Get started

Bands and Channels

8 EMA. 21 EMA. VWAP This trio is popular for momentum, scalping, and trend-following on 1m–15m charts (stocks, futures, indices). 1. Trend & Bias Filter • Overall bullish when: Price > VWAP and 8 EMA > 21 EMA • Overall bearish when: Price < VWAP and 8 EMA < 21 EMA VWAP adds volume context — many ignore EMA signals against the VWAP side. 2. Crossover Signals (Primary Entries) • Bullish crossover: 8 EMA crosses above 21 EMA → potential long (especially if price is already above VWAP) • Bearish crossover: 8 EMA crosses below 21 EMA → potential short (especially if price is below VWAP) VWAP confirmation reduces whipsaws: only take longs above VWAP, shorts below it. 3. Pullback / Retest Entries (Higher Probability) • In an uptrend (price > VWAP, 8 > 21): Wait for dips to the 8 EMA (or sometimes 21 EMA) → buy the bounce. • In a downtrend: Wait for rallies to the 8 EMA → short the rejection. VWAP often acts as a magnet or pivot — price gravitating toward it can signal mean-reversion trades.
Pine Script® indicator
by Cag100
1
Cryptocurrency Dual-System Color-Changing Moving AveragesCryptocurrency Dual-System Color-Changing Moving Averages: Advanced Multi-Timeframe Trend Analysis Innovative Core Concept Our indicator introduces a revolutionary approach to trend analysis by integrating dual moving average systems with intelligent visual feedback mechanisms. Unlike traditional moving average indicators that simply display lines or basic crossovers, our system provides dynamic, multi-dimensional trend intelligence through three key innovations: Dual Independent Moving Average Systems - Two complete 7-period moving average systems operate simultaneously, offering independent trend confirmation while maintaining visual harmony through unified color coding. Intelligent Color-Changing Algorithm - Each moving average dynamically changes color based on its individual trend strength, creating a visual heatmap of momentum across different timeframes. Holistic Market State Visualization - The entire candlestick chart changes color based on overall trend alignment, providing immediate visual confirmation of market regimes. Comprehensive Functionality and Implementation What It Does This indicator performs multi-timeframe trend analysis across 14 moving averages (7 for each system), calculating individual trend strength for each line and determining overall market alignment to provide clear visual signals for different market conditions. How It Works Primary Trend Strength Calculation: For each moving average, the indicator calculates a proprietary trend strength value by analyzing the net directional movement over a user-defined lookback period. This quantifies whether the moving average is consistently rising, falling, or consolidating. Color Coding Logic: Blue: Moving average shows strong upward momentum (trend strength exceeds positive threshold) Orange: Moving average shows strong downward momentum (trend strength falls below negative threshold) Gray: Moving average shows neutral/consolidating behavior Market Regime Detection: The system analyzes the alignment of three key moving averages (short-term, medium-term, and long-term) from the Main MA System to determine the overall market state: Bullish Alignment: Short-term MA > Medium-term MA > Long-term MA (candlesticks turn blue) Bearish Alignment: Short-term MA < Medium-term MA < Long-term MA (candlesticks turn orange) Consolidation: No clear alignment pattern (candlesticks turn white) Implementation Methodology Our approach combines several established technical analysis concepts with unique enhancements: Multiple Timeframe Analysis (MTFA) - We simultaneously analyze 7 different time periods (21, 55, 89, 144, 200, 450, 800) to capture trend dynamics across short, medium, and long time horizons. Trend Strength Quantification - Instead of relying on simple crossovers, we calculate a proprietary trend strength metric that measures both direction and momentum consistency. Visual Pattern Recognition Enhancement - By color-coding both the moving averages and the price bars, we leverage human visual processing capabilities to quickly identify market states and potential reversals. Dual Confirmation System - The two independent moving average systems (Main System and EMA System) provide layered confirmation, reducing false signals and increasing reliability. Practical Application and Usage Guidelines Setup and Configuration Main Moving Average System: Configure your preferred moving average type (SMA, EMA, WMA, or HMA) and select which of the 7 periods to display. Each period can be individually enabled or disabled based on your analysis needs. EMA System Configuration: The secondary EMA system provides additional trend confirmation. Adjust its transparency to visually distinguish it from the Main System while maintaining chart clarity. Trend Sensitivity Adjustment: The "Trend Strength Threshold" parameter allows fine-tuning of color change sensitivity. Lower values make the indicator more responsive to minor trends, while higher values require stronger momentum for color changes. Strategic Trading Applications 1. Trend Identification and Confirmation Strategy Bullish Confirmation: Look for predominantly blue moving averages across multiple timeframes accompanied by blue candlesticks Bearish Confirmation: Look for predominantly orange moving averages across multiple timeframes accompanied by orange candlesticks Trend Weakness Detection: Watch for moving averages changing from blue to gray/orange or from orange to gray/blue 2. Multi-Timeframe Alignment Trading High-Probability Entries: Enter positions when all three key timeframes (short, medium, long) align in the same direction Exit Signals: Consider reducing positions when timeframes begin to diverge or when candlestick color changes to white (consolidation) 3. Support and Resistance Identification Moving averages serve as dynamic support/resistance levels Color changes at these levels indicate whether support/resistance is strengthening or weakening 4. Market Regime Adaptation Trend-Following Mode: During blue/orange candlestick periods, employ trend-following strategies Range-Trading Mode: During white candlestick periods, employ range-bound or mean-reversion strategies Core Philosophical Framework and Calculation Logic Underlying Technical Analysis Principles Our indicator is built upon the principle that trends exist simultaneously across multiple timeframes, and the convergence or divergence of these timeframes provides valuable information about trend strength and potential reversals. Calculation Methodology Trend Strength Formula: For each moving average, we calculate: Sum of upward movements over the lookback period Sum of downward movements over the lookback period Net directional bias as a normalized value between -1 and +1 This approach provides a more nuanced understanding of trend momentum compared to simple directional analysis. Threshold-Based Classification: Values above the positive threshold indicate sustainable upward momentum Values below the negative threshold indicate sustainable downward momentum Values within the threshold range indicate consolidation or weak trends Why This Approach Is Effective Early Warning System: Color changes in individual moving averages often precede overall market regime changes, providing early reversal signals. Noise Reduction: By requiring alignment across multiple timeframes for candlestick coloring, we filter out false signals common in single-timeframe analysis. Visual Processing Efficiency: The color-coded system allows rapid interpretation of complex multi-timeframe information, reducing cognitive load during fast market conditions. Adaptability: Configurable parameters allow adjustment for different market conditions (high volatility vs. low volatility) and trading styles (scalping vs. position trading). This indicator is particularly valuable for cryptocurrency trading due to the market's characteristic high volatility and strong trend tendencies. By providing clear visual cues about trend strength and alignment across multiple timeframes, it helps traders remain aligned with the dominant market direction while avoiding periods of choppy, directionless price action. The system's dual-layer confirmation (moving average colors + candlestick colors) creates a robust framework for identifying high-probability trading opportunities while maintaining flexibility to adapt to changing market conditions.
Pine Script® indicator
by neeson1987
Volatility Momentum Suite | Lyro RSVolatility Momentum Suite is an advanced momentum and volatility-based oscillator designed to deliver a complete view of trend strength, acceleration, and market extremes in a single pane. By combining rate-of-change smoothing, adaptive moving averages, standard deviation bands, and momentum acceleration, the indicator provides clear structural insight into trend continuation, exhaustion, and potential reversals. Built with multiple display and signal modes, it adapts seamlessly to both trend-following and mean-reversion workflows while maintaining strong visual clarity. Key Features Momentum Core (Smoothed RoC) The foundation of the indicator is a Rate of Change (RoC) calculation applied to a selectable price source. This RoC is smoothed using one of 14+ moving average types, including EMA, HMA, KAMA, FRAMA, JMA, and more, allowing precise control over responsiveness versus smoothness. Standard Deviation Bands Dynamic deviation bands are calculated around the smoothed momentum line using rolling standard deviation. Two band layers are plotted: Inner bands for early expansion signals Outer bands for extreme conditions These bands adapt automatically to volatility, highlighting momentum expansions, compressions, and exhaustion zones. Momentum Acceleration A dedicated acceleration line measures the momentum of momentum itself. This helps identify: Early trend ignition Momentum deceleration before reversals Continuation strength during expansions Acceleration smoothing and MA type are fully configurable. Multi-Mode Signal System Trend Mode Colors momentum and price according to position above or below the zero line, emphasizing directional bias and trend continuation. Heikin Ashi Candles Mode Applies Heikin Ashi logic directly to the momentum series, filtering noise and revealing smoother trend transitions through candle structure. Extremes Mode Detects statistically extreme momentum conditions beyond outer deviation bands. Signals are only confirmed after a Heikin Ashi momentum flip, reducing premature reversal entries. Histogram Mode Displays the difference between momentum and its signal line as a histogram, useful for divergence spotting and momentum shifts. Histogram & Signal Line An EMA signal line is applied to the smoothed momentum, producing a histogram that visually tracks momentum expansion, contraction, and directional changes with adaptive coloring. Visual Customization Choose from multiple predefined color palettes: Classic Mystic Accented Royal Or define your own bullish and bearish colors. Additional visual features include: Momentum-colored candles Heikin Ashi momentum candles Band shading and fills Optional zero-line reference Integrated Status Table A built-in table summarizes the real-time state of: Trend bias Heikin Ashi momentum direction Extreme overbought / oversold conditions This allows rapid decision-making without needing to interpret every visual element manually. How It Works Momentum Calculation Computes Rate of Change on the selected source and smooths it using the chosen moving average. Volatility Structure Builds adaptive deviation bands from rolling standard deviation of the momentum line. Acceleration Layer Measures the rate of momentum change to detect early shifts in strength. Mode-Dependent Logic Trend mode focuses on directional bias HA mode smooths momentum structure Extremes mode filters reversals using volatility and HA confirmation Histogram mode emphasizes momentum differentials Signals & Alerts Automatic alerts trigger on: Momentum crossing above or below zero Heikin Ashi momentum flips Confirmed overbought and oversold extremes Practical Use Trend Confirmation: Sustained momentum above zero with expanding bands supports trend continuation. Reversal Identification: Momentum pushing beyond outer bands followed by HA confirmation often precedes reversals. Momentum Quality: Acceleration helps distinguish strong breakouts from weakening moves. Multi-Timeframe Alignment: Use higher timeframes for bias and lower timeframes for precision entries using the same indicator. Customization Adjust RoC length and smoothing for sensitivity Tune band length and multipliers for volatility conditions Select display and signal modes based on strategy type Fully customize colors to match your chart environment ⚠️ Disclaimer This indicator is a technical analysis tool and does not guarantee results. It should be used alongside other forms of analysis and proper risk management. The author assumes no responsibility for trading decisions made using this indicator.
Pine Script® indicator
by LyroRS
PDH / PDL + Premarket Levels + VWAP + EMA 📌 PDH / PDL + Premarket Levels + VWAP + EMA (RTH Focused) This indicator is designed for intraday traders who focus on the US market open and trade around key liquidity and acceptance levels. It automatically plots: Previous Day High (PDH) & Previous Day Low (PDL) based on Regular Trading Hours (RTH) Premarket High (PMH) & Premarket Low (PML) Session VWAP (Premarket + RTH, OHLC4) 8 EMA with dynamic trend coloring All key levels are calculated during premarket but are only displayed after the market opens (9:30 ET) to keep the chart clean and actionable. 🔹 What’s Included 1️⃣ PDH / PDL (RTH-based) Calculated from the prior day’s regular session Useful for identifying liquidity sweeps, breakouts, and failed auctions 2️⃣ Premarket High / Low (PMH / PML) Automatically tracked during premarket Serve as important opening range and acceptance levels 3️⃣ Session VWAP (OHLC4) Uses (Open + High + Low + Close) / 4 Accumulates from premarket through RTH Helps identify institutional mean and trend acceptance 4️⃣ 8 EMA (Trend Bias) Dynamically changes color based on structure: 🟢 Green when price is above PMH, PML, and EMA 🔴 Red when price is below PMH, PML, and EMA ⚪ Neutral when structure is mixed 🧠 How to Use Look for trend continuation when price holds above PMH and VWAP with a green EMA Watch for rejections or failures at PDH/PDL for reversal setups Avoid chop when EMA remains neutral and price is between key levels Best suited for scalping and momentum trades during the first hours of RTH ⏱ Session Logic Premarket: 04:00 – 09:30 ET Regular Trading Hours: 09:30 – 16:00 ET Levels appear only after market open for clarity ⚠️ Disclaimer This indicator is intended for educational and informational purposes only and should be used in conjunction with proper risk management and trade confirmation.
Pine Script® indicator
by jagkum
Neeson Crypto Cycle - Super Enhanced EditionThe "Neeson Crypto Cycle - Super Enhanced Edition": A Philosophical and Practical Framework for Market Analysis Originality & Core Philosophy Most trading indicators focus on a single domain: pure price action, a specific economic theory, or a handful of technical oscillators. The "Neeson Crypto Cycle" breaks this paradigm. Its fundamental originality lies not in inventing one new mathematical formula, but in architecting a multi-dimensional, multi-timeframe convergence framework. It operates on a core philosophical premise: financial markets are Complex Adaptive Systems (CAS) influenced by a symphony of concurrent cycles. These cycles range from mathematical and technical ones visible on the chart, to fundamental economic rhythms, down to collective human psychology and even speculative meta-patterns. The script is built as a "dashboard of dashboards," attempting to quantify and visualize these disparate layers on a single pane. It does not claim predictive certainty but aims to provide a holistic situational awareness, allowing the trader to identify when multiple, unrelated cycles from different domains align (convergence) or conflict (divergence). What It Does & How It Achieves It The indicator functions as a comprehensive market-phase and sentiment analysis engine implemented directly on the TradingView chart. It is an overlay indicator that provides visual plots, background coloring, signal labels, and, most notably, extensive multi-table data panels. Its implementation can be broken down into several operational layers: 1. The Core Technical Cycle Layer: This is the foundational price-based engine. It simultaneously tracks multiple proprietary cyclical models derived from moving average crossovers with non-standard periods believed to capture crypto-specific rhythms. CCT Pi Cycle: Uses the interaction between a 150-period EMA / 471-period SMA pair (for "bottom" identification) and a 111-period SMA / (350-period SMA * 2) pair (for "top" identification). It identifies golden/death crosses within these specific pairs. Atlantean Signals: A variant using similar periods (471, 150, 350, 111) but with different multipliers (e.g., 0.745) and crossover logic to define "Market Bottom," "Bull Market Start," and "Market Top" events. Bitcoin Cycle: Based on the interaction between a 116-period SMA and a doubled 365-period SMA. Golden Pi Cycle: Another variant using SMAs of 111, 350, 150, and 471 periods. These are not just four random moving average systems; they are distinct models targeting different aspects of the purported "Pi-based" and long-term cyclicality in Bitcoin's price history. The script visually plots these lines and labels their crossover events. 2. The Market Phase & Structural Context Layer: Background Coloring: It dynamically colors the chart background (blue for "Bottom to Top" phase, orange for "Top to Bottom" phase) based on the sequential logic of Atlantean signals, providing immediate visual context for the perceived market regime. Halving Event Annotations: It marks key historical and projected Bitcoin halving dates with vertical lines and labels, anchoring price action to this fundamental supply schedule. 3. The Quantitative Dashboard Layer (Technical & On-Chain): This is where the script transitions from chart plotting to an information system. It renders multiple fixed tables on the chart (bottom-left, bottom-center, bottom-right) only on the last bar. Technical Sentiment Dashboard (Right): A massive table aggregating over a dozen classic and advanced technical indicators (RSI, MACD, Bollinger Bands, Stochastic, ADX, Ichimoku, Parabolic SAR, Fibonacci levels, etc.). For each, it shows a calculated Status (e.g., "Overbought"), a numeric Value, and a concise Advice (e.g., "Sell"). It then groups these into "Cycle Indicators" (status of the core models above) and "Risk Management" metrics (Max Drawdown, Sharpe Ratio simulation, volatility). Synthetic On-Chain Metrics Dashboard (Center): Since TradingView cannot pull real on-chain data, the script ingeniously simulates 80 different on-chain metrics (NVT, MVRV, Hash Rate, Exchange Flows, HODL Waves, S2F, etc.) by deriving them from price and volume data. Each metric displays a name, a simulated value, a signal ("Overvalued"), and a color code. This provides a proxy for the fundamental/network health narrative. Multi-Cycle Systems Dashboard (Left): This table transcends traditional finance, cataloging the status of various long-wave cycles: Economic Cycles: Kondratieff (50-60yr), Kuznets (15-25yr), Juglar (7-11yr), Kitchin (3-5yr), etc., each with a hardcoded current phase (e.g., "Recession (2020-2030)"), impact, and advice. Speculative & Novel Cycles: Lunar, Seasonal, Commodity Super, Debt, and Innovation cycles. Esoteric Systems: A full celestial (astrological) positioning of planets and a Four Pillars of Destiny (Bazi) reading, each with assigned market "impact" and "advice." 4. The Synthesis & Alert Layer: Comprehensive Statistics: The right dashboard concludes with a tally of "Bullish vs. Bearish Signals" from across all technical and cycle indicators, generating an "Overall Sentiment" score. Alert System: It creates TradingView alert conditions for every major crossover event from the core cycle models (CCT, Atlantean, Bitcoin, Golden Pi), allowing for automated notifications. Underlying Calculation Logic & Rationale The logic is built on convergence and weighted evidence. The creator's hypothesis appears to be that significant market turning points are rarely signaled by one indicator in isolation. Instead, they occur when: Multiple Price-Based Cycle Models Align: When the CCT, Atlantean, and Bitcoin cycles all approach a "bottom" or "top" signal near the same time, the probability of a true phase change is considered higher. Technical Conditions Match the Cycle Phase: A "Bull Market Start" signal is more credible if accompanied by oversold RSI/Stochastic, bullish MACD, and money flowing in (rising OBV). The Macro Backdrop Supports the Narrative: The script hardcodes a specific macroeconomic worldview (e.g., "Tightening Credit Cycle," "AI Revolution Tech Cycle") to remind the user of the broader environment the price cycles are operating within. Awareness of "Non-Rational" Drivers: By including astrological and Bazi elements, the script acknowledges that market narratives and crowd psychology can sometimes be influenced by or framed within these non-traditional systems. It doesn't necessarily predict with them but tracks them as potential sentiment catalysts. The calculations for technical indicators are standard. The novelty is in their collective presentation and the synthetic creation of supporting data realms (on-chain, economic, esoteric) to form a complete, albeit highly speculative, "universe" of market-influencing factors. How to Use It: A Practical Guide This is not a "set and forget" system that generates simple buy/sell arrows. It is a decision-support and research tool. Market Phase Identification: First, look at the background color and the status of the core cycle models in the right dashboard. Are you in a blue "Bottom to Top" phase? Check if the Atlantean "Bull Market Start" is active. This sets your primary bias. Seeking Convergent Signals: Before acting on a cycle signal, cross-reference it with the Technical Sentiment dashboard. For example, an Atlantean "Market Top" signal is stronger if the RSI and Stochastic also show "Overbought," the MACD is "Bearish," and the Fear & Greed Index is in "Extreme Greed." Look for clusters of agreement. Context from Other Dimensions: Check the On-Chain dashboard. Does the synthetic data suggest the network is "Overheated" or "Undervalued"? Check the Economic Cycle table. Does the perceived long-wave phase (e.g., "Kondratieff Recession") support a risk-on or risk-off stance? This provides narrative context for your trade thesis. Risk Management Integration: Before sizing a position, check the Risk Management section. What is the current "Max Drawdown" and "Volatility Risk"? The dashboard suggests position sizing ("Light," "Medium," "Heavy") based on this. Utilizing Alerts: Set alerts for the key cycle crossovers (CCT, Atlantean, etc.). When an alert triggers, it's your cue to open the chart and perform the full multi-dimensional convergence analysis described above, rather than acting on the alert alone. In essence, the "Neeson Crypto Cycle" is a conceptual trading terminal. It posits that the modern trader, especially in crypto, must synthesize information from technicals, fundamentals, macroeconomics, and market psychology. By attempting to model all these facets in one place—even through estimation and simulation—it aims to give the user a structured framework for asking the right questions about the current state of the market, rather than providing simplistic, one-dimensional answers. Its value is in the breadth of its perspective and the discipline of multi-factor confirmation it encourages.
Pine Script® indicator
by neeson1987
Neeson Volatility Adaptive Tracker ProVolatility Adaptive Tracker Pro: A Comprehensive Multi-Method Trading System Executive Summary The Volatility Adaptive Tracker Pro (VAT Pro) represents a sophisticated fusion of proven technical analysis methodologies with innovative adaptations, creating a unique multi-signal trading system. Unlike single-purpose indicators, VAT Pro combines multiple analytical approaches into a unified framework that addresses the complex realities of modern financial markets. This system is designed for traders who recognize that no single method consistently outperforms, and that market conditions require adaptive, multi-faceted approaches. Original Innovations: What Sets VAT Pro Apart 1. Hybrid Volatility Measurement System Most volatility indicators fall into two categories: those based on standard deviation (like Bollinger Bands) or those based on average true range (ATR). VAT Pro introduces a third approach: a weighted volatility measurement system that gives greater importance to recent price movements while maintaining sensitivity to overall market conditions. This creates a dynamic volatility assessment that adapts more responsively to changing market environments than conventional methods. 2. Dual-Layer Signal Architecture While most indicators generate single-type signals, VAT Pro implements a tiered signaling system that distinguishes between: Primary trend-following signals (based on price crossing adaptive volatility bands) Secondary volume-confirmed signals (requiring both price movement and exceptional volume) This dual-layer approach recognizes that not all market moves have equal significance, and that volume confirmation often signals more substantial moves worthy of special attention. 3. State-Based Logic with Memory Conventional indicators typically generate signals independently on each bar. VAT Pro introduces persistent state tracking that maintains awareness of whether the market is currently in a bullish, bearish, or neutral condition. This prevents signal redundancy, reduces false signals, and provides valuable context for interpreting current market conditions. What VAT Pro Does: Comprehensive Market Analysis Primary Functions Trend Identification: Detects transitions between bullish and bearish market conditions using multiple confirmation criteria. Volume Analysis: Identifies exceptional trading activity that often precedes or confirms significant price movements. Volatility Assessment: Continuously measures market volatility and adjusts sensitivity parameters accordingly. Visual Context Provision: Uses color-coded price bars, trend lines, and clear signal markers to provide immediate visual feedback. Multi-Timeframe Compatibility: Functions effectively across various trading timeframes from intraday to positional trading. Implementation Methodology: The Technical Framework Core Analytical Approaches Among the hundreds of available technical analysis methods, VAT Pro specifically implements and integrates: A. Adaptive Volatility Channel System This approach modifies the traditional volatility channel concept by: Using weighted moving averages for volatility calculation rather than simple or exponential averages Implementing asymmetric response to upward versus downward volatility Maintaining dynamic channel width that adjusts based on recent market conditions The system falls within the broader category of volatility-adjusted trend following but introduces unique adaptations that improve responsiveness while maintaining stability. B. Volume-Price Confirmation Method Within volume analysis, VAT Pro specifically employs: Threshold-based volume spike detection (volume exceeding moving average by specified multiples) Price-direction confirmation (requiring price movement in the expected direction) Contextual filtering (only considering volume signals in specific market conditions) This represents a specific implementation within the volume confirmation family of methods, distinguished by its customizable thresholds and filtering logic. C. Trailing Stop with Adaptive Positioning The system implements a specific variant of trailing stop methodology characterized by: State-dependent positioning (different logic for trending versus ranging markets) Volatility-adjusted distance (stop levels adapt to current market conditions) Memory of previous positions (the system "remembers" previous trend states) This approach represents an advanced form of trailing stop placement that combines elements of volatility adjustment with trend state awareness. Calculation Philosophy: The Core Principles 1. Weighted Response Philosophy VAT Pro operates on the principle that recent market action should have greater influence than distant history, but not to the exclusion of broader context. This is implemented through custom weighting algorithms that balance responsiveness with stability. 2. Multi-Factor Confirmation Principle The system is built on the premise that multiple confirming factors (price action, volume, volatility) provide more reliable signals than single-factor approaches. This represents a practical implementation of convergence/divergence analysis across different market dimensions. 3. State Transition Logic Rather than viewing each bar in isolation, VAT Pro analyzes sequences of price action to determine market states and state transitions. This recognizes that markets often move through identifiable phases (accumulation, trending, distribution, ranging) that require different analytical approaches. 4. Adaptive Sensitivity The system automatically adjusts its sensitivity based on current market volatility, becoming more responsive in low-volatility conditions and more stable in high-volatility environments. This represents a practical implementation of volatility-adjusted trading logic. Practical Application: How to Use VAT Pro Initial Setup and Configuration Parameter Customization: Begin with default settings, then adjust based on: Your trading instrument's typical volatility characteristics Your preferred trading timeframe Your risk tolerance and trading style Visual Configuration: Customize colors and display settings to match your charting preferences while maintaining clear signal visibility. Trading Methodology Integration VAT Pro supports multiple trading approaches: For Trend Following: Use primary signals when confirmed by overall market direction Employ the adaptive line as a dynamic trailing stop Monitor state transitions for trend continuation or reversal clues For Breakout Trading: Watch for high-volume signals at key price levels Use volatility bands to identify potential breakout ranges Employ volume confirmation to distinguish genuine breakouts from false moves For Position Management: Utilize the color-coded bar system for immediate trend awareness Monitor multiple signal types for confirmation or warning signs Adjust position sizes based on signal strength and market state Signal Interpretation Framework Primary Signal Interpretation: Bullish signals suggest potential long opportunities Bearish signals indicate potential short opportunities Signal clustering often indicates stronger moves Volume Signal Significance: High-volume buy signals often precede sustained upward moves High-volume sell signals frequently indicate distribution or panic selling Volume signals without price confirmation require caution Contextual Analysis: Consider market state when interpreting signals Evaluate signal strength based on recent volatility Monitor multiple timeframes for confirmation Performance Characteristics and Best Practices Optimal Market Conditions VAT Pro performs best in markets exhibiting: Clear trending characteristics (for trend-following signals) Occasional volatility expansions (for volume signals) Reasonable liquidity (for accurate volume analysis) Risk Management Integration Use signal strength to adjust position sizing Employ the adaptive line for stop-loss placement Consider market state when determining risk levels Complementary Tools For best results, combine VAT Pro with: Support and resistance analysis Longer-term trend assessment Fundamental analysis (for longer timeframes) Market structure analysis Conclusion: A Modern Multi-Method Approach The Volatility Adaptive Tracker Pro represents a significant advancement in technical analysis tools by intelligently combining multiple proven methodologies into a coherent, adaptive system. Its original innovations in weighted volatility measurement, dual-layer signaling, and state-based logic address common limitations of conventional indicators while maintaining practical usability. By specifically implementing adaptive volatility channels, volume-price confirmation, and state-aware trailing stops, VAT Pro provides traders with a comprehensive toolkit that adapts to changing market conditions while maintaining methodological rigor. This multi-method approach recognizes the complex reality of financial markets while providing clear, actionable signals based on sound technical principles. Whether used as a primary trading system or as a confirming component within a broader strategy, VAT Pro offers sophisticated analytical capabilities in an accessible, visually intuitive format that supports informed trading decisions across various market conditions and timeframes.
Pine Script® indicator
by neeson1987
Price Probability Engine - Volatility & Structure-Based TargetsThe aim of the indicator is: To provide adaptive, probability-weighted price target zones that help traders frame where price is most likely to interact next, without predicting when or guaranteeing direction. Price Probability Engine is a target-projection overlay that blends three independent “next-move” reference methods into a single pair of AVG targets: AVG Bull = a probabilistic upside objective AVG Bear = a probabilistic downside objective It is designed to help you frame the most reasonable near-term price zones using both volatility (ATR) and structure (pivot swings + measured moves) rather than relying on a single indicator. What you see on the chart When enabled, the script plots: AVG Bull line (upper target) AVG Bear line (lower target) Optional last-bar labels that print the current target values The overlay is scale-locked so the plots stay aligned with price when you scroll/zoom the chart. How it works (conceptual, step-by-step) 1) ATR “reach filter” (probability gating) All components are first checked against a reach filter: A target is considered “reachable” only if it is within Reach Filter × ATR from the current price. This prevents extremely distant projections from dominating the final average. 2) Three component target engines The script computes three upside candidates and three downside candidates: A) ATR Component (volatility projection) Uses ATR Length and ATR Multiplier Projects a simple near-term band around price: atrBull = close + ATR × mult atrBear = close - ATR × mult Direction mode: Candle: compares close to close Momentum(3): uses close − close B) AutoFib Component (swing extension) Detects swing highs/lows using pivot logic (Left/Right bars) Projects an extension using a selectable Fib level (1.272 / 1.414 / 1.618 / 2.0 / 2.618) Gives a structure-based target derived from the current swing range C) Lindsey Component (measured-move target) Detects a 3-point pivot sequence (P1/P2/P3) and projects a measured move to P4: Bull: from a low-high-higher-low sequence Bear: from a high-low-lower-high sequence Optional P1/P2/P3 markers can be displayed for learning/debugging 3) Dynamic weighting (closer targets matter more) If Dynamic Weights is enabled, each component’s weight increases as the target gets closer to price (within the reach window). This means the final AVG tends to favor targets that are both reachable and near-term relevant. You can control: Base Weight (Fib / Lindsey / ATR) Dynamic Power (how aggressively “closer” becomes “heavier”) 4) Outlier trimming (stability) If Trim Outlier Component is enabled, the script: computes a simple median reference of the remaining component targets drops any target that deviates from the median by more than Outlier Threshold × ATR This reduces sudden jumps when one method produces an unusually extreme projection. 5) Final output: a weighted average (bull + bear) The remaining eligible components are combined into: AVG Bull (weighted average of bull candidates) AVG Bear (weighted average of bear candidates) If no components pass the reach filter (or are trimmed), the AVG line can temporarily become unavailable until valid inputs re-appear. How to use it (practical workflow) Pick your timeframe, then tune ATR: Start with ATR Length 14 and ATR Mult 1.0–1.5 Set a reasonable Reach Filter (x ATR): Smaller = only near targets Larger = includes more distant projections Decide how you want it to behave: Dynamic Weights ON for “closer targets dominate” Outlier Trim ON for smoother / less erratic averages Use the AVG lines as planning zones, not certainties: They are best treated as “where price is most likely to seek next” based on the blend of volatility + structure. A common use is to monitor how price reacts as it approaches either AVG line (stalling, rejection, acceleration), and then reassess as new pivots/ATR values update. Settings guide (quick) ATR Length / Multiplier: controls the volatility envelope Direction Mode: changes the bias input for ATR projection Lindsey Left/Right: smaller = more sensitive pivots; larger = fewer, more meaningful pivots Fib Left/Right + Extension: controls the swing structure target Reach Filter: controls what qualifies as a realistic near-term target Dynamic Power: higher = stronger preference for the nearest target Outlier Threshold: higher = fewer removals; lower = more aggressive trimming Notes / Transparency This script does not place trades or guarantee outcomes. It is a visual target framework that adapts as volatility and market structure change. For best clarity, publish charts with this script on a clean layout so the AVG lines and labels are easy to identify.
Pine Script® indicator
by Dinjin
RSI SCALPER with Dynamic ATR LinesThis is a versatile scalping indicator that combines RSI-based signals, dynamic ATR channels, and Stochastic-based divergence detection to identify potential entry and exit points in the market . Key Features Dynamic ATR Channel – Calculates support and resistance based on ATR (Average True Range) with configurable length and multiplier for both support and resistance lines, plus a midline Multi-timeframe RSI – Two separate RSI calculations with independent timeframe settings: one for "KUN RSI" signals and one for "GET READY" alerts Divergence Detection – Identifies regular and hidden bullish/bearish divergences using Stochastic D and fractals 25 MA Types – Comprehensive library of smoothing functions including WMA, HMA, EMA, TEMA, DEMA, ZLEMA, and several advanced variants Signal Types Signal Description Get Ready (Long) Price crosses above dynamic support while RSI is oversold Get Ready (Short) Price crosses below dynamic resistance while RSI is overbought EXIT (Buy Break) Price closes above resistance (previously below) without simultaneous short signal EXIT (Sell Break) Price closes below support (previously above) without simultaneous long signal R-BULL / R-BEAR Regular divergence – signals potential trend reversal H-BULL / H-BEAR Hidden divergence – signals trend continuation Settings RSI Parameters: Separate timeframe selection for both RSI calculations Configurable length and overbought/oversold levels (default 70/30) ATR Channel: Independent timeframe for channel calculation Individual ATR lengths and multipliers for support (8/1.44) and resistance (14/1.44) Divergence: Dedicated timeframe setting Stochastic parameters (length, smooth K, smooth D) MA type selection for smoothing Alerts The indicator includes four predefined alerts for divergence signals that trigger only on confirmed bars: Regular Bullish/Bearish Divergence Hidden Bullish/Bearish Divergence Use Cases Suitable for active scalping and swing trading on crypto, forex, and stocks. Combine signals with price structure and volume for optimal use. The ATR channel adapts automatically to volatility, while divergence signals provide early warning of potential trend shifts .
Pine Script® indicator
by Spira_Scalper
Market State Engine V2# Market State Engine **Deterministic Confidence-Scoring System for TradingView** A professional-grade PineScript v5 indicator that scores market conditions from 0-100, helping traders identify high-quality trading opportunities through systematic structure analysis, VWAP positioning, order flow dynamics, and time-based context. --- ## 🎯 Overview The **Market State Engine** is not a trading bot—it's a **noise-reduction and opportunity-ranking system** designed to filter market conditions and surface only the highest-quality setups. Instead of blindly taking every signal, this indicator: - ✅ **Scores** market conditions objectively (0-100 scale) - ✅ **Filters** out low-probability setups automatically - ✅ **Classifies** opportunities into A, A+, and A++ grades - ✅ **Alerts** only on confirmed structure shifts with supporting context - ✅ **Keeps the human in control** - provides intelligence, not automation ### Philosophy: Reduce Noise. Enforce Discipline. Surface Quality. --- ## 🚀 Key Features - **Deterministic Scoring** - No black boxes, fully explainable logic - **Multi-Factor Analysis** - Combines 4 independent market state components - **Structure-First Approach** - Only alerts on confirmed pivot breaks - **VWAP Mean Reversion Logic** - Directional filtering based on VWAP zones - **Order Flow Proxy** - CVD divergence and confirmation detection - **Session-Aware Scoring** - Prioritizes high-volume New York sessions - **Alert De-Duplication** - One alert per unique structure shift - **Zero Repainting** - Uses confirmed pivots only (left=2, right=2) - **Fully Configurable** - All parameters exposed as inputs - **Visual Feedback** - VWAP bands, setup labels, and real-time score panel --- ## 📊 Scoring System (0-100) The Market State Engine evaluates **four independent components**, each contributing up to **25 points** for a maximum total score of **100**. ### 🎯 Component Breakdown | Component | Max Points | Description | |-----------|------------|-------------| | **VWAP Context** | 25 | Measures price deviation from session VWAP | | **Structure Shift** | 25 | Confirms pivot breakout (HARD GATE) | | **CVD Alignment** | 25 | Detects order flow divergence/confirmation | | **Time-of-Day** | 25 | Identifies high-probability trading sessions | --- ### 1️⃣ VWAP Context (Max 25 Points) **Purpose:** Identifies extreme price deviations from fair value for mean-reversion opportunities. VWAP (Volume-Weighted Average Price) is calculated session-anchored to New York market time, with standard deviation bands creating zones of opportunity. #### Band Structure: - **1st Band**: ±1σ from VWAP (fair value zone) - **2nd Band**: ±2σ from VWAP (moderate deviation) - **3rd Band**: ±3σ from VWAP (extreme deviation) #### Scoring Logic (Exclusive): ``` Price in 3rd VWAP Band (>2σ and ≤3σ) → +25 points Price in 2nd VWAP Band (>1σ and ≤2σ) → +15 points Otherwise (inside 1σ or beyond 3σ) → 0 points ``` **Key Insight:** The further price stretches from VWAP, the higher the probability of mean reversion. --- ### 2️⃣ Structure Shift (Max 25 Points) — **HARD GATE** **Purpose:** Confirms momentum shift through confirmed pivot breakouts. ⚠️ **CRITICAL:** Structure shift is **mandatory**. If no valid structure shift occurs, the **total score becomes 0** regardless of other factors. #### Detection Method: Uses TradingView's `ta.pivothigh()` and `ta.pivotlow()` functions with **locked parameters**: - **Left bars**: 2 - **Right bars**: 2 - **Source**: Configurable (Wick or Body) - **Break confirmation**: Candle close only #### Bullish Structure Shift: - ✅ Prior swing high exists (confirmed pivot) - ✅ Current candle **closes above** swing high + tick buffer - ✅ Must occur in VWAP 2nd or 3rd band - ✅ **VWAP Filter**: Price must be **at or below VWAP** (lower bands) #### Bearish Structure Shift: - ✅ Prior swing low exists (confirmed pivot) - ✅ Current candle **closes below** swing low - tick buffer - ✅ Must occur in VWAP 2nd or 3rd band - ✅ **VWAP Filter**: Price must be **at or above VWAP** (upper bands) #### Scoring: ``` Valid structure shift → +25 points No structure shift → Total score = 0 ``` **Tick Buffer:** Default 5 ticks (configurable) - prevents false breaks from minor price noise. --- ### 3️⃣ CVD Alignment (Max 25 Points) **Purpose:** Detects institutional order flow through volume delta analysis. CVD (Cumulative Volume Delta) is a proxy for order flow: ``` Close > Open → +Volume (buying pressure) Close < Open → -Volume (selling pressure) ``` #### Scoring Logic: | Condition | Points | Description | |-----------|--------|-------------| | **Divergence** | +25 | Price makes higher high + CVD makes lower high (bearish)Price makes lower low + CVD makes higher low (bullish) | | **Confirmation** | +20 | Price and CVD both make higher highs or lower lows | | **Neutral** | 0 | No clear divergence or confirmation | **Lookback Window:** Last 20 bars (configurable) - prevents stale divergences. **Key Insight:** Divergences suggest weakening momentum, while confirmations validate the trend. --- ### 4️⃣ Time-of-Day Context (Max 25 Points) **Purpose:** Prioritizes high-volume, high-volatility New York sessions. #### Scored Sessions (America/New_York timezone): | Session | Time Range (NY) | Points | Description | |---------|-----------------|--------|-------------| | **Pre-Market** | 03:00 - 04:00 | +25 | Early liquidity injection | | **Market Open** | 09:30 - 11:30 | +25 | Highest volume period | | **Off-Hours** | All other times | 0 | Lower probability setups | **Key Insight:** Structure shifts during active sessions have higher follow-through probability. --- ## 🏆 Setup Classification Setups are graded based on total score thresholds (configurable): | Grade | Score Range | Typical Components | Quality Level | |-------|-------------|-------------------|---------------| | **A++ Setup** | ≥90 | All 4 factors aligned(VWAP 3rd band + Structure + CVD + Session) | Premium - Rare | | **A+ Setup** | ≥75 | Structure + VWAP + CVD or Session(3 of 4 factors) | High - Select | | **A Setup** | ≥60 | Structure + VWAP + Session(Minimum viable setup) | Good - Regular | | **No Grade** | <60 | Insufficient confluence | Filtered out | **Default Thresholds:** - A Setup: 60 points - A+ Setup: 75 points - A++ Setup: 90 points --- ## 📥 Installation ### Step 1: Download the Indicator Download the `market_state_engine.pine` file from this repository. ### Step 2: Add to TradingView 1. Open (www.tradingview.com) 2. Open the **Pine Editor** (bottom panel) 3. Click **"New"** → **"Blank indicator"** 4. Delete all default code 5. Paste the contents of `market_state_engine.pine` 6. Click **"Add to Chart"** ### Step 3: Configure for Your Symbol 1. Click the **gear icon** next to the indicator name 2. Adjust **Tick Size** for your instrument: - ES futures: `0.25` - NQ futures: `0.25` - Stocks: `0.01` 3. Save settings --- ## ⚙️ Configuration ### Symbol Settings | Parameter | Default | Description | |-----------|---------|-------------| | **Tick Size** | 0.25 | Minimum price movement for your symbol | | **Tick Buffer Count** | 5 | Ticks beyond swing for valid break | ### VWAP Settings | Parameter | Default | Description | |-----------|---------|-------------| | **VWAP Band 1 (σ)** | 1.0 | 1st standard deviation multiplier | | **VWAP Band 2 (σ)** | 2.0 | 2nd standard deviation multiplier | | **VWAP Band 3 (σ)** | 3.0 | 3rd standard deviation multiplier | ### Session Settings | Parameter | Default | Description | |-----------|---------|-------------| | **Session 1** | 0300-0400 | Pre-market window (NY time) | | **Session 2** | 0930-1130 | Market open window (NY time) | ### Score Thresholds | Parameter | Default | Description | |-----------|---------|-------------| | **A Setup Threshold** | 60 | Minimum score for A grade | | **A+ Setup Threshold** | 75 | Minimum score for A+ grade | | **A++ Setup Threshold** | 90 | Minimum score for A++ grade | ### CVD Settings | Parameter | Default | Description | |-----------|---------|-------------| | **CVD Divergence Lookback** | 20 | Maximum bars for divergence detection | ### Swing Settings | Parameter | Default | Options | Description | |-----------|---------|---------|-------------| | **Swing Detection Method** | Wick | Wick / Body | Use high/low or open/close for pivots | ### Visual Settings | Parameter | Default | Description | |-----------|---------|-------------| | **Show VWAP Bands** | ✅ | Display VWAP and standard deviation bands | | **Show Setup Labels** | ✅ | Display setup markers on chart | | **Show Score Panel** | ✅ | Display real-time score breakdown | --- ## 📖 How to Use ### Step 1: Apply to 1-Minute Chart ⚠️ **The indicator is locked to 1-minute timeframe** - do not use on other timeframes. ### Step 2: Understand the Visual Signals #### Setup Labels - **Green Triangle (▲)** - Bullish (Long) setup detected - **Red Triangle (▼)** - Bearish (Short) setup detected - Label shows **Grade** (A/A+/A++) and **Total Score** #### VWAP Bands - **Yellow Line** - Session VWAP (fair value) - **Blue Bands** - ±1σ (fair value zone) - **Purple Bands** - ±2σ (moderate deviation) - **Red Bands** - ±3σ (extreme deviation) #### Score Panel (Top Right) Real-time breakdown of all four components: ``` Component Score VWAP Zone 15/25 Structure 25/25 CVD 20/25 Session 25/25 TOTAL 85/100 (A+) ``` ### Step 3: Interpret Signals #### Valid Long Setup: ✅ Green triangle below candle ✅ Price in **lower VWAP bands** (below VWAP) ✅ Structure shift breaks swing high ✅ Score ≥60 #### Valid Short Setup: ✅ Red triangle above candle ✅ Price in **upper VWAP bands** (above VWAP) ✅ Structure shift breaks swing low ✅ Score ≥60 ### Step 4: Set Up Alerts (See Alert Conditions section) --- ## 🚦 Signal Filters (VWAP Zone Logic) The indicator uses **directional VWAP filtering** to prevent counter-trend signals: ### Long Signals (Green) **Only allowed when price is AT or BELOW VWAP** - ✅ Lower 2nd band (-2σ to -1σ) - ✅ Lower 3rd band (-3σ to -2σ) - ✅ At VWAP exactly - ❌ **BLOCKED** in upper bands (above VWAP) **Logic:** Longs when price is stretched below fair value (mean reversion) ### Short Signals (Red) **Only allowed when price is AT or ABOVE VWAP** - ✅ Upper 2nd band (+1σ to +2σ) - ✅ Upper 3rd band (+2σ to +3σ) - ✅ At VWAP exactly - ❌ **BLOCKED** in lower bands (below VWAP) **Logic:** Shorts when price is stretched above fair value (mean reversion) --- ## 🎨 Visual Elements ### Chart Overlays | Element | Color | Description | |---------|-------|-------------| | **VWAP Line** | Yellow | Session-anchored fair value | | **±1σ Bands** | Blue | Fair value zone (no score) | | **±2σ Bands** | Purple | Moderate deviation (15 pts) | | **±3σ Bands** | Red | Extreme deviation (25 pts) | | **Swing Highs** | Red ▼ | Confirmed pivot highs | | **Swing Lows** | Green ▲ | Confirmed pivot lows | | **Session Background** | Light Green | Active high-value session | ### Setup Labels **Bullish Setup:** ``` A+ ▲ 75 ``` Green label below candle, shows grade and score **Bearish Setup:** ``` A++ ▼ 90 ``` Red label above candle, shows grade and score ### Score Panel Real-time table in top-right corner: - Individual component scores (0-25 each) - Total score (0-100) - Current setup grade (A/A+/A++) - Updates in real-time as market conditions change --- ## 🔔 Alert Conditions ### Setting Up Alerts #### Method 1: Built-in Alert Conditions 1. Click **"Create Alert"** in TradingView 2. Select **Market State Engine** as condition 3. Choose alert type: - **Bullish Setup** - Long signals only - **Bearish Setup** - Short signals only - **Any Setup** - All signals 4. Set to **"Once Per Bar Close"** 5. Configure notification method (app, email, webhook) #### Method 2: Custom Alert Message Alert messages include full breakdown: ``` A+ Setup Detected (Score: 85) Components: VWAP(25) + Structure(25) + CVD(20) + Time(15) CVD State: Confirmation Direction: Long Timeframe: 1m ``` ### Alert Behavior ✅ **One alert per unique pivot break** - no spam ✅ **Fires on candle close only** - no repainting ✅ **Minimum score filter** - only A grade or higher (≥60) ✅ **Direction-specific** - separate bullish/bearish conditions ⚠️ **No cooldown between different pivots** - multiple alerts per session allowed if different swing levels break --- ## 🔧 Technical Details ### Timeframe Lock - **Required**: 1-minute chart only - **Reason**: Scoring model calibrated for 1m micro-structure - **Future**: Multi-timeframe support planned for v2 ### Timezone Configuration - **Hard-coded**: `America/New_York` - **Session Detection**: Uses TradingView's native session functions - **Consistency**: All time-based logic uses NY timezone ### Swing Detection Parameters **Locked to specification:** - `ta.pivothigh(source, left=2, right=2)` - `ta.pivotlow(source, left=2, right=2)` **Implications:** - Pivots confirmed 2 bars after formation - No repainting - historical pivots don't move - 4-bar minimum swing structure (2 left + pivot + 2 right) ### VWAP Calculation - **Type**: Session-anchored (resets daily) - **Source**: Typical price `(high + low + close) / 3` - **Weighting**: Volume-weighted - **Standard Deviation**: True population standard deviation ### CVD Proxy Formula ```pine barDelta = close > open ? volume : close < open ? -volume : 0 CVD = cumulative sum of barDelta (session-reset) ``` ### Performance Limits - **Max Labels**: 500 (TradingView limit) - **Max Bars Back**: 500 - **Memory**: Lightweight - uses only essential variables --- ## 💡 Best Practices ### 1. **Use as a Filter, Not a Strategy** ❌ Don't: Blindly take every signal ✅ Do: Use score as confluence for your existing analysis ### 2. **Higher Grades = Better Probability** - **A Setups (60-74)**: Regular opportunities, still require discretion - **A+ Setups (75-89)**: High-quality, multiple factors aligned - **A++ Setups (90-100)**: Rare premium opportunities, strongest edge ### 3. **Respect the VWAP Zone Filter** The indicator **automatically blocks**: - Longs in upper VWAP bands (counter-trend) - Shorts in lower VWAP bands (counter-trend) Trust this logic - it enforces mean reversion discipline. ### 4. **Monitor the Score Panel** Watch which components are scoring to understand **why** a setup formed: - Missing CVD score? → No order flow confirmation - Missing Time score? → Outside high-volume sessions - Low VWAP score? → Weak deviation from fair value ### 5. **Combine with Risk Management** The indicator provides **opportunity scoring**, not position sizing: - Use stop losses based on swing structure - Scale position size with setup grade (larger on A++, smaller on A) - Set profit targets at VWAP or opposing band ### 6. **Session Awareness** Prioritize signals during **active sessions**: - **03:00-04:00 NY**: Pre-market momentum - **09:30-11:30 NY**: Highest volume, tightest spreads Off-hours signals (0 time score) are lower probability but still valid if other factors strong. ### 7. **Understand the Hard Gate** If **no structure shift** occurs: - Total score = 0 - No alerts fire - Other components irrelevant **Why?** Structure shift confirms momentum change - without it, there's no tradable opportunity. ### 8. **Avoid Over-Optimization** Default settings are well-calibrated: - Don't chase "perfect" parameters - Test changes on historical data before live use - Document any modifications ### 9. **Leverage Alert De-Duplication** The indicator prevents spam automatically: - One alert per unique swing break - New swing levels = new alerts - No need to manually filter notifications ### 10. **Supplement with Price Action** Use the indicator alongside: - Support/resistance levels - Order flow footprint charts - Volume profile - Market internals (breadth, TICK, etc.) --- ## 📚 Example Scenarios ### Example 1: A++ Premium Setup (Score: 95) ``` Price: In lower 3rd VWAP band (-2.8σ) → VWAP: 25 pts Structure: Close breaks swing high → Structure: 25 pts CVD: Price LL + CVD HL (bullish div) → CVD: 25 pts Time: 10:15 AM NY (market open) → Time: 25 pts Direction: LONG (price below VWAP) → Valid Grade: A++ (95/100) ``` **Interpretation:** All factors aligned - premium mean-reversion long opportunity. --- ### Example 2: A+ Strong Setup (Score: 80) ``` Price: In upper 2nd VWAP band (+1.5σ) → VWAP: 15 pts Structure: Close breaks swing low → Structure: 25 pts CVD: Price HH + CVD LH (bearish div) → CVD: 25 pts Time: 2:00 PM NY (off-hours) → Time: 0 pts Direction: SHORT (price above VWAP) → Valid Grade: A+ (65/100) ``` **Interpretation:** Strong setup despite off-hours, bearish divergence adds confidence. --- ### Example 3: Filtered Setup (Score: 0) ``` Price: In upper 3rd VWAP band (+2.5σ) → VWAP: 25 pts (if allowed) Structure: Close breaks swing high → Structure: BLOCKED CVD: Price HH + CVD HH (confirmation) → CVD: 20 pts (if allowed) Time: 10:00 AM NY → Time: 25 pts (if allowed) Direction: LONG (price ABOVE VWAP) → ❌ INVALID ZONE Grade: None (0/100) - NO ALERT ``` **Interpretation:** VWAP filter blocked long signal in upper band - prevents counter-trend trade. --- ## 🛠️ Troubleshooting ### No Signals Appearing - ✅ Verify you're on **1-minute chart** - ✅ Check **Tick Size** matches your symbol - ✅ Ensure **VWAP Bands** are visible - ✅ Wait for confirmed pivots (requires at least 5 bars of history) ### Alerts Not Firing - ✅ Confirm alert is set to **"Once Per Bar Close"** - ✅ Check score threshold (must be ≥60 by default) - ✅ Verify VWAP zone filter isn't blocking signals - ✅ Check that structure shift is actually occurring ### Score Always Zero - ✅ No structure shift detected (hard gate active) - ✅ Price may not be in valid VWAP zone (2nd or 3rd band) - ✅ Insufficient swing history (wait for pivots to form) ### Too Many/Too Few Signals **Too many signals:** - Increase **A Setup Threshold** (e.g., 70 instead of 60) - Increase **Tick Buffer Count** (reduces false breaks) **Too few signals:** - Decrease **A Setup Threshold** (e.g., 50 instead of 60) - Decrease **Tick Buffer Count** (more sensitive to breaks) --- ## 📜 License This indicator is provided under the **Mozilla Public License 2.0**. --- ## 🤝 Credits Developed as a professional trading tool for systematic opportunity identification. **Philosophy:** Reduce noise. Enforce discipline. Keep the human in control. --- ## 📞 Support For questions, issues, or feature requests, please consult: 1. This README documentation 2. The specification document (`pinescript_market_state_engine_spec.docx`) 3. Inline code comments in `market_state_engine.pine` --- ## 🔄 Version History **v1.0** (Current) - Initial release - 4-component scoring model (VWAP + Structure + CVD + Time) - VWAP zone directional filtering - Alert de-duplication - Configurable inputs - Real-time score panel - Session-aware logic --- ## 🎓 Understanding the Numbers ### Quick Reference Card | Score Range | Grade | Quality | Typical Use | |-------------|-------|---------|-------------| | 90-100 | A++ | Premium | Highest conviction trades | | 75-89 | A+ | High | Strong probability setups | | 60-74 | A | Good | Acceptable with discretion | | 0-59 | None | Filtered | Skip or wait for confluence | ### Component Contribution Examples **Minimum A Setup (60 points):** - Structure (25) + VWAP 3rd band (25) + Time (25) = 75 ✅ **Typical A+ Setup (75 points):** - Structure (25) + VWAP 2nd band (15) + CVD confirm (20) + Time (25) = 85 ✅ **Maximum A++ Setup (100 points):** - Structure (25) + VWAP 3rd band (25) + CVD divergence (25) + Time (25) = 100 ✅ --- ## 🎯 Final Reminder **This is NOT a trading bot.** **This is NOT financial advice.** **This is a decision-support tool.** Always: - ✅ Use proper risk management - ✅ Understand the logic before trading - ✅ Backtest on your symbols - ✅ Keep the human in control **Happy Trading! 📈**
Pine Script® indicator
by TC_BE
Session Range Boxes(MTF)📦 Indicator Name Session Range Boxes (MTF) Multi-Timeframe Directional Session Range Visualization 📘 Description Session Range Boxes (MTF) is a multi-timeframe market structure tool that visually highlights price range behavior across different time sessions using clean, directional range boxes. Each box represents the High–Low range of a completed or live session, automatically colored based on directional bias: 🟢 Bullish → Session Close > Session Open 🔴 Bearish → Session Close < Session Open ⚪ Neutral → Session Close = Session Open This allows traders to instantly identify trend strength, balance zones, volatility expansion, and key support/resistance areas across multiple timeframes — all on a single chart. 🔍 What This Indicator Shows For every enabled timeframe, the indicator: Draws a range box from session open to session close Continuously updates live session High & Low Locks the final color once the session completes Keeps historical boxes for structure and context Supported timeframes: Quarterly Half-Yearly Yearly Monthly Weekly Daily Hourly 30-Minute 15-Minute 5-Minute ⚙️ Default Behavior By default, the indicator enables: Weekly Daily Hourly This default setup is intentionally chosen to suit most traders and provides: Higher-timeframe structure (Weekly) Swing context (Daily) Intraday execution levels (Hourly) 🧠 How to Use It Effectively 📈 Higher-Timeframe Analysis (Swing / Positional Trading) Recommended combinations: Weekly + Daily Monthly + Weekly Use cases: Identify dominant market bias Spot compression vs expansion Define higher-timeframe support & resistance zones ⚡ Intraday Trading (Day Trading) Recommended combinations: Daily + Hourly Hourly + 30-Minute Use cases: Track intraday range development Identify directional day types Trade breakouts, rejections, or mean-reversion within session ranges 🚀 Scalping & Precision Entries Recommended combinations: Hourly + 15-Minute 30-Minute + 5-Minute Use cases: Fine-tune entries within larger session ranges Align lower-timeframe trades with higher-timeframe bias Spot micro range expansion and contraction 🎨 Customization Options Bullish / Bearish / Neutral colors Box fill transparency Border transparency & color Maximum historical boxes per timeframe This allows you to keep charts clean, lightweight, and performance-friendly. 💡 Best Practices Avoid enabling too many timeframes at once — clarity beats clutter Use higher-timeframe boxes for bias, lower-timeframe boxes for entries Combine with: Market structure Volume VWAP Liquidity concepts Price action confirmation Session Range Boxes (MTF) is a clean, powerful visual tool designed to help traders: Understand session-based price behavior Align trades across timeframes Improve structure awareness without clutter Whether you are a scalper, day trader, or swing trader, this indicator adapts seamlessly to your workflow.
Pine Script® indicator
by jochacko11
1
TRIZONACCI_Mean reversal_signalsMarket State Engine Deterministic Confidence-Scoring System for TradingView A professional-grade PineScript v5 indicator that scores market conditions from 0-100, helping traders identify high-quality trading opportunities through systematic structure analysis, VWAP positioning, order flow dynamics, and time-based context. 🎯 Overview The Market State Engine is not a trading bot—it's a noise-reduction and opportunity-ranking system designed to filter market conditions and surface only the highest-quality setups. Instead of blindly taking every signal, this indicator: ✅ Scores market conditions objectively (0-100 scale) ✅ Filters out low-probability setups automatically ✅ Classifies opportunities into A, A+, and A++ grades ✅ Alerts only on confirmed structure shifts with supporting context ✅ Keeps the human in control - provides intelligence, not automation Philosophy: Reduce Noise. Enforce Discipline. Surface Quality. 🚀 Key Features Deterministic Scoring - No black boxes, fully explainable logic Multi-Factor Analysis - Combines 4 independent market state components Structure-First Approach - Only alerts on confirmed pivot breaks VWAP Mean Reversion Logic - Directional filtering based on VWAP zones Order Flow Proxy - CVD divergence and confirmation detection Session-Aware Scoring - Prioritizes high-volume New York sessions Alert De-Duplication - One alert per unique structure shift Zero Repainting - Uses confirmed pivots only (left=2, right=2) Fully Configurable - All parameters exposed as inputs Visual Feedback - VWAP bands, setup labels, and real-time score panel 📊 Scoring System (0-100) The Market State Engine evaluates four independent components, each contributing up to 25 points for a maximum total score of 100. 🎯 Component Breakdown Component Max Points Description VWAP Context 25 Measures price deviation from session VWAP Structure Shift 25 Confirms pivot breakout (HARD GATE) CVD Alignment 25 Detects order flow divergence/confirmation Time-of-Day 25 Identifies high-probability trading sessions 1️⃣ VWAP Context (Max 25 Points) Purpose: Identifies extreme price deviations from fair value for mean-reversion opportunities. VWAP (Volume-Weighted Average Price) is calculated session-anchored to New York market time, with standard deviation bands creating zones of opportunity. Band Structure: 1st Band: ±1σ from VWAP (fair value zone) 2nd Band: ±2σ from VWAP (moderate deviation) 3rd Band: ±3σ from VWAP (extreme deviation) Scoring Logic (Exclusive): Price in 3rd VWAP Band (>2σ and ≤3σ) → +25 points Price in 2nd VWAP Band (>1σ and ≤2σ) → +15 points Otherwise (inside 1σ or beyond 3σ) → 0 points Key Insight: The further price stretches from VWAP, the higher the probability of mean reversion. 2️⃣ Structure Shift (Max 25 Points) — HARD GATE Purpose: Confirms momentum shift through confirmed pivot breakouts. ⚠️ CRITICAL: Structure shift is mandatory. If no valid structure shift occurs, the total score becomes 0 regardless of other factors. Detection Method: Uses TradingView's ta.pivothigh() and ta.pivotlow() functions with locked parameters: Left bars: 2 Right bars: 2 Source: Configurable (Wick or Body) Break confirmation: Candle close only Bullish Structure Shift: ✅ Prior swing high exists (confirmed pivot) ✅ Current candle closes above swing high + tick buffer ✅ Must occur in VWAP 2nd or 3rd band ✅ VWAP Filter: Price must be at or below VWAP (lower bands) Bearish Structure Shift: ✅ Prior swing low exists (confirmed pivot) ✅ Current candle closes below swing low - tick buffer ✅ Must occur in VWAP 2nd or 3rd band ✅ VWAP Filter: Price must be at or above VWAP (upper bands) Scoring: Valid structure shift → +25 points No structure shift → Total score = 0 Tick Buffer: Default 5 ticks (configurable) - prevents false breaks from minor price noise. 3️⃣ CVD Alignment (Max 25 Points) Purpose: Detects institutional order flow through volume delta analysis. CVD (Cumulative Volume Delta) is a proxy for order flow: Close > Open → +Volume (buying pressure) Close < Open → -Volume (selling pressure) Scoring Logic: Condition Points Description Divergence +25 Price makes higher high + CVD makes lower high (bearish) Price makes lower low + CVD makes higher low (bullish) Confirmation +20 Price and CVD both make higher highs or lower lows Neutral 0 No clear divergence or confirmation Lookback Window: Last 20 bars (configurable) - prevents stale divergences. Key Insight: Divergences suggest weakening momentum, while confirmations validate the trend. 4️⃣ Time-of-Day Context (Max 25 Points) Purpose: Prioritizes high-volume, high-volatility New York sessions. Scored Sessions (America/New_York timezone): Session Time Range (NY) Points Description Pre-Market 03:00 - 04:00 +25 Early liquidity injection Market Open 09:30 - 11:30 +25 Highest volume period Off-Hours All other times 0 Lower probability setups Key Insight: Structure shifts during active sessions have higher follow-through probability. 🏆 Setup Classification Setups are graded based on total score thresholds (configurable): Grade Score Range Typical Components Quality Level A++ Setup ≥90 All 4 factors aligned (VWAP 3rd band + Structure + CVD + Session) Premium - Rare A+ Setup ≥75 Structure + VWAP + CVD or Session (3 of 4 factors) High - Select A Setup ≥60 Structure + VWAP + Session (Minimum viable setup) Good - Regular No Grade <60 Insufficient confluence Filtered out Default Thresholds: A Setup: 60 points A+ Setup: 75 points A++ Setup: 90 points 📥 Installation Step 1: Download the Indicator Download the market_state_engine.pine file from this repository. Step 2: Add to TradingView Open TradingView Open the Pine Editor (bottom panel) Click "New" → "Blank indicator" Delete all default code Paste the contents of market_state_engine.pine Click "Add to Chart" Step 3: Configure for Your Symbol Click the gear icon next to the indicator name Adjust Tick Size for your instrument: ES futures: 0.25 NQ futures: 0.25 Stocks: 0.01 Save settings ⚙️ Configuration Symbol Settings Parameter Default Description Tick Size 0.25 Minimum price movement for your symbol Tick Buffer Count 5 Ticks beyond swing for valid break VWAP Settings Parameter Default Description VWAP Band 1 (σ) 1.0 1st standard deviation multiplier VWAP Band 2 (σ) 2.0 2nd standard deviation multiplier VWAP Band 3 (σ) 3.0 3rd standard deviation multiplier Session Settings Parameter Default Description Session 1 0300-0400 Pre-market window (NY time) Session 2 0930-1130 Market open window (NY time) Score Thresholds Parameter Default Description A Setup Threshold 60 Minimum score for A grade A+ Setup Threshold 75 Minimum score for A+ grade A++ Setup Threshold 90 Minimum score for A++ grade CVD Settings Parameter Default Description CVD Divergence Lookback 20 Maximum bars for divergence detection Swing Settings Parameter Default Options Description Swing Detection Method Wick Wick / Body Use high/low or open/close for pivots Visual Settings Parameter Default Description Show VWAP Bands ✅ Display VWAP and standard deviation bands Show Setup Labels ✅ Display setup markers on chart Show Score Panel ✅ Display real-time score breakdown 📖 How to Use Step 1: Apply to 1-Minute Chart ⚠️ The indicator is locked to 1-minute timeframe - do not use on other timeframes. Step 2: Understand the Visual Signals Setup Labels Green Triangle (▲) - Bullish (Long) setup detected Red Triangle (▼) - Bearish (Short) setup detected Label shows Grade (A/A+/A++) and Total Score VWAP Bands Yellow Line - Session VWAP (fair value) Blue Bands - ±1σ (fair value zone) Purple Bands - ±2σ (moderate deviation) Red Bands - ±3σ (extreme deviation) Score Panel (Top Right) Real-time breakdown of all four components: Component Score VWAP Zone 15/25 Structure 25/25 CVD 20/25 Session 25/25 TOTAL 85/100 (A+) Step 3: Interpret Signals Valid Long Setup: ✅ Green triangle below candle ✅ Price in lower VWAP bands (below VWAP) ✅ Structure shift breaks swing high ✅ Score ≥60 Valid Short Setup: ✅ Red triangle above candle ✅ Price in upper VWAP bands (above VWAP) ✅ Structure shift breaks swing low ✅ Score ≥60 Step 4: Set Up Alerts (See Alert Conditions section) 🚦 Signal Filters (VWAP Zone Logic) The indicator uses directional VWAP filtering to prevent counter-trend signals: Long Signals (Green) Only allowed when price is AT or BELOW VWAP ✅ Lower 2nd band (-2σ to -1σ) ✅ Lower 3rd band (-3σ to -2σ) ✅ At VWAP exactly ❌ BLOCKED in upper bands (above VWAP) Logic: Longs when price is stretched below fair value (mean reversion) Short Signals (Red) Only allowed when price is AT or ABOVE VWAP ✅ Upper 2nd band (+1σ to +2σ) ✅ Upper 3rd band (+2σ to +3σ) ✅ At VWAP exactly ❌ BLOCKED in lower bands (below VWAP) Logic: Shorts when price is stretched above fair value (mean reversion) 🎨 Visual Elements Chart Overlays Element Color Description VWAP Line Yellow Session-anchored fair value ±1σ Bands Blue Fair value zone (no score) ±2σ Bands Purple Moderate deviation (15 pts) ±3σ Bands Red Extreme deviation (25 pts) Swing Highs Red ▼ Confirmed pivot highs Swing Lows Green ▲ Confirmed pivot lows Session Background Light Green Active high-value session Setup Labels Bullish Setup: A+ ▲ 75 Green label below candle, shows grade and score Bearish Setup: A++ ▼ 90 Red label above candle, shows grade and score Score Panel Real-time table in top-right corner: Individual component scores (0-25 each) Total score (0-100) Current setup grade (A/A+/A++) Updates in real-time as market conditions change 🔔 Alert Conditions Setting Up Alerts Method 1: Built-in Alert Conditions Click "Create Alert" in TradingView Select Market State Engine as condition Choose alert type: Bullish Setup - Long signals only Bearish Setup - Short signals only Any Setup - All signals Set to "Once Per Bar Close" Configure notification method (app, email, webhook) Method 2: Custom Alert Message Alert messages include full breakdown: A+ Setup Detected (Score: 85) Components: VWAP(25) + Structure(25) + CVD(20) + Time(15) CVD State: Confirmation Direction: Long Timeframe: 1m Alert Behavior ✅ One alert per unique pivot break - no spam ✅ Fires on candle close only - no repainting ✅ Minimum score filter - only A grade or higher (≥60) ✅ Direction-specific - separate bullish/bearish conditions ⚠️ No cooldown between different pivots - multiple alerts per session allowed if different swing levels break 🔧 Technical Details Timeframe Lock Required: 1-minute chart only Reason: Scoring model calibrated for 1m micro-structure Future: Multi-timeframe support planned for v2 Timezone Configuration Hard-coded: America/New_York Session Detection: Uses TradingView's native session functions Consistency: All time-based logic uses NY timezone Swing Detection Parameters Locked to specification: ta.pivothigh(source, left=2, right=2) ta.pivotlow(source, left=2, right=2) Implications: Pivots confirmed 2 bars after formation No repainting - historical pivots don't move 4-bar minimum swing structure (2 left + pivot + 2 right) VWAP Calculation Type: Session-anchored (resets daily) Source: Typical price (high + low + close) / 3 Weighting: Volume-weighted Standard Deviation: True population standard deviation CVD Proxy Formula barDelta = close > open ? volume : close < open ? -volume : 0 CVD = cumulative sum of barDelta (session-reset) Performance Limits Max Labels: 500 (TradingView limit) Max Bars Back: 500 Memory: Lightweight - uses only essential variables 💡 Best Practices 1. Use as a Filter, Not a Strategy ❌ Don't: Blindly take every signal ✅ Do: Use score as confluence for your existing analysis 2. Higher Grades = Better Probability A Setups (60-74): Regular opportunities, still require discretion A+ Setups (75-89): High-quality, multiple factors aligned A++ Setups (90-100): Rare premium opportunities, strongest edge 3. Respect the VWAP Zone Filter The indicator automatically blocks: Longs in upper VWAP bands (counter-trend) Shorts in lower VWAP bands (counter-trend) Trust this logic - it enforces mean reversion discipline. 4. Monitor the Score Panel Watch which components are scoring to understand why a setup formed: Missing CVD score? → No order flow confirmation Missing Time score? → Outside high-volume sessions Low VWAP score? → Weak deviation from fair value 5. Combine with Risk Management The indicator provides opportunity scoring, not position sizing: Use stop losses based on swing structure Scale position size with setup grade (larger on A++, smaller on A) Set profit targets at VWAP or opposing band 6. Session Awareness Prioritize signals during active sessions: 03:00-04:00 NY: Pre-market momentum 09:30-11:30 NY: Highest volume, tightest spreads Off-hours signals (0 time score) are lower probability but still valid if other factors strong. 7. Understand the Hard Gate If no structure shift occurs: Total score = 0 No alerts fire Other components irrelevant Why? Structure shift confirms momentum change - without it, there's no tradable opportunity. 8. Avoid Over-Optimization Default settings are well-calibrated: Don't chase "perfect" parameters Test changes on historical data before live use Document any modifications 9. Leverage Alert De-Duplication The indicator prevents spam automatically: One alert per unique swing break New swing levels = new alerts No need to manually filter notifications 10. Supplement with Price Action Use the indicator alongside: Support/resistance levels Order flow footprint charts Volume profile Market internals (breadth, TICK, etc.) 📚 Example Scenarios Example 1: A++ Premium Setup (Score: 95) Price: In lower 3rd VWAP band (-2.8σ) → VWAP: 25 pts Structure: Close breaks swing high → Structure: 25 pts CVD: Price LL + CVD HL (bullish div) → CVD: 25 pts Time: 10:15 AM NY (market open) → Time: 25 pts Direction: LONG (price below VWAP) → Valid Grade: A++ (95/100) Interpretation: All factors aligned - premium mean-reversion long opportunity. Example 2: A+ Strong Setup (Score: 80) Price: In upper 2nd VWAP band (+1.5σ) → VWAP: 15 pts Structure: Close breaks swing low → Structure: 25 pts CVD: Price HH + CVD LH (bearish div) → CVD: 25 pts Time: 2:00 PM NY (off-hours) → Time: 0 pts Direction: SHORT (price above VWAP) → Valid Grade: A+ (65/100) Interpretation: Strong setup despite off-hours, bearish divergence adds confidence. Example 3: Filtered Setup (Score: 0) Price: In upper 3rd VWAP band (+2.5σ) → VWAP: 25 pts (if allowed) Structure: Close breaks swing high → Structure: BLOCKED CVD: Price HH + CVD HH (confirmation) → CVD: 20 pts (if allowed) Time: 10:00 AM NY → Time: 25 pts (if allowed) Direction: LONG (price ABOVE VWAP) → ❌ INVALID ZONE Grade: None (0/100) - NO ALERT Interpretation: VWAP filter blocked long signal in upper band - prevents counter-trend trade. 🛠️ Troubleshooting No Signals Appearing ✅ Verify you're on 1-minute chart ✅ Check Tick Size matches your symbol ✅ Ensure VWAP Bands are visible ✅ Wait for confirmed pivots (requires at least 5 bars of history) Alerts Not Firing ✅ Confirm alert is set to "Once Per Bar Close" ✅ Check score threshold (must be ≥60 by default) ✅ Verify VWAP zone filter isn't blocking signals ✅ Check that structure shift is actually occurring Score Always Zero ✅ No structure shift detected (hard gate active) ✅ Price may not be in valid VWAP zone (2nd or 3rd band) ✅ Insufficient swing history (wait for pivots to form) Too Many/Too Few Signals Too many signals: Increase A Setup Threshold (e.g., 70 instead of 60) Increase Tick Buffer Count (reduces false breaks) Too few signals: Decrease A Setup Threshold (e.g., 50 instead of 60) Decrease Tick Buffer Count (more sensitive to breaks) 📜 License This indicator is provided under the Mozilla Public License 2.0. 🤝 Credits Developed as a professional trading tool for systematic opportunity identification. Philosophy: Reduce noise. Enforce discipline. Keep the human in control. 📞 Support For questions, issues, or feature requests, please consult: This README documentation The specification document (pinescript_market_state_engine_spec.docx) Inline code comments in market_state_engine.pine 🔄 Version History v1.0 (Current) Initial release 4-component scoring model (VWAP + Structure + CVD + Time) VWAP zone directional filtering Alert de-duplication Configurable inputs Real-time score panel Session-aware logic 🎓 Understanding the Numbers Quick Reference Card Score Range Grade Quality Typical Use 90-100 A++ Premium Highest conviction trades 75-89 A+ High Strong probability setups 60-74 A Good Acceptable with discretion 0-59 None Filtered Skip or wait for confluence Component Contribution Examples Minimum A Setup (60 points): Structure (25) + VWAP 3rd band (25) + Time (25) = 75 ✅ Typical A+ Setup (75 points): Structure (25) + VWAP 2nd band (15) + CVD confirm (20) + Time (25) = 85 ✅ Maximum A++ Setup (100 points): Structure (25) + VWAP 3rd band (25) + CVD divergence (25) + Time (25) = 100 ✅ 🎯 Final Reminder This is NOT a trading bot. This is NOT financial advice. This is a decision-support tool. Always: ✅ Use proper risk management ✅ Understand the logic before trading ✅ Backtest on your symbols ✅ Keep the human in control Happy Trading! 📈
Pine Script® indicator
by TC_BE
Bar Count & EMABar Count & EMA Indicator A clean and lightweight indicator designed for intraday price action traders. Features: 1. Bar Count Displays bar numbers only on 3-minute and 5-minute timeframes Works during Regular Trading Hours (RTH) only Shows bar 1 and multiples of 3 (3, 6, 9, 12, 15...) Color-coded for key bars: Bar 18 & 48 (Red), Bar 6 (Light Green), Multiples of 12 (Sky Blue), Others (Gray) 2. EMA 20 Simple 20-period Exponential Moving Average Customizable source, length, offset, and color Why these specific timeframes? 5-Minute Chart (US Markets): Bar 6, 12, 18, 24... represent 30-min, 1-hour, 1.5-hour intervals Bar 18 and 48 often mark significant intraday turning points Best for: ES, NQ, SPY, QQQ 3-Minute Chart (China A-Share Markets): Bar 10, 20, 30... represent 30-min, 1-hour, 1.5-hour intervals Designed for CSI 1000 Index Futures (IM) and other China futures Helps track the 4-hour trading session rhythm (9:30-11:30, 13:00-15:00) Why Bar Count Matters: Tracking bar numbers helps traders identify market rhythm, timing cycles, and potential reversal zones throughout the trading session.
Pine Script® indicator
by JimmC98
Anhnga4.0 - Filter ToggleINPUTS: 1.5 0.8 (OR 1.6 0.5/0.6) BE=0.45 1 MAs: 35 135 7 This Pine Script code defines a trading strategy named **"Anhnga4.0 - Filter Toggle"**. It is a trend-following strategy that uses momentum oscillators and moving averages to identify entries, while featuring a specific "Overextension Filter" to avoid buying at the top or selling at the bottom. Here is a breakdown of how the script works: --- ## 1. Core Trading Logic (The Entry) The strategy looks for a "perfect storm" of three factors before entering a trade: * **Momentum (WaveTrend):** It uses the WaveTrend oscillator (`wt1` and `wt2`). * **Long:** A bullish crossover happens while the oscillator is below the zero line (oversold). * **Short:** A bearish crossunder happens while the oscillator is above the zero line (overbought). * **Trend Confirmation:** The price must be on the "correct" side of three different lines: the 20-period Moving Average (BB Basis), the 50-period SMA, and the 200-period SMA. * **The Window:** You don't have to enter exactly on the cross. The `Signal Window` allows the trade to trigger up to 4 bars after the momentum cross, provided the trend filters align. ## 2. The "Overextension" Filter This is a unique feature of this script. It calculates the distance between the current price and the **50-period Moving Average**. * If the price is too far away from the MA (defined by the **ATR Limit**), the script assumes the move is "exhausted." * If `Enable Overextension Filter?` is on, the strategy will skip these trades to avoid "chasing the pump." * **Visual Cue:** The chart background turns **purple** when the price is considered overextended. --- ## 3. Risk Management & Exit Strategy The script manages trades dynamically using Bollinger Bands and Risk:Reward ratios: | Feature | Description | | --- | --- | | **Stop Loss (SL)** | Set at the **Lower Bollinger Band** for Longs and **Upper Band** for Shorts. | | **Take Profit (TP)** | Calculated based on your **RR Ratio** (default is 2.0). If your risk is $10, it sets the target at $20 profit. | | **Breakeven** | A "protection" feature. Once the price moves in your favor by a certain amount (the `Breakeven Trigger`), the script moves the Stop Loss to your entry price to ensure a "risk-free" trade. | --- ## 4. Visual Elements on the Chart * **Green Lines:** Your target price (TP). * **Red Lines:** Your initial Stop Loss. * **Yellow Lines:** Indicates the Stop Loss has been moved to **Breakeven**. * **Purple Background:** High alert—price is overextended; trades are likely being filtered out. --- ## Summary of Settings * **BB Multiplier:** Controls how wide your initial stop loss is. * **ATR Limit:** Controls how sensitive the "Overextension" filter is (higher = more trades allowed; lower = stricter filtering). * **Breakeven Trigger:** Set to 1.0 by default, meaning once you are "1R" (profit equals initial risk) in profit, the stop moves to entry.
Pine Script® strategy
by ngamei2912
OiDeer (Session Map+Open+VWAP+PrevDay+VIX bands)Overview Intraday context pack for NSE symbols that overlays Prev Close (official 15:30), Prev Day High/Low, Daily Open, 1st Candle Open, VWAP, an optional centered 100-point grid, and Expected High/Low bands derived from India VIX (Open). It also computes remaining points to reach the expected bands for today (live) and for every historical session. What it plots Prev Close (yesterday 15:30 cash close) extended across today. Prev Day High/Low extended across today. Daily Open and Intraday 1st Candle Open (today only). VWAP (session). Expected High/Low from India VIX(Open) with optional √time intraday scaling. Remaining points labels: Today: points from today’s High → Exp High and today’s Low → Exp Low (also shown in Data Window). Historical: for each completed day, points that were remaining from that day’s High/Low to its expected High/Low. 100-point centered grid (…00 levels by default; shift via Base Offset). All labels are anchored at the session start bar (arrow on day boundary) with the label box rendered to the left so current candles stay unobstructed. VIX math (expected move) Daily σ: (VIX_open / 100) / √252. Intraday option (today only): multiply by √(elapsed_minutes / 375). Expected % move: k * daily_sigma * (√fraction if enabled). Bands around reference S (choose Open, Prev Close, or Last): ExpHigh = S + S * expected_pct ExpLow = S - S * expected_pct Historical sessions use that day’s VIX(Open) and reference S (no intraday scaling). Inputs Prev Close / PDH / PDL: show/hide, label toggles, colors, widths. Daily/1st Candle Open, VWAP: show/hide; labels sit left of day start. India VIX Bands: k (sigma), Reference Price (Open / Prev Close / Last), √time scaling toggle, colors, label toggles. Remaining to Exp Bands: show labels, Clamp to 0 (no negatives), show in Data Window. 100-Point Grid: step, base offset, style, count above/below, color/width. Label size control. Data Window Pts→Exp High (from Day High) Pts→Exp Low (from Day Low) Pts→Exp High (from Close) Pts→Exp Low (from Close) 100pt lines ABOVE/BELOW (from current price) Notes Assumes NSE cash session 09:15–15:30 IST (375 min). Prev Close uses official cash close at 15:30. Designed for NSE symbols; India VIX source: NSE:INDIAVIX (Daily Open). No alerts in this version. Tips Use k = 1.0 for ~1σ feel; try 1.5–2.0 for wider envelopes. Open as reference is clean for intraday; Prev Close is gap-aware. Turn on √time scaling if you prefer bands that widen through the day. Disclaimer For research and visualization only, not trading advice. Markets can exceed modeled ranges—use your own risk management.
Pine Script® indicator
by SHRIKANTRANE21
DkS Market Structure Breakout Strategy Crypto & ForexDkS Market Structure Breakout Strategy Crypto & Forex 🔍 Overview DkSPro – Universal Market Analysis is a structure-based trading strategy designed for Crypto and Forex markets, focused on trend alignment, breakout confirmation, and volume validation. This strategy is built to filter low-quality trades, avoid ranging conditions, and reduce false breakouts by requiring multiple layers of confirmation before any trade is executed. It is intended for scalping and intraday trading, prioritizing consistency and risk control over trade frequency. 🧠 Strategy Logic (How It Works) DkSPro follows a sequential decision process, not a single-indicator signal: Trend Bias (EMA Structure) A fast and slow EMA define the directional bias. Long trades are only allowed during bullish EMA alignment. Short trades are only allowed during bearish EMA alignment. This prevents counter-trend and ranging-market entries. Market Structure & Breakout Validation The strategy identifies recent swing highs and lows. Trades are triggered only after a confirmed breakout of structure, not during consolidation. This avoids early entries and false momentum moves. Volume Confirmation Volume must exceed its moving average by a defined multiplier. This ensures participation and filters out low-liquidity breakouts. Volume thresholds adapt depending on the selected trading mode. Momentum Confirmation (RSI) RSI is used strictly as a momentum filter, not as a standalone signal. It confirms that price movement aligns with the breakout direction. Risk Management (Mandatory) Every position includes a predefined Stop Loss and Take Profit. Position sizing is based on a fixed percentage of equity, keeping risk per trade within sustainable limits. All conditions must align simultaneously; otherwise, no trade is executed. ⚙️ Trading Modes SAFE Mode Stronger volume and RSI thresholds Fewer trades, higher selectivity Designed for risk control and consistency AGGRESSIVE Mode Slightly relaxed filters Higher trade frequency during strong momentum Intended for experienced users only 📊 Markets & Assets This strategy has been actively used and tested on: 🟢 Crypto (Binance / Binance.US) SOL-USDT XRP-USDT Other high-liquidity pairs (BTC, ETH) Crypto mode benefits from stronger volume confirmation to adapt to higher volatility. 🔵 Forex Major pairs such as EURUSD, GBPUSD, USDJPY Optimized for liquid markets with lower relative volume The same structural logic applies to both markets, with volume behavior naturally adapting to each asset class. ⏱ Recommended Timeframes Crypto: 5m – 15m Forex: 15m – 1H Lower timeframes (1m) are not recommended due to noise and unreliable volume behavior. 🧪 Backtesting & Settings Transparency Default strategy properties are intentionally conservative to reflect realistic conditions: Initial capital: $20,000 Position size: 2% of equity Commission: 0.08% Slippage: 1 tick Fixed Stop Loss and Take Profit on every trade Backtests should be performed on sufficient historical data (ideally 6–12 months) to ensure a statistically meaningful sample size (100+ trades). 📈 Originality & Usefulness DkSPro is not a simple indicator mashup. Each component serves a specific role in a layered confirmation system: EMAs define direction Structure defines timing Volume validates participation RSI confirms momentum Risk management controls exposure Removing any layer significantly reduces signal quality. The strategy is designed as a complete decision framework, not a signal generator. ⚠️ Important Notes This script is an analysis and execution tool, not financial advice. Market conditions change, and no strategy performs well in all environments. Users are encouraged to backtest, forward test, and adjust position sizing according to their own risk tolerance. 🧩 Version Notice This publication represents a consolidated and refined version of an internal experimental script. No parallel or duplicate versions are intended. All future improvements will be released exclusively using TradingView’s Update feature. 🇪🇸 Descripción en Español (Resumen) DkSPro es una estrategia basada en estructura de mercado, diseñada para Crypto y Forex, que combina tendencia, ruptura de estructura, volumen y control de riesgo. Solo opera cuando todas las condiciones se alinean, evitando rangos, falsas rupturas y sobreoperar. Ha sido utilizada en Binance con pares como SOL-USDT y XRP-USDT, así como en Forex, siempre con gestión de riesgo fija y condiciones realistas.
Pine Script® strategy
by dksniewieders
MACD 12-26-9 with Slope, Convergence & Divergence1. Core Indicator: MACD (12-26-9) The script uses the standard MACD: Fast EMA: 12 Slow EMA: 26 Signal EMA: 9 It plots: MACD Line → short-term vs long-term momentum Signal Line → smoothed MACD Histogram → distance between MACD and Signal 2. Histogram Slope (Momentum Acceleration) What it is The slope measures how fast the MACD histogram is changing. histSlope = hist - hist What it tells you Positive slope → momentum accelerating Negative slope → momentum slowing Slope flip → early momentum shift (often before MACD cross) Why it matters MACD crosses are lagging. Histogram slope gives early warning of momentum changes. 3. Convergence & Divergence (MACD vs Signal) How it’s calculated The script measures the distance between the MACD and Signal lines: distance = abs(macdLine - signalLine) Convergence → distance is shrinking Divergence → distance is expanding Interpretation Convergence = compression / energy building Divergence = expansion / trend strength or exhaustion This is not price divergence, but internal momentum structure. 4. MACD Perimeter Threshold (Momentum Filter) What it is Horizontal bands above and below zero that define a “noise zone”. Inside perimeter → weak / choppy momentum Outside perimeter → strong momentum Why it’s useful Filters low-quality MACD crosses Identifies compression → expansion Helps spot trend exhaustion when momentum fades outside the band 5. Visual Encoding (What you see) Histogram colors Bright green / red → strong acceleration Dull green / maroon → weakening momentum Gray → indecision MACD line color Yellow → converging (compression) Orange → diverging (expansion) Blue → neutral Markers Up triangle → bullish convergence Down triangle → bearish divergence 6. How traders use this indicator Trend continuation MACD above zero Histogram positive Slope rising Divergence expanding ➡ Strong trend continuation Pullback entries Trend intact Histogram pulls back toward zero Slope turns up again ➡ High-probability re-entry Breakout anticipation Long convergence Histogram flattening Sudden slope expansion ➡ Breakout likely Exhaustion warning Large divergence Histogram slope weakens Momentum fails to expand ➡ Trend may stall or reverse 7. Best use cases Works best as a momentum confirmation tool Combine with: Market structure Support / resistance Moving averages Volume or Force Index
Pine Script® indicator
by mattyjoy6787
Auto Fib Prev-Week Only for [4H+ Swing]Maps the previous week Fib levels: Captures real supply & demand. Defines where price was accepted or rejected. Creates levels that current price must respect. This indicator locks those levels in place and extends them forward. What the levels represent: - Previous Week High / Low - Major boundaries. Breaks require momentum. - 50% Level - Balance point. Chop and indecision are common here. - 61.8% Levels (Bull & Bear) - Primary mean-reversion zones. - Most reliable reaction levels. - 78.6% Levels - Last defense before trend failure or expansion. - Extensions (1.214 → 2.618 / negatives) - Exhaustion and target zones. Working.... Dashboard (bottom-right) - Nearest Sup / Res – Closest actionable level - On Level? – Price is currently reacting at a level - UpBreak% / DnBreak% – Probability of breaking vs rejecting - Bias – Market posture (UP / DOWN / NEUTRAL) - Tol – Sensitivity used for level detection BLUF: Maps last week’s structure forward to identify high-probability reaction zones and whether price is more likely to revert or break.
Pine Script® indicator
by Warner_Bear
Smart Scalper Pro Template + VWAP 📌 Author Garry Evans Independent system developer focused on: Risk-first automation Market structure & liquidity behavior Discipline, consistency, and capital preservation “The edge isn’t the market — it’s the man who survives it.” ⚙️ Risk Management & Position Sizing The script is built around capital protection, not signal frequency. Risk logic includes: Fixed or dynamic risk per trade Market-adaptive position sizing Session-based trade limits Daily trade caps and auto-lockout protection Volatility-aware sizing (futures & crypto) ⚠️ Profit is pursued only after risk is controlled. 📊 Track Record Backtested across multiple market environments Forward-tested and actively used by the author Real-account trades are logged where platform rules allow Results vary by market, timeframe, and user-defined risk settings. 🌍 Supported Markets Designed to work across all liquid markets, including: Stocks Crypto (spot & futures) Options (signal-based framework) Futures (indices, metals, crypto futures) The system adapts to volatility and structure — it is not market-specific. ⚖️ Leverage Leverage is not required If used, leverage is fully user-controlled Risk logic scales exposure conservatively No martingale. No revenge sizing. No over-exposure logic. 🧪 Backtesting ✔ Yes Strategy logic has been backtested Filters reduce chop, noise, and forced trades Focus on drawdown control over curve-fitting 🛠 Support ✔ Yes Direct author support Ongoing improvements and updates Feature refinement based on real usage and feedback 👥 Community ✔ Yes Private user access High-quality feedback environment No public signal spam or hype-driven chat rooms ⏳ Trial Period ✔ Yes Limited trial access available Designed for evaluation only Trial users do not receive full feature access 🚫 Who This Script Is NOT For This system is not for: Traders looking for guaranteed profits Users expecting copy-paste “signal calls” Over-leveraged gamblers Those unwilling to follow risk rules Anyone seeking overnight results This is a discipline and automation tool, not a shortcut. 🧠 Final Positioning This is not a signal service. This is a risk-controlled execution framework designed to: Enforce discipline Reduce emotional trading Protect capital during bad market conditions Scale responsibly during favorable ones
Pine Script® indicator
by Garrythetrader954305