SMMA Strategy [SMMA ULTIMATE]SMMA 21/50/200 + RSI — M5/M15 (Rule-marked entries & exits)
Release Notes (EN)
Version: 1.0 (Pine v6 — Indicator)
Date: 14 Oct 2025
Type: Multi-TF overlay indicator with rule-based entry/exit markers and optional runtime alerts
🚀 Summary
A disciplined multi-timeframe scanner for M5 and M15 that highlights rule-driven setups (R1…R4) around SMMA 21/50/200, RSI (buy > 52 / sell < 48), directional VWAP, volume, and ATR activity.
It also simulates ATR-based TP/SL/Break-Even to provide immediate visual feedback and tags each trade idea with the origin rule.
✨ Highlights
• Full MTF stack (M5 & M15) with dedicated series (price, volume, SMMA, ATR, VWAP, RSI) and lookahead_off to avoid repaint.
• 4 modular entry rules (enable/disable independently):
◦ R1: Price crosses the max/min of SMMA(21/50/200) + RSI filter + market OK.
◦ R2: Touch of SMMA21 (pullback) + trend alignment + RSI + market OK.
◦ R3: Three candles impulse + engulfing reversal + RSI + market OK.
◦ R4: SMMA21/SMMA50 cross (structural momentum) + market OK.
• Stackable filters (toggle): Trend (price vs SMMA200), Directional VWAP (price vs VWAP + slope), Volume (Vol > MA×k), ATR activity (ATR > MA(ATR,20)×k).
• RSI thresholds: BUY if RSI > 52, SELL if RSI < 48 (per TF).
• ATR exit simulation: SL = k×ATR, TP = k×ATR, Break-Even armed after ATR gain (return to entry → BE exit).
• Clear rule tags: Entry/exit markers carry R1…R4 for immediate provenance.
• Optional runtime alerts: Human-readable messages on entries and exits, per TF and rule.
🔧 Key Inputs
General
• Price source for display: chart candles / force regular / force Heikin Ashi.
• Lengths: SMMA 21/50/200, RSI (14), ATR (14), Volume MA (20).
• RSI thresholds: Buy > 52, Sell < 48.
Filters (on/off)
• Trend (price vs SMMA200).
• Directional VWAP (price relative to VWAP and VWAP slope).
• ATR activity gate.
• Volume gate (Volume > MA×multiplier).
Rules (on/off)
• Enable R1/R2/R3/R4 individually.
Exit simulation
• Use ATR stops (SL/TP multipliers).
• Break-Even (armed by ATR progress).
Alerts
• Enable runtime alerts to fire alert() at bar close.
🧠 Rule Logic (condensed)
• R1 BUY/SELL: Cross of max/min(SMMA21,50,200) + RSI gate + all selected filters OK.
• R2 BUY/SELL: Touch of SMMA21 + price aligned vs SMMA50/200 + RSI + filters OK.
• R3 BUY/SELL: Three consecutive bars in one direction + engulfing opposite + RSI + filters OK.
• R4 BUY/SELL: SMMA21/SMMA50 crossover + filters OK.
Entry priority per TF: R1 > R4 > R2 > R3.
🔔 Runtime Alerts
When enabled, the script emits close-of-bar alerts with TF and rule tag:
• 🚀 M5/M15 ENTRY LONG (R#)
• 🔻 M5/M15 ENTRY SHORT (R#)
• ✅ M5/M15 EXIT TP (R#)
• ❌ M5/M15 EXIT SL (R#)
• 🟨 M5/M15 EXIT BE (R#)
(You can still build custom UI alerts if you need additional combinations.)
🖼 Visuals
• SMMA 21/50/200 and VWAP (green when price above, red below).
• Plotshape per rule and exit type (TP/SL/BE) with R1…R4 tags on M5 and M15.
• Optional Heikin Ashi for display (core MTF calculations remain consistent).
🔒 Robustness & No-Repaint Notes
• All MTF request.security calls use lookahead_off.
• Pattern logic (three bars, engulfing) is evaluated on bar close.
• ATR/TP/SL/BE are indicator-level simulations using the chart’s H/L/Close (standard intrabar limitations).
⚠️ Limitations & Tips
• This is an indicator, not a strategy: no orders are sent; exits are simulated for visualization.
• Signals are generated on bar close.
• MTF signals synchronize to the chart TF’s close, not intrabar ticks.
Trend Analizi
AlphaBTC - Long Term Trend Probability Indicator on BitcoinWHAT IS ALPHABTC?
AlphaBTC is a consensus-based long-term trend probability indicator designed specifically for Bitcoin and cryptocurrency markets. It combines 9 independent trend detection methodologies into a single probabilistic score ranging from -1 (strong bearish) to +1 (strong bullish). Unlike single-indicator systems that can produce frequent false signals, AlphaBTC requires agreement across multiple analytical frameworks before generating directional signals.
METHODOLOGY - THE 9-INDICATOR CONSENSUS MODEL
Each indicator analyzes trend from a different mathematical perspective, providing a binary vote: +1 (bullish), -1 (bearish), or 0 (neutral). The average of all 9 votes creates the final probability score.
1. AADTREND (Average Absolute Deviation Trend)
Method: Calculates average absolute deviation from a moving average using 7 different MA types (SMA, EMA, HMA, DEMA, TEMA, RMA, FRAMA)
Logic: Price crossovers above/below AAD-adjusted bands signal trend changes
Purpose: Adapts to varying market volatility conditions
2. GAUSSIAN SMOOTH TREND (GST)
Method: Multi-stage smoothing using DEMA → Gaussian Filter → SMMA → Standard Deviation bands
Logic: Long when price > (SMMA + SDmultiplier), Short when price < (SMMA - SDmultiplier)
Purpose: Removes high-frequency noise while preserving trend structure
3. RTI (RELATIVE TREND INDEX)
Method: Percentile-based ranking system comparing current price to historical upper/lower trend boundaries
Logic: Generates 0-100 index score; >80 = bullish, <20 = bearish
Purpose: Identifies price position within statistical distribution
4. HIGHEST-LOWEST DEVIATIONS TREND
Method: Dual moving average system (100/50 periods) with dynamic standard deviation bands
Logic: Compares highest and lowest boundaries from both MAs to determine trend extremes
Purpose: Identifies breakouts from multi-timeframe volatility envelopes
5. 25-75 PERCENTILE SUPERTREND
Method: Modified SuperTrend using 25th and 75th percentile bands instead of simple highs/lows
Logic: ATR-based trailing stop system anchored to percentile boundaries
Purpose: More stable trend following by filtering outlier price spikes
6. TS VOLATILITY-ADJUSTED EWMA
Method: Exponentially Weighted Moving Average with dynamic period adjustment based on ATR
Logic: Speeds up during high volatility, slows during low volatility
Purpose: Adaptive responsiveness to changing market conditions
7. NORMALIZED KAMA OSCILLATOR
Method: Kaufman Adaptive Moving Average normalized to 0-centered oscillator
Logic: Uses Efficiency Ratio to adjust smoothing constant; >0 = bullish, <0 = bearish
Purpose: Adapts to both trending and ranging markets automatically
8. EHLERS MESA ADAPTIVE MOVING AVERAGE (EMAMA)
Method: John Ehlers' MAMA/FAMA system using Hilbert Transform for cycle period detection
Logic: MAMA crossover FAMA = bullish, crossunder = bearish
Purpose: Advanced DSP-based trend detection with phase-based adaptation
9. EMA Z-SCORE
Method: Statistical z-score applied to EMA values over lookback period
Logic: >1.0 standard deviation = bullish, <0.0 = bearish
Purpose: Identifies statistically significant trend deviations
AGGREGATION METHODOLOGY
Scoring System:
Each indicator produces: +1 (bullish), -1 (bearish), or 0 (neutral)
Total score = sum of all 9 indicators (-9 to +9)
Average score = total / 9 (displayed as -1.00 to +1.00)
Signal Interpretation:
+0.50 to +1.00: STRONG BULLISH (majority consensus)
+0.30 to +0.50: MODERATE BULLISH
-0.30 to +0.30: WEAK/NEUTRAL (mixed signals)
-0.50 to -0.30: MODERATE BEARISH
-1.00 to -0.50: STRONG BEARISH (majority consensus)
Bar Coloring:
Cyan bars: Bullish consensus (score > 0)
Magenta bars: Bearish consensus (score < 0)
WHY THIS APPROACH WORKS
Traditional Single-Indicator Problems:
Overfitting to specific market conditions
High false signal rates during consolidation
No mechanism for confidence measurement
AlphaBTC Multi-Consensus Solution:
Diversification: 9 uncorrelated methodologies reduce individual indicator bias
Robustness: Requires majority agreement before signaling (prevents whipsaws)
Adaptability: Mix of momentum, volatility, and statistical indicators captures multiple market regimes
Confidence Measurement: Score magnitude indicates signal strength
Why These 9 Specific Indicators:
AADTrend - Volatility adaptation
GST - Noise filtering
RTI - Statistical positioning
HL Deviations - Multi-timeframe breakouts
Percentile ST - Robust trend following
Volatility EWMA - Dynamic responsiveness
KAMA - Efficiency-based adaptation
EMAMA - Cycle-period awareness
EMA Z-Score - Statistical confirmation
This combination covers:
Trend following (ST, EWMA, KAMA, EMAMA)
Volatility adaptation (AAD, GST, HL Dev, EWMA)
Statistical validation (RTI, Z-Score)
Adaptive smoothing (KAMA, EMAMA, Gaussian)
No single indicator covers all these bases. The ensemble approach creates a more reliable system.
VISUAL COMPONENTS
1. Score Table (Bottom Right):
Shows all 9 individual indicator scores
Color-coded: Green (bullish), Red (bearish), Gray (neutral)
Individual signals visible for transparency
2. Main Score Display (Bottom Center):
LTPI SCORE: The averaged consensus (-1.00 to +1.00)
SIGNAL: Current directional bias (LONG/SHORT)
STRENGTH: Signal confidence (STRONG/MODERATE/WEAK)
3. Bar Coloring:
Visual trend indication directly on price bars
Cyan = bullish consensus
Magenta = bearish consensus
HOW TO USE
For Long-Term Position Trading (Recommended):
Wait for average score to cross above 0 for long entries
Exit when score crosses below 0 or reverses to negative territory
Use STRENGTH indicator - only trade STRONG or MODERATE signals
For Trend Confirmation:
Use AlphaBTC as confluence with your existing strategy
Enter trades only when AlphaBTC agrees with your analysis
Avoid counter-trend trades when consensus is strong (|score| > 0.5)
Risk Management:
STRONG signals (|score| > 0.5): Full position size
MODERATE signals (0.3-0.5): Reduced position size
WEAK signals (< 0.3): Avoid trading or use for exits only
Best Timeframes:
1D chart: Primary trend identification for swing/position trading
4H chart: Intermediate trend for multi-day holds
1H chart: Short-term trend for active trading
Not Recommended:
Scalping (too many indicators create lag)
Timeframes < 1H (designed for longer-term trends)
SETTINGS EXPLAINED
Each of the 9 indicators has customizable parameters in its dedicated settings group:
AadTrend Settings:
Average Length (48): Base period for deviation calculation
AAD Multiplier (1.35): Band width adjustment
Average Type: Choose from 7 different MA types
GST Settings:
DEMA Length (9), Gaussian Length (4), SMMA Length (13)
SD Length (66): Standard deviation lookback
Multipliers for upper/lower bands
RTI Settings:
Trend Length (75): Historical data points for boundary calculation
Sensitivity (88%): Percentile threshold
Long/Short Thresholds (80/20): Entry trigger levels
HL Deviations Settings:
Dual MA system (100/50 periods)
Separate deviation coefficients for upper/lower bands
25-75 Percentile ST Settings:
SuperTrend Length (100)
Multiplier (2.35)
Percentile Length (50)
EWMA Settings:
Length (81), ATR Lookback (14)
Volatility Factor (1.0) for dynamic adjustment
KAMA Settings:
Fast/Slow Periods (50/100)
Efficiency Ratio Period (8)
Normalization Lookback (53)
EMAMA Settings:
Fast/Slow Limits (0.08/0.01) for cycle adaptation
EMA Z-Score Settings:
EMA Length (50)
Lookback Period (25)
Threshold levels for long/short signals
ALERTS
Four alert conditions available:
LTPI Long Signal: When average score crosses above 0
LTPI Short Signal: When average score crosses below 0
LTPI Long: Any bar with bullish consensus
LTPI Short: Any bar with bearish consensus
IMPORTANT NOTES
This is a CONSENSUS indicator - it shows probability, not prediction
Designed for Bitcoin
Best for long-term trend identification (days to weeks, not minutes to hours)
Lagging by design - prioritizes accuracy over speed
Not a standalone strategy - use with proper risk management and position sizing
Requires minimum 100+ bars of historical data for proper indicator calculation
AlphaRank - Relative Strength Portfolio StrategyWHAT IS ALPHARANK?
AlphaRank is a multi-asset relative strength portfolio system that identifies the strongest performing assets within a customizable universe of 10 instruments through pairwise comparison analysis. Unlike traditional relative strength indicators that simply compare price ratios, AlphaRank employs a tournament-style evaluation system using 7 distinct technical indicators to determine true relative strength.
METHODOLOGY - HOW IT WORKS
Core Concept: Pairwise Tournament Analysis
AlphaRank compares every asset against every other asset in your universe (45 unique pairs for 10 assets). For each pair, the system evaluates relative strength using 7 independent indicators:
- RSI (35-period) - Momentum comparison
- Rate of Change (31-period) - Price velocity analysis
- Z-Score (44-period) - Statistical deviation from mean
- Omega Ratio (30-period, smoothed) - Risk-adjusted returns using imported ratio library
- Linear Regression ROC (30-period linreg, 14-period ROC) - Trend strength and acceleration
- Kijun Sen Base (44-period SMA) - Ichimoku-style baseline comparison
- RSI ROC (45-period RSI, 15-period ROC) - Momentum acceleration
Scoring System:
For each pairwise comparison (e.g., ETH vs SOL), the system calculates all 7 indicators on the price ratio (ETH/SOL). Each indicator returns a binary signal (1 or 0). These are summed to create a pair score from 0-7.
If pair score > 3: The numerator asset (ETH) is considered relatively stronger
If pair score ≤ 3: The denominator asset (SOL) is considered relatively stronger
This creates a decisive winner for each pair (no neutral outcomes due to the odd number of indicators).
Final Ranking:
Each asset accumulates points for every pairwise comparison it wins. With 10 assets, each asset faces 9 competitors. Final scores range from 0 (lost all comparisons) to 9 (won all comparisons).
ORIGINALITY - WHY THIS IS DIFFERENT
Traditional Relative Strength:
- Compares assets to a benchmark (like SPY)
- Uses single indicator (usually RSI or price ratio)
- Binary strong/weak classification
AlphaRank Approach:
- Round-robin tournament: every asset vs every other asset
- Multi-indicator consensus (7 indicators, not 1)
- Granular ranking from 0-9 showing exact relative positioning
- Real-time tournament matrix visualization showing all head-to-head results
- Integrated backtesting with position sizing
Key Innovation: By using 7 uncorrelated indicators in a consensus model, AlphaRank reduces false signals from any single indicator's weaknesses. An asset must demonstrate strength across multiple analytical dimensions (momentum, trend, volatility, acceleration) to rank highly.
VISUAL COMPONENTS
Tournament Matrix (Top Right):
Shows every head-to-head matchup
Green dots = asset won that comparison
Red dots = asset lost that comparison
Instantly see which assets dominate across the board
RSPS Score Table (Right side of matrix):
Final relative strength scores (0-9)
Color-coded gradient showing strength hierarchy
Top Assets Table (Bottom Center):
Displays your top N ranked assets
Updates dynamically as rankings change
Equity Curve (Main Chart):
Shows backtested portfolio performance
Compares system returns vs buy-and-hold
Performance Metrics (Bottom):
Sharpe ratio, Sortino ratio, Omega ratio
Maximum drawdown
Individual asset and portfolio metrics
HOW TO USE
Setup:
Choose your 10 assets in the settings (crypto, stocks, indices, etc.)
Set your desired number of top assets to hold (default: 2)
Configure backtest start date and leverage
Interpretation:
Score 7-9: Extremely strong relative to peers - high confidence holdings
Score 4-6: Moderate relative strength - proceed with caution
Score 0-3: Weak relative to peers - avoid or consider shorting
Trading Strategy:
The system automatically allocates capital equally among the top-ranked assets and rebalances when rankings change. This creates a rotation strategy that systematically favors the strongest performers.
TECHNICAL SPECIFICATIONS
Timeframe: Works on all timeframes (1H, 4H, 1D recommended for crypto)
Assets: Fully customizable 10-asset universe
Rebalancing: Automatic when rankings change
SETTINGS EXPLAINED
Leverage Amount: Apply leverage to position sizing (1.0 = no leverage)
Startdate: When to begin backtesting calculations
Highlight Top Assets: How many top-ranked assets to hold (2-5 recommended)
Show Combined Matrix: Toggle the tournament visualization
Show Detailed Metrics: Individual asset performance statistics
Show Small Metrics Table: Simplified performance summary
BACKTESTING METHODOLOGY
The indicator includes full backtesting capabilities. It calculates:
Individual Asset Performance: Each asset's returns if held in isolation
Portfolio Performance: Combined returns of top-ranked assets
Buy & Hold Benchmark: Equal-weight portfolio of all 10 assets
Risk Metrics: Sharpe, Sortino, Omega ratios for all strategies
This allows you to validate the relative strength rotation strategy against simple buy-and-hold.
IMPORTANT NOTES
This is a rotation strategy - it does not predict absolute direction, only relative strength
Works best with correlated assets (e.g., all crypto, all tech stocks)
Requires sufficient history for indicator calculations (minimum 60 bars)
Backtesting uses historical data; future performance may differ
Not financial advice - use for educational purposes
Zippo Blaze CryptoZippo Blaze Crypto
An advanced trend-following indicator that analyzes cryptocurrency price movements by integrating them with major pairs (BTC, ETH, BNB, etc.). It combines the price with these pairs and overall market dynamics to create a main line, colors this line based on momentum, and adds user-adjustable EMAs on top. This provides a balanced trend analysis by considering connections in the crypto market. It only works for cryptocurrencies; it shows no data for other assets (e.g., Borsa Istanbul stocks).
How It Works?
This system operates using a special method that combines crypto prices with major pairs (like BTC, ETH, BNB) and the price itself:
- Price Movement Line: The main line created by normalizing the crypto price with pairs and market data – it shows movement with major coins, but moves in tandem with the price (the line rises when the price rises, falls when it falls) and synchronizes with pairs.
-- Coloring: Determined based on momentum:
🟢 Green: Upward momentum – upward price movement expected.
🔴 Red: Downward momentum – downward price movement expected.
🔵 Blue: Neutral zone – horizontal movement or uncertainty period.
-- EMAs: Moving averages added on top of the main line (EMA 20, 50, 100, 200). Periods can be changed by the user; other calculations are fixed.
This method strengthens signals by utilizing the interconnected structure of the market and reduces optimization risk.
Key Features:
Pair Integration: Integrates price movement with major pairs like BTC, ETH, BNB, providing a connected view instead of an isolated analysis.
Momentum Coloring: Colors the line for quick trend detection – green and red zones give clear signals.
Verification Tools: EMAs verify the direction of the main line; for example, EMAs turning upward can be used as a long signal, downward as a short signal.
Price Action Levels: When viewed on larger time frames (daily, weekly), important support/resistance levels (PA levels) become more apparent.
Crypto-Focused: Only activates on crypto symbols; remains blank in other markets.
How to Use?
-- Price Movement Line: Main trend indicator – moves in sync with pairs, signals long opportunities in uptrends, short in downtrends.
🟢 Green Line: Upward movement expected (evaluate long positions).
🔴 Red Line: Downward movement expected (evaluate short positions).
🔵 Blue Line: Horizontal or neutral period – avoid opening new positions.
- EMAs: Line and EMA crossovers confirm signals; EMAs turning upward can be interpreted as a long signal, downward as short. Monitor PA levels with EMAs on larger periods.
Time Frame and Usage Recommendations
Best results are achieved on hourly and higher time frames (e.g., 1H, 4H, daily), as pair integration and price movement are clearer in these frames.
Signals may weaken in low-liquidity altcoins; ideal for major cryptocurrencies (BTC, ETH, BNB, etc.).
Use EMAs to detect PA levels on larger periods (daily+) – this provides an advantage in long-term trades.
In short time frames, adjust EMA periods for filtering.
Important Warning
This indicator is developed for technical analysis purposes and does not contain investment advice. Market conditions can change rapidly; even pair integration cannot provide full protection against instant fluctuations. Make all your investment decisions based on your own research, risk management strategies, and professional advice.
Supertrend + RSI + StochasticSuperTrend + RSI + Stochastic Entry System
A professional-grade trend-following indicator that combines SuperTrend direction detection with RSI and Stochastic confirmation filters to identify high-probability entry points.
What It Does
This indicator filters SuperTrend signals through multiple confirmation layers to reduce false signals and improve trade quality. Instead of taking every SuperTrend flip, it only signals when momentum indicators confirm the move.
How It Works
Entry Logic:
LONG: SuperTrend flips bullish + RSI above 40 + Stochastic above 30
SHORT: SuperTrend flips bearish + RSI below 60 + Stochastic below 70
The system uses "in-zone" confirmation rather than requiring exact crossovers, allowing for more practical real-time trading.
Key Features
1. RSI Bands (Visual Price Levels)
Converts RSI levels into actual price bands on your chart
Green band = RSI 40 level (long zone)
Red band = RSI 60 level (short zone)
Gray midline = neutral zone (RSI ~50)
2. Background Shading
Subtle green tint = All conditions aligned for long entry
Subtle red tint = All conditions aligned for short entry
Helps you anticipate signals before they trigger
3. Enhanced Signal Labels
Shows exact RSI and Stochastic values at signal trigger
Displays as: "Buy RSI:42 K:35"
Lets you assess signal strength
4. Flexible Filters
Toggle long/short signals independently
Enable/disable RSI filter
Enable/disable Stochastic filter
Show/hide RSI bands
Show/hide setup background shading
Settings
SuperTrend Parameters:
ATR Period (default: 10)
ATR Multiplier (default: 3.0)
Source (default: HL2)
RSI Filter:
RSI Length (default: 14)
Long Level (default: 40)
Short Level (default: 60)
Stochastic Filter:
Stochastic Length (default: 14)
Smoothing (default: 3)
Long Level (default: 30)
Short Level (default: 70)
Best Use Cases
Trending markets with clear directional bias
Medium to longer timeframes (10min+)
Works particularly well for long-only strategies in bullish markets
Ideal for swing trading and position trading
How to Trade
Wait for background to shade (setup building)
When signal appears, check RSI/Stochastic values on label
Stronger values = higher confidence trades
Exit on opposite signal or use your own risk management
Notes
All filters are optional and can be toggled off
Can be used as long-only or short-only by disabling one direction
Combines trend-following with momentum confirmation for higher win rates
Based on proven technical analysis principles
Confirmed Breakout DetectorThis indicator automatically:
Detects breakouts above recent resistance (pivot high).
Confirms volume surge (≥ 1.5× average 50-day volume).
Compares RS line vs QQQ to ensure leadership.
Checks candle strength (close in upper half).
Verifies MACD slope ≥ 0 (no bearish divergence).
Plots green triangles under confirmed buys, orange for watch-list breakouts.
Displays an on-chart label (HUD) with real-time confirmation status.
Supports TradingView alerts, so you can set “Confirmed Buy Alert” → Send Email / App Notification.
Trend Ali📈 Trend Ali - Advanced Hull Moving Average Indicator
🎯 Overview
This indicator is an advanced and highly customizable version of the Hull Moving Average (HMA), designed for precise trend identification and optimal entry/exit point detection in various market conditions.
✨ Key Features
🔄 Three Hull Moving Average Calculation Methods
The indicator offers three distinct calculation approaches to suit different trading styles:
1. HMA (Standard Hull Moving Average)
Ideal for most market conditions
Excellent balance between responsiveness and noise reduction
Uses WMA (Weighted Moving Average) for calculations
Best for general trend following
2. EHMA (Exponential Hull Moving Average)
Faster reaction to price changes
Perfect for volatile markets and quick scalping
Uses EMA instead of WMA for enhanced sensitivity
Recommended for aggressive trading strategies
3. THMA (Triangular Hull Moving Average)
Smoother than the standard version
Reduces false signals significantly
Optimal for higher timeframes and position trading
Provides clearer trend direction
🛠️ Advanced Settings
Length Parameter
This parameter directly affects the indicator's sensitivity and behavior:
55: Perfect for Swing Trading and identifying entry points
Catches medium-term trends
Good balance for 4H to Daily charts
180-200: Ideal for identifying floating Support/Resistance levels
Acts as dynamic S/R zones
Excellent for position trading
Reduces market noise significantly
Shorter Length = Faster response but more noise
Longer Length = Stronger signals but with more lag
Length Multiplier
View higher timeframe trends without changing your chart
Default value of 6.0 provides macro trend analysis
Increasing this value smooths the line further
Useful for multi-timeframe analysis on a single chart
Creates "straight band" effect for clearer trend visualization
Higher Timeframe Analysis
Display Hull MA from any higher timeframe
Extremely useful for scalping while maintaining trend awareness
Default: 240 minutes (4-hour chart)
Helps avoid counter-trend trades
Provides context for lower timeframe decisions
🎨 Intelligent Color System
The indicator automatically adjusts colors based on trend direction:
🟢 Green: Uptrend (price moving above previous levels)
Indicates bullish momentum
Consider long positions
🔴 Red: Downtrend (price moving below previous levels)
Indicates bearish momentum
Consider short positions or exit longs
🟠 Orange: Neutral (when color coding is disabled)
For traders who prefer monochrome display
📊 How to Use
For Swing Trading (Length: 55)
Wait for color change from red to green for long entries
Wait for color change from green to red for short entries or exits
Use price action confirmation at the Hull MA line
The line acts as dynamic support/resistance
For Support/Resistance (Length: 180-200)
The Hull MA acts as a floating S/R zone
Price bouncing off the line indicates strong trend
Price crossing the line signals potential trend reversal
Use for position sizing and stop loss placement
For Scalping (with Higher Timeframe)
Enable "Show Hull MA from X timeframe"
Select 240 (4H) or higher timeframe
Only take trades in direction of higher timeframe trend
Use lower timeframe for precise entries
Higher timeframe Hull MA keeps you on the right side
Multi-Timeframe Strategy
Use Length Multiplier to see macro trend
Keep your chart on preferred timeframe
Align trades with the smoothed trend direction
Enter on pullbacks to the Hull MA line
🔍 Technical Details
Why Hull Moving Average?
Traditional moving averages face a tradeoff between lag and noise. Hull Moving Average solves this by:
Using weighted calculations for faster response
Applying square root of length for optimal smoothing
Eliminating lag while maintaining smoothness
Calculation Method
The indicator uses sophisticated algorithms:
HMA: Combines multiple WMAs with square root period
EHMA: Applies exponential smoothing for speed
THMA: Uses triangular weighting for stability
RSI Source Input
Allows using any price source (Close, Open, HL2, etc.)
Default: Close price
Experiment with different sources for unique insights
⚙️ Recommended Settings
Day Trading
Mode: EHMA
Length: 55
Length Multiplier: 3-4
Color: Enabled
Swing Trading
Mode: HMA
Length: 55
Length Multiplier: 6
Color: Enabled
Position Trading
Mode: THMA
Length: 180-200
Length Multiplier: 8-10
Color: Enabled
Scalping
Mode: HMA or EHMA
Length: 55
Higher Timeframe: Enabled (240 or higher)
Color: Enabled
💡 Pro Tips
Trend Confirmation: Wait for 2-3 candles to confirm color change before entering
Divergence: Watch for price/Hull MA divergence for reversal signals
Volume: Combine with volume analysis for stronger signals
Multiple Instances: Add indicator twice with different settings for multi-timeframe view
Backtesting: Test different Length values for your specific asset and timeframe
Risk Management: Use Hull MA distance for stop loss placement
⚠️ Important Notes
No indicator is 100% accurate - always use risk management
Best used in combination with price action and other technical analysis
Different markets may require different settings
Backtest thoroughly before live trading
Consider market volatility when adjusting parameters
Micro fast trendline [sma] Overview
Micro Fast Trendline is an automated trendline drawing tool that connects pivot points in real-time. It dynamically creates trendlines between consecutive pivot highs and pivot lows, extending them forward to visualize potential support and resistance trajectories.
How It Works
Pivot Detection System
The indicator uses a symmetric pivot detection algorithm:
1. Scans for pivot highs: local peaks with lower highs on both left and right sides
2. Scans for pivot lows: local troughs with higher lows on both left and right sides
3. Confirms pivots only after the specified number of right bars have formed
4. Default settings: 5 bars left + 5 bars right (customizable)
Trendline Construction
When a new pivot is detected:
- **For Pivot Highs**: Draws a descending trendline from the previous pivot high to the current one (bearish)
- **For Pivot Lows**: Draws an ascending trendline from the previous pivot low to the current one (bullish)
- Calculates the slope between the two pivots
- Extends the line forward based on that slope for the specified number of bars (default 30)
Line Management System
The indicator includes intelligent line management:
- **Maximum Lines Control**: Limits the number of displayed trendlines (default 4, max 10)
- **Automatic Cleanup**: Removes oldest lines when the maximum is exceeded
- **Extension Expiry**: Deletes lines after they've extended beyond their lifespan
- Uses arrays to track pivot history and associated trendline objects
Key Features
- **Automatic Drawing**: No manual trendline drawing required
- **Real-time Updates**: Creates new trendlines as pivots form
- **Slope-based Extension**: Projects trendlines forward using calculated slope
- **Memory Management**: Automatically cleans up old lines to prevent clutter
- **Dual Tracking**: Separate systems for bullish and bearish trendlines
- **Optional Pivot Markers**: Can display pivot points for validation
Parameters
Pivot Configuration
- **Left Bars** (default 5): Number of bars to the left of the pivot for confirmation
- **Right Bars** (default 5): Number of bars to the right of the pivot for confirmation
- Higher values = fewer but more significant pivots
Visual Configuration
- Show Pivot Points (default off): Display triangles at confirmed pivots
- Bullish Line Color (default dark green): Color for upward trendlines
- Bearish Line Color (default dark red): Color for downward trendlines
- Line Width (default 1): Thickness of trendlines
- Maximum Lines (default 4, range 1-10): Maximum concurrent trendlines
- Line Extension (default 30 bars, range 10-200): Forward projection length
Interpretation
Bullish Trendlines (Green)
- Connect consecutive pivot lows
- Act as dynamic support levels
- Upward slope indicates strengthening uptrend
- Price breaking below suggests weakening support
Bearish Trendlines (Red)
- Connect consecutive pivot highs
- Act as dynamic resistance levels
- Downward slope indicates strengthening downtrend
- Price breaking above suggests weakening resistance
Trading Applications
- **Breakout Trading**: Watch for price breaking extended trendlines
- **Support/Resistance**: Use as dynamic S/R levels
- **Trend Confirmation**: Slope direction confirms trend strength
- **Reversal Signals**: Multiple trendline breaks may indicate reversals
Technical Implementation
This indicator uses:
- Custom type definition (PivotData) to store pivot price, time, and line object
- Array-based data structure for efficient pivot history management
- Dynamic line objects with calculated slope extension
- Automatic memory cleanup to prevent performance degradation
- Separate processing loops for highs and lows to avoid conflicts
Originality Statement
This indicator features a unique approach to automated trendline creation:
- Implements a custom data structure combining pivot data with line objects
- Uses slope-based mathematical projection for realistic line extensions
- Employs an intelligent cleanup system that removes expired lines automatically
- Maintains separate arrays for bullish/bearish trendlines with independent management
- Projects trendlines forward using calculated slope rather than simple horizontal extension
The combination of pivot detection, slope calculation, and automated line lifecycle management creates a hands-free trendline system.
Best Practices
- Lower pivot bar settings (3-5) for faster, more responsive trendlines
- Higher pivot bar settings (7-15) for major swings and longer-term trends
- Adjust line extension based on your trading timeframe
- Reduce maximum lines on lower timeframes to avoid clutter
- Increase maximum lines on higher timeframes for historical context
Works on all timeframes and asset classes. For educational purposes only. Not financial advice.
Seykota EMA Crossover with ATR Risk Sizing 📈 A Tribute to Ed Seykota’s Timeless Trend-Following and Risk Discipline
Overview
This strategy is inspired by the trading principles of Ed Seykota, one of the most influential trend followers in modern market history.
It combines a classic exponential moving average (EMA) crossover system with ATR-based risk sizing and optional trailing stops, closely modeled on the ideas and system examples Seykota published on his website.
The strategy enters long positions when a short-term EMA crosses above a longer-term EMA (confirming an uptrend), and exits either on a bearish crossover or when price closes below an ATR-based trailing stop.
⚙️ Core Components
1. EMA Trend System
Buy Signal: Fast EMA crosses above Slow EMA → establishes trend direction
Sell Signal: Fast EMA crosses below Slow EMA → trend reverses
Typical defaults:
Fast EMA = 20
Slow EMA = 200
This aligns with Seykota’s timeless philosophy:
“Follow the trend. Ride winners. Cut losses.”
2. ATR Risk Sizing (The 1% Rule)
When the “Enable ATR Position Sizing” box is checked, the system applies Seykota’s version of risk-based position sizing:
Each trade risks a fixed percent of account equity (default = 1%).
Risk per trade = (Account Equity × Risk %) ÷ (ATR × Multiplier).
Stop distance = ATR × Multiplier (default = 5×).
ATR defines volatility — higher volatility leads to smaller positions — keeping risk consistent across changing market conditions.
When the checkbox is off, the strategy uses your default TradingView position sizing (for example, 100% of equity per trade).
3. ATR Trailing Stop (Optional – Not Seykota’s Original Method)
This feature is available in this script, but it is not the exact exit logic Seykota used in his original trading systems.
Seykota’s trend-following systems typically exited trades based on support/resistance breaks or moving average reversals, not a continuously updating volatility-based stop.
He managed trades using trend structure and long-term signals, rather than a mechanical trailing formula.
However, the ATR trailing stop is included here as a modern optional enhancement for users who prefer smoother, automatic exits.
When enabled, the stop automatically trails the price according to:
Stop = Close – (ATR × Multiplier)
As price rises, the stop ratchets upward — locking in gains while giving the trade enough room to breathe.
This reflects Seykota’s broader risk principle:
“The elements of good trading are: (1) cutting losses, (2) cutting losses, and (3) cutting losses.”
While practical and popular today, this ATR-based trailing stop was not part of Seykota’s original mechanical systems.
If you prefer to stay closer to his authentic approach, you can simply disable this option and rely on EMA crossovers (or a longer-term filter) for exits.
4. About Dynamic Risk Scaling
Seykota practiced what he called dynamic risk control or “heat management” — adjusting exposure based on portfolio equity and drawdown:
New equity highs → full risk (e.g., 1%)
10% drawdown → reduce exposure (e.g., 0.9%)
25% drawdown → reduce further (e.g., 0.75%)
Never below a “heat floor” (e.g., 0.25%)
However, TradingView cannot dynamically resize open positions based on drawdown. This feature does not affect open trades or past results.
Therefore, this script focuses on ATR-based risk sizing only.
Dynamic risk scaling should be calculated externally, before placing trades.
I’ll soon publish a simple calculator (Google Sheets or web tool) that automatically computes the adjusted risk percentage and position size based on your account equity and drawdown level — so you can apply Seykota’s true “heat control” method in your portfolio tracking.
🧭 How to Use This Strategy
Apply to any trending instrument (e.g., QQQ, SPY, CL1!, GC1!, BTCUSD).
Set your preferred parameters:
Fast EMA = 20
Slow EMA = 200
ATR Period = 20
ATR Multiplier = 5
Check “Enable ATR Position Sizing” to use the 1% risk rule.
Optionally enable “Use ATR Trailing Stop Exit” for automatic volatility-based exits.
Run the backtest and fine-tune parameters for your instrument and timeframe.
🏁 Philosophy
This strategy captures the essence of Seykota’s trading wisdom:
“The trend is your friend — until the end, when it bends.”
It’s not about prediction — it’s about process, discipline, and letting winners run while controlling risk.
ATR sizing and optional trailing stops simply automate the timeless rules that made Seykota a legend.
TrendViz - Smart Money ConceptsTrendViz – Smart Money Concepts
See structure, liquidity, and institutional footprints in real time.
Overview
Trend Viz – Smart Money Concepts is a comprehensive SMC toolkit that fuses market-structure (BOS / CHoCH), volumetric order blocks, fair-value gaps (FVG / Breakers), Swing Failure Patterns (SFP), equal highs / lows, and liquidity zones into one clean, on-chart visualization.
It’s designed for intraday precision (0DTE / indices) and swing confluence, with windowed processing for performance on large histories.
Key Capabilities
Market Structure Engine – Detects BOS / CHoCH with adjustable swing length, “Extreme vs Adjusted Points” logic, optional trend-based candle coloring, sweep marks, and labeled lines / bubbles.
Volumetric Order Blocks – Builds bullish / bearish OBs (including breaker blocks), mitigation methods (Close / Wick / Avg), overlap control, mid-line, and activity split (buy vs sell) with per-OB volume metrics.
Fair Value Gaps (FVG & Breakers) – Auto-detects FVGs, mitigations, optional extension, mid-lines, overlap filtering, and raid marking.
Swing Failure Pattern (SFP) – Volume-aware SFPs, directional filters (Trend-Following / Counter-Trade), deviation projections (levels + optional fill).
Equal Highs / Lows & Liquidity Concepts – Marks EQH / EQL across multiple horizons, buyside / sellside zones (area or line), liquidity prints on candles, and sweep zones after BOS / CHoCH.
Performance-First Design – Window size limits structure computations; configurable max objects; overlap suppression reduces clutter.
Inputs & Settings
Market Structure – Window size, Swing limit, Candle coloring, Text size, Algorithmic mode, Swing length, Strong/Weak HL, Sweeps, Bubbles, Mapping.
Volumetric Order Blocks – Show Last N blocks, Breakers, Construction mode, ATR length, Mitigation method, Metrics + Mid-line, Hide Overlap.
Fair Value Gap / Breakers – Enable mode, Show Last N, Threshold, Mid-line + Extension, Hide Overlap, Raid Display.
Swing Failure Pattern (SFP) – Count, Deviation Area, Colors, Filtering mode (Trend / Counter), Volume threshold, Label size.
Liquidity Concepts – Equal H&L scope, Liquidity prints, Buyside/Sellside zones (area or line), Sweep Area threshold.
How to Use It
Quick Start
Add the indicator to your chart → leave defaults.
For 0DTE / intraday use 1 – 5 min timeframes; for swing use 1H – 4H.
Turn on Color Candles to see bullish / bearish bias.
Enable Order Blocks (Show Last 5 – 10) and FVG (3 – 5) with Mitigation = Wick.
Activate SFP with Volume Threshold ≈ 0.5 – 1.0 and Trend-Following filter.
Core Workflows
Trend-Continuation Entry – Wait for CHoCH → BOS alignment → FVG mitigation or OB mid-line retest.
Reversal Entry – Opposing CHoCH + sweep (x) + fresh OB confirmation.
Liquidity Sweep Fade – Raid EQH/EQL + SFP (Counter-Trade) → target prior FVG or opposite OB.
0DTE / Index Checklist
Timeframe 1–5 min · Adjusted Points · mslen = 3–5.
OB Show Last = 5–10 · Mitigation = Wick · Hide Overlap = Recent.
FVG Show = 3–5 · Threshold = 0.1–0.3.
SFP Trend-Following for momentum, Counter-Trade for range.
Trade only after CHoCH → BOS alignment near OB / FVG.
Tips & Behavior
Confirmation / Repainting – Structure anchors confirm after right bars; no repaint once locked.
Performance – Reduce Window size, counts, and overlaps for speed.
Clutter Control – Hide Overlap, limit count, prefer mid-lines over fills.
Mitigation Choice – Wick (strict), Close (lenient), Avg (balanced).
Alerts – Not included by default (visual tool only).
Example Setups
Momentum Pullback – After BOS up, FVG fill + OB reclaim = entry.
Liquidity Sweep Fade – EQH raid + bear SFP = fade to prior FVG.
Breaker Flip – Mitigated OB turns breaker; trade retest.
Disclaimer
This indicator is for educational and analytical purposes only.
Not financial advice. Backtest and apply proper risk management before using live.
Tags
#SmartMoneyConcepts #OrderBlocks #BOS #CHoCH #FVG #Breakers #SFP #Liquidity #EQH #EQL #0DTE #SPX #MarketStructure #TrendViz #TradingView
ZarzaZarza All-in-One Indicator for God’s Kingdom
“But remember the Lord your God, for it is He who gives you the power to get wealth, that He may establish His covenant.” — Deuteronomy 8:18
The Zarza All-in-One Indicator is more than a trading tool — it’s a divinely inspired system designed to help Kingdom traders operate with clarity, discipline, and spiritual alignment in the markets.
Built to detect momentum shifts, liquidity zones, reversals, and smart-money movements, this indicator brings together the best of technical precision and prophetic purpose.
This isn’t just about charts — it’s about stewardship.
Every trade is an act of faith and discernment, partnering with Heaven’s wisdom to prepare for the great wealth transfer that will fund God’s Kingdom projects and reach souls across the nations.
VMS Momentum Trend Matrix Indicator [09.00 to 23.30]VMS Momentum Trend Matrix Indicator - Detailed Explanation
🎯 Overview & Core Philosophy
This is a multi-dimensional trading and a multi-confirmation system that combines 4 independent analytical approaches into one unified framework. The indicator operates on the principle of "consensus trading" - where signals are only considered reliable when multiple systems confirm each other. The system is designed for 9:00 AM to 23:30 PM trading sessions (Indian Market) with dynamic support/resistance levels.
Five Pillars of Analysis:
1. Trend Matrix – Multiple indicator voting system
2. Momentum Suite – Multiple Hybrid oscillator
3. Volume Analysis - Buy/sell pressure quantification
4. Key Level Identification - Dynamic support/resistance
5. EMA Trend: Indicates the overall long-term direction.
📊 DASHBOARD INTERPRETATION - ROW BY ROW
ROW 1: Indicator Name and Cell background colour changes with Trend Matrix
ROW 2: EMA ANALYSIS (It analyses independently and does not combine this analysis with the Combined Analysis and Trading View. Background Colour on price chart is based on this)
Purpose: Long-term trend identification using Exponential Moving Averages
What to Watch:
• Major Trend: Overall market direction (Bullish/Bearish/Neutral)
• Bullish Condition: All EMAs aligned upward
• Bearish Condition: All EMAs aligned downward
• Neutral: Mixed alignment
Trading Significance:
• Trading Condition: Current bias based on EMA alignment
• Bullish Market: Focus on LONG positions only
• Bearish Market: Focus on SHORT positions only
• Neutral Market: Wait for clearer direction
ROW 3-4: KEY LEVELS
Purpose: Dynamic support and resistance identification
Levels to Monitor:
• VMS Line-1 (Support): Dynamic Support for long positions
• VMS Line-2 (Resistance): Dynamic Resistance for short positions
• Up/Down: Daily base levels from opening price calculations
• Up: Daily support level based on opening price
• Down: Daily resistance level based on opening price
How Levels Work:
• Wait for Line-1 and 2 Crossing
• In the Upward movement, Line-1 will move with the price, and Line-2 will be moved as a straight line
• In the Downward movement, Line-2 will move with the price, and Line-2 will be moved as a straight line
• Provide clear entry/exit points
• If the price is between these levels, it is mostly a sideways market. After the Upward movement, if the price crosses Line-1 and other bearish conditions are supported, a short position can be taken. And in the Downward movement, it is the reverse condition.
• If the price is above the up level, it can be considered as bullish and below as bearish
ROW 5-6: VOLUME ANALYSIS
Purpose: Measure buying vs selling pressure
Key Metrics:
• Total Buy Volume: Cumulative buying pressure
• Total Sell Volume: Cumulative selling pressure
• Bullish Candles: Number of up-candles in session
• Bearish Candles: Number of down-candles in session
Interpretation:
• Buy Volume > Sell Volume: Bullish sentiment
• Sell Volume > Buy Volume: Bearish sentiment
• Bullish Candles Dominating: Upward momentum
• Bearish Candles Dominating: Downward momentum
ROW 7-8: MOMENTUM SUITE (Background colour of Oscillator is based on this)
Purpose: Short-term momentum strength and direction
Critical Components:
• Direction: Current momentum (BULLISH/BEARISH)
• Strength: 0-100% strength measurement
• Bullish Height: Positive momentum magnitude
• Bearish Height: Negative momentum magnitude
Strength Classification:
• 80-100%: Very Strong - High conviction trades
• 60-80%: Strong - Good trading opportunities
• 40-60%: Moderate - Caution advised
• 20-40%: Weak - Avoid trading
• 0-20%: Very Weak - No trade zone
ROW 9-11: TREND MATRIX
Purpose: Consensus from Multiple technical indicators
Matrix Scoring:
• Bullish Signals: Number voting UP
• Bearish Signals: Number voting DOWN
• Neutral Signals: Non-committed indicators
• Net Score: Bullish - Bearish signals
Trend Classification:
• Strong Uptrend: Net Score ≥ +5
• Uptrend: Net Score +1 to +4
• Neutral: Net Score = 0
• Downtrend: Net Score -1 to -4
• Strong Downtrend: Net Score ≤ -5
ROW 12: COMBINED ANALYSIS
Purpose: Final integrated signal from all systems
Bias Levels:
• STRONG BULLISH: All systems aligned upward
• BULLISH: Majority systems upward
• NEUTRAL: Mixed or weak signals
• BEARISH: Majority systems downward
• STRONG BEARISH: All systems aligned downward
Confidence Score: 0-100% reliability measurement
ROW 13: TRADING VIEW
Purpose: Clear action recommendations
Possible Actions:
• STRONG LONG: High conviction buy signal
• MODERATE LONG: Medium conviction buy signal
• WAIT FOR CONFIRMATION: No clear signal
• MODERATE SHORT: Medium conviction sell signal
• STRONG SHORT: High conviction sell signal
🎯 COMPLETE TRADING RULES
BUY ENTRY CONDITIONS (All Must Be True)
Primary Conditions:
1. Combined Bias: BULLISH or STRONG BULLISH
2. Trading Action: MODERATE LONG or STRONG LONG
3. Momentum Strength: ≥ 40% (≥60% for STRONG LONG)
4. Trend Matrix: Net Score ≥ +3
5. EMA Trend: Bullish or Neutral
Confirmation Conditions:
6. Price Position: Above VMS Line-1 AND Base Up
7. Volume Confirmation: Buy Volume > Sell Volume
8. Bullish Candles: More bullish than bearish candles
Risk Management:
9. Stop Loss: Below VMS Line-1 OR Base Down (whichever is lower)
10. Position Size: Based on confidence score (higher score = larger position)
11. Take Profit: When Combined Bias turns "NEUTRAL" or momentum strength drops below 20%
12. Exit Signal: Trading Action shows "WAIT FOR CONFIRMATION"
SELL/SHORT ENTRY CONDITIONS (All Must Be True)
Primary Conditions:
1. Combined Bias: BEARISH or STRONG BEARISH
2. Trading Action: MODERATE SHORT or STRONG SHORT
3. Momentum Strength: ≥ 40% (≥60% for STRONG SHORT)
4. Bearish Signals: ≥ 12 in Trend Matrix
5. Trend Matrix: Net Score ≤ -3
6. EMA Trend: Bearish or Neutral
Confirmation Conditions:
6. Price Position: Below VMS Line-2 AND Base Down
7. Volume Confirmation: Sell Volume > Buy Volume
8. Bearish Candles: More bearish than bullish candles
Risk Management:
9. Stop Loss: Above VMS Line-2 OR Base Up (whichever is higher)
10. Position Size: Based on confidence score
11. Take Profit: When Combined Bias turns "NEUTRAL" or momentum strength drops below 20%
12. Exit Signal: Trading Action shows "WAIT FOR CONFIRMATION"
⏰ ENTRY/EXIT TIMING
Best Entry Times:
• 9:30-11:00 AM: Early session momentum established
• 12:30-16:30 AM: Mid-session confirmation
• 21:30-23:00 PM: closing session momentum shifts
Avoid Trading:
• First 15 minutes: Excessive volatility
• 12:00-18:00 PM: Low liquidity period
• After 22:00 PM: Session closing volatility
Exit Triggers:
Profit Taking:
• Target 1: 1:1 Risk-Reward (exit 50% position)
• Target 2: 1.5:1 Risk-Reward (exit remaining 50%)
• Trailing Stop: Move stop to breakeven after Target 1
Stop Loss Triggers:
• Price crosses opposite VMS line
• Combined Bias changes to NEUTRAL
• Momentum Strength drops below 20%
• Volume confirmation reverses
•
Emergency Exit:
• Trend Matrix Net Score reverses direction
• 6-EMA trend changes direction
• Key support/resistance breaks against position
📈 TRADING SCENARIOS
Scenario 1: STRONG BULLISH SETUP
- Combined Bias: STRONG BULLISH
- Trading Action: STRONG LONG
- Momentum Strength: 75%
- Trend Matrix: Net Score +8
- Price: Above VMS Line-1 and Base Up
- Volume: Strong buy volume dominance
ACTION: Enter LONG with full position size
STOP LOSS: Below VMS Line-1
TARGET: 1.5:1 Risk-Reward ratio
Scenario 2: MODERATE BEARISH SETUP
- Combined Bias: BEARISH
- Trading Action: MODERATE SHORT
- Momentum Strength: 55%
- Trend Matrix: Net Score -4
- Price: Below VMS Line-2 but above Base Down
- Volume: Moderate sell volume dominance
ACTION: Enter SHORT with half position size
STOP LOSS: Above VMS Line-2
TARGET: 1:1 Risk-Reward ratio
Scenario 3: NEUTRAL/WAIT SETUP
- Combined Bias: NEUTRAL
- Trading Action: WAIT FOR CONFIRMATION
- Momentum Strength: 35%
- Trend Matrix: Net Score 0
- Mixed volume signals
ACTION: NO TRADE - Wait for clearer signals
________________________________________
⚠️ RISK MANAGEMENT RULES
Position Sizing:
• STRONG Signals (80-100% confidence): 100% normal position
• MODERATE Signals (60-79% confidence): 50-75% position
• WEAK Signals (40-59% confidence): 25% position or avoid
• VERY WEAK (<40% confidence): NO TRADE
Daily Loss Limits:
• Maximum 2% capital loss per day
• Maximum 3 consecutive losing trades
• Stop trading after the daily limit is reached
Trade Management:
• Never move the stop loss against a position
• Take partial profits at predetermined levels
• Never average down losing positions
• Respect all exit signals immediately
________________________________________
🔄 SIGNAL CONFIRMATION PROCESS
Step 1: Trend Direction
Check EMA alignment and Combined Bias
Step 2: Momentum Strength
Verify Momentum Strength ≥ 40% and direction matches trend
Step 3: Volume Confirmation
Confirm volume supports the direction
Step 4: Matrix Consensus
Ensure Trend Matrix agrees (Net Score ≥ |3|)
Step 5: Price Position
Verify price is on the correct side of key levels
Step 6: Entry Execution
Enter on a pullback to support/resistance with a stop loss
________________________________________
This system works best when you wait for all conditions to align. Patience is key - only trade when all systems confirm the same direction with adequate strength. The multiple confirmation layers significantly increase the probability of success but reduce trading frequency.
MN AUTO SMC & ICT ConceptsMN AUTO SMC & ICT Concepts
🧠 Definition
The MN AUTO SMC & ICT Concepts indicator is an advanced Smart Money Concepts (SMC) toolkit that combines ICT principles, Fair Value Gaps (FVG), Order Blocks (OB), Breaker Blocks (BB), Liquidity Zones, and Market Structure (BOS/CHoCH) into one unified system.
It helps traders identify institutional footprints, price imbalances, and directional bias automatically — ideal for scalpers, intraday, and swing traders who follow ICT or SMC logic.
✨ Core Features
Automatic BOS & CHoCH Detection – Detects structure breaks with precision, including major and minor levels.
Order Blocks (OB) – Highlights valid bullish and bearish OBs with displacement filtering and mitigation logic.
Fair Value Gaps (FVG) – Automatically marks imbalance zones for potential retracement entries.
Liquidity Sweep Detection – Identifies equal highs/lows, inducements, and liquidity traps.
Premium / Discount Zones – Visual Fib-based areas help identify optimal entry (discount) or sell (premium) zones.
Market Structure Visualization – Displays HH, HL, LH, LL, BOS, CHoCH, and MSS transitions dynamically.
Multi-Timeframe (MTF) Analysis – Analyze HTF OB/FVG zones while trading LTF setups.
Smart Filtering – Includes logic for displacement, candle confirmation (engulfing/wick rejection), and overlap validation.
⚙️ User Toggles Explained
🎛️ Structure Options
Show BOS/CHoCH – Toggles structure break visualization.
Structure Type – Choose between Major, Minor, or Both.
MSB Confirmation – Optional extra validation for structure changes.
🟩 Order Block Settings
Enable Order Blocks – Turns on bullish and bearish OB visualization.
Mitigation Mode – OBs auto-adjust as price mitigates them.
Engulfing / Wick Confirmation – Filters out weak OBs using candle confirmations.
Volume Filter (optional) – Highlights OBs formed with high volume for stronger conviction.
🟨 Fair Value Gaps
Enable FVG Zones – Marks imbalanced price ranges.
Overlap Filter – Shows only FVGs overlapping OBs for higher accuracy setups.
Fill Detection – Automatically marks filled/invalidated gaps.
💧 Liquidity Tools
Equal High/Low Detection – Marks double tops/bottoms and inducement zones.
Sweep Detection – Identifies liquidity sweeps (A-B-C model).
Left/Right Liquidity Labels – Custom placement for clarity.
💰 Premium / Discount Zones
Auto Fib Zones – Uses swing-based auto Fibonacci levels (23.6%–78.6%) for premium/discount detection.
Dynamic Updates – Zones shift automatically with new market structure formation.
📊 Visualization
Custom Themes – Choose from Dark, Light, or Dynamic color themes.
Zone Opacity & Width Controls – Adjust for clean, layered visuals.
Label Size Options – Small, Medium, Large display modes.
Alert System – Alerts for BOS, CHoCH, OB/FVG formation, or liquidity sweep.
🧩 How It Works
Detects major swing highs/lows to establish market structure.
Identifies Break of Structure (BOS) or Change of Character (CHoCH).
Validates Order Block (OB) or Fair Value Gap (FVG) responsible for displacement.
Classifies price zones as Premium (Sell Area) or Discount (Buy Area).
Confirms liquidity sweeps and plots Smart Money Targets (SMT) visually.
🎯 Best Use Cases
Scalping: 1min–5min chart using HTF OB/FVG (15m or 1H).
Intraday: 15min–1H chart with BOS + OB confirmation.
Swing Trading: 4H–1D chart to catch institutional moves.
MN - Auto TrendlineMN - Auto Trendline
📊 Definition
MN - Auto Trendline is a powerful multi-system technical tool designed to automatically detect and draw trendlines, support & resistance levels, and Fibonacci retracements on any chart and timeframe.
This script intelligently combines both traditional and advanced algorithms to visualize key market structures — helping traders identify breakout zones, reversal points, and trend continuations without manual line drawing.
✨ Key Features
Dual Trendline Systems – Combines both Original (swing-based) and Advanced (multi-pivot optimized) methods.
Automatic Support & Resistance Zones – Detects and marks major swing-based levels dynamically.
Fibonacci Retracement Tool – Auto-plots Fib retracements based on detected swing highs/lows.
Smart Violation Detection – Identifies when a trendline or zone is broken.
Customizable Visuals – Colors, widths, extensions, labels, and alerts are fully adjustable.
Alerts System – Optional notifications when new pivots, supports, or resistances are formed or broken.
🧭 Quick Preset Modes
Preset Description
Both Systems Enables both Original and Advanced trendline systems + S/R detection. (Default)
Original Only Uses the simple pivot-based trendline system.
Advanced Only Uses optimized multi-pivot detection for refined trendlines.
Support/Resistance Only Displays only Support and Resistance zones.
All Off Turns off all systems for a clean chart reset.
⚙️ User Toggles Explained
🎛️ Main Toggles
Original Trendlines – Enables the base trendline system using pivot highs/lows.
Advanced Trendlines – Enables smart multi-pivot trend detection.
Support & Resistance – Enables automatic S/R zone plotting.
📏 Fibonacci Retracements
Enable Fib Retracements – Turns on automatic Fibonacci plotting based on major swing points.
Labels show key retracement percentages (23.6%, 38.2%, 50%, 61.8%, etc.).
🔹 Pivot Points
Pivot Length – Controls how far the script looks for pivot confirmation.
Mark Pivots – Displays small triangles at detected high/low pivots.
Alerts Enabled – Sends alerts for new pivot formation.
📈 Original Trend Lines
Points to Check – Number of pivots to analyze for trendline creation.
Maximum Violation – Number of candle violations allowed before a trendline is marked as invalid.
Excepted Last Bars – Excludes recent bars from validation (useful for live markets).
Show Violated Lines – Optionally display broken trendlines in a faded style.
Line Extension – Extends trendlines (Right, Left, Both, or None).
Show Labels – Adds trendline price labels.
🎯 Advanced Trendlines
Pivot Length – Defines the pivot calculation depth for advanced detection.
Max Pivots to Keep – Limits the number of historical pivots considered.
Show Pivot Points – Optionally visualize each pivot used for advanced line generation.
Line Width / Extension Bars – Adjust trendline style and how far it extends into the future.
🛡️ Support & Resistance
Enabled – Activates support/resistance zones.
Points to Check – Determines how many pivot levels to use.
Maximum Violation Allowed – Number of candles that can break a level before it’s removed.
Excepted Last Bars – Skips very recent data to avoid premature zone formation.
Show Labels – Displays support/resistance labels with price levels.
Alerts Enabled – Sends alerts when price breaks above resistance or below support.
🎨 Visual Style
High Color / Low Color – Custom color scheme for resistances, supports, and trendlines.
Line Width – Controls the overall visual thickness of lines.
📢 Alerts
The script supports multiple alert types:
New Pivot Detected
Trendline Violated
Support Broken
Resistance Broken
💡 Tips
Works best on 15m–1D timeframes for swing and positional trading.
Combine with RSI, volume, or price action for confirmation.
For intraday traders, reduce Pivot Length and Points to Check for faster updates.
📚 Credits
Developed by Muralitharan_n
License: Mozilla Public License 2.0
Optimal Retracement📘 Optimal Retracement
Fibonacci Retracement Confluence Indicator
(Protected Source)
🧭 Overview
Optimal Retracement is a clean, professional Fibonacci retracement engine that finds price cluster zones where multiple retracements from recent swings align within a tight range. It mirrors the minimalist style of your projection tool: single horizontal lines, right-edge labels with ratio and price, optional price-scale markers, and a clustering core that designates one Prime retracement level with spaced Secondary levels.
⚙️ Core Features
Automatic Trend Bias
Select Auto (EMA-based), Up, or Down to focus calculations on the relevant swing direction.
Swing-Based Anchoring (Non-Repainting)
Builds swing legs from confirmed pivots (left/right bars), scanning a user-defined number of recent swings before computing retracement sets.
Fibonacci Retracements (Boroden)
Standard ratios: 0.236, 0.382, 0.500, 0.618, 0.786
• Up bias (Low→High): computes pullback support below the high.
• Down bias (High→Low): computes pullback resistance above the low.
Cluster Engine (Confluence Finder)
Groups nearby retracement levels within a tick-based tolerance, selects the highest-overlap Prime Cluster, and filters Secondary targets using a minimum spacing rule—keeping charts crisp and readable.
Smart Visualization
• One line per level, extending right a fixed length (configurable).
• Compact right-edge labels (ratio + exact price).
• Optional price-scale markers (Prime + up to two Secondaries).
• Distinct colors/widths for Prime vs Secondary levels.
Alerts Built-In
• Near Prime Cluster — when price approaches the Prime zone.
• Crossed Prime Cluster — when price breaks through the Prime zone.
(Optional runtime alerts include symbol, timeframe, and price.)
🎯 How to Use
Timeframe: Works on any TF; many prefer 1H–Daily for structure.
Bias: Set Auto, Up, or Down to align with trend context.
Swings: Tune Pivot Left/Right and Swings to Scan (e.g., 5–8).
Ratios: Toggle which retracement ratios to include.
Clustering: Adjust Cluster Tolerance (ticks), Min Members, and Min Spacing to instrument volatility/tick size.
Read: Use the Prime retracement cluster as your decision zone; Secondaries offer alternates if Prime is invalidated.
Alerts: Enable Near / Cross alerts to automate monitoring.
💡 Why It’s Different
Basic fib tools draw static lines from one swing. Optimal Retracement aggregates retracements across multiple recent swings and performs mathematical clustering to isolate the most overlapped zone. You get fewer lines, higher informational density, and an objective Prime level—a clean pullback map that pairs perfectly with projection/extension tools.
🔐 Protected Source Notice
Published as a Protected Script to preserve proprietary clustering, swing selection, and visualization design. All calculations, alerts, and visuals are fully functional while the core logic remains secured, consistent with TradingView’s standards for unique, non-trivial scripts.
⚠️ Disclaimer
For educational and analytical purposes only. This tool does not constitute financial advice or performance guarantees. Always perform independent analysis and manage risk appropriately.
🏷 Credits
Methodology inspired by Carolyn Boroden’s Fibonacci work (retracements & price clusters), adapted into a modern, cluster-driven retracement workflow with a minimal chart footprint.
SK Alpha SuiteTrend Dots
Aqua Level 1 Bullish Entry1
Green Level 2 Bullish Entry2
Lime Leve 3 Bullish Entry3 (Full Position)
Light Red Level 1 Bearish : Partial Close 10%-30%
Full Red Level 3 Bearish: Major Close
No StopLoss line hit or its already ended: Full close.
Purple/White Lines
Stop loss line, distance specific to each asset volatility, not fixed distance for all assets.
Close, Medium, Relaxed based on how close you want your stop loss to be.
With in bullish sentiment, if stoploss hits, stoploss will reset again on that bar, shown with white separation
OrderBlocks by exp3rts (Non-Repainting)The OrderBlocks by exp3rts indicator automatically identifies and visualizes bullish and bearish order blocks using confirmed, non-repainting fractals combined with Fair Value Gap (FVG) validation for enhanced accuracy.
This tool is designed to help traders spot high-probability institutional price zones — areas where large buy or sell orders previously caused significant moves — allowing you to anticipate potential reversal, continuation, or mitigation levels with precision.
Core Features
✅ Non-Repainting Logic: Uses confirmed 3- or 5-bar fractals only after full pattern completion.
📈 Dynamic Order Block Detection: Marks both bullish and bearish OBs automatically.
⚖️ FVG Filter (Optional): Optionally require a Fair Value Gap within a user-defined distance to confirm valid OBs.
🎯 Customizable OB Lines: Adjust color, style (solid, dashed, dotted), width, and body/wick placement.
🧹 Auto-Cleanup: Option to remove order block lines once price has been mitigated (touched/filled).
🔺🔻 Fractal Display: Toggle fractal highs/lows on or off for extra structure clarity.
⚡ Optimized for Performance: Uses efficient array management to run smoothly within TradingView’s bar processing limits.
How to Use
Add the indicator to your chart.
Adjust settings such as Fractal Filter (3/5), FVG distance, and Line Style to match your trading preference.
Watch for bullish OBs (green lines) near potential demand zones and bearish OBs (red lines) near supply zones.
Use in confluence with market structure and liquidity concepts for best results.
Settings Overview
Fractal Filter: Choose between 3-bar or 5-bar swing fractals.
Order Block Type: Detect OBs based on Close or High/Low break structure.
FVG Filter: Optionally require nearby Fair Value Gaps.
Delete After Fill: Automatically remove mitigated OBs.
Visuals: Customize line color, thickness, and style for clear chart integration.
Made for any timeframe & any market.
HTF CandlesThis Indicator allows you to display up to 10 higher timeframe candles.
One of them will always be the currently last candle (realtime candle if session is active). So if you choose to display only one candle it will be the current HTF candle. If you choose to display more than 1 candle it will be the current HTF candle plus the number of total candles minus one as historic candles (maximum 9 historic candles).
The goal is to simplify HTF analysis without the need to switch timeframes and detect HTF candle patterns while seeing the lower timeframe develop in realtime.
This is especially useful if you trade concepts like liquidity grabs/sweeps or any candle stick patterns and you want to utilize lower timeframe entries to maximize your risk to reward.
Setting Explanation
General Settings
# of Bars: Choose how many HTF candles you want to be displayed (maximum is 10).
Timeframe: Choose the timeframe that you want to be displayed.
Offset: Put in the number of bars you want to shift the HTF candles to the right (minimum is 0 which will result in a shift 3 bars to the right, to separate it from the current LTF candle). This way you can as well see 2 higher timeframes by applying the indicator twice to your chart and just shifting one timeframe so far to the right that it does not overlap the first HTF.
HTF Lines
Mark Start Of HTF Candles: If checked this will display lines according to the start of your HTF candles.
HTF Label
Show HTF Label: If checked you will see a label above the plotted HTF candles that tells you which timeframe it is.
Automatic Label Positioning: If checked your HTF Label will be 1 ATR above the highest HTF bar. This avoids putting in an absolute number which can be useful if you trade assets with vastly different prices (for example a 10 point distance will not sufficiently separate the label from the candles if trading BTC whereas a 100/500 point difference would put the label out of your screen if trading MNQ). By using the ATR the label will automatically be efficiently separated from the candles but not to far away.
Appearance
Body: Choose fill color for your bullish (left) and bearish (right) HTF candles.
Wick: Choose Wick/Border color for your HTF candles.
HTF Line: Choose color and line style for your HTF Lines (marking the start of a new HTF candle)
Label Position: Adjust the vertical distance of the label in regard to the highest high of the displayed HTF candles (This will be full points, not ticks, and is only used whenever "Automatic Label Positioning" is deselected).
Label Size: Adjust the font size of your HTF label.
DK Fractals (Strategy)Convert to strategy. Introduce the first 2 trading models (Still heavily in development) The reversal and continuation models. More to come.
If you still want to use as an indicator, just disable the two trading models.
Multi IndicatorThis script uses combination of RSI, W %, BB, EMA signals to find movement direction and reversals.
Prakash Balkawade
Proxit Gold Strike V.1.2Proxit Gold Strike v.1.2 is a scalping-focused indicator designed to pinpoint fast in–out entries on lower timeframes (1–5m). It blends momentum, short-term trend bias, and reversal/pricing zones to surface high-probability setups while filtering out low-volatility chop.
Core Logic:
Detect micro-trend bias to stay aligned with short-term direction
Trigger Momentum Pulse when buy/sell pressure expands
Highlight Pullback/Exhaustion zones where quick bounces often occur
Apply a Volatility Filter to reduce noise in dead markets
On-chart Elements:
Buy / Sell arrows when conditions align
Soft background Trend Bias shading
Signal Baseline for directional reference
Scalp Zones for pragmatic entry/exit placement
No-Trade Zone warning during ultra-low volatility
Signals & Trade Ideas:
Scalp Buy: Positive momentum crossover + price above Baseline + not in No-Trade Zone
Scalp Sell: Negative momentum crossover + price below Baseline + not in No-Trade Zone
Exit: Quick targets (e.g., R:1–1.5) or upon opposite momentum/weakening signal
Recommended Inputs:
Sensitivity (1–5): Higher = faster/more signals (default: 3)
Baseline Length: 50–100 for volatile instruments
Momentum Window: 8–14 tuned for scalps
Volatility Filter: On for chop reduction
Show Labels/Alerts: Toggle visual/alert elements
Best Timeframes & Markets:
1m / 3m / 5m on Forex, Gold, Crypto, Index Futures
For Gold, start with TF 3–5m during active sessions/liquidity peaks.
Alerts:
“Proxit Buy” and “Proxit Sell” on signal confirmation
“Exit/Flip” when momentum flips
Use Once per bar close for more reliable alerts.
Best Practices:
Favor trades with the current Trend Bias; avoid strong counter-trend attempts
Keep tight stops nearby and size positions responsibly
Be cautious around major news releases unless your playbook accounts for them
Combine with market structure/S&R for added confluence
Disclaimer:
This tool is for educational and decision-support purposes only and is not financial advice. Results depend on your risk management and discipline. Always forward-test on demo before going live.
Suggested TradingView Tags:
scalping, momentum, trend, gold, crypto, forex, volatility, pullback, intraday, alerts
Volume Sampled Supertrend [BackQuant]Volume Sampled Supertrend
A Supertrend that runs on a volume sampled price series instead of fixed time. New synthetic bars are only created after sufficient traded activity, which filters out low participation noise and makes the trend much easier to read and model.
Original Script Link
This indicator is built on top of my volume sampling engine. See the base implementation here:
Why Volume Sampling
Traditional charts print a bar every N minutes regardless of how active the tape is. During quiet periods you accumulate many small, low information bars that add noise and whipsaws to downstream signals.
Volume sampling replaces the clock with participation. A new synthetic bar is created only when a pre-set amount of volume accumulates (or, in Dollar Bars mode, when pricevolume reaches a dollar threshold). The result is a non-uniform time series that stretches in busy regimes and compresses in quiet regimes. This naturally:
filters dead time by skipping low volume chop;
standardizes the information content per bar, improving comparability across regimes;
stabilizes volatility estimates used inside banded indicators;
gives trend and breakout logic cleaner state transitions with fewer micro flips.
What this tool does
It builds a synthetic OHLCV stream from volume based buckets and then applies a Supertrend to that synthetic price. You are effectively running Supertrend on a participation clock rather than a wall clock.
Core Features
Sampling Engine - Choose Volume buckets or Dollar Bars . Thresholds can be dynamic from a rolling mean or median, or fixed by the user.
Synthetic Candles - Plots the volume sampled OHLC candles so you can visually compare against regular time candles.
Supertrend on Synthetic Price - ATR bands and direction are computed on the sampled series, not on time bars.
Adaptive Coloring - Candle colors can reflect side, intensity by volume, or a neutral scheme.
Research Panels - Table shows total samples, current bucket fill, threshold, bars-per-sample, and synthetic return stats.
Alerts - Long and Short triggers on Supertrend direction flips for the synthetic series.
How it works
Sampling
Pick Sampling Method = Volume or Dollar Bars.
Set the dynamic threshold via Rolling Lookback and Filter (Mean or Median), or enable Use Fixed and type a constant.
The script accumulates volume (or pricevolume) each time bar. When the bucket reaches the threshold, it finalizes one or more synthetic candles and resets accumulation.
Each synthetic candle stores its own OHLCV and is appended to the synthetic series used for all downstream logic.
Supertrend on the sampled stream
Choose Supertrend Source (Open, High, Low, Close, HLC3, HL2, OHLC4, HLCC4) derived from the synthetic candle.
Compute ATR over the synthetic series with ATR Period , then form upperBand = src + factorATR and lowerBand = src - factorATR .
Apply classic trailing band and direction rules to produce Supertrend and trend state.
Because bars only come when there is sufficient participation, band touches and flips tend to align with meaningful pushes, not idle prints.
Reading the display
Synthetic Volume Bars - The non-uniform candles that represent equal information buckets. Expect more candles during active sessions and fewer during lulls.
Volume Sampled Supertrend - The main line. Green when Trend is 1, red when Trend is -1.
Markers - Small dots appear when a new synthetic sample is created, useful for aligning activity cycles.
Time Bars Overlay (optional) - Plot regular time candles to compare how the synthetic stream compresses quiet chop.
Settings you will use most
Data Settings
Sampling Method - Volume or Dollar Bars.
Rolling Lookback and Filter - Controls the dynamic threshold. Median is robust to outliers, Mean is smoother.
Use Fixed and Fixed Threshold - Force a constant bucket size for consistent sampling across regimes.
Max Stored Samples - Ring buffer limit for performance.
Indicator Settings
SMA over last N samples - A moving average computed on the synthetic close series. Can be hidden for a cleaner layout.
Supertrend Source - Price field from the synthetic candle.
ATR Period and Factor - Standard Supertrend controls applied on the synthetic series.
Visuals and UI
Show Synthetic Bars - Turn synthetic candles on or off.
Candle Color Mode - Green/Red, Volume Intensity, Neutral, or Adaptive.
Mark new samples - Puts a dot when a bucket closes.
Show Time Bars - Overlay regular candles for comparison.
Paint candles according to Trend - Colors chart candles using current synthetic Supertrend direction.
Line Width , Colors , and Stats Table toggles.
Some workflow notes:
Trend Following
Set Sampling Method = Volume, Filter = Median, and a reasonable Rolling Lookback so busy regimes produce more samples.
Trade in the direction of the Volume Sampled Supertrend. Because flips require real participation, you tend to avoid micro whipsaws seen on time bars.
Use the synthetic SMA as a bias rail and trailing reference for partials or re-entries.
Breakout and Continuation
Watch for rapid clustering of new sample markers and a clean flip of the synthetic Supertrend.
The compression of quiet time and expansion in busy bursts often makes breakouts more legible than on uniform time charts.
Mean Reversion
In instruments that oscillate, faded moves against the synthetic Supertrend are easier to time when the bucket cadence slows and Supertrend flattens.
Combine with the synthetic SMA and return statistics in the table for sizing and expectation setting.
Stats table (top right)
Method and Total Samples - Sampling regime and current synthetic history length.
Current Vol or Dollar and Threshold - Live bucket fill versus the trigger.
Bars in Bucket and Avg Bars per Sample - How much time data each synthetic bar tends to compress.
Avg Return and Return StdDev - Simple research metrics over synthetic close-to-close changes.
Why this reduces noise
Time based bars treat a 5 minute print with 1 percent of average participation the same as one with 300 percent. Volume sampling equalizes bar information content. By advancing the bar only when sufficient activity occurs, you skip low quality intervals that add variance but little signal. For banded systems like Supertrend, this often means fewer false flips and cleaner runs.
Notes and tips
Use Dollar Bars on assets where nominal price varies widely over time or across symbols.
Median filter can resist single burst outliers when setting dynamic thresholds.
If you need a stable research baseline, set Use Fixed and keep the threshold constant across tests.
Enable Show Time Bars occasionally to sanity check what the synthetic stream is compressing or stretching.
Link again for reference
Original Volume Based Sampling engine:
Bottom line
When you let participation set the clock, your Supertrend reacts to meaningful flow instead of idle prints. The result is a cleaner state machine, fewer micro whipsaws, and a trend read that respects when the market is actually trading.
Bitcoin Gold Fair Value Model | AlphaNattBitcoin Gold Fair Value Model | AlphaNatt
Advanced regression-based projection model inspired by RJ Alpha 's pioneering research on gold-bitcoin correlations
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OVERVIEW
This indicator implements a quantitative fair value model that establishes and tracks the mathematical relationship between Bitcoin and Gold prices. Through continuous regression analysis over a rolling 1000-day window, the model projects Bitcoin's expected price 65 days into the future based on current gold valuations.
Important Attribution: This model is directly inspired by and based on the groundbreaking analytical work of RJ Alpha , who discovered and documented the leading correlation between gold price movements and subsequent Bitcoin valuations. RJ Alpha's original research identified the approximate 65-day lead time that forms the foundation of this indicator.
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WHAT THE MODEL SHOWS
Visual Components:
Cyan projection line extending 65 days forward from current date
Pink line showing current fair value based on today's gold price
Statistical table displaying confidence intervals and correlation strength
Price target label with exact projected value and timeframe
Statistical Outputs:
1-Standard Deviation Range: The 68% probability zone where price is statistically likely to trade
65-Day Price Projection: The model's central estimate for Bitcoin price based on current gold valuation
95% Confidence Interval: The wider range capturing nearly all probable price outcomes
R² Correlation Score: Real-time measurement of model reliability (0 = no correlation, 1 = perfect correlation)
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HOW THE MODEL WORKS
The indicator performs several key calculations:
Collects 1000 days of historical price data for both Bitcoin and Gold
Calculates linear regression coefficients (alpha and beta) between the two assets
Establishes the mathematical relationship: BTC = α + β(Gold)
Projects forward 65 days using current gold price as input
Calculates standard error to determine confidence intervals
Updates all calculations with each new daily close
The 65-day lead time represents the historical average lag between gold price movements and corresponding Bitcoin price adjustments, as discovered in RJ Alpha's original research.
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INTERPRETATION GUIDE
Reading the Projection:
Projection Above Current Price: Model suggests potential upward movement over next 65 days
Projection Below Current Price: Model indicates possible downward pressure ahead
Widening Confidence Bands: Increased uncertainty in projection, lower conviction
Narrowing Confidence Bands: Higher model confidence, stronger conviction
Understanding R² Values:
R² > 0.70: Very strong correlation - high confidence in projections
R² 0.50-0.70: Moderate correlation - reasonable predictive power
R² 0.30-0.50: Weak correlation - use with additional confirmation
R² < 0.30: Poor correlation - model temporarily unreliable
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PRACTICAL APPLICATIONS
For Trend Analysis: [
Monitor projection direction changes as early trend reversal signals
Use deviation from projection to identify overbought/oversold conditions
Track R² score to gauge when model is most reliable
Compare multiple timeframe projections for confluence
For Risk Management:
Use confidence intervals to set realistic profit targets
Identify zones where price might face resistance or support
Adjust position sizing based on model confidence (R² score)
Monitor extreme deviations as potential mean reversion opportunities
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TECHNICAL SPECIFICATIONS
Regression Window: 1000 days (approximately 3 years of trading data)
Projection Period: 65 days forward
Update Frequency: Daily at market close
Data Requirements: Minimum 50 days of data to begin calculations
Gold Data Source: TVC:GOLD daily prices
Statistical Method: Ordinary Least Squares (OLS) regression
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IMPORTANT CONSIDERATIONS
Model Limitations:
This indicator is based on historical correlations which can and do change over time. The relationship between gold and Bitcoin is influenced by numerous macroeconomic factors including monetary policy, inflation expectations, and market sentiment. The model performs best during periods of stable correlation and may produce less reliable signals during correlation regime changes.
Best Practices:
Use on daily timeframe for optimal accuracy
Apply to major Bitcoin pairs (INDEX:BTCUSD recommended)
Combine with other technical and fundamental analysis
Monitor R² score before making trading decisions
Be aware that correlations can break down during black swan events
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VERSION NOTES
Pine Script Version 6
Automatic gold price fetching from TVC:GOLD
Real-time statistical calculations
Clean visual design with cyan/pink color scheme
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CREDITS & ACKNOWLEDGMENTS
This indicator would not exist without the pioneering research of RJ Alpha , who inspired this indicator. The 65-day projection period and core methodology are based directly on RJ Alpha's original analytical framework.
Coded and maintained by AlphaNatt
Visual design and implementation by AlphaNatt
Based on research and methodology by RJ Alpha
RJ Alpha Twitter : x.com
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DISCLAIMER
This indicator is for informational and educational purposes only. It should not be considered financial advice. Past performance and historical correlations do not guarantee future results. Always conduct your own research and consider multiple factors before making trading decisions.
