YTD % / Visible Range % TableAUTHOR: Brandon Gum
DATE: 2026-01-03
// PURPOSE:
// Calculates price-range metrics based on the *currently visible*
// portion of the chart. Intended for table-based UI display where
// values must be stable and evaluated only on the last bar.
//
// Originally based on Jeff Sun's ADR price data table.
//
// METRICS RETURNED:
// - Visible High
// - Visible Low
// - Visible % Range = (Visible High - Visible Low) / Visible Low
// - Visible ATRs = (Visible High - Visible Low) / ATR
//
// IMPLEMENTATION NOTES:
// - Logic executes ONLY on barstate.islast to avoid state corruption.
// - Visible range is recomputed atomically using a backward loop
// bounded by chart.left_visible_bar_time.
// - Avoids var-based accumulation and bar-by-bar resets, which are
// unreliable when visible window changes.
// - ATR is evaluated at the current bar (not averaged over range).
//
// ASSUMPTIONS / LIMITATIONS:
// - Uses chart-visible time boundaries supplied by TradingView.
// - Loop upper bound must be sufficiently large to cover max
// expected visible bars.
// - Intended for display purposes, not signal generation.
//
// SIDE EFFECTS:
// - None. No plots, no drawings, no state persistence.
Statistics
Z-Score Momentum Dashboard Z-Score Momentum Dashboard: A Comprehensive Technical Analysis Framework
Understanding the Z-Score Momentum Dashboard
The Z-Score Momentum Dashboard represents a sophisticated evolution in technical analysis indicators, designed to synthesize multiple analytical frameworks into a singular, coherent probabilistic assessment of market conditions. At its core, this indicator is a multi-dimensional analytical engine that processes price action, volume dynamics, cyclical patterns, and statistical anomalies to generate standardized z-scores that measure how far current market behavior deviates from established norms. Unlike traditional single-metric indicators that examine price through one lens, this dashboard constructs a comprehensive probabilistic model by weighting and combining six distinct analytical domains: Ehlers bandpass filtering for cycle detection, momentum calculations across multiple timeframes, mean reversion tendencies, trend strength measurements, volatility regime analysis, and volume confirmation signals.
The indicator operates by first calculating individual scores across each of these six domains, normalizing them into comparable z-score formats, then applying user-configurable weights to create a composite probability score that estimates the likelihood of upward price movement. This probability undergoes statistical transformation through hyperbolic tangent functions to ensure bounded outputs between zero and one, which are then compared against historical baselines to generate the final z-score reading. The z-score itself becomes the primary signal, indicating not just direction but the statistical significance of the current market state relative to recent history. When the z-score exceeds predefined thresholds, it suggests the market has entered a regime that statistically differs from the baseline, implying either strong momentum continuation or potential exhaustion depending on accompanying contextual indicators.
The dashboard visualization provides traders with immediate access to critical information through a comprehensive table display that shows historical z-scores over the past five days, current probability assessments, trend classification, momentum measurements, acceleration metrics, and distance from moving averages. This multi-temporal perspective allows traders to observe not just the current state but the trajectory of change, identifying whether momentum is building, plateauing, or reversing. The indicator also generates regime classifications such as "PARABOLIC EXT," "OVERSOLD," "STRONG MOM," and "NEUTRAL," which combine z-score readings with price extension metrics to characterize the current market environment. These classifications directly inform suggested actions, ranging from "Ride trend w/ stops" during strong momentum periods to "Watch for reversal" during oversold conditions with increasing momentum, providing traders with contextually appropriate strategic guidance.
The Special Nature of This Analytical Approach
What distinguishes the Z-Score Momentum Dashboard from conventional technical indicators is its fundamental philosophical approach to market analysis, which embraces probabilistic thinking rather than deterministic prediction. Most traditional indicators generate binary signals or directional recommendations based on threshold crossovers or pattern recognition, implicitly suggesting certainty about future price movement. This dashboard, in contrast, explicitly models uncertainty by generating probability distributions and measuring statistical significance, acknowledging that markets are stochastic systems where edge comes from systematic bias rather than predictive certainty. By converting diverse technical signals into standardized z-scores, the indicator creates a common language for comparing fundamentally different types of market information, whether that information comes from price momentum, volume patterns, or cyclical oscillations.
The pseudo-machine learning architecture embedded within the indicator represents another distinctive feature that elevates it beyond standard technical analysis tools. While Pine Script limitations prevent the implementation of actual neural networks or gradient-boosted decision trees, the indicator approximates ensemble learning principles by treating each analytical domain as a separate "model" whose outputs are weighted and combined. Users can adjust these weights based on their market beliefs or through backtesting optimization, effectively training the indicator to emphasize whichever analytical dimensions prove most predictive in their specific trading context. This flexibility means the same indicator can be configured for mean-reversion trading in range-bound markets by increasing mean reversion weights, or for momentum trading in trending markets by emphasizing trend and momentum components, making it adaptable across varying market regimes without requiring entirely different analytical tools.
The integration of John Ehlers' digital signal processing concepts, particularly the bandpass filtering and super smoother functions, introduces engineering-grade analytical precision to financial market analysis. Ehlers' work translates aerospace and telecommunications signal processing mathematics into trading applications, allowing the indicator to isolate specific cyclical frequencies within price action while filtering out noise. This is fundamentally different from simple moving averages or oscillators that indiscriminately smooth price data; bandpass filters can extract the 10-day cycle component separately from the 20-day cycle component, identifying when multiple cycles align or diverge. The inclusion of these sophisticated filters alongside more conventional tools creates a hybrid analytical framework that combines the mathematical rigor of quantitative finance with the practical market wisdom embedded in traditional technical analysis.
The dashboard's temporal analysis capabilities provide another layer of analytical depth rarely found in standalone indicators. By displaying five days of historical z-scores alongside current readings, the interface enables pattern recognition at the signal level rather than just the price level. Traders can observe whether z-scores are trending, oscillating, or demonstrating divergent behavior relative to price action. For instance, if price continues making new highs while z-scores decline, this suggests deteriorating statistical support for the advance despite superficial price strength, providing early warning of potential reversals. Similarly, rising z-scores during price consolidation indicate building statistical pressure that may soon manifest as directional movement. This meta-analytical capability transforms the indicator from a simple signal generator into a comprehensive framework for understanding the statistical character of market behavior.
Algorithmic Superiority and Technical Advantages
The algorithmic architecture of the Z-Score Momentum Dashboard demonstrates several technical advantages that contribute to its analytical power and practical utility. The normalization of disparate technical indicators into standardized z-scores solves a fundamental problem in multi-factor analysis: how to combine indicators with different scales and units into a coherent composite signal. A momentum reading measured in price points cannot be directly compared to an RSI reading measured on a 0-100 scale, nor to a volume ratio measured as a multiplier. By converting each measure into a z-score representing standard deviations from its respective mean, the indicator creates dimensional consistency, ensuring that each component contributes proportionally to the final composite score based on its statistical deviation rather than its nominal value.
The use of adaptive baselines through rolling statistical windows provides robustness against regime changes and non-stationary market behavior. Rather than comparing current readings against fixed historical values or statically defined overbought/oversold levels, the indicator continuously recalculates mean and standard deviation estimates over the user-defined baseline period. This approach automatically adjusts to changing volatility regimes, market cycles, and structural shifts in price behavior. During high-volatility periods, the standard deviation increases, requiring larger absolute deviations to generate extreme z-scores, appropriately raising the bar for signal generation. Conversely, during low-volatility periods, smaller absolute movements can generate significant z-scores, maintaining signal sensitivity across diverse market conditions.
The composite probability calculation employs mathematically sound transformation functions rather than arbitrary scaling. After weighting and combining individual z-scores into a composite score, the indicator applies hyperbolic tangent transformation to convert the unbounded composite score into a bounded probability estimate between zero and one. The tanh function was chosen specifically because its sigmoid-shaped curve smoothly compresses extreme values while maintaining sensitivity around the center, preventing outlier distortion while preserving information about moderate deviations. This is superior to linear scaling or simple threshold clamping, which can create artificial discontinuities or lose information about the magnitude of extreme readings. The subsequent z-score calculation on this probability distribution creates a second-order statistical metric that measures not just "is probability high?" but "is probability statistically significantly higher than typical?" This layered statistical approach provides more nuanced information than single-stage calculations.
The incorporation of acceleration metrics alongside momentum measurements adds a crucial dimension to the analytical framework. While momentum measures the first derivative of the z-score (rate of change), acceleration measures the second derivative (rate of change of the rate of change), identifying inflection points where momentum itself shifts. Markets often reverse not when momentum reaches zero but when acceleration reverses, as this indicates the rate of momentum decay is accelerating even while momentum remains positive. By explicitly calculating and displaying acceleration, the indicator provides early warning of potential trend exhaustion before momentum fully dissipates. This mathematical sophistication mirrors concepts from physics and calculus, applying them to financial market dynamics in ways that enhance predictive capability.
The multi-timeframe momentum analysis embedded within the indicator examines price changes over five, ten, and twenty periods, capturing different temporal scales of market behavior. Short-term momentum captures immediate price action and trading range dynamics, while longer-term momentum reflects sustained directional bias and major trend development. By combining these timeframes into a weighted average before calculating z-scores, the indicator synthesizes information across temporal scales, avoiding the myopia of single-timeframe analysis. This approach recognizes that market structure exists simultaneously at multiple frequencies, and robust signals often emerge when momentum aligns across timeframes, while divergences between timeframes can signal pending reversals or consolidations.
Predictive Power Through Cyclical Analysis
The integration of cyclical analysis into the Z-Score Momentum Dashboard represents one of its most powerful predictive capabilities, leveraging the empirical observation that financial markets exhibit periodic behavior driven by fundamental economic cycles, seasonal patterns, trader psychology, and technical feedback loops. The Ehlers bandpass filters implemented in the indicator specifically isolate cyclical components at 10, 15, and 20-day periods, frequencies that correspond to common trading cycles including bi-weekly, monthly, and quarterly rhythms in market activity. By extracting these specific frequency bands and measuring their slope, the indicator identifies when cycles are aligned in the same directional phase versus when they are diverging, with aligned cycles providing stronger predictive signals than single-frequency readings.
Cyclical analysis offers predictive power because cycles, by definition, have characteristic wavelengths that enable forecasting of future turning points based on the current phase. If the indicator detects that the 10-day cycle is in a trough phase while the 20-day cycle is also declining, it can anticipate that the shorter cycle should begin turning upward before the longer cycle, potentially creating a bullish divergence or early reversal signal. Conversely, when a shorter cycle reaches a peak while longer cycles continue rising, this suggests the current rally may consolidate before the longer-cycle momentum can drive new highs. This phase relationship analysis transforms cyclical information from descriptive to predictive, allowing traders to position ahead of probable turning points rather than merely reacting to them.
The bandpass filtering approach is particularly valuable because it separates signal from noise more effectively than conventional smoothing techniques. Traditional moving averages suppress both high-frequency noise and the actual signal being measured, creating lag and reducing responsiveness. Bandpass filters, in contrast, selectively attenuate frequencies outside the target band while preserving amplitude and phase information within the band, maintaining the timing and magnitude of the actual cyclical component. This means when the bandpass output changes, it reflects genuine change in the underlying cycle rather than random noise or smoothing artifacts. The z-score normalization of bandpass slopes then measures whether the current cyclical momentum is statistically unusual relative to recent history, identifying periods when cyclical forces are particularly strong or weak.
The integration of Fisher Transform calculations further enhances cyclical predictive power by converting price oscillations into a nearly Gaussian probability distribution. Financial price data typically exhibits non-normal distributions with fat tails and skewness, which violate the assumptions underlying many statistical techniques. The Fisher Transform specifically addresses this by mapping the price data onto a normal distribution where standard statistical inference tools work more reliably. When applied to cyclical data, this transformation makes it possible to accurately assess the statistical significance of cycle phases and turning points, distinguishing between normal cyclical oscillation and statistically significant deviations that may precede major price movements.
The Schaff Trend Cycle component adds another dimension to cyclical analysis by combining MACD calculations with stochastic smoothing to identify trending phases within broader cyclical structures. Markets often exhibit fractal behavior where trends exist within cycles which exist within larger trends. The Schaff indicator specifically addresses this nested structure by detecting when shorter-term trends are emerging within the dominant cycle, providing early identification of trend changes before they become apparent in price action. When the Schaff reading aligns with bandpass filter signals and overall z-score direction, it confirms that multiple analytical perspectives agree on current cyclical phase, increasing confidence in directional predictions.
The Detrended Price Oscillator (DPO) calculation removes trend components to isolate pure cyclical behavior, addressing a common challenge in cyclical analysis where strong trends can mask underlying cycles. By comparing current price to a centered moving average, the DPO reveals cyclical patterns that persist regardless of trend direction, allowing the indicator to maintain cyclical awareness in both trending and ranging markets. This is particularly valuable because cycles often continue operating during trends but become invisible to trend-following indicators, yet these cycles can predict pullbacks, consolidations, and acceleration phases within the larger trend. The incorporation of DPO signals into the composite z-score calculation ensures that cyclical information contributes to the final reading even when dominated by strong directional momentum.
Practical Trading Application and Strategic Implementation
Implementing the Z-Score Momentum Dashboard in practical trading requires understanding both its signal generation logic and the appropriate strategic frameworks for acting on its outputs. The primary trading signal comes from the overall z-score reading relative to the trigger and extreme thresholds, which by default are set at 1.25 and 2.0 respectively. When the z-score exceeds the trigger threshold, it indicates that current market behavior is more than 1.25 standard deviations above the recent baseline, suggesting statistically significant bullish momentum. Traders can interpret this as a regime shift from neutral to bullish conditions, warranting either initiation of long positions or continuation of existing long exposure with trailing stops. The strength of this signal increases when the z-score crosses the extreme threshold, indicating the market has entered a parabolic phase that, while statistically unusual, may represent either climactic buying or unsustainable conditions prone to mean reversion.
The regime classifications provide contextual interpretation that modifies how traders should approach z-score signals. A z-score above the trigger threshold combined with moderate price extension from the 20-period moving average generates a "STRONG MOM" regime classification with the recommended action "Ride trend w/ stops," suggesting that traders should maintain directional exposure while using trailing stop-loss orders to protect profits if momentum reverses. In contrast, a z-score above the trigger threshold but with extreme price extension generates a "PARABOLIC EXT" classification with the action "Mean rev UP expected," warning that despite strong statistical momentum, the price has deviated too far from its moving average and may soon consolidate or reverse toward the mean. This nuanced interpretation prevents traders from blindly chasing extended moves even when z-scores remain elevated.
The trend classification system—identifying RISING, FALLING, BOTTOMING, and TOPPING patterns—provides crucial information about the trajectory of statistical momentum rather than just its current level. A RISING classification indicates that not only is the z-score positive, but it has been consistently increasing over recent periods, suggesting accelerating momentum and increasing statistical support for directional movement. Traders can use this to distinguish between stable momentum that may continue and deteriorating momentum that may reverse, informing position sizing and stop-loss placement decisions. BOTTOMING and TOPPING classifications specifically identify potential inflection points where the direction of z-score movement is changing, generating early reversal signals before z-scores cross back through neutral territory.
For mean reversion traders, the indicator provides exceptional value when z-scores reach extreme negative levels (below -2.0) while showing BOTTOMING trend patterns and positive acceleration. This combination suggests that statistical momentum has reached an extreme oversold condition and is beginning to reverse, creating favorable risk-reward opportunities for counter-trend long positions. The extension metric provides additional confirmation, as extreme negative extension from the moving average creates mechanical pull toward the mean independent of momentum considerations. Traders can enter positions when these factors align, using the moving average as an initial profit target and the z-score returning to neutral as a signal for position closure or transition to trend-following mode.
For trend-following traders, the indicator is most valuable when z-scores remain elevated above the trigger threshold for extended periods with RISING or stable trend patterns and positive momentum readings. This indicates persistent statistical support for the trend rather than a temporary spike, justifying larger position sizes and wider stop-loss placement. The momentum and acceleration metrics help trend followers distinguish between healthy trends with sustained momentum and exhausted trends where momentum is decelerating, allowing for timely exit before reversals occur. When momentum and acceleration both turn negative while z-scores remain positive, it signals that the statistical foundation of the trend is eroding even though the trend nominally persists, prompting trend followers to tighten stops or take partial profits.
The component scores displayed in the dashboard enable advanced traders to perform qualitative analysis of what factors are driving the composite z-score reading. If the composite z-score is positive but the breakdown shows that bandpass and momentum scores are negative while mean reversion scores are strongly positive, this indicates that the bullish reading is driven primarily by oversold mean reversion potential rather than directional momentum. Traders can use this information to adjust their trading approach, perhaps favoring short-term reversal trades over longer-term trend follows. Conversely, if all components show aligned readings, it suggests broad-based agreement across analytical dimensions, increasing confidence in the signal and potentially warranting larger position sizes or longer holding periods.
Integration with broader trading systems can enhance the indicator's effectiveness. Traders might use the z-score as a filter for other strategies, taking long signals from separate systems only when the z-score is positive or trading reversal patterns only when z-scores are extreme. Alternatively, the indicator can serve as a portfolio allocation tool, increasing equity exposure when z-scores are positive and reducing exposure or shifting to defensive positions when z-scores turn negative. The probability estimates can be directly incorporated into Kelly Criterion or other position sizing formulas, scaling position sizes proportionally to the estimated probability of upward movement adjusted for risk-reward ratios of specific trade setups.
Alert conditions built into the indicator provide automated monitoring capabilities, notifying traders when z-scores cross critical thresholds or when trend patterns change from FALLING to BOTTOMING or RISING to TOPPING. These alerts enable traders to monitor multiple instruments without constant chart watching, maintaining awareness of regime changes across a diversified portfolio. The alerts for extreme z-scores specifically warn of potential climactic conditions that may require immediate attention, whether to take profits on existing positions or to prepare for reversal opportunities.
The customization options allow traders to optimize the indicator for specific instruments and market conditions. The baseline period parameter controls the lookback window for calculating statistical norms, with shorter periods making the indicator more responsive to recent conditions at the cost of increased noise, while longer periods provide stability but slower adaptation to regime changes. The weight parameters enable traders to emphasize whichever analytical dimensions prove most predictive in their specific markets, potentially increasing trend weights for strongly trending instruments like technology stocks while increasing mean reversion weights for range-bound commodities or currencies. Through systematic backtesting and forward validation, traders can develop instrument-specific configurations that maximize the indicator's predictive accuracy.
Ultimately, the Z-Score Momentum Dashboard functions most effectively as a comprehensive analytical framework rather than a standalone trading system, providing rich statistical context that enhances decision-making across diverse trading approaches. Whether used for discretionary trade timing, systematic signal generation, risk management, or portfolio allocation, the indicator's multi-dimensional analysis, cyclical awareness, and probabilistic framework offer traders a sophisticated tool for understanding and responding to statistical patterns in market behavior that persist across timeframes, instruments, and market regimes.
FX Rate Bias US vs EU 2YFX Rate Bias – US vs EU (2Y)
This indicator implements a rate-differential based macro bias model using the 2-year government bond yield spread between the United States and Germany.
The methodology focuses on the short end of the yield curve, which primarily reflects central bank expectations rather than long-term inflation or risk premiums.
By applying light smoothing and a zero-line regime framework, the script classifies market conditions into USD rate advantage or EUR rate advantage states.
Calculation logic:
Retrieves daily 2Y sovereign yields for the US and Germany
Computes the yield differential (US − DE)
Applies optional smoothing to reduce noise
Uses the zero line as a regime boundary to define relative monetary bias
Practical use:
This tool is designed to provide directional macro context for FX analysis, particularly for EURUSD.
It helps traders align technical setups with prevailing interest rate expectations, and is not intended as a standalone signal or timing indicator.
VSA Quantitative Framework [Research Grade]VSA Quantitative Framework – Objective Effort vs Result
This indicator reformulates classical Volume Spread Analysis (VSA) into a fully quantitative, statistically grounded framework.
Traditional VSA relies heavily on discretionary interpretation (e.g., “this volume looks high”). This script removes subjectivity by applying statistical normalization and modern market microstructure concepts, allowing effort–result relationships to be evaluated objectively and consistently.
The core objective is to measure how efficiently the market converts Effort (Volume) into Result (Price Range / True Range).
⚙️ Methodology (Quantitative Foundation)
Instead of using raw values, the indicator computes Z-Scores (standard deviations from a rolling mean) for:
Log-normalized Volume (Effort)
True Range (Result)
This normalization makes volume and range comparable across regimes and volatility conditions.
Additionally, an efficiency metric inspired by the Square Root Law of Market Impact is used, reflecting the empirical relationship between traded volume and price movement described in market microstructure literature (e.g., Kyle’s Lambda).
Each bar is classified objectively into one of four VSA quadrants.
📊 VSA Quadrant Classification
🔴 The Squat – Inefficiency / Absorption
Logic:
High Effort (elevated Volume Z-Score) + Low Result (Range below average)
Interpretation:
Significant trading activity fails to produce proportional price movement, suggesting absorption by passive liquidity (e.g., iceberg or limit orders). Commonly observed near distribution/accumulation zones and potential reversal areas.
Visualization:
Red X marker on the bar.
💎 The Glide – High Efficiency / No Resistance
Logic:
Low Effort (low Volume Z-Score) + High Result (elevated Range Z-Score)
Interpretation:
Price moves with minimal volume, indicating a lack of opposing liquidity (liquidity vacuum). This is typically a high-quality continuation signal in directional markets.
Visualization:
Turquoise diamond marker.
🔵 The Drive – Trend Validation
Logic:
High Effort + High Result
Interpretation:
A healthy, well-supported directional move, often associated with institutional participation. This state is primarily contextual rather than a direct entry signal.
🕒 Session Filter – New York Focus
To reduce noise and regime distortion from overnight trading, the indicator includes an integrated session filter.
Default session:
10:00 – 16:00 New York Time
Key design choice:
The first 30 minutes of the NY open (09:30–10:00) are intentionally excluded due to frequent failed auctions, opening volatility spikes, and initial liquidity imbalances.
Statistical calculations continue in the background across all bars to preserve correct rolling distributions, while signals and bar coloring are displayed only during the active NY session.
The session filter can be disabled to display signals across all trading hours.
🚀 Practical Use Cases
Reversal Context:
Squat signals occurring near key levels (FVGs, order blocks, structural highs/lows) may indicate absorption and potential exhaustion.
Continuation Context:
Glide signals following a pullback often confirm low resistance and trend continuation.
This indicator is designed as a contextual and confirmation tool, not as a standalone mechanical trading system.
⚠️ Disclaimer
This script is provided for educational and research purposes only.
Trading involves substantial risk and is not suitable for all participants.
Swing Data [ATR Ext | RVol | ADR | Ticker/Sector RS]Disclaimer : This indicator is not financial advice and is strictly for educational and informational purposes only. The metrics and signals provided herein—including ATR extensions, volume projections, and rolling alpha for relative strength — are calculated based on historical market data and do not guarantee future performance. Trading stocks and commodities involves significant risk of loss. The user assumes full responsibility for all trading decisions and should always perform their own due diligence before executing trades.
Hello there. I was inspired after reading this Twitter post by Steve Jacobs regarding the ATR Matrix. I followed Steve's recommendation to the interesting indicator built by @Fred6724 for @jfsrev but I couldn't match my manual calculations to their math. So, I threw together this TradingView indicator to match my own manual calculations for the ATR Extension Multiple. And then, I added more quality-of-life features that I found useful in my daily workflow such as table positioning, specific data streams, threshold customization, and conditional coloring. This became quite a snowball.
Daily Chart : Please note that the design for this indicator was focused on the daily chart. Edge case testing has not been fully conducted for other charting periods, although the math should apply agnostically. The calculations of rolling alpha for Ticker RS and Sector RS fetch daily data instead of the displayed chart period, which may affect Ticker RS if you have turned on pre-market and after-market.
Relative Strength Differential reveals rolling alpha: One way to read the Ticker RS and Sector RS is... this stock is beating SPY by +75% in the past 63 days and blue color means the stock's outperformance is accelerating but the sector of this stock is beating SPY by a sleepy 3% and orange color means the sector's performance against the broader market is shrinking... so at a glance, we can conclude this is a strong stock in a lagging sector.
Status Line : The script outputs the raw ATR Extension value, ATR%, and a Boolean (0/1) for the ATR Extension alert dot directly to the Status Line. This allows you to hover your mouse over any historical candle to see exactly how extended price was on that specific candle, without needing to calculate it manually. These values are coded to display as text only. They provide the data you need without drawing distracting line plots across your price action. In the Style Tab of the indicator settings, you will see checkboxes for these values. Avoid toggling them off and on. Doing so can override the script’s default "invisible" setting and force TradingView to draw unnecessary lines on the chart.
Data streams available for turning on/off:
ATR Multiple above SMA (default SMA50, default alert on candle >6 multiple, the simple math is Price minus SMA50 and then divide by ATR)
ATR Percent (default period length 14)
ATR Value
Percent Distance from SMA (default SMA50)
Projected Relative Volume calculated against Average Volume (default 60 day avg vol)
Projected Volume (estimates end of day volume based on current volume at elapsed time)
Projected Dollar Volume (estimates end of day turnover based on projected volume x current price... it's a ballpark for gauging liquidity... time arrays for modestly more accurate turnover projection is compute heavy and low signal intel)
Average Volume (default 60 day)
Average Dollar Volume (default 60 day)
ADR Percent (default period length 20 while TradingView prefers 14)
ADX (default period length 14)
Low of Day Price
Dynamic Stop Loss (default Stop MA length 10 and Stop ATR multiple 0.5, adjust at your preference)
Market Capitalization (calculates latest Fiscal Quarter's Shares Outstanding x Price)
Ticker RS vs SPY (calculates the stock's 63-day rolling performance against the broader market to quantify raw outperformance percentage; the text color signals velocity, turning default blue if the relative strength is flying above the 21-day average of this relative strength or default orange if shrinking below)
Sector RS vs SPY (calculates the sector's 63-day rolling performance against the broader market to quantify raw outperformance percentage; the text color signals velocity, turning default blue if the relative strength is flying above the 21-day average of this relative strength or default orange if shrinking below)
Sector (basic exception handling such as metal/energy/crypto in ambiguous industries and GICS industry overrides, see code block below)
Industry (pulls TradingView's syminfo, truncates when too long)
Advanced mapping of the Sector string to a specific ETF, GICS Compliant.
// 1. Get Sector and Industry Strings
// 'str.lower' converts the description to lowercase to make keyword matching easier (case-insensitive).
string sec_raw = syminfo.sector
string ind_raw = syminfo.industry
string desc_raw = str.lower(syminfo.description)
// Default Fallback: If no match is found, we compare against SPY (Market Average).
string sec_etf = "SPY"
// 2. DEFINE CONDITIONAL GATES (The Safeguards)
// CRITICAL: We only want to scan for keywords (like "Silver") if the stock is in a vague industry bucket.
// This prevents "False Positives". For example, we don't want "Silvergate Bank" (Regional Banks)
// to be accidentally reclassified as a Mining stock just because it has "Silver" in the name.
bool is_ambiguous = ind_raw == "Investment Trusts/Mutual Funds" or ind_raw == "Miscellaneous" or ind_raw == "Financial Conglomerates" or ind_raw == "Other Metals/Minerals" or ind_raw == "Precious Metals"
// 3. KEYWORD LOGIC (Only runs inside the Gate)
// RULE A: COMMODITY TRUSTS (Metals -> XLB)
// Fixes: PSLV, PHYS, SPPP, GLD, SLV which are legally "Financial Trusts" but trade like Commodities.
// Logic: If it's a Trust AND mentions "Silver/Gold/Bullion", map to Materials ( AMEX:XLB ).
bool has_metal = str.contains(desc_raw, "silver") or str.contains(desc_raw, "gold") or str.contains(desc_raw, "bullion") or str.contains(desc_raw, "platinum") or str.contains(desc_raw, "palladium") or str.contains(desc_raw, "precious")
// RULE B: ENERGY TRUSTS (Oil/Uranium -> XLE)
// Fixes: USO, UNG, SPUT (Uranium).
// Logic: Uranium and Oil trusts correlate with Energy ( AMEX:XLE ), not Financials.
bool has_energy = str.contains(desc_raw, "oil") or str.contains(desc_raw, "natural gas") or str.contains(desc_raw, "petroleum") or str.contains(desc_raw, "uranium") or str.contains(desc_raw, "crude")
// RULE C: CRYPTO PROXIES (Bitcoin/Ether -> XLK)
// Fixes: GBTC, IBIT, FBTC.
// Logic: Crypto equities currently have the highest correlation with High-Beta Tech ( AMEX:XLK ).
bool has_crypto = str.contains(desc_raw, "bitcoin") or str.contains(desc_raw, "ethereum") or str.contains(desc_raw, "crypto") or str.contains(desc_raw, "coin")
// 4. EXECUTE KEYWORD MAPPING
if is_ambiguous and has_metal
sec_etf := "XLB" // Force Metals to Materials
else if is_ambiguous and has_energy
sec_etf := "XLE" // Force Energy Trusts to Energy
else if is_ambiguous and has_crypto
sec_etf := "XLK" // Force Crypto to Tech (Risk On)
// 5. GICS INDUSTRY OVERRIDES (The "Standard" Fixes)
// These rules fix known classification errors where TradingView data lags behind GICS reclassifications.
// EXCEPTION: PAYMENT PROCESSORS (The "Visa" Rule - 2023 Update)
// Visa ($V), Mastercard ( NYSE:MA ), and PayPal ( NASDAQ:PYPL ) are now Financials ( AMEX:XLF ), not Tech.
else if ind_raw == "Data Processing Services"
sec_etf := "XLF"
// EXCEPTION: COMMUNICATIONS (The "Google/Meta" Rule - 2018 Update)
// Separates "Internet" and "Media" stocks ( NASDAQ:GOOGL , NASDAQ:META , NASDAQ:NFLX ) from "Packaged Software" ( NASDAQ:MSFT ).
// These belong in Communications ( AMEX:XLC ).
else if ind_raw == "Internet Software/Services" or ind_raw == "Advertising/Marketing Services" or ind_raw == "Broadcasting" or ind_raw == "Cable/Satellite TV" or ind_raw == "Movies/Entertainment"
sec_etf := "XLC"
// EXCEPTION: REAL ESTATE (The "REIT" Rule)
// Pulls REITs out of the Financials bucket ( AMEX:XLF ) and into their own sector ( AMEX:XLRE ).
else if str.contains(ind_raw, "Real Estate") or str.contains(ind_raw, "REIT")
sec_etf := "XLRE"
// EXCEPTION: AUTO MANUFACTURERS (The "Tesla" Rule)
// Tesla ( NASDAQ:TSLA ), Ford ($F), and GM are Consumer Discretionary ( AMEX:XLY ), not Tech or Industrials.
else if ind_raw == "Motor Vehicles"
sec_etf := "XLY"
// EXCEPTION: INTERNET RETAIL (The "Amazon" Rule)
// Amazon ( NASDAQ:AMZN ) and eBay are Consumer Discretionary ( AMEX:XLY ), distinct from generic "Retail Trade" ( AMEX:XRT ).
else if ind_raw == "Internet Retail"
sec_etf := "XLY"
// EXCEPTION: TEXTILES & APPAREL
// Nike ( NYSE:NKE ), Lululemon ( NASDAQ:LULU ), and Ralph Lauren are Consumer Discretionary ( AMEX:XLY ).
else if ind_raw == "Apparel/Footwear" or ind_raw == "Textiles"
sec_etf := "XLY"
// EXCEPTION: AEROSPACE & DEFENSE (The "Lockheed" Rule)
// Often mislabeled as Tech in some feeds, strictly belongs to Industrials ( AMEX:XLI ).
else if ind_raw == "Aerospace & Defense"
sec_etf := "XLI"
// EXCEPTION: SEMICONDUCTORS
// Explicit check to ensure Semis ( NASDAQ:NVDA , NASDAQ:AMD ) always stick to Tech ( AMEX:XLK ).
else if ind_raw == "Semiconductors"
sec_etf := "XLK"
// 6. STANDARD FALLBACKS
// If the stock didn't trigger any exception above, map based on the broad Sector name.
else
sec_etf := switch sec_raw
"Technology Services" => "XLK" // Microsoft, Oracle, Adobe
"Electronic Technology" => "XLK" // Apple, Hardware
"Finance" => "XLF" // Banks, Insurance
"Health Technology" => "XLV" // Pharma, Biotech
"Health Services" => "XLV" // Managed Care (UNH)
"Retail Trade" => "XRT" // Home Depot, Walmart (Retailers)
"Consumer Non-Durables" => "XLP" // Coke, P&G (Staples)
"Energy Minerals" => "XLE" // Exxon, Chevron (Oil)
"Industrial Services" => "XLI" // Construction, Engineering
"Consumer Services" => "XLY" // Restaurants, Hotels
"Consumer Durables" => "XLY" // Homebuilders, Appliances
"Utilities" => "XLU" // Power, Water
"Transportation" => "XTN" // Airlines, Rail, Trucking
"Non-Energy Minerals" => "XLB" // Steel, Copper, Chemicals
"Commercial Services" => "XLC" // Remaining Media/Comms
"Communications" => "XLC" // Legacy tag
"Distribution Services" => "XLY" // Wholesalers
=> "SPY" // Final Catch-All
Apex ICT: Proximity & Delivery FlowThis indicator is a specialized ICT execution tool that automates the identification of Order Blocks, Fair Value Gaps, and Changes in State of Delivery (CISD). Unlike standard indicators that clutter the screen, this script uses a Proximity Logic Engine to ensure you only see tradeable levels. It automatically purges old data (50-candle CISD limit) and deletes mitigated zones the moment they are breached, leaving you with a clean, institutional-grade chart.
ICT CISD+FVG+OBThis script is a high-performance ICT suite designed for traders who want a professional, "noise-free" chart. It identifies core institutional patterns—Order Blocks, Fair Value Gaps, and Changes in State of Delivery (CISD)—across multiple timeframes.
The script features a proprietary Proximity Cleanup Engine that automatically deletes old or broken levels, keeping your workspace focused only on price action that is currently tradeable. It strictly follows directional delivery rules for CISD and includes a 50-candle "freshness" limit to ensure you never have to manually clear old data from your past bars.
Core Features
Intelligent CISD: Only triggers Bullish CISD on green candles and Bearish CISD on red candles.
Proximity Filter: Automatically wipes away any levels that are "miles away" from the current price.
Clean Workspace: Removes broken session highs/lows and mitigated zones instantly.
Full Customization: Toggle visibility and colors for every component via the settings menu.
Session Standard Deviations [IbnHindi]Session Standard Deviation⁺
Introduction
Session Standard Deviation⁺ is a comprehensive technical analysis tool designed to map key session-based price levels through Fibonacci deviation zones while simultaneously tracking real-time market regime conditions. Built for precision intraday analysis, this indicator combines structured session reference points with volatility-based regime filtering to provide traders with both tactical price zones and macro bias context across any liquid instrument.
This indicator does not predict direction or generate trade signals. It operates on confirmed time-based session structures and produces logic-bound visuals designed for traders who understand ICT-based price delivery models and seek consistent visual frameworks for tracking displacement, deviation targeting, and regime-aware decision making.
Key Terms and Definitions
Session Reference Candle : A specific time-stamped candle that serves as the structural anchor for Fibonacci projections. The tool recognizes four distinct session markers: London Open (4:00 AM), Asia Range (8:00 PM–12:00 AM), New York 8:30 AM, and New York 9:30 AM. Each session's high and low become the baseline for calculating all subsequent deviation levels.
Fibonacci Deviations : Price levels calculated as multiples of the session range, extending both above and beyond the reference high and low. Unlike traditional Fibonacci retracements, these deviations project targets at standard levels (0, 0.5, 0.618, 1, 1.618) as well as extended levels (2, 2.25, 2.5, 3, 3.25, 3.5, 4, 4.25, 4.5, 4.618), and their negative equivalents. These zones represent potential areas where institutional orders may cluster during expansion or retracement.
Regime Analysis : A multi-factor assessment of current market conditions based on volatility (ATR), directional bias (EMA), and trend strength (ADX). The regime framework categorizes the market into three states: trending bullish, trending bearish, or consolidating. This classification helps traders contextualize whether session-based deviations are likely to act as continuation targets or reversal zones.
ATR (Average True Range) : A volatility measurement comparing fast and slow periods to determine whether the market is expanding (regime-high volatility) or contracting (regime-low volatility). When fast ATR exceeds slow ATR, the market is considered to be in an elevated volatility state, which often accompanies displacement moves that respect deviation levels.
Trend EMA : A directional filter using an exponential moving average to determine whether price is trading above or below a defined trend anchor. This binary condition helps classify whether the regime is structurally bullish or bearish.
ADX (Average Directional Index) : A momentum oscillator measuring trend strength. When ADX is above 25, the market is considered to have sufficient momentum to support regime classification as trending. Below 25 suggests choppy or non-directional conditions (consolidation).
Session Box (Asia Only) : A visual range overlay drawn for the Asia session (8:00 PM–12:00 AM), highlighting the consolidation zone that often precedes major market expansion. This box is rendered with customizable opacity and provides a structural reference for overnight price action.
Fib Extension Mode : Determines how deviation lines project forward in time. Options include extending right indefinitely, extending a fixed number of bars, or stopping at the session reference point. This allows traders to declutter charts or maintain persistent levels based on their analytical preference.
Description
At its core, Session Standard Deviation⁺ operates on a two-layer framework: structural deviation mapping and dynamic regime classification. Each qualifying session creates a full matrix of Fibonacci-based price levels, calculated from the session's confirmed high and low. These levels remain active and extend forward until the next session triggers, providing persistent reference zones for intraday price delivery.
The tool does not account for partial moves or wick-based touches. Deviation levels are drawn as horizontal lines and remain static once plotted. Labels are positioned to the left of each line by default, displaying the session prefix (LON, ASIA, PRE, NYAM) alongside the deviation multiplier. All labels use a minimal style with no background fill, ensuring clean visual hierarchy.
The regime analysis operates independently and updates in real-time on each new bar. A table positioned in the top-right corner displays the current regime classification, live ATR value, and optional ADX strength. The table's background color shifts dynamically—green for bullish regimes, red for bearish regimes, and gray for consolidation—allowing traders to immediately assess whether session deviation zones should be interpreted as continuation targets or reversal areas.
The model remains active until the next session reference candle is detected, at which point a new set of deviation levels is generated. Older session levels are automatically cleaned up after 300 objects to prevent performance degradation on lower-timeframe charts.
Key Features
Multi-Session Structure : Track up to four distinct session types simultaneously—London (4:00 AM 1H candle), Asia (8:00 PM–12:00 AM range), New York 8:30 AM (5m candle), and New York 9:30 AM (5m candle). Each session generates its own color-coded deviation matrix, allowing traders to differentiate between overnight, pre-market, and intraday structural levels.
Extended Fibonacci Levels : The tool plots 26 unique deviation levels, including both standard and extended targets. Positive deviations (0 through 4.618) project above the session high, while negative deviations project below the session low. Each level can be toggled individually, enabling traders to focus only on the zones relevant to their strategy.
Real-Time Regime Classification : A live regime panel evaluates market conditions using ATR comparison (fast vs. slow), trend EMA positioning, and ADX strength. The regime updates on every bar and displays one of three states: "Reversal to Bullish" (trending up with high volatility), "Bias: Bearish (Hi-Vol)" (trending down with high volatility), or "Consolidating" (low directional conviction). This dynamic classification allows traders to interpret session fibs contextually rather than mechanically.
Customizable Color Coding : Each session type is assigned a unique color—purple for London, blue for Asia, and orange for New York pre-market candles. These colors carry through to both the deviation lines and their labels, maintaining visual consistency across timeframes and chart layouts.
Flexible Extension Controls : Choose how deviation lines project into the future. "Right N Bars" extends lines a fixed number of bars forward (default 50), "Right" extends indefinitely, and "None" stops extension at the session reference point. This flexibility allows traders to maintain clean charts on busy intraday timeframes while preserving structural context.
Minimal Label Design : Labels display session prefix and deviation multiplier (e.g., "LON 2.5" or "NYAM -0.618") with no background fill. Label placement can be toggled between left and right alignment, and padding is customizable to prevent overlap with price action.
Session-Specific Box Overlay : The Asia session (8:00 PM–12:00 AM) is rendered as a semi-transparent box spanning its high and low range. This visual aid helps traders identify the overnight consolidation zone and anticipate expansion moves during London or New York open.
Timezone Awareness : All session detections are timezone-aware and default to America/New_York. Traders can customize the timezone input to align with their broker's server time or preferred regional standard.
Regime Panel Display : The top-right table shows the indicator name, current regime state, live ATR value, and optional ADX reading. The panel's background color shifts with regime changes, providing instant visual feedback without requiring interpretation of numeric values.
Memory Management : The tool automatically deletes lines and labels after 300 objects are created, preventing performance issues on lower timeframes while maintaining enough historical context for multi-session analysis.
How Traders Can Use the Indicator Effectively
Session Standard Deviation⁺ is not a signal generator or automated trading system. It is best used as a visual reference framework for understanding where price may seek liquidity based on session expansion logic and how current volatility conditions contextualize those projections. The tool excels as a companion for:
- Mapping session-based expansion targets and retracement zones for ICT-style price delivery analysis
- Differentiating between low-probability and high-probability deviation zones based on regime classification
- Journaling and reviewing which session structures produce the cleanest reactions across different market conditions
- Identifying when price is respecting session fibs as continuation levels (trending regime) versus when deviation zones may act as exhaustion points (consolidation regime)
Traders using the tool should be familiar with session-based analysis, Fibonacci extension logic, and the role of volatility in price delivery. The indicator is most effective when combined with narrative, higher-timeframe structure, and discretionary interpretation of regime shifts.
Usage Guidance
1. Add Session Standard Deviation⁺ to any TradingView chart. This is a fractal tool and can be applied across any timeframe or liquid instrument.
2. Configure which sessions you want to track using the input toggles. Disable sessions that are not relevant to your trading hours or strategy.
3. Use the regime panel to assess whether the current market environment supports continuation into higher deviation levels (trending regime) or whether deviation zones are more likely to act as reversal points (consolidation regime).
4. Reference session deviation lines as structural zones for limit orders, stop placement, or target setting. Combine these levels with your own narrative and higher-timeframe bias to determine which zones carry the highest probability of reaction.
5. Adjust label placement, line width, and extension mode to match your visual preferences and chart timeframe. Lower timeframes (1m–5m) often benefit from shorter extension lengths, while higher timeframes (15m–1H) may prefer persistent lines.
6. Review how price interacts with session fibs across different regime classifications. Over time, you'll develop discretion for which deviation levels are most respected during specific market conditions.
Session Standard Deviation⁺ provides the structural scaffolding and environmental context for informed intraday decision-making. Use it as a lens—not a crutch—for navigating session-based price delivery.
[ElThibZ] - Futures Lot Size CalculatorI’m sharing a simple script to calculate position size for futures.
You only need to enter:
the risk in USD you’re willing to take
the stop-loss distance in ticks
The script will automatically calculate the correct position size (number of contracts) and display it in the table.
This tool is designed to avoid sizing mistakes, especially on futures where contract multipliers and tick values can easily lead to incorrect risk calculations.
I hope it will be as useful to you as it has been for me.
Opening Candle Continuation SamBerg_Opening Candle Continuation is a New York session–based trading indicator designed to structure the open and identify high-probability continuation moves.
The script builds an Opening Window from the NY open (default 9:30–16:00, configurable) and plots:
Opening High / Low levels
Optional Midline (HL2)
A real-time opening range box with directional context
Clean breakout continuation signals above or below the opening range
Key features
Configurable opening window length (5–120 minutes)
Optional close confirmation, minimum range filter, and ATR filter
Directional bull / bear window shading
Edgeful 30-minute follow-through statistics by weekday (optional)
Compact info table with opening range metrics
Optional NY Session VWAP
Fully customizable colors and display controls
Designed for intraday index futures and equities, this tool helps traders stay aligned with the session structure and avoid low-quality trades near the open.
Educational and analytical tool only. Past performance does not guarantee future results.
777 mean reversion engineA guy asked his librarian if they had any books on "paranoia." She leaned in and whispered, "They're right behind you." He hasn't been back to the library since.
COT Financial (COCOSTA)// ============================================================================
// COT Financial (COCOSTA) - Position Analysis for Financial Futures
// ============================================================================
/*
ENGLISH VERSION
================================================================================
## Overview
This indicator displays CFTC (Commodity Futures Trading Commission) COT
Financial Report data directly on your TradingView charts.
By visualizing the positions of major market participants in financial futures
markets, you can track the movements of smart money. Compatible with all
financial futures including currencies, bonds, stock indices, and cryptocurrencies.
## Key Features
**Automatic Symbol Detection**
The indicator automatically recognizes the symbol displayed on your chart.
Open a Japanese Yen chart and it shows Yen COT data; open Bitcoin and it
displays Bitcoin data automatically.
**Four Participant Groups**
- Dealer (Dealers/Intermediaries)
- Asset Manager (Institutional Investors/Asset Management Firms)
- Leveraged Funds (Hedge Funds and Other Speculators)
- Other Reportables (Other Reporting Entities)
**Flexible Display Options**
You can individually display Long, Short, Spread, and Net positions for each
group. By default, only Leveraged Funds positions are shown, but you can
freely customize via checkboxes.
**Traders Mode**
Display the number of traders instead of position sizes. See "how many
participants" rather than "how many contracts held" to understand market
participation structure.
**% of OI Display**
Display positions as a percentage of total Open Interest. Useful for comparing
different time periods or different instruments.
## How to Use
Simply add the indicator to your chart and it will automatically load COT data
for the displayed symbol.
Select the groups you want to display from the settings panel. For example, if
you only want to see Leveraged Funds movements, enable just those three options
(Long, Short, Net).
**Analysis Tips**
When Leveraged Funds' net position becomes extremely tilted, it may signal a
market turning point. For instance, heavily long positions might indicate a
market top is near, while heavily short positions could suggest a bottom.
Asset Managers are long-term investors, so their position changes may indicate
the beginning of major trends.
## Parameters
**Include Options**: Whether to include options data (Default: On)
**Traders**: Traders count mode (Default: Off)
**Show as % of OI**: Display as percentage of Open Interest (Default: Off)
**Group Checkboxes**: Select which data to display
**CFTC Override**: Manually select a specific instrument if needed
**Offset**: Shift data forward/backward (Default: -1)
## Who Should Use This
Useful for all traders in financial futures markets including currency traders,
bond traders, stock index traders, and cryptocurrency traders.
Particularly beneficial for those who want to:
- Analyze the behavior of institutional investors and hedge funds
- Identify market turning points
- Combine fundamental and technical analysis
Since COT reports are updated weekly, this tool is best suited for swing trading
and medium to long-term investment decisions rather than day trading.
## Important Notes
COT data reflects positions as of Tuesday and is published on Friday. Therefore,
please note that the data is 3 days delayed, not real-time.
This indicator is for informational purposes only and does not constitute
investment advice. All trading decisions should be made at your own discretion
and risk.
================================================================================
*/
/*
日本語版
================================================================================
## 概要
このインジケータは、CFTC（米国商品先物取引委員会）が毎週公開するCOT
Financial Reportのデータを、TradingViewのチャート上に表示します。
金融先物市場における主要プレイヤーのポジションを可視化することで、スマート
マネーの動きを追跡できます。通貨、債券、株価指数、暗号資産など、あらゆる
金融先物に対応しています。
## 主な機能
**自動シンボル検出**
チャートに表示している銘柄を自動で認識します。円のチャートを開けば円のCOT
データが、ビットコインならビットコインのデータが自動的に表示されます。
**4つの参加者グループ**
- Dealer（ディーラー/仲介業者）
- Asset Manager（資産運用会社/機関投資家）
- Leveraged Funds（ヘッジファンドなど投機筋）
- Other Reportables（その他報告義務者）
**柔軟な表示オプション**
各グループのロング、ショート、スプレッド、ネットポジションを個別に表示できます。
デフォルトではLeveraged Fundsのポジションのみ表示されますが、チェックボックス
で自由にカスタマイズ可能です。
**Tradersモード**
ポジション数ではなく、トレーダー数を表示できます。「何契約持っているか」では
なく「何人が参加しているか」を見ることで、市場の参加構造が分かります。
**% of OI表示**
建玉全体に対する比率で表示できます。異なる時期や異なる商品を比較する際に便利
です。
## 使い方
インジケータを追加すると、自動的に表示中の銘柄のCOTデータが読み込まれます。
設定画面から表示したいグループを選択してください。例えば、Leveraged Fundsの
動きだけ見たい場合は、その3つ（Long、Short、Net）だけをオンにします。
**分析のヒント**
Leveraged Fundsのネットポジションが極端に傾いた時は、相場の転換点になることが
あります。例えば、大きくロングに傾いている時は天井が近く、ショートに傾いている
時は底が近い可能性があります。
Asset Managerは長期投資家なので、彼らのポジション変化は大きなトレンドの始まりを
示唆することがあります。
## パラメータ
**Include Options**: オプションを含めるかどうか（デフォルト: オン）
**Traders**: トレーダー数表示モード（デフォルト: オフ）
**Show as % of OI**: 建玉比率で表示（デフォルト: オフ）
**各グループのチェックボックス**: 表示したいデータを選択
**CFTC Override**: 手動で銘柄を選択したい場合に使用
**Offset**: データを前後にずらして表示（デフォルト: -1）
## こんな人におすすめ
通貨トレーダー、債券トレーダー、株価指数トレーダー、暗号資産トレーダーなど、
金融先物市場で取引する全ての方に役立ちます。
特に、機関投資家やヘッジファンドの動向を分析したい方、相場の転換点を見極めたい方、
ファンダメンタルズ分析とテクニカル分析を組み合わせたい方に最適です。
COTレポートは毎週金曜日に更新されるため、短期トレードよりもスイングトレードや
中長期投資の判断材料として活用することをおすすめします。
## 注意事項
COTデータは毎週火曜日時点のポジションが金曜日に公開されます。そのため、リアル
タイムのデータではなく、3日遅れの情報である点にご注意ください。
このインジケータは情報提供を目的としており、投資助言ではありません。実際の取引
判断はご自身の責任で行ってください。
================================================================================
*/
DTR + Vol Panel (RVol + Candle)This will help as an intraday volatility and volume dashboard that combines daily ATR/DTR context, higher‑timeframe relative volume, and per‑candle buy/sell volume splits into a single bottom panel. The script also displays float and market‑cap badges using fundamental data
abderrahman Swing Signals This private indicator combines swing signals, overlays, trend tracing, and reversal zones.
It is an invite-only script and accessible only to authorized users.
Adaptive Trend Envelope [BackQuant]Adaptive Trend Envelope
Overview
Adaptive Trend Envelope is a volatility-aware trend-following overlay designed to stay responsive in fast markets while remaining stable during slower conditions. It builds a dynamic trend spine from two exponential moving averages and surrounds it with an adaptive envelope whose width expands and contracts based on realized return volatility. The result is a clean, self-adjusting trend structure that reacts to market conditions instead of relying on fixed parameters.
This indicator is built to answer three core questions directly on the chart:
Is the market trending or neutral?
If trending, in which direction is the dominant pressure?
Where is the dynamic trend boundary that price should respect?
Core trend spine
At the heart of the indicator is a blended trend spine:
A fast EMA captures short-term responsiveness.
A slow EMA captures structural direction.
A volatility-based blend weight dynamically shifts influence between the two.
When short-term volatility is low relative to long-term volatility, the fast EMA has more influence, keeping the trend responsive. When volatility rises, the blend shifts toward the slow EMA, reducing noise and preventing overreaction. This blended output is then smoothed again to form the final trend spine, which acts as the structural backbone of the system.
Volatility-adaptive envelope
The envelope surrounding the trend spine is not based on ATR or fixed percentages. Instead, it is derived from:
Log returns of price.
An exponentially weighted variance estimate.
A configurable multiplier that scales envelope width.
This creates bands that automatically widen during volatile expansions and tighten during compression. The envelope therefore reflects the true statistical behavior of price rather than an arbitrary distance.
Inner hysteresis band
Inside the main envelope, an inner band is constructed using a hysteresis fraction. This inner zone is used to stabilize regime transitions:
It prevents rapid flipping between bullish and bearish states.
It allows trends to persist unless price meaningfully invalidates them.
It reduces whipsaws in sideways conditions.
Trend regime logic
The indicator operates with three regime states:
Bullish
Bearish
Neutral
Regime changes are confirmed using a configurable number of bars outside the adaptive envelope:
A bullish regime is confirmed when price closes above the upper envelope for the required number of bars.
A bearish regime is confirmed when price closes below the lower envelope for the required number of bars.
A trend exits back to neutral when price reverts through the trend spine.
This structure ensures that trends are confirmed by sustained pressure rather than single-bar spikes.
Active trend line
Once a regime is active, the indicator plots a single dominant trend line:
In a bullish regime, the lower envelope becomes the active trend support.
In a bearish regime, the upper envelope becomes the active trend resistance.
In neutral conditions, price itself is used as a placeholder.
This creates a simple, actionable visual reference for trend-following decisions.
Directional energy visualization
The indicator uses layered fills to visualize directional pressure:
Bullish energy fills appear when price holds above the active trend line.
Bearish energy fills appear when price holds below the active trend line.
Opacity gradients communicate strength and persistence rather than binary states.
A subtle “rim” effect is added using ATR-based offsets to give depth and reinforce the active side of the trend without cluttering the chart.
Signals and trend starts
Discrete signals are generated only when a new trend regime begins:
Buy signals appear at the first confirmed transition into a bullish regime.
Sell signals appear at the first confirmed transition into a bearish regime.
Signals are intentionally sparse. They are designed to mark regime shifts, not every pullback or continuation, making them suitable for higher-quality trend entries rather than frequent trading.
Candle coloring
Optional candle coloring reinforces regime context:
Bullish regimes tint candles toward the bullish color.
Bearish regimes tint candles toward the bearish color.
Neutral states remain visually muted.
This allows the chart to communicate trend state even when the envelope itself is partially hidden or de-emphasized.
Alerts
Built-in alerts are provided for key trend events:
Bull trend start.
Bear trend start.
Transition from trend to neutral.
Price crossing the trend spine.
These alerts support hands-off trend monitoring across multiple instruments and timeframes.
How to use it for trend following
Trend identification
Only trade in the direction of the active regime.
Ignore counter-trend signals during confirmed trends.
Entry alignment
Use the first regime signal as a structural entry.
Use pullbacks toward the active trend line as continuation opportunities.
Trend management
As long as price respects the active envelope boundary, the trend remains valid.
A move back through the spine signals loss of trend structure.
Market filtering
Periods where the indicator remains neutral highlight non-trending environments.
This helps avoid forcing trades during chop or compression.
Adaptive Trend Envelope is designed to behave like a living trend structure. Instead of forcing price into static rules, it adapts to volatility, confirms direction through sustained pressure, and presents trend information in a clean, readable form that supports disciplined trend-following workflows.
PM/PW/PD/OVN/CD/CM/CW/ORB Highs & Lows + EMAs + ATH/ATL/52WTogglable:
Previous Month High / Low
Previous Week High / Low
Previous Day High / Low
Current Month High / Low
Current Week High / Low
Current Day High / Low
ORB High / Low
Overnight High / Low
Asia Session High / Low
London Session High / Low
All Time High / Low
52week High / Low
3 EMAs (default 21/34/55)
Dashboards + lines on chart
FX Rate Bias US vs EU 2YFX Rate Bias – US vs EU (2Y)
This indicator provides a macro bias framework for FX markets by tracking the 2-year government bond yield differential between the United States and Germany.
Rather than displaying the spread as a raw calculation, the script translates interest-rate expectations into a clear directional bias, helping traders understand which currency currently holds a rate advantage.
The 2Y segment of the yield curve is highly sensitive to:
Central bank expectations
Forward guidance
Shifts in short-term monetary policy outlook
How to use
Positive spread → USD rate advantage
Negative spread → EUR rate advantage
Designed to be used as a contextual macro tool, this indicator helps align technical setups with broader monetary conditions.
It is not intended as a standalone entry or signal generator.
MADZ - Moving Average Deviation Z-ScoreMADZ - Moving Average Deviation Z-Score
MADZ is a powerful valuation oscillator that measures how far the current price has deviated from a user-selected moving average, expressed in statistical terms as a Z-Score. This normalization makes it easier to identify overvalued and undervalued conditions across different assets, timeframes, and market environments.
Overview
The indicator works by:
Calculating the percentage deviation of price from a customizable moving average (SMA, EMA, WMA, VWMA, HMA, or RMA).
Applying a Z-Score transformation to this deviation over a chosen lookback period — showing how many standard deviations the current deviation is from its historical average. Smoothing the result for a clean, responsive oscillator centered around zero.
Positive values indicate price is trading above the moving average (potentially overvalued), while negative values suggest price is below (potentially undervalued). The further from zero, the greater the relative valuation extreme.
Key Features
Customizable base moving average (type and length)
Z-Score normalization for statistically meaningful readings
Final smoothing for reduced noise
Static overbought/oversold levels (default ±1.5) — line changes color when crossed (red above, green below)
Dynamic extreme bands (±3σ) — optional display of bands calculated from the oscillator’s own volatility over a user-defined period
Extreme zone highlighting — background shading activates only during truly rare valuation events
Extreme Zone Highlighting Explained
The highlighted extreme zones (background shading) are not based on the fixed static levels. Instead, they signal statistically significant outliers using dynamic bands:
Overbought extreme zone (red background): Triggered when MADZ rises above the upper dynamic band (+3 standard deviations of the MADZ line itself over the dynamic length period).
Oversold extreme zone (green background): Triggered when MADZ falls below the lower dynamic band (-3 standard deviations).
These ±3σ bands adapt to the recent behavior of the oscillator. Because they represent three standard deviations from the mean of MADZ, crossings are rare and often precede major reversals or trend accelerations — making them valuable for spotting potential turning points in valuation extremes.
How to Use
Use zero-line crosses for trend changes or mean-reversion setups.
Watch static level crossings (±1.5 default) for early overbought/oversold warnings.
Pay special attention to extreme zone shading — these highlight high-conviction valuation dislocations that may offer superior risk/reward opportunities.
Designed on the BTC chart, but can be used on other assets.
Settings
Moving Average Settings: Type, length, source
Z-Score & Smoothing: Lookback period and smoothing length
Threshold Levels: Static overbought/oversold thresholds
Display Options: Toggle dynamic bands and extreme background highlighting
This is an educational tool designed to aid in valuation analysis. The information provided is not financial advice. Always conduct your own research and consider multiple factors before making trading decisions. Trade at your own risk.
Institutional Intermarket Score PRO V3.3 (Presets)This indicator is built on an unusual, non-traditional intermarket concept and is designed to provide market context rather than trading signals.
Institutional Intermarket Score – Indicator Description
Overview
The Institutional Intermarket Score is a contextual market indicator designed to provide a macro and intermarket perspective on the current market environment.
It aggregates information from multiple user-selected correlated and inversely correlated assets to determine whether the broader market context favors risk-on, risk-off, or neutral conditions.
This indicator is not a buy or sell signal.
It does not attempt to predict short-term price movements, entries, or exits.
Its sole purpose is to help the trader understand the broader market context before making any trading decisions.
Core Concept
Markets do not move in isolation.
Institutional participants continuously monitor multiple related markets to assess risk, liquidity, and conviction before deploying capital.
This indicator replicates that process by:
Monitoring several correlated assets (assets that tend to move in the same direction)
Monitoring several inversely correlated assets (assets that typically move in the opposite direction)
Combining their behavior into a single, normalized intermarket score
The result is a context filter, not a trading system.
Asset Groups
The indicator supports up to:
5 correlated assets
5 inversely correlated assets
All assets are fully configurable by the user and can be enabled or disabled individually.
Only active assets are included in all calculations.
Market State Evaluation
Each asset is evaluated using a Price vs VWAP relationship:
Price above VWAP → bullish state
Price below VWAP → bearish state
This binary state is used consistently across all assets to maintain clarity and robustness.
Intermarket Score
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The Intermarket Score represents the average directional alignment of all active assets and is normalized between -1 and +1.
Positive values indicate a risk-on environment
Negative values indicate a risk-off environment
Values near zero indicate balance, rotation, or uncertainty
The score is smoothed to reduce noise and highlight regime persistence rather than short-term fluctuations.
Confirmation Metric (X / Y)
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In addition to the score, the indicator calculates a confirmation ratio:
Y = total number of active assets
X = number of assets aligned with the current regime
Alignment is evaluated relative to the current regime:
In bullish regimes, assets above VWAP confirm
In bearish regimes, assets below VWAP confirm
This metric reflects the quality and conviction of the intermarket consensus.
High confirmation indicates broad agreement across markets.
Low confirmation indicates divergence, uncertainty, or fragile conditions.
Heatmap
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A compact heatmap visually displays the state of each individual asset:
Green indicates alignment with the regime
Red indicates opposition
Neutral indicates inactive assets
This allows immediate identification of:
Which markets are confirming
Which markets are diverging
Whether consensus is broad or fragmented
Intended Use
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This indicator is designed to be used:
Before evaluating trade setups
As a filter, not a trigger
In combination with price action, structure, and risk management
Typical applications include:
Avoiding trades against the broader market context
Distinguishing strong trends from fragile moves
Identifying periods of institutional alignment or hesitation
What This Indicator Is Not
It is not a buy or sell indicator
It does not provide entry or exit signals
It does not predict price direction on its own
It does not guarantee profitable trades
Any trading decisions remain entirely the responsibility of the user.
Summary
The Institutional Intermarket Score provides a high-level market image based on assets selected by the user.
It reflects context, alignment, and conviction, not timing.
Used correctly, it helps traders avoid low-quality trades, understand when markets are aligned or fragmented, and make decisions with greater awareness of the broader environment.
It is a decision support tool, not a trading system.
This indicator, is still evolving and its structure will continue to develop as new insights are tested...
NY Opening Range [LuckyAlgo]
This custom ORM (Opening Range Move) indicator is designed as a tool for traders who focus not just on where a range is, but on the magnitude of the expansion following the initial morning volatility.
Here is a summary of the indicator and how it differentiates itself from standard Opening Range Breakout (ORB) tools.
Indicator Summary
The script captures the high and low of the market during the first 30 minutes of the NY session (09:30–10:00 AM EST). Once this range is set, it tracks the "Expansion Move" - the point distance from the range's boundary to the current session's high or low. It visualizes this through color-coded zones, dynamic labels at the session extremes, and a statistical table that benchmarks today's volatility against the recent past.
What specific questions does this indicator answer?
While most indicators tell you "the range is broken," this indicator answers quantitative questions vital for trade management:
1. "How far has the market stretched relative to the breakout?"
The indicator provides the exact point distance (+/-) from the range high/low. This helps you determine if the move is just beginning or if it has already extended significantly.
2. "Is the current move 'normal' or an outlier?"
By using the Stats Table, you can see if the current 40-point move on NQ is typical or if the average move over the last 10 days is actually 80 points. This prevents you from "fading" a move that still has average room to grow, or taking a "pro-trend" trade when the market is already exhausted.
3. "Where is the session extreme located?"
The inclusion of the dashed High of Day (HOD) and Low of Day (LOD) lines with attached labels tells you exactly where the "Move" calculation is peaking. If the HOD line hasn't moved for two hours, you know the bullish expansion has stalled.
4. "When is the data no longer relevant?"
Because of the 17:00 EST reset logic, the indicator answers the "end of day" question for futures traders. It stops measuring at the settlement/close of the electronic session, ensuring your charts are clean for the overnight (Globex) session or ready for the next morning.
Technical Advantage
Most scripts use a single "point in time" to reset. This script uses a Trading Window logic, which is much more robust. If a bar is missing at exactly 17:00 due to low volume or a data glitch, the indicator won't "break" or keep drawing old lines - it understands the entire window of time it is allowed to exist in.
Credit to @LuxAlgo for his initial Opening Range Breakout indicator used as a base to develop this version.
Bloomberg Mega Board [v2.5 Fixed]Transform your TradingView chart into a professional-grade command center. Designed for traders who need high-level market awareness without switching tabs, this dashboard provides deep, multi-timeframe analysis across US Sectors, Commodities, Currencies, and Crypto.
Key Features
1. Multi-Asset Paging System Pine Script has a limit of 40 security calls, which usually limits how much data you can see. This script bypasses that limitation using a smart Paging System:
Sectors Page: Tracks the top 10 US Sectors (SPY, XLK, XLF, etc.) & Indices.
Commodities Page: Gold, Silver, Oil, Gas, Copper, Corn, etc.
Currencies Page: Major Forex pairs including DXY, EURUSD, USDJPY.
Crypto Page: Top 10 Cryptocurrencies by volume.
Switch pages instantly via the Settings menu.
2. Smart "News" Headlines Since Pine Script cannot access the live internet for news, this script uses an Algorithmic Headline Generator. It analyzes price action and trend alignment to generate a "Market Status" summary:
Full Bull Trend: Intraday + Daily + Weekly trends are all positive.
Strong Rally: Asset is up significantly (>1.25%) on the day.
Heavy Sell-off: Asset is down significantly (<-1.25%) on the day.
Pullback (Buy?): Daily trend is UP, but Intraday is DOWN (potential entry).
Consolidating: Market is chopping sideways.
3. Timeframe Trend Matrix Monitor momentum across the curve with a single glance. The "Trend" columns are powered by the 5 EMA (Exponential Moving Average):
Intraday: Adapts to your current chart timeframe (e.g., switch your chart to 15m to see the 15m trend).
Daily / Weekly / Monthly: These are hard coded to always show the higher timeframe trend, regardless of what chart you are looking at. Trend is determined by price in relation to it's 5 EMA.
4. "Terminal" Aesthetic
Styled with a dark, high-contrast Bloomberg Terminal look.
Uses Amber tickers and Neon status blocks for rapid visual scanning.
Optimized for Full Screen Mode: Hide your main chart candles to turn your monitor into a dedicated data dashboard.
How to Use
Add the indicator to your chart and move it to "New Lower Indicator" Then repeat 4 times for each dashboard.
Open Settings (the gear icon) and find "Select Page".
Choose your desired market view (e.g., Sectors, Crypto, Currencies, Commodities)
Optional: To replicate the full dashboard look, go to your Chart Settings -> Symbol -> Uncheck "Body" and "Borders" to hide the candles behind the table.
2 hours ago
Release Notes
Transform your TradingView chart into a professional-grade command center. Designed for traders who need high-level market awareness without switching tabs, this dashboard provides deep, multi-timeframe analysis across US Sectors, Commodities, Currencies, and Crypto.
Key Features
1. Multi-Asset Paging System Pine Script has a limit of 40 security calls, which usually limits how much data you can see. This script bypasses that limitation using a smart Paging System:
Sectors Page: Tracks the top 10 US Sectors (SPY, XLK, XLF, etc.) & Indices.
Commodities Page: Gold, Silver, Oil, Gas, Copper, Corn, etc.
Currencies Page: Major Forex pairs including DXY, EURUSD, USDJPY.
Crypto Page: Top 10 Cryptocurrencies by volume.
Switch pages instantly via the Settings menu.
2. Smart "News" Headlines Since Pine Script cannot access the live internet for news, this script uses an Algorithmic Headline Generator. It analyzes price action and trend alignment to generate a "Market Status" summary:
Full Bull Trend: Intraday + Daily + Weekly trends are all positive.
Strong Rally: Asset is up significantly (>1.25%) on the day.
Heavy Sell-off: Asset is down significantly (<-1.25%) on the day.
Pullback (Buy?): Daily trend is UP, but Intraday is DOWN (potential entry).
Consolidating: Market is chopping sideways.
3. Timeframe Trend Matrix Monitor momentum across the curve with a single glance. The "Trend" columns are powered by the 5 EMA (Exponential Moving Average):
Intraday: Adapts to your current chart timeframe (e.g., switch your chart to 15m to see the 15m trend).
Daily / Weekly / Monthly: These are hard coded to always show the higher timeframe trend, regardless of what chart you are looking at. Trend is determined by price in relation to it's 5 EMA.
4. "Terminal" Aesthetic
Styled with a dark, high-contrast Bloomberg Terminal look.
Uses Amber tickers and Neon status blocks for rapid visual scanning.
Optimized for Full Screen Mode: Hide your main chart candles to turn your monitor into a dedicated data dashboard.
How to Use
Add the indicator to your chart and move it to "New Lower Indicator" Then repeat 4 times for each dashboard.
Open Settings (the gear icon) and find "Select Page".
Choose your desired market view (e.g., Sectors, Crypto, Currencies, Commodities)
Optional: To replicate the full dashboard look, go to your Chart Settings -> Symbol -> Uncheck "Body" and "Borders" to hide the candles behind the table.
2 hours ago
Release Notes
Transform your TradingView chart into a professional-grade command center. Designed for traders who need high-level market awareness without switching tabs, this dashboard provides deep, multi-timeframe analysis across US Sectors, Commodities, Currencies, and Crypto.
Key Features
1. Multi-Asset Paging System Pine Script has a limit of 40 security calls, which usually limits how much data you can see. This script bypasses that limitation using a smart Paging System:
Sectors Page: Tracks the top 10 US Sectors (SPY, XLK, XLF, etc.) & Indices.
Commodities Page: Gold, Silver, Oil, Gas, Copper, Corn, etc.
Currencies Page: Major Forex pairs including DXY, EURUSD, USDJPY.
Crypto Page: Top 10 Cryptocurrencies by volume.
Switch pages instantly via the Settings menu.
2. Smart "News" Headlines Since Pine Script cannot access the live internet for news, this script uses an Algorithmic Headline Generator. It analyzes price action and trend alignment to generate a "Market Status" summary:
Full Bull Trend: Intraday + Daily + Weekly trends are all positive.
Strong Rally: Asset is up significantly (>1.25%) on the day.
Heavy Sell-off: Asset is down significantly (<-1.25%) on the day.
Pullback (Buy?): Daily trend is UP, but Intraday is DOWN (potential entry).
Consolidating: Market is chopping sideways.
3. Timeframe Trend Matrix Monitor momentum across the curve with a single glance. The "Trend" columns are powered by the 5 EMA (Exponential Moving Average):
Intraday: Adapts to your current chart timeframe (e.g., switch your chart to 15m to see the 15m trend).
Daily / Weekly / Monthly: These are hard coded to always show the higher timeframe trend, regardless of what chart you are looking at. Trend is determined by price in relation to it's 5 EMA.
4. "Terminal" Aesthetic
Styled with a dark, high-contrast Bloomberg Terminal look.
Uses Amber tickers and Neon status blocks for rapid visual scanning.
Optimized for Full Screen Mode: Hide your main chart candles to turn your monitor into a dedicated data dashboard.
How to Use
Add the indicator to your chart and move it to "New Lower Indicator" Then repeat 4 times for each dashboard.
Open Settings (the gear icon) and find "Select Page".
Choose your desired market view (e.g., Sectors, Crypto, Currencies, Commodities)
Optional: To replicate the full dashboard look, go to your Chart Settings -> Symbol -> Uncheck "Body" and "Borders" to hide the candles behind the table.
2 hours ago
Release Notes
Transform your TradingView chart into a professional-grade command center. Designed for traders who need high-level market awareness without switching tabs, this dashboard provides deep, multi-timeframe analysis across US Sectors, Commodities, Currencies, and Crypto.
Key Features
1. Multi-Asset Paging System Pine Script has a limit of 40 security calls, which usually limits how much data you can see. This script bypasses that limitation using a smart Paging System:
Sectors Page: Tracks the top 10 US Sectors (SPY, XLK, XLF, etc.) & Indices.
Commodities Page: Gold, Silver, Oil, Gas, Copper, Corn, etc.
Currencies Page: Major Forex pairs including DXY, EURUSD, USDJPY.
Crypto Page: Top 10 Cryptocurrencies by volume.
Switch pages instantly via the Settings menu.
2. Smart "News" Headlines Since Pine Script cannot access the live internet for news, this script uses an Algorithmic Headline Generator. It analyzes price action and trend alignment to generate a "Market Status" summary:
Full Bull Trend: Intraday + Daily + Weekly trends are all positive.
Strong Rally: Asset is up significantly (>1.25%) on the day.
Heavy Sell-off: Asset is down significantly (<-1.25%) on the day.
Pullback (Buy?): Daily trend is UP, but Intraday is DOWN (potential entry).
Consolidating: Market is chopping sideways.
3. Timeframe Trend Matrix Monitor momentum across the curve with a single glance. The "Trend" columns are powered by the 5 EMA (Exponential Moving Average):
Intraday: Adapts to your current chart timeframe (e.g., switch your chart to 15m to see the 15m trend).
Daily / Weekly / Monthly: These are hard coded to always show the higher timeframe trend, regardless of what chart you are looking at. Trend is determined by price in relation to it's 5 EMA.
4. "Terminal" Aesthetic
Styled with a dark, high-contrast Bloomberg Terminal look.
Uses Amber tickers and Neon status blocks for rapid visual scanning.
Optimized for Full Screen Mode: Hide your main chart candles to turn your monitor into a dedicated data dashboard.
How to Use
Add the indicator to your chart and move it to "New Lower Indicator" Then repeat 4 times for each dashboard.
Open Settings (the gear icon) and find "Select Page".
Choose your desired market view (e.g., Sectors, Crypto, Currencies, Commodities)
Optional: To replicate the full dashboard look, go to your Chart Settings -> Symbol -> Uncheck "Body" and "Borders" to hide the candles behind the table.
Smart Money Confluence Heatmap [PhenLabs]📊 Smart Money Confluence Heatmap
Version: Pine Script™ v6
📌 Description
The Smart Money Confluence Heatmap is a professional‑grade Smart Money Concepts indicator designed to identify high‑probability institutional trading zones. It merges multiple advanced market factors into a single confluence score, allowing traders to focus only on areas that matter. By synthesizing Fair Value Gaps, Order Blocks, Liquidity Sweeps, Volume Strength, and Market Structure, this script removes subjective bias and replaces it with data‑driven confirmation.
🚀 Points of Innovation
Unified confluence scoring system combining five institutional concepts
Adaptive ATR‑based zone sizing for volatility‑adjusted precision
Automatic trend and structure alignment scoring
Volume‑validated Order Blocks and Liquidity Sweeps
Probability‑ranked zones instead of static levels
🔧 Core Components
Fair Value Gap detection with imbalance strength scoring
Order Block identification confirmed by displacement and volume
Liquidity sweep analysis using wick depth and volume expansion
Volume strength modeling for accumulation and distribution phases
Market structure confirmation using BOS and directional bias
🔥 Key Features
Confluence heatmap zones graded by bullish and bearish probability
Minimum score filtering to remove low‑quality setups
Automatic risk‑to‑reward based TP and SL projections
Entry alerts when price taps validated institutional zones
🎨 Visualization
Color‑graded heatmap zones representing probability strength
Percentage score labels with component icons
On‑chart dashboard displaying market bias and structure state
✅ Best Use Cases
Liquidity sweep reversals at key structure levels
Trend‑aligned pullbacks into institutional zones
Intraday and swing trading using confluence confirmation
⚠️ Limitations
Not designed for low‑liquidity or extremely ranging markets
Confluence does not guarantee outcomes and requires risk management
💡 What Makes This Unique
Objective probability scoring instead of subjective SMC interpretation
Multi‑layer institutional confirmation in a single indicator
Built for traders who demand clarity, not chart clutter
💡 Note:
This indicator is for educational purposes only and should always be used alongside proper risk management and higher‑timeframe context.
Backtest Opening 4H BTCBacktesting Script to analyse die price action through out the daily opening on BTC. Scalping of extremity liquidity after daily trading hours opened
