Candle 2 Closure [LuxAlgo]The Candle 2 Closure tool detects a specific reversal pattern on the chart spanning four bars. The first bar trades into a key price level. The second bar trades outside the first bar's range, but closes inside, indicating a reversal. The third bar closes outside the second bar's range, in the direction of the reversal, creating a price expansion. The fourth bar is a continuation of prices in that same direction.
This tool features key levels, equilibrium zones, and real-time alarms upon confirmation of the second and third candles of the pattern.
This specific part of the more complete Fractal model by TTrades was requested by a lot of you. We are happy to bring it to you and wish you a merry Christmas!
🔶 USAGE
This pattern is a TTrades concept: a reversal setup that is very easy to understand. It occurs when the current bar trades outside of the previous bar's range, but closes inside it. In other words, traders try to push prices outside of the previous bar's range, but fail. This is considered a reversal, meaning that traders encountered opposing forces that overwhelmed them. Thus, the expectation is that prices will trade in the new direction, changing the market bias from bullish to bearish, or vice versa.
Let's look at the example in the chart, where the four candles of this setup are marked. Note that we have selected a perfect setup, where all conditions are met.
Candle 1: This bar traded into a key price area at the top of the range, spanning several months.
Candle 2: This bar traded outside the range of Candle 1, but failed to close outside. This is the reversal.
Candle 3: The wick of this bar formed at or below the equilibrium zone of Candle 2, and it closed outside the range of Candle 2. This is the expansion.
Candle 4: At this point, the setup is complete, and the expectation for this candle is that it will trade in the same direction. The top of the candle is at or below the equilibrium zone of Candle 3. This is the continuation.
In a strong setup, the top or bottom of the next bar will form inside the equilibrium zone defined by the highlighted areas on candles 2 and 3.
This is a perfect bearish setup, featuring all elements. Not all setups will be like this, but when this setup occurs, it is important for traders to be aware of it.
The tool is highly customizable from the settings panel and features real-time alerts at candle 2 and 3 confirmations.
Now, let's take a broader view of the same chart. We have disabled the display of candle 2 and filtered the setups with a length of 50.
As we can see, most of the last 17 setups found on the EUR/USD daily chart lead to multi-day or multi-month price movements.
🔹 Filtering Reversals
The tool features a reversals filter that is disabled by default. This filter allows us to filter out minor reversals and display only those that are important.
Traders can adjust the length parameter to display reversals only at the top or bottom of the last N specified bars. We can see some examples in the chart.
🔹 Wick Threshold
From the settings panel, traders can fine-tune the equilibrium zone for candle 2.
If the wick exceeds the threshold expressed as a percentage of the total bar range, the equilibrium zone will be calculated based only on the wick. In all other cases, the full bar range will be used.
🔶 SETTINGS
Candle 2 (Reversal): Enable or disable Candle 2 reversals.
Candle 3 (Expansion): Enable or disable Candle 3 expansions.
Reversals Filter: Filter reversals as the highest or lowest of the last N bars.
Wick Threshold %: Filter wicks as percentage of total bar range.
🔹 Style
Bullish Color: Select bullish color.
Bearish Color: Select bearish color.
Transparency: Select the transparency level. 0 is solid and 100 is fully transparent.
Levels: Enable or disable the horizontal levels.
Candle 2 Zone: Enable or disable the Candle 2 equilibrium zones.
Candle 3 Zone: Enable or disable the Candle 3 equilibrium zones.
🔹 Alerts
Candle 2 Alerts: Enable or disable Candle 2 alerts.
Candle 3 Alerts: Enable or disable Candle 3 alerts.
Indicators and strategies
FNO Signals: EMA 9/21 + VWAP + S/R Break + Bull/BearWhat the script does
Tracks EMA 9 & EMA 21 to define short-term bullish or bearish trend direction.
Uses VWAP as an intraday fair-value line to filter trades in the direction of dominant order flow.
Detects recent swing highs and lows as dynamic support and resistance, then marks breakout candles as potential Smart Money “Break of Structure” zones.
Marks only the first bull or bear candle of a leg, helping to spot the start of momentum moves instead of every single candle.
How to use it
Use on 5‑min or 15‑min F&O charts (index or stock futures).
Focus on:
“BOS BUY” when price breaks above last resistance while EMA 9 > EMA 21 and price is above VWAP.
“BOS SELL” when price breaks below last support while EMA 9 < EMA 21 and price is below VWAP.
“BULL/BEAR” markers to see where a new directional leg starts, then align trades with the dominant EMA+VWAP trend.
Pivots MTF -WinCAlgo/// 🇬🇧
Pivots MTF -WinCAlgo is a precision-engineered Price Action tool designed to declutter your chart while providing a comprehensive view of market equilibrium points across multiple timeframes.
Unlike standard Pivot indicators that often flood the screen with too many lines or restrict you to a single timeframe, this tool consolidates Daily, Weekly, Monthly, Quarterly, and Yearly central pivots into a clean, "Step-Line" visual format with an intelligent status dashboard.
It is built for traders who focus on Bias and Equilibrium rather than just S/R lines.
1. Multi-Timeframe Central Pivots (Step-Line Technology)
* Displays Daily (D), Weekly (W), Monthly (M), Quarterly (Q), and Yearly (Y) pivots simultaneously.
* Infinite History: Uses a specialized plot logic instead of limited lines, allowing you to see the pivot history as far back as data exists without gaps.
* Step-Line Visual: Levels remain flat and constant throughout their respective periods (e.g., the Daily pivot draws as a straight line from 00:00 to 23:59), creating a clear "ladder" of price levels.
2. Intelligent Status Dashboard (Auto-Sorting)
* Smart Sorting: The on-chart table automatically sorts all active pivot levels by price (Highest to Lowest). This creates an instant "Support & Resistance Ladder" regardless of the timeframe.
* Dynamic Coloring: Levels in the table light up Green (Support) if the price is above them, or Red (Resistance) if the price is below.
* Touched vs. Naked: The table tracks whether price has tested the level in the current period. "Naked" levels (untested) often act as strong magnets for price action.
3. Optional Deviations (S1 / R1)
* Includes a toggle for Deviations (S1 & R1) for each timeframe.
* Calculated using classic pivot logic based on the previous period's Close:
- R1 = (2 * Pivot) - Low
- S1 = (2 * Pivot) - High
* Deviations are drawn as dashed lines to distinguish them from the main trend bias.
4. Performance & Customization
* History Limit: Adjustable history depth for line objects to ensure maximum chart performance.
* Hybrid Design: Combines the infinite history of plot drawings with the precision of line objects.
* Visual Control: Fully customizable colors, line widths, and table position/size.
* Trend Bias: If price is holding above the Daily and Weekly central pivots, the immediate bias is Bullish.
* Targeting: Use "Naked" pivots shown in the table as high-probability take-profit targets or reversal zones.
* Confluence: Look for areas where a higher timeframe pivot (e.g., Monthly) overlaps with a lower timeframe pivot (e.g., Daily) to identify critical structural levels.
Developed by WinCAlgo. Feel free to use and incorporate into your strategies.
Hybrid Smart Money Concepts [MarkitTick]💡This indicator provides a comprehensive technical analysis system that combines Market Structure concepts (Smart Money Concepts) with advanced Gap Analysis and a statistical Stress Model. It is designed to help traders identify trend direction, structural pivot points, potential reversal zones (Order Blocks), significant price gaps, and moments of market exhaustion.
Unlike standard ZigZag or Fractal indicators, this script integrates volume, trend maturity, and statistical volatility (Z-Score) to contextually classify price action. By overlaying these elements with a robust Market Structure engine—which identifies Change of Character (CHoCH) and Order Blocks—the tool provides a confluent view of price action.
It automates the detection of institutional footprints, allowing traders to see the structural trend, momentum drivers, and potential exhaustion points simultaneously.
● METHODOLOGY
The script operates on three distinct but complementary logic engines:
• Gap Analysis Engine
This module detects gaps between the previous high/low and the current open. It classifies them into three specific types based on volume and structural context:
Breakaway Gaps: Identified when a gap creates a breakout above a recent Pivot High or below a Pivot Low. This signals the start of a potential new trend.
Exhaustion Gaps: Identified when a gap occurs with high relative volume and meets the Trend Maturity criteria. This often signals the end of a trend.
Runaway Gaps: Standard continuation gaps that occur within a trend.
• Market Structure Engine
Swings and CHoCH: The script uses a left-and-right bar lookback to identify Pivot Highs and Lows. A Change of Character (CHoCH) is plotted when price closes beyond the most recent major pivot.
Order Blocks (OB): Upon a continuation of the trend, the script scans backward to find the extreme candle (the origin of the move) and highlights this zone as an Order Block.
Dynamic Cleanup: Gaps and Order Blocks are automatically removed (mitigated) when price aggressively crosses through their levels.
• Exhaustion & Stress Model
This statistical engine measures market "Stress" by analyzing the impact of price range relative to volume (True Range / Volume).
Calculation: It calculates a Z-Score (Standard Deviation) of this impact.
Logic: When the Z-Score exceeds a specific threshold (Sigma), it indicates a statistical anomaly or "Stress."
Signal: If high stress occurs while price is significantly above the trend baseline, it signals "Buyer Exhaustion." Conversely, high stress below the baseline signals "Seller Exhaustion."
● VISUALS & LEGEND
Before trading, you need to know what the indicator is drawing on your chart:
• Change of Character (CHoCH)
Green Dashed Line: Indicates a Bullish reversal.
Red Dashed Line: Indicates a Bearish reversal.
• Order Blocks (OB)
Green Boxes: Bullish support zones (Buy interest).
Red Boxes: Bearish resistance zones (Sell interest).
Note: Invalidated boxes are automatically deleted.
• Gaps
Blue Box (Breakaway): Strong momentum gap starting a new trend.
Orange Box (Runaway): Continuation gap.
Red Box (Exhaustion): Warning signal; trend may be ending.
• Stress Model Signals
Label "BE" (Red): Buyer Exhaustion. Suggests the bullish move is overextended relative to volume participation.
Label "SE" (Green): Seller Exhaustion. Suggests the bearish move is overextended.
● TRADING STRATEGY
You can use a "Pullback, Continuation & Exhaustion" strategy with this indicator.
• Scenario A: Long Setup (Buying)
Trend Change: Look for a CHoCH label with a Green Dashed Line.
Entry Zone: Look for a Green Order Block (OB) to form.
Confirmation: A Breakaway Gap (Blue) validates the breakout.
Entry: Enter Long when price pulls back into the Green OB.
Exit Warning: If a "BE" (Buyer Exhaustion) label appears, consider tightening stops or taking profit.
• Scenario B: Short Setup (Selling)
Trend Change: Look for a CHoCH label with a Red Dashed Line.
Entry Zone: Look for a Red Order Block (OB) to form.
Confirmation: A Breakaway Gap downwards validates the move.
Entry: Enter Short when price rallies back into the Red OB.
Exit Warning: If an "SE" (Seller Exhaustion) label appears, consider tightening stops or taking profit.
● SETTINGS
• Date Range Filter
Use Date Filter: Toggle time-based filtering.
Start Date: Timestamp to begin calculations.
• Gap Analysis
Min Gap Size: Minimum points required to register a gap.
Logic Inputs: Configures lookback periods and volume multipliers for gap classification.
Visuals: Customize colors for Breakaway, Runaway, and Exhaustion gaps.
• Market Structure
Swing Detection Length: Lookback period for pivot points.
Show CHoCH: Toggle for Change of Character labels.
Show Order Blocks: Toggle for OB boxes.
• Exhaustion & Stress Model
Trend Filter Length: Baseline length for determining trend direction (EMA).
Statistical Lookback: Length for the Z-Score calculation.
Stress Threshold (Sigma): The standard deviation requirement to trigger an exhaustion signal (Default: 2.0).
● DISCLAIMER
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Commodity Pulse Matrix v3 [WavesUnchained]Overview
Multi-Timeframe Confluence Indicator for Commodities. Combines 6 scoring categories across multiple timeframes with advanced entry timing and risk management.
Key Features
6-Category Scoring System
• Flow: Money flow and volume pressure
• Momentum: RSI, CCI, Rate of Change
• Trend: ADX, EMA alignment, directional movement
• Volatility: ATR-based market conditions
• Structure: Price position relative to key MAs
• Divergence: Price/indicator divergence detection
Multi-Timeframe Analysis
• Automatic TF hierarchy based on chart timeframe
• Entry/Bias/Trend from different timeframes
• Consensus scoring across all active TFs
• HTF confirmation mode (non-repainting)
Entry Engine
• Breakout entries with momentum confirmation
• Pullback entries at support/resistance
• Continuation entries in trending markets
• Counter-trend filter (optional)
• Signal density: Few / Moderate / Many
Diamond Zones
• Pivot-based support/resistance detection
• ATR-padded zone boundaries
• Zone strength scoring
• Visual boxes on chart
Signal Quality Gate
• ATR filter: No trend signals in ranging markets
• Volume filter: No entries on low volume
• Mean-reversion allowed in range markets
Heat Score System
• Setup quality assessment (0-1 scale)
• MTF alignment component
• Signal strength component
• Confluence component
Exhaustion Detection
• RSI extreme zones
• Large range candles (ATR expansion)
• High volume spikes
• Rejection wicks
• Small body candles
Mean Reversion System
• WaveTrend-based signals
• Dynamic overbought/oversold zones
• JMA smoothing for reduced lag
• Signal cooldown management
Risk Management
• ATR-based stop-loss calculation
• Multi-target take-profit levels
• Regime-aware position sizing
• Risk quality grading
Visualization
Matrix Table
• 6 category scores per timeframe
• Total score with color coding
• Setup status and confluence
• Heat score and confidence level
• TF action recommendations
Chart Elements
• JMA gradient fill (trend visualization)
• Diamond zone boxes (S/R levels)
• Signal shapes (triangles)
• Volatility stop lines
• HTF midline
• Pivot labels (S/R markers)
Configuration
Timeframes
• Confirmed HTF bars only (prevents repainting)
• Chart TF priority weight
Entry Engine
• Enable/disable entry types (Breakout/Pullback/Continuation)
• Allow counter-trend entries
• Trend JMA settings
• Volatility stop multiplier
Signal Boost
• RSI extreme boost
• WaveTrend extreme boost
• Strength threshold
Take-Profit
• Modes: Simple / Smart / Conservative / Multi-Target
• ATR multipliers for each level
• Regime-adjusted targets
Visualization
• Matrix table position and mode
• JMA lines and gradient
• Diamond zone boxes
• Pivot labels
• Signal age display
• Bottom area indicator
Mean Reversion
• WaveTrend smoothing lengths
• Zone lookback and multiplier
• Signal cooldown
• Show zones/labels/exits
TradingView Alerts
• Entry Long/Short signals
• Strong/Moderate signal differentiation
• Webhook compatible
Recommended Usage
1. Select chart timeframe (15M-Daily recommended)
2. Watch matrix table for MTF confluence
3. Wait for signal shapes on chart
4. Confirm with Heat Score (>0.5 = quality setup)
5. Check Diamond Zones for S/R context
6. Use ATR-based SL/TP from risk management
Input Groups
• Timeframes: HTF confirmation, chart weight
• Entry Engine: Entry types, density, JMA settings
• Signal Boost: RSI/WT boost settings
• Signal Quality: ATR/Volume thresholds
• Technical: ATR length, SL multiplier
• Take-Profit: Mode, ATR multiples, regime adjustment
• Visualization: Matrix, JMA, zones, labels
• HTF Midline: Mode, resolution, color
• Mean Reversion: WaveTrend settings, zones
• Colors: Bull/bear color scheme
---
Educational purposes only. Not financial advice. Test thoroughly before live trading.
Single Candle Order Block (ICT) [Kodexius]Single Candle Order Block (ICT) is a chart-focused implementation of the ICT style Single Candle Order Block (SCOB) concept. It detects a strict 3 candle displacement pattern and projects the originating “order block candle” as a live zone that extends forward in time until price mitigates it.
The script is designed for practical trading workflows:
- It plots only the most recent active zones (user-defined limit) to keep charts readable.
- It supports optional multi-timeframe (MTF) detection, so you can project higher-timeframe SCOBs onto a lower-timeframe execution chart.
- It includes a mitigation engine (Close or Wick) to automatically invalidate and remove zones once they are decisively broken.
🔹 Features
🔸 ICT Single Candle Order Block Pattern Detection (Bull and Bear)
The indicator identifies a clean displacement sequence that implies a potential order block formed by the middle candle of a 3-candle structure.
Bullish SCOB: bearish candle at , bullish continuation at , then bullish displacement that closes above the prior candle’s high, with a sweep condition on the order block candle’s low.
Bearish SCOB: inverse structure requiring bearish displacement that closes below the prior candle’s low, with a sweep condition on the order block candle’s high.
The plotted zone boundaries are derived from the order block candle:
Top = high
Bottom = low
🔸 Multi-Timeframe Detection (Optional)
The script can compute SCOBs on a selected timeframe and display them on the current chart using request.security. This is ideal for mapping higher-timeframe order blocks onto lower-timeframe execution charts.
If the timeframe input is left empty, detection runs on the chart timeframe.
🔸 Volatility Filter (Optional)
When enabled, detections are filtered by volatility regime:
A SCOB is only displayed if ATR(14) > SMA(ATR(14), 200)
This helps reduce signals during compressed, low-range conditions where displacement patterns are often less meaningful.
🔸 Overlap Control (De-Cluttering)
Before a new zone is added, the script checks for overlap against existing zones of the same direction. If the new zone intersects an existing one, it is ignored. This reduces redundant stacking of zones in the same price area.
🔸 Mean Threshold (50%) Midline (Optional)
Each active SCOB is drawn as a semi-transparent box with:
Direction label text (Bu-SCOB / Be-SCOB)
Optional midpoint line at 50% of the zone height (Mean Threshold)
🔸 Automatic Zone Extension and Object Management
Zones extend forward on each bar to remain visible until mitigation. The script also manages object count and chart cleanliness by:
Keeping internal arrays for bull and bear zones
Removing older stored zones if internal history grows too large
Displaying only the most recent “Active SCOB Limit” zones while hiding older ones
🔸 Alerts
Alerts are provided for newly confirmed detections:
Bullish SCOB Detected
Bearish SCOB Detected
Duplicate prints are prevented by tracking the last detected zone time for each direction.
🔹 Calculations
1) Volatility Regime Check (ATR vs ATR SMA)
float myAtr = ta.atr(14)
float atrSma = ta.sma(myAtr, 200)
bool isVolatile = myAtr > atrSma
If the Volatility Filter is enabled, the script requires isVolatile to be true before creating a SCOB zone.
2) Bullish SCOB Detection Logic
bool isBull = open > close and close > open and close > open and low < low and close > high
Interpretation of the conditions:
open > close confirms the candle at is bearish.
close > open confirms the order block candle at is bullish.
close > open confirms current candle is bullish.
low < low indicates a relative sweep on the order block candle’s low.
close > high confirms displacement by closing above the order block candle’s high.
Zone bounds for a bullish SCOB come from candle :
[isBull, high , low , time , isBear, high , low , time , isVolatile]
3) Bearish SCOB Detection Logic
bool isBear = open < close and close < open and close < open and high > high and close < low
Interpretation of the conditions:
open < close confirms the candle at is bullish.
close < open confirms the order block candle at is bearish.
close < open confirms current candle is bearish.
high > high indicates a relative sweep on the order block candle’s high.
close < low confirms displacement by closing below the order block candle’s low.
Zone bounds for a bearish SCOB also come from candle :
[isBull, high , low , time , isBear, high , low , time , isVolatile]
4) Multi-Timeframe (MTF) Selection
The script runs the detection logic on the chosen timeframe and projects results onto the current chart:
=
request.security(syminfo.tickerid, i_tf, detectLogic())
It also prevents duplicate zone creation by checking the last processed detection time:
var int lastBullTime = 0
var int lastBearTime = 0
if mtf_isBull and mtf_bullTime != lastBullTime
lastBullTime := mtf_bullTime
if mtf_isBear and mtf_bearTime != lastBearTime
lastBearTime := mtf_bearTime
5) Overlap Validation
Before pushing a new zone, overlap is checked against existing zones:
if volPass and not bullArray.hasOverlap(mtf_bullTop, mtf_bullBot)
SCOB newScob = SCOB.new(top = mtf_bullTop, bottom = mtf_bullBot, barStart = mtf_bullTime, isBull = true)
bullArray.push(newScob)
if volPass and not bearArray.hasOverlap(mtf_bearTop, mtf_bearBot)
SCOB newScob = SCOB.new(top = mtf_bearTop, bottom = mtf_bearBot, barStart = mtf_bearTime, isBull = false)
bearArray.push(newScob)
6) Mitigation Logic (Close vs Wick)
Mitigation is evaluated every bar. Bullish zones mitigate below the bottom; bearish zones mitigate above the top:
method isMitigated(SCOB this, string style, float currentClose, float currentHigh, float currentLow) =>
bool mitigated = false
if this.isBull
float price = style == "Close" ? currentClose : currentLow
mitigated := (price < this.bottom)
else
float price = style == "Close" ? currentClose : currentHigh
mitigated := (price > this.top)
mitigated
tncylyv - Improved Delta Volume BubbleThis script is a specialized modification and structural upgrade of the excellent "Delta Volume Bubble " by tncylyv.
While the original tool provided a fantastic foundation for statistical volume analysis, this "Zero Float" Edition was built to solve specific visual challenges faced by active traders—specifically the issue of indicators "floating" or disconnecting from price when zooming in on lower timeframes.
The Straight Improvements
This version turns a "Signal Indicator" into a complete "Trading System" with five specific upgrades:
1. Visual Stability (The "Zero Float" Fix)
Original: Used complex coordinates that could desynchronize, causing bubbles to drift or float away from candles on fast charts (1m/5m).
My Upgrade: Implemented "Magnetic Anchoring." Labels and bubbles are now physically locked to the candle wicks. They never drift, overlap, or float, no matter how much you zoom or resize the chart.
2. Cognitive Load (The HUD)
Original: Displayed raw numbers inside colored circles, requiring you to memorize color codes.
My Upgrade: Replaced numbers with Semantic Text Labels (e.g., "ABSORB", "SQUEEZE", "MOMENTUM"). You can read the market intent instantly without decoding it.
3. Regime Adaptation (AI Engine)
Original: Used a fixed threshold (e.g., Z-Score > 2.0).
My Upgrade: Added an Adaptive Learning Window. The script scans recent volatility to automatically raise the threshold during choppy markets (filtering noise) and lower it during quiet sessions (catching subtle entries).
4. Market Memory (Smart Structure)
Original: Signals disappeared into history.
My Upgrade: Draws Support/Resistance Rails extending from major volume events. This helps you visualize exactly where institutions are defending their positions.
5. Robust Data Handling
My Upgrade: Added a Hybrid Fallback Engine. If granular 1-minute data isn't available (e.g., on historical charts), the script seamlessly switches to an estimation model so the indicator never "breaks" or disappears.
Core Logic
Z-Score Normalization: We don't look at raw volume; we look at statistical anomalies (Standard Deviations).
Absorption: Detects "Effort vs. Result"—high volume with tiny price movement (Trapped Traders).
Squeeze: Highlights areas where a breakout is imminent due to volatility compression.
Credits
Original Concept & Code: tncylyv (Delta Volume Bubble ). This script would not exist without his brilliant groundwork.
Modifications: Visual Anchoring, HUD Text System, AI Thresholding, and Structure Rails added in this edition.
This script is open-source to keep the spirit of the original author alive. Use it to understand the "Why" behind the move.
Reversal Engine PRO - Regime Aware# Reversal Engine PRO · Regime Aware
## 📖 简介 / Introduction
**Reversal Engine PRO** 是一个高级反转交易系统，通过多层分析框架识别市场反转机会。系统采用"结构-能力-评分"三层架构，结合自适应分位评级机制，能够准确捕捉趋势衰竭和反转信号。
**Reversal Engine PRO** is an advanced reversal trading system that identifies market reversal opportunities through a multi-layer analysis framework. The system adopts a "Structure-Capability-Scoring" three-layer architecture, combined with an adaptive percentile grading mechanism, to accurately capture trend exhaustion and reversal signals.
---
## 🎯 核心特性 / Core Features
### 多层分析架构 / Multi-Layer Analysis Architecture
1. **L1 结构层（Structure Layer）**
- 识别市场结构变化（突破/跌破）
- 检测价格与RSI的背离模式
- Identify market structure changes (breakouts/breakdowns)
- Detect divergence patterns between price and RSI
2. **L2 能力刻画层（Capability Layer）**
- 连续量化反转能力
- 综合RSI、波动率、趋势衰竭、价格偏离度
- Continuously quantifies reversal capability
- Integrates RSI, volatility, trend exhaustion, and price deviation
3. **自适应分位评级（Adaptive Percentile Grading）**
- Grade 1-4 动态评级系统
- 基于历史120根K线的百分位排名
- Dynamic grading system (Grade 1-4)
- Based on percentile ranking over 120 historical bars
### 信号类型 / Signal Types
#### R0: Momentum Failure（动量衰竭）
- **颜色**: 黄色菱形 / Yellow Diamond
- **特点**: 早期反转信号，捕捉趋势动量衰竭
- **特点**: Early reversal signal, captures trend momentum failure
- **条件**: 趋势方向 + RSI背离 + 价格偏离 + Grade ≥ 2
#### R1: Exhaustion Reversal（衰竭反转）
- **颜色**:
- Long: 青色圆圈 / Teal Circle
- Short: 橙色圆圈 / Orange Circle
- **特点**: 主要反转信号，评分制，包含主导/非主导分类
- **特点**: Main reversal signal, scoring-based, includes dominant/non-dominant classification
- **分级**:
- **Grade 4** (rev_pct > 97%): 大圆圈，最强信号
- **Grade 3** (rev_pct > 88%): 中圆圈，强信号
- **Grade 2** (rev_pct > 65%): 小圆圈，中等信号
- **Grade 1** (rev_pct ≤ 65%): 不显示（默认）
#### R2: Pullback（顺趋势回调）
- **颜色**:
- Long: 蓝色圆圈 / Blue Circle
- Short: 紫色圆圈 / Purple Circle
- **特点**: 顺趋势回调入场信号，默认关闭
- **特点**: Trend-following pullback entry signal, disabled by default
---
## ⚙️ 参数设置 / Parameters
### 基础指标参数 / Basic Indicator Parameters
| 参数 / Parameter | 默认值 / Default | 说明 / Description |
|-----------------|-----------------|-------------------|
| `fastLen` | 21 | 快速EMA周期 / Fast EMA Period |
| `slowLen` | 55 | 慢速EMA周期 / Slow EMA Period |
| `rsiLen` | 14 | RSI周期 / RSI Period |
| `atrLen` | 14 | ATR周期 / ATR Period |
| `gradeLen` | 120 | 分位计算回看周期 / Percentile Lookback Period |
### 信号过滤 / Signal Filtering
**Signal Filter Level** (默认: Conservative)
- **Conservative**: 只显示 Grade 3-4 信号（最高质量）
- **Moderate**: 显示 Grade 2-4 信号
- **Aggressive**: 显示所有信号（Grade 1-4）
**Show R2 Pullback Signals** (默认: false)
- 控制是否显示 R2 顺趋势回调信号
- Controls whether to show R2 trend-following pullback signals
### 可视化选项 / Visualization Options
| 选项 / Option | 默认值 / Default | 说明 / Description |
|-------------|----------------|-------------------|
| `Color Candles by Reversal Maturity` | true | 根据反转成熟度给K线上色 / Color candles by reversal maturity |
| `Show Background Zones` | true | 显示背景色区域 / Show background color zones |
| `Show rev_pct Labels` | true | 显示成熟度标签 / Show maturity labels |
---
## 📊 标签说明 / Label Explanation
每个主导信号上会显示标签：**T:XX M:YY**
Each dominant signal displays a label: **T:XX M:YY**
### T (Tension) - 反转张力指数
- **范围**: 0-100
- **含义**: 反映当前反转张力的真实强度
- **计算**: 70% 基于 rev_score（反转张力原始值）+ 30% 基于 rev_pct 斜率（上升速度）
- **Range**: 0-100
- **Meaning**: Reflects the true strength of current reversal tension
- **Calculation**: 70% based on rev_score (raw reversal tension) + 30% based on rev_pct slope (rising speed)
### M (Maturity) - 成熟度进度
- **范围**: 0-100
- **含义**: 反映反转成熟度的累积进度
- **计算**: rev_pct 基础值 + 斜率加成（如果正在加速成熟）
- **Range**: 0-100
- **Meaning**: Reflects the cumulative progress of reversal maturity
- **Calculation**: rev_pct base value + slope boost (if accelerating maturity)
**示例 / Example**: `T:85 M:72` 表示反转张力85，成熟度进度72
**Example**: `T:85 M:72` means reversal tension 85, maturity progress 72
---
## 🎨 可视化功能 / Visualization Features
### 1. K线颜色映射 / Candle Color Mapping
- **Grade 4**: 深色（透明度20%），最强信号
- **Grade 3**: 中等（透明度50%），强信号
- **Grade 2**: 浅色（透明度70%），中等信号
- **Long信号**: 绿色系 / Green tones
- **Short信号**: 红色系 / Red tones
### 2. 背景色区域 / Background Color Zones
- 在信号附近显示半透明背景色
- 颜色深度反映信号强度（Grade 4最深）
- Semi-transparent background colors near signals
- Color depth reflects signal strength (Grade 4 darkest)
### 3. 动态透明度 / Dynamic Transparency
- 信号透明度根据 `rev_pct` 的斜率/曲率动态调整
- 快速上升的信号更亮（更不透明）
- Signal transparency dynamically adjusts based on rev_pct slope/curvature
- Rapidly rising signals are brighter (less transparent)
---
## 💡 使用建议 / Usage Recommendations
### 交易者建议 / For Traders
1. **默认设置推荐**
- 使用 **Conservative** 模式（只显示 Grade 3-4）
- 关闭 R2 信号（专注于反转交易）
- Use **Conservative** mode (only Grade 3-4)
- Disable R2 signals (focus on reversal trading)
2. **信号解读**
- **Grade 4**: 最高质量，优先考虑
- **Grade 3**: 高质量，可作为主要信号
- **Grade 2**: 中等质量，需要更多确认
- **Grade 4**: Highest quality, prioritize
- **Grade 3**: High quality, can be used as main signal
- **Grade 2**: Medium quality, requires more confirmation
3. **标签解读**
- **T值高（>70）**: 反转张力强，反转概率高
- **M值高（>80）**: 成熟度高，反转时机成熟
- **T值高 + M值高**: 最佳反转机会
- **High T (>70)**: Strong reversal tension, high reversal probability
- **High M (>80)**: High maturity, reversal timing is mature
- **High T + High M**: Best reversal opportunity
4. **避免早抄**
- rev_pct < 60% 的信号只当"提醒"，不当"决策"
- 等待信号成熟（M值上升）再入场
- Signals with rev_pct < 60% are only "alerts", not "decisions"
- Wait for signal maturity (rising M value) before entry
### 系统设计者建议 / For System Designers
1. **参数调优**
- `gradeLen`: 调整分位计算周期（默认120）
- `fastLen/slowLen`: 调整趋势识别敏感度
- `gradeLen`: Adjust percentile calculation period (default 120)
- `fastLen/slowLen`: Adjust trend identification sensitivity
2. **可视化调试**
- 开启所有可视化选项，观察信号成熟过程
- 关注 `rev_pct` 的爬升曲线（0.6 → 0.75 → 0.9 → 0.98）
- Enable all visualization options to observe signal maturation process
- Focus on rev_pct climbing curve (0.6 → 0.75 → 0.9 → 0.98)
---
## 🔬 技术原理 / Technical Principles
### 反转评分系统 / Reversal Scoring System
系统通过以下维度综合评分：
The system scores comprehensively through the following dimensions:
1. **结构层（Structure）**: 价格背离 + RSI背离
2. **能力层（Capability）**:
- 价格偏离度（30%）
- 趋势衰竭（25%）
- RSI极端度（25%）
- 波动率（20%）
3. **Sigmoid激活**: 将原始评分转换为0-1的概率值
4. **分位评级**: 基于历史120根K线的百分位排名
### 主导反转锁定 / Dominant Reversal Lock
- 在同一时间窗口内，只允许"分位更极端"的那一侧成为主导反转
- 避免同时显示相反方向的信号
- Within the same time window, only the "more extreme percentile" side becomes the dominant reversal
- Prevents simultaneous display of opposite-direction signals
---
## ⚠️ 免责声明 / Disclaimer
本指标仅供学习和研究使用，不构成任何投资建议。交易有风险，请谨慎使用。
This indicator is for educational and research purposes only and does not constitute any investment advice. Trading involves risks, please use with caution.
---
## 📝 更新日志 / Changelog
### Version 5.0
- ✅ 添加反转成熟度可视化（K线颜色、背景色、标签）
- ✅ 实现主导反转方向锁定机制
- ✅ 优化信号过滤和显示逻辑
- ✅ Added reversal maturity visualization (candle colors, background zones, labels)
- ✅ Implemented dominant reversal direction lock mechanism
- ✅ Optimized signal filtering and display logic
---
## 🤝 贡献 / Contributing
欢迎提交问题和改进建议！
Feel free to submit issues and improvement suggestions!
---
**作者 / Author**: Hongru
**版本 / Version**: 5.0
**Pine Script版本 / Pine Script Version**: v6
Bloomberg Terminal//@version=6
indicator("Bloomberg Terminal ", shorttitle="QUANTLABS", overlay=true, max_lines_count=500, max_labels_count=500)
// =============================================================================
// I. SETTINGS & THEME (ULTIMATE FIDELITY)
// =============================================================================
group_layout = "Terminal Layout"
sz_text = input.string(size.large, "Font Size", options= , group=group_layout)
pos_main = input.string(position.top_right, "Position", options= , group=group_layout)
group_colors = "Terminal Colors"
c_bg_main = color.black
c_bg_alt = color.rgb(15, 15, 15) // Subtle Zebra
c_amber = input.color(#ffb300, "Terminal Amber", group=group_colors)
c_header = input.color(#00294d, "Bloomberg Blue", group=group_colors)
c_bull = input.color(#00e676, " Terminal Green", group=group_colors)
c_bear = input.color(#ff1744, "Terminal Red", group=group_colors)
c_neutral = input.color(#b0bec5, "Terminal Gray", group=group_colors)
c_white = color.white
// =============================================================================
// II. DATA ENGINE & SPARKLINE LOGIC
// =============================================================================
type asset_data
float price
float chg
float rvol
bool is_up
float c1
float c2
float c3
f_get_stats(_sym) =>
= request.security(_sym, timeframe.period, [close, open, volume, ta.sma(volume, 20), close , close ], ignore_invalid_symbol=true)
_chg = (_c - _o) / _o * 100
asset_data.new(_c, _chg, _v / (_avg_v + 0.0001), _chg >= 0, _c, _c1, _c2)
// Market Data
d_spy = f_get_stats("AMEX:SPY")
d_qqq = f_get_stats("NASDAQ:QQQ")
d_iwm = f_get_stats("AMEX:IWM")
d_btc = f_get_stats("BINANCE:BTCUSDT")
d_eth = f_get_stats("BINANCE:ETHUSDT")
d_gold = f_get_stats("TVC:GOLD")
d_oil = f_get_stats("TVC:USOIL")
d_dxy = f_get_stats("TVC:DXY")
d_us10y = f_get_stats("TVC:US10Y")
d_vix = f_get_stats("CBOE:VIX")
// Active Ticker Intelligence
rsi = ta.rsi(close, 14)
= ta.supertrend(3, 10)
avg_vol = ta.sma(volume, 20)
rvol = volume / avg_vol
atr = ta.atr(14)
// Sparkline Generator (Text Based)
// We use simple block characters to simulate a "Trend"
// logic: if Price > Open -> Bullish Block, else Bearish Block.
// Ideally we'd have history but keeping it simple for now.
// Sparkline Generator (3-Bar Mini Chart)
// Sparkline char generator
f_spark_char(_p, _min, _rng) =>
_rel = (_p - _min) / (_rng == 0 ? 1 : _rng)
_rel < 0.33 ? " " : (_rel < 0.66 ? "▃" : "▇")
// Sparkline Generator (3-Bar Mini Chart)
f_spark(_d) =>
// Simple logic: Normalize 3 prices to choose low/med/high blocks
_min = math.min(_d.c1, math.min(_d.c2, _d.c3))
_max = math.max(_d.c1, math.max(_d.c2, _d.c3))
_rng = _max - _min
f_spark_char(_d.c2, _min, _rng) + f_spark_char(_d.c1, _min, _rng) + f_spark_char(_d.c3, _min, _rng)
// =============================================================================
// III. UI RENDERER (TEXT BASED TERMINAL)
// =============================================================================
// Table with thick outer frame but NO inner grid lines
var table term = table.new(pos_main, 4, 30, border_width=0, frame_width=2, frame_color=color.rgb(40,40,40), bgcolor=c_bg_main)
f_txt(_t, _c, _r, _txt, _col, _align, _bg) =>
table.cell(_t, _c, _r, _txt, text_color=_col, text_halign=_align, text_size=sz_text, bgcolor=_bg, text_font_family=font.family_monospace)
// Helper to print a row
// Helper to print a row with Zebra Striping
f_row(_row_idx, _name, _d) =>
_c_p = _d.is_up ? c_bull : c_bear
_bg_row = _row_idx % 2 == 0 ? c_bg_main : c_bg_alt // Zebra Logic
// Col 0: Ticker
f_txt(term, 0, _row_idx, _name, c_amber, text.align_left, _bg_row)
// Col 1: Price
f_txt(term, 1, _row_idx, str.tostring(_d.price, "#.##"), c_white, text.align_right, _bg_row)
// Col 2: Chg%
f_txt(term, 2, _row_idx, str.tostring(_d.chg, "+#.##") + "%", _c_p, text.align_right, _bg_row)
// Col 3: Spark (Simulated Trend)
f_txt(term, 3, _row_idx, f_spark(_d), _c_p, text.align_center, _bg_row)
if barstate.islast
// --- ROW 0: TOP MENU (F-Keys) - BLACK BG ---
_menu = " 1 2 3 4 5 6 7 8 9"
table.cell(term, 0, 0, _menu, text_color=c_amber, bgcolor=c_bg_main, text_halign=text.align_left, text_size=size.tiny, text_font_family=font.family_monospace)
table.merge_cells(term, 0, 0, 3, 0)
// --- ROW 1: BRANDING HEADER - BLACK BG ---
_time = str.format("{0,date,HH:mm:ss} EST", time)
// Simulated "BLOOMBERG" logo text + Time
f_txt(term, 0, 1, "QUANTLABS PROFESSIONAL | " + _time, c_amber, text.align_left, c_bg_main)
table.merge_cells(term, 0, 1, 3, 1)
// --- ROW 2: PANEL HEADERS - BLUE BG ---
f_txt(term, 0, 2, "SECURITY", c_white, text.align_left, c_header)
f_txt(term, 1, 2, "LAST PRICE", c_white, text.align_right, c_header)
f_txt(term, 2, 2, "NET CHANGE", c_white, text.align_right, c_header)
f_txt(term, 3, 2, "TREND", c_white, text.align_center, c_header)
// --- DATA ROWS (WATCHLIST) ---
f_row(3, "SPX Index", d_spy)
f_row(4, "NDX Index", d_qqq)
f_row(5, "RTY Index", d_iwm)
f_row(6, "VIX Index", d_vix)
// Separator
f_txt(term, 0, 7, ">> FX / CRYPTO", c_amber, text.align_left, color.new(c_header, 50))
table.merge_cells(term, 0, 7, 3, 7)
f_row(8, "BTCUSD Curncy", d_btc)
f_row(9, "ETHUSD Curncy", d_eth)
f_row(10, "DXY Curncy", d_dxy)
f_row(11, "XAU Curncy", d_gold)
// --- INTELLIGENCE SECTION ---
f_txt(term, 0, 12, ">> ACTIVE TICKER ANALYTICS", c_amber, text.align_left, color.new(c_header, 50))
table.merge_cells(term, 0, 12, 3, 12)
// Active Stats Row 1
f_txt(term, 0, 13, "RSI(14): " + str.tostring(rsi, "#.0"), c_white, text.align_left, c_bg_main)
c_rsi = rsi > 70 ? c_bear : (rsi < 30 ? c_bull : c_white)
f_txt(term, 1, 13, rsi > 70 ? "OVERBOUGHT" : (rsi < 30 ? "OVERSOLD" : "NEUTRAL"), c_rsi, text.align_right, c_bg_main)
// Active Stats Row 2
f_txt(term, 0, 14, "REL VOL(20): " + str.tostring(rvol, "#.1") + "x", c_white, text.align_left, c_bg_main)
c_vol = rvol > 2.0 ? c_amber : c_neutral
f_txt(term, 1, 14, rvol > 2.0 ? "HIGH ADVISE" : "NORMAL", c_vol, text.align_right, c_bg_main)
// Active Stats Row 3 (Merged)
_tr_txt = close > st_val ? "BULLISH TREND" : "BEARISH TREND"
c_tr = close > st_val ? c_bull : c_bear
f_txt(term, 0, 15, _tr_txt, c_tr, text.align_center, c_bg_main)
table.merge_cells(term, 0, 15, 3, 15)
// --- COMMAND LINE ---
// Blinking cursor effect
_blink = int(timenow / 500) % 2 == 0 ? "_" : " "
_cmd = "COMMAND: MONITOR " + syminfo.ticker + " " + _blink
f_txt(term, 0, 17, _cmd, c_amber, text.align_left, color.new(#222222,0))
table.merge_cells(term, 0, 17, 3, 17)
// --- NEWS TICKER (Multi-Line) ---
// We'll simulate a log by checking conditions
_msg1 = "SYSTEM READY..."
_msg2 = "MONITORING MARKETS..."
_msg3 = "NO ACTIVE ALERTS"
// Priority Alert Overwrite
if rvol > 3.0
_msg3 := ">> WHALE ALERT: VOL SPIKE <<"
else if rsi > 75
_msg3 := ">> EXTREME OB DETECTED <<"
else if rsi < 25
_msg3 := ">> EXTREME OS DETECTED <<"
// Render 3 lines of logs
f_txt(term, 0, 18, "LOG : " + _msg3, _msg3 == "NO ACTIVE ALERTS" ? c_neutral : c_amber, text.align_left, c_bg_main)
table.merge_cells(term, 0, 18, 3, 18)
f_txt(term, 0, 19, "LOG : " + _msg2, c_neutral, text.align_left, c_bg_main)
table.merge_cells(term, 0, 19, 3, 19)
f_txt(term, 0, 20, "LOG : " + _msg1, c_neutral, text.align_left, c_bg_main)
table.merge_cells(term, 0, 20, 3, 20)
ATR-Normalized VWMA DeviationThis indicator measures how far price deviates from the Volume-Weighted Moving Average ( VWMA ), normalized by market volatility ( ATR ). It identifies significant price reversal points by combining price structure and volatility-adjusted deviation behavior.
The core idea is to use VWMA as a dynamic trend anchor, then measure how far price travels away from it relative to recent volatility . This helps highlight when price has stretched too far and may be due for a reversal or pullback.
How it works:
VWMA deviation is calculated as the difference between price and the VWMA.
That deviation is divided by ATR (Average True Range) to normalize for current volatility.
The script tracks the highest and lowest normalized deviations over the chosen lookback period.
It also tracks price structure (highest/lowest highs/lows) over the same period.
A reversal signal is generated when a historical extreme in deviation aligns with a price structure extreme, and a confirmed reversal candle forms.
You get visual signals and color highlights where these conditions occur.
Settings explained:
Lookback period defines how many bars the script uses to find recent extremes.
ATR length controls how volatility is measured.
VWMA length controls how the volume-weighted moving average is calculated.
Signal filters help refine entries based on price vs deviation behavior.
Display options let you customize how signals and levels appear on the chart.
This indicator is especially useful for spotting potential turning points where price has moved far from VWMA relative to volatility, suggesting possible exhaustion or overextension.
Tips for use:
Combine with broader trend context (higher timeframe support/resistance).
Use with risk management rules (position sizing, stops) — signals are guides, not guaranteed entries.
Adjust lookback and ATR settings based on your trading timeframe and asset volatility.
TwinSmooth ATR Bands | QuantEdgeBTwinSmooth ATR Bands | QuantEdgeB
🔍 Overview
TwinSmooth ATR Bands | QuantEdgeB is a dual-smoothing, ATR-adaptive trend filter that blends two complementary smoothing engines into a single baseline, then builds dynamic ATR bands around it to detect decisive breakouts. When price closes above the upper band it triggers a Long regime; when it closes below the lower band it flips to Short—otherwise it stays neutral. The script enhances clarity with regime-colored candles, an active-band fill, and an optional on-chart backtest table.
✨ Key Features
1. 🧠 Twin-Smooth Baseline (Dual Engine Blend)
- Computes two separate smoothed baselines (a slower “smooth” leg + a faster “responsive” leg).
- Blends them into a single midpoint baseline for balanced stability + speed.
- Applies an extra EMA smoothing pass to produce a clean trend_base.
2. 📏 ATR Volatility Bands
- Builds upper/lower bands using ATR × multiplier around the trend_base.
- Bands expand in volatile conditions and contract when markets quiet down—auto-adapting without manual tweaks.
3. ⚡ Clear Breakout Regime Logic
- Long when close > upperBand.
- Short when close < lowerBand.
- Neutral otherwise (no forced signals inside the band zone).
4. 🎨 Visual Clarity
- Plots only the active band (lower band in long regime, upper band in short regime).
- Fills between active band and price for instant regime context.
- Colors candles to match the current state (bullish / bearish / neutral).
- Multiple color palettes + transparency control.
💼 Use Cases
• Trend Confirmation Filter: Use the regime as a higher-confidence trend gate for entries from other indicators.
• Breakout/Breakdown Trigger: Trade closes outside ATR bands to catch momentum expansions.
• Volatility-Aware Stops/Targets: Bands naturally reflect volatility, making them useful as adaptive reference levels.
• Multi-Timeframe Alignment: Confirm higher-timeframe regime before executing on lower timeframes.
🎯 For Who
• Trend Traders who want clean regime shifts without constant whipsaw.
• Breakout Traders who prefer confirmation via ATR expansion rather than raw MA crossovers.
• System Builders needing a simple, robust “state engine” (Long / Short / Neutral) to plug into larger strategies.
• Analysts who want quick on-chart validation with a backtest table.
⚙️ Default Settings
• SMMA Length (Base Smooth Leg): 24
• TEMA Length (Base Responsive Leg): 8
• EMA Extra Smoothing: 14
• ATR Length: 14
• ATR Multiplier: 1.1
• Color Mode: Alpha
• Color Transparency: 30
• Backtest Table: On (toggleable)
• Backtest Start Date: 09 Oct 2017
• Labels: Off by default
📌 Conclusion
TwinSmooth ATR Bands | QuantEdgeB merges a dual-speed smoothing core into a single trend baseline, then wraps it with ATR-based bands to deliver clean, volatility-adjusted breakout signals. With regime coloring, active-band plotting, and optional backtest stats, it’s a compact, readable tool for spotting momentum shifts and trend continuation across any market and timeframe.
🔹 Disclaimer: Past performance is not indicative of future results. Always backtest and align settings with your risk tolerance and objectives before live trading.
🔹 Strategic Advice: Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.
S/R HTF (D + 4H) | Clusters+Pivots | Stable | Styles+AlertsThis indicator plots higher-timeframe Support/Resistance levels based on the Daily and 4-Hour charts, and keeps them stable (not dependent on how much history is loaded or how you scroll/zoom).
What it does
Daily levels (D) are calculated from the last lenD closed daily candles (default: 120).
4H levels (240) are calculated from the last lenH4 closed 4H candles (default: 300).
Levels come from two sources:
Clusters (value areas): prices where candle closes occur frequently within a narrow range.
The range width is derived from ATR × step multiplier.
Pivots: recent pivot highs and pivot lows (with left/right pivot settings).
The script merges nearby levels (within a tolerance) to avoid duplicates.
Stability / update logic
Levels are computed with request.security() on "D" and "240", so the result is independent of the chart timeframe you’re currently viewing.
Lines are drawn using bar time anchoring and extend mode, so they remain fixed to price and do not “jump” when you zoom or scroll.
Levels are recalculated on a calendar schedule (default: every 2 days, timeframe "2D"). Between recalculations, levels remain unchanged.
Visual customization
From the settings panel you can configure:
Show/hide Daily and/or 4H levels
Show/hide Clusters and/or Pivots
Line width for clusters and pivots
Line style (Solid / Dashed / Dotted) for clusters and pivots
Colors and opacity for Daily and 4H lines
Line extension: Left / Right / Both
Alerts
The indicator can trigger alerts when price:
Touches a level (bar range crosses the level: high >= level and low <= level)
Approaches a level (distance is within a threshold)
Approach threshold can be defined as:
Ticks
ATR multiplier
Percent of price
To use dynamic alert text (level + distance):
Create an alert in TradingView using: “Any alert() function call”.
Notes / limitations
“Last N candles” depends on available symbol history; if the symbol doesn’t have enough Daily/4H history, some levels may be na.
Cluster quality depends on ATR-based bin size; adjusting the step multipliers can improve results per instrument and volatility regime.
CRR Nemesis - Institutional Multi Layer Gold Decision SystemCRR Nemesis is an institutional multi-layer decision system designed specifically for XAUUSD scalping and intraday trading.
It is not a simple combination of indicators.
Nemesis is a structured permission-based engine that filters market conditions using hierarchical multi-timeframe logic, smart money structure, institutional timing, Fibonacci mitigation zones and candlestick power confirmation.
Instead of producing constant buy/sell signals, Nemesis creates trade permission states.
A trade is only allowed when all institutional layers agree.
System architecture
Multi-timeframe direction engine
Nemesis analyzes trend permission across 1m, 5m, 15m and 1D.
Lower timeframes must align with or not contradict higher-timeframe structure.
Smart money structure (SMC)
Tracks HH, HL, LH, LL sequences, break of structure (BOS), change of character (ChoCH) and internal swing ranges.
Institutional mitigation zones
Automatically draws bullish and bearish mitigation zones based on internal swing structure and ATR logic.
Fibonacci mitigation engine
Defines premium and discount areas (38.2%–78.6%) to identify institutional entry zones.
Anti-trap institutional filter
Blocks low-probability and retail-type entries, preventing buy traps and false momentum trades.
Institutional session timing engine
Uses real New York, London and Tokyo session timing to define high-probability trading windows.
Candlestick power confirmation
Validates entries using institutional candlestick behavior such as engulfing patterns, strong impulse candles and reversal structures.
Pro setup engine
Final pro buy and pro sell signals are only released when all layers are aligned.
How to use
• Use on XAUUSD
• Main execution timeframe: 1 minute
• Trade only during London and New York sessions
• Follow pro buy and pro sell labels
• Avoid trades when the system shows blocked conditions
Descripción en español
CRR Nemesis es un sistema institucional de decisión por capas diseñado para el scalping e intradía en XAUUSD.
No es un mashup de indicadores, sino un motor de permisos de entrada que filtra condiciones mediante estructura Smart Money, zonas de mitigación institucional, Fibonacci, sesiones reales y confirmación por velas.
Nemesis bloquea operaciones de baja probabilidad y libera setups pro solo cuando todas las capas institucionales están alineadas.
Volatility Regimes | GainzAlgo📊 OVERVIEW
This is a comprehensive ATR-based trading system designed for professional traders who need advanced volatility analysis, precise trade management, and intelligent market-regime detection.
The indicator combines multiple proven volatility concepts into one powerful, highly customizable tool.
⚙️ CORE FEATURES
1️⃣ ATR BANDS (Dynamic Support & Resistance)
- Three levels of ATR-based bands plotted around price
- Band 1 (1× ATR): Closest support/resistance, primary TP target
- Band 2 (2× ATR): Secondary TP target, stronger S/R zone
- Band 3 (3× ATR): Extended TP target, major S/R level
- Bands adapt to volatility in real time
- Dotted lines mark TP points on the latest candle
2️⃣ VOLATILITY REGIME DETECTION (Market Phase Analysis)
Automatically classifies the market into four distinct volatility regimes:
🟢 COMPRESSION
ATR < 70% of baseline
Low-volatility consolidation, market is coiling
Best for: Preparing breakouts, tightening stops
🟠 EXPANSION
ATR 115–140% of baseline
Volatility breakout, early trend formation
Best for: Breakout entries, momentum trades
🔴 HIGH VOLATILITY
ATR > 140% of baseline
Strong sustained trend, maximum participation
Best for: Trend following, trailing stops
🟣 EXHAUSTION
Declining ATR after high volatility
Trend maturity, potential pause or reversal
Best for: Profit taking, reducing exposure
Additional details:
- Uses ATR Ratio (Current ATR / Long-term Baseline)
- Non-repainting logic with historical confirmation
- Background shading + regime labels for instant clarity
- Diamond markers highlight regime changes
3️⃣ DYNAMIC STOP-LOSS SYSTEM
- Automatically calculates optimal stop distance using ATR
- Adapts to current market volatility
- Separate logic for bullish and bearish trades
- Default 2× ATR multiplier (adjustable 0.5× – 5×)
- Visual cross markers display stop levels
- Tighter stops in low volatility, wider in high volatility
4️⃣ MULTIPLE TAKE-PROFIT LEVELS (TP1 / TP2 / TP3)
- Three progressive profit targets for scaling out
- TP1 (1.5× ATR): First partial profit
- TP2 (2.5× ATR): Secondary scale-out
- TP3 (4.0× ATR): Final target or runner
- Dashed lines with labels on the current bar
- Automatically aligns with trend direction
- Fully customizable multipliers
5️⃣ SUPPORT & RESISTANCE LEVELS
- Dynamic S/R detection using price extremes
- ATR-weighted significance filtering
- Adjustable lookback period (10–100 bars)
- Circle markers for visual clarity
- Updates in real time as new highs/lows form
6️⃣ RISK MANAGEMENT CALCULATOR
- Real-time position-size calculation
- Based on account size, risk percentage, and ATR stop distance
- Formula: Position Size = Risk Amount ÷ Stop Distance
- Example: $10,000 account, 1% risk, $50 stop = 200 shares
- Displays position size and dollar risk directly on chart
- Ensures consistent risk across all trades
7️⃣ ATR PERCENTILE RANKING
- Shows where current ATR ranks historically (0–100%)
- Above 80%: Extremely high volatility
- 20–80%: Normal volatility
- Below 20%: Extremely low volatility
- Adjustable lookback (50–500 bars)
- Alerts trigger at above 90% and below 10% extremes
- Adds context to all regime-based decisions
8️⃣ VOLATILITY CONTRACTION PATTERN
- Detects tight consolidation (volatility squeeze)
- Requires consecutive bars of low ATR
- Default: 7 bars below 50% of average ATR
- Yellow triangle alert when pattern completes
- Often precedes strong breakout moves
- Works on all timeframes
9️⃣ TREND DETECTION SIGNALS
- Up and down arrows on trend change with rising ATR
- Combines price direction with volatility confirmation
- Smoothing filters reduce false signals
- Green arrow for bullish, red arrow for bearish
🔟 VOLATILITY BREAKOUT SIGNALS
- Circle markers when ATR exceeds threshold
- Default threshold: 1.5× ATR average
- Indicates surge in market activity
- Can signal the start of new trends
🧠 RECOMMENDED SETTINGS BY TRADING STYLE
Day Trading (1m–15m)
ATR Length: 14
Regime Baseline: 30
SL Multiplier: 1.5–2.0
TP: 1.5 / 2.5 / 4.0
Risk: 0.5–1%
Swing Trading (1H–4H)
ATR Length: 14
Regime Baseline: 50
SL Multiplier: 2.0–2.5
TP: 2.0 / 3.5 / 6.0
Risk: 1–2%
Position Trading (Daily)
ATR Length: 14–21
Regime Baseline: 100
SL Multiplier: 2.5–3.0
TP: 3.0 / 5.0 / 8.0
Risk: 2–3%
Scalping (15s–5m)
ATR Length: 10
Regime Baseline: 20
SL Multiplier: 1.0–1.5
TP: 1.0 / 1.5 / 2.5
Risk: 0.5–1%
🧭 HOW TO USE
1. Identify the current volatility regime
2. Wait for entry confirmation (breakouts, trend arrows, contraction patterns)
3. Set stop loss using dynamic ATR-based levels
4. Scale out at TP1, TP2, TP3 or use ATR bands
5. Use the risk calculator for consistent position sizing
6. Monitor regime changes and manage exposure accordingly
🚨 ALERT SYSTEM
Alerts included for volatility breakouts, trend changes, regime transitions, ATR band crosses, contraction pattern completion, and ATR percentile extremes.
All alerts are fully configurable in TradingView.
🎨 VISUAL GUIDE
Background colors: Volatility regimes
Solid lines: ATR bands
Dotted lines: Latest TP points
Dashed lines: Take-profit levels
Cross markers: Stop-loss levels
Circles: Support, resistance, and breakouts
Arrows: Trend direction
Diamonds: Regime changes
Triangles: Contraction alerts
Labels: Regime info, ATR percentile, position size
🛠️ CUSTOMIZATION
- Toggle any feature on or off
- Adjust all thresholds and multipliers
- Customize colors
- Configure alerts
- Set account size and risk parameters
⚠️ IMPORTANT NOTES
- This indicator provides analytical tools, not trading signals
- Always apply proper risk management
- Backtest before live use
- ATR adapts to volatility, not direction
If you find this indicator useful, please leave a rating and comment ⭐
Kalman Hull Kijun [BackQuant]Kalman Hull Kijun
A trend baseline that merges three ideas into one clean overlay, Kalman filtering for noise control, Hull-style responsiveness, and a Kijun-like Donchian midline for structure and bias.
Context and lineage
This indicator sits in the same family as two related scripts:
Kalman Price Filter
This is the foundational building block. It introduces the Kalman filter concept, a state-estimation algorithm designed to infer an underlying “true” signal from noisy measurements, originally used in aerospace guidance and later adopted across robotics, economics, and markets.
Kalman Hull Supertrend
This is the original script made, which people loved. So it inspired me to create this one.
Kalman Hull Kijun uses the same core philosophy as the Supertrend variant, but instead of building a Supertrend band system, it produces a single structural baseline that behaves like a Kijun-style reference line.
What this indicator is trying to solve
Most trend baselines sit on a bad trade-off curve:
If you smooth hard, the line reacts late and misses turns.
If you react fast, the line whipsaws and tracks noise.
Kalman Hull Kijun is designed to land closer to the middle:
Cleaner than typical fast moving averages in chop.
More responsive than slow averages in directional phases.
More “structure aware” than pure averages because the baseline is range-derived (Kijun-like) after filtering.
Core idea in plain language
The plotted line is a Kijun-like baseline, but it is not built from raw candles directly.
High level flow:
Start with a chosen price stream (source input).
Reduce measurement noise using Kalman-style state estimation.
Add Hull-style responsiveness so the filtered stream stays usable for trend work.
Build a Kijun-like baseline by taking a Donchian midpoint of that filtered stream over the base period.
So the output is a single baseline that is intended to be:
Less jittery than a simple fast MA.
Less laggy than a slow MA.
More “range anchored” than standard smoothing lines.
How to read it
1) Trend and bias (the primary use)
Price above the baseline, bullish bias.
Price below the baseline, bearish bias.
Clean flips across the baseline are regime changes, especially when followed by a hold or retest.
2) Retests and dynamic structure
Treat the baseline like dynamic S/R rather than a signal generator:
In uptrends, pullbacks that respect the baseline can act as continuation context.
In downtrends, reclaim failures around the baseline can act as continuation context.
Repeated back-and-forth around the line usually means compression or chop, not clean trend.
3) Extension vs compression (using the fill)
The fill is meant to communicate “distance” and “pressure” visually:
Large separation between price and baseline suggests expansion.
Price compressing into the baseline suggests rebalancing and decision points.
Inputs and what they change
Kijun Base Period
Controls the structural memory of the baseline.
Higher values track broader swings and reduce flips.
Lower values track tighter swings and react faster.
Kalman Price Source
Defines what data the filter is estimating.
Close is usually the cleanest default.
HL2 often “feels” smoother as an average price.
High/Low sources can become more reactive and less stable depending on the market.
Measurement Noise
Think of this as the main smoothness knob:
Higher values generally produce a calmer filtered stream.
Lower values generally produce a faster, more reactive stream.
Process Noise
Think of this as adaptability:
Higher values adapt faster to changing conditions but can get twitchy.
Lower values adapt slower but stay stable.
Plotting and UI (what you see on chart)
1) Adaptive line coloring
Baseline turns bullish color when price is above it.
Baseline turns bearish color when price is below it.
This makes the state readable without extra panels.
2) Gradient “energy” fill
Bull fill appears between price and baseline when above.
Bear fill appears between price and baseline when below.
The goal is clarity on separation and control, not decoration.
3) Rim effect
A subtle band around price that only appears on the active side.
Helps highlight directional control without hiding candles.
4) Candle painting (optional)
Candles can be colored to match the current bias.
Useful for scanning many charts quickly.
Disable if you prefer raw candles.
Alerts
Long state alert when price is above the baseline.
Short state alert when price is below the baseline.
Best used as a bias or regime notification, not a standalone entry trigger.
Where it fits in a workflow
This is a context layer, it pairs well with:
Market structure tools, BOS/MSB, OBs, FVGs.
Momentum triggers that need a regime filter.
Mean reversion tools that need “do not fade trends” context.
Limitations
No baseline eliminates chop whipsaws, tuning only manages the trade-off.
Settings should not be copy pasted across assets without checking behavior.
This does not forecast, it estimates and smooths state, then expresses it as a structural baseline.
Disclaimer
Educational and informational only, not financial advice.
Not a complete trading system.
If you use it in any trading workflow, do proper backtesting, forward testing, and risk management before any live execution.
SVP + candle + Max volume [midst]
SVP + DALY CANDLE + MAX VOLUME
A comprehensive trading indicator that combines Session Volume Profile (SVP), Higher Timeframe (HTF) Candles, and Intrabar Max Volume Price Detection into one powerful tool. Perfect for traders who want to understand price action, volume distribution, and key levels all in one place.
KEY FEATURES
Session Volume Profile
• Real-time volume distribution across price levels for the current session
• Point of Control (POC) - identifies the price with the highest traded volume
• Value Area High (VAH) & Low (VAL) - shows where 70% of the volume occurred (customizable percentage)
• Color-coded volume bars - distinguish between up volume (bullish) and down volume (bearish)
• Value area highlighting - clearly see the most important price zones
Higher Timeframe Candle Display
• Visual daily (or custom timeframe) candle overlaid on your current chart
• OHLC labels - see Open, High, Low, and Close prices clearly marked
• Fully customizable colors - separate colors for bullish/bearish bodies, borders, and wicks
• Adjustable positioning - move the candle and labels to your preferred location
Max Volume Price Detection
• Identifies the exact price level with maximum volume within each bar
• Uses Lower Timeframe (LTF) data for precise volume analysis (Premium+ required)
• Simple mode fallback - works on all TradingView plans
• Previous max volume marker - displays previous bar's max volume as a reference dot
• Real-time calculation - updates as each bar forms
ATR Table
• Dynamic ATR-based stop levels - automatically calculates potential stop-loss levels
• Multiple smoothing methods - RMA, SMA, EMA, WMA
• Customizable multiplier - adjust for your risk tolerance
• Clean table display - shows ATR value, high stop, and low stop
PERFECT FOR
Day traders analyzing intrabar volume distribution
Swing traders wanting HTF context on lower timeframes
Volume profile traders looking for key support/resistance levels
Price action traders seeking high-probability entry zones
HOW TO USE
Volume Profile Analysis
POC often acts as a magnet for price. VAH/VAL are key support/resistance levels. High volume nodes indicate strong price acceptance, while low volume nodes suggest potential breakout zones.
HTF Candle Context
See daily range while trading on 5m-1h charts. Daily open often acts as pivot point. Daily high/low are key levels to watch.
Max Volume Price
Black line shows where most volume traded in each bar. Previous max volume (dot) helps identify institutional activity. Clusters of max volume create strong support/resistance. Can possibly indicate a Wick bounce
ATR Stops
Use ATR-based levels for logical stop placement. Adjust multiplier based on market volatility.
SETTINGS & CUSTOMIZATION
Positioning
Control the global offset to move both candle and profile together. Fine-tune with individual offsets for candle and profile spacing.
Volume Profile
Adjustable number of rows (50-500) for granular or simplified view. Customizable width and placement (left/right). Value Area percentage control. Full color customization for all volume components.
HTF Candle
Any timeframe selection (default: Daily). Full color customization for bull/bear candles. Adjustable candle width. Toggle OHLC labels on/off. Control label distance and line widths.
Max Volume Price
Choose between Simple (all plans) or LTF mode (Premium+). Auto or manual LTF resolution. Custom color and line width. Toggle current and previous markers independently.
TECHNICAL NOTES
Maximum 5000 bars lookback for volume calculations
Works on all timeframes
LTF max volume requires TradingView Premium or higher
Optimized for performance with efficient array operations
For best results, use on liquid instruments with reliable volume data
Most effective on intraday charts (5min-1hour) for day trading and scalping strategies
For Entertainment and information only
Created by midst
Supply & Demand Zones (Volume-Based)📌 Supply & Demand Zones (Volume-Based) — Indicator Description
Overview
This indicator visually highlights potential supply and demand price zones using historical candle structure combined with relative volume behavior.The zones are intended to help users observe areas of increased market activity where price has previously reacted. This tool is designed for visual analysis only.
How the Zones Are Identified
Demand zones are highlighted when price shows a strong bullish reaction following a bearish candle.Supply zones are highlighted when price shows a strong bearish reaction following a bullish candle.Relative volume is used as context, not as a predictive input, to classify zones into higher or lower activity levels.Zones automatically invalidate when price structurally breaks them.
About the Percentage Display
The percentage shown on a zone represents normalized relative volume strength at the time the zone was formed.This value is not a probability, not a success rate, and not a performance metric.It should not be interpreted as a prediction or trading signal.Percentages are displayed only for active zones and are removed once a zone is invalidated.
How This Indicator Is Intended to Be Used
As a visual reference tool for identifying historical supply and demand areas.As a contextual overlay alongside other forms of technical analysis.To observe how price behaves when revisiting previously active zones.This indicator does not suggest trade direction, entry timing, or exit levels.
Important Notes & Limitations
All zones are derived from historical price and volume data.Market conditions change, and historical zones may lose relevance over time.No trading decisions should be made based solely on this indicator.Users are encouraged to apply their own analysis and risk management.
Disclaimer
This indicator is provided for educational and informational purposes only.It does not constitute trading, investment, or financial advice.The author assumes no responsibility for decisions made using this tool.
Adaptive ML Trailing Stop [BOSWaves]Adaptive ML Trailing Stop – Regime-Aware Risk Control with KAMA Adaptation and Pattern-Based Intelligence
Overview
Adaptive ML Trailing Stop is a regime-sensitive trailing stop and risk control system that adjusts stop placement dynamically as market behavior shifts, using efficiency-based smoothing and pattern-informed biasing.
Instead of operating with fixed ATR offsets or rigid trailing rules, stop distance, responsiveness, and directional treatment are continuously recalculated using market efficiency, volatility conditions, and historical pattern resemblance.
This creates a live trailing structure that responds immediately to regime change - contracting during orderly directional movement, relaxing during rotational conditions, and applying probabilistic refinement when pattern confidence is present.
Price is therefore assessed relative to adaptive, condition-aware trailing boundaries rather than static stop levels.
Conceptual Framework
Adaptive ML Trailing Stop is founded on the idea that effective risk control depends on regime context rather than price location alone.
Conventional trailing mechanisms apply constant volatility multipliers, which often results in trend suppression or delayed exits. This framework replaces static logic with adaptive behavior shaped by efficiency state and observed historical outcomes.
Three core principles guide the design:
Stop distance should adjust in proportion to market efficiency.
Smoothing behavior must respond to regime changes.
Trailing logic benefits from probabilistic context instead of fixed rules.
This shifts trailing stops from rigid exit tools into adaptive, regime-responsive risk boundaries.
Theoretical Foundation
The indicator combines adaptive averaging techniques, volatility-based distance modeling, and similarity-weighted pattern analysis.
Kaufman’s Adaptive Moving Average (KAMA) is used to quantify directional efficiency, allowing smoothing intensity and stop behavior to scale with trend quality. Average True Range (ATR) defines the volatility reference, while a K-Nearest Neighbors (KNN) process evaluates historical price patterns to introduce directional weighting when appropriate.
Three internal systems operate in tandem:
KAMA Efficiency Engine : Evaluates directional efficiency to distinguish structured trends from range conditions and modulate smoothing and stop behavior.
Adaptive ATR Stop Engine : Expands or contracts ATR-derived stop distance based on efficiency, tightening during strong trends and widening in low-efficiency environments.
KNN Pattern Influence Layer : Applies distance-weighted historical pattern outcomes to subtly influence stop placement on both sides.
This design allows stop behavior to evolve with market context rather than reacting mechanically to price changes.
How It Works
Adaptive ML Trailing Stop evaluates price through a sequence of adaptive processes:
Efficiency-Based Regime Identification : KAMA efficiency determines whether conditions favor trend continuation or rotational movement, influencing stop sensitivity.
Volatility-Responsive Scaling : ATR-based stop distance adjusts automatically as efficiency rises or falls.
Pattern-Weighted Adjustment : KNN compares recent price sequences to historical analogs, applying confidence-based bias to stop positioning.
Adaptive Stop Smoothing : Long and short stop levels are smoothed using KAMA logic to maintain structural stability while remaining responsive.
Directional Trailing Enforcement : Stops advance only in the direction of the prevailing regime, preserving invalidation structure.
Gradient Distance Visualization : Gradient fills reflect the relative distance between price and the active stop.
Controlled Interaction Markers : Diamond markers highlight meaningful stop interactions, filtered through cooldown logic to reduce clustering.
Together, these elements form a continuously adapting trailing stop system rather than a fixed exit mechanism.
Interpretation
Adaptive ML Trailing Stop should be interpreted as a dynamic risk envelope:
Long Stop (Green) : Acts as the downside invalidation level during bullish regimes, tightening as efficiency improves.
Short Stop (Red) : Serves as the upside invalidation level during bearish regimes, adjusting width based on efficiency and volatility.
Trend State Changes : Regime flips occur only after confirmed stop breaches, filtering temporary price spikes.
Gradient Depth : Deeper gradient penetration indicates increased extension from the stop rather than imminent reversal.
Pattern Influence : KNN weighting affects stop behavior only when historical agreement is strong and remains neutral otherwise.
Distance, efficiency, and context outweigh isolated price interactions.
Signal Logic & Visual Cues
Adaptive ML Trailing Stop presents two primary visual signals:
Trend Transition Circles : Display when price crosses the opposing trailing stop, confirming a regime change rather than anticipating one.
Stop Interaction Diamonds : Indicate controlled contact with the active stop, subject to cooldown filtering to avoid excessive signals.
Alert generation is limited to confirmed trend transitions to maintain clarity.
Strategy Integration
Adaptive ML Trailing Stop fits within trend-following and risk-managed trading approaches:
Dynamic Risk Framing : Use adaptive stops as evolving invalidation levels instead of fixed exits.
Directional Alignment : Base execution on confirmed regime state rather than speculative reversals.
Efficiency-Based Tolerance : Allow greater price fluctuation during inefficient movement while enforcing tighter control during clean trends.
Pattern-Guided Refinement : Let KNN influence adjust sensitivity without overriding core structure.
Multi-Timeframe Context : Apply higher-timeframe efficiency states to inform lower-timeframe stop responsiveness.
Technical Implementation Details
Core Engine : KAMA-based efficiency measurement with adaptive smoothing
Volatility Model : ATR-derived stop distance scaled by regime
Machine Learning Layer : Distance-weighted KNN with confidence modulation
Visualization : Directional trailing stops with layered gradient fills
Signal Logic : Regime-based transitions and controlled interaction markers
Performance Profile : Optimized for real-time chart execution
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Tight adaptive trailing for short-term momentum control
15 - 60 min : Structured intraday trend supervision
4H - Daily : Higher-timeframe regime monitoring
Suggested Baseline Configuration:
KAMA Length : 20
Fast/Slow Periods : 15 / 50
ATR Period : 21
Base ATR Multiplier : 2.5
Adaptive Strength : 1.0
KNN Neighbors : 7
KNN Influence : 0.2
These suggested parameters should be used as a baseline; their effectiveness depends on the asset volatility, liquidity, and preferred entry frequency, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Excessive chop or overreaction : Increase KAMA Length, Slow Period, and ATR Period to reinforce regime filtering.
Stops feel overly permissive : Reduce the Base ATR Multiplier to tighten invalidation boundaries.
Frequent false regime shifts : Increase KNN Neighbors to demand stronger historical agreement.
Delayed adaptation : Decrease KAMA Length and Fast Period to improve responsiveness during regime change.
Adjustments should be incremental and evaluated over multiple market cycles rather than isolated sessions.
Performance Characteristics
High Effectiveness:
Markets exhibiting sustained directional efficiency
Instruments with recurring structural behavior
Trend-oriented, risk-managed strategies
Reduced Effectiveness:
Highly erratic or event-driven price action
Illiquid markets with unreliable volatility readings
Integration Guidelines
Confluence : Combine with BOSWaves structure or trend indicators
Discipline : Follow adaptive stop behavior rather than forcing exits
Risk Framing : Treat stops as adaptive boundaries, not forecasts
Regime Awareness : Always interpret stop behavior within efficiency context
Disclaimer
Adaptive ML Trailing Stop is a professional-grade adaptive risk and regime management tool. It does not forecast price movement and does not guarantee profitability. Results depend on market conditions, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates structure, volatility, and contextual risk management.
Keltner Channels Re-entry when a candle closes outside of the outer channel that we show a dot and once price closes back in to the channel with a candle in the same direction we get in arrow.
Time Exhaustion Counter PRO (Confirmed Exit / Clean)🔹 Short Description (Very Short)
Time-based exhaustion indicator that confirms exits using pivots and ATR filtering. Designed to avoid premature exits and reduce market noise.
🔹 Release Notes (Version 1.0)
Version 1.0 – Initial Release
Time-based exhaustion counting from confirmed pivots
Confirmed exit logic (target bars + opposite pivot)
Automatic presets by timeframe (crypto-friendly)
ATR-based pivot filtering to reduce noise
Clean chart design with optional debug tools
Interest Zones ScannerThis indicator automatically scans a user-defined price range (on current or higher timeframe) to detect and plot the strongest horizontal support/resistance zones based on validated price reactions. It intelligently identifies levels where price has repeatedly bounced without breaking for a specified number of bars, prioritizing high-probability reaction areas.
How It Works (Technical Methodology)
Range Calculation
The script determines the high/low range using a configurable method:
"Lookback Bars": User-defined number of bars (default 400) on the target timeframe.
"Fixed Start Date": Bars since a specified date (default dynamic).
Data is fetched via request.security() from a selectable timeframe (default current chart TF) for multi-timeframe alignment.
Auto Mode Scanning
When enabled:
Scans the entire range in small percentage steps (default 1.0%, adjustable down to 0.5%).
For each potential level, creates a thin volatility-adjusted zone (height % of price, default 0.07%).
Counts "valid hits": Instances where price touches the zone and holds (no break) for user-defined bars (default 10).
Break detection: Configurable "Close" (strict) or "Wick" (sensitive).
Assumes support/resistance direction based on close relative to zone center.
Level Selection and Filtering
Ranks candidates by hit count (highest first).
Applies minimum distance filter (% apart, default 8%) to avoid clustering.
Limits to user-defined max zones (default 9) for clean display.
Sorts final zones from low to high price.
Manual Mode Alternative
When auto disabled: Directly uses user-input percentages (e.g., classic Fibo levels like 23.6, 50, 61.8) applied to the range – no validation/scoring.
Zone Construction
Horizontal boxes centered on validated levels, with dynamic height (% of price).
Colored by position: Supply (above close, default light gray), Demand (below close, default cyan).
Optional full extension (both sides) or right-only.
Labeled with percentage from range low.
Dashboard and Visuals
Table (positionable) shows:
% Level, Exact Price, Hit Count (green if >3).
Header with validation details and lookback info.
Vertical line marks range start for reference.
How to Use
This scanner excels at finding statistically validated horizontal zones where price has shown respect – ideal for support/resistance, mean reversion, or breakout setups.
Auto Mode: Best for discovering hidden/non-obvious levels. Higher hit counts = stronger zones (expect reactions/retests).
Validation Bars: Increase (e.g., 20+) for stricter, higher-quality zones in trending markets; lower for more sensitive detection.
Min Distance: Higher % for fewer, separated zones; lower for denser grids.
Multi-Timeframe: Set target TF higher (e.g., Daily) for major structural levels on lower charts.
Supply Zones (Above Price): Potential resistance – shorts or take-profits.
Demand Zones (Below Price): Potential support – longs or stops below.
Confluence: Combine with volume, order blocks, or fibo for entries. Watch for multiple hits + confluence.
Manual Mode: Quick plotting of custom % (e.g., fibo retracements/extensions).
Fine-tune scan step smaller for precision (slower on large lookbacks) or larger for speed.
Disclaimer
This indicator is a technical analysis tool and should be used in conjunction with other forms of analysis. Past performance does not guarantee future results. Always use proper risk management.
Big Trades / Intrabar Volume Clusters by HKDescription:
This indicator brings professional Order Flow and Footprint capabilities to your chart. It detects and visualizes high-volume trade clusters inside the candle, allowing you to see exactly at which price level big market participants were active.
Unlike standard volume bars, this tool uses Intrabar Data to map significant buying and selling pressure precisely within the candle body.
ℹ️ IMPORTANT: Resolution Setting (Read First) To ensure this indicator works immediately for all users (including Free/Basic accounts), the default resolution is set to "1 Minute".
Basic/Free Users: Please keep the setting at "1" (Second-based intervals often require a paid plan).
Premium Users: For the best precision and the exact look shown in the screenshots, we highly recommend changing the Resolution setting to "5S" (5 Seconds)!
🚀 Key Features
Intrabar Precision: Leverages request.security_lower_tf to look inside the candle structure.
Noise Filtering: Only displays clusters that exceed your defined Minimum Volume threshold, filtering out retail noise.
Smart Coloring:
Green: Buying pressure (Close >= Open on the lower timeframe).
Red: Selling pressure (Close < Open on the lower timeframe).
🆕 Independent Sizing: A unique feature: You can control the Font Size and Circle Size independently.
This allows for small, non-intrusive circles with large, readable text.
⚙️ Settings
Resolution: Default is 1 (Minute). Premium users should switch to 5S for true order flow precision.
Minimum Volume: The most important filter. Determines how large a trade cluster must be to appear (e.g., 150+ for ETH, higher for BTC).
Visuals: Customize Buy/Sell colors, Circle Size, and Text Size separately.
⚠️ Visual Tip (If text is hidden)
If the bubbles or numbers appear behind the candles or disappear when clicking away:
Right-click on any of the indicator bubbles.
Select Visual Order -> Bring to Front.
This ensures the Big Trades data always floats on top of your price bars.
