DM Dynamic EMA 9 DM Dynamic EMA 9 colors for strategy decisions:
Entry & Exit Logic
Long (Buy) entries
Enter long when the EMA line turns green (so candles are full-body above EMA 9).
Exit long when:
EMA line turns grey (first full-body close below EMA 9), or
EMA line turns red (confirmed down-trend).
Short (Sell) entries
Enter short when the EMA line turns red (so candles are full-body below EMA 9).
Exit short when:
EMA line turns grey (first full-body close above EMA 9), or
EMA line turns green (confirmed up-trend).
Trading Tip
You can combine this visual cue with another filter (like RSI > 50 for longs, < 50 for shorts) to avoid false transitions.
Bands and Channels
Mark the New York trading session hours(纽约交易时间段标注)Apply background shading for New York time.
(纽约时间背景着色)
04:00 ~ 09:00
09:00 ~ 09:30
09:30 ~ 12:00
No shading needed after 12 AM as I'll be asleep.
(12点我睡觉了就不着色了。)
ATR Anchored Range %b by TradeSeekersAll time highs got you spooked to enter with no levels in sight?
Stuck in a multi-week range and wondering where the heck the pivots are!?
Wondering if you're longing the top or shorting the potential bottom and about to get smoked, sending you back to burger flipping?!
Fret not trading friends!
I've been crafting the ultimate map for scalpers, slingers, swingers, swindlers, swashbucklers -and traders too.
Why should I care about this, what's an ATR!?
Nearly any trader that's entered the markets has heard of ATR, perhaps even taken a stab at trying to calculate the flux capacity of a weekly ATR on a lower timeframe. Continually calculating things manually sucks!
Ok, so you haven't heard of ATR? It's the average true range... what's the true range!? It's simply the low subtracted from the high (high - low) of any given candle.
How is ATR useful?
The theory is simple, if the ATRs on the daily timeframe for a stock are 5, then traders may have a reasonable expectation that any day in the near future the stock will mostly move +/- 5 pts. This +/- 5 can be used as a possible daily high and low for traders to use.
But ATR changes as time passes, with every billionaire X post, viral cat meme, fed announcement or government shutdown the market makes it's move. This means without this tool, traders need to run the standard lame (sorry) ATR indicator and then hand draw a bunch of important levels (barf).
I'm convinced and ready to join the ATR army, what do I do?
Glad to have you aboard sailor, slap this indicator on your layout - it'll initially display a bottom panel, say nice things to it.
Usage
The lower panel provides a %b plot representative of the current price relative to the timeframe and period ATR. (Defaults to 1D timeframe and 20 - 20 trading days in a month yo)
This %b plot is a map for price against the key ATR based levels and resets each time the timeframe change occurs.
Keep reading! (maybe grab a snack, you're doing great)
If you want to see what the indicator sees, how it maths the math, open the settings and check the "overlay" option... it's amazing, I know.
Main base of operations
This will be the gray area between first red and green lines, imagine this is a future candle for the timeframe anchored. The red would represent the candle high (red means stop/overbought), and the green would represent the candle low (green means go/oversold).
Regardless of the timeframe anchored, this area always represents the area the ATR indicates will be the building area of the current candle being formed. Traders should expect most of the trading to occur within this area.
The mid line
Don't diddle in the middle, this by default is the open price and it's the ultimate bias filter for bull or bear riders.
Extension areas
Beyond the gray area is the extension zone, this provides a whole ATR from the mid line to the extension.
Assembling a trade plan
There are just a couple of key concepts to master in order to become the ultimate ATR samurai warrior, capable of slicing through even the messiest liquidity.
Above the midline and holding, but still within the gray area? Could be a great long entry with targets to upper levels. The same holds true for below open and holding while still being within the lower gray area.
As price makes it's ascension or decline towards the ends of the initial gray ATR range, consider managing trades here. If it's suspected, due to a strong hold of the midline, that the range low or high is the midline, then continue to manage trades towards the extension zones.
Timeframes and periods oh my
The tooltips already provide some hints, but not everyone goes around clicking and hovering everything in sight (maybe I'm the only one that does that?).
There's a thoughtful approach to the default values, I like to consider the big market participants with my day trades, swings trades and beyond.
By default I've chosen the daily timeframe and a period of 20, one for each trading day of the calendar month.
It's no large leap to consider alternatives, what about 1W timeframe and a period of 4 (1 month) or 52 (1 year)?
The possibilities are nearly infinite, comment on any particular favorite combos.
An Italian Special Bonus!!!
...sorry, it's not pizza....
First, did you know the famous Italian Fibonacci's real name was actually Leonardo? I'm not sure how I feel about that. Fun fact, my ancestors are Italian.
Alright, you may have guessed that the special bonus is the mythical Fibonacci inspired "Golden Pocket", maybe it's a foreshadowing of your pockets - one can only hope.
Use this feature to show the commonly referenced Fibonacci levels within each major ATR range. I've seen some totally mathematical epic-ness with these hence the addition.
Once key ATR levels have been hit look for reversals back to golden pockets (you tricksy hobbits) for potential entry back towards the prior hit ATR level.
The %b turns gold if you have the feature enabled and of course the overlay displays them also, how fun!
Final thoughts
I hope you have as much fun using this indicator as I do, it has brought much joy to my trading experience. If you don't have fun with it, well I hope you had fun reading about it at least.
100% human crafted and darn proud of it
- SyntaxGeek
Universal Regime Alpha Thermocline StrategyCurrents settings adapted for BTCUSD Daily timeframe
This description is written to comply with TradingView House Rules and Script Publishing Rules. It is self contained, in English first, free of advertising, and explains originality, method, use, defaults, and limitations. No external links are included. Nothing here is investment advice.
0. Publication mode and rationale
This script is published as Protected . Anyone can add and test it from the Public Library, yet the source code is not visible.
Why Protected
The engine combines three independent lenses into one regime score and then uses an adaptive centering layer and a thermo risk unit that share a common AAR measure. The exact mapping and interactions are the result of original research and extensive validation. Keeping the implementation protected preserves that work and avoids low effort clones that would fragment feedback and confuse users.
Protection supports a single maintained build for users. It reduces accidental misuse of internal functions outside their intended context which might lead to misleading results.
1. What the strategy does in one paragraph
Universal Regime Alpha Thermocline builds a single number between zero and one that answers a practical question for any market and timeframe. How aligned is current price action with a persistent directional regime right now. To answer this the script fuses three views of the tape. Directional entropy of up versus down closes to measure unanimity.
Convexity drift that rewards true geometric compounding and penalizes drag that comes from chop where arithmetic pace is high but growth is poor.
Tail imbalance that counts decisive bursts in one direction relative to typical bar amplitude. The three channels are blended, optionally confirmed by a higher timeframe, and then adaptively centered to remove local bias. Entries fire when the score clears an entry gate. Exits occur when the score mean reverts below an exit gate or when thermo stops remove risk. Position size can scale with the certainty of the signal.
2. Why it is original and useful
It mixes orthogonal evidence instead of leaning on a single family of tools. Many regime filters depend on moving averages or volatility compression. Here we add an information view from entropy, a growth view from geometric drift, and a structural view from tail imbalance.
The drift channel separates growth from speed. Arithmetic pace can look strong in whipsaw, yet geometric growth stays weak. The engine measures both and subtracts drag so that only sequences with compounding quality rise.
Tail counting is anchored to AAR which is the average absolute return of bars in the window. This makes the threshold self scaling and portable across symbols and timeframes without hand tuned constants.
Adaptive centering prevents the score from living above or below neutral for long stretches on assets with strong skew. It recovers neutrality while still allowing persistent regimes to dominate once evidence accumulates.
The same AAR unit used in the signal also sets stop distance and trail distance. Signal and risk speak the same language which makes the method portable and easier to reason about.
3. Plain language overview of the math
Log returns . The base series is r equal to the natural log of close divided by the previous close. Log return allows clean aggregation and makes growth comparisons natural.
Directional entropy . Inside the lookback we compute the proportion p of bars where r is positive. Binary entropy of p is high when the mix of up and down closes is balanced and low when one direction dominates. Intensity is one minus entropy. Directional sign is two times p minus one. The trend channel is zero point five plus one half times sign times intensity. It lives between zero and one and grows stronger as unanimity increases.
Convexity drift with drag . Arithmetic mean of r measures pace. Geometric mean of the price ratio over the window measures compounding. Drag is the positive part of arithmetic minus geometric. Drift raw equals geometric minus drag multiplier times drag. We then map drift through an arctangent normalizer scaled by AAR and a nonlinearity parameter so the result is stable and remains between zero and one.
Tail imbalance . AAR equals the average of the absolute value of r in the window. We count up tails where r is greater than aar_mult times AAR and down tails where r is less than minus aar_mult times AAR. The imbalance is their difference over their total, mapped to zero to one. This detects directional impulse flow.
Fusion and centering . A weighted average of the three channels yields the raw score. If a higher timeframe is requested, the same function is executed on that timeframe with lookahead off and blended with a weight. Finally we subtract a fraction of the rolling mean of the score to recover neutrality. The result is clipped to the zero to one band.
4. Entries, exits, and position sizing
Enter long when score is strictly greater than the entry gate. Enter short when score is strictly less than one minus the entry gate unless direction is restricted in inputs.
Exit a long when score falls below the exit gate. Exit a short when score rises above one minus the exit gate.
Thermo stops are expressed in AAR units. A long uses the maximum of an initial stop sized by the entry price and AAR and a trail stop that references the running high since entry with a separate multiple. Shorts mirror this with the running low. If the trail is disabled the initial stop is active.
Cooldown is a simple bar counter that begins when the position returns to flat. It prevents immediate re entry in churn.
Dynamic position size is optional. When enabled the order percent of equity scales between a floor and a cap as the score rises above the gate for longs or below the symmetric gate for shorts.
5. Inputs quick guide with recommended ranges
Every input has a tooltip in the script. The same guidance appears here for fast reading.
Core window . Shared lookback for entropy, drift, and tails. Start near 80 on daily charts. Try 60 to 120 on intraday and 80 to 200 for swing.
Entry threshold . Typical range 0.55 to 0.65 for trend following. Faster entries 0.50 to 0.55.
Exit threshold . Typical range 0.35 to 0.50. Lower holds longer yet gives back more.
Weight directional entropy . Starting value 0.40. Raise on markets with clean persistence.
Weight convexity drift . Starting value 0.40. Raise when compounding quality is critical.
Weight tail imbalance . Starting value 0.20. Raise on breakout prone markets.
Tail threshold vs AAR . Typical range 1.0 to 1.5 to count decisive bursts.
Drag penalty . Typical range 0.25 to 0.75. Higher punishes chop more.
Nonlinearity scale . Typical range 0.8 to 2.0. Larger compresses extremes.
AAR floor in percent . Typical range 0.0005 to 0.002 for liquid instruments. This stabilizes the math during quiet regimes.
Adaptive centering . Keep on for most symbols. Center strength 0.40 to 0.70.
Confirm timeframe optional . Leave empty to disable. If used, try a multiple between three and five of the chart timeframe with a blend weight near 0.20.
Dynamic position size . Enable if you want size to reflect certainty. Floor and cap define the percent of equity band. A practical band for many accounts is 0.5 to 2.
Cooldown bars after exit . Start at 3 on daily or slightly higher on shorter charts.
Thermo stop multiple . Start between 1.5 and 3.0 on daily. Adjust to your tolerance and symbol behavior.
Thermo trailing stop and Trail multiple . Trail on locks gains earlier. A trail multiple near 1.0 to 2.0 is common. You can keep trail off and let the exit gate handle exits.
Background heat opacity . Cosmetic. Set to taste. Zero disables it.
6. Properties used on the published chart
The example publication uses BTCUSD on the daily timeframe. The following Properties and inputs are used so everyone can reproduce the same results.
Initial capital 100000
Base currency USD
Order size 2 percent of equity coming from our risk management inputs.
Pyramiding 0
Commission 0.05 percent
Slippage 10 ticks in the publication for clarity. Users should introduce slippage in their own research.
Recalculate after order is filled off. On every tick off.
Using bar magnifier on. On bar close on.
Risk inputs on the published chart. Dynamic position size on. Size floor percent 2. Size cap percent 2. Cooldown bars after exit 3. Thermo stop multiple 2.5. Thermo trailing stop off. Trail multiple 1.
7. Visual elements and alerts
The score is painted as a subtle dot rail near the bottom. A background heat map runs from red to green to convey regime strength at a glance. A compact HUD at the top right shows current score, the three component channels, the active AAR, and the remaining cooldown. Four alerts are included. Long Setup and Short Setup on entry gates. Exit Long by Score and Exit Short by Score on exit gates. You can disable trading and use alerts only if you want the score as a risk switch inside a discretionary plan.
8. How to reproduce the example
Open a BTCUSD daily chart with regular candles.
Add the strategy and load the defaults that match the values above.
Set Properties as listed in section 6.(they are set by default) Confirm that bar magnifier is on and process on bar close is on.
Run the Strategy Tester. Confirm that the trade count is reasonable for the sample. If the count is too low, slightly lower the entry threshold or extend history. If the count is excessively high, raise the threshold or add a small cooldown.
9. Practical tuning recipes
Trend following focus . Raise the entry threshold toward 0.60. Raise the trend weight to 0.50 and reduce tail weight to 0.15. Keep drift near 0.35 to retain the growth filter. Consider leaving the trail off and let the exit threshold manage positions.
Breakout focus . Keep entry near 0.55. Raise tail weight to 0.35. Keep aar_mult near 1.3 so only decisive bursts count. A modest cooldown near 5 can reduce immediate false flips after the first burst bar.
Chop defense . Raise drag multiplier to 0.70. Raise exit threshold toward 0.48 to recycle capital earlier. Consider a higher cooldown, for example 8 to 12 on intraday.
Higher timeframe blend . On a daily chart try a weekly confirm with a blend near 0.20. On a five minute chart try a fifteen minute confirm. This moderates transitions.
Sizing discipline . If you want constant position size, set floor equal to cap. If you want certainty scaling, set a band like 0.5 to 2 and monitor drawdown behavior before widening it.
10. Strengths and limitations
Strengths
Self scaling unit through AAR makes the tool portable across markets and timeframes.
Blends evidence that target different failure modes. Unanimity, growth quality, and impulse flow rarely agree by chance which raises confidence when they align.
Adaptive centering reduces structural bias at the score level which helps during regime flips.
Limitations
In very quiet regimes AAR becomes small even with a floor. If your symbol is thin or gap prone, raise the floor a little to keep stops and drift mapping stable.
Adaptive centering can delay early breakout acceptance. If you miss starts, lower center strength or temporarily disable centering while you evaluate.
Tail counting uses a fixed multiple of AAR. If a market alternates between very calm and very violent weeks, a single aar_mult may not capture both extremes. Sweep this parameter in research.
The engine reacts to realized structure. It does not anticipate scheduled news or liquidity shocks. Use event awareness if you trade around releases.
11. Realism and responsible publication
No promises or projections of performance are made. Past results never guarantee future outcomes.
Commission is set to 0.05 percent per round which is realistic for many crypto venues. Adjust to your own broker or exchange.
Slippage is set at 10 in the publication . Introduce slippage in your own tests or use a percent model.
Position size should respect sustainable risk envelopes. Risking more than five to ten percent per trade is rarely viable. The example uses a fixed two percent position size.
Security calls use lookahead off. Standard candles only. Non standard chart types like Heikin Ashi or Renko are not supported for strategies that submit orders.
12. Suggested research workflow
Begin with the balanced defaults. Confirm that the trade count is sensible for your timeframe and symbol. As a rough guide, aim for at least one hundred trades across a wide sample for statistical comfort. If your timeframe cannot produce that count, complement with multiple symbols or run longer history.
Sweep entry and exit thresholds on a small grid and observe stability. Stability across windows matters more than the single best value.
Try one higher timeframe blend with a modest weight. Large weights can drown the signal.
Vary aar_mult and drag_mult together. This tunes the aggression of breakouts versus defense in chop.
Evaluate whether dynamic size improves risk adjusted results for your style. If not, set floor equal to cap for constancy.
Walk forward through disjoint segments and inspect results by regime. Bootstrapping or segmented evaluation can reveal sensitivity to specific periods.
13. How to read the HUD and heat map
The HUD presents a compact view. Score is the current fused value. Trend is the directional entropy channel. Drift is the compounding quality channel. Tail is the burst flow channel. AAR is the current unit that scales stops and the drift map. CD is the cooldown counter. The background heat is a visual aid only. It can be disabled in inputs. Green zones near the upper band show alignment among the channels. Muted colors near the mid band show uncertainty.
14. Frequently asked questions
Can I use this as a pure indicator . Yes. Disable entries by restricting direction to one side you will not trade and use the alerts as a regime switch.
Will it work on intraday charts . Yes. The AAR unit scales with bar size. You will likely reduce the core window and increase cooldown slightly.
Should I enable the adaptive trail . If you wish to lock gains sooner and accept more exits, enable it. If you prefer to let the exit gate do the heavy lifting, keep it off.
Why do I sometimes see a green background without a position . Heat expresses the score. A position also depends on threshold comparisons, direction mode, and cooldown.
Why is Order size set to one hundred percent if dynamic size is on . The script passes an explicit quantity percent on each entry. That explicit quantity overrides the property. The property is kept at one hundred percent to avoid confusion when users later disable dynamic sizing.
Can I combine this with other tools on my chart . You can, yet for publication the chart is kept clean so users and moderators can see the output clearly. In your private workspace feel free to add other context.
15. Concepts glossary
AAR . Average absolute return across the lookback. Serves as a unit for tails, drift scaling, and stops.
Directional entropy . A measure of uncertainty of up versus down closes. Low entropy paired with a directional sign signals unanimity.
Geometric mean growth . Rate that preserves the effect of compounding over many bars.
Drag . The positive difference between arithmetic pace and geometric growth. Larger drag often signals churn that looks active but fails to compound.
Thermo stops . Stops expressed in the same AAR unit as the signal. They adapt with volatility and keep risk and signal on a common scale.
Adaptive centering . A bias correction that recenters the fused score around neutral so the meter does not drift due to persistent skew.
16. Educational notice and risk statement
Markets involve risk. This publication is for education and research. It does not provide financial advice and it is not a recommendation to buy or sell any instrument. Use realistic costs. Validate ideas with out of sample testing and with conservative position sizing. Past performance never guarantees future results.
17. Final notes for readers and moderators
The goal of this strategy is clarity and portability. Clarity comes from a single score that reflects three independent features of the tape. Portability comes from self scaling units that respect structure across assets and timeframes. The publication keeps the chart clean, explains the math plainly, lists defaults and Properties used, and includes warnings where care is required. The code is protected so the implementation remains consistent for the community while the description remains complete enough for users to understand its purpose and for moderators to evaluate originality and usefulness. If you explore variants, keep them self contained, explain exactly what they contribute, publish in English first, and treat others with respect in the comments.
Load the strategy on BTCUSD daily with the defaults listed above and study how the score transitions across regimes. Then adjust one lever at a time. Observe how the trend channel, the drift channel, and the tail channel interact during starts, pauses, and reversals. Use the alerts as a risk switch inside your own process or let the built in entries and exits run if you prefer an automated study. The intent is not to promise outcomes. The intent is to give you a robust meter for regime strength that travels well across markets and helps you structure decisions with more confidence.
Thank you for your time to read all of this
Session VWAP & ATR H/L ZonesThis script is a comprehensive tool for day traders, designed to visualize key price levels and zones based on volume and volatility within a specific trading session.
Traders would use your script to identify potential areas of support and resistance, gauge the session's trend, and spot opportunities for mean reversion or breakout trades.
Core Concepts Explained
Your script plots three main types of information on the chart, each serving a different purpose for a trader.
1. Session VWAP (Volume-Weighted Average Price) 📈
What it is: The yellow line is the VWAP, which is the average price of an asset for the current trading session, weighted by the volume traded at each price level. It essentially shows the "fair" price for the day according to the market's activity.
How it's used:
Trend Gauge: If the price is consistently trading above the VWAP, it's generally considered a bullish intraday trend. If it's below, the trend is bearish.
Dynamic Support/Resistance: During a trend, traders often look for the price to pull back to the VWAP to find an entry point (e.g., buying a dip to the VWAP in an uptrend).
VWAP Bands: The optional gray, red, and green bands are standard deviations from the VWAP. They measure how far the price has strayed from its "fair value."
2. ATR High/Low Zones (Support & Resistance) 🎯
What they are: These are the shaded green and red areas at the top and bottom of the session's price range.
The red zone (resistance) is calculated by taking the session's current high and subtracting a value based on the Average True Range (ATR), which is a measure of recent volatility.
The green zone (support) is calculated by taking the session's current low and adding the ATR-based value.
How they're used: These are not just lines; they are zones of interest.
Profit-Taking Areas: A trader who is long might consider taking profits when the price enters the red resistance zone.
Reversal Signals: When the price enters one of these zones and shows signs of stalling (e.g., with specific candlestick patterns), it could signal a potential reversal.
3. Previous Session High & Low 📊
What they are: The script plots the high and low from the previous trading session as straight horizontal lines (teal and fuchsia by default).
How they're used: These are extremely significant static levels that many traders watch.
Price Magnets: Price is often drawn to these levels.
Key Inflection Points: A decisive break above the previous day's high can signal strong bullish momentum. Conversely, a failure to break it can indicate weakness. These levels frequently act as strong support or resistance.
TT ToniTrading Adjustable Price Fee Band [%]Simple but perfectly functional indicator with Trading fee bands.
Crypto Trading is with fees and very small trades often don't make sense due to the fees we need to pay. With this band you can visualize your fees before entering a trade and take smarter decisions for tight daytrading and scalping.
You type in the fee for just one trade, the Taker Fee for a Market Order. The bands show the fees in % times 2, so what you will pay for opening and closing the trade in reality. The band therefore shows the real break-even point, with included payed fees.
It additionally helps taking trading decisions or not with very small trades (Scalping).
You can smooth the bands if you want and you can addtionally show the true datapoints if you prefer smoothend bands. I recommend no bigger smoothing than 2, if you don't want to show the datapoints. Additionally you can fill the band, and of course adjust transperency, colour and all the general TradingView stuff.
Fee Overview in the current market for the indicator input field:
BingX with 10% fee reduction code = 0,045 %
BingX: Normal = 0,050 %
Bitget, ByBit, BitUnix, Blofin, Phemex: Normal = 0,060 %
Bitget, ByBit, BitUnix, Blofin, Phemex: with 20% fee reduction code = 0,048 %
Have fun Trading, Happy Profits!
Greetings
ToniTrading
Volume Rate of Change (VROC)# Volume Rate of Change (VROC)
**What it is:** VROC measures the rate of change in trading volume over a specified period, typically expressed as a percentage. Formula: `((Current Volume - Volume n periods ago) / Volume n periods ago) × 100`
## **Obvious Uses**
**1. Confirming Price Trends**
- Rising VROC with rising prices = strong bullish trend
- Rising VROC with falling prices = strong bearish trend
- Validates that price movements have conviction behind them
**2. Spotting Divergences**
- Price makes new highs but VROC doesn't = weakening momentum
- Price makes new lows but VROC doesn't = potential reversal
**3. Identifying Breakouts**
- Sudden VROC spikes often accompany legitimate breakouts from consolidation patterns
- Helps distinguish real breakouts from false ones
**4. Overbought/Oversold Conditions**
- Extreme VROC readings (very high or very low) suggest exhaustion
- Mean reversion opportunities when volume extremes occur
---
## **Non-Obvious Uses**
**1. Smart Money vs. Dumb Money Detection**
- Declining VROC during price rallies may indicate retail FOMO while institutions distribute
- Rising VROC during selloffs with price stability suggests institutional accumulation
**2. News Impact Measurement**
- Compare VROC before/after earnings or announcements
- Low VROC on "significant" news = market doesn't care (fade the move)
- High VROC = genuine market reaction (respect the move)
**3. Market Regime Changes**
- Persistent shifts in average VROC levels can signal transitions between bull/bear markets
- Declining baseline VROC over months = waning market participation/topping process
**4. Intraday Liquidity Profiling**
- VROC patterns across trading sessions identify best execution times
- Avoid trading when VROC is abnormally low (wider spreads, poor fills)
**5. Sector Rotation Analysis**
- Compare VROC across sector ETFs to identify where capital is flowing
- Rising VROC in defensive sectors + falling VROC in cyclicals = risk-off rotation
**6. Options Expiration Effects**
- VROC typically drops significantly post-options expiration
- Helps avoid false signals from mechanically-driven volume changes
**7. Algorithmic Activity Detection**
- Unusual VROC patterns (regular spikes at specific times) may indicate algo programs
- Can front-run or avoid periods of heavy algorithmic interference
**8. Liquidity Crisis Early Warning**
- Sharp, sustained VROC decline across multiple assets = liquidity withdrawal
- Can precede market stress events before price volatility emerges
**9. Cryptocurrency Wash Trading Detection**
- Comparing VROC across exchanges for same asset
- Discrepancies suggest artificial volume on certain platforms
**10. Pair Trading Optimization**
- Use relative VROC between correlated pairs
- Enter when VROC divergence is extreme, exit when it normalizes
The key to advanced VROC usage is context: combining it with price action, market structure, and other indicators rather than using it in isolation.
Fury by Tetrad Fury by Tetrad
What it is:
A rules-based Bollinger+RSI strategy that fades extremes: it looks for price stretching beyond Bollinger Bands while RSI confirms exhaustion, enters countertrend, then exits at predefined profit multipliers or optional stoploss. “Ultra Glow” visuals are purely cosmetic.
How it works — logic at a glance
Framework: Classic Bollinger Bands (SMA basis; configurable length & multiplier) + RSI (configurable length).
Long entries:
Price closes below the lower band and RSI < Long RSI threshold (default 28.3) → open LONG (subject to your “Market Direction” setting).
Short entries:
Price closes above the upper band and RSI > Short RSI threshold (default 88.4) → open SHORT.
Profit exits (price targets):
Uses simple multipliers of the strategy’s average entry price:
Long exit = `entry × Long Exit Multiplier` (default 1.14).
Short exit = `entry × Short Exit Multiplier` (default 0.915).
Risk controls:
Optional pricebased stoploss (disabled by default) via:
Long stop = `entry × Long Stop Factor` (default 0.73).
Short stop = `entry × Short Stop Factor` (default 1.05).
Directional filter:
“Market Direction” input lets you constrain entries to Market Neutral, Long Only, or Short Only.
Visuals:
“Ultra Glow” draws thin layered bands around upper/basis/lower; these do not affect signals.
> Note: Inputs exist for a timebased stop tracker in code, but this version exits via targets and (optional) price stop only.
Why it’s different / original
Explicit extreme + momentum pairing: Entries require simultaneous band breach and RSI exhaustion, aiming to avoid entries on gardenvariety volatility pokes.
Deterministic exits: Multiplier-based targets keep results auditable and reproducible across datasets and assets.
Minimal, unobtrusive visuals: Thin, layered glow preserves chart readability while communicating regime around the Bollinger structure.
Inputs you can tune
Bollinger: Length (default 205), Multiplier (default 2.2).
RSI: Length (default 23), Long/Short thresholds (28.3 / 88.4).
Targets: Long Exit Mult (1.14), Short Exit Mult (0.915).
Stops (optional): Enable/disable; Long/Short Stop Factors (0.73 / 1.05).
Market Direction: Market Neutral / Long Only / Short Only.
Visuals: Ultra Glow on/off, light bar tint, trade labels on/off.
How to use it
1. Timeframe & assets: Works on any symbol/timeframe; start with liquid majors and 60m–1D to establish baseline behavior, then adapt.
2. Calibrate thresholds:
Narrow/meanreverting markets often tolerate tighter RSI thresholds.
Fast/volatile markets may need wider RSI thresholds and stronger stop factors.
3. Pick realistic targets: The default multipliers are illustrative; tune them to reflect typical mean reversion distance for your instrument/timeframe (e.g., ATRinformed profiling).
4. Risk: If enabling stops, size positions so risk per trade ≤ 1–2% of equity (max 5–10% is a commonly cited upper bound).
5. Mode: Use Long Only or Short Only when your discretionary bias or higher timeframe model favors one side; otherwise Market Neutral.
Recommended publication properties (for backtests that don’t mislead)
When you publish, set your strategy’s Properties to realistic values and keep them consistent with this description:
Initial capital: 10,000 (typical retail baseline).
Commission: ≥ 0.05% (adjust for your venue).
Slippage: ≥ 2–3 ticks (or a conservative pertrade value).
Position sizing: Avoid risking > 5–10% equity per trade; fixedfractional sizing ≤ 10% or fixedcash sizing is recommended.
Dataset / sample size: Prefer symbols/timeframes yielding 100+ trades over the tested period for statistical relevance. If you deviate, say why.
> If you choose different defaults (e.g., capital, commission, slippage, sizing), explain and justify them here, and use the same settings in your publication.
Interpreting results & limitations
This is a countertrend approach; it can struggle in strong trends where band breaches compound.
Parameter sensitivity is real: thresholds and multipliers materially change trade frequency and expectancy.
No predictive claims: Past performance is not indicative of future results. The future is unknowable; treat outputs as decision support, not guarantees.
Suggested validation workflow
Try different assets. (TSLA, AAPL, BTC, SOL, XRP)
Run a walkforward across multiple years and market regimes.
Test several timeframes and multiple instruments. (30m Suggested)
Compare different commission/slippage assumptions.
Inspect distribution of returns, max drawdown, win/loss expectancy, and exposure.
Confirm behavior during trend vs. range segments.
Alerts & automation
This release focuses on chart execution and visualization. If you plan to automate, create alerts at your entry/exit conditions and ensure your broker/venue fills reflect your slippage/fees assumptions.
Disclaimer
This script is provided for educational and research purposes. It is not investment advice. Trading involves risk, including the possible loss of principal. © Tetrad Protocol.
[Fune]-Trend Technology🌊 - Trend Technology
“Flow with the trend — read every wave.”
🎯 Concept
Micro EMA (White) – Short-term pulse
Mid EMA (Aqua) – Medium-term direction
Macro EMA (Orange) – Long-term flow
Mid- to long-term references:
100 EMA = Yellow (trend balance)
300 EMA = Blue (structural anchor)
In addition, the PLR (Periodic Linear Regression) reveals the cyclical rhythm of the market trend — a recurring regression curve that reflects the underlying heartbeat of price movement.
📊 Trend Logic Summary
Condition Color Meaning Action
Mid > Macro 🟢 Green background Bullish trend Look for long opportunities
Mid < Macro 🔴 Red background Bearish trend Look for short opportunities
PLR slope > 0 📈 Upward bias Confirms bullish momentum
PLR slope < 0 📉 Downward bias Confirms bearish momentum
Micro EMA (White) dominant ⚪ White background Neutral / Resting phase Stand aside and wait
🧭 Trading Guidance
🟢 Long Setup: Green background + PLR slope upward + price above 100/300 EMA
🔴 Short Setup: Red background + PLR slope downward + price below 100/300 EMA
⚪ No Trade: White background, EMAs converging, or PLR slope flattening
⚓ Philosophy of
“ (The Boat) is a vessel sailing across the ocean of the market.
The EMAs are its sails, the PLR its compass.
The trader holds the helm, while the divine wind guides the waves.
Only those who move with the current — not against it —
will one day reach the state of ‘mindless clarity.’”
Squeeze Momentum with ADX Filter and Multi-Cycle WavesTitle:
Squeeze Momentum with ADX Filter and Multi-Cycle Waves
Description:
This indicator integrates three well-established technical analysis methodologies into a single oscillator to help traders assess volatility compression, trend strength, and cyclical momentum alignment:
Squeeze Momentum (TTM-style) – Based on Bollinger Bands and Keltner Channels, it identifies periods of low volatility ("the squeeze") followed by directional breakouts. The histogram reflects momentum using linear regression relative to a dynamic centerline. Positive values indicate upward momentum; negative values indicate downward momentum.
ADX with DI+/DI- (Welles Wilder, 1978) – The Average Directional Index is dynamically scaled to match the visual range of the Squeeze histogram. A user-defined Key Level (default: 32) serves as a reference threshold: when ADX rises above this level, it suggests a strong trend is present. DI+ (green) and DI- (red) show directional bias.
Multi-Cycle Waves (55/144/233) – Inspired by adaptive cycle analysis and MACD-style oscillators, these smoothed momentum waves help identify confluence across multiple timeframes. They are optional and appear as shaded areas when enabled.
Key Features:
The Squeeze Momentum Line appears as black/gray crosses at the zero level, indicating momentum polarity without visual clutter.
The Key Level is shown as a thick gray horizontal line, representing the ADX threshold in the scaled oscillator space.
ADX is plotted with increased line width (3) for better visibility.
All components are dynamically scaled to share the same vertical axis, enabling direct visual comparison.
Attribution:
Bollinger Bands: John Bollinger
Keltner Channels: Chester Keltner
Squeeze concept popularized by Linda Raschke and John Carter
ADX/DI system: J. Welles Wilder Jr.
Multi-cycle wave logic: inspired by John Ehlers’ work on market cycles
Integration, scaling logic, and visualization: © Carlos Mauricio Vizcarra (2025)
This script is published under the Mozilla Public License v2.0. It is open-source, non-promotional, and designed for educational and analytical use only. No investment advice is provided.
SGM Gold Day Trading EMAsWhat it does
This tool plots four Exponential Moving Averages (EMAs) with practical default periods for gold intraday analysis: 9 (Momentum), 21 (Pullback), 50 (Trend Filter), and 200 (Macro). The goal is to provide a clear, multi-horizon structure so traders can quickly assess momentum, pullbacks, intermediate trend, and long-term bias on the same chart.
How it works (method)
Each line is a standard EMA computed on the close price.
The defaults map to common roles:
EMA 9 – Momentum: immediate changes in short-term flow.
EMA 21 – Pullback: typical retracement area within ongoing trends.
EMA 50 – Trend Filter: medium-term confirmation of direction.
EMA 200 – Macro: long-term bias and market context.
Optional dynamic color for EMA9/EMA21 highlights whether EMA9 ≥ EMA21 (green) or not (red). This is a visual aid only; it does not generate signals.
Originality & usefulness
The script focuses on clarity and control rather than automation. It combines a neutral, high-contrast palette with independent line thickness per EMA and an optional visual crossover mode. The configuration encourages disciplined analysis across time horizons without embedding opaque entry/exit logic.
Inputs & customization:
Periods: 9, 21, 50, 200 (all adjustable).
Colors: fully customizable for each EMA; optional crossover color mode for 9/21.
Line thickness: set individually per EMA to emphasize your primary reference.
How to use:
Add the script on any timeframe/asset (gold defaults are provided but not required).
Use EMA 200 for long-term bias; trade with caution against it.
Use EMA 50 to filter intermediate trend; prefer setups aligned with it.
Watch EMA 21 as a pullback reference within trends.
Use EMA 9 to gauge momentum around pullbacks/breakouts.
(Optional) Enable the crossover color to quickly see when momentum (9) is above/below pullback (21).
Notes & limitations:
This script does not produce buy/sell signals or alerts.
It is intended as a visual framework to support analysis and risk management.
Always validate with your own rules, risk controls, and market conditions.
HTF Cross Breakout [CHE] HTF Cross Breakout — Detects higher timeframe close crossovers for breakout signals, anchors VWAP for trend validation, and flags continuations or traps with visual extensions for delta percent and stop levels.
Summary
This indicator spots moments when the current chart's close price crosses a higher timeframe close, marking potential breakouts only when the current bar shows directional strength. It anchors a volume-weighted average price line from the breakout point to track trend health, updating labels to show if the move continues or reverses into a trap. Extensions add a dotted line linking the breakout level to the current close with percent change display, plus a stop-loss marker at the VWAP end. Signals gain robustness from higher timeframe confirmation and anti-repainting options, reducing noise in live bars compared to simple crossover tools.
Motivation: Why this design?
Traders often face false breakouts from intrabar wiggles on lower timeframes, especially without higher timeframe alignment, leading to whipsaws in volatile sessions. This design uses higher timeframe close as a stable reference for crossover detection, combined with anchored volume weighting to gauge sustained momentum. It addresses these by enforcing bar confirmation and directional filters, providing clearer entry validation and risk points without overcomplicating the chart.
What’s different vs. standard approaches?
Reference baseline
Standard crossover indicators like moving average crosses operate solely on the chart timeframe, ignoring higher timeframe context and lacking volume anchoring.
Architecture differences
- Higher timeframe data pulls via security calls with optional repainting control for stability.
- Anchored VWAP resets at each signal, accumulating from the breakout bar only.
- Label dynamics update in real-time for continuation checks, with extensions for visual delta and stop computation.
- Event-driven line finalization prunes old elements after a set bar extension.
Practical effect
Charts show persistent lines and labels that extend live but finalize cleanly on new events, avoiding clutter. This matters for spotting trap reversals early via label color shifts, and extensions provide quick risk visuals without manual calculations, improving decision speed in trend trades.
How it works (technical)
The indicator first determines a higher timeframe based on user selection, pulling its close price securely. It checks for crossovers or crossunders of the current close against this higher close, but only triggers on confirmed bars with matching directional opens and closes. On a valid event, a horizontal line and label mark the higher close level, while a dashed VWAP line starts accumulating typical price times volume from that bar onward. During the active phase, the breakout line extends to the current bar, the label repositions and updates text based on whether the current close holds above or below the level for bulls or bears. A background tint warns if the close deviates adversely from the current VWAP. Extensions draw a vertical dotted line at the last bar between the breakout level and close, placing a midpoint label with percent difference; separately, a label at the VWAP end shows a computed stop price. Persistent variables track the active state and accumulators, resetting on new events after briefly extending old elements. Repaint risk from security calls is mitigated by confirmed bar gating or user opt-in.
Parameter Guide
Plateau Length (reserved for future, currently unused): Sets a length for potential plateau detection in extensions; default 3, minimum 1. Higher values would increase stability but are not active yet—leave at default to avoid tuning.
Line Width: Controls thickness of breakout, VWAP, and extension lines; default 2, range 1 to 5. Thicker lines improve visibility on busy charts but may obscure price action—use 1 for clean views, 3 or more for emphasis.
+Bars after next HTF event (finalize old, then delete): Extends old lines and labels by this many bars before deletion on new signals; default 20, minimum 0. Shorter extensions keep charts tidy but risk cutting visuals prematurely; longer aids review but builds clutter over time.
Evaluate label only on HTF close (prevents gray traps intrabar): When true, label updates wait for higher timeframe confirmation; default true. Enabling reduces intrabar flips for stabler signals, though it may delay feedback—disable for faster live trading at repaint cost.
Allow Repainting: Permits real-time security data without confirmation offset; default false. False ensures historical accuracy but lags live bars; true speeds updates but can repaint on HTF closes.
Timeframe Type: Chooses HTF method—Auto Timeframe (dynamic steps up), Multiplier (chart multiple), or Manual (fixed string); default Auto Timeframe. Auto adapts to chart scale for convenience; Multiplier suits custom scaling like 5 times current; Manual for precise like 1D on any chart.
Multiplier for Alternate Resolution: Scales chart timeframe when Multiplier type selected; default 5, minimum 1. Values near 1 mimic current resolution for subtle shifts; higher like 10 jumps to broader context, increasing signal rarity.
Manual Resolution: Direct timeframe string like 60 for 1H when Manual type; default 60. Match to trading horizon—shorter for swing, longer for positional—to balance frequency and reliability.
Show Extension 1: Toggles dotted line and delta percent label between breakout level and current close; default true. Disable to simplify for basic use, enable for precise momentum tracking.
Dotted Line Width: Thickness for Extension 1 line; default 2, range 1 to 5. Align with main Line Width for consistency.
Text Size: Size for delta percent label; options tiny, small, normal, large; default normal. Smaller reduces overlap on dense charts; larger aids glance reads.
Decimals for Δ%: Precision in percent change display; default 2, range 0 to 6. Fewer decimals speed reading; more suit low-volatility assets.
Positive Δ Color: Hue for upward percent changes; default lime. Choose contrasting for visibility.
Negative Δ Color: Hue for downward percent changes; default red. Pair with positive for quick polarity scan.
Dotted Line Color: Color for Extension 1 line; default gray. Neutral tones blend well; brighter for emphasis.
Background Transparency (0..100): Opacity for delta label background; default 90. Higher values fade for subtlety; lower solidifies for readability.
Show Extension 2: Toggles stop-loss label at VWAP end; default true. Turn off for entry focus only.
Stop Method: Percent from VWAP end or fixed ticks; options Percent, Ticks; default Percent. Percent scales with price levels; Ticks suits tick-based instruments.
Stop %: Distance as fraction of VWAP for Percent method; default 1.0, step 0.05, minimum 0.0. Tighter like 0.5 reduces risk but increases stops; wider like 2.0 allows breathing room.
Stop Ticks: Tick count offset for Ticks method; default 20, minimum 0. Adjust per asset volatility—fewer for tight control.
Price Decimals: Rounding for stop price text; default 4, range 0 to 10. Match syminfo.precision for clean display.
Text Size: Size for stop label; options tiny, small, normal, large; default normal. Scale to chart zoom.
Text Color: Foreground for stop text; default white. Ensure contrast with background.
Inherit VWAP Color (BG tint): Bases stop label background on VWAP hue; default true. True maintains theme; false allows custom black base.
BG Transparency (0..100): Opacity for stop label background; default 0. Zero for no tint; up to 100 for full fade.
Reading & Interpretation
Breakout lines appear green for bullish crosses or red for bearish, extending live until a new event finalizes them briefly then deletes. Labels start blank, updating to Bull Cont. or Bear Cont. in matching colors if holding the level, or gray Bull Trap/Bear Trap on reversal. VWAP dashes yellow for bulls, orange for bears, sloping with accumulated volume weight—deviations trigger faint red background warnings. Extension 1's dotted vertical shows at the last bar, with midpoint label green/red for positive/negative percent from breakout to close. Extension 2 places a left-aligned label at VWAP end with stop price and method note, tinted to VWAP for context.
Practical Workflows & Combinations
For trend following, enter long on green Bull Cont. labels above VWAP with higher highs confirmation, filtering via rising structure; short on red Bear Cont. below. Pair with volume surges or RSI above 50 for bulls to avoid traps. For exits, trail stops using the Extension 2 level, tightening on warnings or gray labels—aggressive on continuations, conservative post-trap. In multi-timeframe setups, use default Auto on 15m charts for 1H signals, scaling multiplier to 4 for daily context on hourly; test on forex/stocks where volume is reliable, avoiding low-liquidity assets.
Behavior, Constraints & Performance
Signals confirm on bar close with HTF gating when strict mode active, but live bars may update if repainting enabled—opt false for backtest fidelity, true for intraday speed. Security calls risk minor repaints on HTF closes, mitigated by confirmation offsets. Resources cap at 1000 bars back, 50 lines/labels total, with event prunes to stay under budgets—no loops, minimal arrays. Limits include VWAP lag in low-volume periods and dependency on accurate HTF data; gaps or holidays may skew anchors.
Sensible Defaults & Quick Tuning
Defaults suit 5m-1H charts on liquid assets: Auto HTF, no repaint, 1% stops. For choppy markets with excess signals, enable strict eval and bump multiplier to 10 for rarer triggers. If sluggish in trends, shorten extend bars to 10 and allow repainting for quicker visuals. On high-vol like crypto, widen stop % to 2.0 and use Ticks method; for stables like indices, tighten to 0.5% and keep Percent.
What this indicator is—and isn’t
This is a signal visualization layer for breakout confirmation and basic risk marking, best as a filter in discretionary setups. It isn’t a standalone system or predictive oracle—combine with price structure, news awareness, and sizing rules for real edges.
Disclaimer
The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context.
Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved.
By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk.
Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts.
Best regards and happy trading
Chervolino
HPAS – Historical Price Action StatisticsHPAS – Historical Price Action Statistics (v7)
A data-driven overview of weekday behavior: price, volatility, and volume.
1) OVERVIEW
HPAS analyzes how each weekday behaves across your selected history. It aggregates daily returns, intraday ranges, and volumes into a compact heatmap table and optionally plots daily range bands (historical & today) on the chart.
Note: All weekday statistics are calculated using UTC-based daily candles for consistent results across markets (especially 24/7 assets like crypto).
The goal is context and probabilities — not signals.
2) HOW IT WORKS
Collects daily bar stats: % gain/loss (close vs open), intraday range ((High−Low) ÷ Open × 100), and contracts (volume).
Groups data by weekday (Sun–Sat) and computes: win/loss frequencies, average and max moves, average intraday ranges, and average volume.
Note: “Weekday” refers to the calendar day in UTC time . This ensures consistency across all assets and exchanges, particularly for 24/7 markets like crypto.
Compares average weekday volume to the current 20-day average (% of 20D).
Displays results in a color-shaded table; optionally draws historical daily range bands plus today’s projection with optional smoothing.
3) INCLUDED FEATURES
Core metrics
Total → Gain / Loss (% of Days): How often the day closes above/below open.
Closing → Avg / Max: Average and largest daily % moves up/down.
Intrabar (optional) → Avg / Max: Typical and extreme intraday % ranges.
Contracts → Avg (K): Average daily volume (shown in thousands).
Contracts → %20D: Weekday’s average volume as % of the current 20-day average.
Visualization & UX
Heatmap coloring: lower values appear darker; higher values lighter.
Current weekday highlight with a left-side triangle.
Tooltips on headers explain what/why/how.
Dark/Light theme support; Colorblind-safe palette toggle (Okabe–Ito).
Projection Bands
Plots historical daily range bands and today’s projected band.
Optional smoothing (SMA) for cleaner band movement.
Band Smoothing Explained: Applies a simple moving average over recent projection values to reduce sudden jumps in the upper/lower bands.
Higher values make the range lines steadier but slower to react; lower values show more real-time variability.
4) USAGE TIPS
Context, not prediction: Use stats to frame expectations, not to force trades.
Cycle awareness: Compare long vs short date windows; behavior can shift across regimes.
Volume tells a story: Elevated %20D can hint at increased participation or attention on certain weekdays.
Targets & risk: Range bands provide realistic context for sizing stops/targets.
Accessibility: Enable Colorblind-safe mode if red/green contrast is hard to read.
5) INTERPRETATION GUIDE
% Gain / % Loss — Frequency of up/down closes. Higher % Gain suggests a bullish weekday bias.
Avg Gain / Avg Loss — Mean daily % move on green/red days. Gauges typical magnitude.
Max Gain / Max Loss — Largest observed daily % change. Sets an upper bound of past extremes.
Hi-Lo Avg / Max — Typical and extreme intraday % ranges. Context for expected volatility.
Contracts Avg (K) — Average daily volume in thousands. Participation proxy.
%20D — Volume vs current 20-day average. 100% = typical, >100% = above-normal, <100% = lighter-than-normal.
6) CREDITS
Inspired by the HPAS concept popularized by Krown Trading and The Caretaker.
Rebuilt and extended for clarity, accessibility, and practical context.
Version: v7 (October 2025)
License: Educational, non-commercial use
Key Inputs (snippet)
// Projection Bands
grpBands = “Projection Bands”
showBands = input.bool(true, “Show daily range bands (historical & today)”, group=grpBands)
smoothLen = input.int(1, “Band smoothing (days)”, minval=1, maxval=20, group=grpBands)
Bridge Bands ATR (Overlay) ShaneHurst-Adaptive Volatility Bands
A fractal-inspired evolution of Bollinger and Keltner bands that adapts dynamically to both volatility and trend persistence.
This indicator estimates the Hurst exponent (H) — a measure of market memory — and adjusts a standard volatility band to lean in the direction of the prevailing trend.
When H > 0.5, markets exhibit persistence (trending behavior); the bands shift in the trend’s direction.
When H < 0.5, markets are mean-reverting; the bands flatten and recent extremes become potential fade zones.
Band width scales with recent volatility (σ), expanding in turbulent conditions and contracting during calm periods.
Key Features:
Adaptive offset using the Hurst exponent
Volatility-sensitive width for dynamic market regimes
EMA baseline with directional bias
Clear visual separation between trending and choppy phases
Inspired by Benoit Mandelbrot’s The Misbehavior of Markets and H.E. Hurst’s original work on long-term memory in time series.
Use it to identify regime shifts, trend-following entries, and volatility-adjusted stop levels.
Credit for this script goes to a number of people including Steve B, MichaalAngle, doc and joecat808. 500 day DEMA (double EMA) can be used as a longer term momentum line.
Bollinger Band ToolkitBollinger Band Toolkit
An advanced, adaptive Bollinger Band system for traders who want more context, precision, and edge.
This indicator expands on the classic Bollinger Bands by combining statistical and volatility-based methods with modern divergence and squeeze detection tools. It helps identify volatility regimes, potential breakouts, and early momentum shifts — all within one clean overlay.
🔹 Core Features
1. Adaptive Bollinger Bands (σ + ATR)
Classic 20-period bands enhanced with an ATR-based volatility adjustment, making them more responsive to true market movement rather than just price variance.
Reduces “overreacting” during chop and avoids bands collapsing too tightly during trends.
2. %B & RSI Divergence Detection
🟢 Green dots: Positive %B divergence — price makes a lower low, but %B doesn’t confirm (bullish).
🔴 Red dots: Negative %B divergence — price makes a higher high, but %B doesn’t confirm (bearish).
✚ Red/green crosses: RSI divergence confirmation — momentum fails to confirm the price’s new extreme.
These signals highlight potential reversal or slowdown zones that are often invisible to the naked eye.
3. Bollinger Band Squeeze (with Volume Filter)
Yellow squares (■) show periods when Bollinger Bands are at their narrowest relative to recent history.
Volume confirmation ensures the squeeze only triggers when both volatility and participation contract.
Often marks the “calm before the storm” — breakout potential zones.
4. Multi-Timeframe Breakout Markers
Optionally displays breakouts from higher or lower timeframes using different colors/symbols.
Lets you see when a higher timeframe band break aligns with your current chart — a strong trend continuation signal.
5. Dual- and Triple-Band Visualization (±1σ, ±2σ, ±3σ)
Optional inner (±1σ) and outer (±3σ) bands provide a layered volatility map:
Price holding between ±1σ → stable range / mean-reverting behavior
Price riding near ±2σ → trending phase, sustained momentum
Price touching or exceeding ±3σ → volatility expansion or exhaustion zone
This triple-band layout visually distinguishes normal movement from statistical extremes, helping you read when the market is balanced, expanding, or approaching its limits.
⚙️ Inputs & Customization
Choose band type (SMA/EMA/SMMA/WMA/VWMA)
Adjust deviation multiplier (σ) and ATR multiplier
Toggle individual features (divergence dots, squeeze markers, inner bands, etc.)
Multi-timeframe and colour controls for advanced users
🧠 How to Use
Watch for squeeze markers followed by a breakout bar beyond ±2σ → volatility expansion signal.
Combine divergence dots with RSI or price structure to anticipate slowdowns or reversals.
Confirm direction using multi-timeframe breakouts and volume expansion.
💬 Why It Works
This toolkit transforms qualitative chart reading (tight bands, hidden divergence) into quantitative, testable conditions — giving you objective insights that can be backtested, coded, or simply trusted in live setups.
Institutional Compression Breakout (ICBO Algo) [@darshakssc]The ICBO Algo is a smart intraday trading tool that detects institutional compression zones followed by breakout confirmation. It combines candle range analysis, volume compression, EMA filtering, and ATR-based Risk/Reward zones to highlight high-probability trade setups with visual clarity.
This script is designed for educational and research purposes only, fully aligned with TradingView’s Pine Script policy and publishing guidelines.
🔍 Key Features
🌀 Compression Zone Detection
Identifies low-range, low-volume candles often formed before institutional breakouts.
📈📉 Breakout Signals
Triggered after confirmed price + EMA breakout post-compression.
📊 Dashboard Panel
Displays breakout phase, current R:R ratio, and zone status in real-time.
🟢🔴 Buy/Sell Labels with Emojis
Clean and non-intrusive labels for immediate action recognition.
🔔 Alerts Included
Receive real-time push, email, or webhook alerts for breakout signals.
⚙️ How It Works
Compression Phase:
When the candle range and volume are significantly lower than the moving average, the script flags it as a compression zone.
Breakout Confirmation:
A breakout signal is confirmed when the price breaks the previous high/low and is above/below the trend EMA.
Entry Logic:
📈 Buy: Price > previous high + above EMA after compression
📉 Sell: Price < previous low + below EMA after compression
⚠️ Disclaimer
This script is intended for educational and research purposes only. It does not constitute financial advice or recommendations of any kind. Always use proper risk management. Past performance does not guarantee future results.
Remote bar rangeShows the price range for a certain period of bars back. For example, the range between 100 bars back and 50 bars back. The last 50 bars are not counted in this case.
Yearly Anchored VWSTD (Volume-Weighted StdDev Bands)This indicator calculates a Volume-Weighted Mean Band (VWMB) — similar in concept to an anchored VWAP — and measures standard deviation from the mean to visualize how far price has deviated from its volume-weighted equilibrium.
Each calendar year acts as an anchor period: the cumulative calculations reset automatically on January 1st, providing a fresh annual reference.
At any time, the middle yellow line represents the volume-weighted mean price (VWMP) since the start of the current year, while the surrounding ±1σ, ±2σ, and ±3σ bands show progressively stronger deviations from that mean, taking both price and volume into account.
DM Super Trend FlowDM Super Trend Flow — Single Line Explanation
The DM Super Trend Flow is a single-line trend indicator built from a carefully selected group of Exponential Moving Averages (EMAs) designed to capture smooth and reliable trend direction.
Instead of plotting multiple EMA lines, the indicator calculates several EMAs internally and then displays only the middle EMA — creating a clean, uncluttered chart while still reflecting the overall trend strength and alignment.
The line color automatically changes based on how all EMAs are aligned:
GREEN - Bullish Alignment → All EMAs are stacked upward, confirming strong upward momentum. (Line turns lime)
RED - Bearish Alignment → All EMAs are stacked downward, confirming strong downward momentum. (Line turns red)
GRAY - EMAs are mixed or flat, indicating sideways or transition phases. (Line turns gray)
This single dynamic line gives you a clear visual of overall market direction — showing when the trend is fully aligned, weakening, or shifting — without the clutter of multiple overlapping averages.
Momentum Bubbles v5.8Momentum Bubbles uses advanced momentum, volume and CVD data to map and plot Bookmap style bubbles directly on your trading chart, High propulsion candles align with large deep colored bubbles with trending range is opaque and only changing color to orange as a waring of pullbacks.
ATR + VIX Breakout StrategyChange the symbol to UVXY. Work great for option l long and S short. Take profits before it closes the trade. Pls remember you are using it at your own risk.
Bitcoin Power Law Corridor + Z-score
This script visualizes the long-term Bitcoin Power Law Corridor, a conceptual model originally discussed by Harold Christopher Burger, and enhances it with a logarithmic Z-Score framework.
The indicator plots Bitcoin’s long-term regression curve together with estimated resistance and support bands based on power-law relationships between price and time since inception.
The added Z-Score expresses the statistical distance between price and the central regression line, using logarithmic scaling:
Z ≈ 0 → price near its long-term fair-value trajectory.
Z ≈ +2 → price near the lower corridor boundary (historically undervalued region).
Z ≈ −2 → price near the upper corridor boundary (historically overheated region).
This indicator is designed for visual and educational purposes only.
It should not be considered financial advice, a predictive model, or a signal provider.
Users should always combine this tool with other forms of technical, fundamental, and sentiment analysis to confirm confluence before making any decision.