Step Channel Momentum Trend [ChartPrime]OVERVIEW
Step Channel Momentum Trend is a momentum-based price filtering system that adapts to market structure using pivot levels and ATR volatility. It builds a dynamic channel around a stepwise midline derived from swing highs and lows. The system colors price candles based on whether price remains inside this channel (low momentum) or breaks out (strong directional flow). This allows traders to clearly distinguish ranging conditions from trending ones and take action accordingly.
⯁ STRUCTURAL MIDLNE (STEP CHANNEL CORE)
The midline acts as the backbone of the trend system and is based on structure rather than smoothing.
Calculated as the average of the most recent confirmed Pivot High and Pivot Low.
The result is a step-like horizontal line that only updates when new pivot points are confirmed.
This design avoids lag and makes the line "snap" to recent structural shifts.
It reflects the equilibrium level between recent bullish and bearish control.
This unique step logic creates clear regime shifts and prevents noise from distorting trend interpretation.
⯁ DYNAMIC VOLATILITY BANDS (ATR FILTERING)
To detect momentum strength, the script constructs upper and lower bands using the ATR (Average True Range):
The distance from the midline is determined by ATR × multiplier (default: 200-period ATR × 0.6).
These bands adjust dynamically to volatility, expanding in high-ATR environments and contracting in calm markets.
The area between upper and lower bands represents a neutral or ranging market state.
Breakouts outside the bands are treated as significant momentum shifts.
This filtering approach ensures that only meaningful breakouts are visually emphasized — not every candle fluctuation.
⯁ MOMENTUM-BASED CANDLE COLORING
The system visually transforms price candles into momentum indicators:
When price (hl2) is above the upper band, candles are green → bullish momentum.
When price is below the lower band, candles are red → bearish momentum.
When price is between the bands, candles are orange → low or no momentum (range).
The candle body, wick, and border are all colored uniformly for visual clarity.
This gives traders instant feedback on when momentum is expanding or fading — ideal for breakout, pullback, or trend-following strategies.
⯁ PIVOT-BASED SWING ANCHORS
Each confirmed pivot is plotted as a label ⬥ directly on the chart:
They also serve as potential manual entry zones, SL/TP anchors, or confirmation points.
⯁ MOMENTUM STATE LABEL
To reinforce the current market mode, a live label is displayed at the most recent candle:
Displays either:
“ Momentum Up ” when price breaks above the upper band.
“ Momentum Down ” when price breaks below the lower band.
“ Range ” when price remains between the bands.
Label color matches the candle color for quick identification.
Automatically updates on each bar close.
This helps discretionary traders filter trades based on market phase.
USAGE
Use the green/red zones to enter with momentum and ride trending moves.
Use the orange zone to stay out or fade ranges.
The step midline can act as a breakout base, pullback anchor, or bias reference.
Combine with other indicators (e.g., order blocks, divergences, or volume) to build high-confluence systems.
CONCLUSION
Step Channel Momentum Trend gives traders a clean, adaptive framework for identifying trend direction, volatility-based breakouts, and ranging environments — all from structural logic and ATR responsiveness. Its stepwise midline provides clarity, while its dynamic color-coded candles make momentum shifts impossible to miss. Whether you’re scalping intraday momentum or managing swing entries, this tool helps you trade with the market’s rhythm — not against it.
Göstergeler ve stratejiler
Z Score Overlay [BigBeluga]🔵 OVERVIEW
A clean and effective Z-score overlay that visually tracks how far price deviates from its moving average. By standardizing price movements, this tool helps traders understand when price is statistically extended or compressed—up to ±4 standard deviations. The built-in scale and real-time bin markers offer immediate context on where price stands in relation to its recent mean.
🔵 CONCEPTS
Z Score Calculation:
Z = (Close − SMA) ÷ Standard Deviation
This formula shows how many standard deviations the current price is from its mean.
Statistical Extremes:
• Z > +2 or Z < −2 suggests statistically significant deviation.
• Z near 0 implies price is close to its average.
Standardization of Price Behavior: Makes it easier to compare volatility and overextension across timeframes and assets.
🔵 FEATURES
Colored Z Line: Gradient coloring based on how far price deviates—
• Red = oversold (−4),
• Green = overbought (+4),
• Yellow = neutral (~0).
Deviation Scale Bar: A vertical scale from −4 to +4 standard deviations plotted to the right of price.
Active Z Score Bin: Highlights the current Z-score bin with a “◀” arrow
Context Labels: Clear numeric labels for each Z-level from −4 to +4 along the side.
Live Value Display: Shows exact Z-score on the active level.
Non-intrusive Overlay: Can be applied directly to price chart without changing scaling behavior.
🔵 HOW TO USE
Identify overbought/oversold areas based on +2 / −2 thresholds.
Spot potential mean reversion trades when Z returns from extreme levels.
Confirm strong trends when price remains consistently outside ±2.
Use in multi-timeframe setups to compare strength across contexts.
🔵 CONCLUSION
Z Score Overlay transforms raw price action into a normalized statistical view, allowing traders to easily assess deviation strength and mean-reversion potential. The intuitive scale and color-coded display make it ideal for traders seeking objective, volatility-aware entries and exits.
RSI Divergence (Nikko)I’ve modified the original RSI Divergence script by *faytterro* to better suit my own needs, and I’m publishing the result here.
First of all, a big thank you to *faytterro* for developing such a fast and well-structured RSI divergence tool. You can find the original version here:
👉
In my version, I’ve added additional parameters—for example, the ability to enable or disable the labels. I’ve also adjusted the visual style to make it more readable, with cleaner divergence lines and less intrusive labeling. Of course, visual preferences vary, so you can tweak the width of the bullish/bearish lines to your liking.
The core logic and functioning remain the same. This is a Pine Script v6 indicator, and the foundation built by the original author is solid and well-maintained.
Personally, I use this script constantly, which is why I took the time to improve and adapt it.
All credit for the original logic and excellent coding goes to *faytterro*.
Fibonacci Tool — Swing Picker (Fixed)📈 Fibonacci Tool — Swing Picker
This auto-drawing Fibonacci tool identifies swings using pivot highs/lows and overlays Fibonacci retracements between them. Designed for futures traders, it automates and clearly marks key confluence zones using color-coded levels.
### 🔹 Key Features:
* **Auto swing detection** using user-defined depth
* **Automatic Fibonacci levels** plotted from swing start to end
* **Color-coded levels** for up (bullish) and down (bearish) swings
* **Dot markers**:
* **White** = start of any fib
* **Green** = bullish end
* **Red** = bearish end
* **White + red/green** = when start and end overlap on same bar
### 🔧 Inputs:
* `Swing Depth` — Controls how far the script looks for pivots
* `Min Bars Between Fibs` — Prevents overcrowding by spacing swing selection
### 🎯 Use Case:
Ideal for day traders identifying short-term fib confluences on NQ, ES, or other futures markets. Works well in combination with EMAs, trendlines, and price action tools.
DD_ORBORB STRATEGY OR OPEN RANGE BREAKOUT STRATEGY
The Opening Range Breakout (ORB) Strategy is a time-based intraday trading method where traders define a specific opening time window—usually the first 5, 15, or 30 minutes after market open to mark the high and low of that range.
A trade is triggered when price breaks out of this range:
📈 Buy when price breaks and closes above the opening range high
📉 Sell when price breaks and closes below the opening range low
This strategy works best on highly volatile instruments and is ideal for capturing early directional momentum. It’s commonly used by intraday traders to catch big moves that often occur after the market establishes its initial trend.
THIS INDICATOR PLOTS THE RANGE AUTOMATICALLY.
CHoCH + BOS + LQ Sweep v6.3.8 PRO+Smart Liquidity Sweep & Zone indicator — perfect for identifying LTF & HTF liquidity levels, swing zones, and market structure breaks.
Uptrick: Fusion Trend Reversion SystemOverview
The Uptrick: Fusion Trend Reversion System is a multi-layered indicator designed to identify potential price reversals during intraday movement while keeping traders informed of the dominant short-term trend. It blends a composite fair value model with deviation logic and a refined momentum filter using the Relative Strength Index (RSI). This tool was created with scalpers and short-term traders in mind and is especially effective on lower timeframes such as 1-minute, 5-minute, and 15-minute charts where price dislocations and quick momentum shifts are frequent.
Introduction
This indicator is built around the fusion of two classic concepts in technical trading: identifying trend direction and spotting potential reversion points. These are often handled separately, but this system merges them into one process. It starts by computing a fair value price using five moving averages, each with its own mathematical structure and strengths. These include the exponential moving average (EMA), which gives more weight to recent data; the simple moving average (SMA), which gives equal weight to all periods; the weighted moving average (WMA), which progressively increases weight with recency; the Arnaud Legoux moving average (ALMA), known for smoothing without lag; and the volume-weighted average price (VWAP), which factors in volume at each price level.
All five are averaged into a single value — the raw fusion line. This fusion acts as a dynamically balanced centerline that adapts to price conditions with both smoothing and responsiveness. Two additional exponential moving averages are applied to the raw fusion line. One is slower, giving a stable trend reference, and the other is faster, used to define momentum and cloud behavior. These two lines — the fusion slow and fusion fast — form the backbone of trend and signal logic.
Purpose
This system is meant for traders who want to trade reversals without losing sight of the underlying directional bias. Many reversal indicators fail because they act too early or signal too frequently in choppy markets. This script filters out noise through two conditions: price deviation and RSI confirmation. Reversion trades are considered only when the price moves a significant distance from fair value and RSI suggests a legitimate shift in momentum. That filtering process gives the trader a cleaner, higher-quality signal and reduces false entries.
The indicator also visually supports the trader through colored bars, up/down labels, and a filled cloud between the fast and slow fusion lines. These features make the market context immediately visible: whether the trend is up or down, whether a reversal just occurred, and whether price is currently in a high-risk reversion zone.
Originality and Uniqueness
What makes this script different from most reversal systems is the way it combines layers of logic — not just to detect signals, but to qualify and structure them. Rather than relying on a single MA or a raw RSI level, it uses a five-MA fusion to create a baseline fair value that incorporates speed, stability, and volume-awareness.
On top of that, the system introduces a dual-smoothing mechanism. It doesn’t just smooth price once — it creates two layers: one to follow the general trend and another to track faster deviations. This structure lets the script distinguish between continuation moves and possible turning points more effectively than a single-line or single-metric system.
It also uses RSI in a more refined way. Instead of just checking if RSI is overbought or oversold, the script smooths RSI and requires directional confirmation. Beyond that, it includes signal memory. Once a signal is generated, a new one will not appear unless the RSI becomes even more extreme and curls back again. This memory-based gating reduces signal clutter and prevents repetition, a rare feature in similar scripts.
Why these indicators were merged
Each moving average in the fusion serves a specific role. EMA reacts quickly to recent price changes and is often favored in fast-trading strategies. SMA acts as a long-term filter and smooths erratic behavior. WMA blends responsiveness with smoothing in a more balanced way. ALMA focuses on minimizing lag without losing detail, which is helpful in fast markets. VWAP anchors price to real trade volume, giving a sense of where actual positioning is happening.
By combining all five, the script creates a fair value model that doesn’t lean too heavily on one logic type. This fusion is then smoothed into two separate EMAs: one slower (trend layer), one faster (signal layer). The difference between these forms the basis of the trend cloud, which can be toggled on or off visually.
RSI is then used to confirm whether price is reversing with enough force to warrant a trade. The RSI is calculated over a 14-period window and smoothed with a 7-period EMA. The reason for smoothing RSI is to cut down on noise and avoid reacting to short, insignificant spikes. A signal is only considered if price is stretched away from the trend line and the smoothed RSI is in a reversal state — below 30 and rising for bullish setups, above 70 and falling for bearish ones.
Calculations
The script follows this structure:
Calculate EMA, SMA, WMA, ALMA, and VWAP using the same base length
Average the five values to form the raw fusion line
Smooth the raw fusion line with an EMA using sens1 to create the fusion slow line
Smooth the raw fusion line with another EMA using sens2 to create the fusion fast line
If fusion slow is rising and price is above it, trend is bullish
If fusion slow is falling and price is below it, trend is bearish
Calculate RSI over 14 periods
Smooth RSI using a 7-period EMA
Determine deviation as the absolute difference between current price and fusion slow
A raw signal is flagged if deviation exceeds the threshold
A raw signal is flagged if RSI EMA is under 30 and rising (bullish setup)
A raw signal is flagged if RSI EMA is over 70 and falling (bearish setup)
A final signal is confirmed for a bullish setup if RSI EMA is lower than the last bullish signal’s RSI
A final signal is confirmed for a bearish setup if RSI EMA is higher than the last bearish signal’s RSI
Reset the bullish RSI memory if RSI EMA rises above 30
Reset the bearish RSI memory if RSI EMA falls below 70
Store last signal direction and use it for optional bar coloring
Draw the trend cloud between fusion fast and fusion slow using fill()
Show signal labels only if showSignals is enabled
Bar and candle colors reflect either trend slope or last signal direction depending on mode selected
How it works
Once the script is loaded, it builds a fusion line by averaging five different types of moving averages. That line is smoothed twice into a fast and slow version. These two fusion lines form the structure for identifying trend direction and signal areas.
Trend bias is defined by the slope of the slow line. If the slow line is rising and price is above it, the market is considered bullish. If the slow line is falling and price is below it, it’s considered bearish.
Meanwhile, the script monitors how far price has moved from that slow line. If price is stretched beyond a certain distance (set by the threshold), and RSI confirms that momentum is reversing, a raw reversion signal is created. But the script only allows that signal to show if RSI has moved further into oversold or overbought territory than it did at the last signal. This blocks repetitive, weak entries. The memory is cleared only if RSI exits the zone — above 30 for bullish, below 70 for bearish.
Once a signal is accepted, a label is drawn. If the signal toggle is off, no label will be shown regardless of conditions. Bar colors are controlled separately — you can color them based on trend slope or last signal, depending on your selected mode.
Inputs
You can adjust the following settings:
MA Length: Sets the period for all moving averages used in the fusion.
Show Reversion Signals: Turns on the plotting of “Up” and “Down” labels when a reversal is confirmed.
Bar Coloring: Enables or disables colored bars based on trend or signal direction.
Show Trend Cloud: Fills the space between the fusion fast and slow lines to reflect trend bias.
Bar Color Mode: Lets you choose whether bars follow trend logic or last signal direction.
Sens 1: Smoothing speed for the slow fusion line — higher values = slower trend.
Sens 2: Smoothing speed for the fast line — lower values = faster signal response.
Deviation Threshold: Minimum distance price must move from fair value to trigger a signal check.
Features
This indicator offers:
A composite fair value model using five moving average types.
Dual smoothing system with user-defined sensitivity.
Slope-based trend definition tied to price position.
Deviation-triggered signal logic filtered by RSI reversal.
RSI memory system that blocks repetitive signals and resets only when RSI exits overbought or oversold zones.
Real-time tracking of the last signal’s direction for optional bar coloring.
Up/Down labels at signal points, visible only when enabled.
Optional trend cloud between fusion layers, visualizing current market bias.
Full user control over smoothing, threshold, color modes, and visibility.
Conclusion
The Fusion Trend-Reversion System is a tool for short-term traders looking to fade price extremes without ignoring trend bias. It calculates fair value using five diverse moving averages, smooths this into two dynamic layers, and applies strict reversal logic based on RSI deviation and momentum strength. Signals are triggered only when price is stretched and momentum confirms it with increasingly strong behavior. This combination makes the tool suitable for scalping, intraday entries, and fast market environments where precision matters.
Disclaimer
This indicator is for informational and educational purposes only. It does not constitute financial advice. All trading involves risk, and no tool can predict market behavior with certainty. Use proper risk management and do your own research before making trading decisions.
Supertrend MACD StrategySupertrend MACD Strategy - Description & Usage Guide
🚀 EARLY ACCESS INDICATOR
This is an early access version of my Supertrend MACD Strategy.
📊 What Is This Indicator?
The Supertrend MACD Strategy combines the power of MACD signals with filtering mechanisms to work seamlessly across ALL trading instruments - from forex and crypto to stocks and commodities.
Unlike traditional MACD indicators that only work well on specific assets, this universal version automatically adapts to any market's price structure and volatility characteristics.
Key Features:
✅ Universal Compatibility - Works on ANY trading pair without manual adjustments
✅ Smart Multi-Filter System - Combines MACD, ATR, ADX, and higher timeframe analysis
✅ Non-Repainting Signals - Signals form after candle close and never change
✅ Trend Continuation Tracking - BUY+/SELL+ signals for trend strength
✅ Structure Break Detection - Identifies major market shifts
✅ Visual Signal Line - Clear trend state indicator on chart
🎯 How The Signals Work
Signal Types:
BUY (Green) - Initial buy signal when all filters align
SELL (Red) - Initial sell signal when all filters align
BUY+ (Purple) - Second confirmation signal in uptrend
SELL+ (Purple) - Second confirmation signal in downtrend
Triangle Arrows - Additional trend continuation signals (optional)
Signal Formation:
⚠️ IMPORTANT: All signals form AFTER the second candle closes and MAY NOT REPAINT. Once a signal appears, it's final and will never disappear or change position.
🛠️ How To Use This Indicator
Basic Setup:
Add the indicator to any chart (works on all timeframes)
Default settings work for most instruments
Enable "Show Debug Info" to see real-time filter values
Set up alerts for automated notifications
Entry Strategies:
Conservative Approach:
Enter on BUY+ or SELL+ signals (purple labels)
These are second confirmations with higher probability
Wait for signal line color to match your trade direction
Aggressive Approach:
Enter on first BUY or SELL signals (green/red labels)
Use tight stop losses below/above recent swing points
Scale in with additional positions on BUY+/SELL+ signals
Exit Strategies:
Exit when opposite signal appears
Use trailing stops following the signal line
Take partial profits at key resistance/support levels
🔧 Advanced Filter Explanations
ATR Volatility Filter:
Ensures sufficient market movement before signaling
Percentage-based for universal compatibility
Higher values = fewer but higher quality signals
ADX Trend Strength:
Confirms trend momentum before entry
Default 15 works for most markets
Higher values filter out weak trends
Higher Timeframe Confirmation:
Aligns signals with larger trend direction
Default 1-hour works for most timeframes
Use 4H for daily charts, Daily for weekly charts
Structure Break Detection:
Identifies when price breaks significant levels
BOS+ signals indicate strong momentum
Percentage-based for universal scaling
🚨 Important Disclaimers
Signal Timing:
Signals appear AFTER second candle close only
low chance of repainting - signals never change once formed
Real-time bar shows potential signal until close
Risk Management:
This indicator provides signals, not trade outcomes
Always use proper position sizing and stop losses
Backtest thoroughly before live trading
Markets can remain irrational longer than expected
Early Access Notes:
This is a pre-release version with ongoing improvements
Settings may be refined based on user feedback
Additional features planned for future updates
Report any issues or suggestions for enhancement
as said before this is indicator is in its early days so is subject to big changes
Version 1.0 (22 JUNE 25)
Trade responsibly and always conduct your own analysis before making trading decisions.
Tensor Market Analysis Engine (TMAE)# Tensor Market Analysis Engine (TMAE)
## Advanced Multi-Dimensional Mathematical Analysis System
*Where Quantum Mathematics Meets Market Structure*
---
## 🎓 THEORETICAL FOUNDATION
The Tensor Market Analysis Engine represents a revolutionary synthesis of three cutting-edge mathematical frameworks that have never before been combined for comprehensive market analysis. This indicator transcends traditional technical analysis by implementing advanced mathematical concepts from quantum mechanics, information theory, and fractal geometry.
### 🌊 Multi-Dimensional Volatility with Jump Detection
**Hawkes Process Implementation:**
The TMAE employs a sophisticated Hawkes process approximation for detecting self-exciting market jumps. Unlike traditional volatility measures that treat price movements as independent events, the Hawkes process recognizes that market shocks cluster and exhibit memory effects.
**Mathematical Foundation:**
```
Intensity λ(t) = μ + Σ α(t - Tᵢ)
```
Where market jumps at times Tᵢ increase the probability of future jumps through the decay function α, controlled by the Hawkes Decay parameter (0.5-0.99).
**Mahalanobis Distance Calculation:**
The engine calculates volatility jumps using multi-dimensional Mahalanobis distance across up to 5 volatility dimensions:
- **Dimension 1:** Price volatility (standard deviation of returns)
- **Dimension 2:** Volume volatility (normalized volume fluctuations)
- **Dimension 3:** Range volatility (high-low spread variations)
- **Dimension 4:** Correlation volatility (price-volume relationship changes)
- **Dimension 5:** Microstructure volatility (intrabar positioning analysis)
This creates a volatility state vector that captures market behavior impossible to detect with traditional single-dimensional approaches.
### 📐 Hurst Exponent Regime Detection
**Fractal Market Hypothesis Integration:**
The TMAE implements advanced Rescaled Range (R/S) analysis to calculate the Hurst exponent in real-time, providing dynamic regime classification:
- **H > 0.6:** Trending (persistent) markets - momentum strategies optimal
- **H < 0.4:** Mean-reverting (anti-persistent) markets - contrarian strategies optimal
- **H ≈ 0.5:** Random walk markets - breakout strategies preferred
**Adaptive R/S Analysis:**
Unlike static implementations, the TMAE uses adaptive windowing that adjusts to market conditions:
```
H = log(R/S) / log(n)
```
Where R is the range of cumulative deviations and S is the standard deviation over period n.
**Dynamic Regime Classification:**
The system employs hysteresis to prevent regime flipping, requiring sustained Hurst values before regime changes are confirmed. This prevents false signals during transitional periods.
### 🔄 Transfer Entropy Analysis
**Information Flow Quantification:**
Transfer entropy measures the directional flow of information between price and volume, revealing lead-lag relationships that indicate future price movements:
```
TE(X→Y) = Σ p(yₜ₊₁, yₜ, xₜ) log
```
**Causality Detection:**
- **Volume → Price:** Indicates accumulation/distribution phases
- **Price → Volume:** Suggests retail participation or momentum chasing
- **Balanced Flow:** Market equilibrium or transition periods
The system analyzes multiple lag periods (2-20 bars) to capture both immediate and structural information flows.
---
## 🔧 COMPREHENSIVE INPUT SYSTEM
### Core Parameters Group
**Primary Analysis Window (10-100, Default: 50)**
The fundamental lookback period affecting all calculations. Optimization by timeframe:
- **1-5 minute charts:** 20-30 (rapid adaptation to micro-movements)
- **15 minute-1 hour:** 30-50 (balanced responsiveness and stability)
- **4 hour-daily:** 50-100 (smooth signals, reduced noise)
- **Asset-specific:** Cryptocurrency 20-35, Stocks 35-50, Forex 40-60
**Signal Sensitivity (0.1-2.0, Default: 0.7)**
Master control affecting all threshold calculations:
- **Conservative (0.3-0.6):** High-quality signals only, fewer false positives
- **Balanced (0.7-1.0):** Optimal risk-reward ratio for most trading styles
- **Aggressive (1.1-2.0):** Maximum signal frequency, requires careful filtering
**Signal Generation Mode:**
- **Aggressive:** Any component signals (highest frequency)
- **Confluence:** 2+ components agree (balanced approach)
- **Conservative:** All 3 components align (highest quality)
### Volatility Jump Detection Group
**Volatility Dimensions (2-5, Default: 3)**
Determines the mathematical space complexity:
- **2D:** Price + Volume volatility (suitable for clean markets)
- **3D:** + Range volatility (optimal for most conditions)
- **4D:** + Correlation volatility (advanced multi-asset analysis)
- **5D:** + Microstructure volatility (maximum sensitivity)
**Jump Detection Threshold (1.5-4.0σ, Default: 3.0σ)**
Standard deviations required for volatility jump classification:
- **Cryptocurrency:** 2.0-2.5σ (naturally volatile)
- **Stock Indices:** 2.5-3.0σ (moderate volatility)
- **Forex Major Pairs:** 3.0-3.5σ (typically stable)
- **Commodities:** 2.0-3.0σ (varies by commodity)
**Jump Clustering Decay (0.5-0.99, Default: 0.85)**
Hawkes process memory parameter:
- **0.5-0.7:** Fast decay (jumps treated as independent)
- **0.8-0.9:** Moderate clustering (realistic market behavior)
- **0.95-0.99:** Strong clustering (crisis/event-driven markets)
### Hurst Exponent Analysis Group
**Calculation Method Options:**
- **Classic R/S:** Original Rescaled Range (fast, simple)
- **Adaptive R/S:** Dynamic windowing (recommended for trading)
- **DFA:** Detrended Fluctuation Analysis (best for noisy data)
**Trending Threshold (0.55-0.8, Default: 0.60)**
Hurst value defining persistent market behavior:
- **0.55-0.60:** Weak trend persistence
- **0.65-0.70:** Clear trending behavior
- **0.75-0.80:** Strong momentum regimes
**Mean Reversion Threshold (0.2-0.45, Default: 0.40)**
Hurst value defining anti-persistent behavior:
- **0.35-0.45:** Weak mean reversion
- **0.25-0.35:** Clear ranging behavior
- **0.15-0.25:** Strong reversion tendency
### Transfer Entropy Parameters Group
**Information Flow Analysis:**
- **Price-Volume:** Classic flow analysis for accumulation/distribution
- **Price-Volatility:** Risk flow analysis for sentiment shifts
- **Multi-Timeframe:** Cross-timeframe causality detection
**Maximum Lag (2-20, Default: 5)**
Causality detection window:
- **2-5 bars:** Immediate causality (scalping)
- **5-10 bars:** Short-term flow (day trading)
- **10-20 bars:** Structural flow (swing trading)
**Significance Threshold (0.05-0.3, Default: 0.15)**
Minimum entropy for signal generation:
- **0.05-0.10:** Detect subtle information flows
- **0.10-0.20:** Clear causality only
- **0.20-0.30:** Very strong flows only
---
## 🎨 ADVANCED VISUAL SYSTEM
### Tensor Volatility Field Visualization
**Five-Layer Resonance Bands:**
The tensor field creates dynamic support/resistance zones that expand and contract based on mathematical field strength:
- **Core Layer (Purple):** Primary tensor field with highest intensity
- **Layer 2 (Neutral):** Secondary mathematical resonance
- **Layer 3 (Info Blue):** Tertiary harmonic frequencies
- **Layer 4 (Warning Gold):** Outer field boundaries
- **Layer 5 (Success Green):** Maximum field extension
**Field Strength Calculation:**
```
Field Strength = min(3.0, Mahalanobis Distance × Tensor Intensity)
```
The field amplitude adjusts to ATR and mathematical distance, creating dynamic zones that respond to market volatility.
**Radiation Line Network:**
During active tensor states, the system projects directional radiation lines showing field energy distribution:
- **8 Directional Rays:** Complete angular coverage
- **Tapering Segments:** Progressive transparency for natural visual flow
- **Pulse Effects:** Enhanced visualization during volatility jumps
### Dimensional Portal System
**Portal Mathematics:**
Dimensional portals visualize regime transitions using category theory principles:
- **Green Portals (◉):** Trending regime detection (appear below price for support)
- **Red Portals (◎):** Mean-reverting regime (appear above price for resistance)
- **Yellow Portals (○):** Random walk regime (neutral positioning)
**Tensor Trail Effects:**
Each portal generates 8 trailing particles showing mathematical momentum:
- **Large Particles (●):** Strong mathematical signal
- **Medium Particles (◦):** Moderate signal strength
- **Small Particles (·):** Weak signal continuation
- **Micro Particles (˙):** Signal dissipation
### Information Flow Streams
**Particle Stream Visualization:**
Transfer entropy creates flowing particle streams indicating information direction:
- **Upward Streams:** Volume leading price (accumulation phases)
- **Downward Streams:** Price leading volume (distribution phases)
- **Stream Density:** Proportional to information flow strength
**15-Particle Evolution:**
Each stream contains 15 particles with progressive sizing and transparency, creating natural flow visualization that makes information transfer immediately apparent.
### Fractal Matrix Grid System
**Multi-Timeframe Fractal Levels:**
The system calculates and displays fractal highs/lows across five Fibonacci periods:
- **8-Period:** Short-term fractal structure
- **13-Period:** Intermediate-term patterns
- **21-Period:** Primary swing levels
- **34-Period:** Major structural levels
- **55-Period:** Long-term fractal boundaries
**Triple-Layer Visualization:**
Each fractal level uses three-layer rendering:
- **Shadow Layer:** Widest, darkest foundation (width 5)
- **Glow Layer:** Medium white core line (width 3)
- **Tensor Layer:** Dotted mathematical overlay (width 1)
**Intelligent Labeling System:**
Smart spacing prevents label overlap using ATR-based minimum distances. Labels include:
- **Fractal Period:** Time-based identification
- **Topological Class:** Mathematical complexity rating (0, I, II, III)
- **Price Level:** Exact fractal price
- **Mahalanobis Distance:** Current mathematical field strength
- **Hurst Exponent:** Current regime classification
- **Anomaly Indicators:** Visual strength representations (○ ◐ ● ⚡)
### Wick Pressure Analysis
**Rejection Level Mathematics:**
The system analyzes candle wick patterns to project future pressure zones:
- **Upper Wick Analysis:** Identifies selling pressure and resistance zones
- **Lower Wick Analysis:** Identifies buying pressure and support zones
- **Pressure Projection:** Extends lines forward based on mathematical probability
**Multi-Layer Glow Effects:**
Wick pressure lines use progressive transparency (1-8 layers) creating natural glow effects that make pressure zones immediately visible without cluttering the chart.
### Enhanced Regime Background
**Dynamic Intensity Mapping:**
Background colors reflect mathematical regime strength:
- **Deep Transparency (98% alpha):** Subtle regime indication
- **Pulse Intensity:** Based on regime strength calculation
- **Color Coding:** Green (trending), Red (mean-reverting), Neutral (random)
**Smoothing Integration:**
Regime changes incorporate 10-bar smoothing to prevent background flicker while maintaining responsiveness to genuine regime shifts.
### Color Scheme System
**Six Professional Themes:**
- **Dark (Default):** Professional trading environment optimization
- **Light:** High ambient light conditions
- **Classic:** Traditional technical analysis appearance
- **Neon:** High-contrast visibility for active trading
- **Neutral:** Minimal distraction focus
- **Bright:** Maximum visibility for complex setups
Each theme maintains mathematical accuracy while optimizing visual clarity for different trading environments and personal preferences.
---
## 📊 INSTITUTIONAL-GRADE DASHBOARD
### Tensor Field Status Section
**Field Strength Display:**
Real-time Mahalanobis distance calculation with dynamic emoji indicators:
- **⚡ (Lightning):** Extreme field strength (>1.5× threshold)
- **● (Solid Circle):** Strong field activity (>1.0× threshold)
- **○ (Open Circle):** Normal field state
**Signal Quality Rating:**
Democratic algorithm assessment:
- **ELITE:** All 3 components aligned (highest probability)
- **STRONG:** 2 components aligned (good probability)
- **GOOD:** 1 component active (moderate probability)
- **WEAK:** No clear component signals
**Threshold and Anomaly Monitoring:**
- **Threshold Display:** Current mathematical threshold setting
- **Anomaly Level (0-100%):** Combined volatility and volume spike measurement
- **>70%:** High anomaly (red warning)
- **30-70%:** Moderate anomaly (orange caution)
- **<30%:** Normal conditions (green confirmation)
### Tensor State Analysis Section
**Mathematical State Classification:**
- **↑ BULL (Tensor State +1):** Trending regime with bullish bias
- **↓ BEAR (Tensor State -1):** Mean-reverting regime with bearish bias
- **◈ SUPER (Tensor State 0):** Random walk regime (neutral)
**Visual State Gauge:**
Five-circle progression showing tensor field polarity:
- **🟢🟢🟢⚪⚪:** Strong bullish mathematical alignment
- **⚪⚪🟡⚪⚪:** Neutral/transitional state
- **⚪⚪🔴🔴🔴:** Strong bearish mathematical alignment
**Trend Direction and Phase Analysis:**
- **📈 BULL / 📉 BEAR / ➡️ NEUTRAL:** Primary trend classification
- **🌪️ CHAOS:** Extreme information flow (>2.0 flow strength)
- **⚡ ACTIVE:** Strong information flow (1.0-2.0 flow strength)
- **😴 CALM:** Low information flow (<1.0 flow strength)
### Trading Signals Section
**Real-Time Signal Status:**
- **🟢 ACTIVE / ⚪ INACTIVE:** Long signal availability
- **🔴 ACTIVE / ⚪ INACTIVE:** Short signal availability
- **Components (X/3):** Active algorithmic components
- **Mode Display:** Current signal generation mode
**Signal Strength Visualization:**
Color-coded component count:
- **Green:** 3/3 components (maximum confidence)
- **Aqua:** 2/3 components (good confidence)
- **Orange:** 1/3 components (moderate confidence)
- **Gray:** 0/3 components (no signals)
### Performance Metrics Section
**Win Rate Monitoring:**
Estimated win rates based on signal quality with emoji indicators:
- **🔥 (Fire):** ≥60% estimated win rate
- **👍 (Thumbs Up):** 45-59% estimated win rate
- **⚠️ (Warning):** <45% estimated win rate
**Mathematical Metrics:**
- **Hurst Exponent:** Real-time fractal dimension (0.000-1.000)
- **Information Flow:** Volume/price leading indicators
- **📊 VOL:** Volume leading price (accumulation/distribution)
- **💰 PRICE:** Price leading volume (momentum/speculation)
- **➖ NONE:** Balanced information flow
- **Volatility Classification:**
- **🔥 HIGH:** Above 1.5× jump threshold
- **📊 NORM:** Normal volatility range
- **😴 LOW:** Below 0.5× jump threshold
### Market Structure Section (Large Dashboard)
**Regime Classification:**
- **📈 TREND:** Hurst >0.6, momentum strategies optimal
- **🔄 REVERT:** Hurst <0.4, contrarian strategies optimal
- **🎲 RANDOM:** Hurst ≈0.5, breakout strategies preferred
**Mathematical Field Analysis:**
- **Dimensions:** Current volatility space complexity (2D-5D)
- **Hawkes λ (Lambda):** Self-exciting jump intensity (0.00-1.00)
- **Jump Status:** 🚨 JUMP (active) / ✅ NORM (normal)
### Settings Summary Section (Large Dashboard)
**Active Configuration Display:**
- **Sensitivity:** Current master sensitivity setting
- **Lookback:** Primary analysis window
- **Theme:** Active color scheme
- **Method:** Hurst calculation method (Classic R/S, Adaptive R/S, DFA)
**Dashboard Sizing Options:**
- **Small:** Essential metrics only (mobile/small screens)
- **Normal:** Balanced information density (standard desktop)
- **Large:** Maximum detail (multi-monitor setups)
**Position Options:**
- **Top Right:** Standard placement (avoids price action)
- **Top Left:** Wide chart optimization
- **Bottom Right:** Recent price focus (scalping)
- **Bottom Left:** Maximum price visibility (swing trading)
---
## 🎯 SIGNAL GENERATION LOGIC
### Multi-Component Convergence System
**Component Signal Architecture:**
The TMAE generates signals through sophisticated component analysis rather than simple threshold crossing:
**Volatility Component:**
- **Jump Detection:** Mahalanobis distance threshold breach
- **Hawkes Intensity:** Self-exciting process activation (>0.2)
- **Multi-dimensional:** Considers all volatility dimensions simultaneously
**Hurst Regime Component:**
- **Trending Markets:** Price above SMA-20 with positive momentum
- **Mean-Reverting Markets:** Price at Bollinger Band extremes
- **Random Markets:** Bollinger squeeze breakouts with directional confirmation
**Transfer Entropy Component:**
- **Volume Leadership:** Information flow from volume to price
- **Volume Spike:** Volume 110%+ above 20-period average
- **Flow Significance:** Above entropy threshold with directional bias
### Democratic Signal Weighting
**Signal Mode Implementation:**
- **Aggressive Mode:** Any single component triggers signal
- **Confluence Mode:** Minimum 2 components must agree
- **Conservative Mode:** All 3 components must align
**Momentum Confirmation:**
All signals require momentum confirmation:
- **Long Signals:** RSI >50 AND price >EMA-9
- **Short Signals:** RSI <50 AND price 0.6):**
- **Increase Sensitivity:** Catch momentum continuation
- **Lower Mean Reversion Threshold:** Avoid counter-trend signals
- **Emphasize Volume Leadership:** Institutional accumulation/distribution
- **Tensor Field Focus:** Use expansion for trend continuation
- **Signal Mode:** Aggressive or Confluence for trend following
**Range-Bound Markets (Hurst <0.4):**
- **Decrease Sensitivity:** Avoid false breakouts
- **Lower Trending Threshold:** Quick regime recognition
- **Focus on Price Leadership:** Retail sentiment extremes
- **Fractal Grid Emphasis:** Support/resistance trading
- **Signal Mode:** Conservative for high-probability reversals
**Volatile Markets (High Jump Frequency):**
- **Increase Hawkes Decay:** Recognize event clustering
- **Higher Jump Threshold:** Avoid noise signals
- **Maximum Dimensions:** Capture full volatility complexity
- **Reduce Position Sizing:** Risk management adaptation
- **Enhanced Visuals:** Maximum information for rapid decisions
**Low Volatility Markets (Low Jump Frequency):**
- **Decrease Jump Threshold:** Capture subtle movements
- **Lower Hawkes Decay:** Treat moves as independent
- **Reduce Dimensions:** Simplify analysis
- **Increase Position Sizing:** Capitalize on compressed volatility
- **Minimal Visuals:** Reduce distraction in quiet markets
---
## 🚀 ADVANCED TRADING STRATEGIES
### The Mathematical Convergence Method
**Entry Protocol:**
1. **Fractal Grid Approach:** Monitor price approaching significant fractal levels
2. **Tensor Field Confirmation:** Verify field expansion supporting direction
3. **Portal Signal:** Wait for dimensional portal appearance
4. **ELITE/STRONG Quality:** Only trade highest quality mathematical signals
5. **Component Consensus:** Confirm 2+ components agree in Confluence mode
**Example Implementation:**
- Price approaching 21-period fractal high
- Tensor field expanding upward (bullish mathematical alignment)
- Green portal appears below price (trending regime confirmation)
- ELITE quality signal with 3/3 components active
- Enter long position with stop below fractal level
**Risk Management:**
- **Stop Placement:** Below/above fractal level that generated signal
- **Position Sizing:** Based on Mahalanobis distance (higher distance = smaller size)
- **Profit Targets:** Next fractal level or tensor field resistance
### The Regime Transition Strategy
**Regime Change Detection:**
1. **Monitor Hurst Exponent:** Watch for persistent moves above/below thresholds
2. **Portal Color Change:** Regime transitions show different portal colors
3. **Background Intensity:** Increasing regime background intensity
4. **Mathematical Confirmation:** Wait for regime confirmation (hysteresis)
**Trading Implementation:**
- **Trending Transitions:** Trade momentum breakouts, follow trend
- **Mean Reversion Transitions:** Trade range boundaries, fade extremes
- **Random Transitions:** Trade breakouts with tight stops
**Advanced Techniques:**
- **Multi-Timeframe:** Confirm regime on higher timeframe
- **Early Entry:** Enter on regime transition rather than confirmation
- **Regime Strength:** Larger positions during strong regime signals
### The Information Flow Momentum Strategy
**Flow Detection Protocol:**
1. **Monitor Transfer Entropy:** Watch for significant information flow shifts
2. **Volume Leadership:** Strong edge when volume leads price
3. **Flow Acceleration:** Increasing flow strength indicates momentum
4. **Directional Confirmation:** Ensure flow aligns with intended trade direction
**Entry Signals:**
- **Volume → Price Flow:** Enter during accumulation/distribution phases
- **Price → Volume Flow:** Enter on momentum confirmation breaks
- **Flow Reversal:** Counter-trend entries when flow reverses
**Optimization:**
- **Scalping:** Use immediate flow detection (2-5 bar lag)
- **Swing Trading:** Use structural flow (10-20 bar lag)
- **Multi-Asset:** Compare flow between correlated assets
### The Tensor Field Expansion Strategy
**Field Mathematics:**
The tensor field expansion indicates mathematical pressure building in market structure:
**Expansion Phases:**
1. **Compression:** Field contracts, volatility decreases
2. **Tension Building:** Mathematical pressure accumulates
3. **Expansion:** Field expands rapidly with directional movement
4. **Resolution:** Field stabilizes at new equilibrium
**Trading Applications:**
- **Compression Trading:** Prepare for breakout during field contraction
- **Expansion Following:** Trade direction of field expansion
- **Reversion Trading:** Fade extreme field expansion
- **Multi-Dimensional:** Consider all field layers for confirmation
### The Hawkes Process Event Strategy
**Self-Exciting Jump Trading:**
Understanding that market shocks cluster and create follow-on opportunities:
**Jump Sequence Analysis:**
1. **Initial Jump:** First volatility jump detected
2. **Clustering Phase:** Hawkes intensity remains elevated
3. **Follow-On Opportunities:** Additional jumps more likely
4. **Decay Period:** Intensity gradually decreases
**Implementation:**
- **Jump Confirmation:** Wait for mathematical jump confirmation
- **Direction Assessment:** Use other components for direction
- **Clustering Trades:** Trade subsequent moves during high intensity
- **Decay Exit:** Exit positions as Hawkes intensity decays
### The Fractal Confluence System
**Multi-Timeframe Fractal Analysis:**
Combining fractal levels across different periods for high-probability zones:
**Confluence Zones:**
- **Double Confluence:** 2 fractal levels align
- **Triple Confluence:** 3+ fractal levels cluster
- **Mathematical Confirmation:** Tensor field supports the level
- **Information Flow:** Transfer entropy confirms direction
**Trading Protocol:**
1. **Identify Confluence:** Find 2+ fractal levels within 1 ATR
2. **Mathematical Support:** Verify tensor field alignment
3. **Signal Quality:** Wait for STRONG or ELITE signal
4. **Risk Definition:** Use fractal level for stop placement
5. **Profit Targeting:** Next major fractal confluence zone
---
## ⚠️ COMPREHENSIVE RISK MANAGEMENT
### Mathematical Position Sizing
**Mahalanobis Distance Integration:**
Position size should inversely correlate with mathematical field strength:
```
Position Size = Base Size × (Threshold / Mahalanobis Distance)
```
**Risk Scaling Matrix:**
- **Low Field Strength (<2.0):** Standard position sizing
- **Moderate Field Strength (2.0-3.0):** 75% position sizing
- **High Field Strength (3.0-4.0):** 50% position sizing
- **Extreme Field Strength (>4.0):** 25% position sizing or no trade
### Signal Quality Risk Adjustment
**Quality-Based Position Sizing:**
- **ELITE Signals:** 100% of planned position size
- **STRONG Signals:** 75% of planned position size
- **GOOD Signals:** 50% of planned position size
- **WEAK Signals:** No position or paper trading only
**Component Agreement Scaling:**
- **3/3 Components:** Full position size
- **2/3 Components:** 75% position size
- **1/3 Components:** 50% position size or skip trade
### Regime-Adaptive Risk Management
**Trending Market Risk:**
- **Wider Stops:** Allow for trend continuation
- **Trend Following:** Trade with regime direction
- **Higher Position Size:** Trend probability advantage
- **Momentum Stops:** Trail stops based on momentum indicators
**Mean-Reverting Market Risk:**
- **Tighter Stops:** Quick exits on trend continuation
- **Contrarian Positioning:** Trade against extremes
- **Smaller Position Size:** Higher reversal failure rate
- **Level-Based Stops:** Use fractal levels for stops
**Random Market Risk:**
- **Breakout Focus:** Trade only clear breakouts
- **Tight Initial Stops:** Quick exit if breakout fails
- **Reduced Frequency:** Skip marginal setups
- **Range-Based Targets:** Profit targets at range boundaries
### Volatility-Adaptive Risk Controls
**High Volatility Periods:**
- **Reduced Position Size:** Account for wider price swings
- **Wider Stops:** Avoid noise-based exits
- **Lower Frequency:** Skip marginal setups
- **Faster Exits:** Take profits more quickly
**Low Volatility Periods:**
- **Standard Position Size:** Normal risk parameters
- **Tighter Stops:** Take advantage of compressed ranges
- **Higher Frequency:** Trade more setups
- **Extended Targets:** Allow for compressed volatility expansion
### Multi-Timeframe Risk Alignment
**Higher Timeframe Trend:**
- **With Trend:** Standard or increased position size
- **Against Trend:** Reduced position size or skip
- **Neutral Trend:** Standard position size with tight management
**Risk Hierarchy:**
1. **Primary:** Current timeframe signal quality
2. **Secondary:** Higher timeframe trend alignment
3. **Tertiary:** Mathematical field strength
4. **Quaternary:** Market regime classification
---
## 📚 EDUCATIONAL VALUE AND MATHEMATICAL CONCEPTS
### Advanced Mathematical Concepts
**Tensor Analysis in Markets:**
The TMAE introduces traders to tensor analysis, a branch of mathematics typically reserved for physics and advanced engineering. Tensors provide a framework for understanding multi-dimensional market relationships that scalar and vector analysis cannot capture.
**Information Theory Applications:**
Transfer entropy implementation teaches traders about information flow in markets, a concept from information theory that quantifies directional causality between variables. This provides intuition about market microstructure and participant behavior.
**Fractal Geometry in Trading:**
The Hurst exponent calculation exposes traders to fractal geometry concepts, helping understand that markets exhibit self-similar patterns across multiple timeframes. This mathematical insight transforms how traders view market structure.
**Stochastic Process Theory:**
The Hawkes process implementation introduces concepts from stochastic process theory, specifically self-exciting point processes. This provides mathematical framework for understanding why market events cluster and exhibit memory effects.
### Learning Progressive Complexity
**Beginner Mathematical Concepts:**
- **Volatility Dimensions:** Understanding multi-dimensional analysis
- **Regime Classification:** Learning market personality types
- **Signal Democracy:** Algorithmic consensus building
- **Visual Mathematics:** Interpreting mathematical concepts visually
**Intermediate Mathematical Applications:**
- **Mahalanobis Distance:** Statistical distance in multi-dimensional space
- **Rescaled Range Analysis:** Fractal dimension measurement
- **Information Entropy:** Quantifying uncertainty and causality
- **Field Theory:** Understanding mathematical fields in market context
**Advanced Mathematical Integration:**
- **Tensor Field Dynamics:** Multi-dimensional market force analysis
- **Stochastic Self-Excitation:** Event clustering and memory effects
- **Categorical Composition:** Mathematical signal combination theory
- **Topological Market Analysis:** Understanding market shape and connectivity
### Practical Mathematical Intuition
**Developing Market Mathematics Intuition:**
The TMAE serves as a bridge between abstract mathematical concepts and practical trading applications. Traders develop intuitive understanding of:
- **How markets exhibit mathematical structure beneath apparent randomness**
- **Why multi-dimensional analysis reveals patterns invisible to single-variable approaches**
- **How information flows through markets in measurable, predictable ways**
- **Why mathematical models provide probabilistic edges rather than certainties**
---
## 🔬 IMPLEMENTATION AND OPTIMIZATION
### Getting Started Protocol
**Phase 1: Observation (Week 1)**
1. **Apply with defaults:** Use standard settings on your primary trading timeframe
2. **Study visual elements:** Learn to interpret tensor fields, portals, and streams
3. **Monitor dashboard:** Observe how metrics change with market conditions
4. **No trading:** Focus entirely on pattern recognition and understanding
**Phase 2: Pattern Recognition (Week 2-3)**
1. **Identify signal patterns:** Note what market conditions produce different signal qualities
2. **Regime correlation:** Observe how Hurst regimes affect signal performance
3. **Visual confirmation:** Learn to read tensor field expansion and portal signals
4. **Component analysis:** Understand which components drive signals in different markets
**Phase 3: Parameter Optimization (Week 4-5)**
1. **Asset-specific tuning:** Adjust parameters for your specific trading instrument
2. **Timeframe optimization:** Fine-tune for your preferred trading timeframe
3. **Sensitivity adjustment:** Balance signal frequency with quality
4. **Visual customization:** Optimize colors and intensity for your trading environment
**Phase 4: Live Implementation (Week 6+)**
1. **Paper trading:** Test signals with hypothetical trades
2. **Small position sizing:** Begin with minimal risk during learning phase
3. **Performance tracking:** Monitor actual vs. expected signal performance
4. **Continuous optimization:** Refine settings based on real performance data
### Performance Monitoring System
**Signal Quality Tracking:**
- **ELITE Signal Win Rate:** Track highest quality signals separately
- **Component Performance:** Monitor which components provide best signals
- **Regime Performance:** Analyze performance across different market regimes
- **Timeframe Analysis:** Compare performance across different session times
**Mathematical Metric Correlation:**
- **Field Strength vs. Performance:** Higher field strength should correlate with better performance
- **Component Agreement vs. Win Rate:** More component agreement should improve win rates
- **Regime Alignment vs. Success:** Trading with mathematical regime should outperform
### Continuous Optimization Process
**Monthly Review Protocol:**
1. **Performance Analysis:** Review win rates, profit factors, and maximum drawdown
2. **Parameter Assessment:** Evaluate if current settings remain optimal
3. **Market Adaptation:** Adjust for changes in market character or volatility
4. **Component Weighting:** Consider if certain components should receive more/less emphasis
**Quarterly Deep Analysis:**
1. **Mathematical Model Validation:** Verify that mathematical relationships remain valid
2. **Regime Distribution:** Analyze time spent in different market regimes
3. **Signal Evolution:** Track how signal characteristics change over time
4. **Correlation Analysis:** Monitor correlations between different mathematical components
---
## 🌟 UNIQUE INNOVATIONS AND CONTRIBUTIONS
### Revolutionary Mathematical Integration
**First-Ever Implementations:**
1. **Multi-Dimensional Volatility Tensor:** First indicator to implement true tensor analysis for market volatility
2. **Real-Time Hawkes Process:** First trading implementation of self-exciting point processes
3. **Transfer Entropy Trading Signals:** First practical application of information theory for trade generation
4. **Democratic Component Voting:** First algorithmic consensus system for signal generation
5. **Fractal-Projected Signal Quality:** First system to predict signal quality at future price levels
### Advanced Visualization Innovations
**Mathematical Visualization Breakthroughs:**
- **Tensor Field Radiation:** Visual representation of mathematical field energy
- **Dimensional Portal System:** Category theory visualization for regime transitions
- **Information Flow Streams:** Real-time visual display of market information transfer
- **Multi-Layer Fractal Grid:** Intelligent spacing and projection system
- **Regime Intensity Mapping:** Dynamic background showing mathematical regime strength
### Practical Trading Innovations
**Trading System Advances:**
- **Quality-Weighted Signal Generation:** Signals rated by mathematical confidence
- **Regime-Adaptive Strategy Selection:** Automatic strategy optimization based on market personality
- **Anti-Spam Signal Protection:** Mathematical prevention of signal clustering
- **Component Performance Tracking:** Real-time monitoring of algorithmic component success
- **Field-Strength Position Sizing:** Mathematical volatility integration for risk management
---
## ⚖️ RESPONSIBLE USAGE AND LIMITATIONS
### Mathematical Model Limitations
**Understanding Model Boundaries:**
While the TMAE implements sophisticated mathematical concepts, traders must understand fundamental limitations:
- **Markets Are Not Purely Mathematical:** Human psychology, news events, and fundamental factors create unpredictable elements
- **Past Performance Limitations:** Mathematical relationships that worked historically may not persist indefinitely
- **Model Risk:** Complex models can fail during unprecedented market conditions
- **Overfitting Potential:** Highly optimized parameters may not generalize to future market conditions
### Proper Implementation Guidelines
**Risk Management Requirements:**
- **Never Risk More Than 2% Per Trade:** Regardless of signal quality
- **Diversification Mandatory:** Don't rely solely on mathematical signals
- **Position Sizing Discipline:** Use mathematical field strength for sizing, not confidence
- **Stop Loss Non-Negotiable:** Every trade must have predefined risk parameters
**Realistic Expectations:**
- **Mathematical Edge, Not Certainty:** The indicator provides probabilistic advantages, not guaranteed outcomes
- **Learning Curve Required:** Complex mathematical concepts require time to master
- **Market Adaptation Necessary:** Parameters must evolve with changing market conditions
- **Continuous Education Important:** Understanding underlying mathematics improves application
### Ethical Trading Considerations
**Market Impact Awareness:**
- **Information Asymmetry:** Advanced mathematical analysis may provide advantages over other market participants
- **Position Size Responsibility:** Large positions based on mathematical signals can impact market structure
- **Sharing Knowledge:** Consider educational contributions to trading community
- **Fair Market Participation:** Use mathematical advantages responsibly within market framework
### Professional Development Path
**Skill Development Sequence:**
1. **Basic Mathematical Literacy:** Understand fundamental concepts before advanced application
2. **Risk Management Mastery:** Develop disciplined risk control before relying on complex signals
3. **Market Psychology Understanding:** Combine mathematical analysis with behavioral market insights
4. **Continuous Learning:** Stay updated on mathematical finance developments and market evolution
---
## 🔮 CONCLUSION
The Tensor Market Analysis Engine represents a quantum leap forward in technical analysis, successfully bridging the gap between advanced pure mathematics and practical trading applications. By integrating multi-dimensional volatility analysis, fractal market theory, and information flow dynamics, the TMAE reveals market structure invisible to conventional analysis while maintaining visual clarity and practical usability.
### Mathematical Innovation Legacy
This indicator establishes new paradigms in technical analysis:
- **Tensor analysis for market volatility understanding**
- **Stochastic self-excitation for event clustering prediction**
- **Information theory for causality-based trade generation**
- **Democratic algorithmic consensus for signal quality enhancement**
- **Mathematical field visualization for intuitive market understanding**
### Practical Trading Revolution
Beyond mathematical innovation, the TMAE transforms practical trading:
- **Quality-rated signals replace binary buy/sell decisions**
- **Regime-adaptive strategies automatically optimize for market personality**
- **Multi-dimensional risk management integrates mathematical volatility measures**
- **Visual mathematical concepts make complex analysis immediately interpretable**
- **Educational value creates lasting improvement in trading understanding**
### Future-Proof Design
The mathematical foundations ensure lasting relevance:
- **Universal mathematical principles transcend market evolution**
- **Multi-dimensional analysis adapts to new market structures**
- **Regime detection automatically adjusts to changing market personalities**
- **Component democracy allows for future algorithmic additions**
- **Mathematical visualization scales with increasing market complexity**
### Commitment to Excellence
The TMAE represents more than an indicator—it embodies a philosophy of bringing rigorous mathematical analysis to trading while maintaining practical utility and visual elegance. Every component, from the multi-dimensional tensor fields to the democratic signal generation, reflects a commitment to mathematical accuracy, trading practicality, and educational value.
### Trading with Mathematical Precision
In an era where markets grow increasingly complex and computational, the TMAE provides traders with mathematical tools previously available only to institutional quantitative research teams. Yet unlike academic mathematical models, the TMAE translates complex concepts into intuitive visual representations and practical trading signals.
By combining the mathematical rigor of tensor analysis, the statistical power of multi-dimensional volatility modeling, and the information-theoretic insights of transfer entropy, traders gain unprecedented insight into market structure and dynamics.
### Final Perspective
Markets, like nature, exhibit profound mathematical beauty beneath apparent chaos. The Tensor Market Analysis Engine serves as a mathematical lens that reveals this hidden order, transforming how traders perceive and interact with market structure.
Through mathematical precision, visual elegance, and practical utility, the TMAE empowers traders to see beyond the noise and trade with the confidence that comes from understanding the mathematical principles governing market behavior.
Trade with mathematical insight. Trade with the power of tensors. Trade with the TMAE.
*"In mathematics, you don't understand things. You just get used to them." - John von Neumann*
*With the TMAE, mathematical market understanding becomes not just possible, but intuitive.*
— Dskyz, Trade with insight. Trade with anticipation.
Universal Sentiment Oscillator with Trade RecommendationsUniversal Sentiment Oscillator & Strategy Guide
Summary
This all-in-one indicator is designed to be a comprehensive co-pilot for your trading journey. It moves beyond simple buy/sell signals by analyzing the underlying market sentiment and providing a dynamic, risk-assessed guide of potential trading strategies. Whether you're a novice learning the ropes or an expert seeking confirmation, this tool provides a structured framework for making smarter, more informed decisions in stocks, options, and futures.
How It Works
The core of the indicator is the Sentiment Oscillator, which calculates a score from -5 (Extremely Bearish) to +5 (Extremely Bullish) on every bar. This isn't just a single measurement; it's a weighted aggregate of several key technical conditions:
Trend Analysis: Price position relative to the 20, 50, and 200 EMAs.
Momentum Analysis: The current RSI value.
Hybrid Analysis: The state of the MACD and its signal line.
These factors are intelligently combined and normalized to produce a single, intuitive sentiment score, giving you an at-a-glance understanding of the market's pulse.
Core Features
Dynamic Trade Recommendation Table:
The informational heart of the indicator. This on-chart table provides a list of potential trades perfectly aligned with the current sentiment score.
Risk-Ranked Strategies:
All suggested trades are logically ordered by risk, helping you quickly identify strategies that match your comfort level.
Adjusted Trade Suggestions:
The indicator analyzes sentiment momentum (the score vs. its signal line) to provide proactive, forward-looking trade ideas based on where the market might be heading next.
Customizable Trading Styles:
Tell the indicator if you are a Conservative, Neutral, or Aggressive trader, and the "Adjusted Trade Suggestion" will automatically tailor its recommendations to your personal risk preference.
Context-Aware Futures Mode:
When viewing a futures contract, enable this mode to switch all recommendations from stock/options to futures-specific actions (e.g., "Cautious Long," "Monitor Range").
Predictive Sentiment Cone:
Visualize the potential short-term path of sentiment based on current momentum, helping you anticipate future conditions.
Fully Customizable:
Every parameter—from EMA lengths to trade filters—can be adjusted, allowing you to fine-tune the indicator to your exact specifications.
How to Use This Indicator
This tool is flexible and can be integrated into many trading systems. Here is a powerful, professional approach:
Top-Down Analysis (for Swing or Position Trading):
Establish the Trend: Start on the higher timeframes (Monthly, Weekly, Daily). Use the oscillator's color and score to define the dominant, long-term market sentiment. You only want to look for trades that align with this macro trend.
Refine the Entry: Drop down to the medium timeframes (4-Hour, 1-Hour). Wait for the sentiment on these charts to come into alignment with the higher-timeframe trend. This pullback or consolidation is your "zone of interest."
Pinpoint the Execution: Move to a lower timeframe (e.g., 15-Minute). Use the Adjusted Trade Suggestion and Sentiment Momentum to find a precise entry as momentum begins to shift back in the direction of the primary trend. You can set alerts on the oscillator's zero-line for early warnings of a sentiment shift.
As a Confirmation Tool: If you have an existing trade idea, use the indicator to validate it. Does the sentiment score align with your bullish or bearish thesis? Does the momentum confirm that now is a good time to enter?
As an Idea Generation Tool: Unsure what to trade? Browse different assets and let the indicator's "Primary Trades" and "Adjusted Trade Suggestion" present you with a list of risk-assessed ideas that you can then investigate further.
Disclaimer: This is an analysis tool and should not be considered financial advice. All forms of trading involve substantial risk. You should not trade with money you cannot afford to lose. Always perform your own due diligence and use this indicator as one component of a complete trading plan.
PulseWave + DivergenceOverview
PulseWave + Divergence is a momentum oscillator designed to optimize the classic RSI. Unlike traditional RSI, which can produce delayed or noisy signals, PulseWave offers a smoother and faster oscillator line that better responds to changes in market dynamics. By using a formula based on the difference between RSI and its moving average, the indicator generates fewer false signals, making it a suitable tool for day traders and swing traders in stock, forex, and cryptocurrency markets.
How It Works
Generating the Oscillator Line
The PulseWave oscillator line is calculated as follows:
RSI is calculated based on the selected data source (default: close price) and RSI length (default: 20 periods).
RSI is smoothed using a simple moving average (MA) with a selected length (default: 20 periods).
The oscillator value is the difference between the current RSI and its moving average: oscillator = RSI - MA(RSI).
This approach ensures high responsiveness to short-term momentum changes while reducing market noise. Unlike other oscillators, such as standard RSI or MACD, which rely on direct price values or more complex formulas, PulseWave focuses on the dynamics of the difference between RSI and its moving average. This allows it to better capture short-term trend changes while minimizing the impact of random price fluctuations. The oscillator line fluctuates around zero, making it easy to identify bullish trends (positive values) and bearish trends (negative values).
Divergences
The indicator optionally detects bullish and bearish divergences by comparing price extremes (swing highs/lows) with oscillator extremes within a defined pivot window (default: 5 candles left and right). Divergences are marked with "Bull" (bullish) and "Bear" (bearish) labels on the oscillator chart.
Signals
Depending on the selected signal type, PulseWave generates buy and sell signals based on:
Crosses of the overbought and oversold levels.
Crosses of the oscillator’s zero line.
A combination of both (option "Both").
Signals are displayed as triangles above or below the oscillator, making them easy to identify.
Input Parameters
RSI Length: Length of the RSI used in calculations (default: 20).
RSI MA Length: Length of the RSI moving average (default: 20).
Overbought/Oversold Level: Oscillator overbought and oversold levels (default: 12.0 and -12.0).
Pivot Length: Number of candles used to detect extremes for divergences (default: 5).
Signal Type: Type of signals to display ("Overbought/Oversold", "Zero Line", "Both", or "None").
Colors and Gradients: Full customization of line, gradient, and label colors.
How to Use
Adjust Parameters:
Increase RSI Length (e.g., to 30) for high-volatility markets to reduce noise.
Decrease Pivot Length (e.g., to 3) for faster divergence detection on short timeframes.
Interpret Signals:
Buy Signal: The oscillator crosses above the oversold level or zero line, especially with a bullish divergence.
Sell Signal: The oscillator crosses below the overbought level or zero line, especially with a bearish divergence.
Combine with Other Tools:
Use PulseWave alongside moving averages or support/resistance levels to confirm signals.
Monitor Divergences:
"Bull" and "Bear" labels indicate potential trend reversals. Set up alerts to receive notifications for divergences.
Devils MarkThe Devil’s Mark Indicator identifies bullish or bearish candlesticks with no opposing wick, plotting a horizontal line at the open/low (bullish) or open/high (bearish) price to mark the inefficiency.
This line highlights the level where price is expected to retrace to form the missing wick, serving as a visual cue.
The line is automatically removed from the chart once price crosses it, confirming the inefficiency has been rebalanced.
Auto Fib Retracement📌 Title: Auto Fib Retracement Tool — Bold A–B Line
📝 Description:
This Auto Fib Retracement Tool automatically identifies major swing points (pivot A to pivot B) and draws Fibonacci retracement levels based on them.
🔹 Key Features:
Bold A–B Line: The core swing leg is highlighted with a bold line for clear visual reference.
Customizable Levels: Toggle individual Fib levels on or off, with full control over colors and transparency.
Label Options: Choose to show level values, percentages, or both, and position labels on either side.
Extend Controls: Decide whether to extend Fib lines left, right, both, or keep them bounded.
Smart Alerts: Receive alerts when price crosses selected Fib levels.
Clean Layout: All elements are carefully styled for minimal clutter and maximum clarity.
This tool is ideal for traders who rely on retracements for entries, targets, or market structure — with an emphasis on visibility and control.
RSI OS/OB Background StripesA simple indicator to provide the user with background stripes on the candle chart showing RSI Oversold and Overbought Levels.
Contrarian with 5 Levels5 Levels application was inspired and adapted from Predictive Ranges indicator developed by Lux Algo. So much credit to their work.
Indicator Description: Contrarian with 5 Levels
Overview
The "Contrarian with 5 Levels" indicator is a powerful tool designed for traders seeking to identify potential reversal points in the market by combining contrarian trading principles with dynamic support and resistance levels. This indicator overlays a Simple Moving Average (SMA) shadow and five adaptive price levels, integrating Institutional Concepts of Structure (ICT) such as Break of Structure (BOS) and Market Structure Shift (MSS) to provide clear buy and sell signals. It is ideal for traders looking to capitalize on overextended price movements, particularly on the daily timeframe, though it is adaptable to other timeframes with proper testing.
How It Works
The indicator operates on two core components:
Contrarian SMA Shadow: A shaded region between the SMA of highs and lows (default length: 100) acts as a dynamic zone to identify overbought or oversold conditions. When the price moves significantly outside this shadow, it signals potential exhaustion, aligning with contrarian trading principles.
Five Adaptive Levels: Using a modified ATR-based calculation, the indicator plots five key levels (two resistance, one average, and two support) that adjust dynamically to market volatility. These levels serve as critical zones for potential reversals.
ICT Structure Analysis: The indicator incorporates BOS and MSS logic to detect shifts in market structure, plotting bullish and bearish breaks with customizable colors for clarity.
Buy and sell signals are generated when the price crosses key levels while outside the SMA shadow, indicating potential reversal opportunities. The signals are visualized as small circles above (sell) or below (buy) the price bars, making them easy to interpret.
Mathematical Concepts
SMA Shadow: The indicator calculates the SMA of the highest highs and lowest lows over a user-defined period (default: 100). This creates a dynamic range that highlights extreme price movements, which contrarian traders often target for reversals.
Five Levels Calculation: The five levels are derived using a volatility-adjusted formula based on the Average True Range (ATR). The average level (central pivot) is calculated as a smoothed price, with two upper (resistance) and two lower (support) levels offset by a multiple of the ATR (default multiplier: 6.0). This adaptive approach ensures the levels remain relevant across varying market conditions.
ICT BOS/MSS Logic: The indicator identifies pivot highs and lows on a user-defined timeframe (default: daily) to detect structural breaks. A BOS occurs when the price breaks a prior pivot high (bullish) or low (bearish), while an MSS signals a shift in market direction, providing context for potential reversals.
Entry and Exit Rules
Buy Signal (Blue Dot Below Bar): Triggered when the closing price is below both the SMA shadow (smaLow) and the average level (avg), and the price crosses under either the first or second support level (prS1 or prS2). This suggests the market may be oversold, indicating a potential reversal upward.
Sell Signal (White Dot Above Bar): Triggered when the closing price is above both the SMA shadow (smaHigh) and the average level (avg), and the price crosses over either the first or second resistance level (prR1 or prR2). This suggests the market may be overbought, indicating a potential reversal downward.
Recommended Usage
This indicator is optimized for the daily timeframe, where it has been designed to capture significant reversal opportunities in trending or ranging markets. However, it can be adapted to other timeframes (e.g., 1H, 4H, 15M) with proper testing of settings such as SMA length, ATR multiplier, and structure timeframe. Users are encouraged to backtest and optimize parameters to suit their trading style and asset class.
Customization Options
SMA Length: Adjust the SMA period (default: 100) to control the sensitivity of the shadow.
Five Levels Length and Multiplier: Modify the length (default: 200) and ATR multiplier (default: 6.0) to fine-tune the support/resistance levels.
Timeframe Settings: Set separate timeframes for structure analysis and five levels to align with your trading strategy.
Color and Signal Display: Customize colors for BOS/MSS lines and toggle buy/sell signals on or off for a cleaner chart.
Why Use This Indicator?
The "Contrarian with 5 Levels" indicator combines the power of contrarian trading with dynamic levels and market structure analysis, offering a unique perspective for identifying high-probability reversal setups. Its intuitive design, customizable settings, and clear signal visualization make it suitable for both novice and experienced traders. Whether you're trading forex, stocks, or cryptocurrencies, this indicator provides a robust framework for spotting potential turning points in the market.
We hope you find the "Contrarian with 5 Levels" indicator a valuable addition to your trading toolkit! Happy trading!
Please leave feedback in the comments section.
Niveaux Dealers + Previous M W D📊 TradingView Script – Dealers Levels & Previous D/W/M
First SR
🔹 General Purpose:
This advanced script provides a clear view of key market levels used by professional traders for scalping, day trading, and technical analysis. It combines manual levels (Dealer) set by the user with automated levels based on the previous day, week, and month’s highs and lows.
⸻
🧩 1. Dealers Levels Module (Manual)
✅ Features:
• Displays 28 customizable levels, grouped into 4 categories:
• Maxima: Buyer Control, Max Day, Max Event, Max Extreme
• Minima: Seller Control, Min Day, Min Event, Min Extreme
• Call Resistance: 10 user-defined levels
• Pull Support: 10 user-defined levels
🎨 Customization:
• Each level’s value is manually entered
• Line color, style, and thickness can be customized
• Display includes transparent labels with a clean design
🔧 Options:
• Line extension configurable:
• To the left: from 1 to 499 bars
• To the right: from 1 to 100 bars
• Label display can be toggled on/off
⸻
🧩 2. Previous Daily / Weekly / Monthly Levels Module (Automatic)
✅ Features:
• Automatically detects and plots:
• Previous Daily High / Low
• Previous Weekly High / Low
• Previous Monthly High / Low
🎯 Technical Details:
• Accurate calculation based on closed periods
• Dynamically extended lines (past and future projection)
• Labels aligned with the right-hand extension of each line
🎨 Customization:
• Each level has configurable color, line style, and thickness
• Labels use rectangle style with transparent background
⸻
⚙ Global Script Settings:
• Toggle display of labels (✔/❌)
• Configurable left extension (1–499) and right extension (1–100)
• Settings panel organized into groups for clarity and ease of use
⸻
💡 Usefulness:
This script provides traders with a precise map of price reaction zones, combining fixed institutional zones (Dealer levels) with dynamic historical levels (D/W/M). It’s ideal for intraday strategies on indices (e.g., Nasdaq), crypto, or forex markets.
Liquidity Sweeps [SB1]### 🧠 **Liquidity Sweeps \ – Enhanced by SamB817**
> ⚠️ **Original Credit:** This script is built on the excellent foundation by **LuxAlgo**, licensed under (creativecommons.org). All core functionality and visual logic originates from LuxAlgo’s open-source framework. This version adds enhanced functionality tailored for precision intraday and swing entries using sweep behavior.
🔹 Overview
The Liquidity Sweeps indicator is designed to help traders spot bullish and bearish liquidity grabs, a key concept in smart money trading. It automatically detects swing highs and lows, identifies stop hunts, and highlights areas where institutional traders might be sweeping liquidity before price reverses.
🔹 How It Works
Detects liquidity sweeps by tracking swing points based on a user-defined lookback period.
Differentiates between:
✅ Wick-based liquidity grabs (stop hunts).
✅ Breakouts & retests (confirming liquidity sweeps).
✅ Both combined for deeper analysis.
Draws liquidity zones with extendable boxes to visualize areas where liquidity was taken.
Provides alerts when a liquidity sweep occurs. ---
---
### 📈 **WHAT THIS INDICATOR DOES**
This tool identifies **liquidity sweeps**—key moments where price **wicks above/below swing highs/lows**, often triggering stop losses or absorbing institutional orders. These zones frequently precede powerful reversals or continuations.
It draws:
* 🔹 **Dotted lines** at the top or bottom of the candle wicks when a sweep is confirmed.
* 🔹 **Shaded sweep zones** (boxes) which extend until price decisively trades through them.
* 🔹 **Breakout confirmation lines** when price reclaims or mitigates a swept level.
---
### 🔧 **FEATURES & ENHANCEMENTS BY SAM**
* ✅ **Dotted Lines Extension**: Liquidity sweep dotted lines now **automatically extend** until they’re traded through, allowing for reliable reference levels even dozens of bars later.
* ✅ **Thickness Upgrade**: Dotted lines now appear **thicker** for better visibility during fast market conditions.
* ✅ **Visual Cleanup**: Auto-deletion of outdated sweeps (older than 2000 bars or already mitigated).
* ✅ **Optimized Wicks-Only Mode**: Improved behavior when in *Only Wicks* mode, ideal for tracking stop hunts without false triggers.
---
### 🚨 **ALERTS INCLUDED**
1. 🔔 **New Bullish Sweep (Wick)**
2. 🔔 **New Bearish Sweep (Wick)**
These alerts let you react **in real-time** when liquidity has been swept and price is beginning to show directional intent.
---
### 📚 **HOW TO USE IT EFFECTIVELY**
1. **Timeframes**:
* Use on **2H / 4H** for swing setups.
* Use on **1min–15min** for scalping or day trading around NY/LO open.
2. **Entry Logic**:
* Wait for the **dotted line to form after a sweep**.
* **Do not enter immediately.** Wait for: Close of candle!!!!
* A clean **break of the sweep line**, OR
* A **retest of the line within 3–45 bars**, followed by rejection.
3. **Best When Combined With**:
* Fair Value Gaps (FVGs)
* Market Structure Shift (MSS)
* Order Flow Clusters
* Anchored VWAP and Volume Profile
---
### 💡 **TIPS & STRATEGIC INSIGHTS**
* **Sweeps on higher timeframes** (like 2H/4H) are more powerful and often mark **institutional reversals**.
* **Double lines** (dotted lines on both wick ends) = high-volatility trap. Wait for a clean break before entry.
* Use the **sweep box + dotted line** as a **zone**, not a pinpoint level.
* Be patient. Sweeps are **traps first**, **opportunities second**.
---
### 🔓 Attribution
Script forked and expanded from the open-source **LuxAlgo Liquidity Sweeps**. Original License: (creativecommons.org).
Enhancements by **SamB817**.
--- 🧠 1. It Tracks Sweep Behavior — Not Just Breakouts
Purpose: It identifies where liquidity has been taken — stops hit — not where price is "breaking out" in the traditional sense.
The dotted lines show wick-based stop hunts (liquidity raids).
The boxes show sweep zones, including body-to-wick range when applicable.
🟢 Use case: Smart money is taking stops here → expect reaction, not chase the move.
🕓 2. Timeframe Matters — Sweeps on Higher TF = More Impact
15m & 1h: Intraday trap sweeps, good for scalps or fast directional shifts.
2h/4h: Institutional-level sweeps. Often lead to major intraday reversals or the start of a new leg.
Daily/Weekly: Macro-level stops taken → these are often trend changers.
🔑 Rule of thumb: The higher the timeframe the sweep occurs on, the more meaningful the response tends to be.
🎯 3. Entry Logic: Always Wait for Price to Show Direction
After a sweep appears:
Wait for price to break above/below the dotted line or box, depending on the direction.
Don’t enter blindly on the sweep — it's a trap until proven otherwise.
✅ Best entries often occur on retests of the sweep line or area, especially 3–45 bars later (as you’ve already implemented).
🧲 4. Sweeps Often Magnetize Price
Liquidity sweeps act like magnets — if a sweep hasn't been hit yet, price may drift toward it to "collect" those orders.
Use this to anticipate potential targets and reversal zones.
🧪 5. Sweeps Work Best With These Confirmations:
🔹 FVG (Fair Value Gaps) in the same direction immediately after a sweep.
🔹 Market Structure Shift (MSS) right after a sweep = high-probability reversal.
🔹 Order Flow Confirmation: Strong buy/sell imbalances, absorption at sweep level.
🔹 Liquidity voids: If price sweeps and then enters an inefficient zone — fast move likely.
📊 6. Combines Best With These Tools:
Tool Why It Works Well With Sweeps
1.🎯🎯🧠 🧠 Order Flow (AlgoAlpha)Confirm absorption or intent at sweep zone🎯🎯🧠🧠 2.✅ Volume Profile - See if the sweep occurred at a low-volume node (ideal)
3.✅ VWAP or Anchored VWAP - Catch reclaims or rejections off institutional zones
4.✅ Session Highs/Lows Sweeps of session extremes are often the trap setups
🧩 7. Psychology Behind the Sweeps
Sweeps represent stop runs, trap moves, or liquidity grabs by larger players.
The goal is to trigger weak hands before moving in the true direction.
Train yourself to:
Expect the opposite of the sweep direction once structure confirms.
Think like the liquidity provider, not the victim.
Heikin RiderHeikin Rider
Smoothed Heikin Ashi Breakout Signals with Flow Confirmation
by Ben Deharde, 2025
Overview:
Heikin Rider is a trend-following indicator that detects clean breakout signals using a custom smoothed Heikin Ashi wave (the H-Wave) with optional confirmation from a flow-based filter. It's designed for traders who want precise, momentum-aligned entries.
What It Does:
Plots dynamic high/low bands from smoothed Heikin Ashi candles.
Triggers Buy/Sell signals on full candle breakouts above/below the wave.
Colors bars based on price position and momentum relative to a custom flow line.
Optionally filters signals based on flow direction.
How the H-Wave Works:
The H-Wave is a two-stage smoothed Heikin Ashi construction:
Pre-smoothing: Price is smoothed using a short-length MA (SMA, EMA, or HMA).
HA Calculation: Heikin Ashi values are calculated from the smoothed data.
Post-smoothing: A second, longer MA is applied to the HA values.
Wave Envelope: The high and low wicks of the final smoothed HA candles form the H-Wave envelope.
Signals are generated when price fully breaks this envelope, with optional confirmation from the flow color.
Inputs:
Trend timeframe
Pre/Post smoothing type and length
Flow MA type and length
Toggle for bar coloring and signal filtering
Notes:
Built with original logic, using the open-source TAExt library (credited).
No repainting — all signals are confirmed at close.
For use on standard candles only (not HA or Renko).
Alerts:
Long Signal (Buy)
Short Signal (Sell)
SW HLHH-LL noktalarını pivot değerlerini işaretler
This script calculates and displays pivot points based on the classic formula, helping traders identify key support and resistance levels. It includes the central pivot point (P), as well as three levels of support (S1, S2, S3) and resistance (R1, R2, R3).
Ideal for intraday, swing, and long-term trading strategies.
You can customize the timeframe (daily/weekly/monthly) to fit your trading style.
Features:
Classic Pivot Point calculation
Clear visualization of S/R levels
Adjustable timeframe inputs
Useful for identifying trend reversals and breakout zones
ALMA Trend-boxALMA Trend-box — an innovative indicator for detecting trend and consolidation based on the ALMA moving average
This indicator combines the Adaptive Laguerre Moving Average (ALMA) with unique visual representations of trend and consolidation zones, providing traders with clearer and deeper insight into current market conditions.
Originality and Usefulness
Unlike classic indicators based on simple moving averages, ALMA uses a Gaussian weighting function and an offset parameter to reduce lag, resulting in smoother and more accurate trend signals. This indicator not only plots the ALMA but also analyzes the slope angle of the ALMA line, combining it with the price’s position relative to the moving average to identify three key market states:
Uptrend (bullish): when the ALMA slope angle is above a defined threshold and the price is above ALMA,
Downtrend (bearish): when the slope angle is below a negative threshold and the price is below ALMA,
Consolidation or sideways trend: when neither of the above conditions is met.
A special contribution is the automatic identification of consolidation zones (periods of weak trend or transition between bullish and bearish phases), visually represented by blue-colored candlesticks on the chart. This feature can help traders better recognize moments when the market is indecisive and adjust their strategies accordingly.
How the Indicator Works
ALMA is calculated using user-defined parameters — length, offset, and sigma — which can be adjusted for different timeframes and instruments.
The slope angle of the ALMA line is calculated based on the difference between the current and previous ALMA values, converted into degrees.
Based on the slope angle and the relative price position to ALMA, the indicator determines the trend type and changes the candle colors accordingly:
Green for bullish (uptrend),
Red for bearish (downtrend),
Blue for sideways trend (consolidation).
When the slope angle falls within a certain range and the price behavior contradicts the trend, the indicator detects consolidation and displays it graphically through semi-transparent boxes and background color.
How to Use This Indicator
Use candle colors for quick identification of the current trend and potential trend reversals.
Pay attention to consolidation zones marked by boxes (blue candles), as these are potential signals for trend breaks or preparation for stronger price moves.
ALMA parameters can be adjusted depending on the timeframe and market volatility, providing flexibility in analysis.
The indicator is useful for both short-term scalping strategies and longer-term trend monitoring and position management.
Why This Indicator is Useful
Many existing trend indicators do not consider the slope angle of the moving average as a quantitative measure of trend strength, nor do they automatically detect consolidations as separate zones. ALMA Trend-box fills this gap by combining sophisticated mathematical processing with simple and intuitive visual representation. This way, users get a tool that helps make decisions based on more objective criteria of trend and consolidation rather than just price location relative to averages.
Support & Resistance with BreakoutAbsolutely! Below is a TradingView Pine Script v5 indicator that:
✅ Automatically identifies Support and Resistance zones using swing highs/lows
✅ Detects breakouts above resistance (BUY) and below support (SELL)
✅ Gives visual signals (arrows + labels) on breakout candles
✅ Works on any timeframe (5m, 15m, 1H, 4H, etc.)
Percent Change IndicatorPercent Change Indicator Description
Overview:
The Percent Change Indicator is a Pine Script (version 6) indicator designed for TradingView to calculate and visualize the percentage change of the current close price relative to a user-selected reference price. It provides a customizable interface to display percentage changes as candlesticks or a line plot, with optional horizontal lines and labels for key levels. The indicator also includes visual signals and alerts for user-defined percentage thresholds, making it useful for identifying significant price movements.
Key Features:
1. Percentage Change Calculation:
- Computes the percentage change of the current close price compared to a reference price, scaled by a user-defined length parameter.
- Formula: percentChange = (close - refPrice) / refPrice * len
- The reference price is sourced from a user-selected timeframe (default: 1D) and price type (Open, High, Low, Close, HL2, HLC3, or HLCC4).
2. Visualization Options:
- Candlestick Plot: Displays percentage change as candlesticks, colored green for rising values and red for falling values.
- Line Plot: Plots the percentage change as a line, with the same color logic.
- Horizontal Lines: Optional horizontal lines at key percentage levels (0%, ±0.2%, ±0.5%, ±0.8%, ±1%) for reference.
- Labels: Optional labels for percentage levels (0, ±15%, ±35%, ±50%, ±65%, ±85%, ±100%) displayed at the chart's right edge.
- All visualizations are toggleable via input settings.
3. Signal and Alert System:
- Threshold-Based Signals: Plots green triangles below bars for long signals (percent change above a user-defined threshold) and red triangles above bars for short signals (percent change below the threshold).
- Alerts: Configurable alerts for long and short conditions, triggered when the percentage change crosses the user-defined threshold (default: 2%). Alert messages include the threshold value for clarity.
4. Customizable Inputs:
- Show Labels: Toggle visibility of percentage level labels (default: true).
- Show Percentage Change: Toggle the line plot of percentage change (default: true).
- Show HLines: Toggle visibility of horizontal reference lines (default: false).
- Show Candle Plot: Toggle the candlestick plot (default: true).
- Percent Change Length: Adjust the scaling factor for percentage change (default: 14).
- Plot Timeframe: Select the timeframe for the reference price (default: 1D).
- Price Type: Choose the reference price type (Open, High, Low, Close, HL2, HLC3, HLCC4; default: Open).
- Percentage Threshold: Set the threshold for long/short signals and alerts (default: 0.02 or 2%).
How It Works:
- The indicator fetches the reference price using request.security() based on the selected timeframe and price type.
- It calculates the percentage change and scales it by the user-defined length.
- Visuals (candlesticks, lines, labels, horizontal lines) are plotted based on user preferences.
- Long and short signals are generated when the percentage change exceeds or falls below the user-defined threshold, with corresponding triangles plotted and alerts triggered.
Use Cases:
- Trend Identification: Monitor significant price movements relative to a reference price.
- Signal Generation: Identify potential entry/exit points based on percentage change thresholds.
- Custom Analysis: Analyze price changes across different timeframes and price types for various trading strategies.
- Alert Notifications: Receive alerts for significant price movements to stay informed without constant chart monitoring.
Setup Instructions:
1. Add the indicator to a TradingView chart.
2. Adjust input settings (timeframe, price type, threshold, etc.) to suit your analysis.
3. Enable/disable visualization options (candlesticks, lines, labels, horizontal lines) as needed.
4. Set up alerts in TradingView:
- Go to the "Alerts" tab and select "Percent Change Indicator."
- Choose "Long Alert" or "Short Alert" to monitor threshold crossings.
- Configure alert frequency and notification method (e.g., email, webhook).
Notes:
- The indicator is non-overlay, displayed in a separate pane below the main chart.
- Alerts trigger on bar close by default; adjust TradingView alert settings for real-time notifications if needed.
- The indicator is released under the Mozilla Public License 2.0.
Author: Dshergill
This indicator is ideal for traders seeking a flexible tool to track percentage-based price movements with customizable visuals and alerts.
