamic Alert System: Real-time notifications for both "Buy Side" and "Sell Side" breakouts, including live price data in the alerts. Input Settings & Risk Management To ensure consistency across different assets (Gold, Forex, or Crypto), this strategy uses Percentage-Based risk management: Take Profit (%): Sets your target gain. Adjust this based on the asset's average daily range (ADR). Stop Loss (%): Defines your maximum risk per trade to protect your capital. Session Visibility: Fully customizable colors and toggles for each trading session to keep your chart as clean or as detailed as you prefer. Line Styles: Adjustable thickness and color for liquidity levels to suit any chart theme (Dark/Light). How to Trade Breakout Confirmation: The strategy triggers a Long entry when the price closes above the PDH and a Short entry when it closes below the PDL. Session Context: Look for breakouts occurring during the London or NY Open for higher probability moves. Risk Calibration: Use the Strategy Tester to find the optimal TP/SL ratio for your specific timeframe. Disclaimer This script is provided for educational and informational purposes only. Trading financial markets involves significant risk of loss. Past performance, whether real or simulated, is not a guarantee of future results. Always practice proper risk management.
Pine Script® stratejisi
GodeyeThelasthope tarafından
Position Sizer and CalculatorHere is your properly formatted TradingView-ready description using correct BBCode structure for clean public library display: --- Position Sizer and Calculator (PSC) A professional-grade position sizing and risk evaluation tool designed to quantify trade exposure directly from chart-defined levels. This script calculates trade size, risk, reward, and performance metrics dynamically based on your selected Entry, Take Profit, and Stop Loss levels. It is designed for disciplined traders who manage capital allocation through structured risk control. --- Overview The Position Sizer and Calculator operates on a capital-allocation model. The trader defines the total dollar amount intended for the position. Risk is then derived automatically from the selected Stop Loss level. All outputs update in real time as Entry, TP, or SL levels are adjusted on the chart. This ensures immediate visibility into: Position size Dollar risk Risk percentage Profit potential Risk/Reward ratio --- User Inputs Manual Inputs Trade Value ($) The total capital allocated to the position. Quantity Decimals Controls the number of decimals displayed for share quantity. Fractional shares are supported. Chart-Selected Inputs Entry Take Profit (TP) Stop Loss (SL) Anchor bar (time reference) Levels are selected directly on the chart using TradingView’s confirmation-click system. Adjusting these levels automatically recalculates all metrics. --- Calculation Methodology The script uses the following formulas: Shares Quantity Qty = Trade Value ÷ Entry Price Risk per Share Risk per Share = |Entry − SL| Total Risk (Dollar Risk) Risk = Risk per Share × Qty Risk Percentage of Trade Value Risk % = (Risk ÷ Trade Value) × 100 Reward per Share Reward per Share = |TP − Entry| Profit at Target Profit = Reward per Share × Qty Risk/Reward Ratio R:R = Reward per Share ÷ Risk per Share All risk and reward calculations use absolute price distances to ensure correct handling of both long and short configurations. --- Table Output The summary table displays the following metrics in structured order: Trade Value Shares Quantity Entry Take Profit Stop Loss Profit at Target Risk (Dollar Risk) Risk % (of Trade Value) Risk/Reward Ratio Values update immediately when price levels or trade value are adjusted. --- Structural Controls The script enforces logical trade structure: TP and SL cannot both be above Entry. TP and SL cannot both be below Entry. Risk is always derived from the Stop Loss. Long and short configurations are automatically detected.
Pine Script® göstergesi
maryam_bahri tarafından
Order Block Finder [DefinedEdge]Most order block indicators just draw boxes. This one tells you which boxes actually matter. Detects institutional order blocks using the ICT definition (the last opposing candle before a displacement move), scores each zone by strength, tracks how price interacts with it, and flags high-confluence setups automatically. ► DETECTION When price makes a strong impulsive move (filtered by ATR), the indicator walks back to find the last opposing candle before the displacement. That candle becomes the order block zone. Structure-based detection, not volume pivots. ► STRENGTH SCORING Each OB gets a score shown on the label (e.g. Bull OB ), calculated from: Volume ratio (40%): above-average volume on formation? Impulse size (40%): how strong was the displacement? Structure proximity (20%): is the OB near a swing high/low? Strong OBs appear vivid. Weak ones fade. You can tell at a glance which zones matter. ► PARTIAL vs FULL MITIGATION Price wicks into an OB but closes back inside = tested and respected Price closes through the OB completely = fully mitigated Tested OBs become MORE visible. A zone that survives a test is stronger than one that hasn't been tested. ► BREAKER BLOCKS When an OB gets fully mitigated, it flips polarity and becomes a breaker block (dashed border). A broken bullish OB becomes bearish resistance. Core ICT concept most OB indicators ignore. ► FVG CONFLUENCE When an OB overlaps with a Fair Value Gap, it gets flagged with a purple border and star on the label. OB + FVG = high-probability zone. ► PROXIMITY ALERTS Get warned BEFORE price reaches an OB. Configurable distance threshold (default 1%). ► AGE DECAY Stale untested OBs gradually fade and auto-delete. Clean chart, no manual maintenance. ► MULTI-TIMEFRAME Display higher-timeframe OBs on your current chart (dashed borders). See the daily OB on your 15m chart. ► DASHBOARD Active OBs (bull/bear count with color coding) Breaker block count Distance to nearest OB Tested OBs ratio with touch count Directional bias FVG confluence zones ► HOW TO READ THE LABELS Bull OB ★ = Bullish OB, strength 72/100, FVG overlap Bear OB = Bearish OB, strength 35/100 Bull BRK / Bear BRK = Breaker block (dashed border) HTF Bull OB = Higher-timeframe overlay ► RECOMMENDED Timeframes: 15m to 4H Best on: BTC, ETH, EUR/USD, GBP/USD, NAS100, SPX, large-cap stocks Structure Lookback: Default 5. Increase for higher timeframes. Min Impulse: Default 1.0 ATR. Increase to filter noise. *Tip: Some thin OB zones may not render when the chart is zoomed out. Increase chart magnification to view all active zones.
Pine Script® göstergesi
DefinedEdge tarafından
Vector Logic: Gator Trend Hunter [v 2.0]MAJOR UPDATE: Added Trend Rider Logic to prevent premature exits. "Stop getting shaken out of winning trades." 🛑 The Problem: Most trend-following indicators have a fatal flaw: they exit too early . As soon as a strong trend pauses to take a breath, standard momentum indicators (like MACD or moving average crosses) panic and signal an exit, forcing you to watch from the sidelines as the stock rips higher without you. ✅ The Solution: The "Trend Rider" Logic The VL: Gator Trend Hunter is an institutional-grade trend system designed to solve the problem of premature exits. It combines the legendary Williams Alligator volatility logic with a 200 Double EMA macro filter, but with a critical twist: Instead of exiting when lines cross (which is noisy), this script uses a Structure Break Exit . It will keep you in the trade as long as the price candles close above the Alligator's Teeth (the Red Balance Line). This acts as a "Guard Rail," allowing the price to wiggle, pullback, and test support without killing your position. _______________________________________ 🧠 How It Works 1. The Macro Filter (200 DEMA) 🌊 The script first checks the "Big Picture" trend direction. • Price > Orange Line = 🟢 Longs Only. • Price < Orange Line = 🔴 Shorts Only. 2. The Trigger (The Alligator) 🐊 It waits for the Alligator lines to "Sleep" (contract/tangle) and then "Eat" (expand). • LONG: When the Green line crosses above the Red line and price breaks out. • SHORT: When the Green line crosses below the Red line and price breaks down. 3. The Ride (The Secret Sauce) 🏄‍♂️ Once in a trade, the script ignores minor crossovers . It only signals an EXIT if the price physically closes beyond the Red Guard Rail. _______________________________________ 📖 The Playbook: How to Trade It • The Setup: Look for the Macro Trend Line (Orange) to be sloping up. • The Entry: Wait for the Cyan "BUY" Label . This appears when the Alligator wakes up and expands (you will see the "Gator Cloud" turn bright Blue). • The "Sit on Your Hands" Phase: This is the hardest part of trading. You will see red candles. You will see pullbacks. Do not sell. Trust the Red Line. As long as the "Gator Cloud" remains visible and price is above the Red line, the trend is healthy. • The Exit: Sell only when the Yellow "X" appears. This confirms that the trend structure has actually broken. _______________________________________ ⚡ Key Features • Bi-Directional: Works for both Bull markets (Longs) and Bear markets (Shorts). • State Machine: No signal spam. You get one clean entry signal, and then silence until the exit. • Live Dashboard: A status panel in the bottom right corner shows you: 📊 Macro Trend: Bullish/Bearish. 🐊 Gator Phase: Sleeping vs. Expansion. 🎯 Active Action: Long, Short, or Wait. 💎 Best For: • Trending Assets: High Beta Stocks (NVDA, TSLA), Crypto (BTC, ETH), and Commodities. • Timeframes: Optimized for 4H and Daily charts to catch major swings. Part of the Vector Logic Labs quantitative suite.
Pine Script® göstergesi
Vector_Logic_Labs tarafından
[blackcat] L1 ASR Floating Chip Ratio MACD█ OVERVIEW The ASR Floating Chip Ratio MACD is a volume-based momentum indicator that combines chip distribution analysis with MACD-style signal generation. It measures the proportion of floating chips (tradable shares) within a specific price range to identify potential trend reversals and momentum shifts. █ CONCEPTS This indicator utilizes volume profile analysis to calculate chip distribution across price levels, then applies the ASR (Asymmetric Supply Ratio) methodology to quantify floating chip concentration. Key Principles • Chip Distribution — Analyzes volume distribution across price levels to understand where trading activity concentrates • Floating Chip Ratio — Measures the proportion of chips that are "floating" (actively traded) relative to the total supply • MACD-style Momentum — Applies fast/slow line crossover logic to detect momentum changes in the chip ratio • Volume-Weighted Analysis — Uses historical volume data to weight the significance of different price levels █ HOW TO USE Setup Instructions 1 — Add the indicator to your chart from the indicators menu 2 — Adjust the lookback period based on your trading timeframe (default: 500 bars) 3 — Configure price levels for volume profile granularity (default: 100 levels) 4 — Observe the fast/slow line crossovers and histogram color changes Parameter Guidance • Chip Lookback Period (100-5000, default: 500) — Defines the historical range for chip distribution calculation. Higher values provide more stable signals but with more lag. • Price Levels (10-200, default: 100) — Sets the granularity of the volume profile. More levels provide finer resolution but require more computation. Signal Interpretation • Fast line (yellow) crossing above slow line (white) suggests bullish momentum • Fast line crossing below slow line suggests bearish momentum • Histogram bars indicate the strength and direction of momentum █ SIGNALS Visual Elements • Fast Line (Yellow) — Short-term EMA-based momentum of ASR ratio • Slow Line (White) — Longer-term EMA-based momentum of ASR ratio • Red Histogram Bars — Positive momentum strengthening (bullish) • Light Red Bars — Positive momentum weakening (bullish exhaustion) • Green Histogram Bars — Negative momentum strengthening (bearish) • Light Green Bars — Negative momentum weakening (bearish exhaustion) • Golden Cross (Red Triangle Up) — Fast line crosses above slow line (potential buy signal) • Death Cross (Green Triangle Down) — Fast line crosses below slow line (potential sell signal) • Zero Axis (Dashed Gray) — Reference line for momentum direction █ FEATURES • Volume profile-based chip distribution analysis • MACD-style crossover signals with visual markers • Four-color histogram for momentum strength visualization • Configurable lookback period for different trading styles • EMA-smoothed baseline for noise reduction █ LIMITATIONS • Requires sufficient historical data (minimum 100+ bars recommended) • Performance may vary on low-volume or illiquid assets • Not suitable as a standalone trading signal — use with confirmation • The indicator repaints on new bars as volume profile updates • Higher lookback periods increase computational load █ NOTES • Best used in conjunction with price action analysis and other indicators • Consider market context and fundamental factors before making trading decisions • The chip distribution model assumes volume reflects genuine trading interest • Works well on daily and intraday timeframes with adequate liquidity ═════════════════════════════════════════════════════════════════════════ For questions or feedback, use comments section below.
Pine Script® göstergesi
blackcat1402 tarafından
1
The Strat, Supply & Demand, FVG, TFC✅ Full Strat pattern engine (all major patterns) ✅ 3-bar post-pattern entry window ✅ ≥3 timeframe continuity (1m, 3m, 5m, 15m, 30m) ✅ Auto Supply & Demand (infinite extension until filled) ✅ 5m / 15m / 30m Fair Value Gaps (infinite extension until filled) ✅ Entry ONLY when price enters FVG or S/D ✅ CALL / PUT labels Primary logic: runs on 15-minute chart (works on others too, but designed for 15m Strat) • Strat patterns: All common Strat sequences • Entry window: within 3 bars after a Strat trigger • Entry only if price enters: a matching FVG (5m/15m/30m) OR a matching Supply/Demand zone • Continuity: at least 3 of 5 TFV (1m, 3m, 5m, 15m, 30m) must match direction (2U for long / 2D for short) • Displays: shaded zones + shaded FVGs (extend right until filled), CALL/PUT labels + arrows
Pine Script® göstergesi
Acalvillo20 tarafından
EOB Area - Enhanced Order Block TheoryWhat is this tool? The EOB Area indicator identifies "Extreme Body Break" (EOB) setups—a particularly strong variation of the classic Engulfing pattern that signals an immediate shift in momentum. Unlike a standard engulfing pattern, an EOB requires the body of the current candle to close beyond the wick (extreme high/low) of the previous candle. In addition to the signal, the tool automatically draws Support & Resistance Zones based on the broken candle structure. These zones are now fully dynamic and adjustable to fit your trading style (e.g., focusing only on the wick or the entire body). How does the strategy work? An EOB (Extreme Body Break) occurs when the market reverses with high volume and conviction: 📈 Bullish EOB: A green candle closes with its Body above the High of the previous red candle. 📉 Bearish EOB: A red candle closes with its Body below the Low of the previous green candle. This behavior signals that buyers (or sellers) have taken full control, overcoming even the most extreme price levels of the previous period. Key Features & Settings 1. Zone Display Mode (New!) You can now control exactly how the Order Block / Zone is drawn based on your strategy: Entire Candle: Marks the full range (High to Low) of the previous candle. Best for conservative stop placements. Body + Wick (Default): Marks the area from the Wick to the Body. Bullish: Previous High to Close. Bearish: Previous Close to Low. Wick Only: Marks only the wick area. Ideal for precise "sniper" entries on re-tests. 2. Violation Filter (Auto-Cleanup) To keep your chart clean, the indicator features a "Violation" logic (Hide Violated EOB Zones). If enabled: Once price breaks through the opposite side of a drawn zone (invalidating it), the box is automatically deleted from the chart. You only see zones that are still fresh and respected. 3. Integrated Alerts The indicator is fully integrated with TradingView's alert system. When creating an alert, you can specifically choose: Only Bullish Signals Only Bearish Signals All Signals (Bull & Bear) How to use this in trading Reversals: Look for EOB signals at key higher-timeframe Support/Resistance levels. Trend Continuation: An EOB forming in the direction of the trend after a pullback is a high-probability continuation signal. Re-Tests: The boxes drawn by the indicator often act as magnets. Price frequently returns to "test" these zones before continuing, offering excellent entry opportunities. Disclaimer: This tool is for educational purposes and technical analysis only. Past performance does not guarantee future results. Always use proper risk management.
Pine Script® göstergesi
TGreis tarafından
Liquidity Day Series V1 Short Description (English): Automatically tracks Previous Day High (PDH) and Low (PDL) as key institutional liquidity levels with customizable session visualizations and real-time alerts. Full Description (English): Liquidity Day Series V1 is a specialized tool designed to identify critical price action levels used by institutional traders. By focusing on the Previous Day’s High (PDH) and Previous Day’s Low (PDL), this script highlights zones where massive liquidity often rests, leading to significant breakouts or reversals. Key Features: High-Visibility Liquidity Lines: Automatically plots bold, high-contrast lines for daily levels. The thickness and colors are fully customizable to fit any chart theme. Smart Market Sessions: Features integrated background shading for Asia, London, and New York sessions. This helps traders identify market context and volatility windows where liquidity sweeps are most likely to occur. Precision Signals: Includes built-in Buy/Sell signals triggered when the price confirms a breakout above or below the daily liquidity walls. Advanced Alert System: Supports both static alertcondition and dynamic alert() functions, delivering real-time price data notifications directly to your device. How to Use: Monitor the Walls: Watch how price reacts as it approaches the bold PDH (Green) or PDL (Red) lines. Trade the Sessions: Focus on breakouts that occur during the London or New York sessions for higher probability setups. Confirm the Break: Look for the triangle signals which confirm a successful crossover/crossunder of the liquidity levels. Session Visibility: Toggle individual market sessions (Asia/London/NY) to clear chart clutter. Line Styles: Adjust the "Line Thickness" (1-5) for maximum visibility on high-resolution monitors. Data Source: Uses non-repainting request.security with lookahead enabled to ensure levels are plotted correctly from the start of the day. Past performance is not indicative of future results. This script is for educational purposes. Trading involves risk; please use appropriate risk management.
Pine Script® göstergesi
GodeyeThelasthope tarafından
RBT strategy+This RBT indicator is Based on Candlesticks. - It worked in every Timeframe equally, there is no need of any specific Time frame. - It worked more Accurately in Higher Timeframe's Trend. - Works good if you use it for entry confirmation. Important things... - The best part of this indicator is that I have made many options to modify it accordingly yourselves. Lot of options can help you to modify the thing as fit to your trading style. Best results in PEPPERSTONE:XAUUSD , COINBASE:BTCUSD , FX:EURUSD and All major currency pairs Thanks me Later
Pine Script® göstergesi
luckykoshti tarafından
NY Open (1st Hour) StatsMorning Play (London Session): Between 2:00 AM and 8:00 AM, some kids play in the sandbox. They leave their toys at the very top edge and the very bottom edge of the box (the London High and Low). The 8:00 AM Check: At 8:00 AM, your teacher comes out and looks at where you are standing. If you are standing in the bottom half of the sandbox, the teacher knows you probably want to go grab the toys left at the very bottom edge. The Magnet (The Setup): Because you are already close to the bottom, those toys at the edge act like a magnet. You are very likely to run over and "sweep" them up. The Result: The math shows that 9 out of 10 times (90%), if you start in the bottom half at 8:00 AM, you will eventually run all the way to that bottom edge to get those toys before the day is over.
Pine Script® göstergesi
dukefriend001 tarafından
Trading Levels (POC + Daily H/L + Psychological Levels)📊 TRADING LEVELS - Complete Support & Resistance Toolkit This indicator combines three essential trading tools into one powerful overlay: ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📈 VOLUME PROFILE POC (Point of Control) • Shows the price level with the highest traded volume for each day • Uses 1-minute data for accurate volume distribution calculation • Configurable number of days (1-20) • Adjustable row count (like TradingView's Session Volume Profile) • Optional zone boxes around POC levels • Customizable colors, line styles, and opacity ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📅 DAILY HIGH/LOW (D1) • Displays previous day's high and low levels • Support multiple days (1-10) • Separate colors for highs and lows • Perfect for identifying key support/resistance zones • Works on any timeframe ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 PSYCHOLOGICAL LEVELS • Horizontal lines at round number intervals • Great for indices (every 1, 5, or 10 points) • Works for forex (0.01, 0.001 intervals) • Customizable zone rectangles with adjustable opacity • Maximum levels above/below current price ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ FEATURES ✓ All elements fully customizable (colors, widths, styles) ✓ Toggle each component on/off independently ✓ Extend lines across the chart or limit to visible area ✓ Date labels for easy identification ✓ Info table showing current settings ✓ Clean, non-cluttered display ✓ Works on all instruments and timeframes ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 USE CASES • Day traders: Use POC and Daily H/L for intraday S/R • Swing traders: Combine multiple days of levels • Index traders: Psychological levels at round numbers • Forex traders: Key price levels with small intervals ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📝 SETTINGS GUIDE • POC Settings: Control volume profile calculation and display • Daily High/Low: Configure previous day levels • Psychological Levels: Set interval and zone parameters • Display: Global label and table settings ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔔 Note: POC calculation uses request.security_lower_tf() to fetch 1-minute data for accuracy. Best results on timeframes ≥ 1 minute.
Pine Script® göstergesi
eric_fritzsche tarafından
Magic Sword: Precision Trend + Volume Filter Fixed The SWORT Precision Volume Trend Filtered is a sophisticated technical analysis tool designed to identify high-probability market entries by merging three critical data pillars: Price Momentum, Volume Flow, and Trend Consistency. Key Features: Precision Filtering: Utilizing advanced smoothing algorithms, the indicator filters out "market noise" and minor price fluctuations, ensuring you stay focused on the primary trend. Volume Integration: Unlike standard trend followers, it validates price movements through volume analysis, confirming that a trend has the institutional "weight" to continue. Adaptive Sensitivity: It dynamically adjusts to market volatility, providing responsive signals during breakouts while maintaining stability during consolidation phases. Visual Clarity: Designed for immediate interpretation, it offers clear visual cues (color-coded trends or signals) to help traders minimize emotional bias and execute with discipline.
Pine Script® göstergesi
Astra_Quant_Flow tarafından