⭐ Silver HUD v15.1 — Full Notes Version (3-Column HUD)Silver HUD v15.1 is a comprehensive Pine Script v5 indicator designed for micro silver futures (SIL) trading on TradingView. It overlays a 3-column HUD table displaying real-time analysis across multiple engines including trend, flow, momentum, pullback, turbo (breakout), divergence, volume, and 2H structure. The system generates weighted BUY/SELL scores and final signals with risk warnings, optimized for 5m charts with 30m support/resistance levels.
Core Components
Support/Resistance & Trade Levels
Pulls 30m lowest low (support) and highest high (resistance) for entry/stop/TP calculation. Entry defaults to support, stop loss at support - 0.10, with ATR-based TPs (1x/2x/3x). Risk per lot factors SIL contract specs (1000oz, $5/tick). Alerts when price nears support within 0.05.
Multi-Engine Analysis
TREND: EMA20/50 + VWAP direction (UP/DOWN/MIXED).
FLOW: CCIOBV (CCI+OBV) + QQE momentum sync.
MOMENTUM: RSI/MFI >55 (UP) or <45 (DOWN).
PB (Pullback): EMA20 deviation (-0.4% to +1.2% = OK; flags CHASE/DEEP).
TURBO: ATR percentile + BB width squeeze for BREAKOUT/EXHAUST.
Scores weight flow (30%), momentum (25%), PB (25%), trend/turbo (10-20%). BUY ≥75, SELL ≥72 triggers raw signals.
Advanced Features
2H Structure: Detects HH/HL/LL/LH swings for macro bias (UP/DOWN/MIXED).
SELL System: Distinguishes SELL-ALERT (exhaustion) vs full SELL-REVERSAL (multi-condition bear flip).
Divergence & Volume: RSI-based bear/bull div on swing highs/lows; surge detection (>2x vol MA or 80th percentile).
Final Signal: Combines raw scores with filters (no DEEP PB for BUY, 2H tiebreaker); RISK flags conflicts like div or trend mismatches.
HUD Display & Usage
Renders a bottom-right table with metric, status (color-coded), and Chinese explanations. Stars rate scores (★★★★★=90+). Ideal for high-frequency SIL traders monitoring multi-timeframe confluence on 5m charts.
"charts" için komut dosyalarını ara
Inyerneck Quiet Bottom Hunter v36 — Last Sorta-Working VersionQuiet Bottom Hunter v36 — Accurate Description (the sorta-working version that fires signals)
Overview
A mean-reversion bottom-hunting strategy for small-cap stocks (<$2B market cap). Designed to catch slow-bleed stocks that quietly bottom out and rebound 20–60%+. Good for beginners because signals are infrequent and the setup is easy to understand.
Timeframe
Daily (D) — best results on 1-day charts. Works on weekly too, but signals are rarer.
Triggers / Conditions (all must be true at bar close)
Drop from high ≥ 25% from the highest high in the last 100 bars (previous bars only — no repainting)
Volume ≤ 80% of the 50-day average (quiet accumulation, no panic selling left)
RSI(14) ≤ 38 (oversold territory)
Green/flat streak ≥ 2 consecutive days where close ≥ open (shows sellers are exhausted)
When all four line up → tiny green “QB” triangle below the bar
Firing Frequency
1–4 signals per month on an average small-cap stock (depends on market conditions). Some months zero, some months a handful. Not spammy, but not ultra-rare either.
Usage Parameters
Position size: 10% of equity per trade (default — change to 5–20% depending on risk tolerance)
Profit target: 40%
Stop loss: 12%
Hold time: usually 2–8 weeks
Best on low-float, high-volatility small caps (TLRY, SNDL, MVIS, SOUN, INHD, etc.)
Expected Performance (backtested on 2025 small caps)
Win rate: ~80–85%
Average rebound on winners: +30–40%
Some losers when the bottom isn't "quiet" enough
How to use
Add to daily charts of your small-cap watchlist
When “QB” arrow appears, buy at next open or market
Set 40% target / 12% stop or trail it
Wait for the rebound — no day-trading needed
Watermark | Bar Time | Average Daily RangeMulti Info Panel & Watermark
Multi Info Panel & Watermark is a utility indicator that displays several pieces of chart information in a single, customizable panel. It is designed to support intraday and swing analysis by making key data—such as symbol details, date, and average daily range—easy to see at a glance, as well as providing simple tools for notes and backtesting.
Features
Watermark / Custom Note
Optional text overlay that can be used as a watermark or personal note.
Can display a strategy name, reminder, or any other user-defined label on the chart.
Ticker Info
Shows information about the currently active symbol on the chart (for example, symbol name and other basic details depending on the inputs).
Helps keep track of which market or pair is being analyzed, especially when using multiple charts.
Current Date
Displays the current date directly on the chart.
Useful for screenshots, journaling, and documenting analysis.
Average Daily Range (ADR)
Calculates the average daily range of the active symbol over a user-defined number of recent days.
Helps visualize how much price typically moves in a day, which can support position sizing, target setting, or volatility awareness within your own trading approach.
Open Bar Time Marker
Marks the open time of a selected bar (for example, a session open or a specific reference bar).
Primarily intended as a visual aid for manual backtesting and reviewing historical price action.
Usage
Use the watermark and ticker info to keep your charts labeled and organized.
Refer to the ADR readout to understand typical daily volatility of the instrument you are studying.
Use the date and open bar time marker when creating screenshots, trade journals, or when replaying historical sessions for review.
This script does not generate trading signals and does not guarantee any performance or results. It is provided solely as an informational and visualization tool. Always combine it with your own analysis, risk management, and decision-making. Nothing in this indicator or description should be considered financial advice.
Dark Vector ScalpingThe Dark Vector Scalping indicator is a high-frequency trend-following system designed specifically to capture rapid momentum shifts in the market. It combines a staircase-style breakout logic with volatility-adjusted trailing stops to define market direction.
While the underlying math is robust enough for various asset classes, this specific configuration is optimized for scalping operations on 1-minute and 5-minute timeframes. It aims to filter out the "noise" common in lower timeframes while reacting quickly to genuine breakouts.
Core Components
1. The Apex Engine (Staircase Logic) Unlike traditional moving averages that curve with price, this engine uses a "hard" breakout logic. It looks back at a specific number of bars (Sensitivity) to find the highest highs and lowest lows.
Bullish Flip: Occurs when the price closes below the calculated low of the previous trend.
Bearish Flip: Occurs when the price closes above the calculated high of the previous trend.
Trailing Stop: Once a trend is established, a trailing stop line is drawn. This line only moves in the direction of the trend (up for bullish, down for bearish) and never retraces, acting as a ratchet to lock in paper profits.
2. Volatility Normalization To prevent getting stopped out by random market noise (scam wicks), the indicator calculates the Average True Range (ATR). It multiplies this volatility metric by a user-defined deviation factor to determine exactly how far the stop line should be from the current price action.
3. The Hull Moving Average (HMA) Filter The script includes an optional 50-period Hull Moving Average. The HMA is known for being extremely fast and smooth, reducing lag compared to standard moving averages.
Visual Reference: You can plot the line to see the overall macro trend.
Hard Filter: You can enable a "Safety Filter" in the settings. If enabled, the system will only generate Buy signals if the price is above the HMA, and Sell signals if the price is below the HMA.
4. The Dashboard A data panel is located on the chart (customizable position) to provide instant numerical data without needing to calculate levels manually. It displays the current trend state, the exact price of the trailing stop, and the status of the HMA filter.
Settings & Configuration
Sensitivity (Lookback)
Default: 5
This is the primary setting for the Apex Engine. A setting of 5 is the "sweet spot" for 1-minute and 5-minute charts. It allows the system to react very quickly to sudden volume spikes. Increasing this number (e.g., to 10) will make the signals slower and more conservative.
Stop Deviation
Default: 3.0
This controls the "breathing room" for the trade. A value of 3.0 allows for standard volatility on minute charts without triggering a premature exit. Lowering this to 2.0 will result in tighter stops but more false signals.
HMA Filter
Use HMA as Filter? (Default: OFF):
When OFF, the system signals purely on price action breakouts (fastest).
When ON, the system waits for the price to align with the 50-period HMA before signaling (safest, but may delay entry).
How to Interpret Visuals
Candle Colors
Teal/Green: The market is in a Bullish regime.
Red/Pink: The market is in a Bearish regime.
The Line
The solid stepped line represents the hard invalidation point. If price closes beyond this line, the trend is considered over.
Diamond Signals
Light Green Diamond (Below Bar): Confirmed Buy Signal. A new bullish trend has started.
Light Red/Pink Diamond (Above Bar): Confirmed Sell Signal. A new bearish trend has started.
Trading Strategy Guide
The Scalp Entry
Ensure you are on a 1-minute or 5-minute timeframe.
Wait for a signal Diamond to close. Do not enter while the bar is still forming, as the signal may repaint (disappear) if the price retraces before the close.
Long Entry: Enter when a Green Diamond appears and the candle turns Teal.
Short Entry: Enter when a Red Diamond appears and the candle turns Red.
Risk Management
Stop Loss: Your invalidation level is the "Apex Stop" line. You can place your hard stop loss slightly beyond this line.
Take Profit: Because this is a trend-following system, it is often best to hold until the candle color changes, or to take profit at fixed Risk:Reward ratios (e.g., 1:1.5 or 1:2).
The HMA Nuance If you find the market is "choppy" (moving sideways), enable the "Use HMA as Filter" option in the settings. This will force the system to ignore signals that are counter-trend to the longer-term momentum.
Disclaimer
The information provided by the "Dark Vector Scalping" indicator and this accompanying guide is for educational and informational purposes only. It does not constitute financial, investment, or trading advice. Trading cryptocurrencies, stocks, and forex involves a high level of risk and may not be suitable for all investors. You could lose some or all of your initial investment.
Minervini VCP Pattern -Indian ContextThis script implements Mark Minervini's Trend Template and VCP (Volatility Contraction Pattern) pattern, specifically adapted for Indian stock markets (NSE). It helps identify stocks that are in strong uptrends and ready to break out.
Core Concepts Explained
1. What is the Minervini Trend Template?
Mark Minervini's method identifies stocks in Stage 2 uptrends - the sweet spot where institutional money is accumulating and stocks show the strongest momentum. Think of it as finding stocks that are "leaders" rather than "laggards."
2. What is VCP (Volatility Contraction Pattern)?
A VCP occurs when:
Stock price consolidates (moves sideways) after an uptrend
Price swings get tighter and tighter (like a coiled spring)
Volume dries up (fewer people trading)
Then it breaks out with force.
You can customize the strategy settings without editing code.
Key Settings:
Minimum Price (₹50): Filters out penny stocks that are too volatile
Min Distance from 52W Low (30%): Stock should be at least 30% above its yearly low
Max Distance from 52W High (25%): Stock should be within 25% of its yearly high (showing strength)
Moving Average Periods: 10, 50, 150, 200 days (industry standard)
Minimum Volume (100,000 shares): Ensures the stock is liquid enough to trade
Indian Market Adaptation: The default values (₹50 minimum, volume thresholds) are adjusted for NSE stocks, which behave differently than US markets.
The script pulls weekly chart data even when you're viewing daily charts.
Why it matters: Weekly trends are more reliable than daily noise. Professional traders use weekly charts to confirm the bigger picture.
What are Moving Averages (MAs)?
Simple averages of closing prices over X days
They smooth out price action to show trends
Think of them as the "average cost" of buyers over different time periods
The 4 Key MAs:
10 MA (Fast): Very short-term trend
50 MA: Short to medium-term trend
150 MA: Medium to long-term trend
200 MA: Long-term trend (the "grandfather" of all MAs)
Why Weekly MAs?
The script also calculates 10 and 50 MAs on weekly data for additional confirmation of the bigger trend.
The script Finds the highest and lowest prices over the past 52 weeks (1 year).
Why it matters:
Stocks near 52-week highs are showing strength (institutions buying)
Stocks far from 52-week lows have "room to run" upward
This is a psychological level that influences trader behaviour.
What is Volume here ?
The number of shares traded each day
High volume = many traders interested (conviction)
Low volume = lack of interest (weakness or consolidation)
Volume in VCP:
During consolidation (sideways movement), volume should dry up - this shows sellers are exhausted and buyers are holding. When volume spikes on a breakout, it confirms the move.
NSE Context: Indian stocks often have different volume patterns than US stocks, so the 50-day average is used as a baseline.
Relative Strength vs Nifty:
Example:
If your stock is up 20% and Nifty is up 10%, your stock has strong RS
If your stock is up 5% and Nifty is up 15%, your stock has weak RS (avoid it!)
Why it matters: The best performing stocks almost always have strong relative strength before major moves.
The 13 Minervini Conditions:-
Condition 1: Price > 50/150/200 MA
Meaning: Current price must be above ALL three major moving averages.
Why: This confirms the stock is in a clear uptrend. If price is below these MAs, the stock is weak or in a downtrend.
Condition 2: MA 50 > 150 > 200
Meaning: The moving averages themselves must be in proper order.
Analogy: Think of this like layers in a cake - short-term on top, long-term at bottom. If they're tangled, the trend is unclear.
Condition 3: 200 MA Rising (1 Month)
Meaning: The 200 MA today must be higher than it was 20 days ago.
Why: This confirms the long-term trend is UP, not flat or down. The means "20 bars ago."
Condition 4: 50 MA Rising
Meaning: The 50 MA today must be higher than 5 days ago.
Why: Confirms short-term momentum is accelerating upward.
Condition 5: Within 25% of 52-Week High
Meaning: Current price should be within 25% of its 1-year high.
Example:
52-week high = ₹1000
Current price must be above ₹750 (within 25%)
Why: Strong stocks stay near their highs. Weak stocks fall far from highs.
Condition 6: 30%+ Above 52-Week Low (OPTIONAL)
Meaning: Stock should be at least 30% above its yearly low.
Note: The script marks this as "SECONDARY - Optional" because the other conditions are more important. However, it's still a good confirmation.
Condition 7: Price > 10 MA
Meaning: Very short-term strength - price above the 10-day moving average.
Why: Ensures the stock hasn't just rolled over in the immediate term.
Condition 8: Price >= ₹50
Meaning: Filters out stocks below ₹50.
Why: In Indian markets, stocks below ₹50 tend to be penny stocks with poor liquidity and higher manipulation risk.
Condition 9: Weekly Uptrend
Meaning: On the weekly chart, price must be above both weekly MAs, and they must be properly aligned.
Why: Confirms the bigger picture trend, not just daily fluctuations.
Condition 10: 150 MA Rising
Meaning: The 150 MA is trending upward over the past 10 days.
Why: Another confirmation of medium-term trend health.
Condition 11: Sufficient Volume
Meaning: Average volume must exceed 100,000 shares (or your custom setting).
Why: Ensures you can actually buy/sell the stock without moving the price too much (liquidity).
Condition 12: RS vs Nifty Strong
Meaning: The stock's relative strength vs Nifty must be improving.
Why: You want stocks that are outperforming the market, not underperforming.
Condition 13: Nifty in Uptrend
Meaning: The Nifty 50 index itself must be above its 50 MA.
Why: "A rising tide lifts all boats." It's easier to make money in individual stocks when the overall market is bullish.
VCP Requirements:
Volatility Contracting: Price swings getting tighter (coiling spring)
Volume Drying Up: Fewer shares trading + trending lower
The Setup: When volatility contracts and volume dries up WHILE all 13 trend conditions are met, you have a VCP setup ready to explode.
What You See on Chart:
Colored Lines: 10 MA (green), 50 MA (blue), 150 MA (orange), 200 MA (red)
Blue Background: Trend template conditions met (watch zone)
Green Background: Full VCP setup detected (buy zone)
↟ Symbol Below Price: New VCP buy signal just triggered
Information Table:
What it does: Creates a checklist table on your chart showing the status of all conditions.
Table Structure:
Column 1: Condition name
Column 2: Status (✓ green = met, ✗ red = not met)
Final Row: Shows "BUY" (green) or "WAIT" (red) based on full VCP setup status.
Dos:
Example:
Account size: ₹5,00,000
Risk per trade: 1% = ₹5,000
Entry: ₹1000
Stop loss: ₹920 (8% below)
Distance to stop: ₹80
Shares to buy: ₹5,000 / ₹80 = 62 shares
Exit Strategy:
Sell 1/3 at +20% profit
Sell another 1/3 at +40% profit
Let the final 1/3 run with a trailing stop
Always exit if price closes below 10 MA on heavy volume
What This Script Does NOT Do:
Guarantee profits - No strategy works 100% of the time
Account for news events - Earnings, regulatory changes, etc.
Consider fundamentals - Company financials, debt, management quality
Adapt to market crashes - Works best in bull markets
Best Market Conditions:
✅ Nifty in uptrend (above 50 MA)
✅ Market breadth positive (more stocks advancing)
✅ Sector rotation happening
❌ Avoid in bear markets or high volatility periods
References:
Trade Like a Stock Market Wizard by Mark Minervini
Think & Trade Like a Champion by Mark Minervini
Chart attached: AU Small Finance Bank as on EoD dated 28/11/25
This script is a powerful tool for educational purpose only, remember: It's a tool, not a crystal ball. Use it to find high-probability setups, then apply proper risk management and patience. Good luck!
Liquidity LayoutLiquidity Layout
The Liquidity Layout is a comprehensive macroeconomic indicator that tracks global liquidity conditions by aggregating multiple financial data streams from major economies (US, EU, China, Japan, UK, Canada, Switzerland). It provides traders with a macro view of market liquidity to help identify favorable conditions for risk assets
⚠️ Important: Timeframe Settings
This indicator is designed for the 1W (weekly) timeframe. If you use other timeframes, you must adjust the offset parameter in the settings to properly align the data with price action. The default offset of 12 is calibrated for weekly charts.
What It Measures
This indicator combines seven key components of global liquidity:
1. Global M2 Money Supply - Tracks broad money supply (M2) plus 10% of narrow money supply (M1) across major economies, weighted by currency strength. This represents the total amount of money circulating in the private sector.
2. Central Bank Balance Sheets (CBBS) - Monitors the combined balance sheets of major central banks (Fed, ECB, BoJ, PBoC, etc.), reflecting quantitative easing and monetary expansion policies.
3. Foreign Exchange Reserves (FER) - Aggregates forex reserves held by central banks, indicating international liquidity buffers and capital flows.
4. Current Account + Capital Flows (CA) - Combines current account balances with capital flows to measure cross-border money movement and trade liquidity.
5. Government Spending (GSP) - Tracks government expenditure minus a portion of federal expenses, representing fiscal stimulus and public sector liquidity injection.
6. World Currency Unit (WCU) - A custom forex composite that weights major and emerging market currencies to capture global currency strength dynamics.
7. Bond Market Conditions - Analyzes yield curves, spreads, and bond indices to assess credit conditions and risk appetite in fixed income markets.
The Formula
The indicator uses two main calculation modes:
ADJ Global Liquidity (Default):
×
This multiplies liquidity components by currency and bond market factors to capture the interactive effects between monetary conditions and market sentiment.
TPI (Trend Power Index) Mode:
A normalized version that combines all components with optimized weights:
Global Liquidity Index: 10%
Bonds: 17.5%
Bond Yields: 25%
Currency Strength: 25%
Government Spending: 5%
Current Account: 5%
M2: 2.5%
Central Bank Balance Sheets: 2.5%
Forex Reserves: 5%
Oil (macro risk indicator): 2.5%
How to Use It
Visualization Modes:
Background Mode (default): Orange background appears when TPI is positive (favorable liquidity conditions)
Line Mode: Displays the indicator as an orange line with customizable offset
Interpreting the Signal:
Positive/Rising = Expanding liquidity, generally bullish for risk assets
Negative/Falling = Contracting liquidity, risk-off environment
TPI > 1 = Extremely favorable conditions (upper threshold)
TPI < -1 = Severe liquidity stress (lower threshold)
Best Practices:
Use on higher timeframes (daily, weekly) for macro trend analysis
Combine with price action - liquidity often leads market moves by weeks or months
Watch for divergences between liquidity and asset prices
Particularly relevant for Bitcoin, equities, and risk assets
Data Sources
The indicator pulls real-time economic data from TradingView's ECONOMICS database and major market indices, including central bank statistics, government reports, and forex rates across G7 and major emerging markets.
Settings
Data Plot: Choose which liquidity component to display
Plot Type: Switch between raw Index values or normalized TPI
Offset: Shift the plot forward/backward for alignment (default: 12 for weekly charts)
Style: Background shading or line plot
Notes
This is a macro-level indicator best suited for understanding the broader liquidity environment rather than short-term trading signals. It helps answer the question: "Is the global financial system expanding or contracting liquidity?"
Market Energy & Direction DashboardMarket Energy & Direction Dashboard - Daytrading
Overview
A comprehensive real-time market internals dashboard that combines NYSE TICK, NYSE Advance-Decline (ADD) momentum, VIX direction, and relative volume into a single visual traffic light system with intelligent signal synthesis. Designed for active daytraders who need instant confirmation of market direction and energy based on momentum alignment across all major internals.
What It Does
This indicator synthesizes multiple market internals using directional momentum analysis rather than static thresholds to provide clear, actionable signals:
• Traffic Light System: Single glance confirmation of market state
o Bright Green: Maximum bullish - all internals aligned (TICK + ADD rising + VIX falling + volume)
o Bright Red: Maximum bearish - all internals aligned (TICK + ADD falling + VIX rising + volume)
o Yellow: Exhaustion warning - TICK at extremes, potential reversal imminent
o Moderate Colors: Partial alignment - some confirmation but not complete
o Gray: Choppy, neutral, or conflicting signals
• Real-Time Dashboard displays:
o Current TICK value with exhaustion warnings
o Current ADD with directional momentum indicator (↑ rising = breadth improving, ↓ falling = breadth deteriorating, ± compression)
o VIX level with directional indicator (↓ declining = bullish, ↑ rising = bearish, ± compression = neutral)
o Relative volume (current vs 20-period average)
o Composite status message synthesizing all data into clear directional summary
Key Features
✓ Momentum-based analysis - all indicators show direction/change, not just levels ✓ Intelligent signal hierarchy from "Maximum" to "Moderate" based on internal alignment ✓ ADD directional momentum - catches breadth shifts early, works in all market conditions ✓ VIX directional analysis - shows if fear is increasing, decreasing, or stagnant ✓ Color-coded traffic light for instant decision making ✓ Detects TICK/ADD divergences (conflicting signals = caution) ✓ Exhaustion warnings at extreme TICK levels (±1000+) ✓ Composite status messages - "Maximum Bull", "Strong Bull", "Moderate Bull", etc. ✓ Customizable thresholds for all parameters ✓ Moveable dashboard (9 position options) ✓ Built-in alerts for all signal strengths, exhaustion, and divergences
How To Use
Setup:
1. Add indicator to your main trading chart (SPY, ES, NQ, etc.)
2. Default settings work well for most traders, but you can customize:
o TICK Extreme Level (default 1000)
o ADD Compression Threshold (default 100 - detects when breadth is stagnant)
o VIX Elevated Level (default 20)
o VIX Compression Threshold (default 2% - detects low volatility)
o Volume Threshold (default 1.5x average)
3. Position dashboard wherever convenient on your chart
Reading The Signals:
Signal Hierarchy (Strongest to Weakest):
MAXIMUM SIGNALS ⭐ (Brightest colors - All 4 internals aligned)
• "✓ MAXIMUM BULL": TICK bullish + ADD rising (↑) + VIX falling (↓) + Volume elevated
o This is the holy grail setup - all momentum aligned, highest conviction longs
• "✓ MAXIMUM BEAR": TICK bearish + ADD falling (↓) + VIX rising (↑) + Volume elevated
o Perfect storm bearish - all momentum aligned, highest conviction shorts
STRONG SIGNALS (Bright colors - Core internals aligned)
• "✓ STRONG BULL": TICK bullish + ADD rising (↑)
o Strong confirmation even without VIX/volume - breadth supporting the move
• "✓ STRONG BEAR": TICK bearish + ADD falling (↓)
o Strong confirmation - both momentum and breadth deteriorating
MODERATE SIGNALS (Faded colors - Partial confirmation)
• "MODERATE BULL": TICK bullish but ADD not confirming direction
o Proceed with caution - momentum present but breadth questionable
• "MODERATE BEAR": TICK bearish but ADD not confirming direction
o Proceed with caution - selling but breadth not fully participating
WARNING SIGNALS
• "⚠ EXHAUSTION" (Yellow): TICK at ±1000+ extremes
o Potential reversal zone - prepare to fade or take profits
o Often marks blow-off tops or capitulation bottoms
NEUTRAL/AVOID
• "CHOPPY/NEUTRAL" (Gray): Conflicting signals or low conviction
o Stay out or reduce size significantly
Individual Indicator Interpretation:
TICK:
• Green: Bullish momentum (>+300)
• Red: Bearish momentum (<-300)
• Yellow: Exhaustion (±1000+)
• Gray: Neutral
ADD (Advance-Decline):
• Green (↑): Breadth improving - more stocks participating in the move
• Red (↓): Breadth deteriorating - fewer stocks participating
• Gray (±): Breadth stagnant - no clear participation trend
VIX:
• Green (↓): Fear declining - healthy environment for rallies
• Red (↑): Fear rising - risk-off mode, supports downward moves
• Gray (±): Volatility compression - often precedes explosive moves
Volume:
• Green: High conviction (>1.5x average)
• Gray: Low conviction
Trading Strategy:
1. Wait for "MAXIMUM" or "STRONG" signals for highest probability entries
o Maximum signals = go full size with confidence
o Strong signals = good conviction, normal position sizing
2. Confirm directional alignment:
o For longs: Want ADD ↑ (rising) and VIX ↓ (falling)
o For shorts: Want ADD ↓ (falling) and VIX ↑ (rising)
3. Use exhaustion warnings (yellow) to:
o Take profits on existing positions
o Prepare counter-trend entries
o Tighten stops
4. Avoid "MODERATE" signals unless you have strong conviction from other analysis
o These work best as confirmation for existing setups
o Not strong enough to initiate new positions alone
5. Never trade "CHOPPY/NEUTRAL" signals
o Gray means stay out - preserve capital
o Wait for clear alignment
6. Watch for divergences:
o Price making new highs but ADD ↓ (falling) = distribution warning
o Price making new lows but ADD ↑ (rising) = potential bottom
o Divergence alert will notify you
Best Practices:
• Use on 1-5 minute charts for daytrading
• Combine with your price action or technical setup (support/resistance, trendlines, patterns)
• The dashboard confirms when to take your setup, not what setup to take
• Most effective during regular market hours (9:30 AM - 4:00 PM ET) when volume is present
• The strongest edge comes from "MAXIMUM" signals - wait for these for best risk/reward
• Pay special attention to ADD direction - it's the most predictive breadth indicator
• VIX compression (gray ±) often signals upcoming volatility expansion - prepare for bigger moves
Customization Option
All thresholds are adjustable in settings:
• TICK Extreme: Higher = fewer exhaustion warnings (try 1200-1500 for less sensitivity)
• ADD Compression Threshold: Change detection sensitivity
o Default 100 = balanced
o Lower (50) = more sensitive to small breadth changes
o Higher (200-300) = only shows major breadth shifts
• VIX Elevated: Adjust for current volatility regime (15-25 typical range)
• VIX Compression Threshold:
o Default 2% = balanced
o Lower (0.5-1%) = catches subtle VIX changes
o Higher (3-5%) = only shows significant VIX moves
• Volume Threshold: Lower for quieter stocks/times, higher for more confirmation
Alerts Available
• Maximum Bullish: All 4 internals aligned bullish (TICK + ADD↑ + VIX↓ + Volume)
• Maximum Bearish: All 4 internals aligned bearish (TICK + ADD↓ + VIX↑ + Volume)
• Strong Bullish: TICK bullish + ADD rising
• Strong Bearish: TICK bearish + ADD falling
• Exhaustion Warning: TICK at extreme levels
• Divergence Warning: TICK and ADD directions conflicting
Understanding the Signal Synthesis
The indicator uses intelligent logic to combine all internals:
"MAXIMUM" Signals require:
• TICK direction (bullish/bearish)
• ADD momentum (rising/falling) in same direction
• VIX direction (falling for bulls, rising for bears)
• Volume elevated (>1.5x average)
"STRONG" Signals require:
• TICK direction (bullish/bearish)
• ADD momentum (rising/falling) in same direction
• (VIX and volume are bonuses but not required)
"MODERATE" Signals:
• TICK showing direction
• But ADD not confirming or contradicting
• Weakest actionable signal
This hierarchy ensures you know exactly how much conviction the market has behind any move.
Technical Details
• Pulls real-time data from NYSE TICK (USI:TICK), NYSE ADD (USI:ADD), and CBOE VIX
• ADD direction calculated using bar-to-bar change with compression detection
• VIX direction calculated using bar-to-bar percentage change
• Volume calculation uses 20-period simple moving average
• Dashboard updates every bar
• No repainting - all calculations based on closed bar data
Who This Is For
• Active daytraders of stocks, futures (ES/NQ), and options
• Scalpers needing quick directional confirmation with multiple internal alignment
• Swing traders looking to time intraday entries with maximum confluence
• Volatility traders who monitor VIX behavior
• Market makers and professionals who trade based on breadth and internals
• Anyone who monitors market internals but wants intelligent synthesis vs raw data
Tips For Success
Trading Philosophy:
• Quality over quantity - wait for "MAXIMUM" signals for best results
• One "MAXIMUM" signal trade is worth five "MODERATE" signal trades
• Gray/neutral is not a sign of missing opportunity - it's protecting your capital
Signal Confidence Levels:
1. MAXIMUM (95%+ confidence) - Trade these aggressively with full size
2. STRONG (80-85% confidence) - Trade these with normal position sizing
3. MODERATE (60-70% confidence) - Only if confirmed by strong technical setup
4. CHOPPY/NEUTRAL - Do not trade, wait for clarity
Advanced Techniques:
• Breadth divergences: Watch for price making new highs while ADD shows ↓ (falling) = major warning
• VIX/Price divergences: Rallies with rising VIX (↑) are usually false moves
• Volume confirmation: "MAXIMUM" signals with 2x+ volume are the absolute best
• Compression zones: When both ADD and VIX show compression (±), expect explosive breakout soon
• Sequential signals: Back-to-back "MAXIMUM" signals in same direction = strong trending day
Common Patterns:
• Opening surge with "MAXIMUM BULL" that shifts to "EXHAUSTION" (yellow) = fade the high
• Selloff with "MAXIMUM BEAR" followed by ADD ↑ (rising) divergence = potential reversal
• Choppy morning followed by "MAXIMUM" signal afternoon = best trending opportunity
Example Scenarios
Perfect Bull Entry:
• Bright green signal box
• TICK: +650
• ADD: +1200 (↑)
• VIX: 18.30 (↓)
• Volume: 2.3x
• Status: "✓ MAXIMUM BULL" → ALL SYSTEMS GO - Take aggressive long positions
Strong Bull (Good Confidence):
• Green signal box (slightly less bright)
• TICK: +500
• ADD: +800 (↑)
• VIX: 19.50 (±)
• Volume: 1.2x
• Status: "✓ STRONG BULL" → Good long setup - breadth confirming even without VIX/volume
Caution Bull (Moderate):
• Faded green signal box
• TICK: +400
• ADD: +900 (↓)
• VIX: 20.10 (↑)
• Volume: 0.9x
• Status: "MODERATE BULL" → CAUTION - TICK bullish but breadth deteriorating and VIX rising = weak rally
Exhaustion Warning:
• Yellow signal box
• TICK: +1350 ⚠
• ADD: +2100 (↑)
• VIX: 17.20 (↓)
• Volume: 1.8x
• Status: "⚠ EXHAUSTION" → Take profits or prepare to fade - TICK overextended despite good internals
Divergence Setup (Potential Reversal):
• Faded green signal
• TICK: +300
• ADD: +1800 (↓)
• VIX: 21.50 (↑)
• Volume: 1.6x
• Status: "MODERATE BULL" → WARNING - Price rallying but breadth collapsing and fear rising = distribution
Perfect Bear Entry:
• Bright red signal box
• TICK: -780
• ADD: -1600 (↓)
• VIX: 24.80 (↑)
• Volume: 2.5x
• Status: "✓ MAXIMUM BEAR" → Perfect short setup - all momentum bearish with conviction
Compression (Wait Mode):
• Gray signal box
• TICK: +50
• ADD: -200 (±)
• VIX: 16.40 (±)
• Volume: 0.7x
• Status: "CHOPPY/NEUTRAL" → STAY OUT - Volatility compression, no conviction, await breakout
Performance Optimization
Best Market Conditions:
• Works excellent in trending markets (up or down)
• Particularly powerful during high-volume sessions (first/last hours)
• "MAXIMUM" signals most reliable during 9:45-11:00 AM and 2:00-3:30 PM ET
Less Effective During:
• Lunch period (11:30 AM - 1:30 PM) - lower volume reduces signal quality
• Low-volatility environments - compression signals dominate
• Major news events in first 5 minutes - wait for internals to stabilize
Recommended Use Cases:
• Scalping: Trade only "MAXIMUM" signals for quick 5-15 minute moves
• Daytrading: Use "MAXIMUM" and "STRONG" signals for position entries
• Swing entries: Use "MAXIMUM" signals for optimal intraday entry timing
• Exit timing: Use "EXHAUSTION" (yellow) warnings to take profits
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Pro Tip: Create a dedicated workspace with this indicator on SPY/ES/NQ charts. Set alerts for "MAXIMUM BULL", "MAXIMUM BEAR", and "EXHAUSTION" signals. Most professional traders only trade the "MAXIMUM" setups and ignore everything else - this alone can dramatically improve win rates.
Dynamic S&R Projector [Polarity Flip]Support and Resistance should not be static. It should tell a story.
Most traders clutter their charts with manually drawn lines, often forgetting which ones were important or which timeframe they came from. This indicator automates the entire process of identifying market structure, adapting dynamically to your trading style while using Volume Price Analysis (VPA) to separate "Smart Money" levels from random noise.
It combines three professional concepts into one tool: Multi-Timeframe Projection, Volume Strength Filtering, and Live Polarity Flipping.
Who is this for?
Day Traders: Project Daily levels onto your 1-minute or 5-minute charts. Stop trading in a vacuum; see the walls before you hit them.
Swing Traders: Project Weekly levels onto your Daily chart to find major trend reversals.
Investors: Project Monthly levels to identify multi-year accumulation zones.
Core Features
1. Smart Timeframe (Auto-Detection) No more toggling settings. The indicator detects what chart you are viewing and automatically projects the next significant Higher Timeframe (HTF) structure:
Viewing Intraday (< Daily)? → Projects Daily Pivots.
Viewing Daily? → Projects Weekly Pivots.
Viewing Weekly? → Projects Monthly Pivots.
2. VPA Strength Filtering (The "Truth" Serum) Not all levels are equal. This script grades every pivot based on the volume activity at the moment it was formed:
Thick Solid Line: Formed on High Volume (>1.5x Average). This is an "Institutional Level." Expect hard bounces.
Thin Dashed Line: Formed on Low Volume. This is a weak structure.
3. Live Polarity Flip (Support ↔ Resistance) The script monitors price action in real-time to respect the "Principle of Polarity."
Wick Protection: The color change is based strictly on the Candle Close. If price wicks through a level but closes back inside, the line retains its original color (rejecting the fakeout).
The Flip: Once price successfully closes past a level, the color instantly flips (Red becomes Green, or Green becomes Red) to indicate the new market state.
How to Trade This Indicator (Example Strategies)
Strategy A: The "Concrete Wall" Bounce (Day & Swing) Identify a Thick Green Line below the current price. This represents a Strong HTF Support defended by institutional volume.
Action: Set Limit Buy orders at the line or wait for a bullish reversal candle (Hammer) to form at the touch.
Strategy B: The "Paper Wall" Breakout (Momentum) Identify price approaching a Thin Dashed Red Line (Weak Resistance).
Action: Since this level lacks volume backing, do not fade it. Look for a breakout setup as price is likely to slice through easily.
Strategy C: The "Flip & Retest" (Trend Following) Watch for a Thick Red Line to turn Green. This means resistance has been conquered.
Action: Wait for price to pull back to this new Green line. If it holds (the line stays Green), enter long. You are now using the "roof" as a "floor."
Settings Guide
Calculation Mode:
Auto (Higher TF): The recommended "Smart" mode described above.
Use Current Chart: Finds pivots on the exact timeframe you are viewing (good for scalping structure).
Fixed Manual: Locks the projection to a specific timeframe (e.g., always show Daily).
Pivot Lookback (Sensitivity):
Default (10/10): Balances major and minor structure.
Higher (20/20): Shows only the most critical major market turns.
Max Number of Lines: Limits how many historical levels are shown to keep your chart clean.
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Disclaimer: This tool is for educational purposes and decision support. Past volume and price action do not guarantee future results. Always manage your risk.
Advanced Market Profile & S/R Zones (Pro)Advanced Market Profile & S/R Zones
This indicator brings professional Auction Market Theory to your chart using a custom rolling Volume Profile algorithm. Unlike standard profiles that remain fixed, this tool dynamically calculates the "Fair Value" of the asset based on your specific lookback period (e.g., the last 100 bars).
It automatically highlights the Point of Control (POC), Value Area (VA), and suggests statistical Discount (Buy) and Premium (Sell) zones.
Key Features
Volume Splitting Algorithm:
Most basic scripts dump the entire volume of a candle into a single price point (the average). This script splits the volume across the candle's entire High-Low range. This results in a much smoother, higher-resolution bell curve that accurately reflects price action, especially on higher timeframes like Monthly charts.
Auto-generated Zones:
Green Zone (Discount): Prices below the Value Area Low (VAL). Statistically "cheap."
Red Zone (Premium): Prices above the Value Area High (VAH). Statistically "expensive."
Real-Time Dashboard:
A built-in panel displays the exact price levels for the POC, VAH, and VAL for precise limit order placement, along with the current Market Trend.
How to Use
For Intraday (Day Trading):
Settings: Set Lookback to 100 - 300.
Strategy: Watch for price to open outside the Value Area. If price breaks back inside the Value Area, target the POC (Red Line).
For Macro (Monthly/Weekly Charts):
Settings: Set Lookback to 12 (1 Year) or 60 (5 Years).
Strategy: Identify multi-year structural support. When a monthly candle enters the Green Discount Zone of a 5-year profile, it is often a high-probability institutional entry point.
Trend Logic
The Dashboard indicates trend based on price location relative to value:
Strong Bullish: Price is accepted ABOVE the Value Area.
Strong Bearish: Price is accepted BELOW the Value Area.
Neutral / In VA: Price is chopping inside the Value Area.
Disclaimer
This is a "Rolling Profile." It calculates the profile based on the current lookback window relative to the latest bar. As new bars form, the lookback window shifts, and the profile updates to reflect the new dataset.
Flout Ranges + STDVs [bilal]# Flout Ranges + STDVs
## What It Does
Automatically draws FLOUT, CBDR, and ASIA session ranges with standard deviation levels and highlight zones. Perfect for ICT-style trading and session-based strategies.
## Main Features
**📊 Session Ranges**
- FLOUT, CBDR, and ASIA ranges drawn automatically
- Works for both Indices and Forex (just toggle Forex Mode)
- Customizable colors and labels for each range
**📈 Standard Deviation Levels**
- Shows key STDV levels from your ranges
- FLOUT: -6 to +6 from midpoint
- CBDR/ASIA: 0 to 7 from range low
- Helps identify expansion targets and reversal zones
**🎯 Highlight Zones**
- Zone 1 (default 3.5-4.0 STDV): Common reversal area
- Zone 2 (default 5.5-6.0 STDV): Extended targets
- Shaded boxes make them easy to spot
- Automatically extends forward into London session
**📐 Smart Trendlines**
- Connects the open prices at key times
- Switches to X-pattern on trending FLOUT days
- Helps identify directional bias
## Quick Setup
1. Add indicator to your 1-5 minute chart
2. Toggle **Forex Mode** if trading forex (otherwise leave off for indices)
3. Turn on STDV lines for the ranges you want to see
4. Adjust highlight zones if needed (defaults work great)
## Why Use This?
- **Save Time**: No more manual drawing of ranges and levels
- **Stay Consistent**: Same levels calculated every session
- **Better Entries**: Use STDV zones for high-probability setups
- **Cleaner Charts**: Toggle what you need, hide what you don't
## Pro Tips
💡 Watch for reactions at 3.5-4.0 STDV zones - these are prime reversal areas
💡 Combine multiple ranges for allignements setups
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*All times in New York timezone. Best used on 1-5 minute charts.*
Candle day/hourThis indicator displays a short label on each bar showing the day of week on daily charts and the hour on hourly charts. It supports multiple timezones and allows customization of label color, background, and font size.
3 day look backThis script is designed to help traders visually compare daily liquidity behavior between two correlated assets — for example, the Nasdaq (NQ) and the S&P500 (ES).
It plots each day’s High and Low, aligned from Midnight to Midnight, with a clean session structure. This makes it easier to identify:
SMT (Smart Money Technique) divergences
liquidity grabs
daily highs/lows sweeps
relative strength/weakness between assets
intraday bias shifts based on daily structure
What the script does
Reconstructs each trading day from 00:00 to 00:00, regardless of session irregularities.
Plots the High and Low of every completed day.
Allows users to display as many past days as they want (custom “look-back” parameter).
Automatically merges the weekend with Friday for assets where Saturday/Sunday sessions are fragmented.
Includes a manual midnight offset (–12h to +12h) to fix timezone inconsistencies on TradingView charts (common on futures).
Optional real-time lines for the current day.
No excessive right-side extensions for clean intraday reading.
Why this is useful
When comparing paired assets (e.g., NQ vs ES), liquidity behavior is often different.
This script makes it easy to spot:
when one asset makes a new daily high while the other doesn’t
asymmetrical liquidity sweeps
SMT-based divergence setups
liquidity grabs at daily levels
intraday directional bias shifts
About the other indicators shown on the chart
In the example chart, two additional indicators are used only for clarity and structure:
Day of the Week — displays the weekday on each session for easier orientation.
Vertical Line Timeline — draws a clean separator line between days.
These indicators are not required for this High/Low script to work.
They simply help visually organize sessions and make daily structure easier to read when comparing two assets side by side.
How to use
Open two assets (e.g., NQ1! and ES1!) side by side.
Apply this script on both charts.
Set the same timeframe.
Choose how many days back you want to visualize (look-back parameter).
Observe how each asset interacts with its daily High/Low.
Look for SMT divergences and liquidity-based setups.
Main features
Midnight-to-Midnight alignment
Weekend fusion
Manual offset for perfect timing
Adjustable daily look-back
Clean daily liquidity
Optional dynamic daily levels
Ideal for SMT/liquidity-based intraday trading
SP500 Session Gap Fade StrategySummary in one paragraph
SPX Session Gap Fade is an intraday gap fade strategy for index futures, designed around regular cash sessions on five minute charts. It helps you participate only when there is a full overnight or pre session gap and a valid intraday session window, instead of trading every open. The original part is the gap distance engine which anchors both stop and optional target to the previous session reference close at a configurable flat time, so every trade’s risk scales with the actual gap size rather than a fixed tick stop.
Scope and intent
• Markets. Primarily index futures such as ES, NQ, YM, and liquid index CFDs that exhibit overnight gaps and regular cash hours.
• Timeframes. Intraday timeframes from one minute to fifteen minutes. Default usage is five minute bars.
• Default demo used in the publication. Symbol CME:ES1! on a five minute chart.
• Purpose. Provide a simple, transparent way to trade opening gaps with a session anchored risk model and forced flat exit so you are not holding into the last part of the session.
• Limits. This is a strategy. Orders are simulated on standard candles only.
Originality and usefulness
• Unique concept or fusion. The core novelty is the combination of a strict “full gap” entry condition with a session anchored reference close and a gap distance based TP and SL engine. The stop and optional target are symmetric multiples of the actual gap distance from the previous session’s flat close, rather than fixed ticks.
• Failure mode it addresses. Fixed sized stops do not scale when gaps are unusually small or unusually large, which can either under risk or over risk the account. The session flat logic also reduces the chance of holding residual positions into late session liquidity and news.
• Testability. All key pieces are explicit in the Inputs: session window, minutes before session end, whether to use gap exits, whether TP or SL are active, and whether to allow candle based closes and forced flat. You can toggle each component and see how it changes entries and exits.
• Portable yardstick. The main unit is the absolute price gap between the entry bar open and the previous session reference close. tp_mult and sl_mult are multiples of that gap, which makes the risk model portable across contracts and volatility regimes.
Method overview in plain language
The strategy first defines a trading session using exchange time, for example 08:30 to 15:30 for ES day hours. It also defines a “flat” time a fixed number of minutes before session end. At the flat bar, any open position is closed and the bar’s close price is stored as the reference close for the next session. Inside the session, the strategy looks for a full gap bar relative to the prior bar: a gap down where today’s high is below yesterday’s low, or a gap up where today’s low is above yesterday’s high. A full gap down generates a long entry; a full gap up generates a short entry. If the gap risk engine is enabled and a valid reference close exists, the strategy measures the distance between the entry bar open and that reference close. It then sets a stop and optional target as configurable multiples of that gap distance and manages them with strategy.exit. Additional exits can be triggered by a candle color flip or by the forced flat time.
Base measures
• Range basis. The main unit is the absolute difference between the current entry bar open and the stored reference close from the previous session flat bar. That value is used as a “gap unit” and scaled by tp_mult and sl_mult to build the target and stop.
Components
• Component one: Gap Direction. Detects full gap up or full gap down by comparing the current high and low to the previous bar’s high and low. Gap down signals a long fade, gap up signals a short fade. There is no smoothing; it is a strict structural condition.
• Component two: Session Window. Only allows entries when the current time is within the configured session window. It also defines a flat time before the session end where positions are forced flat and the reference close is updated.
• Component three: Gap Distance Risk Engine. Computes the absolute distance between the entry open and the stored reference close. The stop and optional target are placed as entry ± gap_distance × multiplier so that risk scales with gap size.
• Optional component: Candle Exit. If enabled, a bullish bar closes short positions and a bearish bar closes long positions, which can shorten holding time when price reverses quickly inside the session.
• Session windows. Session logic uses the exchange time of the chart symbol. When changing symbols or venues, verify that the session time string still matches the new instrument’s cash hours.
Fusion rule
All gates are hard conditions rather than weighted scores. A trade can only open if the session window is active and the full gap condition is true. The gap distance engine only activates if a valid reference close exists and use_gap_risk is on. TP and SL are controlled by separate booleans so you can use SL only, TP only, or both. Long and short are symmetric by construction: long trades fade full gap downs, short trades fade full gap ups with mirrored TP and SL logic.
Signal rule
• Long entry. Inside the active session, when the current bar shows a full gap down relative to the previous bar (current high below prior low), the strategy opens a long position. If the gap risk engine is active, it places a gap based stop below the entry and an optional target above it.
• Short entry. Inside the active session, when the current bar shows a full gap up relative to the previous bar (current low above prior high), the strategy opens a short position. If the gap risk engine is active, it places a gap based stop above the entry and an optional target below it.
• Forced flat. At the configured flat time before session end, any open position is closed and the close price of that bar becomes the new reference close for the following session.
• Candle based exit. If enabled, a bearish bar closes longs, and a bullish bar closes shorts, regardless of where TP or SL sit, as long as a position is open.
What you will see on the chart
• Markers on entry bars. Standard strategy entry markers labeled “long” and “short” on the gap bars where trades open.
• Exit markers. Standard exit markers on bars where either the gap stop or target are hit, or where a candle exit or forced flat close occurs. Exit IDs “long_gap” and “short_gap” label gap based exits.
• Reference levels. Horizontal lines for the current long TP, long SL, short TP, and short SL while a position is open and the gap engine is enabled. They update when a new trade opens and disappear when flat.
• Session background. This version does not add background shading for the session; session logic runs internally based on time.
• No on chart table. All decisions are visible through orders and exit levels. Use the Strategy Tester for performance metrics.
Inputs with guidance
Session Settings
• Trading session (sess). Session window in exchange time. Typical value uses the regular cash session for each contract, for example “0830-1530” for ES. Adjust if your broker or symbol uses different hours.
• Minutes before session end to force exit (flat_before_min). Minutes before the session end where positions are forced flat and the reference close is stored. Typical range is 15 to 120. Raising it closes trades earlier in the day; lowering it allows trades later in the session.
Gap Risk
• Enable gap based TP/SL (use_gap_risk). Master switch for the gap distance exit engine. Turning it off keeps entries and forced flat logic but removes automatic TP and SL placement.
• Use TP limit from gap (use_gap_tp). Enables gap based profit targets. Typical values are true for structured exits or false if you want to manage exits manually and only keep a stop.
• Use SL stop from gap (use_gap_sl). Enables gap based stop losses. This should normally remain true so that each trade has a defined initial risk in ticks.
• TP multiplier of gap distance (tp_mult). Multiplier applied to the gap distance for the target. Typical range is 0.5 to 2.0. Raising it places the target further away and reduces hit frequency.
• SL multiplier of gap distance (sl_mult). Multiplier applied to the gap distance for the stop. Typical range is 0.5 to 2.0. Raising it widens the stop and increases risk per trade; lowering it tightens the stop and may increase the number of small losses.
Exit Controls
• Exit with candle logic (use_candle_exit). If true, closes shorts on bullish candles and longs on bearish candles. Useful when you want to react to intraday reversal bars even if TP or SL have not been reached.
• Force flat before session end (use_forced_flat). If true, guarantees you are flat by the configured flat time and updates the reference close. Turn this off only if you understand the impact on overnight risk.
Filters
There is no separate trend or volatility filter in this version. All trades depend on the presence of a full gap bar inside the session. If you need extra filtering such as ATR, volume, or higher timeframe bias, they should be added explicitly and documented in your own fork.
Usage recipes
Intraday conservative gap fade
• Timeframe. Five minute chart on ES regular session.
• Gap risk. use_gap_risk = true, use_gap_tp = true, use_gap_sl = true.
• Multipliers. tp_mult around 0.7 to 1.0 and sl_mult around 1.0.
• Exits. use_candle_exit = false, use_forced_flat = true. Focus on the structured TP and SL around the gap.
Intraday aggressive gap fade
• Timeframe. Five minute chart.
• Gap risk. use_gap_risk = true, use_gap_tp = false, use_gap_sl = true.
• Multipliers. sl_mult around 0.7 to 1.0.
• Exits. use_candle_exit = true, use_forced_flat = true. Entries fade full gaps, stops are tight, and candle color flips flatten trades early.
Higher timeframe gap tests
• Timeframe. Fifteen minute or sixty minute charts on instruments with regular gaps.
• Gap risk. Keep use_gap_risk = true. Consider slightly higher sl_mult if gaps are structurally wider on the higher timeframe.
• Note. Expect fewer trades and be careful with sample size; multi year data is recommended.
Properties visible in this publication
• On average our risk for each position over the last 200 trades is 0.4% with a max intraday loss of 1.5% of the total equity in this case of 100k $ with 1 contract ES. For other assets, recalculations and customizations has to be applied.
• Initial capital. 100 000.
• Base currency. USD.
• Default order size method. Fixed with size 1 contract.
• Pyramiding. 0.
• Commission. Flat 2 USD per order in the Strategy Tester Properties. (2$ buying + 2$selling)
• Slippage. One tick in the Strategy Tester Properties.
• Process orders on close. ON.
Realism and responsible publication
• No performance claims are made. Past results do not guarantee future outcomes.
• Costs use a realistic flat commission and one tick of slippage per trade for ES class futures.
• Default sizing with one contract on a 100 000 reference account targets modest per trade risk. In practice, extreme slippage or gap through events can exceed this, so treat the one and a half percent risk target as a design goal, not a guarantee.
• All orders are simulated on standard candles. Shapes can move while a bar is forming and settle on bar close.
Honest limitations and failure modes
• Economic releases, thin liquidity, and limit conditions can break the assumptions behind the simple gap model and lead to slippage or skipped fills.
• Symbols with very frequent or very large gaps may require adjusted multipliers or alternative risk handling, especially in high volatility regimes.
• Very quiet periods without clean gaps will produce few or no trades. This is expected behavior, not a bug.
• Session windows follow the exchange time of the chart. Always confirm that the configured session matches the symbol.
• When both the stop and target lie inside the same bar’s range, the TradingView engine decides which is hit first based on its internal intrabar assumptions. Without bar magnifier, tie handling is approximate.
Legal
Education and research only. This strategy is not investment advice. You remain responsible for all trading decisions. Always test on historical data and in simulation with realistic costs before considering any live use.
Michael's Custom Watermark🔷 MICHAEL'S CUSTOM WATERMARK INDICATOR
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📊 OVERVIEW
A comprehensive chart watermark overlay that displays essential fundamental and technical information for stocks in a clean, customizable table format. Perfect for traders who want quick access to key metrics without cluttering their charts.
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✨ KEY FEATURES
📊 Fundamental Data Display — Shows Industry, Sector, Market Cap, and P/E Ratio
📅 Earnings Information — Displays next earnings date with countdown timer
📈 ATR Volatility Indicator — 14-day ATR with color-coded visual alerts (🔴🟡🟢)
🎨 Auto Theme Detection — Automatically adjusts text color based on chart background
⚙️ Fully Customizable — Position, colors, size, and displayed metrics all adjustable
🏢 GICS Sector Mapping — Heuristic-based sector classification aligned with industry standards
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🎯 WHAT MAKES THIS INDICATOR UNIQUE?
Unlike basic watermarks, this indicator provides:
Real-time fundamental data integration
Smart theme-aware color adaptation for both light and dark charts
Configurable volatility alerts using ATR thresholds
Earnings countdown feature to never miss important dates
Optimized display that only shows relevant data for the current symbol type
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📖 HOW TO USE
1. BASIC SETUP
Add the indicator to your chart. By default, it displays in the top-left corner with all features enabled.
2. POSITIONING
Vertical Location: Top, Middle, or Bottom
Horizontal Location: Left, Center, or Right
Vertical Offset: Fine-tune position with 0-50 pixel offset from top
3. CUSTOMIZATION OPTIONS
TEXT APPEARANCE:
Auto Text Color — Enable to automatically adapt text color to your chart theme
Manual Color — Set a fixed text color if auto-color is disabled
Text Size — Choose from Huge, Large, Normal, or Small
Theme Colors — Customize text color for light and dark backgrounds separately
DATA DISPLAY TOGGLES:
Show Industry & Sector — Display heuristic-based GICS-aligned sector and industry classification
Show Market Cap — View market capitalization in T/B/M format
Show P/E Ratio — Display Price-to-Earnings ratio (stocks only)
Show ATR (14-Day) — Display Average True Range with percentage and visual indicator
Show Next Earnings — Display upcoming earnings information
Show Earnings Countdown — Show days remaining until next earnings (requires earnings display)
4. ATR VOLATILITY ALERTS
Configure custom thresholds to monitor volatility:
Red Threshold — ATR percentage that triggers red alert 🔴 (default: 6%)
Yellow Threshold — ATR percentage that triggers yellow alert 🟡 (default: 3%)
Green — Shows automatically when ATR is below yellow threshold 🟢
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📐 UNDERSTANDING THE DISPLAY
🏢 SECTOR & INDUSTRY
Shows the GICS sector classification followed by the specific industry. The indicator uses heuristic-based mapping to align TradingView sectors with standard GICS classifications. Note that this mapping is based on keyword detection and industry analysis, so while generally accurate, it may not perfectly match official GICS classifications in all cases.
💰 MARKET CAP
Displays market capitalization using standard abbreviations:
T = Trillion
B = Billion
M = Million
📊 P/E RATIO
Shows the trailing twelve-month Price-to-Earnings ratio. Only displayed for stocks when enabled. Shows "N/A" if data is unavailable.
📈 ATR (14-DAY)
Displays the 14-period Average True Range in both absolute value and percentage terms, with a color-coded indicator:
🔴 Red: High volatility (above red threshold)
🟡 Yellow: Moderate volatility (between yellow and red thresholds)
🟢 Green: Low volatility (below yellow threshold)
📅 EARNINGS
Shows earnings information in three formats:
"X days remaining" — When countdown is enabled and earnings date is known
"Upcoming" — When date is in the future but countdown is disabled
"Recently Reported" — When earnings just occurred
"N/A" — When no earnings data is available
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⚙️ TECHNICAL DETAILS
SUPPORTED INSTRUMENTS:
Optimized for stocks with full fundamental data
Works with other instruments (crypto, forex, futures) but only displays applicable metrics
Automatically suppresses irrelevant data (e.g., P/E for non-stocks)
PERFORMANCE:
Lightweight overlay with minimal resource usage
Updates only on last bar for efficiency
No historical recalculation needed
COMPATIBILITY:
Pine Script v6
Works on all timeframes
Compatible with all chart types
Auto-adapts to theme changes
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💡 TIPS & BEST PRACTICES
Enable Auto Text Color for seamless theme switching between light and dark modes
Adjust vertical offset to avoid overlap with price action in high-volatility periods
Use ATR thresholds appropriate to your trading style and asset class
Disable features you don't use to keep the watermark clean and focused
Position in corners to maximize chart viewing space
Use smaller text size for multi-panel layouts
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🔧 TROUBLESHOOTING
"N/A" SHOWING FOR P/E RATIO:
This is normal for non-stock instruments
May occur for stocks with negative earnings
Check if fundamental data is available for the symbol
EARNINGS SHOWING "N/A":
Earnings data may not be available for all stocks
Check TradingView's data coverage for your symbol
TEXT COLOR NOT VISIBLE:
Enable Auto Text Color feature
Manually set text color to contrast with your chart background
Adjust custom light/dark text colors in settings
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⚠️ DISCLAIMER
This indicator is for informational purposes only. The fundamental data displayed is sourced from TradingView's data providers. Always verify critical information before making trading decisions. Past performance is not indicative of future results.
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If you find this indicator helpful, please give it a boost 🚀 and share your feedback in the comments!
Version: 1.0
Pine Script Version: v6
Created by: Michael
Aquantprice: Institutional Structure MatrixSETUP GUIDE
Open TradingView
Go to Indicators
Search: Aquantprice: Institutional Structure Matrix
Click Add to Chart
Customize:
Min Buy = 10, Min Sell = 7
Show only PP, R1, S1, TC, BC
Set Decimals = 5 (Forex) or 8 (Crypto)
USE CASES & TRADING STRATEGIES
1. CPR Confluence Trading (Most Popular)
Rule: Enter when ≥3 timeframes show Buy ≥10/15 or Sell ≥7/13
text Example:
Daily: 12/15 Buy
Weekly: 11/15 Buy
Monthly: 10/15 Buy
→ **STRONG LONG BIAS**
Enter on pullback to nearest **S1 or L3**
2. Hot Zone Scalping (Forex & Indices)
Rule: Trade only when price is in Hot Zone (closest 2 levels)
text Hot: S1-PP → Expect bounce or breakout
Action:
- Buy at S1 if Buy Count ↑
- Sell at PP if Sell Count ↑
3. Institutional Reversal Setup
Rule: Price at H3/L3 + Reversal Condition
text Scenario:
Price touches **Monthly L3**
L3 in **Hot Zone**
Buy Count = 13/15
→ **High-Probability Reversal Long**
4. CPR Width Filter (Avoid Choppy Markets)
Rule: Trade only if CPR Label = "Strong Trend"
text CPR Size < 0.25 → Trending
CPR Size > 0.75 → Sideways (Avoid)
5. Multi-Timeframe Bias Dashboard
Use "Buy" and "Sell" columns as a sentiment meter
TimeframeBuySellBiasDaily123BullishWeekly89BearishMonthly112Bullish
→ Wait for alignment before entering
HOW TO READ THE TABLE
Column Meaning Time frame D, W, M, 3M, 6M, 12MOpen Price Current session open PP, TC, BC, etc. Pivot levels (color-coded if in Hot Zone) Buy X/15 conditions met (≥10 = Strong Buy)Sell X/13 conditions met (≥7 = Strong Sell)CPR Size Histogram + Label (Trend vs Range)Zone Hot: PP-S1, Med: S2-L3, etc. + PP Distance
PRO TIPS
Best on 5M–1H charts for entries
Use with volume or order flow for confirmation
Set alerts on Buy ≥12/15 or Sell ≥10/13
Hide unused levels to reduce clutter
Combine with AQuantPrice Dashboard (Small TF) for full system
IDEAL MARKETS
Forex (EURUSD, GBPUSD, USDJPY)
Indices (NAS100, SPX500, DAX)
Crypto (BTC, ETH – use 6–8 decimals)
Commodities (Gold, Oil)
🚀 **NEW INDICATOR ALERT**
**Aquantprice: Institutional Structure Matrix**
The **ALL-IN-ONE CPR Dashboard** used by smart money traders.
✅ **6 Timeframes in 1 Table** (Daily → Yearly)
✅ **15 Buy + 13 Sell Conditions** (Institutional Logic)
✅ **Hot Zones, CPR Width, PP Distance**
✅ **Fully Customizable – Show/Hide Any Level**
✅ **Real-Time Zone Detection** (Hot, Med, Low)
✅ **Precision up to 8 Decimals**
**No more switching charts. No more confusion.**
See **where institutions are positioned** — instantly.
👉 **Add to Chart Now**: Search **"Aquantprice: Institutional Structure Matrix"**
🔥 **Free Access | Pro-Level Insights**
*By AQuant – Trusted by 10,000+ Traders*
#CPR #PivotTrading #SmartMoney #TradingView
FINAL TAGLINE
"See What Institutions See — Before They Move."
Aquantprice: Institutional Structure Matrix
Your Edge. One Dashboard.
ETH Short-Term VWAP+EMA/RSI (ATR Risk, <1h) (James Logan)ETH Short-Term VWAP + EMA / RSI Strategy (ATR-based Risk Control)
A short-term (< 1 hour) ETH trading system designed for intraday scalps and momentum swings on 5- to 15-minute charts.
It blends trend confirmation (EMA 50 / 200) with intrabar structure (EMA 21 pullback & VWAP filter) and RSI momentum triggers, managing exits dynamically through ATR-based stop, take-profit, and trailing stop targets.
Core logic
• Long when RSI crosses above the threshold within an up-trend (EMA 50 > EMA 200) and price is above VWAP.
• Short when RSI crosses below threshold within a down-trend (EMA 50 < EMA 200) and price is below VWAP.
• Optional pullback confirmation to the 21-EMA for cleaner entries.
• Risk defined by ATR-multiples for stop-loss, take-profit, and an adaptive trailing stop.
• Automatic flat-out exit after a set number of bars (time-based close).
Best use
• 5 min – 15 min ETH/USDT charts (Binance, Bybit, Coinbase, etc.)
• Works with both spot and perpetual data.
• Tune ATR and RSI thresholds per venue; defaults are balanced for 0.05 % per-side fees.
Key parameters
• ATR SL × 1.6 ATR TP × 2.2 ATR Trail × 2.0
• RSI 50 cross | EMA 50/200 trend filter | VWAP confirmation
• Default position sizing = USD-based (e.g. $1 000 per trade).
Notes
• All orders and exits are simulated at bar close; use 1-minute bar magnifier for finer fill modeling.
• No repainting—uses only confirmed bar data.
• Best validated with ≥ 200 trades and profit factor > 1.25 over multi-month backtests.
Moving Average ProjectionDisplays 2-5 moving averages (solid lines) and projects their future trajectory (dashed lines) based on current trend momentum. This helps you anticipate where key MAs are heading and identify potential future support/resistance levels.
Important: Projections show where MAs would move IF the current trend continues—they're not predictions. Market conditions change, so use projections as planning tools, not trading signals.
General Settings
Number of MAs (2-5) controls how many moving averages display on your chart. Start with 2-3 to avoid clutter. Projection Bars (1-100) determines how far into the future to project—use 10-20 for intraday charts and 20-40 for daily charts. Lookback for Slope (2-100) sets the number of bars used to calculate trend slope, where shorter lookbacks are more responsive and longer ones are smoother. The default of 20 works well for most situations.
Individual MA Settings (MA 1-5)
Each MA has four settings: Length sets the period for the MA (common values are 9, 20, 50, 100, and 200), Type lets you choose between SMA, EMA, WMA, HMA, VWMA, or RMA (EMA is most popular), Color sets the historical MA line color, and Projection Color sets the projected line color (usually a lighter or transparent version of the main color).
MA Types Quick Reference: EMA is most popular and responsive to recent prices. SMA gives equal weight to all periods and is the smoothest. HMA is very responsive with low lag. VWMA incorporates volume data.
Quick Setup Examples
Day Trading: 3 MAs (9/21/50 EMA), 10-15 projection bars, 10-15 lookback
Swing Trading: 2 MAs (50/200 EMA), 20-30 projection bars, 20 lookback
Scalping: 2 MAs (9/20 EMA), 5-10 projection bars, 5-10 lookback
How to Use
Trend Identification: An uptrend shows price above rising MAs with projections pointing up. A downtrend shows price below falling MAs with projections pointing down. Consolidation appears as flat MAs with horizontal projections.
Support & Resistance: Rising MA projections act as future dynamic support levels, while falling MA projections act as future dynamic resistance levels.
Anticipating Changes: Watch for projected MA crossovers before they happen. When projections converge, expect volatility or consolidation. Steep projections suggest unsustainable trends, so be cautious. Flat projections indicate ranging markets.
Trade Planning: Check the current trend using MA alignment, then look at projections to gauge trend continuation likelihood. Use projected MA levels for potential targets or stop placement.
Important Tips
When Projections Work Best: Projections are most reliable in stable trending markets with consistent momentum, low volatility environments, and away from major news events.
When to Be Cautious: Use caution during high volatility or choppy price action, around major economic releases, when projections show extreme or parabolic angles, and during trend transitions.
Combine With Other Analysis: Don't trade projections alone. Use them alongside price action, volume, support and resistance levels, and other indicators for confirmation.
Best Practices
Start with 2-3 MAs to avoid chart clutter. Match your projection and lookback bars to your trading timeframe. Use consistent color schemes for quick interpretation. Adjust settings as market conditions change. Always use proper risk management—projections are planning tools, not guarantees.
Troubleshooting
Projections not showing: Check that Projection Bars > 0 and you're viewing the most recent bar
Chart too cluttered: Reduce number of MAs or increase projection color transparency
Projections too volatile: Increase lookback bars or switch to EMA/SMA from HMA
Can't see certain MAs: Verify "Number of MAs" setting includes them (MA 3 won't show if set to 2)
Quantura - Liquidity Sweep & Run LevelsIntroduction
“Quantura – Liquidity Sweep & Run Levels” is a structural price-action indicator designed to automatically detect swing-based liquidity zones and visualize potential sweep and run events. It helps traders identify areas where liquidity has likely been taken (sweep) or released (run), improving precision in market structure analysis and timing of entries or exits.
Originality & Value
This tool translates institutional liquidity concepts into an automated visual framework. Instead of simply marking highs and lows, it dynamically monitors swing points, tracks their breaches, and identifies subsequent reactions. The indicator is built to highlight the liquidity dynamics that often precede reversals or continuations.
Its originality lies in:
Automatic identification and tracking of swing highs and lows.
Real-time detection of broken levels and liquidity sweeps.
Distinction between “Run” and “Sweep” modes for different market behaviors.
Persistent historical visualization of liquidity levels using clean line structures.
Configurable signal markers for bullish and bearish sweep confirmations.
Functionality & Core Logic
Detects swing highs and lows using a user-defined Swing Length parameter.
Stores and updates all swing levels dynamically with arrays for efficient memory handling.
Draws horizontal lines from each detected swing point to visualize potential liquidity zones.
Monitors when price breaks a swing level and marks that event as “broken.”
Generates signals when the market either sweeps above/below or runs away from those levels, depending on the chosen mode.
Provides optional visual signal markers (“▲” for bullish sweeps, “▼” for bearish sweeps).
Parameters & Customization
Mode: Choose between “Sweep” (detects liquidity grabs) or “Run” (detects breakout continuations).
Swing Length: Sets the sensitivity for detecting swing highs/lows. A higher value focuses on larger structures, while smaller values detect micro liquidity points.
Bullish Color / Bearish Color: Customize color themes for sweep/run lines and signal markers.
Signals: Enables or disables visual up/down markers for confirmed events.
Visualization & Display
Horizontal lines represent potential liquidity levels (unbroken swing highs/lows).
Once broken, lines automatically stop extending, marking the moment liquidity is taken.
Depending on the selected mode:
“Sweep” mode identifies false breaks or stop-hunt behavior.
“Run” mode highlights breakouts that continue the trend.
Colored arrows indicate the direction and type of liquidity reaction.
Clean, non-intrusive visualization suitable for overlaying on price charts.
Use Cases
Detect liquidity sweeps before major reversals.
Identify breakout continuations after liquidity runs.
Combine with Supply/Demand or FVG indicators for multi-layered confirmation.
Validate liquidity bias in algorithmic or discretionary strategies.
Analyze market manipulation patterns and institutional stop-hunting behavior.
Limitations & Recommendations
This indicator identifies structural behavior but does not guarantee trade direction or profitability.
Works best on liquid markets with clear swing structures (e.g., crypto, forex, indices).
Signal interpretation should be combined with confluence tools such as volume, order flow, or structure-based filters.
Excessively small swing settings may cause over-signaling in volatile markets.
Markets & Timeframes
Optimized for all major asset classes — including crypto, Forex, indices, and equities — and for intraday to higher-timeframe structural analysis (5-minute up to daily charts).
Author & Access
Developed 100% by Quantura. Published as a Open-source script indicator. Access is free.
Compliance Note
This description fully complies with TradingView’s Script Publishing Rules and House Rules . It avoids performance claims, provides transparency on methodology, and clearly describes indicator behavior and limitations.
SevenDayHighLowTableWithBoxes [CHE]SevenDayHighLowTableWithBoxes — Seven-day day-range boxes with a weekday-aware “ghost” projection and a compact table that tracks recent extremes and per-weekday hit rates.
Summary
This indicator visualizes each trading day as a colored box and annotates the final high and low with compact markers. It maintains a rolling seven-day view and a five-column table showing day name, high, low, range, and a per-weekday projection hit statistic. A dashed “ghost” box projects a typical range for the current weekday using a running average and an adjustable scaling factor. The script is written in Pine v6, runs on the main chart (overlay true), and emphasizes stable object handling and closed-bar finalization at day boundaries.
Motivation: Why this design?
Intraday traders often need fast context for where today’s price sits relative to recent daily extremes, without switching timeframes. A simple daily high/low overlay is informative but lacks structure, sizing context, and continuity. By grouping bars into local days (configurable UTC offset), drawing explicit boxes, and projecting a weekday-typical range, the chart becomes easier to scan. The compact table gives a quick audit trail of the latest seven days while tracking how often the weekday projection would have covered the realized range.
What’s different vs. standard approaches?
Reference baseline: Plain daily high/low lines or session boxes without context.
Architecture differences:
Weekday-tinted boxes and labels for today plus up to six prior days.
Weekday average range drives a dashed projection (“ghost”) sized by a user-defined percentage.
Per-weekday hit statistics recorded as hits over totals and displayed in the table.
ATR-based vertical offsets keep labels readable.
Live updates intraday; state is finalized at the local day switch.
Practical effect: The chart shows where current price sits inside a known daily envelope, plus how “typical” the day’s movement is for this weekday, aiding expectations and planning.
How it works (technical)
The script computes a local daily timestamp using the user’s UTC offset. A day change finalizes the prior day, writes its high, low, start and end indices, and records the bar indices of the terminal high and low.
For each weekday, it maintains a running average of realized ranges with a cap on the lookback count. The ghost projection length is the weekday average scaled by the user’s percentage setting.
Anchor selection for the ghost uses the most recent extreme and the close relative to the intraday midpoint to choose a low-anchored or high-anchored box.
A five-column table (Day, High, Low, Range, Ghost OK) is refreshed on the last bar. The “Ghost OK” column shows per-weekday cumulative hits over totals with a percentage, calculated before including the just-finished day.
Object counts are bounded to seven days by pruning arrays and deleting old boxes and labels. Visual updates for historical objects occur on the last bar to minimize overhead. No `security()` calls are used.
Parameter Guide
UTC (+/−) — Controls local day boundaries — Default: minus five hours — Set to your venue’s local time.
Session (for Time gate) — Session string — Default: full week — (Optional) computed internally; not applied to gating.
Show 7-Day High/Low Table — Toggles the table — Default: true — Disable to reduce UI load.
Show Day Boxes in Chart — Toggles day boxes — Default: true — Disable for a cleaner chart.
Table Position — Nine-point anchor — Default: Middle Right — Move to avoid overlap.
Table Background / Text Color / Min Cell Width — Styling controls — Defaults: gray background, white text, width twelve characters.
Weekday Colors (Sun…Sat) — Row and box tints — Defaults: semi-transparent hues — Adjust for your theme.
Triangle Transparency — Marker opacity — Default: zero — Increase to fade high/low dots.
Day Label Transparency — Day name opacity — Default: zero — Increase to reduce emphasis.
Box Border Width — Box stroke width — Default: one — Increase for stronger edges.
Extend Boxes Right — Extend current box — Default: false — Useful for forward planning.
Show Average Range Ghost Box — Dashed projection — Default: true — Disable if distracting.
Ghost Border Color / Width — Ghost styling — Defaults: gray, width one.
Ghost Length percent of AvgRange — Projection scale — Default: one hundred; bounds zero to five hundred — Lower to be conservative.
Max History Days for Average — Cap per-weekday averaging — Default: two hundred fifty-two; bounds thirty to five hundred.
ATR Length / Day Label ATR Multiplier / Triangle Up ATR Multiplier / Triangle Down ATR Multiplier — Offsets for label placement — Defaults: length one hundred; multipliers zero — Increase on dense instruments to prevent overlap.
Reading & Interpretation
Day boxes: The filled rectangle marks each day’s full high-low span; color encodes the weekday.
Markers: Small dots near the terminal high and low highlight where the final extremes occurred.
Ghost box: A dashed box sized by the weekday average range, anchored based on recent behavior. It is a typical span, not a target.
Table: Row one shows “Today”. Rows below list up to six prior days. “Ghost OK” shows per-weekday cumulative hits over totals with a percentage, which reflects historical coverage quality for that weekday.
Practical Workflows & Combinations
Trend following: Use the current box plus recent boxes to read expansion or compression days; combine with basic structure such as higher-highs and higher-lows or lower-lows and lower-highs for confirmation.
Exits and risk: When price nears the ghost boundary late in the session, consider managing exposure more conservatively.
Multi-asset and multi-timeframe: Works on minute charts. As a starting point, use five to less than sixty minutes. For cross-checks, pair with a higher timeframe bias filter.
Behavior, Constraints & Performance
Repaint/confirmation: The indicator updates intraday; extremes and ghost position can move while the day is open. Values are finalized on the next local day start.
HTF/security: None used; repaint risk is limited to live-bar movement.
Resources: `max_bars_back` five thousand; arrays are pruned to seven days; the table and color sync run on the last bar; the live ghost updates only in real time.
Known limits: Weekday averages can be unrepresentative during regime shifts, events, or gaps. Day boundaries depend on the UTC offset being set correctly. No alerts are included. The script displays warning labels when the timeframe is below five minutes or at sixty minutes and above.
Sensible Defaults & Quick Tuning
Start with the defaults.
Ghost too aggressive: Lower the percent scale.
Labels overlap: Increase ATR multipliers.
Clutter or performance issues: Hide the table or boxes, or disable the ghost.
Day boundary misaligned: Adjust the UTC offset to your market.
What this indicator is—and isn’t
This is a visualization and context layer for daily extremes and a weekday-based typical span. It does not predict direction, does not manage orders, and is not a complete trading system. Use it alongside market structure, risk controls, and position management.
Disclaimer
The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context.
Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved.
By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk.
Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts.
Best regards and happy trading
Chervolino
X rVPoCOverview
The rVPoC indicator isolates and displays the Volume Point of Control — the price level within a chosen lookback window that has accumulated the highest traded volume.
Unlike typical volume profiles that analyze an entire session or day, this version is designed for rolling intraday precision. It continually updates the VPoC using data from a lower “zoomed-in” timeframe (e.g., 1-minute) to refine accuracy, even when viewed on higher-timeframe charts.
How It Works
At its core, the indicator “zooms in” via Pine Script’s multi-timeframe engine:
Lower timeframe aggregation:
A secondary (zoomed) timeframe — by default 1-minute — is used to pull detailed OHLCV data through request.security().
Rolling window analysis:
The user-defined bars_per_current parameter determines how many of those lower-timeframe bars to include (e.g., 15 → a 15-minute rolling window).
Volume binning:
The high-to-low range of that window is divided into evenly spaced price bins (vp_price_levels). Each bin accumulates the volume of trades overlapping its range.
Point of Control selection:
The bin with the greatest accumulated volume is located, and its volume-weighted midpoint is plotted as the VPoC.
Visual output:
Discrete line-break markers are plotted for each bar, preventing the “connecting line” distortions common in continuous plots.
Use Case
This indicator is ideal for intraday traders who want to:
Track how the most active traded price shifts over time.
Identify short-term value zones forming within a 15-minute (or custom) rolling range.
Observe micro-structure behavior during developing sessions without committing to full volume profile tools.
Overlay a lightweight VPoC on top of other tools such as open-range or VWAP-based frameworks.
It is particularly effective on 1-minute and 5-minute charts, providing a granular yet efficient measure of volume concentration that updates bar-by-bar.
Summary
The VPoC indicator delivers a continuously updating micro-profile of where trading volume is most active within a chosen intraday window.
It’s designed to complement range, VWAP, and order-flow analysis by highlighting evolving value zones without visual clutter or session-anchoring logic.
Traders can interpret shifts in the VPoC as changes in short-term control — where buyers or sellers are concentrating their activity within the evolving price structure.
ATR Adaptive (auto timeframe)This indicator automatically adjusts the Average True Range (ATR) period based on the current chart timeframe, helping traders define dynamic Stop Loss (SL) and Take Profit (TP) levels that adapt to market volatility.
The ATR measures the average range of price movement over a defined number of bars. By using adaptive periods, the indicator ensures that volatility is interpreted consistently across different timeframes — from 1-minute charts to daily or weekly charts.
It plots two main levels on the chart:
🔴 Low – ATR × Multiplier → Suggested Stop Loss (below the candle’s low)
🟢 High + ATR × Multiplier → Suggested Take Profit or trailing level (above the candle’s high)
Optional additional lines show ATR-based TP levels calculated from the current close.
💡 How to use
Select your desired ATR multiplier (e.g., 1.3× for SL, 1.0× for TP).
The script automatically detects the chart timeframe and uses an appropriate ATR length (e.g., ATR(30) on M5, ATR(21) on H1, ATR(14) on Daily).
Use the plotted levels to:
Set Stop Loss just below the red ATR band (for long trades).
Set Take Profit near or slightly below the green ATR band (for short trades, reverse logic).
⚙️ Why it helps
Maintains consistent volatility-based risk across multiple timeframes.
Avoids arbitrary fixed SL/TP values.
Makes the trading strategy more responsive in high-volatility markets and more conservative when volatility contracts.
Particularly useful for intraday and swing trading, where volatility varies significantly between sessions.
Last Candle of Hour Highlighter (M1 + M5)Highlights the last candle of every hour on 1-minute (M1) and 5-minute (M5) charts, making it easier to spot session closes, breakouts, and end-of-hour price action at a glance.
Detailed Description / How to Use:
This indicator automatically detects the last candle of each hour and changes its colour for quick visual reference. It’s designed for traders who use short-term timeframes (M1, M5) and want a clean visual cue for hourly closes.
Features:
• Automatically detects M1 and M5 timeframes.
• Highlights the last candle of each hour with a customisable colour.
• Optional Bull/Bear mode: colour changes depending on candle direction.
• Simple and lightweight — does not affect chart performance.
Inputs / Settings:
1. Color by Bull/Bear – Toggle on to automatically colour the last candle green (bullish) or red (bearish) based on its close relative to the open.
2. Highlight Colour – Choose a single colour if Bull/Bear mode is off.
3. Bullish Colour – Choose the colour for bullish last candles.
4. Bearish Colour – Choose the colour for bearish last candles.
Usage Tips:
• Works best on 1-minute and 5-minute charts.
• Ideal for spotting end-of-hour reversals, breakout candles, and momentum shifts.
• Can be combined with other indicators like support/resistance or moving averages for more advanced strategies.
Volume Sampled Supertrend [BackQuant]Volume Sampled Supertrend
A Supertrend that runs on a volume sampled price series instead of fixed time. New synthetic bars are only created after sufficient traded activity, which filters out low participation noise and makes the trend much easier to read and model.
Original Script Link
This indicator is built on top of my volume sampling engine. See the base implementation here:
Why Volume Sampling
Traditional charts print a bar every N minutes regardless of how active the tape is. During quiet periods you accumulate many small, low information bars that add noise and whipsaws to downstream signals.
Volume sampling replaces the clock with participation. A new synthetic bar is created only when a pre-set amount of volume accumulates (or, in Dollar Bars mode, when pricevolume reaches a dollar threshold). The result is a non-uniform time series that stretches in busy regimes and compresses in quiet regimes. This naturally:
filters dead time by skipping low volume chop;
standardizes the information content per bar, improving comparability across regimes;
stabilizes volatility estimates used inside banded indicators;
gives trend and breakout logic cleaner state transitions with fewer micro flips.
What this tool does
It builds a synthetic OHLCV stream from volume based buckets and then applies a Supertrend to that synthetic price. You are effectively running Supertrend on a participation clock rather than a wall clock.
Core Features
Sampling Engine - Choose Volume buckets or Dollar Bars . Thresholds can be dynamic from a rolling mean or median, or fixed by the user.
Synthetic Candles - Plots the volume sampled OHLC candles so you can visually compare against regular time candles.
Supertrend on Synthetic Price - ATR bands and direction are computed on the sampled series, not on time bars.
Adaptive Coloring - Candle colors can reflect side, intensity by volume, or a neutral scheme.
Research Panels - Table shows total samples, current bucket fill, threshold, bars-per-sample, and synthetic return stats.
Alerts - Long and Short triggers on Supertrend direction flips for the synthetic series.
How it works
Sampling
Pick Sampling Method = Volume or Dollar Bars.
Set the dynamic threshold via Rolling Lookback and Filter (Mean or Median), or enable Use Fixed and type a constant.
The script accumulates volume (or pricevolume) each time bar. When the bucket reaches the threshold, it finalizes one or more synthetic candles and resets accumulation.
Each synthetic candle stores its own OHLCV and is appended to the synthetic series used for all downstream logic.
Supertrend on the sampled stream
Choose Supertrend Source (Open, High, Low, Close, HLC3, HL2, OHLC4, HLCC4) derived from the synthetic candle.
Compute ATR over the synthetic series with ATR Period , then form upperBand = src + factorATR and lowerBand = src - factorATR .
Apply classic trailing band and direction rules to produce Supertrend and trend state.
Because bars only come when there is sufficient participation, band touches and flips tend to align with meaningful pushes, not idle prints.
Reading the display
Synthetic Volume Bars - The non-uniform candles that represent equal information buckets. Expect more candles during active sessions and fewer during lulls.
Volume Sampled Supertrend - The main line. Green when Trend is 1, red when Trend is -1.
Markers - Small dots appear when a new synthetic sample is created, useful for aligning activity cycles.
Time Bars Overlay (optional) - Plot regular time candles to compare how the synthetic stream compresses quiet chop.
Settings you will use most
Data Settings
Sampling Method - Volume or Dollar Bars.
Rolling Lookback and Filter - Controls the dynamic threshold. Median is robust to outliers, Mean is smoother.
Use Fixed and Fixed Threshold - Force a constant bucket size for consistent sampling across regimes.
Max Stored Samples - Ring buffer limit for performance.
Indicator Settings
SMA over last N samples - A moving average computed on the synthetic close series. Can be hidden for a cleaner layout.
Supertrend Source - Price field from the synthetic candle.
ATR Period and Factor - Standard Supertrend controls applied on the synthetic series.
Visuals and UI
Show Synthetic Bars - Turn synthetic candles on or off.
Candle Color Mode - Green/Red, Volume Intensity, Neutral, or Adaptive.
Mark new samples - Puts a dot when a bucket closes.
Show Time Bars - Overlay regular candles for comparison.
Paint candles according to Trend - Colors chart candles using current synthetic Supertrend direction.
Line Width , Colors , and Stats Table toggles.
Some workflow notes:
Trend Following
Set Sampling Method = Volume, Filter = Median, and a reasonable Rolling Lookback so busy regimes produce more samples.
Trade in the direction of the Volume Sampled Supertrend. Because flips require real participation, you tend to avoid micro whipsaws seen on time bars.
Use the synthetic SMA as a bias rail and trailing reference for partials or re-entries.
Breakout and Continuation
Watch for rapid clustering of new sample markers and a clean flip of the synthetic Supertrend.
The compression of quiet time and expansion in busy bursts often makes breakouts more legible than on uniform time charts.
Mean Reversion
In instruments that oscillate, faded moves against the synthetic Supertrend are easier to time when the bucket cadence slows and Supertrend flattens.
Combine with the synthetic SMA and return statistics in the table for sizing and expectation setting.
Stats table (top right)
Method and Total Samples - Sampling regime and current synthetic history length.
Current Vol or Dollar and Threshold - Live bucket fill versus the trigger.
Bars in Bucket and Avg Bars per Sample - How much time data each synthetic bar tends to compress.
Avg Return and Return StdDev - Simple research metrics over synthetic close-to-close changes.
Why this reduces noise
Time based bars treat a 5 minute print with 1 percent of average participation the same as one with 300 percent. Volume sampling equalizes bar information content. By advancing the bar only when sufficient activity occurs, you skip low quality intervals that add variance but little signal. For banded systems like Supertrend, this often means fewer false flips and cleaner runs.
Notes and tips
Use Dollar Bars on assets where nominal price varies widely over time or across symbols.
Median filter can resist single burst outliers when setting dynamic thresholds.
If you need a stable research baseline, set Use Fixed and keep the threshold constant across tests.
Enable Show Time Bars occasionally to sanity check what the synthetic stream is compressing or stretching.
Link again for reference
Original Volume Based Sampling engine:
Bottom line
When you let participation set the clock, your Supertrend reacts to meaningful flow instead of idle prints. The result is a cleaner state machine, fewer micro whipsaws, and a trend read that respects when the market is actually trading.
