GEX Delta Hedging Lines - v.4.1GEX Delta Hedging Indicator - Institutional Levels
Introduction
This Pine Script indicator is designed to visualize Gamma Exposure (GEX) levels, Delta Hedging zones, and institutional support/resistance points on your TradingView charts. It helps traders identify key price levels where market makers and institutions might hedge their options positions, potentially leading to price reversals or continuations. The indicator overlays lines for resistances (Call Wall, R1, R2), supports (Put Wall, S1, S2, S3), a Gamma Flip zone, and customizable trading zones (Buy, Neutral, Sell). It also includes alerts for level breaches and a summary table for quick reference.
Key Features
Resistance Levels: Call Wall (maximum resistance), R1 (strong), R2 (light) – all configurable with colors, styles, and widths.
Support Levels: Put Wall (maximum support), S1 (strong), S2 (moderate), S3 (weak/danger) – fully customizable.
Gamma Flip Zone: Indicates potential regime changes in market behavior.
Trading Zones: Visual boxes for Buy (green), Neutral (yellow), and Sell (red) areas, with adjustable boundaries and colors.
Current Price Line: Dotted line for the reference price, with labels.
Alerts: Trigger notifications when levels are tested or broken.
Summary Table: Displays levels, prices, and distances from the current close, positioned customizable.
Style Options: Adjust line widths, styles (solid/dashed/dotted), label sizes, and more for a personalized view.
Trend Analizi
Darvas Lines/Box1. Overview
The Darvas Lines/Box (v1.0) is a dynamic trend following indicator based on the renowned method developed by Nicolas Darvas. It's designed to identify clear price consolidation ranges and detect decisive breakouts, crucial for positional and swing trading strategies.
This indicator automatically draws and adjusts the consolidation ranges, and includes modern enhancements such as Advanced Retest Confirmation and exposed alert conditions, providing reliable signals for monitoring and acting on trend continuations.
2. Core Features
Custom Display Mode (Lines/Box): Allows the user to toggle the visualization between showing just the Breakout Lines (Lines) or displaying the consolidation area with a filled background box (Box).
Source Selection (Wicks/Body): Users can choose whether the box boundaries are defined by the candlestick wicks (price extremes) or the candlestick body (open/close price). This feature is critical for adjusting sensitivity to market noise.
Dynamic Box Drawing: Draws Darvas boxes automatically by tracking price highs and lows based on user-defined parameters (Bars to Define Range, Max Box Height).
Retest Confirmation: Detects if the old resistance/support line functions effectively after a breakout. When a retest is confirmed, the line is extended and its color changes.
Price Labels (Stable Lock): Displays the highest and lowest box prices, fixed to the left outer edge of the box. This ensures stable visibility.
Progress Labels: Visualizes the current line price and the percentage distance to the closing price on the right side of the box, showing progress toward the next breakout.
3. Trading Strategy: How to Use the Indicator
This indicator is primarily used to identify trend initiation and trend continuation signals.
A. Entry Strategy (Breakout)
Long Entry Action: Consider taking a long entry when the price closes above the Upper Line (Green Line), signaled by a BULLISH BREAKOUT alert.
Signal: Use the BULLISH BREAKOUT alert.
Short Entry Action: Consider taking a short entry when the price closes below the Lower Line (Red Line), signaled by a BEARISH BREAKOUT alert.
Signal: Use the BEARISH BREAKOUT alert.
B. Retest Strategy (Add-on/Confirmation)
Action: When the price pulls back to touch the broken line (signaled by RETEST CONFIRMED), this confirms the break's validity.
Alert: The RETEST CONFIRMED alert is triggered at this moment.
C. Risk Management (General)
Stop Loss: The initial stop-loss is typically set just beyond the opposite side of the broken box. As the trend progresses and new boxes form, the lower boundary of the most recently formed box can be used as a trailing stop for managing risk.
4. Setting Parameters
Line Source (Wicks/Body): Crucial for sensitivity. 'Wicks' tracks price extremes; 'Body' tracks stronger close-to-close movements, ignoring noise.
Bars to Define Range: Defines the calculation period (in bars) for the box.
Cooldown Bars After Breakout: Sets the waiting period after a breakout before a new box can start forming.
Retest Lookback Bars (Phase 3): Sets the maximum number of bars to check for a retest during the cooldown phase.
Max Gap for Retest (%): Defines the maximum percentage distance from the line allowed to confirm a retest (Set to Zero (0.0%) for near-touch detection).
Alert Frequency (Breakout): Allows selection between Continuous and Once per Box for breakout signals.
5. Alerts: How to Set Up the Triggers
This indicator exposes several specific conditions to the TradingView alert panel, allowing you to select the exact event you want to monitor.
Step-by-Step Alert Setup:
Open the Alert Panel on the chart.
In the Condition field, select the indicator's name.
In the Alert Condition field, choose the specific event you want to monitor:
1. ANY DARVAS EVENT (Consolidated)
2. BULLISH BREAKOUT (Individual)
3. BEARISH BREAKOUT (Individual)
4. RETEST CONFIRMED (Individual)
In the Trigger field (Frequency), select your preferred native option (e.g., "Once Per Bar Close" or "Once per bar").
Liquidity Swap Detector Ultimate - Cedric JeanjeanAdvanced Smart Money Concepts indicator designed to detect high-probability liquidity sweeps and institutional order flow reversals. This professional-grade tool combines multiple ICT (Inner Circle Trader) strategies to identify optimal entry points.
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📊 KEY FEATURES:
✅ Smart Swing Detection
- Identifies confirmed swing highs and lows using adaptive lookback periods
- Eliminates false signals through double-confirmation logic
- Detects liquidity grabs at key market structure points
✅ Fair Value Gap (FVG) Analysis
- Multi-timeframe FVG detection for enhanced accuracy
- Filters imbalances by minimum size threshold
- Combines current timeframe and higher timeframe FVGs
✅ Advanced Volatility Filter
- ATR-based volatility analysis to avoid low-quality setups
- Adjustable volatility threshold (default 0.35%)
- Ensures entries during optimal market conditions
✅ Precision Signal Generation
- LONG signals: Confirmed swing lows + FVG + volatility confirmation
- SHORT signals: Confirmed swing highs + FVG + volatility confirmation
- Clear visual markers with price labels
✅ Comprehensive Alert System
- Three alert types: Simple, Detailed, JSON (for webhooks)
- Separate LONG/SHORT alert controls
- Compatible with MT5 integration via webhooks
- TradingView native alertcondition support
✅ Professional Dashboard
- Real-time ATR monitoring
- Volatility percentage display
- FVG status indicator
- Alert status tracker
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⚙️ CUSTOMIZABLE PARAMETERS:
🔹 Lookback Swing (1-50): Defines swing detection sensitivity
🔹 ATR Multiplier: Controls wick filter strength
🔹 Volatility Filter: Minimum required market volatility (%)
🔹 FVG Filter: Minimum fair value gap size (%)
🔹 FVG Timeframe: Higher timeframe for multi-TF analysis
🔹 Visual Options: Toggle swing marks, FVG zones, labels
🔹 Alert Controls: Enable/disable LONG/SHORT notifications
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📈 HOW IT WORKS:
1. The indicator scans for confirmed swing points using a robust double-confirmation algorithm
2. Simultaneously analyzes Fair Value Gaps on both current and higher timeframes
3. Validates market volatility to ensure sufficient price movement
4. Generates precise entry signals when all conditions align
5. Triggers customizable alerts for instant notification
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🎯 BEST PRACTICES:
- Use on liquid markets (Forex majors, indices, crypto)
- Recommended timeframes: 15m, 1H, 4H
- Combine with support/resistance for confirmation
- Adjust lookback period based on market volatility
- Test alert settings before live trading
- Use JSON alerts for automated trading integration
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⚡ ALERT CONFIGURATION:
1. Click the Alert icon (bell) in TradingView
2. Select "Liquidity Swap Detector Ultimate - TITAN v6"
3. Choose your preferred alert condition:
- LONG Signal: Only bullish setups
- SHORT Signal: Only bearish setups
- ANY Signal: All trading opportunities
4. Set expiration and notification preferences
5. For MT5 integration: Select "JSON" message type and configure webhook URL
Relative Vigor Index with Divergence and SMA FilterThis script implements the Relative Vigor Index (RVI), originally developed by John Ehlers, enhanced with three practical analytical layers:
1. Configurable SMA filter applied to the RVI line (default: 14 periods) to smooth noise and clarify the underlying momentum trend.
2. Automated divergence detection between price action and the RVI oscillator, identifying both:
- Regular divergences ("R"): potential reversal signals (e.g., price makes a lower low while RVI makes a higher low).
- Hidden divergences ("H"): potential continuation signals (e.g., price makes a higher low while RVI makes a lower low).
3.Visual aids: labeled markers ("R"/"H") and connecting lines to make divergence patterns immediately recognizable.
Unlike basic RVI implementations, this version is designed to highlight momentum-price decoupling—a core concept in technical analysis—using robust pivot detection (`ta.pivotlow`/`ta.pivothigh`) with user-defined lookback and search ranges (default: 5–60 bars). The SMA filter helps traders distinguish between genuine momentum shifts and short-term volatility.
How it works:
- The RVI is calculated as the ratio of smoothed (close – open) to smoothed (high – low), reflecting the idea that in uptrends, closes tend to occur near highs, and in downtrends, near lows.
- Divergences are confirmed only when both a valid price pivot and a corresponding RVI pivot occur within the specified bar range.
- Hidden bearish divergences are disabled by default to reduce noise on shorter timeframes.
Suggested use:
- Use regular bullish divergences near negative RVI extremes as potential long setups.
- Watch for regular bearish divergences at positive RVI peaks as early reversal warnings.
- Combine with support/resistance or trend structure for higher-confidence entries.
This script is not a simple mashup: the integration of divergence logic with the RVI’s unique behavior, configurable sensitivity, and clean visualization provides a cohesive analytical tool that goes beyond standard implementations.
> Disclaimer: This script is for educational and informational purposes only. It does not constitute financial, investment, or trading advice. Past performance is not indicative of future results.
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Credits:
- Relative Vigor Index concept: John Ehlers
- Divergence methodology: Standard technical analysis practice
- Implementation and enhancements: © Carlos Mauricio Vizcarra (2025)
- Licensed under MPL 2.0
Venza Rocket ScalperVenza Rocket Scalper: Compliant Description (Plaintext)
This strategy is a complex, multi-indicator trend-following system designed for intraday scalping on low-timeframe charts. It uses a confluence of four distinct filters to ensure high-conviction entries during optimal momentum and volume.
1. Overview and Core Logic
The entry signal requires simultaneous confirmation from the following components:
Trend Confirmation (Heikin-Ashi EMAs): The primary trend is established using Heikin-Ashi price action combined with an EMA (Fast=8) crossing and remaining above an EMA (Slow=21). This provides a smoother, momentum-based trend signal.
Momentum Strength (ADX/RSI): The trend must be validated by the ADX (default 16) to confirm sufficient directional strength, and the RSI (default 42) to confirm continued positive internal momentum.
Volume Validation: A dynamic filter requires the current bar's volume to be greater than the 20-period Volume MA (multiplied by the default 1.0 factor), ensuring trades are executed during periods of active market participation.
Session & Volatility Filter: Trades are restricted to a defined trading window (default UTC 12:00 to 20:00). The script also includes an optional Volatility Cap filter based on a long-term ATR to suppress entries during extreme volatility.
2. Trade Management and Realistic Risk
This strategy employs a robust, partial-exit risk management plan driven by the Average True Range (ATR) for sustainable risk control.
Initial Stop Loss (SL): The initial SL is tight and calculated dynamically using the 14-period ATR multiplied by an adjustable factor (default 0.7). This size is designed for micro-losses appropriate for scalping and is adapted slightly during high volatility.
Partial Exits & Profit Taking: The position is split into two equal halves for exit management:
50% Position (TP1): Exited at a 1R profit target, where 1R is defined as the exact value of the initial ATR-based SL.
50% Position (Run): Managed by a Trailing Stop Loss (TSL), with trail points also calculated dynamically using the current ATR.
Breakeven (BE) Lock: An optional feature (default: ON) automatically moves the stop loss to Breakeven (entry price plus 1 tick) once the position is 2 ticks in profit, locking in capital protection rapidly.
Daily Risk Controls: The strategy includes mandatory daily money management features (default: ON):
Max Daily Loss Stop: Stops all trading for the day if the cumulative closed P&L reaches -$500 (default).
Profit Protection Floor: If the closed P&L reaches a minimum threshold (default $110), any open position will be closed if the total daily P&L drops back below this floor, locking in minimum daily gains.
3. Strategy Properties & Backtesting Disclosure
The default settings are configured for high-liquidity futures or FX markets. Users must ensure their backtesting environment is realistic:
Risk Per Trade: The ATR-based SL aims to keep the risk per trade below 5% of a reasonable account size, which is critical for sustainable trading.
Contracts/Size: Default quantity is 3 contracts.
Commissions/Slippage: Commissions and slippage MUST be configured by the user in the Strategy Properties window to reflect real-world brokerage fees and execution costs.
Sample Size: The strategy should be run on a dataset that generates over 100 trades for statistically valid results.
MANDATORY DISCLAIMER: Past performance is not necessarily indicative of future results. Trading involves substantial risk. All claims of historical performance are substantiated by the backtesting results on the chart, but these results do not guarantee actual trading outcomes. Keep your language realistic.
Timeframe LiquidityTimeframe Liquidity – Multi-Timeframe Highs & Lows by
Timeframe Liquidity automatically plots previous day, week, month, and year highs and lows, key liquidity zones used by smart money and price-action traders. These levels extend into the future and can automatically stop once price wicks through, showing clear liquidity sweeps and tested zones.
Perfect for traders using ICT / SMC concepts, liquidity theory, or market structure analysis. Instantly see where liquidity rests, where it’s been taken, and how price reacts at major support and resistance.
Features:
Auto-plots PDH/PDL, PWH/PWL, PMH/PML, PYH/PYL
Custom line styles, colors, and label sizes
Option to stop line on wick (liquidity sweep)
Smart timeframe visibility (hides same-TF levels)
Accurate UTC offset handling
Identify liquidity pools fast, trade cleaner charts, and track where smart money hunts liquidity.
Built for precision, clarity, and confluence.
Trend Alignment TableThe Trend Alignment Table is a clean, visual tool designed to quickly assess trend direction and alignment across multiple moving averages — without cluttering your chart.
Instead of plotting moving average lines, this indicator displays a compact on-chart table showing each selected MA and its corresponding trend status using color-coded circles.
🧩 How It Works
Each circle represents the relationship between price and its corresponding moving average (MA):
Price vs. MA MA Direction Circle Color Meaning
Above Rising 🟢 Green Bullish continuation
Above Falling 🟡 Yellow Weakening bullishness
Below Falling 🔴 Red Bearish continuation
Below Rising 🟡 Yellow Weakening bearishness
⚙️ Features
Up to 4 customizable moving averages
Type: SMA, EMA, SMMA (RMA), WMA, VWMA
Source: Any price source (close, open, etc.)
Length: Fully adjustable
Dynamic color-coded circles (green, yellow, red by default — fully customizable)
User-selectable table position (top-left, top-right, bottom-left, bottom-right)
Clean visual layout for quick multi-timeframe trend confirmation
📊 Use Cases
Instantly identify trend alignment across short-, medium-, and long-term averages
Confirm trend strength or weakening momentum
Combine with other indicators or strategies for confirmation signals
🧠 Default Settings
MA Type Length Color
MA #1 SMA 5 Green
MA #2 SMA 20 Gold
MA #3 SMA 50 Orange
MA #4 SMA 150 Red
🧰 Created for traders who value clarity.
Whether you trade trends, reversals, or momentum shifts, the Trend Alignment Table gives you a concise, at-a-glance view of the market’s directional structure.
ATM Strike Line with Call & Put Premiums (ARJO)This indicator is designed specifically for the Indian market (NSE) and helps traders visualize the At-The-Money (ATM) strike line along with real-time Call (CE) and Put (PE) option premiums.
Key Features
Automatic ATM Detection: The script automatically identifies the ATM strike based on the underlying price, with an option for manual input.
Dynamic Expiry Control: Select expiry date easily (Year, Month, Day) in YYMMDD format.
Flexible Timeframe Support: Choose between the chart’s current timeframe or custom intervals.
Smart Symbol & Strike Interval: Automatically adapts to the selected underlying symbol (e.g., NIFTY, BANKNIFTY, RELIANCE, etc.) or allows manual setup.
Visual Representation:
ATM line plotted clearly on the chart.
CE and PE premium labels are displayed on each side of the ATM line.
ATM strike price label shown at the center.
Call–Put Volume Ratio (CPVR): Displays the live CPVR value to quickly assess market sentiment.
CPVR Interpretation
Bullish Bias: CPVR ≥ 1.25
Bearish Bias: CPVR ≤ 0.75
Neutral Zone: Between 0.75 and 1.25
⚙️ Customization
Adjustable colors for ATM line, CE/PE labels, and CPVR.
Option to manually select strike, symbol, and interval for maximum flexibility.
This tool may help to track option sentiment directly on the price chart, making it ideal for option traders and intraday analysts focusing on NIFTY, BANKNIFTY, and other NSE stocks.
Happy Trading. ARJO
Senkou Span BUsing in conjunction with Senkou Span A to create effective kumo alert signals when kumo changes direction: bullish or bearish.
Senkou Span AUse it in conjunction with Senkou Span B to create effective kumo alert signals when kumo changes direction: bullish or bearish.
CHOCH + FVG Signals [30m Optimized]CHOCH + FVG Signals
🎯 What It Does:
This script automatically scans your chart for high-probability Smart Money Concepts (SMC) setups based on two key institutional trading principles:
Change of Character (CHOCH) – A shift in market structure signaling potential reversal
Fair Value Gap (FVG) – An imbalance zone where price moved too fast, often acting as support/resistance
When both conditions align, the script plots clear Buy (▲) and Sell (▼) signals directly on your chart — ideal for intraday trading on the 30-minute timeframe (but works on any timeframe).
✅ Key Features:
🔹 Visual Fair Value Gaps
Green shaded zones = Bullish FVGs (potential support)
Red shaded zones = Bearish FVGs (potential resistance)
Toggle on/off in settings
🔹 Smart CHOCH Detection
Detects breaks of recent swing highs/lows with proper context
Avoids false signals by confirming prior price structure
🔹 Clear Trade Signals
Green ▲ below bar = Buy signal (Bullish CHOCH + FVG confluence)
Red ▼ above bar = Sell signal (Bearish CHOCH + FVG confluence)
🔹 Customizable Filters
Option to require FVG for a signal (recommended for higher accuracy)
Adjust sensitivity via swing detection settings (default optimized for 30m)
🔹 Alert-Ready
Built-in alert conditions for instant notifications on TradingView mobile/desktop
⚙️ How to Use:
Apply to a 30-minute chart (e.g., EURUSD, Gold, NAS100, BTC)
Wait for at least 50–100 bars to load (so swing points appear)
Look for:
A green triangle (▲) → consider long entry near FVG support
A red triangle (▼) → consider short entry near FVG resistance
Confirm with price action: Wait for a strong candle close or rejection at the FVG zone
Use stop-loss below/above the FVG and target recent liquidity pools
💡 Pro Tip: Best used during high-volume sessions (e.g., London Open 7–10 AM UTC, NY Open 12:30–3:30 PM UTC).
🛠️ Settings (Inputs):
Show Fair Value Gaps
✅ Enabled
Visualize FVG zones
Max FVG History
100 bars
Prevent chart clutter
Require FVG for Signal?
✅ Enabled
Higher-quality setups (disable to test CHOCH-only)
⚠️ Important Notes:
This is a signal generator, not financial advice. Always manage risk.
Works best in trending or breaking markets — avoid during low-volatility ranges.
FVGs may get filled (tested) before price continues — patience improves results.
Backtest on historical data before live trading.
📣 Ideal For:
Retail traders learning Smart Money Concepts (SMC)
Price action traders seeking institutional-level confluence
Intraday scalpers & swing traders on 30m–1H timeframes
Traffic Light MA — Trend IndicatorThis script displays a simple “traffic light” circle that reflects the market trend based on two moving averages (MA).
-Green: Price > Fast MA > Slow MA → Uptrend confirmation
-Yellow: Mixed conditions (transition zone)
-Red: Slow MA > Fast MA > Price → Downtrend confirmation
You can customize:
-MA type (SMA or EMA)
-Lengths of both MAs
-Timeframe used for evaluation (e.g. Daily, 4H, Weekly)
This tool is designed for traders who prefer a minimalistic chart, showing only a clean color signal instead of multiple lines.
Recommendation:
For small MAs (8,15,21) use EMA, for big MAs (50,100,200) use SMA
Adaptive Trend 1m ### Overview
The "Adaptive Trend Impulse Parallel SL/TP 1m Realistic" strategy is a sophisticated trading system designed specifically for high-volatility markets like cryptocurrencies on 1-minute timeframes. It combines trend-following with momentum filters and adaptive parameters to dynamically adjust to market conditions, ensuring more reliable entries and risk management. This strategy uses SuperTrend for primary trend detection, enhanced by MACD, RSI, Bollinger Bands, and optional volume spikes. It incorporates parallel stop-loss (SL) and multiple take-profit (TP) levels based on ATR, with options for breakeven and trailing stops after the first TP. Optimized for realistic backtesting on short timeframes, it avoids over-optimization by adapting indicators to market speed and efficiency.
### Principles of Operation
The strategy operates on the principle of adaptive impulse trading, where entry signals are generated only when multiple conditions align to confirm a strong trend reversal or continuation:
1. **Trend Detection (SuperTrend)**: The core signal comes from an adaptive SuperTrend indicator. It calculates upper and lower bands using ATR (Average True Range) with dynamic periods and multipliers. A buy signal occurs when the price crosses above the lower band (from a downtrend), and a sell signal when it crosses below the upper band (from an uptrend). Adaptation is based on Rate of Change (ROC) to measure market speed, shortening periods in fast markets for quicker responses.
2. **Momentum and Trend Filters**:
- **MACD**: Uses adaptive fast and slow lengths. In "Trend Filter" mode (default when "Use MACD Cross" is false), it checks if the MACD line is above/below the signal for long/short. In cross mode, it requires a crossover/crossunder.
- **RSI**: Adaptive period RSI must be above 50 for longs and below 50 for shorts, confirming overbought/oversold conditions dynamically.
- **Bollinger Bands (BB)**: Depending on the mode ("Midline" by default), it requires the price to be above/below the BB midline for longs/shorts, or a breakout in "Breakout" mode. Deviation adapts to market efficiency.
- **Volume Spike Filter** (optional): Entries require volume to exceed an adaptive multiple of its SMA, signaling strong impulse.
3. **Volatility Filter**: Entries are only allowed if current ATR percentage exceeds a historical minimum (adaptive), preventing trades in low-volatility ranges.
4. **Risk Management (Parallel SL/TP)**:
- **Stop-Loss**: Set at an adaptive ATR multiple below/above entry for long/short.
- **Take-Profits**: Three levels at adaptive ATR multiples, with partial position closures (e.g., 51% at TP1, 25% at TP2, remainder at TP3).
- **Post-TP1 Features**: Optional breakeven moves SL to entry after TP1. Trailing SL uses BB midline as a dynamic trail.
- All levels are calculated per trade using the ATR at entry, making them "realistic" for 1m charts by widening SL and tightening initial TPs.
The strategy enters long on buy signals with all filters met, and short on sell signals. It uses pyramid margin (100% long/short) for full position sizing.
Adaptation is driven by:
- **Market Speed (normSpeed)**: Based on ROC, tightens multipliers in volatile periods.
- **Efficiency Ratio (ER)**: Measures trend strength, adjusting periods for trending vs. ranging markets.
This ensures the strategy "adapts" without manual tweaks, reducing false signals in varying conditions.
### Main Advantages
- **Adaptability**: Unlike static strategies, parameters dynamically adjust to market volatility and trend strength, improving performance across ranging and trending phases without over-optimization.
- **Realistic Risk Management for 1m**: Wider SL and tiered TPs prevent premature stops in noisy short-term charts, while partial profits lock in gains early. Breakeven/trailing options protect profits in extended moves.
- **Multi-Filter Confirmation**: Combines trend, momentum, and volume for high-probability entries, reducing whipsaws. The volatility filter avoids flat markets.
- **Debug Visualization**: Built-in plots for signals, levels, and component checks (when "Show Debug" is enabled) help users verify logic on charts.
- **Efficiency**: Low computational load, suitable for real-time trading on TradingView with alerts.
Backtesting shows robust results on volatile assets, with a focus on sustainable risk (e.g., SL at 3x ATR avoids excessive drawdowns).
### Uniqueness
What sets this strategy apart is its **fully adaptive framework** integrating multiple indicators with real-time market metrics (ROC for speed, ER for efficiency). Most trend strategies use fixed parameters, leading to poor adaptation; here, every key input (periods, multipliers, deviations) scales dynamically within bounds, creating a "self-tuning" system. The "parallel SL/TP with 1m realism" adds custom handling for micro-timeframes: tightened initial TPs for quick wins and adaptive min-ATR filter to skip low-vol bars. Unlike generic mashups, it justifies the combination—SuperTrend for trend, MACD/RSI/BB for impulse confirmation, volume for conviction—working synergistically to capture "trend impulses" while filtering noise. The post-TP1 breakeven/trailing tied to BB adds a unique profit-locking mechanism not common in open-source scripts.
### Recommended Settings
These settings are optimized and recommended for trading ASTER/USDT on Bybit, with 1-minute chart, x10 leverage, and cross margin mode. They provide a balanced risk-reward for this volatile pair:
- **Base Inputs**:
- Base ATR Period: 10
- Base SuperTrend ATR Multiplier: 2.5
- Base MACD Fast: 8
- Base MACD Slow: 17
- Base MACD Signal: 6
- Base RSI Period: 9
- Base Bollinger Period: 12
- Bollinger Deviation: 1.8
- Base Volume SMA Period: 19
- Base Volume Spike Multiplier: 1.8
- Adaptation Window: 54
- ROC Length: 10
- **TP/SL Settings**:
- Use Stop Loss: True
- Base SL Multiplier (ATR): 3
- Use Take Profits: True
- Base TP1 Multiplier (ATR): 5.5
- Base TP2 Multiplier (ATR): 10.5
- Base TP3 Multiplier (ATR): 19
- TP1 % Position: 51
- TP2 % Position: 25
- Breakeven after TP1: False
- Trailing SL after TP1: False
- Base Min ATR Filter: 0.001
- Use Volume Spike Filter: True
- BB Condition: Midline
- Use MACD Cross (false=Trend Filter): True
- Show Debug: True
For backtesting, use initial capital of 30 USD, base currency USDT, order size 100 USDT, pyramiding 1, commission 0.1%, slippage 0 ticks, long/short margin 0%.
Always backtest on your platform and use risk management—risk no more than 1-2% per trade. This is not financial advice; trade at your own risk.
IIR One-Pole Price Filter [BackQuant]IIR One-Pole Price Filter
A lightweight, mathematically grounded smoothing filter derived from signal processing theory, designed to denoise price data while maintaining minimal lag. It provides a refined alternative to the classic Exponential Moving Average (EMA) by directly controlling the filter’s responsiveness through three interchangeable alpha modes: EMA-Length , Half-Life , and Cutoff-Period .
Concept overview
An IIR (Infinite Impulse Response) filter is a type of recursive filter that blends current and past input values to produce a smooth, continuous output. The "one-pole" version is its simplest form, consisting of a single recursive feedback loop that exponentially decays older price information. This makes it both memory-efficient and responsive , ideal for traders seeking a precise balance between noise reduction and reaction speed.
Unlike standard moving averages, the IIR filter can be tuned in physically meaningful terms (such as half-life or cutoff frequency) rather than just arbitrary periods. This allows the trader to think about responsiveness in the same way an engineer or physicist would interpret signal smoothing.
Why use it
Filters out market noise without introducing heavy lag like higher-order smoothers.
Adapts to various trading speeds and time horizons by changing how alpha (responsiveness) is parameterized.
Provides consistent and mathematically interpretable control of smoothing, suitable for both discretionary and algorithmic systems.
Can serve as the core component in adaptive strategies, volatility normalization, or trend extraction pipelines.
Alpha Modes Explained
EMA-Length : Classic exponential decay with alpha = 2 / (L + 1). Equivalent to a standard EMA but exposed directly for fine control.
Half-Life : Defines the number of bars it takes for the influence of a price input to decay by half. More intuitive for time-domain analysis.
Cutoff-Period : Inspired by analog filter theory, defines the cutoff frequency (in bars) beyond which price oscillations are heavily attenuated. Lower periods = faster response.
Formula in plain terms
Each bar updates as:
yₜ = yₜ₋₁ + alpha × (priceₜ − yₜ₋₁)
Where alpha is the smoothing coefficient derived from your chosen mode.
Smaller alpha → smoother but slower response.
Larger alpha → faster but noisier response.
Practical application
Trend detection : When the filter line rises, momentum is positive; when it falls, momentum is negative.
Signal timing : Use the crossover of the filter vs its previous value (or price) as an entry/exit condition.
Noise suppression : Apply on volatile assets or lower timeframes to remove flicker from raw price data.
Foundation for advanced filters : The one-pole IIR serves as a building block for multi-pole cascades, adaptive smoothers, and spectral filters.
Customization options
Alpha Scale : Multiplies the final alpha to fine-tune aggressiveness without changing the mode’s core math.
Color Painting : Candles can be painted green/red by trend direction for visual clarity.
Line Width & Transparency : Adjust the visual intensity to integrate cleanly with your charting style.
Interpretation tips
A smooth yet reactive line implies optimal tuning — minimal delay with reduced false flips.
A sluggish line suggests alpha is too small (increase responsiveness).
A noisy, twitchy line means alpha is too large (increase smoothing).
Half-life tuning often feels more natural for aligning filter speed with price cycles or bar duration.
Summary
The IIR One-Pole Price Filter is a signal smoother that merges simplicity with mathematical rigor. Whether you’re filtering for entry signals, generating trend overlays, or constructing larger multi-stage systems, this filter delivers stability, clarity, and precision control over noise versus lag, an essential tool for any quantitative or systematic trading approach.
ahr999 Index BITSTAMP
Credits to discountry for making the original script.
reference:
Updates:
- Updated the historical data to use BITSTAMP:BTCUSD since BLX:BNC api is not working anymore
- Implemented a tooltip label displaying the latest AHR index value.
TOPIX Relative Strength vs Symbol + Volume Quality (JP)Overview
Relative Strength vs Symbol + Volume Quality (JP) visualizes the relative performance (%) of a stock versus a chosen benchmark (e.g., TOPIX, Nikkei 225, or ETFs) while incorporating volume quality and momentum analysis.
It calculates percentage-point differences between the target and benchmark, smooths them (EMA/SMA), and evaluates whether the strength is supported by quality volume flow.
All data uses confirmed bars only (request.security() with confirmed values) to minimize repainting, and labels are drawn only on confirmed bars.
What It Shows
Relative Performance (%pt): Difference in rate of change between the stock and its benchmark.
Above 0 → outperforming
Below 0 → underperforming
Trend Direction: Short-/mid-term trend from smoothed EMA/SMA.
Volume Quality: Ratio of up-volume to down-volume, scaled from -1 to +1.
Volume Momentum (Z-Score): Measures unusual surges in trading activity.
Strength Detection: Combines price-based strength (relative or z-score) with volume quality and momentum filters.
How to Use
Set your comparison symbol (e.g., TSE:1306, TVC:NI225).
Adjust lookback length and smoothing period/type to fit your analysis window.
Enable “Confirm strength by volume quality” and/or “Use volume Z-score” to filter signals with supportive volume.
Optionally, configure background thresholds to highlight extreme relative strength/weakness.
Use Screener Mode to suppress visual outputs (table/labels) for performance in Pine Screener.
Main Input Groups
Comparison Settings: Benchmark symbol, calculation timeframe.
Period & Smoothing: lookback, smoothLen, and MA type (EMA or SMA).
Price Strength Detection: Enable Z-score mode and adjust zLen / zThresh.
Volume Quality & Momentum: vqThresh (volume quality) and vZth (Z-score threshold).
Display: Toggle histogram tint, background highlight, mini-table, and signal labels.
Background Thresholds: Independent thresholds for histogram/MA lines and colors.
Screener Output: Suppress visuals for screening use.
Output & Coloring
Histogram: Relative performance in %pt. Red = outperforming, Green = underperforming (intensity by magnitude).
White Line (EMA/SMA):
Rising with good volume quality → Red
Rising but poor quality → Yellow
Falling → White
Background: Optional highlight when histogram/MA exceeds user thresholds.
Counters: Hidden plots track how many bars have consecutively exceeded thresholds (usable in screeners).
Alerts
Strength Detection (Price + Volume):
Triggered when price condition (MA > 0 or Z-score > threshold) and volume conditions are met.
Weakness / Loss of Strength:
Triggered on cross-under or when volume conditions fail.
Labels: Optional, shown only on confirmed bars.
Repaint Prevention
All calculations use confirmed bar data only.
Labels appear only when bars close.
On lower timeframes, benchmark update delays may cause minor lag.
Volume quality is derived from up/down bar classification, which can be distorted by gaps or illiquid markets.
Avoid overfitting thresholds — values differ by asset and timeframe.
Practical Applications
Identify outperformance with supportive volume across sectors or themes.
Use streak counters to find consistent relative winners or laggards.
Compare stocks vs sector indices or ETFs to track rotation and momentum shifts.
Disclaimer
This script and its description are provided for educational and informational purposes only.
They do not constitute financial advice or recommendations.
Use at your own discretion, considering market risk, liquidity, and data limitations.
This description follows TradingView’s House Rules (no promotion, plagiarism, or misleading claims).
Publication Guidelines
When publishing:
Do not include promotional links or invitations.
Do not copy text/code from other authors without permission.
Screenshots should illustrate the script’s function only, not serve as marketing material.
Maintain consistency of language (English only for this version).
概要
Relative Strength vs Symbol + Volume Quality (JP) は、対象銘柄と比較指標（例：TOPIX）との相対パフォーマンスを％ポイント差で算出し、平滑化線（EMA/SMA）とヒストグラムで可視化します。さらに、出来高を「質（上げ/下げボリュームのバランス）」と「勢い（Zスコア）」で評価し、価格×出来高の両面から“強さ/弱さ”を判定します。
リペイント抑制のため、request.security()は確定足を参照し、ラベル描画も確定時に限定しています。
何がわかるか
相対パフォーマンス（％pt）：対象と比較指標の騰落率差。0より上＝相対優位、下＝相対劣位。
平滑化トレンド：相対の短中期的な傾き（EMA/SMA）。
出来高の質：上昇バー出来高と下降バー出来高の比から -1〜+1 で評価。
出来高の勢い（Zスコア）：直近出来高の異常度。
強/弱シグナル：価格条件（基準越え・Z超え）に、出来高条件（質・勢い）を組み合わせて抽出。
使い方（基本手順）
比較対象を「比較シンボル」で指定（例：TSE:1306、TVC:NI225 等）。
「比較期間（バー数）」と「平滑化（期間/種類）」を調整し、相対の視点を合わせる。
出来高確認を使う場合は「出来高の質で“強さ”を確認」「出来高の勢い（Z）」をオンにし、閾値を調整。
背景ハイライトの**閾値（ヒスト/平均線別）**を設定すると、重要局面を一目で把握可能。
スクリーナー利用時は「スクリーナー用」をオンにして、テーブル/ラベルの描画を抑制。
主な入力項目
比較設定：比較シンボル、計算タイムフレーム。
期間・平滑化：比較期間lookback、平滑化長smoothLen、MA種別（EMA/SMA）。
強さ検出（価格）：Zスコア方式のオン/オフ、zLen、zThresh。
出来高の質・勢い：質の閾値vqThresh、勢いZの長さvZlenと閾値vZth。
表示：テーブル、背景、ヒスト濃淡、直近ラベルのON/OFF。
背景（閾値）：ヒスト/平均線の上下しきいと背景色。
スクリーナー出力：描画抑制トグル。
出力と色分け
ヒストグラム：相対パフォーマンス（％pt）。プラス域は赤系、マイナス域は緑系で濃淡表示。
白線（実体は平滑化相対）：上向きかつ出来高質が閾値以上なら赤、上向きでも質不足なら黄、下降時は白。
背景色（任意）：設定したヒスト/平均線の閾値を超過/割れで自動着色。
カウンタ：ヒスト/平均線が各閾値を連続超過/連続割れした本数を、スクリーナーが取得できるよう非表示プロットで出力。
シグナル・アラート
強さ検出（価格+出来高）：
価格条件 … 平滑化線の0越え、またはZスコアがzThresh越え。
出来高条件 … 「質 ≥ vqThresh」「勢いZ ≥ vZth」（任意）。
条件一致で「強」アラート／喪失・未達で「弱」アラート。
ラベル（任意）：確定足でのみ出力。
リペイントと制約
request.security()は確定足データを用い、確定時ラベルのみ描画する設計です。
比較シンボルの更新周期・分足集計差により、短期足ではタイムラグが生じる場合があります。
出来高の「質」は上昇/下降バーの単純仕分けに依存するため、ギャップや出来高の歪みが強い市場では解釈に注意。
閾値は銘柄・期間で最適値が異なります。**過度な最適化（カーブフィット）**は避けてください。
（公開ガイドライン上も、明確で誤解を生む表現の回避が推奨されます。
TradingView
）
活用アイデア（例）
相対優位×出来高質の改善が同時に起きた局面を抽出。
連続超過カウントで、相対の“粘り”や“伸び”をスクリーニング。
指数だけでなく、業種ETFやセクター指数を比較軸にしてローテーション把握。
免責
本スクリプトおよび説明は情報提供・教育目的です。投資助言・勧誘ではありません。市場リスク、流動性、スリッページ、データ仕様に起因する差異等は利用者の自己責任でご確認ください。TradingViewのハウスルール（広告禁止・独自性・言語一致・わかりやすさ）および公開ルールに準拠する形で記述しています。
Trend Following Reflectometry🧭 Trend Following Reflectometry (TFR)
Author: Stef Jonker
Version: Pine Script® v6
The Trend Following Reflectometry (TFR) indicator translates market behavior into the language of impedance and signal reflection theory, providing a unique way to measure trend strength, stability, and purity.
🧩 Summary
Trend Following Reflectometry acts as a trend-quality meter, helping traders identify when a trend is strong, efficient, and worth following — or when the market is too noisy to trust.
It blends physics-inspired logic with practical trading insight, offering both a directional oscillator and a trend stability filter in one tool.
⚙️ Concept
Inspired by electrical impedance matching, this tool compares the market’s characteristic impedance (Z₀) — its natural volatility-to-price behavior — with the load impedance (Zₗ), representing current trend momentum.
The interaction between these two produces a reflection coefficient (Gamma) and a VSWR ratio, which reveal how efficiently market trends are transmitting energy (moving smoothly) versus reflecting noise (becoming unstable).
📊 Core Components
Z₀ (Characteristic Impedance): Market baseline, derived from ATR and SMA.
Zₗ (Load Impedance): Trend momentum based on fast and slow EMAs.
Γ (Gamma – Reflection Coefficient): Measures the mismatch between Z₀ and Zₗ.
VSWR (Voltage Standing Wave Ratio): Quantifies trend purity — lower = cleaner trend.
Impedance Oscillator: Combines momentum and reflection to produce directional bias.
⚡ Gamma & VSWR Interpretation
Gamma (Γ) represents the reflection coefficient — how much of the market’s trend energy is being reflected instead of transmitted.
When Gamma is low, the market trend is smooth and efficient, moving with little resistance.
When Gamma is high, the market becomes unstable or overextended, signaling potential turbulence, exhaustion, or reversal pressure.
VSWR (Voltage Standing Wave Ratio) measures trend purity — how clean or distorted the current trend is.
A low VSWR indicates a well-aligned, steady trend that’s likely to continue smoothly.
A high VSWR suggests an unbalanced or noisy market, where trends may struggle to sustain or could soon reverse.
Together, Gamma and VSWR help identify how well the market’s current momentum aligns with its natural behavior — whether the trend is stable and efficient or reflecting instability beneath the surface.
Golden Cross & Death Cross DetectorThis script will:
Plot both moving averages on your chart
Show triangle markers when crossovers occur
Allow you to set up alerts
Let you choose between SMA and EMA
Customize the periods for both moving averages
LIB_SDz_AucLibrary "LIB_SDz_Auc"
TODO: add library description here
getLineStyle(style)
Parameters:
style (string)
MESA Adaptive Ehlers Flow | AlphaNattMESA Adaptive Ehlers Flow | AlphaNatt
An advanced adaptive indicator based on John Ehlers' MESA (Maximum Entropy Spectrum Analysis) algorithm that automatically adjusts to market cycles in real-time, providing superior trend identification with minimal lag across all market conditions.
🎯 What Makes This Indicator Revolutionary?
Unlike traditional moving averages with fixed parameters, this indicator uses Hilbert Transform mathematics to detect the dominant market cycle and adapts its responsiveness accordingly:
Automatically detects market cycles using advanced signal processing
MAMA (MESA Adaptive Moving Average) adapts from fast to slow based on cycle phase
FAMA (Following Adaptive Moving Average) provides confirmation signals
Dynamic volatility bands that expand and contract with cycle detection
Zero manual optimization required - the indicator tunes itself
📊 Core Components
1. MESA Adaptive Moving Average (MAMA)
The MAMA is the crown jewel of adaptive indicators. It uses the Hilbert Transform to measure the market's dominant cycle and adjusts its smoothing factor in real-time:
During trending phases: Responds quickly to capture moves
During choppy phases: Smooths heavily to filter noise
Transition is automatic and seamless based on price action
Parameters:
Fast Limit: Maximum responsiveness (default: 0.5) - how fast the indicator can adapt
Slow Limit: Minimum responsiveness (default: 0.05) - maximum smoothing during consolidation
2. Following Adaptive Moving Average (FAMA)
The FAMA is a slower version of MAMA that follows the primary signal. The relationship between MAMA and FAMA provides powerful trend confirmation:
MAMA > FAMA: Bullish trend in progress
MAMA < FAMA: Bearish trend in progress
Crossovers signal potential trend changes
3. Hilbert Transform Cycle Detection
The indicator employs sophisticated DSP (Digital Signal Processing) techniques:
Detects the dominant cycle period (1.5 to 50 bars)
Measures phase relationships in the price data
Calculates adaptive alpha values based on cycle dynamics
Continuously updates as market character changes
⚡ Key Features
Adaptive Alpha Calculation
The indicator's "intelligence" comes from its adaptive alpha:
Alpha dynamically adjusts between Fast Limit and Slow Limit based on the rate of phase change in the market cycle. Rapid phase changes trigger faster adaptation, while stable cycles maintain smoother response.
Dynamic Volatility Bands
Unlike static bands, these adapt to both ATR volatility AND the current cycle state:
Bands widen when the indicator detects fast adaptation (trending)
Bands narrow during slow adaptation (consolidation)
Band Multiplier controls overall width (default: 1.5)
Provides context-aware support and resistance
Intelligent Color Coding
Cyan: Bullish regime (MAMA > FAMA and price > MAMA)
Magenta: Bearish regime (MAMA < FAMA and price < MAMA)
Gray: Neutral/transitional state
📈 Trading Strategies
Trend Following Strategy
The MESA indicator excels at identifying and riding strong trends while automatically reducing sensitivity during choppy periods.
Entry Signals:
Long: MAMA crosses above FAMA with price closing above MAMA
Short: MAMA crosses below FAMA with price closing below MAMA
Exit/Management:
Exit longs when MAMA crosses below FAMA
Exit shorts when MAMA crosses above FAMA
Use dynamic bands as trailing stop references
Mean Reversion Strategy
When price extends beyond the dynamic bands during established trends, look for bounces back toward the MAMA line.
Setup Conditions:
Strong trend confirmed by MAMA/FAMA alignment
Price touches or exceeds outer band
Enter on first sign of reversal toward MAMA
Target: Return to MAMA line or opposite band
Cycle-Based Swing Trading
The indicator's cycle detection makes it ideal for swing trading:
Enter on MAMA/FAMA crossovers
Hold through the detected cycle period
Exit on counter-crossover or band extremes
Works exceptionally well on 4H to Daily timeframes
🔬 Technical Background
The Hilbert Transform
The Hilbert Transform is a mathematical operation used in signal processing to extract instantaneous phase and frequency information from a signal. In trading applications:
Separates trend from cycle components
Identifies the dominant market cycle without curve-fitting
Provides leading indicators of trend changes
MESA Algorithm Components
Smoothing: 4-bar weighted moving average for noise reduction
Detrending: Removes linear price trend to isolate cycles
InPhase & Quadrature: Orthogonal components for phase measurement
Homodyne Discriminator: Calculates instantaneous period
Adaptive Alpha: Converts period to smoothing factor
MAMA/FAMA: Final adaptive moving averages
⚙️ Optimization Guide
Fast Limit (0.1 - 0.9)
Higher values (0.5-0.9): More responsive, better for volatile markets and lower timeframes
Lower values (0.1-0.3): Smoother response, better for stable markets and higher timeframes
Default 0.5: Balanced for most applications
Slow Limit (0.01 - 0.1)
Higher values (0.05-0.1): Less smoothing during consolidation, more signals
Lower values (0.01-0.03): Heavy smoothing during chop, fewer but cleaner signals
Default 0.05: Good noise filtering while maintaining responsiveness
Band Multiplier (0.5 - 3.0)
Adjust based on instrument volatility
Backtest to find optimal value for your specific market
1.5 works well for most forex and equity indices
Consider higher values (2.0-2.5) for cryptocurrencies
🎨 Visual Interpretation
The gradient visualization shows probability zones around the MESA line:
MESA line: The adaptive trend center
Band expansion: Indicates strong cycle detection and trending
Band contraction: Indicates consolidation or ranging market
Color intensity: Shows confidence in trend direction
💡 Best Practices
Let it adapt: Give the indicator 50+ bars to properly calibrate to the market
Combine timeframes: Use higher timeframe MESA for trend bias, lower for entries
Respect the bands: Price rarely stays outside bands for extended periods
Watch for compression: Narrow bands often precede explosive moves
Volume confirmation: Combine with volume for higher probability setups
📊 Optimal Timeframes
15m - 1H: Day trading with Fast Limit 0.6-0.8
4H - Daily: Swing trading with Fast Limit 0.4-0.6 (recommended)
Weekly: Position trading with Fast Limit 0.2-0.4
⚠️ Important Considerations
The indicator needs time to "learn" the market - avoid trading the first 50 bars after applying
Extreme gap events can temporarily disrupt cycle calculations
Works best in markets with detectable cyclical behavior
Less effective during news events or extreme volatility spikes
Consider the detected cycle period for position holding times
🔍 What Makes MESA Superior?
Compared to traditional indicators:
vs. Fixed MAs: Automatically adjusts to market conditions instead of using one-size-fits-all parameters
vs. Other Adaptive MAs: Uses true DSP mathematics rather than simple volatility adjustments
vs. Manual Optimization: Continuously re-optimizes itself in real-time
vs. Lagging Indicators: Hilbert Transform provides earlier trend change detection
🎓 Understanding Adaptation
The magic of MESA is that it solves the eternal dilemma of technical analysis: be fast and get whipsawed in chop, or be smooth and miss the early move. MESA does both by detecting when to be fast and when to be smooth.
Adaptation in Action:
Strong trend starts → MESA quickly detects phase change → Fast Limit kicks in → Early entry
Trend continues → Phase stabilizes → MESA maintains moderate speed → Smooth ride
Consolidation begins → Phase changes slow → Slow Limit engages → Whipsaw avoidance
🚀 Advanced Applications
Multi-timeframe confluence: Use MESA on 3 timeframes for high-probability setups
Divergence detection: Watch for MAMA/price divergences at band extremes
Cycle period analysis: The internal period calculation can guide position duration
Band squeeze trading: Narrow bands + MAMA/FAMA cross = high-probability breakout
Created by AlphaNatt - Based on John Ehlers' MESA research. For educational purposes. Always practice proper risk management. Not financial advice. Always DYOR.
Arnaud Legoux Gaussian Flow | AlphaNattArnaud Legoux Gaussian Flow | AlphaNatt
A sophisticated trend-following and mean-reversion indicator that combines the power of the Arnaud Legoux Moving Average (ALMA) with advanced Gaussian distribution analysis to identify high-probability trading opportunities.
🎯 What Makes This Indicator Unique?
This indicator goes beyond traditional moving averages by incorporating Gaussian mathematics at multiple levels:
ALMA uses Gaussian distribution for superior price smoothing with minimal lag
Dynamic envelopes based on Gaussian probability zones
Multi-layer gradient visualization showing probability density
Adaptive envelope modes that respond to market conditions
📊 Core Components
1. Arnaud Legoux Moving Average (ALMA)
The ALMA is a highly responsive moving average that uses Gaussian distribution to weight price data. Unlike simple moving averages, ALMA can be fine-tuned to balance responsiveness and smoothness through three key parameters:
ALMA Period: Controls the lookback window (default: 21)
Gaussian Offset: Shifts the Gaussian curve to adjust lag vs. responsiveness (default: 0.85)
Gaussian Sigma: Controls the width of the Gaussian distribution (default: 6.0)
2. Gaussian Envelope System
The indicator features three envelope calculation modes:
Fixed Mode: Uses ATR-based fixed width for consistent envelope sizing
Adaptive Mode: Dynamically adjusts based on price acceleration and volatility
Hybrid Mode: Combines ATR and standard deviation for balanced adaptation
The envelopes represent statistical probability zones. Price moving beyond these zones suggests potential mean reversion opportunities.
3. Momentum-Adjusted Envelopes
The envelope width automatically expands during strong trends and contracts during consolidation, providing context-aware support and resistance levels.
⚡ Key Features
Multi-Layer Gradient Visualization
The indicator displays 10 gradient layers between the ALMA and envelope boundaries, creating a visual "heat map" of probability density. This helps traders quickly assess:
Distance from the mean
Potential support/resistance strength
Overbought/oversold conditions in context
Dynamic Color Coding
Cyan gradient: Price below ALMA (bullish zone)
Magenta gradient: Price above ALMA (bearish zone)
The ALMA line itself changes color based on price position
Trend Regime Detection
The indicator automatically identifies market regimes:
Strong Uptrend: Trend strength > 0.5% with price above ALMA
Strong Downtrend: Trend strength < -0.5% with price below ALMA
Weak trends and ranging conditions
📈 Trading Strategies
Mean Reversion Strategy
Look for price entering the extreme Gaussian zones (beyond 95% of envelope width) when trend strength is moderate. These represent statistical extremes where mean reversion is probable.
Signals:
Long: Price in lower Gaussian zone with trend strength > -0.5%
Short: Price in upper Gaussian zone with trend strength < 0.5%
Trend Continuation Strategy
Enter when price crosses the ALMA during confirmed strong trend conditions, riding momentum while using the envelope as a trailing stop reference.
Signals:
Long: Price crosses above ALMA during strong uptrend
Short: Price crosses below ALMA during strong downtrend
🎨 Visualization Guide
The gradient layers create a "probability cloud" around the ALMA:
Darker shades (near ALMA): High probability zone - price tends to stay here
Lighter shades (near envelope edges): Lower probability - potential reversal zones
Price at envelope extremes: Statistical outliers - strongest mean reversion setups
⚙️ Customization Options
ALMA Parameters
Adjust period for different timeframes (lower for day trading, higher for swing trading)
Modify offset to tune responsiveness vs. smoothness
Change sigma to control distribution width
Envelope Configuration
Choose envelope mode based on market characteristics
Adjust multiplier to match instrument volatility
Modify gradient depth for visual preference (5-15 layers)
Signal Enhancement
Momentum Length: Lookback for trend strength calculation
Signal Smoothing: Additional EMA smoothing to reduce noise
🔔 Built-in Alerts
The indicator includes six pre-configured alert conditions:
ALMA Trend Long - Price crosses above ALMA in strong uptrend
ALMA Trend Short - Price crosses below ALMA in strong downtrend
Mean Reversion Long - Price enters lower Gaussian zone
Mean Reversion Short - Price enters upper Gaussian zone
Strong Uptrend Detected - Momentum confirms strong bullish regime
Strong Downtrend Detected - Momentum confirms strong bearish regime
💡 Best Practices
Use on clean, liquid markets with consistent volatility
Combine with volume analysis for confirmation
Adjust envelope multiplier based on backtesting for your specific instrument
Higher timeframes (4H+) generally provide more reliable signals
Use adaptive mode for trending markets, hybrid for mixed conditions
⚠️ Important Notes
This indicator works best in markets with normal price distribution
Extreme news events can invalidate Gaussian assumptions temporarily
Always use proper risk management - no indicator is perfect
Backtest parameters on your specific instrument and timeframe
🔬 Technical Background
The Arnaud Legoux Moving Average was developed to solve the classic dilemma of moving averages: the trade-off between lag and noise. By applying Gaussian distribution weighting, ALMA achieves superior smoothing while maintaining responsiveness to price changes.
The envelope system extends this concept by creating probability zones based on volatility and momentum, effectively mapping where price is "likely" vs "unlikely" to be found based on statistical principles.
Created by AlphaNatt - For educational purposes. Always practice proper risk management. Not financial advice. Always DYOR.
Hello Crypto! Modern Combo Snapshot
Unified long/short analyzer blending EMA structure, SuperTrend, WaveTrend, QQE, and volume pressure.
Background shading flags “watch” and “ready” states; optional long/short modules let you focus on one side.
Alerts fire when every checklist item aligns, while the side-panel table summarizes trend, momentum, liquidity, and overall score in real time.
Indicator → Trend Analysis
Indicator → Momentum Oscillators
Indicator → Volume Indicators
Tags:
cryptocurrency, bitcoin, altcoins, trend-following, momentum, volume, ema, supertrend, intraday, swing-trading, alerts, checklist, trading-strategy, risk-management
Asia & London Session High/Low – EOD Segments (v4.5)What it does
Plots the Asia and London session high & low each day.
When a session ends, its high/low are locked (non-repainting) and drawn as horizontal segments that auto-extend to the end of that same day (no infinite rays).
Optional labels show the exact level at session close.
Toggle whether to keep prior days on the chart or auto-clear them on the first bar of a new day.
Why traders use it
Quickly see overnight liquidity levels that often act as magnets or barriers during the U.S. session.
Map session range extremes for breakout/reversal planning, partials, and invalidation.
Works great alongside VWAP, 8/20/200 MAs, or your NY session tools to build confluence.
How it works
You define the session windows (defaults: Asia 00:00–06:00, London 07:00–11:00).
While a session is active, the script tracks running high/low.
On the bar after the session ends, the level is finalized and drawn; the segment’s right edge updates each bar until EOD, then stops automatically.
Inputs
Session Timezone: “Exchange”, UTC, or a specific region (set this to match your venue).
Asia / London Session: editable HHMM-HHMM windows.
Show Asia / Show London: enable either/both sessions.
Keep history: keep or auto-delete previous days.
Show labels: price labels at session close.
Colors & width: customize high/low colors and line width.
Best practices
Use on intraday timeframes (1–60m).
For equities/futures, set timezone to your exchange (e.g., America/New_York). For FX/crypto, pick what matches your workflow.
Common tweak: London 08:00–12:00 local; Asia 00:00–05:00 or your broker’s definition.
Notes
Non-repainting: levels only print once the session is complete.
Designed to be light and reliable—no boxes, just clean lines and labels.
If you want NY session levels, midlines (50%), anchored stop-time, or alerts on touches, this script can be extended.
For educational use only. Not financial advice.
