[Yorsh] NQ Statistical Trade AssistantNQ Trade Assistant
Concept & Philosophy
The NQ Trade Assistant is not just an indicator; it is a statistical "Co-Pilot" designed specifically for the Nasdaq-100 (NQ). While technical analysis tells you where price is, this tool uses 10+ years of historical data to tell you what usually happens next.
It aggregates 6 distinct statistical edges into a single, real-time Head-Up Display (HUD), converting complex calculations into actionable "Status" and "Action" directives. It is designed to keep you on the right side of probability, preventing over-trading during chop and encouraging aggression during trend days.
How to Read the HUD
The Dashboard is divided into 6 Rows, each answering a specific question about the market state.
1. Market Phase (The "Clock")
Question: Is it safe to trade right now?
Logic: Breaks the day into psychological zones based on volume and institutional behavior.
PRE-MARKET: Low volume, wait.
OPENING VOLATILITY (9:30-10:00 ET): High risk, fake-outs common.
TREND ESTABLISHMENT: The "Safe Zone" for trading.
LUNCH DOLDRUMS (12:00-13:00 ET): High probability of chop/reversal.
PM SESSION: End-of-day institutional flows.
2. Day Structure (The "Map")
Question: Is today a Trend Day or a Range Day?
Logic: Compares the 9:30 AM Open to Yesterday’s High/Low Range (RTH).
TREND DAY (GO WITH FLOW): Opened Outside Range. Do not fade. Buy pullbacks.
RANGING (FADE EDGES): Opened Inside Range. Expect mean reversion. Buy Lows / Sell Highs.
3. Liquidity Target / PM Objective (The "Magnet")
Question: Where is the price trying to go?
AM Logic (Asia/London Stats): Analyzes the London session relative to Asia.
TARGET ASIA LOW: London broke highs but held lows. Stats suggest a run to the Asia Low.
TARGET ASIA HIGH: London broke lows but held highs. Stats suggest a run to the Asia High.
PM Logic (Noon Curve): Switches at 12:00 PM ET.
BREAKING AM HIGH/LOW: If price breaks the morning range after lunch, expect continuation into the close.
4. Direction Bias (The "Filter")
Question: Who won the first hour?
Logic: Based on the Initial Balance (IB) close at 10:30 AM ET.
🟢 LONGS PREFERRED: IB closed in the upper 50%. Statistically, there is an ~81% chance the Low of the Day is already in. Shorting is low probability.
🔴 SHORTS PREFERRED: IB closed in the lower 50%. Statistically, there is an ~74% chance the High of the Day is already in. Longs are low probability.
5. Zone Status (The "Rubber Band")
Question: Is price overextended?
Logic: Uses dynamic Standard Deviation (SD) bands based on daily volatility.
EQUILIBRIUM: Safe to trade.
APPROACHING RESISTANCE/SUPPORT: Caution.
EXTREME EXTENSION (+/- 1.0 SD): Price is statistically expensive/cheap. High probability of a snap-back or pause.
6. Hourly Momentum (The "Turbo")
Question: What is the probability for the NEXT 60 minutes?
Logic: Analyzes the closure of the previous hourly candle.
Wickless Close: If the previous hour closed at its absolute high/low (no wick), there is an 85%+ probability that the current hour will continue that move immediately.
TARGET HIT ✅: Indicates the statistical edge for the current hour has already played out.
How to Trade With This Indicator
Do not use this blindly. Use it to filter your technical setups.
The "Green Light" Setup (A+ Trade):
Structure: "TREND DAY"
Target: "TARGET ASIA HIGH"
Bias: "🟢 LONGS PREFERRED"
Momentum: "🚀 BREAK HIGH (85%)"
Action: Aggressive Longs.
The "Red Light" Setup (No Trade):
Structure: "RANGING"
Zone: "EXTREME EXTENSION"
Signal: You see a breakout setup on your chart.
Action: SKIP THE TRADE. The stats say you are buying a top in a choppy market. You will likely get trapped.
Settings
Show Session Boxes: Draws visual boxes for Asia and London sessions.
Show SD Bands: Plots the Standard Deviation lines on the chart.
HUD Size: Adjustable text size for 4k or smaller screens.
Disclaimer: Past performance is not indicative of future results. These statistics are based on historical NQ tendencies but do not guarantee future price movement. Always manage risk.
Göstergeler ve stratejiler
QUARTERS THEORY XAUUSDThe “Quarter Theory XAUUSD” indicator on TradingView is designed to automatically plot horizontal price levels in $25 increments on your chart, providing traders with a clear visual representation of key psychological and technical price points. These levels are particularly useful for instruments like XAU/USD, where price often reacts to round numbers, forming support and resistance zones that can be leveraged for both scalping and swing trading strategies. By showing all $25 increments as horizontal white lines, the indicator ensures that traders can quickly identify potential entry and exit points, without the need for manual drawing or repeated calculations.
The indicator works by calculating the nearest $25 multiple relative to the current market price and then drawing horizontal lines across the chart for all increments within a defined range. This range can be customized to suit the instrument being traded; for example, for gold (XAU/USD), a typical range might extend from 0 to 5000, covering all practical price levels that could be relevant in both high and low market conditions. By using Pine Script’s persistent variables, the indicator efficiently creates these lines only once at the start of the chart, avoiding unnecessary resource usage and preventing TradingView from slowing down, which can happen if lines are redrawn every bar.
From a trading perspective, these levels serve multiple purposes. For scalpers, the $25 increments act as micro support and resistance points, helping to determine short-term price reactions and potential breakout zones. Scalpers can use these levels to enter positions with tight stop-loss orders just beyond a level and take profits near the next $25 increment, which aligns with common price behavior patterns in highly liquid instruments. For swing traders, the same levels provide broader context, allowing them to identify areas where price might pause or reverse over several days. Swing traders can use these levels to align trades with the prevailing trend, particularly when combined with other indicators such as moving averages or trendlines.
Another key advantage of the Quarterly Levels indicator is its simplicity and visual clarity. By plotting lines in a uniform white color and extending them to the right, the chart remains clean and easy to read, allowing traders to focus on price action and market dynamics rather than cluttered technical drawings. This visual consistency also helps in backtesting and strategy development, as traders can quickly see how price interacts with each level over time. Additionally, the use of round-number increments leverages the psychological tendencies of market participants, as many traders place stop orders or entry points near these levels, making them natural zones of interest.
Overall, the Quarterly Levels indicator combines efficiency, clarity, and practical trading utility into a single tool. It streamlines chart analysis, highlights meaningful price zones, and supports both scalping and swing trading approaches, making it an essential addition to a trader’s toolkit. By understanding how to integrate these levels into trading strategies, traders can make more informed decisions, manage risk effectively, and identify high-probability trade setups across various market conditions.
CausalityLib - granger casuality and transfer entropy helpersLibrary "CausalityLib"
Causality Analysis Library - Transfer Entropy, Granger Causality, and Causality Filtering
f_shannon_entropy(data, num_bins)
Calculate Shannon entropy of data distribution
Parameters:
data (array) : Array of continuous values
num_bins (int) : Number of bins for discretization
Returns: Entropy value (higher = more randomness)
f_calculate_te_score(primary_arr, ticker_arr, window, bins, lag)
Calculate Transfer Entropy from source to target
Parameters:
primary_arr (array) : Target series (e.g., primary ticker returns)
ticker_arr (array) : Source series (e.g., basket ticker returns)
window (int) : Window size for TE calculation
bins (int) : Number of bins for discretization
lag (int) : Lag for source series
Returns: - TE score and direction (-1 or 1)
f_correlation_at_lag(primary_arr, ticker_arr, lag, window, correlation_method)
Calculate Pearson correlation at specific lag
Parameters:
primary_arr (array) : Primary series
ticker_arr (array) : Ticker series
lag (int) : Lag value (positive = ticker lags primary)
window (int) : Window size for correlation
correlation_method (string) : Correlation method to use ("Pearson", "Spearman", "Kendall")
Returns: Correlation coefficient
f_calculate_granger_score(primary_arr, ticker_arr, window, max_lag, correlation_method)
Calculate Granger causality score with lag testing
Parameters:
primary_arr (array) : Primary series
ticker_arr (array) : Ticker series
window (int) : Window size for correlation
max_lag (int) : Maximum lag to test
correlation_method (string) : Correlation method to use
Returns: - Granger score and directional beta
f_partial_correlation(x_arr, y_arr, z_arr, window)
Calculate partial correlation between X and Y controlling for Z
Parameters:
x_arr (array) : First series
y_arr (array) : Second series
z_arr (array) : Mediator series
window (int) : Window size for correlation
Returns: Partial correlation coefficient
f_pcmci_filter_score(raw_score, primary_arr, ticker_arr, mediator1, mediator2, mediator3, mediator4, window)
PCMCI Filter: Adjust Granger score by checking for mediating tickers
Parameters:
raw_score (float) : Original Granger score
primary_arr (array) : Primary series
ticker_arr (array) : Ticker series
mediator1 (array) : First potential mediator series
mediator2 (array) : Second potential mediator series
mediator3 (array) : Third potential mediator series
mediator4 (array) : Fourth potential mediator series
window (int) : Window size for correlation
Returns: Filtered score (reduced if causality is indirect/spurious)
Chan Theory - Chanlun Pro | CJZT# Chan Theory - Chanlun Pro | CJZT
## Overview
This is the professional version of Chan Theory (缠论) structural analysis indicator, built with Pine Script v6. It provides comprehensive multi-level structure recognition, advanced trading signals, MACD divergence analysis, and additional professional tools including Pivot Points support/resistance levels, liquidity-weighted moving averages, and customizable alert systems.
**Why This Indicator?**
Real market movements rarely follow textbook patterns. This indicator addresses this reality with:
- **Single Pen to Segment**: When a powerful pen breaks the previous level's extreme or meets K-line count requirements (configurable 5-30 K-lines), it can directly become a segment
- **9-Pen Segment to Trend**: A segment containing 9+ pens can upgrade to trend line level
- **Flexible Level Upgrade**: Multiple conditions (extremum breakthrough, count requirements, or either) allow the structure to adapt to actual market behavior
- **4K/5K Pen Types**: Designed to better fit sub-cycle movements with shorter K-line requirements
- **Top/Bottom to Pen**: When top/bottom fractal strength is significant, allows pen formation based on amplitude ratio
- **Professional Tools**: Includes Pivot Points, liquidity-weighted MAs, and advanced filtering systems
**Key Features:**
- 5 pen types: Classic, Optimized, 4K, 5K, Strict
- 3 segment modes: Dynamic Correction, Strict, Extension
- 3-level structure: Pens → Segments → Trend Lines
- Complete Type I/II/III trading signals
- MACD divergence analysis
- Pivot Points support/resistance (Traditional, Fibonacci, Camarilla)
- Liquidity-weighted moving averages
- Advanced signal filtering system
- Custom alert configurations
## What Makes This Indicator Original
This indicator is an original implementation of Chan Theory with several unique innovations:
**1. Flexible Level Upgrade System**
Unlike traditional Chan Theory indicators that strictly require 3 pens to form a segment, this indicator introduces practical upgrade conditions. A powerful pen can directly become a segment when it breaks the previous level's extreme OR meets K-line count requirements (configurable 5-30 K-lines).
**2. Five Distinct Pen Construction Types**
Provides multiple pen detection methods (Classic/Optimized/4K/5K/Strict) to fit different market conditions and timeframes, allowing traders to choose the most appropriate method for their trading style.
**3. Integrated Professional Tools**
Combines Chan Theory analysis with professional trading tools:
- **Pivot Points**: Classic support/resistance levels using public domain algorithms (Traditional, Fibonacci, Camarilla)
- **Liquidity-Weighted MAs**: Advanced moving averages based on volume and price movement
- **Custom Alert System**: Configure specific combinations of buy/sell signals for personalized alerts
**4. Three-Level Hierarchical Structure**
Complete implementation of Pens → Segments → Trend Lines with independent controls for each level, including separate extension modes and signal generation.
**5. Comprehensive Signal Filtering**
Multiple filter options including fractal validation, MACD divergence, zero-axis filters, and liquidity confirmation to improve signal quality.
## Core Functions
### 1. Candlestick Containment Processing
Advanced containment processing with configurable options:
- **Left Containment**: Standard processing
- **Right Containment Check**: Optional additional validation
- Recursive processing ensures complete elimination
### 2. Pen Construction (5 Types)
| Type | Description |
|------|-------------|
| **Classic (老笔)** | 5+ processed K-lines per pen |
| **Optimized (新笔)** | 4+ processed + 5+ raw K-lines |
| **4K** | 4 raw K-lines with extremum validation |
| **5K** | 5 raw K-lines standard |
| **Strict (严笔)** | 5+ K-lines with directional validation |
### 3. Single Pen to Segment
Advanced level upgrade conditions:
- **Extremum Breakthrough**: Based on breaking previous level extremes
- **K-line Count**: Based on K-line count (5-30 configurable)
- **Either Satisfied**: Either condition can trigger upgrade
### 4. Segment Modes
| Mode | Description |
|------|-------------|
| **Strict Mode** | No extension, segments only form when fully confirmed |
| **Extension Mode** | Allows segment extension for current market tracking |
| **Dynamic Correction** | Extends first, then corrects based on new information |
### 5. Trading Signals
Complete Type I/II/III signal system:
- **Type I (1buy/1sell)**: Trend reversal based on divergence
- **Type II (2buy/2sell)**: Pullback entries at pivot zones
- **Type III (3buy/3sell)**: Breakout confirmations
### 6. Pivot Points Support/Resistance
Classic pivot point calculations for identifying key price levels:
- **Traditional**: Standard pivot point formula
- **Fibonacci**: Fibonacci-based levels (38.2%, 61.8%)
- **Camarilla**: Intraday support/resistance levels
- Configurable timeframes (Daily, Weekly, Monthly, etc.)
### 7. Liquidity-Weighted Moving Averages
Advanced moving averages that consider volume and price movement:
- Fast and slow MA with customizable periods
- Outlier detection for identifying unusual liquidity events
- Visual fill between MAs for trend identification
### 8. Signal Filtering
Multiple filter options to improve signal quality:
- Fractal validation filter
- MACD divergence filter for Type I signals
- MACD zero-axis filter for Type II signals
- Liquidity confirmation filter
- Expected signal system (early warning)
## How to Use
### Initial Setup
1. Add indicator to chart
2. Select pen type based on your timeframe:
- Intraday (1m-15m): Use 4K or 5K for faster response
- Swing (1H-4H): Use Classic or Optimized
- Position (Daily+): Use Strict for reliability
3. Configure level upgrade:
- Conservative: "Extremum Breakthrough" only
- Balanced: "Either Satisfied" (recommended)
- Aggressive: "K-line Count" only
### Professional Tools Setup
**Pivot Points:**
- Enable "显示 支撑阻力" to show pivot levels
- Choose pivot type (Traditional recommended for beginners)
- Select timeframe (Auto adapts to chart timeframe)
**Liquidity MAs:**
- Enable "显示流动性加权均线"
- Adjust fast/slow periods based on trading style
- Use for trend confirmation and liquidity analysis
### Trading with Signals
1. **Type I Signals**: Enter on trend reversal after divergence confirmation
2. **Type II Signals**: Enter on pullbacks within established trends
3. **Type III Signals**: Enter on breakouts from pivot zones
4. **Pivot Levels**: Use as additional confirmation for entries/exits
### Best Practices
- Use higher timeframe structure for trend direction
- Enter on lower timeframe signals aligned with higher timeframe trend
- Combine pivot levels with Chan Theory signals for confluence
- Set custom alerts for your preferred signal combinations
## Settings Reference
### Display Settings
| Setting | Description |
|---------|-------------|
| Show All Fractals | Display all top/bottom patterns |
| Running Pen | Show forming (unconfirmed) pen |
| K-line Merge | Visualize containment processing |
| Fast Pen Mode | Allow pens without complete fractals |
### Pen Settings
| Setting | Description |
|---------|-------------|
| Pen Type | Choose from 5 construction methods |
| Endpoint Mode | Strict vs flexible secondary extremes |
| Fractal Overlap | Allow overlapping fractals |
| Single Pen to Segment | Enable level upgrade features |
| Upgrade Condition | Extremum/Count/Either |
| K-line Count | 5-30 (for count condition) |
### Segment Settings
| Setting | Description |
|---------|-------------|
| Segment Mode | Dynamic Correction/Strict/Extension |
| Segment to Trend | Enable 9-pen segment to trend upgrade |
| Correction Ratio | 38.2%/50%/61.8%/78.6% Fibonacci ratios |
### Pivot Points Settings
| Setting | Description |
|---------|-------------|
| Pivot Type | Traditional/Fibonacci/Camarilla |
| Timeframe | Auto/Daily/Weekly/Monthly |
| Show Labels | Display level labels |
| Show Prices | Display price values |
### Liquidity MA Settings
| Setting | Description |
|---------|-------------|
| Fast MA Length | Default 50 periods |
| Slow MA Length | Default 100 periods |
| Outlier Threshold | Sensitivity for unusual liquidity |
### Signal Filtering
| Setting | Description |
|---------|-------------|
| Fractal Filter | Require post-fractal price confirmation |
| MACD Divergence Filter | Type I signals must show divergence |
| Zero-Axis Filter | Type II signals must align with MACD |
| Liquidity Filter | Signals must confirm with liquidity MAs |
| Show Expected Signals | Display anticipated signals |
## Disclaimer
- This script is for technical analysis reference only
- Does not constitute investment advice or trading recommendations
- Past performance does not guarantee future results
- Users should make independent trading decisions and manage their own risk
- Recommended for educational purposes and as a supplementary analysis tool
## Code Attribution
This indicator uses TradingView's built-in functions and public domain algorithms:
- **Moving Averages (MA/EMA)**: Uses TradingView's built-in `ta.sma()` and `ta.ema()` functions for the customizable moving average system
- **MACD**: Standard MACD calculation using TradingView's built-in `ta.macd()` function
- **Pivot Points**: Traditional, Fibonacci, and Camarilla pivot point calculations are classic technical analysis methods widely available across all trading platforms
All Chan Theory structural analysis logic (pen construction, segment formation, pivot zone detection, and trading signal generation) is original implementation.
---
# 概述（中文）
本指标是缠论(Chan Theory)结构分析的专业版本，提供完整的多级别结构识别、高级交易信号、MACD背驰分析，以及专业工具包括支撑阻力位、流动性加权均线和自定义警报系统。
## 核心创新
**1. 灵活的级别升级系统**
单笔成段：笔可直接升级为线段（可配置5-30根K线）
**2. 五种笔类型**
适应不同市场环境：老笔、新笔、4K、5K、严笔
**3. 专业工具集成**
- 支撑阻力位（Pivot Points）
- 流动性加权均线
- 自定义警报系统
**4. 三级结构系统**
完整的层级分析：笔 → 线段 → 趋势线
**5. 完整的买卖点系统**
一二三类买卖点，支持预期信号和确认信号
## 使用方法
1. 根据周期选择笔类型
2. 配置级别升级条件
3. 启用专业工具（支撑阻力、流动性均线）
4. 观察结构形成和买卖点信号
5. 结合支撑阻力位确认入场
## 代码归属说明
本指标使用了公共领域算法：
- **支撑阻力位**：Traditional、Fibonacci、Camarilla 枢轴点计算是经典技术分析方法
- **MACD**：使用 TradingView 内置 `ta.macd()` 函数
所有缠论结构分析逻辑均为原创实现。
## 免责声明
本指标仅供技术分析参考，不构成投资建议。用户应自行做出交易决策并管理风险。
Institutional Volume BubblesInstitutional Bubble Signals – Aggression, Absorption & MTF Clusters
This indicator detects institutional activity using extreme-volume events and classifies them into aggression, absorption, and multi-timeframe dominance.
It is designed for real-time discretionary traders who want to identify where large players are entering, absorbing flow, or creating traps in key zones.
The script uses:
1. Extreme Volume Detection (Z-Score Model)
A dynamic Z-score on local volume identifies statistically unusual buy/sell pressure.
Events are marked as:
Aggressive Buys (green bubbles)
Aggressive Sells (red bubbles)
Buy Absorption (yellow diamonds)
Sell Absorption (orange diamonds)
2. Absorption Logic (Wick Behavior + Trend Context)
The indicator classifies absorption events when the market shows:
A strong directional candle (volume + body threshold)
A sweep of the previous high/low
A close significantly away from the extreme
A clear prior trend (context filter)
This helps distinguish true absorption from simple volatility or random spikes.
3. Range & ATR Filters
The script includes multiple layered filters to remove noise:
ATR-based minimum range
Micro-range detection (flat candles)
Extreme-volume conditions inside ranges
Edge-of-range logic to avoid false signals
Optional CVD flow filter
This ensures bubbles only appear during meaningful conditions.
4. Multi-Timeframe Clusters (5m → 15m → 1h → 4h → 1D)
The script aggregates aggression events into MTF blocks:
5-minute signals form 15-minute triangles
15-minute summary forms 1-hour and 4-hour signals
Daily direction (filtered) appears as triangles when new sessions begin
These MTF markers help identify where institutional dominance aligns across higher timeframes, improving directional bias.
How to Use
Circles = aggressive market orders (imbalances)
Diamonds = absorption (large players absorbing flow)
Triangles (MTF) = multi-timeframe directional dominance
Green below price = bullish pressure
Red above price = bearish pressure
Yellow/Orange diamonds = potential reversals or absorption traps
Use the MTF triangles to confirm or reject trade direction
What Makes This Script Original
This script combines several concepts rarely seen together in a single open-source tool:
Z-Score volume outliers
Absorption based on trend, sweeps, and relative body strength
Range logic with statistical volume peaks
Optional CVD-based confirmation
Multi-timeframe summaries using lower-timeframe events
The intention is not to replicate orderbook tools, but to provide a proxy for institutional presence using public OHLCV data.
Recommended Settings
Use 1m, 5m, 15m, 1h or 4h timeframes
Keep your chart clean when using the indicator
Pair it with structural analysis (BOS/ChoCH), liquidity sweeps and key levels
Do NOT combine it with other heavy overlays when publishing or sharing charts.
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Señales Institucionales – Agresión, Absorción y Clústers Multitemporales
Este indicador detecta actividad institucional a través de eventos de volumen extremo y los clasifica en agresión, absorción, y dominancia multitemporal.
Utiliza un modelo Z-Score para señalar compras y ventas agresivas, y una lógica de absorción basada en:
Contexto de tendencia
Barrida del máximo/mínimo anterior
Fuerza de la vela
Cierre relativo al extremo previo
Incluye filtros de rango, ATR y un filtro opcional por CVD para eliminar ruido.
Además, agrega eventos de 5m para generar señales limpias en 15m, 1h, 4h y 1D, permitiendo identificar zonas donde los grandes jugadores dominan el flujo.
Cómo interpretarlo:
Círculos verdes/rojos → agresión
Diamantes → absorción (posible giro o trampa)
Triángulos → clústeres multitemporales
Verde abajo → presión alcista
Rojo arriba → presión bajista
El objetivo es ofrecer una visión clara y ordenada de dónde actúan los participantes institucionales sin necesidad de herramientas de orderflow.
Dealing Range [TradeWithRon]Automatic Dealing Range is a precise single-timeframe dealing range & Fibonacci analysis tool built to objectively define Premium, Discount, EQ (50%), and high-probability retracement zones — without manual drawing.
Designed for ICT, Smart Money, and price-action traders, this indicator automatically tracks the previous period High, Low, and EQ, plots customizable Fibonacci presets (including OTE), highlights fill zones, and provides real-time premium/discount context through a dynamic data table.
Why Use This Indicator?
Automatically defines clean dealing ranges
Removes subjective Fibonacci placement
Clearly shows where price is trading in the range
Helps enforce patience & discipline
Keeps charts structured and lightweight
Core Features
Single timeframe dealing range
Manual timeframe control (Weekly, Daily, etc.)
Previous High / Low / EQ (50%)
Multiple Fibonacci presets:
-OTE
-ICT
-RON
-RANGE
-Custom
Custom fill zones between any two fib levels
Optional OTE-style retracement zones
Optional right-side closing time box
Dynamic line extension options
Stop lines when High or Low is crossed
Optional mitigated line-style change
Fully customizable styling & visibility
Premium / Discount data table
How I Trade This:
Define the Dealing Range
Select a higher timeframe (ex: Daily or Weekly)
Let the indicator plot:
Previous High
Previous Low
EQ (50%)
This becomes your active dealing range.
Respect Premium & Discount
Below 50% (EQ) → Discount → Long-side interest
Above 50% (EQ) → Premium → Short-side interest
I avoid taking trades against the range framework.
Refine with Fibonacci Presets:
Use:
OTE preset for 62–79% retracements
ICT or RON presets for expansion targets
Highlight custom fill zones where reactions are expected
The indicator defines the area — not the entry.
Execute on Lower Timeframe:
I only enter trades when price reacts in my zone with:
Market Structure Shift (MSS)
Displacement
Fair Value Gap (FVG)
Liquidity sweep into the range
Targets & Risk Management:
Partial profits near EQ (50%)
Final targets:
Previous High / Low
External liquidity
Stops beyond:
Structure invalidation
Dealing range High or Low
Best Confluences
Market Structure (BOS / MSS)
Fair Value Gaps
Liquidity Sweeps
Session Highs & Lows
Killzones (London / New York)
Markets & Timeframes
✔ Forex
✔ Indices
✔ Crypto
✔ Futures
✔ Stocks
Works on any chart, optimized for HTF → LTF execution models.
Premium / Discount Data Table
The built-in table shows:
Previous High
Previous Low
Current price position (% of range)
Live Discount / Premium classification
This keeps you aligned with HTF context at all times
QC Directional Entropy Analyzer QC Directional Entropy Analyzer
A multi-confirmation trend and momentum framework combining adaptive volatility bands, machine-learning classification, kernel regression, and advanced divergence analysis.
📋 DESCRIPTION
The Directional Entropy Analyzer (DEA) is a comprehensive trend-following indicator designed to identify high-probability trade opportunities by requiring alignment across multiple independent analytical engines.
Instead of relying on a single signal source, DEA cross-validates:
Adaptive trend structure
Machine-learning-based momentum classification
Kernel regression smoothing
Multi-indicator divergence detection
This layered approach helps reduce noise, filter low-quality setups, and keep traders aligned with dominant market conditions.
🎯 KEY FEATURES
1. Dual-Band Trend System
• Main Trend Band : Defines the primary market direction using adaptive ATR-based calculations
• Short-Term Band : Captures faster momentum shifts for precise timing
• Dynamic transparency reflects trend strength (stronger trends = higher visibility)
• Optional hiding of the short-term band when it conflicts with the main trend
2. Machine Learning Classification Engine (LC)
• Uses Lorentzian distance calculations to classify market behavior
• Simultaneously analyzes multiple features (RSI, WaveTrend, CCI, ADX)
• Adapts to changing market regimes with built-in volatility, regime, and ADX filters
• Kernel regression adds smoothing and directional confirmation
3. Smart Multi-Indicator Divergence Detection
• Scans 10 separate indicators for divergence patterns
• Context-aware labeling system:
– REVERSAL : Regular divergence against the current trend (possible trend change)
– CONTINUATION : Hidden divergence aligned with the trend (trend strength)
– BULLISH / BEARISH : Standard divergence classification
• Displays divergence type (REG/HID) and indicator count
• Minimum threshold filter reduces weak or isolated signals
4. Signal Generation Logic
• Buy Signals :
– ML bullish classification
– Bullish main trend
– Kernel regression confirmation
• Sell Signals :
– ML bearish classification
– Bearish main trend
– Kernel regression confirmation
• Optional divergence filter for extra confirmation
• Visual signal intensity reflects ML confidence level
📊 HOW TO USE
Reading the Bands
• Green band below price → Bullish trend (focus on longs)
• Red band above price → Bearish trend (focus on shorts)
• Band position and color flip when trend direction changes
• Background highlights major trend shifts
Reading Signals
• Green label below bar → Buy signal
• Red label above bar → Sell signal
• Stronger color = higher ML confidence
• Signals only print when multiple conditions align
Reading Divergences
• Labels appear only when the minimum divergence threshold is met (default: 5 indicators)
• REVERSAL → Possible trend exhaustion (use caution)
• CONTINUATION → Trend likely to persist (potential add-on entries)
• Number in parentheses shows how many indicators detected divergence
Info Panel Overview
The real-time panel displays:
• Trend : Main trend direction
• Short : Short-term trend and alignment (✓ / ✗)
• LC : Machine learning signal direction
• Kernel : Kernel regression direction
• Div : Divergence status
• Count : Number of diverging indicators
Recommended Workflow
Identify the main trend using the bands
Wait for an LC signal in the trend direction
Check divergence status for confirmation or warning
Enter on signal and use the band as a trailing reference
⚙️ SETTINGS GUIDE
Divergence Settings
• Minimum Number of Divergences : Higher = fewer, stronger signals (default: 5)
• Divergence Type : Regular, Hidden, or Both
• Pivot Period : Lookback window for pivot detection
• Individual Indicators : Enable or disable specific oscillators
LC (Machine Learning) Settings
• Neighbors Count : Lower = faster response, higher = smoother
• Feature Count : Number of technical features analyzed
• Filters : Volatility, regime, and ADX filters to improve signal quality
Kernel Settings
• Trade with Kernel : Require kernel confirmation
• Lookback Window : Kernel regression smoothing period
Display Settings
• Hide short-term band when opposite the main trend
• Optional ML-based bar coloring
• Optional trade statistics panel
⚠️ IMPORTANT NOTES
• No repainting : Signals are confirmed on bar close
• Not financial advice : This is a technical analysis tool
• Backtest thoroughly before live use
• Always apply proper risk management
• Performs best in trending markets; ranging markets may increase false signals
🙏 CREDITS & ACKNOWLEDGMENTS
This script builds upon concepts shared within the Pine Script community:
• Lorentzian Classification concepts inspired by jdehorty
• Multi-indicator divergence detection based on LonesomeTheBlue’s work
• Adaptive band structure and system integration are original implementations
Respect and thanks to the authors for contributing their knowledge.
📝 CHANGELOG
v1.0 — Initial Release
• Dual adaptive trend bands with dynamic transparency
• Lorentzian Classification ML engine with configurable features
• Kernel regression confirmation system
• 10-indicator divergence detection with contextual labeling
• Comprehensive filtering (volatility, regime, ADX)
• Real-time info panel and trade statistics
💬 FEEDBACK
If you find this indicator useful, feedback and suggestions are always welcome.
Trade safely and manage your risk.
Daily Manipulation LevelsDML -
This indicator projects statistically-derived Manipulation and Distribution levels based on historical daily price behavior, helping you anticipate where price is likely to reach during the current trading session.
🔍 How It Works
The DML analyzes the last 60 days (configurable) of daily candles and measures two key distances from each day's open:
For Bullish Days (close > open):
Manipulation Distance: How far price dropped below the open before rallying
Distribution Distance: How far price extended above the open
For Bearish Days (close < open):
Manipulation Distance: How far price spiked above the open before selling off
Distribution Distance: How far price extended below the open
The indicator then calculates the average (mean or median) of these historical distances and projects them from the current session's open (6pm ET for futures).
📊 The Levels
O (Orange): Current session open - your anchor point
+D: Bullish distribution target (projected high)
-D: Bearish distribution target (projected low)
+M: Bearish manipulation zone (where shorts get trapped before a selloff)
-M: Bullish manipulation zone (where longs get trapped before a rally)
📈 How To Use It
1. Identify the Daily Bias
Wait for price to sweep a manipulation level and show signs of reversal. A sweep of -M followed by bullish structure suggests an expansion toward +D. A sweep of +M followed by bearish structure suggests expansion toward -D.
2. Power of Three Framework
The levels align with ICT's Power of Three concept:
Accumulation: Price consolidates near the open
Manipulation: Price sweeps liquidity at +M or -M, trapping traders
Distribution: Price expands toward the opposite extreme (+D or -D)
3. Confluence Zones
Use these levels alongside other concepts like Fair Value Gaps, Order Blocks, and liquidity pools. When a DML level aligns with an FVG or key swing point, the probability of reaction increases significantly.
4. Target Setting
After a manipulation sweep and reversal confirmation (CISD), use the distribution level as your target. The statistical nature of these levels means price reaches them more often than not.
⚙️ Settings
Lookback Periods: Number of historical days to analyze (default: 60)
Calculation Method: Mean, Median, or Both - Median is less affected by outlier days
Calculation Mode: Points (raw price distance) or Percent (normalized by open price)
Level Visibility: Toggle individual levels on/off
Colors & Transparency: Fully customizable appearance
💡 Tips
On volatile days, expect manipulation to exceed the average levels - use them as zones, not exact prices
When "Both" is selected, solid lines show the mean and dashed lines show the median - if they're close together, the projection is more reliable
The levels reset at 6pm ET each day (futures session open)
Works best on intraday timeframes (1m - 1H) for NQ, ES, and other index futures
⚠️ Disclaimer
This indicator is a statistical tool based on historical averages. Past performance does not guarantee future results. Always use proper risk management and confirm signals with price action before entering trades.
Playbook Time Range-Epoch EngineDescription
Playbook Time Range-Epoch Engine is an advanced structural analysis tool designed under the "TIME × PRICE" framework.
Inspired by the foundational logic of ICT Killzones + Pivots (TFO) , this script has been fully re-engineered and extended to support granular timeframes, multiple anchor modes, and precise fiscal cycle management.
🚀 KEY EXTENSIONS & FEATURES
1. Comprehensive Anchor System (DWMQTY + Intraday)
Unlike standard tools limited to D/W/M, this engine supports a full spectrum of structural anchors:
⦁ Intraday: 6H, 8H Open & Separators.
⦁ Daily (D), Weekly (W), Monthly (M).
⦁ Advanced Cycles: 10-Day Cadence (C10), Quarter (Q), Tertile (T), and Year (Y).
⦁ Auto-calculated numbering for Tertiles (4-Month) and Fiscal Quarters.
2. Advanced Anchor Modes
Switch between 3 different anchor logic systems to fit any broker or trading style:
⦁ SERVER TIME: Aligns strictly with your chart’s broker time.
⦁ MIDNIGHT OPEN: Anchors to local 00:00 daily (Custom Fiscal logic supported).
⦁ CUSTOM EPOCH : User-defined rolling epoch (e.g., Fiscal Year starting Oct 10) for precise cycle tracking.
3. Flexible Session Windows (10 Slots)
Extended from standard 5 killzones to 10 customizable Time Windows (TW).
TW is not limited to just killzones; feel free to fully utilize it for Asia/London/NY sessions, 3-6-9 Time Theory zones, ICT Macro Time, and many more that suit your strategy!
⦁ Includes Box visualization, Range tracking, and Pivot analysis per session.
⦁ Fully customizable sessions per timezone.
4. Pivot & Range Analytics
⦁ Session Pivots: Auto-draw High/Low pivots for active sessions.
⦁ Mitigation Logic: Automatically manages pivot extension (Stop vs Past Mitigated).
⦁ Range Table: Displays average and current range for each selected session.
5. Visual Customization
⦁ Custom line styles, colors, and labels for every timeframe.
⦁ Label counters (e.g., WO1, QO1, TO1) that adapt based on the selected Anchor Mode.
💡 WHY THIS EXTENDED VERSION?
1. The Midnight Paradox
ICT introduced the concept of "True Day Open" at 00:00, yet often this is merely Calendar Midnight. Where is the real midnight shift in the market? Is that exactly when major decisions are made? The irony is that at 00:00, Market Makers are often still sound asleep. This mode is created for those who seek structure strictly at the day's turn, regardless of who is awake.
2. The Freedom of Custom Epoch
Why include Custom Epoch? Many strategies (e.g., Opening Range Box) dictate that 9:30 AM is "Market Open" . However, that is simply one way of seeing it. Every trader builds their own version of the market, their own "ALGO" . This mode empowers you to define your own truth—to set an epoch that aligns with your specific strategy and logic.
3. The Disclaimer
This indicator is not the Holy Grail.
It is merely a tool, a sophisticated assistant for your eyes. No script can replace perception.
The True Holy Grail
The ultimate indicator is the divine gift entrusted to you yourself: Your Eyes.
📜 CREDITS & INSPIRATION
Inspired by open-source concepts of ICT Killzones + Pivots (TFO) by tradeforopp.
TrendlinesTrendline S&R
This indicator is an automated technical analysis tool designed to identify the most relevant Support and Resistance (S&R) zones based on market pivots. Unlike standard pivot indicators that clutter the chart with historic lines, this script uses a "Closest-to-Price" algorithm to display only the single most relevant Support (Green) and Resistance (Red) zone currently interacting with price action.
It solves common frustrations with automated trendlines—specifically the issue of lines disappearing immediately upon a breakout—by introducing a Stability Buffer.
Key Features & Importance
The script scans hundreds of potential trendlines but only draws the one geographically closest to the current price.
Importance: This ensures you are looking at the zone that matters right now. It filters out distant or irrelevant historic lines, keeping your chart clean and focused on immediate price action.
🛡️ 5-Bar Stability Buffer (Anti-Flicker)
Feature: A hardcoded 5-bar "memory" prevents the zone from disappearing the moment price touches or breaks it.
Importance: This is critical for trading breakouts. It allows you to see the zone persist while price breaches it, helping you distinguish between a true breakout, a fakeout, or a retest, without the reference level vanishing from your screen.
🔍 Dynamic Pivot Filtering
Feature: Uses a restricted Pivot Strength (5-15) and Minimum Confirmation (2-8 touches).
Importance: By enforcing these limits, the indicator ignores insignificant market noise and micro-swings, ensuring that drawn zones represent structural market levels with genuine liquidity.
🔔 Integrated Alert System
Feature: Built-in alerts for "Zone Breakout" (candle close crossing the zone) and "Zone Touch" (wick entering the zone).
Importance: Allows you to set the indicator and walk away. You will be notified instantly when price interacts with these key levels, removing the need to stare at the chart.
📉 Adaptive Tolerance (Fixed ATR)
Feature: Uses a fixed ATR multiplier internally to determine the width of the zone.
Importance: This automatically adjusts the thickness of the support/resistance zone based on the asset's volatility.
Settings Guide
Bars to Apply: How far back in history the script looks for pivots (Default: 300).
Pivot Source: Choose between calculating from "High/Low" (wicks) or "Close" (bodies).
Pivot Strength: The number of bars required on each side to define a swing point (Range: 5–15).
Min Pivot Confirmation: The minimum number of touches required to validate a trendline (Range: 2–8).
How to Use
Add the indicator to your chart.
Adjust Pivot Strength if you want to catch smaller swings (lower number) or major structures (higher number).
Set an alert in TradingView by clicking the "Clock" icon, selecting this indicator, and choosing "Zone Breakout" or "Zone Touch".
Golden Cross with Stop and TargetHere is a simple TradingView Pine Script that backtests the classic SMA 50 / SMA 200 crossover strategy with a percentage take-profit and stop-loss.
Green Pen RN Day Box ATH V2.2 OptimizedGreen Pen V2.2 Optimized is a comprehensive "All-in-One" trading system designed for Price Action traders. It combines powerful pattern recognition (PAT), psychological levels (RN), daily range analysis (Day Box), and All-Time High (ATH) tracking into a single, highly optimized tool.
Google Trends: ETH (Cryptollica)Google Trends: ETH (Cryptollica)
Google Trends data since 2016, Keyword: ETH
EMA + VWAP Strategy# EMA + VWAP Crossover Strategy
## Overview
This is a trend-following intraday strategy that combines fast and slow EMAs with VWAP to identify high-probability entries. It's designed primarily for 5-15 minute charts and includes a smart filter to avoid trading when VWAP is ranging flat.
## How It Works
### Core Concept
The strategy uses three main components working together:
- **Fast EMA (9)** - Responds quickly to price changes and generates entry signals
- **Slow EMA (21)** - Acts as a trend filter to keep you on the right side of the market
- **VWAP** - Serves as a dynamic support/resistance level and the primary trigger for entries
### Entry Rules
**Long Entry:**
- EMA 9 crosses above VWAP (bullish momentum)
- EMA 9 is above EMA 21 (confirming uptrend)
- VWAP has a clear directional slope (not flat/ranging)
- Only during weekdays (Monday-Friday)
**Short Entry:**
- EMA 9 crosses below VWAP (bearish momentum)
- EMA 9 is below EMA 21 (confirming downtrend)
- VWAP has a clear directional slope (not flat/ranging)
- Only during weekdays (Monday-Friday)
### The VWAP Flat Filter
One of the key features is the VWAP slope filter. When VWAP is moving sideways (flat), it indicates the market is likely consolidating or ranging. The strategy skips these periods because crossover signals tend to be less reliable in choppy conditions. You'll see small gray diamonds at the top of the chart when VWAP is considered flat.
### Risk Management
The strategy uses a proper risk-reward approach with multiple stop loss options:
1. **ATR-Based (Recommended)** - Adapts to market volatility automatically. Default is 1.5x ATR(14), which gives your trades room to breathe while protecting capital.
2. **Swing Low/High** - Places stops at recent price structure points for a more technical approach.
3. **Slow EMA** - Uses the trend-defining EMA as your stop level, good for trend-following with wider stops.
4. **Fixed Percentage** - Simple percentage-based stops if you prefer consistency.
Take profits are automatically calculated based on your risk-reward ratio (default 2:1), meaning if you risk $100, you're aiming to make $200.
### Weekday Trading Filter
The strategy includes an option to trade only Monday through Friday. This is particularly useful for crypto markets where weekend liquidity can be thin and price action more erratic. You can toggle this on/off to test whether avoiding weekends improves your results.
### Visual Features
- **Color-coded background** - Green tint when EMA 9 is above EMA 21 (bullish bias), red tint when below (bearish bias)
- **ATR bands** - Dotted lines showing where stops would be placed (when using ATR stops)
- **Active trade levels** - Solid red line for your stop loss, green line for your take profit when you're in a position
- **Weekend highlighting** - Gray background on Saturdays and Sundays when weekday filter is active
## Best Practices
**Timeframe:** Designed for 5-minute charts but can be adapted to other intraday timeframes.
**Markets:** Works on any liquid market - stocks, forex, crypto, futures. Just make sure there's enough volume.
**Position Sizing:** The strategy uses percentage of equity by default. Adjust based on your risk tolerance.
**Backtesting Tips:**
- Test with and without the weekday filter to see which performs better on your instrument
- Try different ATR multipliers (1.0-2.5) to find the sweet spot between stop-outs and letting profits run
- Experiment with risk-reward ratios (1.5R, 2R, 3R) to optimize for your win rate
**What to Watch:**
- Win rate vs. profit factor balance
- How many trades are filtered out by the VWAP flat condition
- Performance difference between weekdays and weekends
- Whether the trend filter (EMA 21) is keeping you out of bad trades
## Parameters You Can Adjust
- Fast EMA length (default 9)
- Slow EMA length (default 21)
- VWAP flat threshold (default 0.01%)
- Stop loss type and parameters
- Risk-reward ratio
- Weekday trading on/off
- ATR length and multiplier
## Disclaimer
This strategy is for educational purposes. Past performance doesn't guarantee future results. Always test thoroughly on historical data and paper trade before risking real money. Use proper position sizing and never risk more than you can afford to lose.
---
*Built with Pine Script v5 for TradingView*
EMA and DEMA CrossesCombined crosses for EMA and Double EMA
Gives Buy and Sell signals basis all 3 conditions
Niftycycles Gann Master Timecycle**WD Gann's Master Time Cycle** is an exclusive, invite-only indicator that reveals hidden market timing cycles based on the legendary trader WD Gann's proprietary methods. This powerful tool identifies predetermined time points where markets consistently pivot from highs to lows and lows to highs, with specific zones where trend inversions are most likely to occur.
## Universal Market Application
This indicator has been validated across **ALL financial markets** with remarkable consistency:
- **Stocks** & **ETFs**
- **Commodities** (precious metals, energy, agriculture)
- **Market Indices** (global equity indices)
- **Currency Pairs** (Forex markets)
- **Cryptocurrencies** (digital assets)
## Core Principle
Markets move in repeating cyclical patterns. By identifying the correct starting point (anchor), this indicator projects forward in time to reveal:
- **Cycle Starting Points** (Red Anchor Lines)
- **Subsequent Cycle Points** (Blue Vertical Lines)
- **Critical Inversion Zones** (Purple-shaded areas where trend reversals frequently occur)
The indicator shows **exactly 3 future cycle points** at all times, providing forward-looking guidance without overwhelming the chart.
## How to Use (Simple 2-Step Process)
### Step 1: Find Your Anchor Point
**This is the SINGLE MOST IMPORTANT step for accurate results.**
**What is an anchor point?**
A significant market turning point where a major trend reversal occurred. This should be:
- A clear, obvious high or low on the chart
- A point where price changed direction for an extended period
- A level that marked the beginning or end of a substantial market move
**Examples of good anchor points:**
- The COVID crash low (March 2020)
- All-time highs or major cycle tops
- Long-term support/resistance levels that held for months
- Beginning of major bull/bear markets
### Step 2: Set the Anchor Date
1. Click the settings gear icon on the indicator
2. Under "Start Date," enter the exact date of your identified turning point
3. The indicator will automatically project all future cycle points from this anchor
**That's it!** The indicator does the rest automatically.
## What You'll See on Your Chart
### Visual Elements:
1. **Red Anchor Line** (thicker line): Your starting point for the cycle
2. **Blue Vertical Lines**: Future and historical cycle points where pivots typically occur
3. **Inversion Zones** (purple shaded areas): Critical time windows where trend reversals are more likely
4. **Vertical Rays**: All lines extend through the entire price range for clear visibility
### How to Interpret:
- **When price approaches a vertical line**: Watch for potential reversal signals
- **When price is within an Inversion Zone**: Be alert for possible trend changes
- **The first red line**: Marks your chosen cycle starting point
- **Always 3 future blue lines**: Shows upcoming cycle points for planning
## Critical Understanding
### What This Indicator Provides:
- **Timing Framework**: Shows WHEN to watch for potential reversals
- **Visual Roadmap**: Creates a time-based structure on your chart
- **Forward Guidance**: Always shows 3 upcoming cycle points
- **Historical Validation**: Projects backward to show past cycle accuracy
### What This Indicator Does NOT Do:
- **Not a standalone buy/sell signal**
- **Does not predict direction** (only timing)
- **Does not guarantee reversals will occur**
- **Not a crystal ball** - requires confirmation
## Customization Options
- **Line Width**: Adjust visibility of cycle lines
- **Anchor Line Width**: Emphasize the starting point
- **Inversion Zone Fill**: Modify zone transparency/color
- **Line Opacity**: Control overall indicator visibility
## Professional Usage Tips
### Best Practices:
1. **Anchor Quality Matters**: Spend time finding the most significant historical turning point
2. **Multiple Timeframes**: Works on daily, weekly, and monthly charts
3. **Confirmation Required**: Always wait for price action confirmation at cycle points
4. **Market Context**: Consider overall trend and market conditions
5. **Backtest First**: Test your anchor choice on historical data before using it forward
### Advanced Techniques:
- **Multiple Instances**: Run several copies with different anchor points to find cycle convergences
- **Cycle Stacking**: When multiple cycle points align, stronger signals often emerge
- **Zone Awareness**: Pay extra attention when price action occurs within Inversion Zones
## Real-World Applications
### For Traders:
- **Swing Trading**: Time entries/exits around cycle points
- **Position Management**: Adjust stops or take profits at projected turning points
- **Risk Management**: Increase caution around cycle points
### For Investors:
- **Portfolio Rebalancing**: Time adjustments to market cycles
- **Entry/Exit Planning**: Schedule major investments at favorable cycle points
- **Market Analysis**: Understand the timing structure of long-term trends
## Key Features
- **Clean Visual Design**: Non-cluttered, easy-to-read display
- **Automatic Calculation**: Set once, works continuously
- **Future Projection**: Always shows 3 upcoming cycle points
- **Historical Accuracy**: Validates against past market behavior.
**Final Thought:** The effectiveness of this tool depends entirely on your ability to identify the correct historical anchor point. Take your time studying the chart, find that one significant turning point, and let the cycles reveal themselves.
*Private Invitational Access Only - Unauthorized Distribution Prohibited*
RVOL WatchlistRVOL Watchlist — Intraday Relative Volume & VAH Context Scanner
Use this along with "RVOL Intraday Truth" indicator by Preps_Ver for better results on trade execution.
Overview:
RVOL Watchlist is an intraday watchlist-style monitoring tool that tracks Relative Volume (RVOL) across multiple symbols and enriches it with session Value Area context.
The script is designed to help traders quickly identify symbols showing abnormal participation near value, without generating trade signals or execution logic.
What Problem This Solves (Originality & Usefulness):
Scanning Relative Volume one symbol at a time is inefficient during fast intraday conditions.
This script solves that by:
Aggregating RVOL into a single on-chart table
Adding session Value Area High (VAH) context
Highlighting symbols where volume expansion aligns with acceptance above value
The script is intentionally non-opinionated and non-executable — it highlights where to look, not what to trade.
How It Works (Conceptual Explanation):
Relative Volume (RVOL):
RVOL compares the current session’s cumulative volume
Against the average cumulative volume of the last N trading days
Volume automatically resets at the start of each session
Calculations are replay-safe and session-aware
This ensures RVOL reflects true intraday participation, not raw volume spikes.
Session Value Area (VAH):
For each symbol, the script computes an intraday session Volume Profile:
Volume is binned by price using a configurable bin size
A Point of Control (POC) is identified as the highest-volume price level
The Value Area is built by expanding outward from the POC
Expansion continues until the configured Value Area % (default 70%) is reached
The upper boundary of this range is marked as VAH
This provides a contextual reference, showing whether price is trading above, inside, or below session value.
SS: Strong Start: RVOL + VAH Context
Symbols are visually highlighted when:
RVOL exceeds a user-defined threshold, and
Price shows acceptance relative to session VAH
This combination helps distinguish meaningful participation from random volume bursts.
Watchlist Table Behavior:
The table updates dynamically during the session
Each row represents a tracked symbol
Columns focus on RVOL and value context only
Color highlighting draws attention to abnormal participation
The table is meant for fast visual scanning, not signal generation.
Timeframe Behavior:
Intraday Charts:
Full RVOL and session VAH logic is active
Calculations reset on each new trading day
Daily / Higher Timeframes:
RVOL is derived from daily average volume
Session-specific VAH logic is inactive
How to Use:
Apply on intraday charts (1–15 min recommended)
Monitor the table for RVOL expansion near or above value
Use highlighted symbols as candidates for deeper analysis
Best suited for liquid stocks
Limitations:
Volume profile is bar-based, not tick-based
VAH accuracy depends on bar resolution
Illiquid symbols may show distorted volume distribution
Current session values evolve until market close
LEVENT: Lifetime Estimation via Efficiency-Regime EventLEVENT — Lifetime Estimation via Efficiency-Regime Event Transitions
LEVENT is a research-grade indicator that estimates the remaining structural lifetime of the current market regime.
Unlike trend, volatility, or momentum tools, LEVENT does not measure price movement — it measures how long the current market structure is likely to survive before breaking.
This script implements the LEVENT model published on Zenodo (Bülent Duman, 2026) and is built on top of the open-source DERYA (Dynamic Efficiency Regime Yield Analyzer) microstructural efficiency framework.
What LEVENT measures
LEVENT outputs a single continuous variable L that represents the remaining survival capacity of the active efficiency regime.
High L → the current regime has strong structural endurance
Falling L → the regime is consuming its capacity
L → 0 → regime exhaustion and elevated probability of transition
This makes LEVENT a forward-looking structural time variable, not a price indicator.
What is inside this script
This implementation contains the following components:
1. DERYA (open-source microstructure efficiency)
DERYA is computed from OHLC data as:
Net close-to-close movement divided by total intrabar range
It is smoothed with an EMA and normalized over a rolling window to produce a bounded efficiency state (0–100).
This is an open-source indicator and is explicitly credited in the LEVENT paper.
2. Transition Strength (S)
S measures how unstable the regime is by combining:
the slope of DERYA
the acceleration of DERYA
This is not RSI, MACD, or ATR — it is a state-transition intensity metric.
3. Regime Engine
Markets are classified into four structural regimes:
Expansion
Exhaustion
Collapse
Base / Recovery
A debounce + persistence filter is used to avoid noise-based flickering.
4. Structural Lifetime (LEVENT L)
Each regime is assigned a capacity (Λ) and a fragility (α).
LEVENT then evolves as a jump-and-countdown survival process:
On regime change → L resets to full capacity
Inside a regime → L decays deterministically
High instability → faster decay
This is not a moving average, oscillator, or probability estimate — it is a structural survival clock.
How to use LEVENT
LEVENT is designed to be used as a regime-health overlay, not a buy/sell trigger.
Typical uses:
Detect late-stage trends when L is low
Avoid initiating positions when the regime is near collapse
Compare structural stability across assets
Combine with price, trend, or volume systems
Do not use LEVENT alone as a trading signal.
LEVENT tells you “how long the structure may last”, not “where price will go.”
Visuals
Background colors show the current regime
The LEVENT line shows remaining structural lifetime
A table displays the active regime and current L value
Important notes
LEVENT is not RSI, MACD, ATR, or trend
LEVENT does not predict price direction
LEVENT does not issue entry/exit signals
LEVENT is a research-grade structural model
The DERYA component used here is an open-source microstructural efficiency estimator and is credited accordingly.
Risk and disclaimer
This script is provided for research and analytical purposes only.
It is not financial advice and must not be used as a standalone trading system.
Markets are uncertain.
All trading decisions and risks remain entirely the responsibility of the user.
LEVENT: Lifetime Estimation via Efficiency-regime Event Transitions
Introducing a Regime-Dependent Structural Lifetime Estimator for Financial Markets Using OHLC Data
Author: DUMAN,Bülent
Affiliation: Independent Researcher
zenodo.org
ReversePulse Strategy (Invite-only)This strategy combines a higher-timeframe bias with multi-timeframe POI levels and a rule-based entry workflow.
Concept
Bias / trend filter: Supertrend from a selectable higher timeframe (HTF).
Supertrend line above price = short bias, below price = long bias.
POI levels: Fractal levels from a selectable timeframe (MTF). Levels are tracked until the first break.
Reversal logic:
Long setups are only activated after a break down of a fractal low (liquidity sweep).
Short setups are only activated after a break up of a fractal high.
Entry: Once a setup is active, entries are triggered by Trigger (Fractal) and/or Attempted (both optional, priority selectable). Setups expire after a configurable number of bars (expiry).
Management: Take-profit via RR multiple, optional break-even after a configurable RR threshold.
DD Feather (optional): After a defined drawdown threshold, the strategy reduces risk per trade. Reset mode and base (Equity/Start Capital) are configurable.
Filters
Trading days (Mon–Fri) and a trading session window are configurable.
Visuals / Dashboard
Optional SL/TP lines, RR boxes and RR lines.
A status overlay shows bias, setup status, signal status, session status, and timeframe timers.
Disclaimer
This script is provided for analysis and testing purposes only and is not financial advice. Results may vary depending on symbol, broker data, and settings.
vorgestern
Versionshinweise
This strategy combines a higher-timeframe bias with multi-timeframe POI levels and a rule-based entry workflow.
Concept
Bias / trend filter: Supertrend from a selectable higher timeframe (HTF).
Supertrend line above price = short bias, below price = long bias.
POI levels: Fractal levels from a selectable timeframe (MTF). Levels are tracked until the first break.
Reversal logic:
Long setups are only activated after a break down of a fractal low (liquidity sweep).
Short setups are only activated after a break up of a fractal high.
Entry: Once a setup is active, entries are triggered by Trigger (Fractal) and/or Attempted (both optional, priority selectable). Setups expire after a configurable number of bars (expiry).
Management: Take-profit via RR multiple, optional break-even after a configurable RR threshold.
DD Feather (optional): After a defined drawdown threshold, the strategy reduces risk per trade. Reset mode and base (Equity/Start Capital) are configurable.
Filters
Trading days (Mon–Fri) and a trading session window are configurable.
Visuals / Dashboard
Optional SL/TP lines, RR boxes and RR lines.
A status overlay shows bias, setup status, signal status, session status, and timeframe timers.
Disclaimer
This script is provided for analysis and testing purposes only and is not financial advice. Results may vary depending on symbol, broker data, and settings.
Volume Channel Flow [ChartPrime]⯁ OVERVIEW — Volume Channel Flow
The Volume Channel Flow indicator dynamically tracks evolving trend channels while simultaneously analyzing volume distribution within each channel segment.
By combining adaptive volatility-based channel boundaries with real-time volume profiling, the tool highlights directional bias, structural breakouts, and zones where buy/sell pressure is concentrated.
This makes it a powerful hybrid of a trend-tracking system and a miniature volume-profile engine that updates live as the market moves.
⯁ CONCEPTS
Dynamic Volatility Channel:
Upper and lower channel levels are continuously recalculated using ATR. These levels shift only when price breaks outside the previous channel, signaling a trend transition.
Channel Segmentation:
When a channel shift occurs, the previous segment is closed and visually plotted as its own range — allowing traders to inspect each discrete “flow phase” of the market.
Embedded Volume Profile:
Inside each channel segment, the indicator builds a mini volume histogram using user-defined binning. This creates a quick visual read of how volume was distributed within that price range.
Point of Control (PoC):
The price level with the highest traded volume inside each completed segment is detected and plotted as a dashed horizontal PoC line.
Flow Bias (Bullish/Bearish):
The volume profile color adapts depending on whether cumulative delta volume (buy minus sell pressure) is positive or negative for the segment.
Breakout Labels:
When a new channel is formed, arrows mark whether the breakout occurred upward or downward.
⯁ FEATURES
Adaptive Trend Channel Construction
Channels update only when price closes beyond upper or lower volatility thresholds. This isolates trend shifts with minimal noise.
Channel Visualization Options
Choose to display full channel boxes or only trend lines using customizable styling.
Real-Time Volume Profiling
As long as the channel remains active, volume distribution is recalculated live on every bar.
PoC Projection
The PoC is drawn across the channel range, marking the highest-volume price level for each segment.
Directional Delta Coloring
Volume profiles automatically shift to bullish or bearish colors based on cumulative delta inside the channel.
Breakout Detection
Arrows highlight each transition into a new channel regime.
⯁ HOW TO USE
Spot trend changes using breakout arrows and the creation of new trend channels.
Gauge strength of a channel by examining the density and shape of the internal volume profile.
Use PoC levels as potential support/resistance interaction zones.
Validate momentum by checking whether volume delta shows bullish or bearish dominance.
Monitor channel edges to anticipate continuation or reversal setups.
⯁ CONCLUSION
The Volume Channel Flow indicator merges trend structure with volume analytics, providing a continuously adaptive picture of market flow.
It not only detects where trend phases begin and end, but also reveals what type of volume behavior shaped each segment, offering a deeper understanding of trend strength and directional pressure.
RVOL Intraday TruthRVOL Intraday Truth — Context-Aware Relative Volume for Intraday/Swing Trading
Overview:
RVOL Intraday Truth is an intraday decision-support indicator that identifies stocks showing abnormal participation early in the session, while filtering out late or noisy volume spikes.
It combines time-normalized Relative Volume (RVOL) with directional and structural context and presents all key metrics in a compact on-chart table.
The goal is not to generate frequent signals, but to highlight quality intraday momentum candidates with confirmation.
Core Concept (Originality & Usefulness):
Relative Volume alone often produces false positives when used without context.
This script integrates RVOL with time, trend, and structure filters so that volume expansion is evaluated only when it matters most intraday.
Below components are designed to work together:
RVOL measures participation, EMA distance and PDH provide directional bias, Strong Start logic enforces early-session validity, Alerts and BUY line trigger only when confluence exists
This makes the script more actionable than running multiple indicators separately.
How It Works (Conceptual Explanation):
Relative Volume (RVOL):
RVOL compares the current session’s cumulative volume at the same time-of-day
Against the average cumulative volume of the last N trading days
Volume resets automatically on each new session
Calculation is replay-safe.
Strong Start (SS):
A stock is marked as Strong Start (SS) if:
At the configured start time (default 09:18 IST),
Price is above the prior day’s VAH, and
After that point, price never dips back below VAH
This ensures that RVOL expansion occurs with acceptance above prior value, not rejection.
Structural & Trend Context:
PDH (Previous Day High): confirms continuation above prior resistance
Daily EMA10 / EMA20 distance: shows whether volume expansion aligns with short-term trend
These filters help distinguish momentum participation from random volume spikes
BUY Line Logic (Intraday Only):
Can trigger only within the first N minutes from market open (09:15 IST)
One BUY signal per day
BUY level is set at the trigger bar’s high
If SS is enabled, BUY requires price to remain above prior VAH
This enforces disciplined early-session breakouts only.
Table Output:
The on-chart table provides a quick decision snapshot, including:
RVOL %
% Change Day / % Change Open
Turnover (₹ Cr)
Distance from Daily EMA10 / EMA20
Strong Start (SS) and PDH flags
The table is dynamic and adapts to user-selected columns.
Alerts (Intraday Only):
Alerts operate only on intraday charts
Start-time alert triggers once when RVOL meets R1%
In-window alerts can fire between Start and End when RVOL meets R2%
If SS is enabled, alerts require SS to be true
Higher Timeframe Behavior (Daily / HTF) :
On Daily and higher timeframes:
RVOL% is computed using daily average volume
% Change, EMA distances, and Turnover remain valid
SS, BUY, and alerts are automatically disabled
This prevents misuse outside the intended intraday context.
How to Use:
Designed for intraday charts
Best suited for liquid stocks
Focus on symbols showing high RVOL + SS + PDH alignment
Intended as a decision-support tool, not a standalone trading system
Limitations:
Volume distribution is bar-based, not tick-based
Illiquid stocks may show distorted VAH readings
Killzone - VLGreen for Asia, Yellow for London, Blue inside for NY Killzone, Purple for London Close.
