Capital Risk OptimizerCapital Risk Optimizer 🛡️
The Capital Risk Optimizer is an educational tool designed to help traders study capital efficiency, risk management, and scaling strategies when using leverage.
This script calculates and visualizes essential metrics for managing leveraged positions, including:
Entry Price – The current market price.
Stop Loss Level – Automatically derived using the 30-bar lowest low minus 1 ATR (default: 14-period ATR), an approach designed to create a dynamic, volatility-adjusted stop loss.
Stop Loss Distance (%) – The percentage distance between entry and stop.
Maximum Safe Leverage – The highest leverage allowable without risking liquidation before your stop is reached.
Margin Required – The amount of collateral necessary to support the desired position size at the calculated leverage.
Position Size – The configurable notional value of your trade.
These outputs are presented in a clean, customizable table overlay so you can quickly understand how position sizing, volatility, and leverage interact.
By default, the script uses a 14-period ATR combined with the lowest low of the past 30 bars, providing an optimal balance between sensitivity and noise for defining stop placement. This methodology helps traders account for market volatility in a systematic way.
The Capital Risk Optimizer is particularly useful as a portfolio management tool, supporting traders who want to study how to scale into positions using risk-adjusted sizing and capital efficiency principles. It pairs best with backtested strategies, and does not directly produce signals of any kind.
How to Use:
Set your desired position size.
Adjust the ATR and lookback settings to fine-tune stop loss placement.
Study the resulting leverage and margin requirements in real time.
Use this information to simulate and visualize potential trade scenarios and capital allocation models.
Disclaimer:
This script is provided for educational and informational purposes only. It does not constitute financial advice and should not be relied upon for live trading decisions. Always do your own research and consult with a qualified professional before making any trading or investment decisions.
Volatilite
TX EM LevelsThis script is for beginner trader that need guide to gauge where to place their stop loss and take profit level in different trading style like swing trade, intraday or scalping. It is taking into consideration of market volatility in different product.
Created for TX student usage, kindly use this as a guide for your trade risk management.
Finance Nirvana Buy/Sell Signals Generator V1.0Finance Nirvana Buy Sell Indicator combines multiple layers of analysis into a single, streamlined overlay. It plots key trend and volatility structures—EMAs and Bollinger Bands—while computing a fast, zero-lag EMA (ZLEMA20) for more responsive trend detection. Extreme RSI and volume events are flagged directly on the chart, and classic two-bar price-action (Buy / Sell) signals are only triggered when confirmed by ATR-based volatility breakouts, ADX trend strength, dynamic RSI momentum filters, and volume confirmations. A multi-timeframe alignment table shows both “bullish vs. bearish” status and live RSI readings across 5m, 15m, 60m, 240m, and daily frames, and intraday pivot, support, and resistance levels are drawn for easy reference.
SessionStat+ [JJumbo]SessionStat+
The SessionStat+ indicator is a sophisticated and dynamic tool crafted for TradingView, designed to empower traders with precise, data-driven insights into price movements across customizable trading sessions and timeframes. Tailored for day traders, swing traders, and market analysts, this script generates critical pivot points—such as highs, lows, and projections—by analyzing historical price ranges, enabling traders to anticipate key support, resistance, and breakout levels with confidence. Whether you’re targeting the volatility of the New York session, tracking the daily range during Regular Trading Hours, or analyzing custom sessions like the Asia market, SessionStat+ delivers actionable intelligence to align with your trading strategy. Its intuitive interface, robust customization options, and rich visualizations make it an essential tool for navigating diverse markets, from stocks and forex to cryptocurrencies.
Key Features:
Customizable Sessions: Define up to four unique sessions with user-specified start/end times and timezone support .
Multiple Timeframes: Analyze 15-minute, 1-hour, 4-hour, daily, weekly, or custom sessions for versatility across asset classes.
Pivot Point Projections: Generates high, low, and extended projection levels based on average and median price ranges over a configurable lookback period.
Advanced Visualizations: Plots levels as lines with optional boxes, midpoint lines, and customizable labels displaying price values and session identifiers.
Dynamic Statistics Table: Displays real-time metrics, including average expansion, distribution, and minum average ranges, for each active session or timeframe.
Flexible Extension Options: Choose to extend levels until the session ends or to the end of the trading day (6:00 PM in the selected timezone).
Robust Customization: Adjust line styles (solid, dashed, dotted), colors, label sizes, and toggle features like boxes, projections, and manipulation levels.
Historical Data Analysis: Leverages past session data to project reliable levels, ideal for both real-time trading and backtesting strategies.
Market Adaptability: Suitable for stocks, forex, cryptocurrencies, with support for historical data analysis during market closures.
AMV Impulse AssistantThe AMV Impulse Assistant is a custom momentum tool designed to assess how aggressively price is moving relative to recent volatility. It combines Bollinger-based range analysis and fast-moving average behavior to generate a dynamic impulse score. This score helps identify when price action is potentially overextended or showing signs of unusual momentum — useful for pullback traders, breakout traders, and anyone managing entries during trending conditions.
What it does:
Tracks the relationship between a short WMA and Bollinger basis to gauge directional strength.
Measures price movement compression/expansion with a normalized Bollinger Width Percentile.
Combines both into a smoothed Impulse Score (from -10 to +10) that reflects how aggressively price is pushing in either direction.
Colors the score line and highlights background zones when momentum enters extreme ranges.
📈 Use case:
This tool is especially effective for day traders who need to quickly identify when price is moving abnormally fast — either as an exhaustion signal or confirmation of an aggressive continuation. It can be used to:
Confirm the end of a pullback.
Spot overly aggressive moves that may revert.
Avoid entries during neutral chop or volatility compression.
It is best used alongside your primary trend filters and execution tools as a supplementary confirmation.
Manipulation/Distribution[cem_trades]This indicator marks four key zones on the chart based on statistical analysis of recent price behavior and volatility structure:
Bearish Manipulation Zone (-M to -Ex. M)
Bullish Distribution Zone (+D to +Ex. D)
Bullish Manipulation Zone (+M to +Ex. M)
Bearish Distribution Zone (-D to -Ex. D)
The manipulation zones (M) are located closer to the current price and represent areas where stop hunts or false breakouts are statistically more likely. If price enters and reacts within one of these zones, the opposite distribution zone (D) becomes a potential target.
The Extended (Ex.) levels visualize the wider boundary for each zone based on historical expansion data, helping traders frame directional bias and risk levels.
This indicator is particularly useful for:
Detecting possible liquidity grabs
Anticipating reversals or continuations after manipulation
Structuring trades with defined invalidation and target zones
Note: This invite-only script uses a proprietary model for dynamic zone placement and boundary extension logic that is not found in open-source scripts.
K Bands v2.2K Bands v2 - Settings Breakdown (Timeframe Agnostic)
K Bands v2 is an adaptive volatility envelope tool designed for flexibility across different trading
styles and timeframes.
The settings below allow complete control over how the bands are constructed, smoothed, and how
they respond to market volatility.
1. Upstream MA Type
Controls the core smoothing applied to price before calculating the bands.
Options:
- EMA: Fast, responsive, reacts quickly to price changes.
- SMA: Classic moving average, slower but provides stability.
- Hull: Ultra smooth, reduces noise significantly but may react differently to choppy conditions.
- GeoMean: Geometric mean smoothing, creates a unique, slightly smoother line.
- SMMA: Wilder-style smoothing, balances noise reduction and responsiveness.
- WMA: Weighted Moving Average, emphasizes recent price action for sharper responsiveness.
2. Smoothing Length
Lookback period for the upstream moving average.
- Lower values: Faster reaction, captures short-term shifts.
- Higher values: Smoother trend depiction, filters out noise.
3. Multiplier
Determines the width of the bands relative to calculated volatility.
- Lower multiplier: Tighter bands, more signals, but increased false breakouts.
- Higher multiplier: Wider bands, fewer false signals, more conservative.
4. Downstream MA Type
Applies final smoothing to the band plots after initial calculation.
Same options as Upstream MA.
5. Downstream Smoothing Length
Lookback period for downstream smoothing.
- Lower: More responsive bands.
- Higher: Smoother, visually cleaner bands.
6. Band Width Source
Selects the method used to calculate band width based on market volatility.
Options:
- ATR (Average True Range): Smooth, stable bands based on price range expansion.
- Stdev (Standard Deviation): More reactive bands highlighting short-term volatility spikes.
7. ATR Smoothing Type
Controls how the ATR or Stdev value is smoothed before applying to band width.
Options:
- Wilder: Classic, stable smoothing.
- SMA: Simple moving average smoothing.
- EMA: Faster, more reactive smoothing.
- Hull: Ultra-smooth, noise-reducing smoothing.
- GeoMean: Geometric mean smoothing.
8. ATR Length
Lookback period for smoothing the volatility measurement (ATR or Stdev).
- Lower: More reactive bands, captures quick shifts.
- Higher: Smoother, more stable bands.
9. Dynamic Multiplier Based on Volatility
Allows the band multiplier to adapt automatically to changes in market volatility.
- ON: Bands expand during high volatility and contract during low volatility.
- OFF: Bands remain fixed based on the set multiplier.
10. Dynamic Multiplier Sensitivity
Controls how aggressively the dynamic multiplier responds to volatility changes.
- Lower values: Subtle adjustments.
- Higher values: More aggressive band expansion/contraction.
K Bands v2 is designed to be adaptable across any market or timeframe, helping visualize price
structure, trend, and volatility behavior.
Kelly Optimal Leverage IndicatorThe Kelly Optimal Leverage Indicator mathematically applies Kelly Criterion to determine optimal position sizing based on market conditions.
This indicator helps traders answer the critical question: "How much capital should I allocate to this trade?"
Note that "optimal position sizing" does not equal the position sizing that you should have. The Optima position sizing given by the indicator is based on historical data and cannot predict a crash, in which case, high leverage could be devastating.
Originally developed for gambling scenarios with known probabilities, the Kelly formula has been adapted here for financial markets to dynamically calculate the optimal leverage ratio that maximizes long-term capital growth while managing risk.
Key Features
Kelly Position Sizing: Uses historical returns and volatility to calculate mathematically optimal position sizes
Multiple Risk Profiles: Displays Full Kelly (aggressive), 3/4 Kelly (moderate), 1/2 Kelly (conservative), and 1/4 Kelly (very conservative) leverage levels
Volatility Adjustment: Automatically recommends appropriate Kelly fraction based on current market volatility
Return Smoothing: Option to use log returns and smoothed calculations for more stable signals
Comprehensive Table: Displays key metrics including annualized return, volatility, and recommended exposure levels
How to Use
Interpret the Lines: Each colored line represents a different Kelly fraction (risk tolerance level). When above zero, positive exposure is suggested; when below zero, reduce exposure. Note that this is based on historical returns. I personally like to increase my exposure during market downturns, but this is hard to illustrate in the indicator.
Monitor the Table: The information panel provides precise leverage recommendations and exposure guidance based on current market conditions.
Follow Recommended Position: Use the "Recommended Position" guidance in the table to determine appropriate exposure level.
Select Your Risk Profile: Conservative traders should follow the Half Kelly or Quarter Kelly lines, while more aggressive traders might consider the Three-Quarter or Full Kelly lines.
Adjust with Volatility: During high volatility periods, consider using more conservative Kelly fractions as recommended by the indicator.
Mathematical Foundation
The indicator calculates the optimal leverage (f*) using the formula:
f* = μ/σ²
Where:
μ is the annualized expected return
σ² is the annualized variance of returns
This approach balances potential gains against risk of ruin, offering a scientific framework for position sizing that maximizes long-term growth rate.
Notes
The Full Kelly is theoretically optimal for maximizing long-term growth but can experience significant drawdowns. You should almost never use full kelly.
Most practitioners use fractional Kelly strategies (1/2 or 1/4 Kelly) to reduce volatility while capturing most of the growth benefits
This indicator works best on daily timeframes but can be applied to any timeframe
Negative Kelly values suggest reducing or eliminating market exposure
The indicator should be used as part of a complete trading system, not in isolation
Enjoy the indicator! :)
P.S. If you are really geeky about the Kelly Criterion, I recommend the book The Kelly Capital Growth Investment Criterion by Edward O. Thorp and others.
Market Strength Meter 📊 by sma**Market Strength Meter 📊 by sma** is a comprehensive strength dashboard that combines volume dynamics, price momentum, and trend alignment into one easy-to-read visual tool.
Key metrics include:
- Volume relative to average (threshold-based)
- Volume momentum trend
- Price alignment with EMA-based trend
- Market context scoring (Favorable / Neutral / Contrary)
- Real-time buy/sell signal suggestion based on multi-factor confluence
The built-in table updates dynamically and shows:
- Volume strength (weak/moderate/strong)
- Trend direction and strength
- Signal quality (Buy / Sell / Wait)
- Volatility context and EMA distance
It’s designed to support intraday and swing traders who seek a quick but solid view of market conditions without cluttering the chart.
Includes customizable alerts for:
- Confirmed bullish/bearish entries
- Counter-trend volume spikes
- Explosive volume (>200%)
Market Strength Meter es un tablero de fuerza del mercado que analiza volumen, momentum y contexto de tendencia para ofrecer señales claras. Ideal para traders que buscan confluencia de factores y confirmaciones objetivas.
ATR Trend ProDual EMA filter (50 & 200) to identify trend direction and structure
Buy/Sell signals triggered when price breaks out with confirmation
Auto SL/TP projection using recent swing high/low levels
🧠 How to Use:
Look for BUY signals above both EMAs in uptrends
Watch for SELL signals below EMAs in downtrends
Use projected SL/TP levels as trade management zones
Ideal on 5mn time frame and combine with support/resistance or price action for better results
EMA PRO by smaEMA PRO by sma is a multi-factor adaptive trend indicator designed to enhance classic exponential moving averages (EMAs) by dynamically adjusting their sensitivity based on market conditions such as volatility, volume, momentum, and noise filtering.
This tool helps traders visualize trend direction, strength, and potential continuation zones, as well as optional signals and divergence alerts. It includes adaptive logic to provide a smoother, more reactive response to real-time market shifts.
Ideal for intraday and swing traders looking to integrate intelligent EMAs into their decision-making. It offers optional visual elements such as trend zones, buy/sell signals, divergence highlights, and alert conditions.
All calculations are internal and not visible in the public code.
ESPAÑOL:
EMA PRO by sma es un indicador de tendencia adaptativa que mejora las EMAs clásicas con lógica avanzada basada en volatilidad, volumen, momentum y filtros. Permite visualizar señales, zonas de continuación y alertas de divergencia, sin revelar el funcionamiento interno del algoritmo.
THE HISTORY By [VXN]
THE HISTORY By - Monthly Seasonal Analysis Indicator
Development Status: This indicator is currently in the development phase and is not yet finished. Features and functionality may change as development continues.
Overview:
This indicator provides comprehensive historical analysis of monthly price patterns, designed to help traders identify recurring seasonal behaviors and market tendencies for the current month across multiple years of data.
Key Features:
Historical Data Analysis:
- Analyzes up to 10 years of historical performance for the current month
- Calculates monthly returns, win rates, and statistical metrics
- Tracks maximum drawdowns and runups for risk assessment
- Requires daily timeframe for accurate monthly calculations
Pattern Recognition:
- Implements a three-period classification system that breaks each month into segments
- Uses visual indicators (🟢🔴🟡) to represent bullish, bearish, and neutral periods
- Helps identify recurring intra-month behavior patterns
Statistical Display:
- Presents historical data in an organized table format
- Shows year-by-year performance comparisons
- Calculates average returns, best/worst performance, and confidence levels
- Displays overall market bias (bullish/bearish tendency) for the current month
Dynamic Zone Overlays:
- Projects Fibonacci-based support/resistance levels based on historical volatility
- Adjusts zone positioning based on the month's historical bias
- Provides visual reference points for potential price targets or reversal areas
Practical Applications:
- Seasonal trading strategy development
- Risk management through historical context
- Understanding market cyclicality and recurring patterns
- Educational tool for studying price behavior over time
Note: This indicator is designed for analysis and education purposes, helping traders understand historical market patterns rather than providing direct trading signals. The data should be used in conjunction with other forms of analysis and proper risk management. As this is still under development, please expect updates and refinements to functionality.
EVaR Indicator and Position SizingThe Problem:
Financial markets consistently show "fat-tailed" distributions where extreme events occur with higher frequency than predicted by normal distributions (Gaussian or even log-normal). These fat tails manifest in sudden price crashes, volatility spikes, and black swan events that traditional risk measures like volatility can underestimate. Standard deviation and conventional VaR calculations assume normally distributed returns, leaving traders vulnerable to severe drawdowns during market stress.
Cryptocurrencies and volatile instruments display particularly pronounced fat-tailed behavior, with extreme moves occurring 5-10 times more frequently than normal distribution models would predict. This reality demands a more sophisticated approach to risk measurement and position sizing.
The Solution: Entropic Value at Risk (EVAR)
EVaR addresses these limitations by incorporating principles from statistical mechanics and information theory through Tsallis entropy. This advanced approach captures the non-linear dependencies and power-law distributions characteristic of real financial markets.
Entropy is more adaptive than standard deviations and volatility measures.
I was inspired to create this indicator after reading the paper " The End of Mean-Variance? Tsallis Entropy Revolutionises Portfolio Optimisation in Cryptocurrencies " by by Sana Gaied Chortane and Kamel Naoui.
Key advantages of EVAR over traditional risk measures:
Superior tail risk capture: More accurately quantifies the probability of extreme market moves
Adaptability to market regimes: Self-calibrates to changing volatility environments
Non-parametric flexibility: Makes less assumptions about the underlying return distribution
Forward-looking risk assessment: Better anticipates potential market changes (just look at the charts :)
Mathematically, EVAR is defined as:
EVAR_α(X) = inf_{z>0} {z * log(1/α * M_X(1/z))}
Where the moment-generating function is calculated using q-exponentials rather than conventional exponentials, allowing precise modeling of fat-tailed behavior.
Technical Implementation
This indicator implements EVAR through a q-exponential approach from Tsallis statistics:
Returns Calculation: Price returns are calculated over the lookback period
Moment Generating Function: Approximated using q-exponentials to account for fat tails
EVAR Computation: Derived from the MGF and confidence parameter
Normalization: Scaled to for intuitive visualization
Position Sizing: Inversely modulated based on normalized EVAR
The q-parameter controls tail sensitivity—higher values (1.5-2.0) increase the weighting of extreme events in the calculation, making the model more conservative during potentially turbulent conditions.
Indicator Components
1. EVAR Risk Visualization
Dynamic EVAR Plot: Color-coded from red to green normalized risk measurement (0-1)
Risk Thresholds: Reference lines at 0.3, 0.5, and 0.7 delineating risk zones
2. Position Sizing Matrix
Risk Assessment: Current risk level and raw EVAR value
Position Recommendations: Percentage allocation, dollar value, and quantity
Stop Parameters: Mathematically derived stop price with percentage distance
Drawdown Projection: Maximum theoretical loss if stop is triggered
Interpretation and Application
The normalized EVAR reading provides a probabilistic risk assessment:
< 0.3: Low risk environment with minimal tail concerns
0.3-0.5: Moderate risk with standard tail behavior
0.5-0.7: Elevated risk with increased probability of significant moves
> 0.7: High risk environment with substantial tail risk present
Position sizing is automatically calculated using an inverse relationship to EVAR, contracting during high-risk periods and expanding during low-risk conditions. This is a counter-cyclical approach that ensures consistent risk exposure across varying market regimes, especially when the market is hyped or overheated.
Parameter Optimization
For optimal risk assessment across market conditions:
Lookback Period: Determines the historical window for risk calculation
Q Parameter: Controls tail sensitivity (higher values increase conservatism)
Confidence Level: Sets the statistical threshold for risk assessment
For cryptocurrencies and highly volatile instruments, a q-parameter between 1.5-2.0 typically provides the most accurate risk assessment because it helps capturing the fat-tailed behavior characteristic of these markets. You can also increase the q-parameter for more conservative approaches.
Practical Applications
Adaptive Risk Management: Quantify and respond to changing tail risk conditions
Volatility-Normalized Positioning: Maintain consistent exposure across market regimes
Black Swan Detection: Early identification of potential extreme market conditions
Portfolio Construction: Apply consistent risk-based sizing across diverse instruments
This indicator is my own approach to entropy-based risk measures as an alterative to volatility and standard deviations and it helps with fat-tailed markets.
Enjoy!
H BollingerBollinger Bands are a widely used technical analysis indicator that helps spot relative price highs and lows. The tool comprises three lines: a central band representing the 20-period simple moving average (SMA), and upper and lower bands usually placed two standard deviations above and below the SMA. These bands adjust with market volatility, offering insights into price fluctuations and trading conditions.
How this indicator works
Bollinger Bands helps traders assess price volatility and potential price reversals. They consist of three bands: the middle band, the upper band, and the lower band. Here's how Bollinger Bands work:
Middle band: This is typically a simple moving average (SMA) of the asset's price over a specified period. The most common period used is 20 days.
Upper band: This is calculated by adding a specified number of standard deviations to the middle band. The standard deviation measures the asset's price volatility. Commonly, two standard deviations are added to the middle band.
Lower band: Similar to the upper band, it is calculated by subtracting a specified number of standard deviations from the middle band.
What do Bollinger Bands tell you?
Bollinger bands primarily indicate the level of market volatility and trading opportunities. Narrow bands indicate low market volatility, while wide bands suggest high market volatility. Bollinger bands indicators can be used by traders to assess potential buy or sell signals. For instance, a sell signal may be interpreted or generated if the asset’s price moves closer or crosses the upper band, as it may indicate that the asset is overbought. Alternatively, a buy signal may be interpreted or generated if the price moves closer to the lower band, as it may signify that the asset is oversold.
However, traders should be cautious when using Bollinger Bands as standalone indicators when making trading decisions. Experienced traders refrain from confirming signals based on one indicator. Instead, they generally combine various technical indicators and fundamental analysis methods to make informed trading decisions. Basing trading decisions on only one indicator can result in misinterpretation of signals and heavy losses.
Bollinger Bands assist in identifying whether prices are relatively high or low. They are applied as a pair—upper and lower bands—alongside a moving average. However, these bands are not designed to be used in isolation. Instead, they should be used to validate signals generated by other technical indicators.
Calculation of Bollinger Band
Fear and Greed Index [DunesIsland]The Fear and Greed Index is a sentiment indicator designed to measure the emotions driving the stock market, specifically investor fear and greed. Fear represents pessimism and caution, while greed reflects optimism and risk-taking. This indicator aggregates multiple market metrics to provide a comprehensive view of market sentiment, helping traders and investors gauge whether the market is overly fearful or excessively greedy.How It WorksThe Fear and Greed Index is calculated using four key market indicators, each capturing a different aspect of market sentiment:
Market Momentum (30% weight)
Measures how the S&P 500 (SPX) is performing relative to its 125-day simple moving average (SMA).
A higher value indicates that the market is trading well above its moving average, signaling greed.
Stock Price Strength (20% weight)
Calculates the net number of stocks hitting 52-week highs minus those hitting 52-week lows on the NYSE.
A greater number of net highs suggests strong market breadth and greed.
Put/Call Options (30% weight)
Uses the 5-day average of the put/call ratio.
A lower ratio (more call options being bought) indicates greed, as investors are betting on rising prices.
Market Volatility (20% weight)
Utilizes the VIX index, which measures market volatility.
Lower volatility is associated with greed, as investors are less fearful of large market swings.
Each component is normalized using a z-score over a 252-day lookback period (approximately one trading year) and scaled to a range of 0 to 100. The final Fear and Greed Index is a weighted average of these four components, with the weights specified above.Key FeaturesIndex Range: The index value ranges from 0 to 100:
0–25: Extreme Fear (red)
25–50: Fear (orange)
50–75: Neutral (yellow)
75–100: Greed (green)
Dynamic Plot Color: The plot line changes color based on the index value, visually indicating the current sentiment zone.
Reference Lines: Horizontal lines are plotted at 0, 25, 50, 75, and 100 to represent the different sentiment levels: Extreme Fear, Fear, Neutral, Greed, and Extreme Greed.
How to Interpret
Low Values (0–25): Indicate extreme fear, which may suggest that the market is oversold and could be due for a rebound.
High Values (75–100): Indicate greed, which may signal that the market is overbought and could be at risk of a correction.
Neutral Range (25–75): Suggests a balanced market sentiment, neither overly fearful nor greedy.
This indicator is a valuable tool for contrarian investors, as extreme readings often precede market reversals. However, it should be used in conjunction with other technical and fundamental analysis tools for a well-rounded view of the market.
Midas v1.0 by G-Track**MIDAS v1.0: See the market, simplified.**
This is a paid, invite-only script designed to turn complex market data into simple, intuitive signals.
For subscription details, please see the Author's instructions below.
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*Disclaimer: This indicator is provided for informational and educational purposes only. It is not financial advice. All investment decisions and responsibility lie solely with the user. Past performance does not guarantee future results.*
Vasyl Ivanov | Volatility with MAThis indicator calculates and displays the volatility value for each bar.
The main line shows the relative range (spread) of the current bar compared to its closing price.
This allows you to quickly assess how much the price fluctuated within the bar relative to where it closed.
The Simple Moving Average (SMA) with a length of 9 smooths the main indicator values, helping to identify volatility trends and filter out random spikes.
Practical Application:
The indicator can be useful for assessing current market volatility and identifying periods with unusually wide or narrow ranges.
The smoothed line helps track medium-term changes in volatility and can be used to confirm trading signals related to range expansion or contraction.
Institutional Momentum Scanner [IMS]Institutional Momentum Scanner - Professional Momentum Detection System
Hunt explosive price movements like the professionals. IMS identifies maximum momentum displacement within 10-bar windows, revealing where institutional money commits to directional moves.
KEY FEATURES:
▪ Scans for strongest momentum in rolling 10-bar windows (institutional accumulation period)
▪ Adaptive filtering reduces false signals using efficiency ratio technology
▪ Three clear states: LONG (green), SHORT (red), WAIT (gray)
▪ Dynamic volatility-adjusted thresholds (8% ATR-scaled)
▪ Visual momentum flow with glow effects for signal strength
BASED ON:
- Pocket Pivot concept (O'Neil/Morales) applied to price momentum
- Adaptive Moving Average principles (Kaufman KAMA)
- Market Wizards momentum philosophy
- Institutional order flow patterns (5-day verification window)
HOW IT WORKS:
The scanner finds the maximum price displacement in each 10-bar window - where the market showed its hand. An adaptive filter (5-bar regression) separates real moves from noise. When momentum exceeds the volatility-adjusted threshold, states change.
IDEAL FOR:
- Momentum traders seeking explosive moves
- Swing traders (especially 4H timeframe)
- Position traders wanting institutional footprints
- Anyone tired of false breakout signals
Default parameters (10,5) optimized for 4H charts but adaptable to any timeframe. Remember: The market rewards patience and punishes heroes. Wait for clear signals.
"The market is honest. Are you?"
Bollinger BandWidth Squeeze BreakoutBollinger BandWidth Squeeze Breakout
Description:
This indicator merges classic Bollinger BandWidth (BBW) with TTM Squeeze Pro-style compression dots. It identifies volatility contractions, very effective at identifying chop or ranging markets, and color-codes the BBW line based on directional breakout bias—helping traders anticipate explosive moves before they happen.
It supports multi-level squeeze detection:
High Compression (Orange) : Tightest squeeze — highly coiled setup
Medium Compression (Red) : Moderate squeeze — building pressure
Low Compression (Black) : Light squeeze — early contraction
(No dot means no squeeze – free expansion)
How It Works
Bollinger BandWidth (BBW):
Calculated as the percent width between Bollinger Bands over a selected moving average (SMA, EMA, etc.). A rising BBW suggests volatility expansion; falling BBW indicates compression.
Directional Bias (BBW Color):
The line is colored green when recent bars show upside breakout pressure, red when downside pressure dominates, and gray when neutral. This is based on cumulative position of price relative to the Bollinger Bands.
TTM Squeeze Pro Dots:
Compression dots plotted on the zero line represent volatility squeeze levels, using up to 3 Keltner Channel thresholds:
Orange Dot : High compression (tightest squeeze zone)
Red Dot : Medium compression
Black Dot : Low compression
(No dot means no squeeze — price is expanding)
Expansion & Contraction Context:
Plots historical highest/lowest BBW values (user-defined period) to help spot extreme conditions.
How to Interpret:
Use squeeze dots to identify when the market is “chop/ranging.” Breakouts from these zones often come with sharp moves.
BBW Line Color = Bias Filter:
Green → Bullish expansion pressure
Red → Bearish expansion pressure
Gray → Neutral or undecided
Use this to filter direction before entering a breakout or momentum trade.
Inputs:
Length : Period for BB and Keltner calculations
MA Type : Choose from SMA, EMA, SMMA, WMA, VWMA, or None
StdDev : Standard deviation for BB
Expansion/Contraction Lengths : Historical window to track BBW extremes
Source : Input source for all calculations (default: Close)
Keltner Multipliers : Customize thresholds for high/mid/low compression
Best For:
Traders looking to anticipate breakout direction
Scalpers and swing traders seeking early volatility cues
Anyone using BB or TTM Squeeze logic in their setups
Pro Tips:
Combine with momentum tools (e.g., RSI, MACD, SMI, CCI) to confirm breakout thrust
Use squeeze dot color shifts (red/orange → no dot) as a breakout timing tool
Use historical BBW highs/lows as context for relative volatility expansion
MicroStructure Pulse Scalper - Lower📄 Description
⚙️ MPS Companion v1.0 is a custom-built utility indicator designed to complement the MicroStructure Pulse Scalper (MPS).
It visualizes pressure buildup from microstructural imbalances, volume surges, trend alignment, and liquidity sweeps — turning invisible market pressure into actionable intelligence.
🔍 What It Does
Pressure Oscillator: Calculates a normalized score from –100 to +100 showing how likely the market is to form a high-probability MPS trigger.
Adaptive Threshold Zones: Dynamic bullish/bearish levels adapt to volatility for smarter readings.
Microstructure Memory: A clustering model gauges how many valid entry conditions occurred recently.
Real-Time Dashboard: A floating panel shows trend direction, volume regime, liquidity sweep type, and more.
Background Zoning: Visually highlights when market bias enters a prime actionable zone.
✅ Core Logic
VWAP Z-Score Dislocation
Volume Spike Detection (Z-Score)
ATR-Based Expansion Analysis
EMA-Based Trend Direction
Liquidity Sweep Recognition
Signal Memory Weighting (clustering over recent bars)
🧠 How to Use It
Use the oscillator + background zone to anticipate potential MPS triggers.
Check the dashboard for bias clarity before acting on any signal.
Use adaptive zones to filter chop from high-conviction setups.
🎯 Recommended Settings
Works best on: 1m, 3m, 5m charts (BTC/USD, ETH, NASDAQ micros, etc.)
Combine with: MPS Strategy or Dashboard
Default values are tuned for fast-paced scalping.
🧬 About the Author
This tool is part of the MicroStructure Pulse System, engineered by Donald Clark for precision scalping with a blend of statistical models, microstructure theory, and volatility dynamics.
👉 For full access to the Full-Private MPS system, including entry engine and optimization suite, DM the author or visit the full strategy page.
Adiyogi Trend🟢🔴 “Adiyogi” Trend — Market Alignment Visualizer
“Adiyogi” Trend is a powerful, non-intrusive trend detection system built for traders who seek clarity, discipline, and alignment with true market flow. Inspired by the meditative stillness of Adiyogi and the need for mindful, high-probability decisions, this tool offers a clean and intuitive visual guide to trending environments — without cluttering the chart or pushing forced trades.
This is not a buy/sell signal generator. Instead, it is designed as a background confirmation engine that helps you stay on the right side of the market by identifying moments of true directional strength.
🧠 Core Logic
The “Adiyogi” Trend indicator highlights the background of your chart in green or red when multiple layers of strength and structure align — including momentum, market positioning, and relative force. Only when these internal components agree does the system activate a directional state.
It’s built on three foundational energies of trend confirmation:
Strength of movement
Structure in price action
Conviction in momentum
By combining these into one visual background, the indicator filters out indecision and helps you stay focused during real trend phases — whether you're day trading, swing trading, or holding longer-term positions.
📌 Core Concepts Behind the Tool
The indicator integrates three essential market filters—each confirming a different dimension of trend strength:
ADX (Average Directional Index) – Measures trend momentum.
You’ve chosen a very responsive setting (ADX Length = 2), which helps catch the earliest possible signs of momentum emergence.
The threshold is ADX ≥ 22, ensuring that weak or sideways markets are filtered out.
SuperTrend (10,1) – Captures short-term trend direction.
This setup follows price closely and reacts quickly to reversals, making it ideal for fast-moving assets or intraday strategies.
SuperTrend acts as the structural confirmation of directional bias.
RSI (Relative Strength Index) – Measures strength based on recent price closes.
You’ve configured RSI > 50 for bullish zones and < 50 for bearish—a neutral midpoint standard often used by professional traders.
This ensures that only trades in sync with momentum and recent strength are highlighted.
🌈 How It Visually Works
Background turns GREEN when:
ADX ≥ 22, indicating strong momentum
Price is above the 20 EMA and above SuperTrend (10,1)
RSI > 50, confirming recent strength
Background turns RED when:
ADX ≥ 22, indicating strong momentum
Price is below the 20 EMA and below SuperTrend (10,1)
RSI < 50, confirming recent weakness
The background remains neutral (transparent) when trend conditions are not clearly aligned—this is the tool's way of keeping you out of indecisive markets.
A label (BULL / BEAR) appears only when the bias flips from the previous one. This helps avoid repeated or redundant alerts, focusing your attention only when something changes.
📊 Practical Uses & Benefits
✅ Stay with the trend: Perfectly filters out choppy or sideways markets by only activating when conditions align across momentum, structure, and strength.
✅ Pre-trade confirmation: Use this tool to confirm trade setups from other indicators or price action patterns.
✅ Avoid noise: Prevent overtrading by focusing only on high-quality trend conditions.
✅ Visual clarity: Unlike arrows or plots that clutter the chart, this tool subtly highlights trend conditions in the background, preserving your price action view.
📍 Important Notes
This is not a buy/sell signal generator. It is a trend-confirmation system.
Use it in conjunction with your existing entry setups—such as breakouts, order blocks, retests, or candlestick patterns.
The tool helps you stay in sync with the dominant direction, especially when combining multiple timeframes.
Can be used on any market (stocks, forex, crypto, indices) and on any timeframe.
Faytterro Bands Breakout📌 Faytterro Bands Breakout 📌
This indicator was created as a strategy showcase for another script: Faytterro Bands
It’s meant to demonstrate a simple breakout strategy based on Faytterro Bands logic and includes performance tracking.
❓ What Is It?
This script is a visual breakout strategy based on a custom moving average and dynamic deviation bands, similar in concept to Bollinger Bands but with unique smoothing (centered regression) and performance features.
🔍 What Does It Do?
Detects breakouts above or below the Faytterro Band.
Plots visual trade entries and exits.
Labels each trade with percentage return.
Draws profit/loss lines for every trade.
Shows cumulative performance (compounded return).
Displays key metrics in the top-right corner:
Total Return
Win Rate
Total Trades
Number of Wins / Losses
🛠 How Does It Work?
Bullish Breakout: When price crosses above the upper band and stays above the midline.
Bearish Breakout: When price crosses below the lower band and stays below the midline.
Each trade is held until breakout invalidation, not a fixed TP/SL.
Trades are compounded, i.e., profits stack up realistically over time.
📈 Best Use Cases:
For traders who want to experiment with breakout strategies.
For visual learners who want to study past breakouts with performance metrics.
As a template to develop your own logic on top of Faytterro Bands.
⚠ Notes:
This is a strategy-like visual indicator, not an automated backtest.
It doesn't use strategy.* commands, so you can still use alerts and visuals.
You can tweak the logic to create your own backtest-ready strategy.
Unlike the original Faytterro Bands, this script does not repaint and is fully stable on closed candles.
