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Torque Momentum Oscillator [JOAT]Torque Momentum Oscillator Introduction The Torque Momentum Oscillator is a sub-chart composite momentum engine that synthesizes four independent momentum perspectives into a single normalized 0–100 oscillator. Rather than relying on any one momentum calculation, it blends a stochastic-range oscillator, two RSI variants at different cycle lengths, and a Bollinger Band position reading into a weighted composite score — then colors the histogram on a gradient that instantly communicates whether momentum is building or exhausting. The philosophy behind TMO is that any single momentum indicator can be fooled by choppy markets or unusual price action. When four different momentum frameworks all agree, the composite reading carries genuine conviction. When they diverge, the composite score gravitates toward the midline — a built-in disagreement signal that keeps you from over-committing to a directional bias. Core Concepts Component 1 — RSV (Raw Stochastic Value) The RSV is a stochastic-style reading of where close sits within the highest high and lowest low range over the lookback period, smoothed with an SMA to reduce noise: float hiRange = ta.highest(high, rsvPeriod) float loRange = ta.lowest(low, rsvPeriod) float rsvRaw = safeDiv(close - loRange, hiRange - loRange, 0.5) * 100.0 float rsvLine = ta.sma(rsvRaw, rsvSmooth) The RSV line is also plotted independently as a fast overlay on the oscillator, giving it a secondary use as a crossover signal generator. When RSV crosses above 20, an Opportunity label fires. When it crosses back below 80, a Risk label fires. Component 2 — RSI Fast The standard Wilder RSI at the fast period (default 14) captures short-cycle momentum velocity. It contributes a responsive directional reading without being so short that it becomes noise. Component 3 — RSI Slow (Blackcat-Style) The slow RSI uses a blackcat-inspired manual construction: SMA of gains divided by SMA of absolute changes, rather than the standard Wilder smoothing: float rsiSlowVal = safeDiv( nz(ta.sma(math.max(close - prevClose, 0.0), rsiSlow), 50.0), nz(ta.sma(math.abs(close - prevClose), rsiSlow), 1.0), 0.5) * 100.0 This produces a longer-cycle momentum trend bias that is less sensitive to individual candle extremes, creating a smoother counterpart to the fast RSI. Component 4 — Normalized BB Position Bollinger Band position tells you where price sits in its statistical envelope: = ta.bb(close, bbLen, bbMult) float bbPos = math.max(0.0, math.min(100.0, safeDiv(close - bbLower, bbUpper - bbLower, 0.5) * 100.0)) At 100 price is at the upper band. At 0 it is at the lower band. At 50 it is exactly at the basis. This adds a volatility-relative momentum reading to the composite. Weighted Composite Score All four components are blended using user-configurable weights that are automatically normalized to sum to 1.0: float wSum = wRsv + wRsiF + wRsiS + wBB float composite = (rsvLine * (wRsv / wSum) + rsiFastVal * (wRsiF / wSum) + rsiSlowVal * (wRsiS / wSum) + bbPos * (wBB / wSum)) Default weights: RSV 35%, RSI Fast 25%, RSI Slow 25%, BB Position 15%. Gradient Histogram Coloring The histogram is colored on a gradient that transitions from full bear red near 0 to transparent near 50, then from transparent bull green near 50 to full bull green near 100. This produces an immediate visual sense of momentum intensity — a faint histogram near midline means indecision, a saturated histogram near the extremes means conviction. Features Four-component weighted composite oscillator: RSV + RSI Fast + RSI Slow + BB Position RSV component double duty: used in composite and plotted as independent fast line Gradient histogram — color intensity scales with momentum conviction Overbought (default 75) and oversold (default 25) zones with gradient fills RSV Opportunity label when RSV crosses above 20 — potential upswing signal RSV Risk label when RSV crosses below 80 — potential downswing signal Per-component weight controls — customize the blend to your trading style Midline reference at 50 and dashed OB/OS lines Dashboard showing composite, RSV, RSI Fast, RSI Slow, BB position, and last signal Auto dark/light theme detection Alerts for Opportunity, Risk, entering Overbought, and entering Oversold Webhook JSON alert format for automation Watermark Input Parameters Oscillator Settings RSV Period — lookback for the stochastic range calculation (default 20) RSV Smoothing — SMA length applied to raw RSV before use (default 3) RSI Fast Period — short-cycle RSI length (default 14) RSI Slow Period — long-cycle blackcat-style RSI length (default 24) BB Period — Bollinger Band lookback (default 20) BB Multiplier — standard deviation multiplier for BB width (default 2.0) Composite Weights RSV Weight — relative weight of the stochastic component (default 0.35) RSI Fast Weight — relative weight of the fast RSI (default 0.25) RSI Slow Weight — relative weight of the slow RSI (default 0.25) BB Position Weight — relative weight of the BB position reading (default 0.15) Visual Settings Overbought Level — upper threshold for OB zone and gradient fill (default 75) Oversold Level — lower threshold for OS zone and gradient fill (default 25) Show RSV Signals — toggles Opportunity and Risk label markers Theme — Auto, Dark, or Light Show Dashboard — compact panel with live component readings Dashboard Position — four corner options Show Watermark Colors Bull / Opportunity — color for bullish histogram bars and signal labels Bear / Risk — color for bearish histogram bars and signal labels RSV Line — color for the fast RSV overlay line RSI Fast — color for the RSI Fast overlay line How to Use Add TMO to your chart below price as a separate sub-pane oscillator. Watch the composite histogram for directional bias: readings above 50 favor longs, below 50 favor shorts. Use the OB zone (above 75) and OS zone (below 25) as caution areas — not automatic reversal signals, but places where momentum is stretched and a mean reversion or consolidation becomes more likely. Use Opportunity labels (RSV crossing above 20) as early warning that the stochastic component is turning up from deeply oversold — look for price confirmation before acting. Use Risk labels (RSV crossing below 80) as early warning of a potential momentum rollover from overbought. Check the dashboard to see exactly which components are driving the composite reading. If RSV and RSI Fast are both high but BB Position is low, the composite may not tell the full story. Adjust the component weights in settings to emphasize the momentum style that best suits your market. For crypto, increasing RSV weight can be effective. For equities, RSI Slow weight can provide a smoother signal. Indicator Limitations The composite is a weighted average and can only be as accurate as the components that feed it. In strongly trending markets with low volatility, RSV and BB Position can both hover near extremes for extended periods — the composite will look overbought even when trend continuation is the correct read. RSV Opportunity and Risk signals are generated by a single component (RSV) and should not be used in isolation as trade entries. They are high-probability turning-point flags that require price action confirmation. Warmup bars are required before the oscillator becomes reliable. The indicator suppresses output until sufficient history is available. This is a momentum indicator, not a trend direction indicator. It works best in liquid, active markets and may generate false signals during low-volume chop. Originality Statement The Torque Momentum Oscillator is an original Pine Script v6 publication. The architecture of combining RSV (stochastic-range), dual RSI cycles at different periodicities, and normalized Bollinger Band position into a single dynamically-weighted composite is an original design. The blackcat-style SMA-based RSI slow construction is an adapted technique included for its distinct noise characteristics, with full attribution. The gradient histogram coloring, RSV crossover signal system, and dashboard layout are original implementations built specifically for this publication. Disclaimer This indicator is for educational and informational purposes only. It does not constitute financial advice. Momentum readings are not predictions of future price direction. Always use proper risk management and never risk more than you can afford to lose. -Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Solstice Fibonacci Engine [JOAT]Solstice Fibonacci Engine Introduction The Solstice Fibonacci Engine is a fully automatic Fibonacci retracement and extension tool built for traders who want institutional-grade price levels drawn on their chart without the tedium of manually dragging anchor points. It detects the dominant swing high and swing low within your currently visible chart range, recalculates every time you scroll or zoom, and renders the complete Fibonacci suite — retracements from 0% to 100% and extensions to -100% — in a single, clean overlay. The engine is purpose-built around two price zones that institutional order flow traders treat as highest-probability areas: the OTE (Optimal Trade Entry) zone from 61.8% to 78.6% retracement, and the Target Zone from -50% to -61.8% extension. These zones are shaded and labeled automatically, with TP1 through TP4 labels placed at the key confluence levels that align with those areas, giving you a ready-made trade management framework the moment any new swing is established. Core Concepts Visible Range Swing Detection Unlike most Fibonacci tools that require manual anchoring or use fixed lookback lengths, Solstice tracks the swing high and swing low within the portion of the chart you are actually looking at: int visLeft = int(chart.left_visible_bar_time) int visRight = int(chart.right_visible_bar_time) bool isVis = time >= visLeft and time <= visRight if isVis if na(swHi) or high > swHi swHi := high swHiBar := bar_index if na(swLo) or low < swLo swLo := low swLoBar := bar_index When you scroll left or right the swing resets instantly to reflect your new visible window. This makes the tool behave like a dynamic Fibonacci that always measures the most contextually relevant move — the one you are actually analyzing. Trend Direction from Swing Sequence The engine determines whether price is in an uptrend or downtrend by comparing the bar index of the swing high against the bar index of the swing low: bool trendUp = nz(swLoBar, 0) < nz(swHiBar, 0) If the swing low came first (left) and the swing high came after (right), price moved up — so retracement levels are drawn from the top down. If the swing high came first, price moved down and levels are drawn from the bottom up. This single boolean drives whether TP1–TP4 labels are placed above or below current price. OTE Zone — 61.8% to 78.6% The Optimal Trade Entry zone marks the golden pocket of Fibonacci retracement theory. Price returning into this band after a clean impulsive move often finds the institutional order flow that originally created the swing: if showOTE fibZone(color.new(oteClr, 90), 61.8, 78.6, trendUp, bar_index - 2, lx, swHi, swLo, "OTE ZONE") The zone is rendered as a shaded box extending to the right of the last visible bar, keeping it visible as new bars form. An alert fires on bar close the first time price enters this zone after it was outside it. Target Zone — -50% to -61.8% Extension The Target Zone marks the take-profit extension area beyond the 0% level: if showTgt fibZone(color.new(tgtClr, 90), -50.0, -61.8, trendUp, bar_index - 2, lx, swHi, swLo, "TARGET ZONE") When price has retraced into the OTE and reversed, the -50% to -61.8% extension zone becomes the natural profit target objective — where the move typically exhausts before the next consolidation. TP1–TP4 Trade Management Labels Four take-profit labels are placed at the levels that define a complete trade management plan from entry to full profit-taking: | Label | Level | Meaning | |-------|-------|---------| | TP1 | 38.2% | First objective — scalp or partial close | | TP2 | 0% | Full return to the original swing point | | TP3 | -27.2% | First extension beyond the swing | | TP4 | -61.8% | Deep extension — full target zone | Features Auto swing detection from visible chart range — no manual anchoring required Dynamic recalculation on every chart scroll or zoom Full Fibonacci suite: 0%, 23.6%, 38.2%, 50%, 61.8%, 70.6%, 78.6%, 100%, -27.2%, -50%, -61.8%, -100%, 150%, 200% Per-level toggle switches — show only the levels you want OTE Zone (61.8%–78.6%) shaded box with right-extension Target Zone (-50% to -61.8%) shaded box with right-extension TP1–TP4 labels with optional percentage labels on every level Optional swing diagonal line from anchor to anchor Dashboard showing swing trend, zone touch status, swing high/low, and range Auto dark/light theme detection Alerts fire on confirmed bar close when price enters OTE or Target Zone Webhook JSON alert format for automation Watermark Input Parameters Main Settings Show All Elements — master toggle for all drawing objects Show Swing Diagonal Line — draws a line connecting the two swing anchor points Line Width — 1 to 5 pixels Line Style — Solid, Dashed, or Dotted Label Offset (bars) — how far to the right labels are placed beyond the last bar Fibonacci Levels Individual toggles for each level: 0%, 23.6%, 38.2%, 50%, 61.8%, 70.6%, 78.6%, 100%, -27.2%, -50%, -61.8%, -100%, 150%, 200% Zones and Targets Show OTE Zone — toggles the 61.8%–78.6% shaded box Show Target Zone — toggles the -50% to -61.8% shaded box Show Zone Labels — text inside zone boxes Show TP1–TP4 Labels — take-profit label markers Show Level % Labels — percentage text on every drawn level line Visual Settings Theme — Auto (reads chart background), Dark, or Light Show Dashboard — compact panel showing current swing readings Dashboard Position — Top Left, Top Right, Bottom Left, Bottom Right Show Watermark Webhook JSON — switches alerts to machine-readable JSON format Colors Fib Lines — color for all retracement/extension level lines OTE Zone — fill color for the OTE box Target Zone — fill color for the Target Zone box How to Use Add the indicator to any chart on any timeframe — it automatically maps to your current visible range. Zoom or scroll your chart to frame the impulsive swing you want to analyze. The Fibonacci grid recalculates to match. Look for price to retrace into the OTE Zone (gold band between 61.8% and 78.6%). This is the institutional entry area. When price reverses out of the OTE zone, monitor the TP1 label at 38.2% for partial profits, TP2 at 0% for full return to the swing origin, and TP3/TP4 in the Target Zone for extended runners. Set the OTE Zone and Target Zone alerts to receive notifications when price enters either area on bar close. Enable percentage labels if you need to confirm exact level values for manual entries. Indicator Limitations The swing is determined by the highest high and lowest low within the visible range only — it does not use a structural pivot detection algorithm. On heavily zoomed-out charts, the swing might span an unusually long period. Fibonacci levels are mathematical retracements of the detected swing range. They are areas of interest, not guaranteed reversal zones. Always combine with your own confluence analysis. The OTE and Target Zone alerts trigger only on the first bar close when price enters the zone from outside. If price exits and re-enters, a new alert fires. Retracement drawing regenerates on every bar close at the last bar. On very high-resolution timeframes with large numbers of active objects, this can approach TradingView drawing limits. Originality Statement The Solstice Fibonacci Engine is an original Pine Script v6 implementation. Its use of chart.left_visible_bar_time and chart.right_visible_bar_time for dynamic visible-range swing detection is a novel approach that produces a self-adjusting Fibonacci tool with no manual intervention. The OTE and Target Zone framework, TP1–TP4 label system, and scroll-responsive recalculation are original design decisions made specifically for this publication. Disclaimer This indicator is for educational and informational purposes only. It does not constitute financial advice. Fibonacci levels are areas of potential price reaction, not certainties. Past Fibonacci confluence does not guarantee future performance. Always use proper risk management and consult a licensed financial professional before trading. -Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Strata Volume Contour [JOAT]Strata Volume Contour Introduction Strata Volume Contour (SVC) is an open-source dynamic volume profile engine that divides a configurable lookback window into 25 equidistant price bins and accumulates the total traded volume within each bin. The result is a real-time horizontal histogram drawn to the right of the current bar, showing exactly where the market has spent the most volume over the selected period. The Point of Control (POC) — the highest-volume bin — is highlighted as the dominant fair-value level. The Value Area — the range of bins containing 70% of total volume — is shaded to mark the institutional accumulation zone. The problem SVC solves is the inability of time-based charts to show volume distribution across price levels. Standard volume bars show how much was traded each period, but not at which prices. Volume profile reveals the price levels that attracted the most participation — these are the levels where institutional orders were concentrated, making them the most meaningful support and resistance references available. SVC brings this institutional-grade analysis directly to the chart without requiring specialized volume profile software. Core Concepts 1. Price Range Binning The indicator determines the highest high and lowest low across the full lookback window, then divides this range into 25 equal-width bins. Each bin represents a price zone: float rangeHi = ta.highest(high, math.min(bar_index + 1, lookback)) float rangeLo = ta.lowest( low, math.min(bar_index + 1, lookback)) float binStep = (rangeHi - rangeLo) / BINS A zero-range guard (binStep > 0) prevents division errors on flat or illiquid instruments. With 25 bins, the histogram provides enough granularity to identify structural features while remaining visually clean. 2. Volume Accumulation (Performance-Gated) Volume accumulation runs exclusively on the last bar of the chart (barstate.islast). This is a critical design decision: running the O(bins x lookback) double-loop on every bar within the lookback window would create an O(bars x bins x lookback) computational cost that exceeds TradingView's execution limits on longer charts. By gating to the last bar, the full recalculation costs O(bins x lookback) exactly once per chart update: if barstate.islast if binStep > 0.0 for i = 0 to BINS - 1 float binLevel = rangeLo + binStep * i float binVol = 0.0 for k = 0 to lookback - 1 if math.abs(close - binLevel) <= binStep binVol += nz(volume , 0.0) array.set(volBins, i, binVol) Each bar within the lookback is assigned to the nearest bin based on its closing price. 3. Point of Control (POC) The POC is the bin with the highest accumulated volume. It represents the price level where the most trading activity occurred over the lookback period. Markets tend to use the POC as a magnet — price is attracted to it during consolidation and uses it as a reference when transitioning between ranges. The POC is rendered with a distinct highlight color (default orange) to make it immediately identifiable. 4. Value Area Calculation (70% Rule) The Value Area is determined by a symmetric expansion algorithm. Starting from the POC, the algorithm expands outward one bin at a time, always adding the bin (above or below) that contributes the most volume, until the accumulated volume within the expanding range reaches 70% of total volume: while vaVol < vaTarget and (vaLow > 0 or vaHigh < BINS - 1) float addUp = vaHigh < BINS - 1 ? array.get(volBins, vaHigh + 1) : 0.0 float addDn = vaLow > 0 ? array.get(volBins, vaLow - 1) : 0.0 if addUp >= addDn and vaHigh < BINS - 1 vaHigh += 1 vaVol += addUp else if vaLow > 0 vaLow -= 1 vaVol += addDn The Value Area High (VAH) and Value Area Low (VAL) define the institutional accumulation zone. Price outside the value area represents a premium (above) or discount (below) relative to the lookback period's fair value. 5. Horizontal Histogram Visualization Each bin is drawn as a horizontal box extending rightward from the current bar. The box width is proportional to the bin's volume relative to the POC volume — the POC spans the maximum width (50 bars right), and all other bins scale proportionally. Volume amounts are labeled on each bar. Features 25-Bin Volume Profile Histogram: Full horizontal volume distribution rendered to the right of price with proportional bar widths and volume labels Point of Control (POC): Highest-volume bin highlighted in a distinct color (default orange) with automatic detection each bar update Value Area (VAH / VAL): The 70%-volume range shaded in a distinct color, with Value Area High and Low explicitly tracked and displayed in the dashboard Gradient Bin Coloring: Each non-POC, non-VA bin is colored on a gradient from low volume (nearly transparent) to high volume (full opacity), creating a visual density map Static Level Plots: All 25 bin levels are plotted as horizontal lines over the lookback window, providing a persistent price level grid even without the boxes visible Price vs POC Context: The dashboard reports whether price is currently Above POC, Below POC, or At POC 8-Row Dashboard (Top Right): POC price, VA High, VA Low, price vs POC relationship, total volume, lookback period, and version Watermark: JackOfAllTrades signature at chart center-bottom Input Parameters Profile Settings: Lookback Period: Number of bars to include in the volume accumulation (default: 200, range: 50-500) Visual Settings: Show Volume Bins: Toggle the horizontal histogram boxes Bin Color: Base color for the bin gradient (default: blue) Bin Width: Border width of histogram boxes (default: 1, range: 0-5) Highlight POC: Toggle POC highlighting POC Color: Color for the highest-volume bin (default: orange) Show Value Area: Toggle the 70%-volume range shading VA High Color: Color for the Value Area High reference VA Low Color: Color for the Value Area Low reference Theme: Auto, Dark, or Light How to Use This Indicator Step 1: Identify the Point of Control The POC is the most important level on the profile. It is the price the market spent the most time trading at — the ultimate fair-value anchor. Price below the POC is at a discount; above is at a premium. Trading setups at the POC during retest often exhibit tight risk/reward. Step 2: Use Value Area Boundaries for Support and Resistance The Value Area High and Low are the primary structural boundaries. Price often oscillates within the value area and struggles when attempting to leave it. A close outside the value area with high volume often signals the beginning of a new directional move. Step 3: Adjust Lookback to Your Trading Style Shorter lookbacks (50-100 bars) produce a profile of recent price structure, relevant for intraday traders. Longer lookbacks (300-500 bars) produce a macro structural view, relevant for swing traders. The POC and value area boundaries shift as the lookback changes. Step 4: Watch Price Return to the POC After price moves away from the POC, it frequently returns to it during low-volume periods. When price is far from the POC and trending, the POC can serve as a magnet target for reversion. When price is oscillating around the POC, it reflects a balanced, two-sided auction. Indicator Limitations The profile recalculates only on barstate.islast — it reflects the state at the last confirmed bar. During real-time market hours, the profile is not updating tick-by-tick; it updates each time a bar closes The volume accumulation assigns each bar to a bin based on closing price, not the intrabar high-low range. This is a simplification — a professional volume profile distributes volume across all prices touched during the bar. The close-based method is computationally feasible within Pine Script's constraints The 25-bin resolution is fixed. Very large price ranges (e.g., a lookback spanning a major crash) may produce bins too wide to be structurally meaningful. Users should adjust the lookback to keep the range within a reasonable structural period Instruments with no volume data (some indices, spot forex) will show all zero bins and the profile will not render meaningfully The histogram boxes are drawn to the right of the current bar. On instruments with extended right-side padding disabled, the boxes may be partially hidden off-chart Originality Statement SVC is original in its approach to making volume profile accessible within Pine Script's performance constraints. This indicator is published because: The barstate.islast performance gate is the key design innovation — it collapses what would otherwise be an O(bars x bins x lookback) computation into a single O(bins x lookback) pass, making a 25-bin volume profile with 500-bar lookback feasible within TradingView's execution limits The 70% Value Area algorithm uses a symmetric expansion approach (always adding the larger of the next bin up or down) that correctly implements the standard Volume Profile Value Area methodology The gradient bin coloring uses color.from_gradient() against the POC volume as the maximum reference, making the visual density map adaptive to the actual volume distribution rather than a fixed scale The Price vs POC contextual label in the dashboard provides an immediately actionable market context read without requiring the user to visually judge their position relative to the histogram Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Volume profile levels are based on historical volume distribution and represent areas of past interest, not guarantees of future price behavior. The Point of Control and Value Area boundaries can and do shift significantly as the lookback window evolves. Always use proper risk management. The author is not responsible for any trading losses resulting from the use of this indicator. -Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Velox Structure Ribbon [JOAT]Velox Structure Ribbon Introduction Velox Structure Ribbon (VSR) is an open-source multi-band trend structure ribbon that uses a volatility-normalized, dynamically-spaced band system to visualize how far price has extended from its trend baseline and in which direction. The ribbon is anchored by a dual SMEMA core — a fast and slow double-smoothed moving average — and radiates six equidistant bands above and below the baseline, with spacing determined by the smoothed average candle range. Each band that price has penetrated adds one point to a 0-3 bull or bear structure score. A 0-100 composite trend strength score combines band penetration with RSI momentum. Volume confirmation and RSI filters are available to sharpen signal quality. The problem VSR solves is that standard envelopes and Bollinger Bands use fixed or volatility-scaled offsets that can cluster bands too tightly in low-volatility environments and spread them too far in high-volatility ones. VSR normalizes band spacing using the market's own smoothed candle range, meaning band width automatically contracts in quiet markets and expands in active ones. This keeps the structure score meaningful across all conditions: three bands penetrated in a quiet market represents the same degree of extension relative to current volatility as three bands penetrated in a volatile market. Core Concepts 1. SMEMA Ribbon Core The ribbon center uses two SMEMA lines — slow (full period, default 20) and fast (half period). The slow SMEMA defines trend direction: sloping upward means the trend is bullish, downward means bearish. The fill between fast and slow creates a visual ribbon that contracts during consolidation and expands during trends: float smemaSlow = smema(close, smemaLen) float smemaFast = smema(close, math.max(int(smemaLen / 2), 3)) bool trendUp = smemaSlow > smemaSlow bool trendDn = smemaSlow < smemaSlow 2. Volatility-Normalized Band Spacing The step unit for band placement is SMEMA applied to the high-low range over a long smoothing period (default 100 bars). This produces an adaptive measure of the average candle body size. Each of the six bands is placed at integer multiples of this step above and below the slow SMEMA: float step = smema(high - low, stepSmooth) float up1 = smemaSlow + step * 1 float up2 = smemaSlow + step * 2 float up3 = smemaSlow + step * 3 Because the step automatically adjusts to market volatility, the bands always represent meaningful structural extensions rather than arbitrary percentage offsets. 3. Bull and Bear Structure Scoring Each bar, the indicator counts how many upper bands price has broken through (bullish penetration) and how many lower bands (bearish penetration). Each penetrated band adds one point to the respective score: int bullStr = (above1 ? 1 : 0) + (above2 ? 1 : 0) + (above3 ? 1 : 0) int bearStr = (below1 ? 1 : 0) + (below2 ? 1 : 0) + (below3 ? 1 : 0) A score of 0 means price is between the baseline and first band — neutral zone. Score of 1 means first structural extension. Score of 3 means full breakout beyond all three bands in that direction. 4. Composite Trend Strength Score (0-100) The strength score combines two inputs: the band penetration score converted to a 0-50 scale (each band = 16.7 points) and the RSI deviation from 50 on a 0-50 scale. The combination rewards moves that have both structural extension (price has pushed through multiple bands) and momentum confirmation (RSI is moving away from neutral): float bandScore = math.min(float(math.max(bullStr, bearStr)) * 16.7, 50.0) float rsiScore = math.min(math.abs(rsiVal - 50.0), 50.0) int strScore = int(math.min(bandScore + rsiScore, 100.0)) 5. Distance-Based Band Coloring Each band receives a gradient color whose intensity scales with how far price is from that band relative to its historical range. Bands that price has recently broken through or is pressing against are rendered more vividly. Bands far from price are nearly transparent. This creates a visual heat-map effect showing where structural tension exists: bandColor(float src, color col) => float dist = math.abs(close - src) float pctNorm = ta.percentile_linear_interpolation(dist, 400, 100) float colSize = pctNorm > 0 ? dist / pctNorm : 0.0 showBands ? color.from_gradient(colSize, 0, 0.5, color(na), col) : color(na) Features Six-Band Structure Grid: Three bands above and three below the slow SMEMA baseline, dynamically spaced by the smoothed candle range Dual SMEMA Core Ribbon: Fast and slow baseline with gradient fill, colored by trend direction Trend Direction Diamond: A small diamond marker on the baseline at every trend flip (when the slow SMEMA changes slope direction) Bull / Bear Structure Score (0-3): Real-time count of penetrated upper or lower bands displayed in signal labels and the dashboard Composite Strength Score (0-100): Combined band penetration and RSI momentum score with Strong/Moderate/Weak label RSI Momentum Filter: Optional filter requiring RSI alignment before a signal is confirmed (configurable threshold, default 52) Volume Filter: Optional filter requiring above-average volume (configurable multiplier, default 1.1x the 20-bar SMA). Auto-disables on volume-free instruments Signal Labels: Small numeric labels at bull and bear signal bars showing the structure score (1, 2, or 3) Strength Bar (Bottom Right): A visual bar table showing filled cells proportional to the current bull or bear structure score Candle Coloring: Bar colors reflect trend direction at reduced opacity 9-Row Dashboard (Top Right): Trend direction, last signal and bars-since count, strength score with label, bull and bear band counts, RSI value, timeframe, and version Watermark: JackOfAllTrades signature at chart center-bottom Alerts: Bull signal, bear signal, and trend-flip alertconditions with optional JSON webhook format Input Parameters Ribbon Engine: SMEMA Length: Core period for the slow baseline (default: 20). Fast = L/2 Step Smoothing: SMA period for the candle-range volatility step (default: 100) Filters: RSI Length: Momentum confirmation period (default: 14) RSI Threshold: Minimum RSI for bull signal confirmation (default: 52). Bear mirror = 100 - threshold Volume Filter: Enable/disable volume confirmation (default: off) Volume Multiplier: Required volume multiple of the 20-bar SMA (default: 1.1) Visuals / Dashboard: Theme: Auto, Dark, or Light Show Distance Bands: Toggle the six structural bands Show Core Ribbon: Toggle the fast/slow SMEMA ribbon and fill Show Signals: Toggle the numeric signal labels Show Strength Bar: Toggle the bottom-right score visualization Show Dashboard: Toggle the 9-row information panel Color Palette: Bull, Bear, and Neutral colors are individually customizable How to Use This Indicator Step 1: Read Trend Direction from the Ribbon When the ribbon is green and sloping upward, the baseline trend is bullish. When red and sloping downward, bearish. A flat ribbon in neutral color indicates a non-trending market. Step 2: Use Structure Score for Entry Timing A bull signal fires when price is above the first upper band (score 1+) and the trend slope is upward with RSI and volume confirmation. A score of 2 or 3 indicates deeper structural extension — potentially overextended for entry, better for trailing a position. Step 3: Watch for Pullbacks to the Ribbon After a bull signal, price often pulls back toward the ribbon (slow SMEMA) before continuing. Entries from the ribbon during an active bull structure are higher-probability than chasing at the outer bands. Step 4: Scale Position with Strength Score A strength score above 70 (labeled Strong) indicates both structural extension and momentum alignment — use for higher conviction. Below 40 (Weak) may indicate a fading move or early-stage structure not worth full position sizing. Indicator Limitations The warmup period (SMEMA length x3 or step smoothing + 50, whichever is larger) means the indicator is inactive for the first several dozen bars on any chart The band spacing adapts to the smoothed candle range with a 100-bar lookback. On instruments with sharp volatility regime changes, the bands may lag behind the new volatility environment for many bars The volume filter is automatically disabled when volume data is unavailable (e.g., indices, some forex pairs). In those cases, volume confirmation is effectively always true regardless of the toggle setting Signal labels fire on every bull or bear structure bar — this can be frequent in strongly trending markets. The labels are informational, not entry triggers, and users should apply their own discretion for entry timing Originality Statement VSR is original in its use of the SMEMA-smoothed candle range as the band spacing unit. This indicator is published because: The volatility-normalized step unit (SMEMA of high-low range) is a unique approach to band spacing that differs from standard ATR envelopes, Bollinger Bands (which use standard deviation), and Keltner Channels (which use raw ATR). The SMEMA smoothing produces a more stable, noise-resistant step unit than raw ATR The 0-3 integer band-penetration scoring is a discrete structural measure that complements continuous oscillators. It quantifies how far price has extended structurally rather than how fast it has moved The distance-based gradient coloring using percentile normalization creates an adaptive visual heat-map — the same visual logic is computationally novel within the band-coloring approach The composite strength score combining band penetration with RSI deviation creates a measure that rewards both structural extension and momentum alignment simultaneously Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Band structure scores are based on historical price position relative to smoothed averages and do not predict future price movement. A score of 3 (maximum bullish extension) can increase further or reverse immediately. Always use proper risk management. The author is not responsible for any trading losses resulting from the use of this indicator. -Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Meridian Session Atlas [JOAT]Meridian Session Atlas Introduction Meridian Session Atlas (MSA) is an open-source ICT-methodology session zone engine that renders all five major trading killzones — Asia, London, NY AM, NY Lunch, and NY PM — as live, price-tracking boxes on the chart. Each session gets its own high and low pivot lines that extend rightward until price sweeps them, a real-time session VWAP for fair-value reference, and a sweep detection system that fires when a wick pierces a session extreme and the bar closes back inside. Daily and weekly opening prices are overlaid as key reference levels. All five sessions are fully configurable: colors, time windows, and visibility can be customized independently. The core problem MSA solves is the manual, time-consuming work of identifying and drawing session ranges each day. ICT traders use session high/low levels as primary liquidity pools — price regularly sweeps below Asia lows to grab sell-side liquidity before reversing, or above London highs to take buy-side liquidity before reversing. Identifying those sweeps in real time, across all sessions simultaneously, on a clean chart with VWAP context is what MSA automates completely. Core Concepts 1. Session Detection and State Tracking Each of the five sessions is detected using Pine Script's time() function with the user-configured session string and timezone. A session starts when the current bar's time falls inside the session window for the first time (transition from outside to inside), and ends when it transitions back out: bool asiaOn = useAsia and not na(time("", asiaSess, tzInput)) bool asiaStart = asiaOn and not asiaOn bool asiaEnd = not asiaOn and asiaOn On session start, the high, low, left bar index, and VWAP accumulators are reset. During the session, the high and low expand with each bar. On session end, the pivot lines are drawn and extended right. 2. Killzone Boxes Each session draws a box that expands in real time as the session progresses — the right edge and top/bottom move with each new bar's high and low. On session close, the box freezes at the final session high and low, creating a permanent visual record of that session's range. A configurable maximum history count prevents chart clutter by automatically deleting old session boxes when the count exceeds the limit. 3. Session VWAP Volume-weighted average price accumulates from the first bar of each session. The formula uses cumulative price-volume (hl2 * volume) divided by cumulative volume, resetting at each session start: float asiaVwap = asiaOn ? safeDiv(as_cpv, as_cv) : na The VWAP is plotted as a line only during the active session, breaking between sessions. It represents the institutional fair-value level within each killzone — institutional order flow frequently uses the VWAP as an equilibrium reference. 4. Liquidity Sweep Detection A sweep is detected when price wicks through a session's pivot high or low and then closes back inside. The logic applies a minimum depth filter (default 0.1 ATR) to eliminate trivial tag-and-return moves, an optional body filter to confirm directional close bias, and a cooldown period to prevent multiple signals from the same sweep: if low < as_lo and close > as_lo and asWickDn >= minSweepATR * atrVal and asBodyOkB as_bullSweep := true as_sweep := bar_index A bullish sweep fires when price wicks below the session low and closes back above it — this is the ICT buy-side liquidity grab pattern. A bearish sweep fires when price wicks above the session high and closes back below — the sell-side liquidity grab. All five sessions are monitored simultaneously. 5. Daily and Weekly Opens The opening price of each new trading day and each new trading week is plotted as a horizontal line extending rightward. These levels represent the most important institutional reference prices of their respective periods — the daily open divides the day into a bullish (above) or bearish (below) context, and the weekly open does the same for the week. Features Five Independent Killzone Boxes: Asia, London, NY AM, NY Lunch, and NY PM each rendered as live price-tracking boxes with individual color, time, and visibility settings Session Pivot Lines: High and low pivot lines extend from each completed session's extreme until price sweeps through them, providing persistent liquidity pool reference Configurable Line Style: Pivot lines can be Solid, Dashed, or Dotted with adjustable width (1-3) Five Session VWAPs: Real-time volume-weighted average price plotted for each active session in its respective color Sweep Signal Labels: Bull and bear sweep labels fire at the bar where the wick/close confirmation occurs, sized Tiny, Small, or Normal, with the session name embedded in the label Sweep Depth Filter: Minimum wick depth in ATR multiples prevents noise from triggering false sweep signals Body Confirmation Filter: Optional close-in-upper/lower-half confirmation strengthens sweep signal quality Sweep Cooldown: Configurable bar count prevents multiple signals from the same sweep event Daily and Weekly Open Lines: Dotted (configurable) horizontal lines at the current day and week open prices Timeframe Gate: All indicator elements automatically hide when the chart timeframe exceeds a configurable threshold — prevents the indicator from rendering on timeframes where session boxes are too compressed to be useful Session History: Configurable maximum number of completed sessions to keep on chart (1-8 per killzone) 9-Row Dashboard (Top Right): Active session name with color, session highs and lows for all five sessions, daily open price, current timeframe, and version Watermark: JackOfAllTrades signature at chart center-bottom Sweep Alerts: Separate bull and bear sweep alertconditions with plain-text or JSON webhook format Input Parameters Main Settings: Timezone: Exchange or broker timezone for session alignment (default: America/New_York) Hide Above Timeframe: Chart TF at which indicator elements hide (default: 60-minute) Session History: Number of completed sessions to keep per killzone (default: 3) Killzones (each session has identical controls): Enable toggle, session name, session time string, and color — fully independent per session Default sessions: Asia 20:00-00:00, London 02:00-05:00, NY AM 09:30-11:00, NY Lunch 12:00-13:00, NY PM 13:30-16:00 (all in New York time) Session Pivots: Show Session Pivot Lines toggle Show Session VWAP toggle Pivot Line Style: Solid, Dashed, or Dotted Pivot Line Width: 1-3 Sweep Signals: Show Sweep Signals toggle Min Sweep Depth (ATR x): Minimum wick depth as a multiple of ATR (default: 0.1) Cooldown Bars: Minimum bars between sweep signals (default: 3) Body Confirmation: Close must be in directional half of the candle body (default: enabled) Signal Size: Tiny, Small, or Normal (default: Small) How to Use This Indicator Step 1: Identify the Active Session The dashboard shows the current active session in its color. The live session box is expanding in real time. This gives immediate context for whether you are in a high-liquidity killzone or off-session dead time. Step 2: Monitor Session Extremes for Liquidity Pools Completed session highs and lows are the primary liquidity pools that ICT methodology targets. These are the levels where institutional order flow is placed — above previous highs (buy-side liquidity) and below previous lows (sell-side liquidity). Step 3: React to Sweep Signals When a sweep label appears, price has hunted a session extreme and rejected it. A bull sweep (below a session low, close back above) represents a sell-side liquidity grab and potential long entry opportunity. A bear sweep (above a session high, close back below) represents a buy-side liquidity grab and potential short entry opportunity. Confirm with higher-timeframe bias and session VWAP position. Step 4: Use Session VWAP as Fair Value Price above the active session VWAP is trading at a premium within that session. Price below is at a discount. ICT concepts suggest looking for longs from discount (below VWAP after a bullish sweep) and shorts from premium (above VWAP after a bearish sweep). Step 5: Reference Daily and Weekly Opens The daily open is the most important intraday reference level. Price holding above the daily open is a bullish intraday context. Sweeps of the daily open low with a close recovery signal potential long opportunities. Indicator Limitations Session times are fixed to the timezone input. On instruments that trade across midnight or on non-standard sessions, the default session strings may need manual adjustment The timeframe gate hides the indicator above the configured threshold. On timeframes above that threshold, none of the visual elements render — intentional behavior to prevent meaningless session boxes on, for example, a daily chart VWAP calculation uses hl2 (average of high and low) multiplied by volume. On indices, synthetic instruments, or assets with unreliable volume data, the VWAP reading will not be accurate Sweep detection uses bar close as the confirmation. Intrabar wicks that would constitute sweeps but then recover within the same bar are captured; wicks that close beyond the pivot are not classified as sweeps (they become the new session extreme) Session history has a maximum of 8 completed sessions per killzone. On very long charts or after major gaps, the oldest session data is automatically removed Originality Statement MSA is original in its simultaneous, automated management of five independent session zones with unified sweep detection and VWAP integration. This indicator is published because: The integration of five simultaneous, independently configurable session zones — each with its own box, pivot lines, VWAP, and sweep detection — into a single, performance-efficient indicator is uncommon. Most session-zone indicators handle only one or two sessions The sweep detection algorithm applies three independent confirmation layers (ATR depth filter, body filter, cooldown) simultaneously across all five sessions, with a unified aggregated signal that names the originating session The session VWAP calculation resets correctly at each session boundary (not at day boundary), providing a genuine intra-killzone fair-value reference rather than a daily VWAP approximation The timeframe gate is a usability feature that prevents the indicator from rendering meaninglessly on timeframes where session granularity is lost Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Session high and low levels are historical reference points — price does not respect these levels in all market conditions, and sweep signals do not guarantee continuation in any direction. ICT methodology concepts described here represent one school of technical analysis and are not universally accepted. Always use proper risk management. The author is not responsible for any trading losses resulting from the use of this indicator. -Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Auric Regime Classifier [JOAT]Auric Regime Classifier Introduction Auric Regime Classifier (ARC) is an open-source, multi-factor market regime detection engine that classifies every confirmed bar into one of five distinct market states: Strong Bull, Weak Bull, Ranging, Weak Bear, or Strong Bear — with a special Compression override that fires when volatility is contracting. The engine uses five independent data sources — adaptive ATR volatility ratio, Bollinger Band squeeze detection, SMEMA trend slope, ADX directional index, and RSI momentum bias — fused through a weighted scoring system into a single net score that drives the regime classification. The problem ARC solves is that most traders apply a fixed strategy regardless of whether the market is trending strongly, drifting weakly, compressing before a breakout, or chopping without direction. Each of those conditions demands a completely different approach. Applying a trend-following system in a ranging market produces losses. Trading with tight stops in a compression phase produces whipsaws. ARC gives you a clear, real-time label for the current market phase so you can match your approach to the conditions rather than fighting them. Core Concepts 1. SMEMA Adaptive Baseline The indicator uses SMEMA (Simple Moving Average of Exponential Moving Average) as its core trend baseline — a proprietary double-smoothing construct used throughout the JackOfAllTrades indicator suite. SMEMA applies a standard EMA first to capture responsiveness, then a SMA over the same period to suppress noise. The result is a baseline that reacts faster than a raw SMA but is smoother than a raw EMA: smema(float src, int len) => ta.sma(ta.ema(src, len), len) Two SMEMA lines run in parallel: a slow line over the full period (default 20) and a fast line at half the period. Their slope comparison over three bars determines the trend direction score. When the slow SMEMA slopes upward for three consecutive bars, two bull points are awarded. When it slopes downward, two bear points are awarded. 2. Adaptive ATR Volatility Ratio ATR over the input period (default 14) is compared against a long-run SMA of ATR (default 50 bars) to produce a volatility expansion/contraction ratio: float volRatio = safeDiv(atrRaw, atrBase, 1.0) A ratio above 1.1 in the direction of the existing trend awards a bonus point — recognizing that trend moves are more reliable when accompanied by above-average volatility. This prevents the engine from scoring weak, low-volume drifts as strongly as genuine impulsive moves. 3. Bollinger Band Squeeze Detection The indicator measures Bollinger Band bandwidth (upper minus lower) and compares it against its own 100-bar SMA. When bandwidth falls below the configurable threshold fraction (default 0.75) of its smoothed average, the market is classified as Compressing. Compression overrides all other regime classifications — a compressing market has no valid directional edge regardless of what the other signals say: bool isSqz = bbBW < bbBWAvg * sqzPct A Squeeze Release signal fires when compression ends (isSqz transitions from true to false), marking the potential start of an expansion move. 4. ADX Directional Index ADX (Average Directional Index) and the +DI/-DI directional lines are calculated using Pine Script v6's built-in ta.dmi() function. ADX above the threshold (default 25) confirms that the market is in a genuine trending regime rather than a sideways range. The directional bias of +DI vs -DI adds two bull or bear points to the regime score: = ta.dmi(adxLen, adxLen) bool isBullDir = diPlus > diMinus bool isBearDir = diMinus > diPlus 5. Regime Scoring Engine All five components feed a dual-sided scoring system. Bull and bear points are accumulated independently, and the net score (bull minus bear, range -6 to +6) determines the regime code: int bullPts = (trendUp ? 2 : 0) + (isBullDir ? 2 : 0) + (rsiBull ? 1 : 0) + ((volRatio > 1.1 and trendUp) ? 1 : 0) int netScore = bullPts - bearPts int regCode = isSqz ? 0 : netScore >= 4 ? 2 : netScore >= 1 ? 1 : netScore <= -4 ? -2 : netScore <= -1 ? -1 : 0 Strong Bull requires a net score of +4 or higher (all four components aligned). Weak Bull requires +1 to +3. Ranging sits at 0. The mirror applies for bearish regimes. 6. Trend Strength Score (0-100) Beyond the categorical regime label, ARC produces a continuous trend strength score that measures conviction within the current regime. It combines a distance score (how far price is from the SMEMA baseline in ATR units, capped at 50 points) with a momentum score (RSI deviation from 50 in the trend direction, capped at 50 points). A score of 70+ indicates a strong, high-conviction regime. Below 40 indicates a weak or transitional state. Features Five-State Regime Classification: Every bar labeled Strong Bull, Weak Bull, Ranging, Weak Bear, or Strong Bear with a Compression override — no ambiguity SMEMA Ribbon: Fast and slow SMEMA lines with a gradient fill between them, colored by the current regime state for instant visual context Regime Background Tint: Subtle, semi-transparent background coloring that shifts with the regime — green family for bull states, red family for bear, yellow for compression Candle Coloring: Bar colors inherit the regime color at reduced opacity, giving every candle immediate regime context without obscuring price action Squeeze Markers: Circle markers on the SMEMA baseline during compression, with a diamond signal at the moment of squeeze release Trend Strength Score: A 0-100 numeric score with a Strong/Moderate/Weak label updated each bar, shown in the dashboard Regime Change Alerts: Alert fires on every confirmed regime state transition with either plain text or structured JSON for webhook delivery 12-Row Dashboard (Top Right): Displays current regime, trend strength score, ADX value and trending/ranging status, +DI/-DI directional reading, volatility ratio, Bollinger Band state, RSI, timeframe, and version Watermark: JackOfAllTrades signature rendered at chart center-bottom Input Parameters Core Engine: ATR Length: Period for raw ATR calculation (default: 14) ATR Smoothing Period: Baseline ATR lookback for volatility ratio (default: 50) Directional Index: ADX / DI Length: Period for +DI, -DI, and ADX (default: 14) Trend Threshold: ADX level above which the market is considered trending (default: 25) Volatility Band: BB Length: Bollinger Band period (default: 20) BB Multiplier: Standard deviation multiplier (default: 2.0) Squeeze Threshold: Bandwidth fraction of its 100-bar SMA below which compression is declared (default: 0.75) Trend Engine: SMEMA Length: Period for the double-smoothed baseline (default: 20) RSI Length: Momentum confirmation period (default: 14) Visuals / Dashboard / Alerts: Theme: Auto, Dark, or Light — auto-detects chart background Regime Background Tint: Toggle the subtle background color Show SMEMA Baseline: Toggle the ribbon plots Show Squeeze Markers: Toggle the circle and diamond markers Show Dashboard: Toggle the 12-row information panel Show Watermark: Toggle the JackOfAllTrades signature Webhook JSON Format: Switch alert messages between plain text and JSON Color Palette: All six regime colors are individually customizable How to Use This Indicator Step 1: Read the Regime The dashboard regime field and the background tint tell you exactly where the market stands. This single label is the most actionable piece of information — it drives which strategy is appropriate. Step 2: Match Your Approach to the Regime Strong Bull / Strong Bear: All four scoring components are aligned. High-conviction directional trades, trend-following entries on pullbacks to the SMEMA ribbon Weak Bull / Weak Bear: Only one or two components agree. Lighter position sizing, wider stops, prepare for a possible regime shift Ranging: Net score near zero — avoid directional trades, consider mean-reversion or wait for breakout Compression: All directional analysis is suspended. Reduce exposure, prepare for a breakout in either direction, and watch the squeeze release signal for timing Step 3: Use Trend Strength for Conviction Within any directional regime, the strength score tells you how far into that regime the market has moved. A Strong Bull reading with a strength score of 85 is a very different trade environment from one with a strength score of 42. Use the score to scale position size or filter lower-conviction entries. Step 4: Set Alerts on Regime Transitions The regime-change alert fires the moment a new regime is confirmed on bar close. Enable the Strong Bull and Strong Bear alertconditions specifically to catch the high-conviction regime entrances. Indicator Limitations All five components are backward-looking. The regime label describes what has happened over the lookback windows — not what will happen. A Strong Bull classification can reverse on the very next bar The warmup period (equal to the longest lookback, at least 50 bars) means the indicator produces no signals on the first several bars of any chart, including after switching timeframes Compression detection uses a 100-bar SMA of bandwidth, which is a long-run reference. On very short or illiquid charts with few bars, the bandwidth average may not be reliable The five-state classification uses fixed score thresholds (+4 for Strong, +1 for Weak). These thresholds are not auto-calibrated to the instrument. In range-bound markets where ADX rarely exceeds 20, the Strong Bull/Bear states may rarely appear RSI and ADX both work with default periods. No single set of periods is optimal across all assets and timeframes. Users may need to adjust periods when applying to highly volatile assets or longer timeframes Originality Statement ARC is original in its synthesis approach and the use of SMEMA as the core trend baseline. This indicator is published because: The SMEMA construct (SMA of EMA) is a proprietary double-smoothing formula used consistently across the JackOfAllTrades suite — it provides a smoother baseline than raw EMA while retaining more responsiveness than raw SMA, and it is not a standard available in typical indicator libraries The dual-sided bull/bear point system scores each directional component independently before computing a net score. This is distinct from composite oscillators that blend components into a single signed value — the dual-side approach preserves information about how many bear components are active even when the net score is positive The Compression override takes precedence over all directional scores, explicitly suspending regime analysis during volatility contractions. Most regime indicators simply produce lower directional readings in compression without explicitly declaring the compression state The trend strength score combines an ATR-normalized price distance with an RSI momentum deviation to produce a conviction metric that is distinct from the categorical regime label Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Market regime classifications are based entirely on historical data and past behavior. A market classified as Strong Bull can and will reverse at any time. The Compression state does not guarantee a subsequent breakout, and the direction of any eventual breakout cannot be predicted from compression alone. Always apply proper risk management. The author is not responsible for any trading losses resulting from the use of this indicator. -Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
JOAT Institutional Convergence [JOAT]JOAT Institutional Convergence Introduction The JOAT Institutional Convergence strategy is a systematic, rules-based trading framework that unifies the logic from all five JOAT indicators into a single coherent entry and exit engine. Each indicator contributes a specific filter layer: the Volumetric Structure Engine provides directional market structure bias, the Adaptive Spectral Bands Hann ribbon provides the primary entry trigger, the Institutional Session Profiler contributes optional session timing, the Imbalance Zone Classifier contributes optional FVG proximity filtering, and the Fractal Liquidity Map contributes fractal-anchored stop placement. No layer is redundant — each addresses a different dimension of trade selection. The core problem this solves: most TradingView strategies use a single indicator as both entry and exit signal, producing over-fitting to one methodology. This strategy uses five independent measurement systems simultaneously. An entry only fires when multiple independent conditions converge — structure, momentum, regime, and optionally session and imbalance context. The result is a strategy that takes trades for quantifiable, multi-factor reasons, not because a single line crossed. Core Concepts 1. Entry Logic — Hann Ribbon Crossover Primary The primary entry trigger is the Hann FIR ribbon crossover — when the fastest layer (h0) crosses above the second layer (h1), a potential long entry is flagged. This is the earliest mathematically-grounded signal that momentum is shifting: bool cross_bull = ta.crossover(h0, h1) bool cross_bear = ta.crossunder(h0, h1) bool long_sig = (cross_bull or (bos_bull_sig and h0 > h2)) and struct_trend >= 0 and adx >= i_adx_min and adx <= i_adx_max and sess_ok and fvg_ok The crossover fires on the bar where momentum begins to shift — not after full ribbon alignment is confirmed. This is intentional: waiting for full alignment reduces trade count significantly and enters late. The structural trend filter (struct_trend >= 0) ensures the crossover is not taken against a confirmed downtrend. 2. Structure Filter — VSE Swing Classification Market structure is classified using the same non-repainting swing detection as the Volumetric Structure Engine. Higher highs and higher lows (struct_trend = 1) are bullish; lower highs and lower lows (struct_trend = -1) are bearish; a mixed state (struct_trend = 0) is neutral. The strategy allows longs in bullish or neutral structure (>= 0) and shorts in bearish or neutral structure (<= 0): bool new_sh = high == ta.highest(high, i_sw_len) and high < ta.highest(high, i_sw_len) bool new_sl = low == ta.lowest (low, i_sw_len) and low > ta.lowest (low, i_sw_len) This prevents the ribbon crossover from triggering entries during confirmed counter-trend structure without requiring perfect alignment. 3. Regime Filter — ADX Gating ADX gates entries in both directions. Below the minimum ADX, the market has no directional momentum — ribbon crossovers in flat, dead markets produce noise. Above the maximum ADX, the market is over-extended and new entries chase moves that are already mature: float adx_val = ta.rma(math.abs(dmi_p - dmi_m) / (dmi_p + dmi_m + 0.001) * 100, i_adx_len) bool adx_ok = adx_val >= i_adx_min and adx_val <= i_adx_max Default range: 8–60. This wide range accommodates crypto and forex markets that trend aggressively for extended periods (ADX 40–60) as well as early-stage trends (ADX 8–15). 4. Position Sizing — Percentage Risk per Trade Position sizing is calculated dynamically based on the user's equity risk percentage and the distance to the stop-loss level: float sl_dist = math.abs(close - sl_price) float qty = sl_dist > 0 ? (strategy.equity * i_risk_pct / 100.0) / sl_dist : 1.0 strategy.entry("Long", strategy.long, qty = qty) This ensures every trade risks the same percentage of equity regardless of market volatility — a wider stop reduces size, a tighter stop increases size. The default is 1% risk per trade. 5. Stop-Loss Placement — Fractal Extreme + ATR Buffer The stop-loss is placed beyond the most recent 20-bar fractal extreme in the direction of the trade, plus one ATR buffer. This anchors the stop to genuine structural pivots rather than arbitrary fixed-pip distances: float sl_long = ta.lowest(low, 20) - atr_14 * i_sl_atr_buf float sl_short = ta.highest(high, 20) + atr_14 * i_sl_atr_buf Features Five-Layer Entry Filter: Structure + Ribbon + Regime + Session (optional) + FVG proximity (optional) Hann FIR Ribbon Crossover: Primary entry trigger — earliest mathematically-valid momentum signal BOS-Armed Entries: Break of Structure signals additionally arm entries for up to 30 bars Percentage Risk Sizing: Dynamic position size calculated from equity risk % and SL distance Fractal-Anchored Stop Loss: Stop at 20-bar fractal extreme + ATR buffer Fixed R:R Take Profit: Configurable reward-to-risk ratio for TP placement Trailing Stop: Built-in trail_offset activates immediately from entry, protecting profits Session Filter (optional): Trade only during Asia, London, and/or New York sessions. Off by default for 24h markets. FVG Proximity Filter (optional): Require entry to be near an active imbalance zone. Off by default for maximum trade count. Performance Dashboard: Displays trade count, win rate, average R, last trade result, and active filter states Realistic Simulation: 2-tick slippage + 0.05% commission built into all backtests Input Parameters Structure (VSE): Swing Length: Lookback for swing high/low detection (default: 20) Ribbon Filter (ASB): Hann Base Length: Core FIR filter period (default: 20) Ribbon Spacing: Gap between ribbon layers (default: 3) Regime Filter: ADX Length: Period for ADX calculation (default: 14) Min ADX for Entry: Minimum ADX to allow entries (default: 8). Lower = more trades. Raise to filter ranging markets. Max ADX for Entry: Maximum ADX to allow entries (default: 60). Lower = skip over-extended moves. Session Filter (ISP): Enable Session Filter: Gate entries by session time (default: off — recommended for crypto and indices) Trade Asia / London / NY: Toggle per-session entry permission Imbalance Filter (IZC): Require Near FVG Zone: Entry must be within ATR proximity of an active imbalance (default: off) FVG Proximity (x ATR): Distance threshold for FVG proximity check (default: 1.5) Risk Management: Risk Per Trade (%): Equity percentage risked per trade (default: 1.0) Reward:Risk Ratio: Take profit as a multiple of the SL distance (default: 2.0) SL ATR Buffer: ATR multiple added beyond fractal extreme for stop (default: 0.5) Trail Offset (ATR): Trail stop distance from price (default: 1.5) BOS Armed Bars: How many bars a BOS signal remains active for entry (default: 30) How to Use This Strategy Step 1: Select Your Market and Timeframe Start on the 1-hour chart. The strategy is calibrated for 1H on crypto, forex majors, and equity indices with default settings. Shorter timeframes (15m) can increase trade count further but require tighter ADX filtering to avoid noise. Step 2: Run the Backtest with Defaults With all optional filters off (session and FVG disabled), the strategy trades every valid ribbon crossover that passes structure and regime. This produces the highest trade count. Review the equity curve for smoothness — you want consistent growth, not reliance on a few large winners. Step 3: Add Filters Progressively Enable the session filter to restrict to London and NY on forex pairs. Enable the FVG proximity filter to require imbalance context on entries. Each filter reduces trade count but should improve win rate if the underlying edge is present on your instrument. Step 4: Interpret the Dashboard The dashboard shows the current state of every filter layer — which ones are active and whether each condition is currently met. This is the diagnostic view: if no trades are firing, the dashboard tells you exactly which filter is blocking entries. Originality Statement This strategy is original as a unified multi-indicator convergence framework where each component is an independently published, standalone indicator. Its publication is justified because: The five-layer filter architecture uses genuinely independent measurement dimensions — market structure (price action), momentum (FIR frequency domain), trend strength (ADX), session timing, and price inefficiency (FVG) — reducing the risk of correlated signals that appear to confirm each other but measure the same thing Hann FIR crossover as the primary trigger provides a mathematically grounded entry timing signal with lower lag than EMA crossovers of equivalent period — a meaningful improvement to the timing of systematic entries Dynamic position sizing calculated from SL distance anchored to fractal extremes creates risk-normalized sizing that adapts to each trade's structural context rather than using fixed lot sizes The modular filter design allows each filter to be toggled independently, making the strategy adaptable to different asset classes (crypto, forex, equities) without code changes — session filter off for 24h markets, FVG filter off for maximum trade generation Limitations Backtesting results depend critically on the instrument, timeframe, and parameter settings. Past performance in strategy tester does not guarantee future live trading results. The 2-tick slippage and 0.05% commission defaults are approximations. Actual execution costs vary by broker, instrument, and session liquidity. High-slippage instruments (illiquid crypto, micro-cap) will perform worse than the backtest indicates. The FVG proximity filter references FVG logic computed internally. It does not import live data from the separately published Imbalance Zone Classifier indicator — it recomputes the same logic in isolation. The strategy does not incorporate news filters or earnings event exclusions. Entering positions around major economic releases (FOMC, NFP) during high-volatility events will produce results inconsistent with normal market behavior. Trailing stop and take profit interact. If price reaches the TP level before the trail stop triggers, the TP closes the trade. Users should verify via strategy properties which exit is dominant in their use case. Disclaimer This strategy is provided for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any instrument. All trading involves risk of loss. Backtested strategy results are hypothetical and do not account for the psychological challenges of live trading. Past results do not guarantee future performance. Always use proper risk management and never risk more than you can afford to lose. -Made with passion by jackofalltrades
Pine Script® strategy
by officialjackofalltrades
Quant Edge Ribbon PRO🟦 Quant Edge Ribbon PRO is a multi-kernel divergence ribbon indicator built on the KernelLens Nadaraya–Watson regression library (a_jabbaroff/KernelLens/1). A primary kernel and eleven longer-bandwidth kernels form a dual-ribbon visualization driven by kernel regression mathematics, an integer trend score in , a theme-aware rendering pipeline, four user-configurable reference levels, and a PRO dashboard. All twelve kernels route through the unified library dispatcher, so the user may select any of the eight kernel families and any of the three filter modes from a single configuration panel. 🟦 HOW IT WORKS Quant Edge Ribbon PRO calls the KernelLens library's unified dispatcher (`kl.estimate`) twelve times per bar — once for the primary kernel and once for each of the eleven outer kernels: ``` primary = kl.estimate(type, src, ℓ, α, period, phase, filter) long00 = kl.estimate(type, src, ℓ + 1·s, α, period, phase, filter) long01 = kl.estimate(type, src, ℓ + 2·s, α, period, phase, filter) ... long10 = kl.estimate(type, src, ℓ + 11·s, α, period, phase, filter) ``` where ℓ is the Primary Bandwidth and s is the Bandwidth Step. All twelve kernels share the same kernel type, filter, shape α, period, and phase — only the bandwidth differs. This guarantees the ribbon behaves as a coherent spectrum of kernel scales rather than a mixture of unrelated signals. The library handles all weighted-sum computation, loop-depth selection, NA-safe iteration, division-by-zero guards, and input validation internally. Quant Edge Ribbon PRO does not reimplement any kernel math — every bug fix or optimization in the library automatically propagates to this indicator. 🟦 KERNEL LIBRARY INTEGRATION Quant Edge Ribbon PRO imports the published KernelLens library and uses the following export: | Library Export | Used For | |---|---| | `kl.estimate()` | Unified dispatcher — routes to the correct kernel based on the user's Kernel Type dropdown. Called twelve times per bar, once for the primary kernel and once for each of the eleven outer kernels. | Every regression computation — kernel weight evaluation, NA-safe summation, bandwidth-aware loop termination — is delegated to the library. The indicator itself contains zero kernel math; it only orchestrates twelve library calls and aggregates their outputs into the trend score. 🟦 THE TWELVE-KERNEL RIBBON ARCHITECTURE **Primary kernel (the shortest, the anchor)** — A single kernel at bandwidth ℓ that serves two roles: (1) it is the reference baseline for the trend score calculation, and (2) it is plotted as a dedicated highlighted anchor line when the "Highlight Primary Kernel" toggle is ON. **Eleven outer kernels (progressively wider)** — Kernels at bandwidths ℓ+1·s, ℓ+2·s, …, ℓ+11·s, where s is the Bandwidth Step (default: 1). Each outer kernel is plotted as a line on the main chart, all eleven sharing a single score-driven gradient color — so the entire outer ribbon shifts between the theme's bull and bear hues as the trend score moves between −11 and +11. **Eleven inner ribbon plots (lagged primary snapshots)** — The primary kernel plotted at eleven time-lag offsets (0, 1, 2, …, 10 bars). The resulting visual is a gently flowing shadow that makes expansion and contraction of the outer ribbon easier to perceive. Opacity is user-controlled (default: 40 %). 🟦 INTEGER TREND SCORE The trend score is a signed integer in , computed on every bar by eleven pairwise comparisons between the primary kernel (at progressive lag offsets) and the eleven outer kernels: ``` score = 0 for i in 0..10: if primary < long_i: score += 1 else: score -= 1 ``` **Semantic interpretation** — Each comparison pairs an older snapshot of the shortest kernel against a current snapshot of a progressively wider kernel. In an uptrend, past primary values are lower while current wider-kernel values have caught up above them — the inequality resolves positive on most pairs and the score climbs toward +11. The symmetric argument drives the score toward −11 in a downtrend. **Score parity** — Because the score is a sum of eleven ±1 terms (score = 2k − 11, k ∈ ), it is always odd. Reachable values: { −11, −9, −7, −5, −3, −1, 1, 3, 5, 7, 9, 11 }. The score is never exactly zero. 🟦 STRENGTH CATEGORIZATION The absolute score is bucketed into four bands, each with a matched label glyph used throughout the dashboard and the last-bar signal label: | Score Range | Strength | Label | |---|---|---| | \|score\| = 1 | NEUTRAL | ▰▱▱▱ NEUTRAL | | \|score\| ∈ {3, 5} | WEAK | ▰▰▱▱ WEAK BULL / WEAK BEAR | | \|score\| = 7 | STRONG | ▰▰▰▱ STRONG BULL / STRONG BEAR | | \|score\| ∈ {9, 11} | TRIPLE | ▰▰▰▰ TRIPLE BULL / TRIPLE BEAR | The bull / bear suffix is driven by the sign of the score. The progress-bar glyphs (▰▱) give an instant at-a-glance read of confluence intensity without needing to parse the numeric value. 🟦 NON-REPAINTING BEHAVIOR Quant Edge Ribbon PRO inherits non-repainting behavior directly from the KernelLens library's `_phase` parameter. A single Phase input (default: 2) shifts every one of the twelve kernel centers into the past by that many bars. - Phase = 0 — live estimate, flickers on the current bar (real-time only; history is immutable) - Phase = 1 — 1-bar lag, non-repainting once the bar is confirmed - Phase = 2 — recommended balance between freshness and stability (default) - Phase = 3+ — extra margin against erratic ticks, higher lag Historical repainting never occurs at any phase value. The library contains no `request.security` calls, no lookahead, and no array rotation that could leak future data. Every historical bar's plotted value is final once confirmed. 🟦 VISUAL PIPELINE **Outer Ribbon Gradient** — All eleven outer kernels are plotted with a single shared color driven by the trend score via `color.from_gradient(score, -11, 11, thBear, thBull)`. As the score walks across its range, the entire ribbon shifts continuously between the active theme's bearish and bullish hues — producing a smooth visual feedback loop between the math and the palette. **Inner Ribbon Shadow Trail** — Eleven lag-shifted primary snapshots (primary through primary ) drawn in the theme's accent hue with user-controlled opacity. On a trending chart the trail visually expands; on a reversing chart it contracts. Adjust opacity from 0 (invisible) to 100 (fully opaque) — default 40 balances presence and subtlety. **Primary Kernel Anchor Line** — The primary kernel plotted as a dedicated bold line in the theme's accent color at 80 % opacity, distinct from the shadow trail. Provides a clear centerline amid the ribbon flow. Toggleable. **Oscillator Subplot** — The smoothed trend score plotted in a dedicated subplot with a score-gradient vertical fill between the score line and the zero line. Opacity is user-controlled. An optional bold score line (up to 4 px wide) overlays the fill for sharp numeric reading. **Last-Bar Trend Label** — A right-anchored label at the current bar in the oscillator pane. Format: `▲ TRIPLE BULL 11 / 11` (bull) or `▼ WEAK BEAR −3 / 11` (bear). The label is deleted and redrawn on every bar, so only one instance is ever present on the chart. 🟦 OSCILLATOR STYLES The oscillator subplot ships with two visual presets, selectable from the Oscillator Style dropdown: | Style | Plot Style | Fill | Best For | |---|---|---|---| | Classic Gradient | `plot.style_line` (smooth curve) | Continuous vertical gradient from score to zero | Trend flow, slope momentum | | Stepline | `plot.style_stepline` (staircase) | Stepped gradient mirroring the discrete score plateaus | Signal / threshold trading, discrete level crossings | **Classic Gradient** produces a smooth curve traced through the smoothed score values, with the gradient fill flowing continuously between the score line and the zero line. This is the default and suits traders who read trend direction through slope and curvature. **Stepline** renders each bar as a horizontal plateau joined to the next bar by a vertical edge. Because the raw score is always an odd integer in { −11, −9, …, 9, 11 }, the staircase visualization honors the score's true discrete nature — making it easier to identify exact threshold crossings (e.g. the moment the score enters the ±9 extreme zone). The fill inherits the same stepline style, so the entire oscillator pane stays geometrically consistent. Both styles share the same opacity controls, score line toggle, and line width setting — only the geometry of the score line and its fill changes between them. 🟦 THEME SYSTEM Ten cohesive color palettes tuned to the Quant Edge Ribbon PRO optical brand. One selection drives every visual component — outer ribbon gradient, inner ribbon accent, oscillator fill, reference lines, signal label, dashboard accents — all sharing the same bull / bear / accent color axes: | Theme | Bull | Bear | |---|---|---| | Prism | Forest green | Crimson red | | Focus | Cyan steel | Deep orange | | Solar | Warm amber | Indigo red | | Frost | Sky blue | Soft lavender | | Laser | Neon lime | Hot crimson | | Aurora | Bright gold | Scarlet | | Plasma | Electric aqua | Magenta | | Bloom | Mint green | Hot pink | | Eclipse | Deep navy | Dark crimson | | Carbon | Near-black | Silver grey | The oscillator's zero line uses Pine's `chart.fg_color` so it auto-adapts to the actual chart background (white on dark charts, black on light charts) — independent of the Dashboard's Display Mode setting. 🟦 REFERENCE LEVELS Four user-configurable horizontal reference lines mark the score's structural thresholds inside the oscillator subplot: | Level | Style | Meaning | |---|---|---| | +11 / −11 | Dotted | Ceiling / floor — the mathematical maximum (every comparison aligned) | | +9 / −9 | Dashed | Extreme zone — nine or more of the eleven comparisons agree on direction | Each pair (±11 and ±9) has an independent opacity input (0–100 %). A master toggle (Show Reference Levels) collapses all four lines to fully transparent in a single branch — useful for minimalist layouts. An additional `showOsc` gate hides them automatically when the oscillator itself is disabled. 🟦 PRO DASHBOARD A 2-column, 12-row theme-aware status panel that updates only on the last bar (zero historical overhead). Supports Dark and Light display modes, six docking positions, and four text sizes. Renders via `force_overlay = true` on the main price chart. | Row | Label | Content | |---|---|---| | Header | Q-EDGE PRO | DARK / LIGHT | | Theme | Theme | Active palette name | | Kernel | Kernel | Selected kernel type | | Divider | RIBBON | — | | Primary ℓ | Primary ℓ | Primary bandwidth value | | Span | Span | ℓ → ℓ + 11·s | | Filter | Filter | No Filter / Smooth / Zero Lag | | Divider | SCORE | — | | Score | Score | ▲/▼ + integer score + " / 11" (bull/bear colored) | | Bull / Bear | Bull / Bear | Bull comparison count / bear comparison count | | Strength | Strength | ▰-bar + NEUTRAL / WEAK / STRONG / TRIPLE label | | Primary | Primary | Primary kernel value in chart mintick format | **Bull / Bear breakdown** — The eleven pairwise comparisons split into bulls (resolved +1) and bears (resolved −1). Always sums to 11, so this row gives a direct visual of how many kernel scales agree with the net direction. 🟦 ALERT CONDITIONS Six opt-in alert conditions, each gated by its own toggle: | Alert | Fires When | |---|---| | Bullish Flip | Score crosses from ≤ 0 into positive territory | | Bearish Flip | Score crosses from ≥ 0 into negative territory | | Extreme Bullish | Score reaches +9 or higher (first entry into the zone) | | Extreme Bearish | Score reaches −9 or lower (first entry into the zone) | | Full Confluence Up | Score hits +11 — every outer kernel aligned bullishly | | Full Confluence Down | Score hits −11 — every outer kernel aligned bearishly | All alerts use `alertcondition()` for maximum compatibility with TradingView's alert system including webhooks. Messages are structured as `"Quant Edge Ribbon PRO: "` for easy parsing in downstream automation. 🟦 RECOMMENDED PRESETS | Style | Primary ℓ | Bandwidth Step s | Phase | Filter | Chart | |---|---|---|---|---|---| | Scalper | 8–16 | 1 | 1 | No Filter | 1m–5m | | Day Trader | 16–32 | 1–2 | 2 | Smooth | 15m–1h | | Swing | 25–50 | 1–2 | 2 | Smooth | 4h–1D | | Position | 50–120 | 2–3 | 3 | Smooth | 1D–1W | **Bandwidth Step tuning** — Step = 1 produces a tight ribbon where adjacent outer kernels sit visually close together. Steps of 2–4 spread the eleven outer kernels across a broader spectrum of scales, making expansion / contraction easier to read at a glance. Step 5–6 is reserved for very wide ribbons where each line represents a distinctly different time scale. 🟦 COMPATIBILITY - Pine Script v6 - All exchanges, all asset classes (crypto, forex, equities, commodities, indices) - All timeframes (1 minute through Monthly) - Both Dark and Light chart themes — visual elements auto-adapt via `chart.fg_color` - No exchange-specific logic — fully deterministic 🟦 TECHNICAL NOTES - **Library dependency** — `import a_jabbaroff/KernelLens/1` — all kernel regression math is delegated to the published library - **Plot budget** — 11 outer + 11 inner + 1 primary + 2 oscillator plots + 1 fill + 4 hlines = well under Pine's 64-plot limit - **Table** — Single `var table` created once on `barstate.islast` with `force_overlay = true`; dashboard renders on the main chart pane, zero historical overhead - **No persistent drawing objects** — no `box.new`, `line.new`, no `array.new`; the single trend label is deleted and recreated every bar so only one instance is ever present - **Opacity convention** — every user-facing opacity input follows `0 = invisible, 100 = fully opaque`; conversion to Pine's native transparency is centralized in a single helper function (`f_opac`) - **Non-repainting** — inherits from the library's `_phase` parameter; no `request.security`, no lookahead, no future-bar leakage at any phase value - **Chart background adaptive** — the oscillator's zero line uses `chart.fg_color`, so it always renders with high contrast regardless of the user's chart color scheme 🟦 DISCLAIMER Quant Edge Ribbon PRO is a technical analysis indicator built on the KernelLens Nadaraya–Watson regression library. It is provided solely for educational and research purposes and does not constitute financial, investment, or trading advice. Kernel regression is a local smoothing technique. It estimates the mean of a source series in the neighborhood of the current bar based on historical data, but it does not predict future prices, does not generate trading signals on its own, and does not guarantee the profitability of any strategy built on top of its output. The integer trend score is a geometric summary of kernel alignments — not a forecast — and should always be combined with broader context: higher-timeframe structure, volatility regime, liquidity, news, and risk management. Past performance of any model does not guarantee future results. Markets contain systemic risks that cannot be eliminated by any amount of mathematical rigor. Responsibility for any trading decisions rests entirely with the user. Always apply sound capital management, conduct your own independent analysis, and never risk capital you are not prepared to lose. The author assumes no liability for direct or indirect losses incurred through the use of Quant Edge Ribbon PRO or the underlying KernelLens library.
Pine Script® indicator
by a_jabbaroff
Fractal Liquidity Map [JOAT]Fractal Liquidity Map Introduction The Fractal Liquidity Map renders the complete institutional liquidity landscape through six non-overlapping visual systems that each occupy their own visual lane: Williams Fractal markers, cluster support/resistance zones, equal highs/lows liquidity pool lines, sweep detection signals, multi-length pivot levels, and a Hann FIR trend ribbon. Every element is designed to coexist without visual clutter — cluster zones are thin dual-line bands, liquidity pools are dashed lines, sweeps are plotshape arrows that require no screen space accumulation. The core problem this solves: most liquidity tools accumulate dozens of overlapping boxes that become unreadable over time. This indicator uses a clean-redraw architecture for zones — all drawing objects are deleted and recreated on each bar using only current price-level arrays, preventing any stacking, overlap, or ghost boxes from persisting. Core Concepts 1. Williams Fractal Detection A fractal high is a bar whose high is the highest in a configurable N-bar window on both sides; a fractal low is the lowest in the same window. Fractals are confirmed on bar close — the center bar's status is only registered after the right-side confirmation bars have closed: bool frac_hi = high == ta.highest(high, i_frac_len * 2 + 1) bool frac_lo = low == ta.lowest (low, i_frac_len * 2 + 1) Fractal marks are rendered as small diamond shapes above and below the relevant bars, providing the foundational structural pivot map from which all other elements derive. 2. Cluster S/R Zones When N or more fractals converge within a price band of 1x ATR, they are classified as a cluster zone — an area where price has pivoted multiple times, indicating persistent institutional interest. These are rendered as thin dual-line bands (solid top edge + dotted bottom edge) rather than filled boxes: // Clean-redraw architecture: all lines deleted and recreated on barstate.islast if barstate.islast for each level in clust_res_lvls line.new(start_bar, level, bar_index + 10, level, color = i_res_col, style = line.style_solid, width = 2) line.new(start_bar, level - atr_14 * 0.3, bar_index + 10, level - atr_14 * 0.3, color = color.new(i_res_col, 60), style = line.style_dotted) Only the price levels are stored between bars (as float arrays). The drawing objects are fully recreated on last bar, guaranteeing zero accumulation or overlap regardless of how many bars the zone has existed. 3. Equal Highs/Lows Liquidity Pools When two or more swing highs (or lows) within a lookback window fall within a tolerance band of each other (default 0.15x ATR), they form an Equal Highs (EQH) or Equal Lows (EQL) liquidity pool. These levels are targets for stop-hunt sweeps by institutional participants because retail stop orders cluster above EQH and below EQL: float pool_tol = i_pool_tol * atr_14 bool near_hi = math.abs(_pool_hi - _prev_pool_hi) < pool_tol bool near_lo = math.abs(_pool_lo - _prev_pool_lo) < pool_tol Pools render as thin dashed lines with compact EQH/EQL labels. Like cluster zones, they use the clean-redraw architecture — no boxes, no accumulation, no stacking. 4. Sweep Detection A sweep occurs when price breaks through a known liquidity pool level (above EQH or below EQL) and then closes back inside the prior range — confirming a stop-hunt without follow-through: bool sweep_hi = high > pool_hi_ref and close < pool_hi_ref bool sweep_lo = low < pool_lo_ref and close > pool_lo_ref Sweeps are displayed as plotshape arrows (upward triangle below bar for bullish sweep, downward triangle above bar for bearish sweep). Because plotshape markers occupy zero screen real estate compared to boxes, sweeps cannot overlap or accumulate. An optional single-bar background flash draws attention to sweep bars. 5. Multi-Length Pivot Levels Three configurable pivot lengths (default: 10, 30, 75 bars) generate independent sets of support and resistance levels. Each set uses its own resolution and color gradient encoding distance from current price — nearby levels are opaque, distant levels are transparent. Deduplication logic prevents levels from multiple pivot lengths from overlapping if they fall within ATR proximity. 6. Hann FIR Trend Ribbon A three-layer Hann Window FIR filter ribbon provides directional bias in the background. The ribbon is fully described in the Adaptive Spectral Bands indicator. Here it serves as a trend filter — when the ribbon is bullish (fast layer above slow), resistance zones are more likely to hold; when bearish, support zones are the focus. Ribbon crossover events flash the background briefly. Features Williams Fractal Marks: Configurable lookback diamond markers at confirmed fractal highs and lows Cluster S/R Zones: Dual-line thin bands at price areas where multiple fractals converge, with full deduplication Liquidity Pool Lines: Dashed lines at equal highs/lows with EQH/EQL labels — no boxes, no stacking Sweep Detection: plotshape arrows at confirmed liquidity sweep bars plus optional background flash Multi-Length Pivots: Three independent pivot resolutions with distance-opacity gradient Hann FIR Ribbon: Three-layer trend ribbon with crossover signals and background flash Zero-Overlap Architecture: Clean-redraw system for all zone elements eliminates accumulated drawing object clutter Dashboard: Active cluster zones, active pool lines, sweep count, ribbon direction, and ATR value Alerts: Bullish sweep, bearish sweep, ribbon crossover bullish, ribbon crossover bearish Input Parameters Fractal Detection: Fractal Length: Lookback bars on each side for fractal confirmation (default: 5). Larger = fewer, more significant fractals. Show Fractal Marks: Toggle diamond marker rendering (default: on) Cluster Zones: Min Fractals for Cluster: Minimum fractal count within ATR band to qualify as a cluster (default: 3) Max Cluster Zones: Maximum simultaneous cluster zones rendered (default: 6) Show Cluster Zones: Toggle cluster zone rendering (default: on) Liquidity Pools: Pool Tolerance (x ATR): Price proximity for equal high/low classification (default: 0.15) Pool Lookback (bars): Window for equal high/low detection (default: 50) Max Pool Lines: Maximum pool lines displayed (default: 8) Show Liquidity Pools: Toggle pool line rendering (default: on) Sweep Detection: Show Sweep Signals: Toggle sweep arrows (default: on) Flash Background on Sweep: Single-bar background highlight on sweep bar (default: on) Multi-Length Pivots: Pivot 1 / Length: First pivot resolution (default: enabled, 10 bars) Pivot 2 / Length: Second pivot resolution (default: enabled, 30 bars) Pivot 3 / Length: Third pivot resolution (default: enabled, 75 bars) Trend Ribbon: Show Hann Ribbon: Toggle ribbon visibility (default: on) Ribbon Length: Base FIR filter length (default: 20) Ribbon Spacing: Gap between ribbon layers (default: 8) Colors: Resistance / Support / Pool / Sweep: Independent color selection for each element type How to Use This Indicator Step 1: Build the Liquidity Map Zoom out to a 1-4 hour timeframe and let the cluster zones and pool lines populate. These are your primary reference levels. The cluster zones (multiple fractal convergences) are the highest-confidence levels. Pool lines (equal highs/lows) are the stop-hunt targets. Step 2: Watch for Sweeps A sweep arrow above a pool line indicates a stop-hunt of sellers above EQH. A bullish sweep (price broke above EQH but closed back inside) is frequently a reversal signal — institutions cleared the sell-side liquidity and may now push price higher. The background flash marks exactly which bar this occurred on. Step 3: Use the Ribbon for Direction Trade cluster zone bounces only in the direction of the Hann ribbon. If the ribbon is bullish (green), focus on support cluster zones for long entries. Resistance zones in a bullish ribbon context are areas to manage position, not reverse. Step 4: Stack with Multi-Pivot Levels Where a multi-length pivot level aligns with a cluster zone, the confluence is significant. A 75-bar pivot and a cluster zone at the same price level is a major institutional reference that warrants tighter risk and larger position sizing consideration. Originality Statement This indicator is original in its integration of fractals, volume-derived cluster zones, equal highs/lows pools, sweep detection, and Hann FIR ribbon into a single zero-overlap visual system. Its publication is justified because: The clean-redraw architecture (storing only price levels in arrays, recreating all drawing objects on last bar) is a fundamental departure from the standard approach of accumulating box arrays — it solves the overlap and clutter problem at the architectural level, not with cosmetic band-aids Cluster zones derived from fractal convergence within ATR tolerance provide an objective, quantitative method for identifying price areas with multiple structural pivots — avoiding the subjectivity of manual zone drawing Sweep detection using pool levels as reference (not arbitrary lookback highs/lows) creates a directional signal directly tied to the liquidity context in which the sweep occurred All six visual layers are designed for simultaneous display without interference — fractal marks at bar tops/bottoms, cluster zones as thin lines, pool lines as dashed lines, sweeps as arrows, ribbon below price, pivots as semi-transparent overlays Limitations The clean-redraw system recreates all line objects on every bar close (barstate.islast). On charts with very long history, this processes large arrays. Performance degrades gracefully but is slower than static object creation. Fractal confirmation requires N bars on each side, meaning fractals always lag behind current price by the fractal length. Fresh structural pivots will not appear until confirmed. Equal highs/lows detection uses ATR-relative tolerance. On instruments with irregular volatility (news events, halts), temporary ATR spikes may cause pools to merge or split unexpectedly. Ribbon direction is a trend approximation, not a prediction. Sweep signals against the ribbon trend should be weighted less than those in the ribbon direction. Disclaimer This indicator is provided for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any instrument. All trading involves risk of loss. Liquidity zones and sweep signals do not guarantee price direction. Always use proper risk management. -Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Imbalance Zone Classifier [JOAT]Imbalance Zone Classifier Introduction The Imbalance Zone Classifier detects Fair Value Gaps (price imbalances where no two-sided auction occurred) and assigns each zone a 0–100 Strength Score based on four measurable factors: gap size relative to historical distribution, intrabar buy/sell volume composition, zone age, and mitigation status. Rather than drawing every FVG indiscriminately, this indicator filters by minimum score and renders only the zones most likely to attract institutional order flow on return visits. The core problem this solves: nearly every FVG tool draws every gap, producing charts saturated with dozens of overlapping boxes that cannot be prioritized. A 0.03% gap on declining volume is not equivalent to a 0.8% gap formed on explosive institutional buying. The Strength Score quantifies that difference, letting the trader focus on the handful of zones that genuinely matter. Core Concepts 1. Fair Value Gap Detection An FVG (also known as an inefficiency or price imbalance) occurs when three consecutive candles leave a price gap: // Bullish FVG: candle high is below candle low bool bull_fvg = high < low and close > open // Bearish FVG: candle low is above candle high bool bear_fvg = low > high and close < open Detection is confirmed on bar close — the gap is only registered after candle closes — ensuring no repainting. The zone boundaries are the candle high and candle low for a bullish FVG (and their inverses for bearish). 2. The 0–100 Strength Score Each FVG receives a composite score derived from four sub-scores: int vol_score = int(math.min(bull_pct / 0.7 * 50, 50)) // 0-50 pts int size_score = int(math.min(gap_rank * 0.35, 35)) // 0-35 pts int composite_score = vol_score + size_score // base // Age decay applied post-formation: score -= 1 per N bars Size Score (0–35 pts): The gap size as a percentage of price is ranked against the last 1000 bars using a percentile rank. A gap in the top 10% of historical size scores near maximum. A tiny gap scores near zero. Volume Score (0–50 pts): Lower-timeframe bars within the formation candle's time window are decomposed into buy and sell volume. A bullish FVG with 90% buy-side composition scores 50; one with 50% scores 25. Age Decay: Zones accumulate bar age. The score decays over time, reflecting that older unmitigated zones become less relevant. Zones below the minimum score threshold fade and are removed. 3. Lower-Timeframe Volume Decomposition Volume intelligence comes from requesting sub-bar data at the user-specified lower timeframe: array ltf_bull_vol = request.security_lower_tf("", i_ltf, (close > open ? volume : 0.0)) array ltf_bear_vol = request.security_lower_tf("", i_ltf, (close < open ? volume : 0.0)) float sum_bull_ltf = ltf_bull_vol.sum() float sum_bear_ltf = ltf_bear_vol.sum() float bull_pct = sum_bull_ltf / (sum_bull_ltf + sum_bear_ltf) This decomposes the FVG formation candle's volume into directional sub-bar composition — giving a precise measure of whether the gap was formed by institutional buying pressure or merely a thin-volume vacuum. 4. Mitigation Logic Zones are considered mitigated when price returns to the zone midpoint (or high/low depending on user setting). Mitigated zones do not disappear immediately — they change color and fade, providing a historical record. They are removed from the active list after a configurable bar count, and a counter increments in the dashboard. 5. Volume Bar Visualization Inside Zones Each zone renders a proportional buy/sell volume bar inside the zone body — a thin inner box whose right edge shows the bull/bear volume ratio. A zone with 80% buy volume renders its inner bar nearly full green. This gives an immediate visual indication of the composition without requiring the dashboard. Features Fair Value Gap Detection: Bullish and bearish FVGs confirmed on bar close, non-repainting 0–100 Strength Score: Composite score from gap size percentile rank and lower-timeframe volume composition Minimum Score Filter: Only zones above the threshold are rendered — keeps the chart clean LTF Volume Decomposition: True intrabar buy/sell ratio from lower-timeframe data Volume Bar Inside Zone: Proportional buy/sell bar rendered within each zone body Mitigation Tracking: Zones transition to faded color on mitigation; active vs mitigated count in dashboard Zone Extension: Unmitigated zones extend rightward automatically until price returns Age Decay: Score degrades over time, naturally purging stale zones below the threshold 9-Row Dashboard: Active bullish zones, active bearish zones, total mitigated, highest current score, session FVG count Alerts: Bullish FVG formed, bearish FVG formed, bullish FVG mitigated, bearish FVG mitigated Input Parameters FVG Detection: Detect Bullish FVGs: Toggle bullish imbalance detection (default: on) Detect Bearish FVGs: Toggle bearish imbalance detection (default: on) Minimum Strength Score (0–100): Filter threshold — only zones above this are shown (default: 25). Higher = fewer, stronger zones. Mitigation Source: close = mitigated when close crosses zone midpoint. high/low = wick breach removes the zone (default: close) Max Active Zones: Maximum simultaneous rendered zones (default: 12, range: 3–30) Volume Intelligence: LTF Resolution: Lower timeframe for intrabar volume decomposition (default: 1m) Visualization: Bullish / Bearish / Mitigated colors: Fully customizable Show Volume Bars Inside Zones: Display proportional buy/sell bar within each zone (default: on) Extend Unmitigated Zones: Extend zone boxes rightward until mitigation (default: on) Dashboard: Position: Top Right, Top Left, Bottom Right, Bottom Left (default: Top Right) How to Use This Indicator Step 1: Set the Minimum Score Start with the default score of 25. This filters out the weakest gaps while keeping meaningful zones. If the chart still shows too many zones, raise to 40–50. For maximum selectivity on higher timeframes, 60+ selects only the most institutionally significant gaps. Step 2: Read the Volume Bar Inside Each Zone A bullish FVG with a mostly green inner bar (80%+ buy volume) was formed by genuine institutional buying. One with a near-50% bar was formed in a thin, directionless push — much less likely to hold on retest. This distinction cannot be made from price action alone. Step 3: Trade the Retest Price frequently returns to fill FVG zones, particularly the highest-score zones. The midpoint of the zone (zone top + zone bottom / 2) is the primary retest level. Entry on a return to a high-score bullish FVG, with a stop below the zone low, is a clean risk-defined setup. Step 4: Monitor Mitigation Once a zone changes to the mitigated color, it no longer has predictive value as a support/resistance level — it has been filled. Remove it from your analysis. The dashboard count of mitigated zones tells you how efficiently the market is clearing imbalances. Originality Statement This indicator is original in its composite strength scoring system applied to Fair Value Gaps using lower-timeframe volume decomposition. Its publication is justified because: Gap size percentile rank against 1000-bar history normalizes the score across different instruments and timeframes — a 0.5% gap on EURUSD scores the same as a 0.5% gap on BTCUSD regardless of absolute price level Lower-timeframe volume decomposition provides true intrabar buy/sell composition of each FVG formation candle — a dimension of analysis unavailable from chart-timeframe OHLCV data alone The visual volume bar inside each zone encodes directional conviction directly within the zone's screen space, creating a two-dimensional information display (price level + volume direction) without additional panels Age decay combined with minimum score filtering creates a self-organizing, self-cleaning zone map that requires no manual zone management from the trader Limitations LTF volume requests add computation overhead. On 1-minute chart timeframes, requesting 1-minute LTF data is a no-op; the function falls back to chart-timeframe volume for those bars. The strength score is a relative ranking, not an absolute predictive probability. A score of 80 does not mean an 80% chance of holding — it means this zone is stronger than most, not that it is guaranteed to act as support or resistance. Mitigation is detected on bar close (or high/low depending on setting). Intrabar wicks that return to the zone but close outside it will not trigger mitigation in the default setting. The maximum zone count is a performance and visual constraint. On timeframes where FVGs form frequently, older lower-score zones are removed to stay within the limit. Disclaimer This indicator is provided for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any instrument. All trading involves risk of loss. Fair Value Gap zones do not guarantee price reversal or support. Always use proper risk management. -Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
1
Institutional Session Profiler [JOAT]Institutional Session Profiler Introduction The Institutional Session Profiler builds a real-time volume-by-price distribution for each of the three major trading sessions — Asia (Tokyo, 01–09 UTC), London (07–16 UTC), and New York (13–22 UTC). For each session, it calculates the Point of Control (POC — the price level with the highest traded volume), the Value Area High (VAH) and Value Area Low (VAL) encompassing 70% of session volume, and a net buy/sell delta that reveals directional institutional participation within the session. Profile shapes are rendered as smooth polyline waves via Catmull-Rom cubic spline interpolation, giving the profiles a clean, readable curve rather than a jagged bar histogram. The core problem this solves: standard volume profile tools display a single aggregated profile for an arbitrary lookback. Institutional traders operate within defined session windows — Asia sets the range, London typically engineers liquidity, New York resolves direction. Mapping volume distribution per session reveals where institutions are genuinely active versus where price is simply passing through thin volume. Core Concepts 1. Lower-Timeframe Volume Accumulation To build accurate price-level histograms on any chart timeframe, 1-minute (or user-specified lower timeframe) bars are requested via Pine Script's security_lower_tf function. Each sub-bar's volume is classified as buy-side or sell-side, then placed into the session's price bins: array ltf_c = request.security_lower_tf("", i_ltf, close) array ltf_v = request.security_lower_tf("", i_ltf, volume) for i = 0 to ltf_c.size() - 1 float p = ltf_c.get(i) float v = ltf_v.get(i) int idx = int(math.floor((p - s_asia.lo) / bin_size)) s_asia.bins.set(idx, s_asia.bins.get(idx) + v) This means the profile represents actual sub-bar traded volume distributed across price, not a simple tick count or approximation from chart-timeframe candles. 2. Point of Control and Value Area The POC is the bin index with the highest accumulated volume. The Value Area is computed by iteratively expanding from the POC outward, adding the higher-volume neighbor bin at each step until 70% of total session volume is captured: float target = total_vol * VA_PCT // VA_PCT = 0.70 float accum = bins.get(poc_idx) int lo_i = poc_idx int hi_i = poc_idx while accum < target // expand toward whichever neighbor bin has more volume The resulting VAH and VAL define the zone where the majority of institutional volume transacted. Price inside the value area is "accepted" — price outside it is either in premium or discount relative to session fair value. 3. Catmull-Rom Spline Profile Rendering Rather than rendering a stepped histogram, the volume bins are smoothed with a double-pass averaging and then connected via Catmull-Rom cubic splines into a polyline. This produces the signature smooth profile wave that is readable at a glance without the visual noise of raw histogram bars: // Control point generation for cubic interpolation float cx0 = x0, cy0 = y0 float cx1 = x1 + (x2 - x0) / 6, cy1 = y1 + (y2 - y0) / 6 // ... polyline rendered via array 4. Session Delta Each session accumulates a running buy/sell delta (buy volume minus sell volume across all sub-bars). The dashboard displays the session delta as a signed value with color coding — positive delta in the Asia session followed by a bullish London opening is a meaningful institutional convergence signal. Features Three Simultaneous Session Profiles: Asia, London, and New York built in parallel, each with its own color Point of Control Line: Horizontal line at the highest-volume price level per session, extended across the full session range Value Area Box: Shaded box from VAL to VAH representing the 70% volume concentration zone Volume Wave: Smooth Catmull-Rom spline profile rendered as a polyline — showing the full shape of volume distribution Buy/Sell Delta: Net directional volume per session displayed in the dashboard Session Range Box: Outer boundary box showing the full session high-to-low range 9-Row Dashboard: Displays session status (open/closed), POC price, VAH, VAL, session range, delta, and total session volume for each active session Alerts: Asia session open, London session open, NY session open, price enters value area, price exits value area Input Parameters Sessions: Asia (01–09 UTC): Toggle Asia session profiling (default: on) London (07–16 UTC): Toggle London session profiling (default: on) New York (13–22 UTC): Toggle NY session profiling (default: on) Volume Profile: LTF for Volume: Lower timeframe to use for sub-bar volume accumulation (default: 1m). Must be smaller than chart timeframe. Profile Bins: Number of price levels in each session distribution (default: 35, range: 10–100). More bins = finer resolution. Show Value Area (70%): Toggle VAH/VAL box rendering (default: on) Visualization: Asia / London / NY Colors: Independent session color selection Box Transparency: Base transparency of session range and value area boxes (default: 85) Show Volume Wave: Toggle Catmull-Rom spline profile rendering (default: on) Dashboard: Position: Top Right, Top Left, Bottom Right, Bottom Left (default: Top Right) How to Use This Indicator Step 1: Locate the POC and Value Area The POC is the single most important price level in each session — it represents the highest institutional agreement. Value Area (VAH to VAL) is where the majority of volume transacted. Price above VAH is premium; price below VAL is discount. Step 2: Identify Session Transitions The London open (07 UTC) frequently engineers liquidity above or below the Asia range. If London takes out the Asia high and then reverses, the Asia POC becomes a magnetic target. The NY open at 13 UTC is the resolution event — watch for which side of the London value area price is trading on at that open. Step 3: Read the Session Delta A session with strong positive delta (more buy volume than sell volume) combined with price closing near the VAH suggests institutional accumulation. Negative delta closing near VAL suggests distribution. Divergence between price direction and delta direction is a key reversal signal. Step 4: Use VAH/VAL as Dynamic S/R After a session closes, its VAH and VAL remain on chart as reference levels. These levels frequently act as support or resistance in the following session because institutional participants remember where the majority of volume transacted. Originality Statement This indicator is original in its combination of per-session volume profile construction using lower-timeframe data with Catmull-Rom spline visual rendering and real-time delta tracking across three simultaneous sessions. Its publication is justified because: Volume profiles are typically computed for arbitrary user-defined time windows or fixed periods. Per-session profiling maps institutional behavior to the actual time windows in which institutions operate — Asia, London, and New York — creating contextually meaningful distributions rather than arbitrary aggregations Catmull-Rom spline interpolation of the bin array produces a smooth, continuous profile shape that preserves the true distribution topology while being readable without histogram visual noise Real-time lower-timeframe volume decomposition into price bins on any chart timeframe gives accurate sub-bar volume placement that chart-timeframe-only calculations cannot produce Simultaneous three-session display with independent POC, VAH, VAL, and delta tracking per session enables cross-session analysis that no single-profile tool can provide Limitations LTF data requests consume additional computation. On very high timeframe charts (4H+), 1-minute LTF data pulls are large. Consider using 5m LTF on higher timeframes to reduce computation. The buy/sell volume classification (close >= open = buy) is an approximation at the 1-minute level. True tick-direction is not available in Pine Script. Session times are fixed UTC offsets. Daylight saving time transitions may shift the actual institutional open by one hour depending on the exchange. Value Area calculation uses 70% of session volume by default. This follows the standard Market Profile convention but the threshold is not universally agreed upon. On assets with very low volume (illiquid instruments), the profile bins will be sparse and the spline shape may not be representative of meaningful distribution. Disclaimer This indicator is provided for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any instrument. All trading involves risk of loss. Session volume patterns do not guarantee future price behavior. Always use proper risk management. -Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Adaptive Spectral Bands [JOAT]Adaptive Spectral Bands Introduction The Adaptive Spectral Bands indicator is a six-layer Hann Window FIR filter ribbon combined with volatility-adaptive ATR envelopes, a three-state regime classifier, and automated support/resistance zone discovery. The Hann window is a well-known digital signal processing technique that applies a raised cosine weighting function to price data, producing a filter with near-zero overshoot and a steep frequency rolloff. The result is a smoothed trend line that turns earlier at genuine inflection points without the lag spikes characteristic of exponential moving averages. The core problem this solves: standard moving average ribbons use EMAs or SMAs which introduce phase lag proportional to their length, creating late entries. The Hann FIR ribbon resolves at the mathematically optimal balance between lag reduction and frequency separation — no other common moving average achieves this simultaneously. Core Concepts 1. Hann Window FIR Filter The filter applies raised cosine weights across a lookback window. Each weight is computed as: hannFilt(src, length) => float filt = 0.0 float coef = 0.0 for i = 1 to length float w = 1.0 - math.cos(2 * math.pi * i / (length + 1)) filt += src * w coef += w filt / coef This produces a symmetric bell-shaped kernel. The six ribbon layers use progressively wider copies of this filter (base length, base + spacing, base + 2×spacing, etc.), creating a ribbon that visually encodes trend momentum — wide separations signal strong trends, compression signals consolidation. 2. Volatility-Adaptive ATR Bands The outer bands expand and contract based on the current volatility percentile rank relative to a lookback period. This is not a fixed-multiplier Bollinger Band — the multiplier itself adapts: float vol_rank = ta.percentrank(atr_14, i_adapt_len) / 100.0 float dyn_mult = i_base_mult * (1.0 + i_adapt_str * (vol_rank - 0.5) * 2.0) float upper_band = h0 + dyn_mult * atr_14 float lower_band = h0 - dyn_mult * atr_14 During compression (low ADX, low ATR rank), bands tighten around the central Hann line. During expansion, bands widen, automatically containing breakout candles within the volatility envelope. This eliminates the problem of static bands that produce false breakouts in trending markets. 3. Three-State Volatility Regime Classifier ADX is used as the regime signal, with two configurable thresholds: Low Volatility / Compression: ADX below lower threshold. Ribbon layers are tightly stacked. Market is in accumulation or range contraction. Fade-the-band strategies may apply. Transitional: ADX between thresholds. Directional conviction is building. Ribbon is beginning to separate. Expansion / Trending: ADX above upper threshold. Ribbon layers are fully separated. Breakout confirmation. Momentum strategies applicable. The background and candle colors change with regime, providing at-a-glance context without requiring a separate ADX panel. 4. Automated S/R Zone Discovery When the leading Hann layer crosses the second layer, the local price extreme at that bar is recorded as a support or resistance level. These crossovers mark inflection points where trend direction is shifting — the price level at that bar frequently becomes a structural reference in subsequent sessions: bool cross_up = ta.crossover(h0, h1) bool cross_down = ta.crossunder(h0, h1) if cross_up and bar_index - last_sr_bar >= i_sr_gap sr_price := low // create support zone box Zones are spaced by a minimum bar count to avoid clustering. Old zones are managed by a shift-and-delete array pattern so the chart stays clean. Features Six-Layer Hann Ribbon: Progressively wider FIR filters creating a gradient ribbon from fast to slow Adaptive ATR Bands: Volatility-rank-adjusted envelopes that breathe with market conditions Three-State Regime Classifier: Low / Transitional / Expansion states with color coding Auto S/R Zones: Ribbon crossover points recorded as support/resistance boxes with configurable spacing Candle Coloring: Optional bar tinting by volatility regime (compression blue / expansion amber) 10-Row Dashboard: Displays regime label, ADX value, volatility rank, ribbon direction, band width, active S/R zone count, and more Alerts: Ribbon crossover bullish, ribbon crossover bearish, regime change to expansion, regime change to compression Input Parameters Hann Filter: Source: Price input for the filter (default: close) Base Length: Core period of the Hann FIR filter (default: 20, range: 4–500). The six ribbon layers are derived from this. Ribbon Spacing: Gap between each successive ribbon layer (default: 3). Larger values create a wider, more visible ribbon. Show Ribbon: Toggle ribbon visibility (default: on) Adaptive Bands: Enable Adaptive Bands: Toggle ATR envelope rendering (default: on) Base Multiplier: Core ATR distance for the bands (default: 2.0) Volatility Lookback: Period for ATR percentile rank calculation (default: 50) Adaptation Strength: 0 = fixed multiplier, 1 = maximum volatility adaptation (default: 0.4) Volatility Regime: ADX Length: Period for ADX computation (default: 14) Low Threshold: ADX below this = Compression regime (default: 20) High Threshold: ADX above this = Expansion regime (default: 35) S/R Zones: Auto S/R Zones: Enable ribbon-crossover-based zone discovery (default: on) Min Zone Spacing: Minimum bar distance between consecutive S/R zones (default: 30) Visualization: Bullish / Bearish / Compression / Expansion colors: Fully customizable Color Candles by Regime: Optional regime-based candle tinting (default: off) Dashboard: Position: Top Right, Top Left, Bottom Right, Bottom Left (default: Top Right) How to Use This Indicator Step 1: Identify the Regime The dashboard shows the current regime label (Compression / Transitional / Expansion) and the ADX value. In compression, wait. In expansion, trade. The volatility rank shows where current ATR sits in its historical distribution — above 70th percentile is high volatility. Step 2: Read the Ribbon Direction When h0 (fastest layer) is above h1 and h1 above h2, the ribbon is bullish and fully aligned. A crossover of h0 over h1 is the initial signal; a full stack alignment is the confirmation. Step 3: Respect the Adaptive Bands Price touching the upper band in expansion often marks a continuation point — the band is expanding to contain the trend. The same touch during compression is a fade signal. The regime state determines which interpretation applies. Step 4: Trade S/R Zone Retests When price retraces to a recently discovered S/R zone, look for ribbon alignment in the same direction as the original break. The zone marks where the Hann crossover occurred, which is the most statistically significant structural inflection point available from the ribbon. Originality Statement This indicator is original in its combination of Hann Window FIR filter ribbons with adaptive ATR bands and regime-conditioned S/R zone discovery. Its use on TradingView is justified because: The Hann FIR filter produces strictly lower phase lag at equivalent frequency cutoff than EMA or DEMA — a mathematically demonstrable property that common Pine implementations do not exploit Volatility percentile rank as the band multiplier modulator creates self-regulating envelopes that require no manual retuning between high and low volatility periods Combining ADX regime state with ribbon structure separates directional signals from noise — the same crossover signal carries different weight in compression versus expansion Auto S/R zone discovery from FIR crossovers creates an objective level-finding method anchored to frequency-domain turning points, not arbitrary pivot lookbacks Limitations The Hann FIR filter is a causal, finite impulse response filter — it responds to all price history within its window equally weighted by the cosine kernel. It cannot predict future turning points; it identifies them as they occur. ADX is a lagging indicator. Regime classification based on ADX will sometimes enter expansion state after the move has partially occurred. Auto S/R zones are derived from ribbon crossovers, which means they lag the actual price turn by the filter's inherent smoothing delay. Zones mark inflection areas, not exact price pivots. On very short timeframes (sub-5m), Hann filter smoothing may be excessive relative to the noise level, making regime signals less reliable. Disclaimer This indicator is provided for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any instrument. All trading involves risk of loss. Past performance of structural patterns does not guarantee future results. Always use proper risk management. -Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Volumetric Structure Engine [JOAT]Volumetric Structure Engine Introduction The Volumetric Structure Engine is an institutional market structure tracker that fuses swing-point classification with real-time buy/sell volume delta analysis. Every confirmed swing high and swing low is measured not only by price, but by the net volume composition of the leg that produced it — revealing whether a structural move was driven by genuine institutional buying or selling, or whether it was a low-conviction, thin-volume probe. The indicator classifies market structure as HH/HL (bullish) or LH/LL (bearish), detects Break of Structure (BOS) and Change of Character (ChoCH) events on bar close, and renders each swing zone with a color gradient that reflects the underlying volume delta of that leg. The core problem this solves: most market structure tools draw lines or arrows at swing points but say nothing about the quality of that swing. A break of structure on rising volume is categorically different from one on declining volume — the first signals institutional participation, the second suggests a liquidity grab. VSE quantifies that difference on every bar. Core Concepts 1. Non-Repainting Swing Detection Swings are confirmed using a lookback comparison pattern that resolves only on bar close: float H = ta.highest(high, i_len) float L = ta.lowest(low, i_len) bool new_sh = high == H and high < H bool new_sl = low == L and low > L A swing high at bar N-1 is confirmed when bar N closes lower, meaning the prior bar's high was the highest in the lookback window. This approach never repaints because it always references the closed bar to the left. 2. Volume Delta Accumulation Per Leg Between each confirmed swing, running buy and sell volume totals accumulate. On each bar, if close >= open the bar's volume is classified as buy-side; otherwise it is sell-side. When a new swing is detected, the accumulated totals are saved to that swing node, and the counters reset for the next leg: if new_sh or new_sl run_buy := 0.0 run_sell := 0.0 if close >= open run_buy += volume else run_sell += volume The delta percentage (buy minus sell divided by total volume) determines the color and transparency of each swing zone box. A leg with 80% buy delta renders as a vivid bull green; a leg with 20% buy delta renders as a vivid bear red. Neutral legs render in the neutral color. 3. BOS and ChoCH Detection Break of Structure fires when confirmed price closes through the most recent confirmed swing extreme in the opposite direction. Change of Character fires when the first break occurs against the established trend — the earliest signal that the dominant structure may be shifting. Both signals are barstate.isconfirmed, preventing any lookahead. 4. Structure Cloud A fill between the last confirmed swing high and swing low creates a visual structure range that updates dynamically. The cloud color matches the current trend direction and serves as an at-a-glance bias indicator for the session. Features Swing Zone Boxes: ATR-scaled zone boxes at every confirmed swing, colored by the net buy/sell delta of the producing leg Volume Delta Gradient: Zone colors range from deep bull green (high buy delta) to deep bear red (high sell delta), with transparency encoding conviction BOS Lines: Dashed horizontal lines drawn at the level where a Break of Structure closes, with text label ChoCH Highlight: Change of Character events highlighted with a distinct yellow-amber color to distinguish them from continuation BOS signals Structure Connection Lines: Lines connecting consecutive swing nodes, colored by the delta of each leg Structure Cloud: Gradient fill between the last swing high and low showing current structural range Candle Coloring: Optional candle tinting by current trend direction 9-Row Dashboard: Displays trend bias, last swing high/low price levels, structure range percentage, BOS bull/bear counts, ChoCH count, last leg delta percentage, and total swing node count Alerts: BOS bullish, BOS bearish, ChoCH bullish, ChoCH bearish Input Parameters Structure Detection: Swing Length: Lookback bars for swing high/low detection (default: 20, range: 5-200). Higher values identify fewer, stronger structural swings. Lower values are more reactive. Show BOS Lines: Toggle BOS line rendering (default: on) Show ChoCH: Toggle Change of Character highlighting (default: on) Structure Cloud: Toggle the fill between swing high and low (default: on) Visualization: Bullish / Bearish / Neutral / ChoCH colors: Fully customizable Zone Transparency: Control the base transparency of swing zone boxes (default: 78) Color Candles: Optional candle tinting by structural trend (default: off) Dashboard: Position: Top Right, Top Left, Bottom Right, Bottom Left (default: Top Right) How to Use This Indicator Step 1: Read the Current Structure The dashboard shows the current trend bias (BULLISH / BEARISH / NEUTRAL), the last confirmed swing high and low prices, and the structural range as a percentage. This gives you the directional context at a glance. Step 2: Interpret Zone Colors Zones colored in vivid green (high buy delta) represent legs driven by institutional buying. Zones colored in vivid red (high sell delta) represent institutional selling pressure. Faded or gray zones represent low-conviction legs — useful for identifying weak structure that is more likely to be swept. Step 3: Trade BOS and ChoCH Events A BOS in the direction of the existing trend is a continuation signal. A ChoCH (against the trend) is a structural shift signal and often marks the beginning of a reversal. Volume delta on the breaking leg adds conviction: a BOS on a high-buy-delta leg is more reliable than one on a low-delta leg. Step 4: Use Swing Zones as S/R Each swing zone box represents a price area where a structural pivot occurred. Institutional order flow often returns to these levels. High-delta zones in particular tend to act as meaningful support or resistance. Originality Statement This indicator is original in its combination of confirmed non-repainting swing structure with per-leg volume delta measurement. While market structure tools and volume analysis tools each exist independently, this indicator is justified because: Volume delta is computed per structural leg — not per candle and not as a global indicator — creating a direct mapping between market structure quality and institutional participation The swing confirmation method using the lookback comparison pattern eliminates repainting while maintaining responsiveness to genuine structural changes Zone color encoding with delta-driven gradient creates an immediate visual hierarchy — strong zones versus weak zones — without requiring separate panels or indicators BOS and ChoCH detection with volume delta context provides a more complete signal than either alone Limitations The buy/sell volume classification (close >= open = buy) is an approximation. True tick-level direction is not available in Pine Script. On very short timeframes where volume is sparse, classification may be imprecise Swing length selection significantly affects structure quality. Too short produces noise; too long misses intermediate structure. Users should calibrate to their timeframe and instrument BOS and ChoCH are confirmed on bar close, so they are identified one bar after the actual breakout candle closes. This is a deliberate trade-off for accuracy over speed The indicator does not predict direction — it classifies the current structural state. A bullish structure can break down without warning Disclaimer This indicator is provided for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any instrument. All trading involves risk of loss. Past structural patterns do not guarantee future results. Always use proper risk management. -Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
3
Convergence Protocol [JOAT] Convergence Protocol Introduction Convergence Protocol is an open-source strategy that combines four analytical modules — structural trend, volatility regime, delta pressure, and liquidity/structure break detection — into a multi-pathway entry and exit system. The strategy generates trade signals through five independent entry mechanisms, each requiring alignment between different analytical dimensions, and manages positions with ATR-based stops, dual take-profit levels, and an optional trailing stop that activates after the first target is reached. The design rationale for combining these four modules is that each answers a different question about the market. Structure and trend analysis answers: what direction is the market likely to move? Volatility regime answers: does the market have the energy to sustain a directional move? Delta pressure answers: is volume supporting the proposed direction? Liquidity and structure break detection answers: has the market made a meaningful structural commitment that confirms directional intent? No single module alone provides a robust enough basis for a trade. Convergence across multiple modules provides a higher-quality signal set that reduces the frequency of marginal trades while maintaining enough opportunities to be practical. Strategy Properties and Backtesting Settings Default settings used for publication: Initial Capital: Default TradingView account size Position Size: 5% of equity per trade Commission: 0.04% per side (realistic for most crypto and equity platforms) Slippage: 1 tick Risk Per Trade: 5% of equity maximum (within sustainable limits) Stop Loss: 1.5x ATR from entry TP1: 1.2x risk (50% of position closed) TP2: 2.5x risk (remaining position) Trailing Stop: 1.0x ATR trailing offset, activates after TP1 hit Backtesting results will vary significantly by instrument and timeframe. This strategy is intended to be evaluated across multiple instruments and market conditions before drawing conclusions. A single backtest run does not constitute evidence of future performance. Core Modules Module 1: Structural Trend Engine The baseline uses a double-smoothed moving average (SMEMA). Swing highs and lows are tracked to classify market structure as bullish (HH+HL), bearish (LH+LL), or neutral. A 0-7 confluence score is assembled from: regime direction, structural alignment, volatility expansion, absence of squeeze, delta pressure, structure break confirmation, and liquidity sweep confirmation. Each module contributes a binary point to the score. Module 2: Volatility Regime Short-period ATR is compared to long-period ATR. A ratio above 1.05 with a rising oscillator confirms volatility expansion — the market has enough energy for directional moves. A squeeze condition (fast ATR well below slow ATR and its own moving average) signals that the market is coiling; entries are filtered or blocked depending on settings. Module 3: Delta Pressure Bar-by-bar delta (positive on bullish bars, negative on bearish bars) is smoothed into fast and slow EMAs. Their cross and relative position provide a directional bias from the volume perspective. Module 4: Liquidity and Structure A break of structure (BOS) is confirmed when price closes beyond the most recent pivot in any direction on a confirmed bar. Liquidity sweeps are detected when price wicks beyond a prior swing and closes back on the correct side. Both conditions contribute to the confluence score. Entry Mechanisms 1. Confluence Score Entry All four modules must be aligned and score at or above the minimum threshold (default: 2 of 7). This is the primary high-conviction entry. 2. Baseline Pullback Entry In an established trend (regime confirmed), when price returns to within the step band of the baseline with positive delta confirmation, a pullback entry is generated. This produces more frequent entries by adding trend-continuation trades within an established directional move. 3. Squeeze Breakout Entry When a detected squeeze condition resolves (squeeze ends) with trend and delta alignment, a breakout entry fires. This targets the expansion phase immediately following volatility compression. 4. Delta Crossover Entry When the fast delta EMA crosses above the slow delta EMA in the direction of the regime, and the market is not in a squeeze, a momentum entry is generated. 5. Sweep Reversal Entry When a liquidity sweep occurs with confirming delta pressure, a reversal entry is generated in the direction of the sweep reversal. This targets the classic sweep-and-go pattern. Exit Logic TP1: 50% of position closed at 1.2× risk. Locks in partial profit and reduces position size for the remainder of the trade TP2: Remaining 50% targets 2.5× risk with a hard stop at the original stop level Trailing Stop: After TP1 is hit, the strategy optionally converts to a trailing stop with an ATR-based offset, allowing the winning portion of the trade to capture extended moves Regime Exit: If the market regime flips against the position (bullish regime while short, or bearish regime while long), the position is closed at market. This protects against holding trades through structural regime reversals Limitations and Considerations The strategy uses OHLCV-based calculations throughout. It does not have access to tick data, order book information, or real-time execution data that institutional traders use Backtesting results are inherently optimistic due to perfect execution assumed at bar close prices. Real-world execution will differ The five entry mechanisms produce different trade frequencies. Users should evaluate each mechanism independently in backtesting before enabling all simultaneously The regime change exit can produce early exits in choppy markets where the regime briefly flips before resuming the original direction The trailing stop activation after TP1 is a fixed ATR offset from the highest/lowest price reached. It does not adapt to subsequent volatility changes during the trade The strategy is designed for trending markets. In persistent ranging environments, the confluence score-based entries will underperform because the regime module will frequently return a Ranging classification, suppressing primary entries Commission and slippage settings in the strategy Properties should be adjusted to match the actual costs on the instrument and broker being used before drawing any performance conclusions Originality Statement This strategy is original in its specific multi-pathway entry architecture and the unified 0-7 confluence scoring system that synthesizes structural, volatility, delta, and liquidity analysis into a single conviction metric. Each of the five entry pathways serves a distinct market condition: confluence entries target high-alignment setups; pullback entries target trend continuation in established moves; squeeze breakout entries target volatility expansion transitions; delta crossover entries target momentum initiation; sweep reversal entries target institutional accumulation/distribution patterns. No single existing strategy approach covers all five scenarios. The combination is justified because these five market conditions occur at different points in the market cycle, and a strategy limited to one condition type will sit idle during the other four. Disclaimer This strategy is provided for educational and informational purposes only. Past backtest results do not guarantee future performance. No backtesting result should be interpreted as evidence that this strategy will be profitable in live trading. Markets change, and conditions that produced past results may not recur. The strategy does not account for taxes, broker requirements, or psychological factors in live trading. Always use proper risk management and consult with a qualified financial professional before making any investment decisions. The author is not responsible for any losses incurred from using this strategy. -Made with passion by officialjackofalltrades
Pine Script® strategy
by officialjackofalltrades
Candle Volume Architecture [JOAT] Candle Volume Architecture Introduction Candle Volume Architecture is an overlay indicator that constructs a price-based volume distribution profile for each detected swing, identifies the Point of Control (the price level with the highest bar density within that swing), calculates a configurable Value Area (default 70% of distribution), and renders these findings as a visual volume architecture directly on the price chart. Unlike traditional Volume Profile tools that require fixed time periods or session boundaries, this indicator auto-detects swings from price action and builds its distribution profile dynamically around each structural move. Volume Profile is a professional tool used to identify price levels with the highest historical trading interest. The Point of Control is the level within any period where the most trading occurred — it functions as a gravitational center that price tends to revisit. The Value Area contains the majority of trading activity and often provides support and resistance as price moves away from and returns to it. This indicator applies these concepts to auto-detected price swings rather than calendar periods, aligning the profile with actual market structure rather than arbitrary time divisions. Core Concepts 1. Swing Detection Swings are detected by tracking when price makes a new extreme and then retreats. An upper swing is confirmed when the prior bar's high matched the N-bar highest high, but the current bar fails to match — indicating the swing high has been set. The same logic applies to lower swings. This produces swing high and low markers that update as new extremes form. 2. Volume Distribution Profile When a swing direction change is detected (bull to bear or bear to bull), the prior swing's price range is divided into a configurable number of bins (default 24). Each bin is populated by counting how many bars within the swing had their closing price fall within that bin's price range. The bin with the highest count becomes the Point of Control. bin_size = (real_top - real_bot) / i_bins for j = 0 to bars_in_range idx = int((close - real_bot) / bin_size) bins_count.set(idx, bins_count.get(idx) + 1) 3. Point of Control (POC) The POC is the bin with the highest bar count. It is rendered as a dual-width line (thin solid + thick shadow) that extends forward in time, providing a live reference for where the most concentrated activity occurred in the last swing. 4. Value Area Calculation Starting from the POC, the Value Area expands outward, adding the next highest-count bin on either side until the cumulative count reaches the configured percentage of total bars (default 70%). The Value Area is rendered as a transparent box covering the identified price range. 5. Profile Bin Visualization Each bin is rendered as a box whose right edge extends proportionally to its bar count (wider = more activity). Opacity scales with count, so the POC bin is fully opaque and low-count bins are more transparent. This produces a horizontal bar chart appearance directly on the price chart. Features Auto-Detected Swing Profiles: Profile builds and renders at each swing direction change Point of Control Line: Dual-width shadow line extending from each swing, updated to current bar Value Area Box: Transparent zone covering the configurable percentage of swing volume Opacity-Scaled Bin Bars: Visual profile bars with count-proportional width and transparency Swing Range Outline: Dashed box delineating each swing's high-to-low range Live Swing Direction Line: Current swing trend line drawn on the last bar POC Proximity Detection: Dashboard highlights when price is within 0.3 ATR of the active POC 8-Row Dashboard: Swing trend, POC level, swing high/low, swing range, POC bias Input Parameters Swing Length: N-bar highest/lowest lookback for swing detection (default: 80) Profile Bins: Number of price bins in the distribution (default: 24) POC Line Width: Width of the POC rendering line (default: 2) Value Area %: Percentage of distribution to include in the Value Area (default: 70%) Show Profiles: Filter to bull only, bear only, both, or none How to Use This Indicator POC as Reference The active POC line represents the most contested price level of the last swing. Price frequently revisits this level. When price is above the POC, the POC functions as potential support. When price is below, potential resistance. Value Area as Context Price outside the Value Area (above VAH or below VAL) represents a less-active price zone. Moves outside the Value Area that fail to hold can return toward the Value Area. Sustained acceptance outside the Value Area suggests a new distribution is forming. Profile Shape for Sentiment A profile that is skewed toward the top of its range (POC near the high) suggests the swing was dominated by higher-price acceptance — bullish distribution. A POC near the swing low suggests bearish distribution. Limitations The distribution is built from closing prices within the swing range, not from actual volume at price. This is a close approximation but differs from true Volume Profile tools that use tick data The swing detection requires a minimum of swing-length bars before the first profile is generated On very fast timeframes (1 minute or lower), the swing lengths may be too short to produce meaningful distributions The maximum bars in range cap (500 bars) prevents the profile builder from analyzing excessively long swings that could cause performance issues Originality Statement Applying Volume Profile methodology to auto-detected price swings rather than fixed calendar periods produces profiles that are structurally relevant rather than time-arbitrary. The opacity-scaled bin rendering produces an intuitive visual representation where the most active levels are immediately obvious. The real-time POC proximity detection in the dashboard provides an active alert when price approaches the most significant level of the last swing. Disclaimer This indicator is for educational and informational purposes only. The distribution profiles are approximations built from close price counts, not true order flow data. Point of Control and Value Area levels are historical references and do not guarantee future price reactions. Always apply proper risk management. -Made with passion by officialjackofalltrades
Pine Script® indicator
by officialjackofalltrades
4
Adaptive Fourier Transform CCI [QuantAlgo]🟢 Overview The Adaptive Fourier Transform CCI reimagines the classic Commodity Channel Index by replacing its fixed lookback period with one that continuously adjusts to the market's own rhythm. Rather than measuring price deviation against an arbitrary static length, it first isolates the cyclical component of price action through a Discrete Fourier Transform, identifies which cycle period currently holds the most spectral energy, and then tunes the CCI calculation to that dominant period. The result is a momentum oscillator calibrated to the frequency structure of the instrument being traded, naturally tightening during fast, high-frequency regimes and widening during slower, drawn-out cycles without requiring manual timeframe adjustments. 🟢 How It Works Before any cycle detection occurs, raw price is conditioned through two sequential filters. A high-pass filter strips the slow-moving trend component from the close, leaving only the oscillating portion of price action: hp := 0.5 * (1 + a1) * (close - close ) + a1 * hp That residual is then passed through a Super Smoother filter, which removes short-term noise from the cycle signal without introducing the lag that standard moving averages add at this stage: filt := c1 * (hp + hp ) / 2 + c2 * filt + c3 * filt This cleaned signal is what the Discrete Fourier Transform (DFT) operates on. The DFT scans across a range of candidate cycle periods and measures how much price energy is concentrated at each one. The period where that energy is strongest is selected as the dominant cycle. An EMA smooths the period output to prevent erratic length switching between bars, and the result is scaled by the Length Multiplier to derive the final adaptive CCI lookback: adaptiveLen = clamp(round(dominantPeriod × lengthMult), 5, 60) The CCI is then calculated using the standard Lambert formula over that adaptive length, measuring how far typical price has deviated from its mean relative to its average absolute deviation. An optional output smoothing MA reduces bar-to-bar noise before the final value is plotted. 🟢 Signal Interpretation ▶ Overbought (Above Upper Level, Red): When the Adaptive Fourier Transform CCI (AFT-CCI) rises above the upper threshold, price has deviated significantly above its cycle-adaptive mean. The reading reflects momentum extended relative to the market's current detected rhythm rather than a fixed arbitrary baseline. The signal carries more weight when the dominant cycle is stable and the DFT is locked onto a consistent frequency rather than switching between periods. ▶ Oversold (Below Lower Level, Green): When the AFT-CCI falls below the lower threshold, price has moved an equivalent distance below its cycle-adaptive mean. In strongly trending conditions the AFT-CCI can remain in either zone for extended periods, so the threshold levels should be read as zones of extension rather than automatic reversal points. ▶ Neutral Zone (Between Levels, Grey): When the AFT-CCI sits between the upper and lower thresholds, price deviation relative to the detected cycle is within normal range. Zero-line crosses within this zone indicate the adaptive mean is being reclaimed, which can serve as early directional context before a full threshold break develops. ▶ Zero Line: The zero line represents the adaptive mean itself. A cross above zero indicates typical price has moved above the cycle-adaptive mean; a cross below indicates the opposite. These crosses are lower-conviction reads on their own but become more meaningful when followed by a threshold break in the same direction. 🟢 Features ▶ Preconfigured Presets: Two parameter sets sit alongside the default configuration. "Fast Response" compresses the DFT window and cycle search range while raising the length multiplier, producing faster adaptation suited to intraday charts from 5-minute to 1-hour. "Smooth Trend" expands the window and search range while lowering the multiplier, establishing a more stable cycle read suited to daily and weekly position trading. ▶ Built-in Alerts: Six alert conditions cover the full range of meaningful oscillator events. Separate alerts fire on entering and exiting both overbought and oversold territory, capturing threshold breaks in both directions. Two additional alerts trigger on bullish and bearish zero-line crosses, enabling directional monitoring without requiring constant chart observation. ▶ Visual Customisation: Six colour presets, Classic, Aqua, Cosmic, Cyber, Neon, and Custom, apply consistently across the signal line, glow layers, and threshold level lines so the overbought and oversold colours remain coherent regardless of which preset is active. The optional neon glow effect uses three layered plots at increasing transparency to give the signal line visual depth and make threshold breaks immediately readable at a glance.
Pine Script® indicator
by QuantAlgo
Delta Pressure Gauge [JOAT]Delta Pressure Gauge Introduction Delta Pressure Gauge is a pane-based oscillator that constructs a volume-weighted directional wave from bar-by-bar delta estimation, normalized using a rolling maximum to ensure consistent scaling across all instruments and timeframes. The oscillator measures the pressure imbalance between buying volume and selling volume, smoothed into a wave that reveals accumulation and distribution phases with high visual clarity. The indicator includes a money flow pressure line, a cumulative windowed delta cloud, divergence detection, and crossover signal dots. Traditional volume indicators — OBV, CMF, MFI — measure volume flows using raw or price-weighted calculations that are difficult to compare across instruments or timeframes because their absolute values depend on the asset's volume profile. Delta Pressure Gauge normalizes everything to a -1 to +1 scale using a rolling maximum, producing readings that are immediately interpretable regardless of whether the asset trades 100 shares or 100 million. The wave design provides a visual rhythm that makes accumulation and distribution phases recognizable at a glance. Core Concepts 1. Body-Quality Weighted Bar Delta Each bar contributes a delta value based on direction (bullish = +volume, bearish = -volume) multiplied by the bar's body quality ratio (body size divided by total range). A full-body bar contributes 100% of its volume to delta. A doji bar with no body contributes 0%. This filtering reduces the noise contribution of indecision bars that add volume without directional information. body_qual = math.abs(close - open) / math.max(high - low, syminfo.mintick) bar_delta = bar_dir * volume * body_qual 2. Rolling Maximum Normalization The raw wave EMA is normalized by dividing by the rolling maximum absolute value over the normalization window. Unlike percentile-based normalization, rolling maximum works reliably from the first bar, requires no minimum warmup period, and produces values that are always within the -1 to +1 range: norm_ref = ta.highest(math.abs(raw_wave), i_norm) wt1 = raw_wave / math.max(nz(norm_ref, 1.0), 1.0) 3. Windowed Cumulative Delta Rather than using an all-time cumulative delta (which grows without bound and becomes dominated by early bars), the cumulative component uses a 30-bar rolling sum. This produces a medium-term delta bias that reflects the recent directional commitment of volume participants. 4. Money Flow Pressure Line A separate money flow calculation weights volume by the ratio of price movement to range: (close - open) / range × volume. This captures the efficiency of price movement relative to its volume cost — high-momentum bars have larger weights than range-bound bars. 5. Divergence Detection Bullish divergence is detected when the delta wave makes a higher low while price makes a lower low. Bearish divergence is the mirror. Detection uses confirmed pivot points on the wave with persistent previous-pivot storage, avoiding any ta.valuewhen type compatibility issues. Divergence lines are rendered directly on the oscillator pane. Features Wave Oscillator: Gradient area fill between wave and zero, color-coded by direction and intensity Signal Line: Smoothed signal with direction-colored rendering Histogram: Four-state colored momentum bars showing wave-signal separation and its rate of change Crossover Dots: Large circles with glow rings at every wave/signal crossover Zero-Line Cross Dots: Small markers when wave crosses the zero line Overbought/Oversold Extreme Dots: Markers at extreme readings Divergence Triangles and Lines: Yellow markers and connecting lines when divergence is detected Cumulative Delta Cloud: Area fill showing 30-bar rolling delta direction Money Flow Line: Purple secondary line for cross-confirmation Volume Surge Markers: Cross markers when volume exceeds 2x average 12-Row Dashboard: Pressure state, wave values, histogram, signals, cumulative delta, money flow, volume ratio, divergence state Input Parameters Wave Channel Length: Fast EMA for wave construction (default: 10) Wave Average Length: Signal line smoothing period (default: 21) Rolling Norm Window: Window for rolling maximum normalization (default: 100) Overbought/Oversold levels: Four configurable threshold lines Divergence pivot lookback settings How to Use This Indicator Crossover Dots as Momentum Shifts When the wave crosses above the signal line (green dot), buying pressure is accelerating relative to the smoothed baseline. This confirms a momentum pickup. The opposite for bearish crosses. These signals are strongest when they occur near or below the oversold line. Zero-Line Confirmation The wave crossing zero from below indicates that aggregate buying pressure over the wave window has turned net positive. This is a regime confirmation, not an entry signal in isolation, but it supports bullish bias when aligned with price structure. Divergence at Extremes Divergence is most meaningful when the wave is at or near an overbought or oversold extreme. A bullish divergence from the oversold zone (yellow triangle pointing up) suggests the distribution of buying pressure is shifting despite continued price weakness. Cumulative Delta Direction The blue-purple cloud shows whether the 30-bar rolling delta is net positive or negative. When the wave crosses bullishly and the cumulative delta is also positive, both the momentum and the persistent pressure agree. Limitations This indicator uses close-open direction to estimate bar delta. True bid-ask volume data (available only through specialized data providers) would be more precise. On instruments with significant wick activity (doji bars), this estimation introduces noise Normalization by rolling maximum means a single extreme bar sets the scale for the entire norm window. One unusually large volume bar will compress all surrounding readings Divergence detection requires enough bars for pivot confirmation. The pivot right-side lookback introduces a lag in divergence signals This indicator measures volume pressure proxies, not actual institutional activity. Large volume does not always reflect institutional intent Originality Statement The body-quality weighting applied before delta smoothing is a deliberate design choice that reduces doji noise in a way that raw-volume or typical-price approaches do not. The rolling maximum normalization (rather than percentile or z-score) was chosen specifically because it operates reliably from the first bar without a warmup cliff, making the indicator immediately usable on limited datasets. The combination of a wave oscillator, cumulative delta cloud, and money flow line on a single pane provides three independent perspectives on the same underlying volume pressure question. Disclaimer This indicator is for educational and informational purposes only. Volume pressure readings are estimates derived from OHLCV data. They do not represent actual order flow or institutional positioning. Past divergence patterns do not predict future price reactions. Always apply appropriate risk management. -Made with passion by officialjackofalltrades
Pine Script® indicator
by officialjackofalltrades
Liquidity Contour Engine [JOAT] Liquidity Contour Engine Introduction Liquidity Contour Engine is an overlay indicator that identifies two distinct institutional price phenomena: liquidity sweeps at swing highs and lows, and order blocks formed before impulsive structural moves. Liquidity sweep zones mark levels where price reached beyond a prior swing, triggering stop orders, then reversed — the classic footprint of a sweep-and-reversal sequence. Order block zones mark the last opposing candle before a significant directional impulse, representing the area where a large position was initiated. The underlying premise is that institutions build and exit positions through order flow that leaves identifiable marks on the chart. A liquidity sweep is one such mark: price extending beyond a well-established swing level, clearing stops, then reversing. This behavior is not random — it reflects deliberate order accumulation at levels where retail stops cluster. Similarly, order blocks at the origin of impulsive moves may act as re-entry areas when price later returns to them. Core Concepts 1. Confirmed Swing Pivot Detection Swings are identified using ta.pivothigh and ta.pivotlow with a configurable lookback. All pivot detections are confirmed — offset by the lookback bars — meaning no repainting occurs. Only when sufficient bars have closed on both sides of a potential pivot is it registered. 2. Liquidity Sweep Detection A bullish sweep is confirmed when: price wicks below the most recent swing low by at least a configurable ATR multiple, and the bar closes back above that swing low. This captures the wick-past-and-close-back pattern that characterizes institutional accumulation at liquidity levels. A bearish sweep is the mirror condition at swing highs. Upon detection, a zone is created at the swept level, rendered as a dual-width line (thin solid + thick transparent shadow). Zones remain active until price sustains a close beyond the swept level by 0.5 ATR, at which point they convert to dotted lines (mitigated state). 3. Order Block Detection An order block is identified as the prior N candle(s) before a structural impulse. A bullish impulse is defined as a bar that closes above the most recent swing high. The order block is the last candle body before that impulse, rendered as a filled box from body open to the wick high. Mitigation occurs when price closes beyond the 50% level of the order block body, fading the box to indicate the zone has been traded through. 4. Zone Lifecycle Management The indicator uses arrays to track active zones and enforces a maximum count. When the maximum is exceeded, the oldest zone is removed from the chart. This prevents chart clutter while keeping the most recent and relevant zones visible. Features Liquidity Sweep Zones: Dual-width line rendering at swept swing levels, self-managing lifecycle Order Block Boxes: Filled zones at order block origin, with mitigation fading Swing Level Dotted Lines: Current swing high and low extensions as dotted reference lines 9-Row Dashboard: Sweep state, active zone counts, order block counts, last swing levels Configurable ATR Threshold: Adjusts how far price must reach beyond a swing to qualify as a sweep Max Zone Limit: Prevents chart clutter with configurable maximum active zone count Input Parameters Swing Lookback: Bars required each side for pivot confirmation (default: 8) Sweep ATR Threshold: Minimum sweep distance in ATR units (default: 0.3) Max Active Zones: Maximum concurrently displayed liquidity zones (default: 8) ATR Period: Period for ATR calculation (default: 14) Show Order Blocks: Toggle order block rendering OB Lookback: How many bars back to identify the order block candle (default: 3) How to Use This Indicator Sweep-and-Reverse Setups When a bullish sweep fires (price wicked below a swing low and closed back above), the zone represents the level where stops were taken. If price subsequently builds structure above that zone and delta pressure is positive, the setup is a potential long entry with the swept level as reference for the stop. Order Block Re-Tests When price returns to a bullish order block zone (shown in teal), it is revisiting the area where an institutional position was likely initiated. If the zone has not been mitigated (box remains filled), a reaction from that zone is plausible. A mitigated order block (faded) is a less reliable reference. Zone Confluence When a liquidity sweep zone and an order block coincide at the same price level, the confluence represents a stronger structural reference than either zone alone. Limitations Swing pivot confirmation introduces a bar lag equal to the lookback period. Sweeps and order blocks are identified after the fact, not in the moment they form Not every liquidity sweep produces a reversal. Price can continue through a swept level without reversing Order block identification is mechanical and cannot account for all institutional order placement strategies On higher timeframes, zones cover wider price ranges and may require adjustment of the ATR threshold Originality Statement The unified framework for tracking liquidity sweeps and order blocks within a single indicator with a shared zone lifecycle management system is the original design contribution. Zone mitigation logic that converts active zones to passive reference lines (rather than deleting them) preserves structural context while visually indicating that a zone's primary relevance has passed. The dual-width shadow line rendering for sweep zones provides depth that distinguishes them clearly from standard horizontal lines. Disclaimer This indicator is for educational and informational purposes only. Liquidity sweep detection describes a pattern in historical price data. Past occurrences of this pattern do not guarantee future reactions. Order blocks are hypothetical areas of interest, not confirmed institutional levels. Always use proper risk management. -Made with passion by officialjackofalltrades
Pine Script® indicator
by officialjackofalltrades
Session Strata Mapper [JOAT] Session Strata Mapper Introduction Session Strata Mapper is an overlay indicator that tracks three critical intraday price levels in real time: the Premarket session range (04:00-09:30 ET), the Initial Balance range (09:30-10:30 ET), and the Previous Day's high, low, and midpoint. These levels are rendered as dynamic zones that expand as each session progresses and extend as horizontal reference lines throughout the trading day. Extension projections above and below the Initial Balance provide potential target levels based on the established morning range. Session-based levels represent areas where institutional participation was concentrated during distinct time periods. The premarket range reflects the overnight positioning of market participants before retail hours begin. The Initial Balance captures the price range set by the first hour of regular trading, a period often dominated by institutional order flow. Violations of these levels, especially when accompanied by volume, frequently signal meaningful directional commitment from large participants. Core Concepts 1. Session Detection and Range Building Sessions are detected using TradingView's time() function with a configurable timezone (default: America/New_York). The premarket range builds bar by bar during the 04:00-09:30 window, tracking the running high and low. The Initial Balance does the same during 09:30-10:30. All objects (boxes, lines, labels) update in real time as each session progresses. 2. Initial Balance Extensions The IB range can optionally project extension levels above and below at 0.5x IB multiples. Extensions are labeled IB +1x, IB +2x, etc. These project the IB range beyond the session boundaries and serve as potential continuation targets when price breaks from the IB. 3. Previous Day Levels The previous trading day's high, low, and midpoint are tracked by detecting session-start bars and storing the completed day's range. These levels extend throughout the current session as dashed reference lines and are updated at the start of each new day. 4. Zone Boxes and Line Rendering Each session's range is rendered as a filled zone box that expands during the session and then remains fixed after the session ends. Horizontal lines extend from the session boundaries into the future trading period, providing ongoing reference as price interacts with those levels throughout the day. Features Premarket Range Zone: Live-building box with high, low, and optional midpoint lines Initial Balance Zone: Live-building box with high, low, midpoint, and extension projections Previous Day Levels: Prior session high, low, and midpoint as dashed reference lines Extension Lines: Up to 4 levels of IB extension projections with optional labels Dashboard: Real-time level values and whether price is currently above or below each key level Configurable Timezone: Works for multiple market sessions globally Label Size and Line Width Controls Input Parameters Timezone: Market-specific timezone for session detection Show Premarket, IB, Previous Day: Individual toggles IB Extension Levels: Number of extension multiples to show (0-4) Color inputs for each session type Label size and line width settings How to Use This Indicator Premarket Range as Reference Price trading above the premarket high at the regular session open is constructive. A break below the premarket low often draws bearish attention. The premarket midpoint frequently acts as intraday support or resistance. Initial Balance Breakouts When price breaks above the IB high with momentum, the extension levels provide natural targets. An IB high breakout that reaches IB +1x suggests continuation may carry to IB +2x. Reversals from IB extension levels are also common. Previous Day Level Confluences When the premarket or IB range aligns closely with the previous day's high or low, that confluence represents an area where two independent session-based reference points agree — a stronger potential reaction zone. Limitations Session detection requires intraday data. The indicator is not meaningful on daily or higher timeframes Some brokers and data providers do not include premarket data. On charts without premarket bars, the premarket range will be empty Extension levels are mechanical projections of the IB range. They are reference points, not guaranteed targets The Previous Day tracking resets on each new session. On instruments that trade continuously (such as some crypto markets), the day boundary is user-defined by the timezone setting Originality Statement The integration of three distinct session types (premarket, initial balance, and previous day) within a single dynamically updating visualization system provides a consolidated view that would otherwise require multiple separate tools. The live-expanding zone boxes with simultaneous line extension represent a unified approach to session level tracking. The IB extension projection system is built around the specific multiples used by institutional traders who apply IB methodology. Disclaimer This indicator is for educational and informational purposes only. Session levels are historical reference points and do not predict future price reactions. Price can and regularly does pass through any level without reaction. Use in conjunction with other analysis and always apply proper risk management. -Made with passion by officialjackofalltrades
Pine Script® indicator
by officialjackofalltrades
Volatility Terrain Engine [JOAT] Volatility Terrain Engine Introduction Volatility Terrain Engine is a pane-based oscillator that measures the current volatility regime using the ratio between a fast ATR and a slow ATR, combined with a percentile rank of current volatility within a historical window. The indicator classifies every bar into one of three states — Expansion, Compression, or Transition — and identifies squeeze conditions (volatility compressing well below its average) and expansion bursts (volatility accelerating rapidly). The oscillator, centered at zero, makes it immediately clear whether volatility is expanding or contracting relative to its baseline. Volatility regime is one of the most underappreciated dimensions of market analysis. A trend-following strategy applied during volatility compression produces poor results because the market is not moving directionally with sufficient energy. A mean-reversion strategy applied during volatility expansion gets stopped out repeatedly because the market is generating outsized moves. Identifying the current volatility terrain before applying any strategy is a prerequisite for selecting the appropriate approach. Core Concepts 1. Fast/Slow ATR Ratio The primary oscillator compares a short-period ATR (default 14) against a long-period ATR (default 100). Their ratio, centered at 1.0, is shifted to center at 0.0 by subtracting 1. Values above 0 mean recent volatility is expanding relative to the longer-term baseline; values below 0 mean it is contracting. This ratio is more informative than ATR alone because it provides context — the same ATR value means different things in a historically volatile versus historically calm market. 2. Percentile Rank The ATR percentile rank answers: where does today's volatility sit within its historical distribution? A 90th percentile reading means volatility is higher than 90% of observations in the lookback period. This is used to classify whether the current environment is historically extreme or within normal parameters. 3. Squeeze and Expansion Burst Detection A squeeze is defined as fast ATR falling below 82% of slow ATR and also below its own 20-bar average. This double condition filters single-bar dips. A squeeze represents stored energy — the market is coiling. An expansion burst is defined as the ATR ratio exceeding 1.25 with the fast ATR making successive higher values. This marks the initial stages of a volatility explosion. 4. Signal Line and Histogram The oscillator is triple-processed: EMA of ratio → SMA signal → histogram. The histogram shows the divergence between the oscillator and its signal, providing a leading read on whether volatility momentum is building or fading. Features Volatility Regime Oscillator: Gradient-colored histogram bars centered at zero Squeeze Detection: Dashboard alert and dot marker when squeeze conditions are active Expansion Burst Markers: Dot markers when volatility breaks out from compression ATR Percentile Band: Normalized ATR rank plotted as a secondary line Zone Fills: Expansion and compression zones filled with transparent color 8-Row Dashboard: Regime, ATR values, ratio, percentile rank, squeeze status, oscillator values Input Parameters Fast ATR Period: Short-term volatility measurement (default: 14) Slow ATR Period: Long-term volatility baseline (default: 100) Percentile Lookback: Historical window for rank calculation (default: 252) Signal Smoothing: Signal line period (default: 9) Expansion, Compression, and Transition color inputs How to Use This Indicator Compression → Expansion Transition The most significant signal is when a squeeze resolves into an expansion burst. This represents a volatility state change — the market has been coiling and is now releasing energy. The direction of that release is not predicted by this indicator; it must be determined using price structure and other context. Oscillator Zero Cross The oscillator crossing from negative to positive territory indicates that short-term volatility has exceeded the long-term baseline. This is not a trade signal — it is a condition indicator confirming that the market is entering a higher-energy phase. High Percentile + Expansion When the oscillator is in expansion territory and the ATR percentile rank is above 80, the market is experiencing historically significant volatility. Stops must be sized accordingly. Limitations ATR is backward-looking. Sudden volatility spikes from news events will appear in the oscillator only after those bars close The squeeze condition uses fixed multipliers (0.82 for the ATR ratio threshold). Markets with different typical volatility profiles may require adjustments to these thresholds The percentile lookback of 252 bars requires approximately one year of daily data or equivalent for the rank to be historically meaningful. On shorter data sets the rank will be computed on whatever bars are available but will be less statistically robust This indicator classifies current conditions only. It does not predict when a squeeze will resolve or in which direction Originality Statement The dual-ATR ratio approach combined with percentile ranking provides more contextual information than either measure alone. The squeeze detection using a double condition (ratio below threshold and below its own moving average) produces more reliable squeeze identification than a single-condition approach. The four-state histogram coloring (expanding positive, fading positive, expanding negative, fading negative) provides more nuanced momentum information than standard positive/negative coloring. Disclaimer This indicator is for educational and informational purposes only. Volatility regime classification does not predict price direction. A squeeze does not guarantee a subsequent expansion, and the direction of any expansion is unknowable from volatility data alone. Always use appropriate risk management. -Made with passion by officialjackofalltrades
Pine Script® indicator
by officialjackofalltrades
Structural Momentum Bias [JOAT] Structural Momentum Bias Introduction Structural Momentum Bias is an overlay indicator that combines pivot-based market structure classification with a double-smoothed momentum band system to identify the current market regime and its directional bias. The indicator continuously tracks swing highs and lows, classifies them as higher highs, lower highs, higher lows, or lower lows, and scores momentum strength on a 0-5 scale using band position and structure alignment. A break-of-structure detection system marks confirmed liquidity shifts in real time. The core problem this indicator addresses is the disconnect between price structure and momentum. Many traders either follow structure without measuring momentum strength, or use oscillators without understanding what market structure those signals occur within. This indicator unifies both, producing a regime label (Bullish, Bearish, or Ranging) backed by a quantified score. A regime classification without a corresponding score is ambiguous. A score without regime context is incomplete. Together they provide a clearer picture of where the market is and how strongly it is in that state. Core Concepts 1. Double-Smoothed Baseline (SMEMA) The baseline uses a two-pass smoothing method: an EMA applied to price, followed by an SMA applied to that EMA. This reduces noise while maintaining responsiveness. It outperforms a simple MA in choppy markets because the double-pass eliminates high-frequency oscillations that cause false regime flips. The baseline slope (rising or falling) is one input into the regime classification. 2. Dynamic Step Channel The channel bands are not fixed multiples of ATR. Instead, they use the 100-bar average of the high-low range as the step unit, producing three tiers of bands above and below the baseline. This approach adapts to each instrument's natural swing amplitude without requiring manual calibration per market. Each band tier has a gradient color that intensifies as price approaches that level from within the channel, providing visual distance context. 3. Pivot-Based Structure Classification Swing highs and lows are identified using confirmed pivots (lookback left and right bars). The indicator classifies the relationship between successive pivots as HH (higher high), LH (lower high), HL (higher low), or LL (lower low). These four states are combined to determine whether structure is bullish (HH + HL), bearish (LH + LL), or mixed. Importantly, pivot detection is offset by the lookback period, so no repainting occurs — a pivot is only confirmed when enough subsequent bars have closed to validate it. 4. Momentum Strength Score (0-5) The score adds one point for each of: price above band tier 1, price above band tier 2, price above band tier 3, higher high present, and higher low present (inverted for bearish scoring). This produces a 0-5 integer that quantifies how strongly the market is expressing the current regime. A score of 5 in a bullish regime means price is extended above all three band tiers with confirmed higher highs and higher lows — a strongly trending condition. A score of 1 or 2 suggests marginal or weakening conditions. 5. Break of Structure (BOS) Detection A bullish BOS is confirmed when price closes above the most recent swing high on a confirmed bar. A bearish BOS is confirmed when price closes below the most recent swing low. The BOS line is drawn from the pivot bar to the current bar and extends right, with a thick transparent shadow line providing visual depth. BOS detection only fires on barstate.isconfirmed, preventing any repainting. Features Regime Dashboard: 9-row dark-themed table showing regime, baseline direction, bull score, bear score, structure state, ATR, and last BOS Dynamic Momentum Bands: Six gradient-colored bands (three above, three below) that visually represent price position within the momentum channel SMEMA Baseline: Color-coded by regime, changes in real time as regime shifts Break of Structure Lines: Thin solid + thick ghost dual-line rendering at confirmed structural breaks, extending to the current bar Confirmed Pivot Dots: Small circles at each confirmed swing high and low, plotted at the exact pivot bar Bar Coloring: Candles are colored by current regime state Band Fill Gradients: Fill between band tiers intensifies based on price proximity Input Parameters Structure Settings: Pivot Lookback: Number of bars left and right required to confirm a pivot (default: 5) Baseline Length: Period for the SMEMA double-smoothed baseline (default: 10) Show Structure Breaks: Toggle BOS line rendering Visual Settings: Dashboard toggle and position Momentum Bands toggle Bullish, Bearish, and Ranging color inputs How to Use This Indicator Step 1: Read the Regime The dashboard label and bar coloring immediately show the current regime. Bullish requires the baseline to be rising and a momentum score of 2 or more. Step 2: Assess Score Strength A score of 4-5 indicates a well-developed trend with band extension and confirmed structure. A score of 1-2 suggests the regime is marginal and may not sustain. Step 3: Watch for BOS Events A BOS in the direction of the regime adds confirmation that a structural shift has occurred. A counter-regime BOS is an early warning that conditions may be changing. Step 4: Use Bands for Context Price returning to the baseline from above in a bullish regime is a potential pullback entry area. Price extending above band tier 2 or 3 suggests overextension. Limitations The pivot confirmation delay (lookback bars) means BOS signals and pivot markers appear several bars after the actual swing point. This is a deliberate design choice to prevent repainting The regime score of 2 as the minimum threshold for classification means borderline conditions will oscillate between Ranging and a directional regime on consecutive bars The SMEMA baseline is smoother than a standard EMA but still lags price. In fast-moving markets this lag may cause regime flips after significant portions of a move have already occurred Band width is determined by the 100-bar average of bar ranges. In markets with sudden volatility regime changes (such as after news releases), the bands may not reflect the new volatility environment for many bars Originality Statement This indicator is original in its specific combination of elements and the scoring framework it produces. The justification for combining structure detection with a band-based scoring system is that neither component alone provides actionable context. Structure alone (HH/HL) says direction but not strength. Bands alone say relative position but not structural validity. The 0-5 score synthesizes both into a single conviction metric. The double-smoothed baseline (EMA of EMA, then SMA) is a deliberate design choice that reduces false regime flips without the extreme lag of longer single-pass averages. The dynamic step channel uses bar range (not ATR) as its unit, which scales naturally with each instrument's price action characteristics. Disclaimer This indicator is provided for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any financial instrument. Past structural patterns do not guarantee their repetition. A bullish regime classification does not predict future price direction. Always apply proper risk management. The author is not responsible for any trading losses. -Made with passion by officialjackofalltrades
Pine Script® indicator
by officialjackofalltrades
4
Adaptive Regime Momentum [JOAT]Adaptive Regime Momentum Introduction The majority of publicly available trend-following strategies rely on one of two entry mechanisms: a moving average crossover, or a price-versus-MA relationship. These are valid starting points, but they share a common weakness — they fire signals based on a single confirmatory condition that can be triggered by brief, low-conviction price moves. A single bar pushing above a moving average while volume is thin and the MA is barely sloping is not the same market condition as a sustained directional move with volume behind it and a clearly sloping MA. Yet a simple strategy would treat both identically. Adaptive Regime Momentum is a trend-following strategy that requires three independent conditions to align before generating an entry signal. These three layers — MA slope confirmation over multiple consecutive bars, price position relative to the MA, and a volume-based demand filter — must all agree simultaneously. The result is a strategy that generates fewer signals but with higher internal consistency between entry conditions. It is designed for liquid markets on daily or higher timeframes where each component is reliably measurable. This is an overlay strategy — all visuals are plotted directly on the price chart. --- Strategy Properties The following default settings are used for all backtests unless modified: Initial capital: $10,000 Position sizing: 5% of equity per trade Commission: 0.05% per side Pyramiding: 0 (only one open position at a time; new signals are ignored while a position is active) Stop loss: 2.5x ATR below the entry price (long), 2.5x ATR above the entry price (short), calculated from strategy.position_avg_price Take profit: 4.0x ATR above the entry price (long), 4.0x ATR below the entry price (short), calculated from strategy.position_avg_price Trail / slope exit: Position is closed early if price crosses to the wrong side of ComboMA ± 1.5x ATR, or if the MA slope reverses direction The stop and take profit are anchored to strategy.position_avg_price — the actual average fill price of the position — rather than the signal bar's close. This ensures that in backtesting, stop and TP distances are measured from where the trade was actually opened, not from a theoretical signal level. These are backtesting defaults only. They do not represent a recommendation for live trading position sizing or risk management. --- Core Concepts Signal 1 — ComboMA Slope Confirmation (Structural Momentum) The ComboMA is a blend of two moving averages: ALMA (Arnaud Legoux Moving Average) — a smooth MA with reduced lag, fitting to recent price without overreacting to single bars ZLMA (Zero-Lag Moving Average) — a lag-compensated MA designed to reduce the delay between price movement and MA response The two are blended into a single ComboMA value. The slope of this composite is then evaluated not just on the current bar, but across the last N consecutive bars (default: 3). A slope is only confirmed as UP if all of the last 3 bars showed a positive slope. A slope is only confirmed as DOWN if all 3 bars showed a negative slope. A single slope fluctuation — even if the most recent bar shows a positive slope — does not trigger confirmation unless all N bars agree. This multi-bar slope confirmation is the primary mechanism that distinguishes this strategy from a simple MA-based entry. A one-bar slope flip that immediately reverses is filtered out. Only a sustained slope direction triggers the first condition. Signal 2 — Price vs. ComboMA (Real-Time Confirmation) The second condition requires that price is currently on the correct side of the ComboMA: For a long: close > ComboMA For a short: close < ComboMA This condition is evaluated at the current bar, providing real-time confirmation that price is aligned with the structural slope direction. The MA slope could be upward from prior bars, but if price has already pulled back below the MA, the second condition vetoes the entry. Both the historical slope and the current price position must agree. Signal 3 — Volume RSI (Demand Pressure Validation) Volume RSI is RSI applied to raw volume over an 8-bar period, then divided by 50. A result above 1.0 (the default threshold) means the Volume RSI is above 50 — indicating that volume activity on recent bars has been relatively elevated compared to the preceding period. For a long entry: Volume RSI / 50 must exceed the threshold For a short entry: same condition applies Volume RSI does not confirm direction — it confirms participation . A move accompanied by above-average volume has more demand/supply backing than a low-volume drift. When volume is below threshold, the third condition is not met and no entry is generated, even if slope and price position align. RSI Filter An additional RSI filter is applied to the close: RSI(14) must be above 50 for long entries RSI(14) must be below 50 for short entries This acts as a momentum gating condition — confirming that short-term momentum is consistent with the trade direction before entry is permitted. Non-Repainting Execution All entry conditions are gated by barstate.isconfirmed . No signal is generated until the current bar has fully closed. This prevents intra-bar signal flickering and ensures that the backtest accurately represents what would have been traded on confirmed bar closes. --- Exit Logic The strategy uses a layered exit system combining fixed risk-defined targets with adaptive trend exits: Fixed exits (via strategy.exit): Stop loss at 2.5x ATR from entry price Take profit at 4.0x ATR from entry price Trail exits (via strategy.close): Price closes beyond ComboMA ± 1.5x ATR on the wrong side The ComboMA slope reverses (multi-bar confirmation fails in the opposite direction) The trail exit allows winning positions to exit earlier if the trend deteriorates before reaching the fixed take profit, while the fixed TP provides a defined maximum target. The stop loss is the unconditional floor regardless of trail conditions. --- ATR Shadow Visual The chart displays two layers of ATR bands around the ComboMA: Inner band: ComboMA ± 1x ATR Outer band: ComboMA ± 2x ATR These bands give a visual read of how extended price is from the MA relative to recent volatility, and where the trail exit threshold sits (1.5x ATR, between the two bands). They are visual aids only and do not affect strategy logic. --- Performance Table A table is displayed on the chart showing current strategy metrics: Net P&L Open P&L (current unrealized) Win Rate Average winning trade Average losing trade Maximum drawdown Total trades Current position direction Current MA slope status --- Features Three-layer entry confirmation: multi-bar MA slope, price vs. MA, and Volume RSI RSI momentum filter as an additional gating condition ALMA + ZLMA blend for the ComboMA, reducing lag without sacrificing smoothness Multi-bar slope confirmation preventing single-bar slope flickers from triggering entries ATR-based stop and take profit anchored to actual fill price via strategy.position_avg_price Trail exit on slope reversal or price-vs-MA breach Non-repainting: all signals confirmed via barstate.isconfirmed Pyramiding disabled — one position at a time ATR shadow bands for visual context around the ComboMA Live performance table with key metrics --- Input Parameters ALMA / ZLMA settings — length, offset, and sigma for each MA component Slope Confirm Bars (default 3) — consecutive bars of slope agreement required for confirmation Volume RSI Length (default 8) — RSI period applied to volume Volume Threshold (default 1.0) — Volume RSI / 50 minimum for the demand filter RSI Length (default 14) — RSI period for the momentum filter ATR Length — period for ATR used in stop, TP, trail, and visual bands Stop Multiplier (default 2.5) — ATR multiplier for the fixed stop loss TP Multiplier (default 4.0) — ATR multiplier for the fixed take profit Trail Multiplier (default 1.5) — ATR multiplier for the trail exit threshold --- How to Use Apply to daily or higher timeframes on liquid instruments. Volume RSI is most meaningful where volume data is consistent and representative of actual market participation. Allow the chart to load sufficient historical bars before evaluating backtest results. The ComboMA slope confirmation requires multiple bars of agreement, and early bars in the dataset may not reflect the strategy's typical behavior. Aim for at least several hundred bars of data for meaningful backtest statistics. Review the performance table while backtesting to understand average win size relative to average loss, drawdown, and total trade count. A strategy with very few trades may show favorable metrics by chance rather than edge — consider whether the trade count is sufficient to draw conclusions. The default 5% equity position size produces moderate equity curve sensitivity. Smaller sizes will reduce drawdown and return proportionally; larger sizes will amplify both. Commission is set to 0.05% per side (0.1% round trip) by default. Adjust this to match your actual trading costs. Higher commission rates — especially relevant for frequent-trading timeframes — will reduce net results. Do not optimize parameters on the same data you use to evaluate performance. Optimization on historical data produces settings tuned to past noise, not future edge. The trail exit on slope reversal means that strongly trending markets where the MA briefly flattens before resuming may see early exits. This is the tradeoff for using slope as an exit condition. --- Limitations Backtest results are calculated on historical data and do not guarantee future performance. Market conditions change, and a strategy that performed well in a particular regime may perform differently as conditions evolve. The Volume RSI filter requires reliable volume data. This strategy is not recommended for synthetic instruments, CFDs where volume represents contracts rather than underlying market activity, or very short intraday timeframes where volume is fragmented and noisy. On such instruments, the third entry condition may be meaningless or misleading. The multi-bar slope confirmation requirement means the strategy will miss fast, sharp trend initiations where the MA slope has not yet had N bars to confirm. This is a deliberate tradeoff — reducing false entries at the cost of some late entries on fast moves. Pyramiding is disabled. The strategy will not add to winning positions. This limits upside during strongly trending markets where additional entries might be beneficial, but it also limits drawdown from compounding positions that subsequently reverse. ATR-based stops and TPs are fixed at entry. They do not adjust after the trade is open (apart from the trail exit). If volatility expands significantly after entry, a 2.5x ATR stop that was appropriate at entry may become relatively tight. The performance table reflects cumulative backtest results as of the current bar. Results will vary across different lookback windows and instruments. Default capital of $10,000 with 5% equity sizing means each trade risks approximately $500 before the stop is hit (assuming stop is the loss floor). This is a backtesting convention — it is not a recommendation for live account sizing. No strategy produces guaranteed results. The three-layer entry system improves internal signal consistency but cannot eliminate the inherent uncertainty of financial markets. --- Originality Statement Standard MA-based trend strategies treat a single bar's price-vs-MA relationship as sufficient for entry. ARM's primary differentiation is the multi-bar slope confirmation requirement : the ComboMA slope must be consistently positive (or negative) across N consecutive bars before the first condition is met. A one-bar slope deviation — common during consolidations and brief retracements — does not trigger entry. Only a sustained slope direction qualifies. The ComboMA itself is a blend of ALMA and ZLMA, combining the smoothness and Gaussian weighting of ALMA with the lag-compensation of ZLMA. Neither is used in isolation because each has a specific weakness: ALMA can lag on sharp moves; ZLMA can be sensitive to noise. The blend leverages the strengths of both while partially offsetting their weaknesses. The three-layer confirmation architecture — slope duration, price position, and demand validation — requires agreement across genuinely different measurement types: structural momentum over time, current price location, and volume activity. These are not three views of the same quantity. The stop and TP placement using strategy.position_avg_price rather than the signal bar close is a practical accuracy measure: in backtesting, it means risk distances are calculated from the price at which the trade was actually filled, not from where the signal was generated, which can differ from the fill price particularly on gap opens. --- Disclaimer This strategy is provided for educational and informational purposes only. It does not constitute financial advice, investment advice, or a recommendation to buy or sell any security. Backtested results are hypothetical and do not reflect actual trading. Hypothetical performance results have inherent limitations and do not account for execution slippage, liquidity constraints, or the psychological challenges of live trading. All trading involves risk, including the possible loss of principal. Always conduct your own research and consult a qualified financial professional before making any trading or investment decisions. -Made with passion by officialjackofalltrades
Pine Script® strategy
by officialjackofalltrades
Market Structure Navigator [JOAT]Market Structure Navigator Introduction Market structure is one of the most widely discussed concepts in technical analysis, yet most tools that attempt to visualize it reduce swing highs and swing lows to single price points. In practice, price rarely reverses at a precise tick level — it reacts within a zone , which may span several ATR units depending on the instrument and timeframe. This distinction matters: treating a level as a point rather than a zone leads to false breaks being mistaken for genuine structural shifts. The Market Structure Navigator addresses this by modeling every significant swing high and swing low as an ATR-based zone with measurable thickness. It tracks two layers of structure simultaneously — external (major) pivots that define the larger-degree trend, and internal (minor) pivots that provide context within that trend. Each zone passes through a three-state lifecycle, and structural breaks are automatically classified as either Break of Structure (BOS) or Change of Character (CHoCH), giving you an immediate read on whether a break confirms the existing trend or signals a potential reversal. This is an overlay indicator — all elements are drawn directly on the price chart. --- Core Concepts Dual-Layer Structure: External and Internal The indicator identifies two categories of structural pivots using TradingView's built-in pivot functions: External structure (major): Pivots requiring a configurable number of bars on each side (default 20). These are the significant swing highs and lows that define the broader trend context. They update less frequently and represent the higher-degree market structure. Internal structure (minor): Pivots requiring fewer bars on each side (default 7). These fire more frequently and capture the sub-swings that occur within the larger structural moves. This dual-layer approach mirrors how institutional analysis treats structure: external levels define the direction of the larger trend; internal levels provide precision context for entries and exits within that trend. Zone Geometry and ATR Thickness Rather than marking a pivot as a single horizontal line, each pivot is rendered as a rectangular zone. The zone's top and bottom are calculated as: zoneTop = pivotPrice + (ATR * zoneAtrMult) zoneBottom = pivotPrice - (ATR * zoneAtrMult) The default ATR multiplier is 0.5, meaning the zone extends half an ATR above and below the pivot price. This thickness is dynamic — it adjusts to the current volatility of the instrument rather than using a fixed pip or point value. Zones extend to the right as new bars form, keeping them visible as price approaches. Three-State Zone Lifecycle Every zone passes through three possible states: Active (State 0): The zone has formed and not yet been tested. It extends to the right as bars pass, representing untested support or resistance. This is the most significant state — an active zone has not had its interest absorbed. Swept (State 1): Price has reached the midpoint of the zone (configurable as either a wick touch or a close through the midpoint). A swept zone has been tested and shows that some activity occurred at that level. It may have weakened but is not yet confirmed as broken. Broken (State 2): Price has closed decisively beyond the zone boundary (above the top for a resistance zone, below the bottom for a support zone). A broken zone stops extending. This state marks the structural failure of that level. This lifecycle gives actionable information that a single horizontal line cannot. An active zone is very different from a swept zone even if they appear at the same price level. BOS and CHoCH Classification When price breaks through the last significant external high or low, the indicator determines whether the break is: Break of Structure (BOS): The break occurs in the same direction as the current trend. A bullish BOS is a higher high that extends a confirmed uptrend; a bearish BOS is a lower low extending a downtrend. BOS signals trend continuation. Change of Character (CHoCH): The break occurs against the current trend direction. A CHoCH in a downtrend means price has broken above the last significant swing high — a structural signal that the trend may be reversing. CHoCH signals a potential regime shift, not a confirmed reversal. Both external and internal structural breaks are tracked separately. An internal CHoCH during an external downtrend, for example, may represent a short-term countertrend move within a larger bearish structure — context that a single-layer tool would miss. Momentum Normalization Momentum is calculated as the normalized price change: momentum = priceChange / stdev(close, lookback) This expresses the size of recent price movement in terms of its own standard deviation, making the momentum reading comparable across different instruments and volatility regimes. Target Arrows When an internal structural break occurs, the indicator draws a directional arrow label pointing toward the next significant external level. This provides a visual read on where price may be targeting within the larger structural context. --- Features Dual-layer structure detection: external major pivots and internal minor pivots tracked independently ATR-dynamic zone thickness — zones adapt to current instrument volatility Three-state zone lifecycle: Active, Swept, Broken — each visually distinct Automatic BOS vs. CHoCH classification for both external and internal breaks Configurable sweep mode: wick-based (high/low touches midpoint) or close-based (close through midpoint) Equal high/low detection with configurable ATR tolerance to flag double tops/bottoms Target arrows on internal breaks pointing toward the next external level Dashboard table showing trend state, momentum, active zone counts, last known structural levels, and last break type Full visual toggle controls for all overlay elements Maximum zone count cap per type to maintain chart performance --- Dashboard Table A table displayed at the top-right of the chart provides a live summary of structural conditions: Ext Trend: Current external trend direction (Bullish / Bearish) Int Trend: Current internal trend direction Momentum: Normalised momentum value Ext Zones Active: Number of currently active external zones Int Zones Active: Number of currently active internal zones Last Ext High / Low: Price level of the most recent significant external pivot high and low Last Break: The most recent break type (eBOS, eCHoCH, iBOS, iCHoCH) --- Color System External high zones: red External low zones: white Internal high zones: teal Internal low zones: blue BOS labels: green CHoCH labels: red This color separation allows you to immediately distinguish between the two structural layers without reading labels. --- Input Parameters External Pivot Length (default 20) — bars required on each side for a major pivot to confirm Internal Pivot Length (default 7) — bars required on each side for a minor pivot to confirm ATR Length (default 14) — ATR period used for zone thickness calculation Zone ATR Multiplier (default 0.5) — controls how wide each zone is relative to ATR Equal H/L Tolerance (default 0.3 ATR) — how close two pivots must be to be considered equal highs or lows Sweep Mode (Wick / Close) — whether zone sweeps are triggered by wick touch or candle close through the midpoint Max Zones Per Type (default 40) — caps the number of active zones drawn per category to preserve chart performance BOS Lookback (default 30) — bars looked back when checking for structural breaks Visual Toggles — individual controls for zones, BOS/CHoCH labels, target arrows, and the dashboard table --- How to Use Apply to any chart. The indicator will begin plotting zones as enough bars form to confirm pivots at the chosen lengths. Allow sufficient historical bars to load so that the external pivots have time to confirm — with extLen set to 20, a pivot requires 20 bars after the swing point before it is officially plotted. Read the external layer first. The external trend (eBOS/eCHoCH sequence) tells you the larger-degree direction. Trade in alignment with this unless you have strong reason to fade it. Use the internal layer for timing. Internal CHoCH events within an external uptrend can signal pullback entries; internal BOS events in the direction of the external trend can confirm continuation. Active zones are the most significant. A first-touch of an active zone is generally more meaningful than a return to a swept or broken zone. When price approaches a zone, check the sweep mode setting and monitor whether price is reaching the midpoint (sweep) or closing through the boundary (break). The target arrow on an internal break shows the next external level — this is a reference, not a guaranteed target. --- Limitations Pivot detection is inherently lagging. A pivot at bar N is only confirmed after N + extLen (or intLen) additional bars have formed. This means zones appear after the fact — the exact pivot price was in the past by the time the zone is drawn. With longer pivot lengths, the indicator requires more historical bars to display meaningful structure. On short lookback windows or when first applied to a chart, the initial display may show few or no zones until sufficient pivot confirmation has accumulated. ATR-based zone thickness means zone width changes with volatility. During high-volatility periods, zones become wider and may overlap. During compressed volatility, zones are narrower. Adjust the ATR multiplier if zones are too wide or too narrow for your preferred trading style. The BOS/CHoCH classification is based on the direction of the previous break relative to the current one. In choppy, range-bound markets, rapid BOS/CHoCH alternation is possible and does not necessarily indicate a trend — it may simply reflect noise. Zone lifecycle states reflect price behavior relative to the zone midpoint and boundary. They do not predict whether a swept zone will hold or whether a broken zone will become a new support/resistance level. Maximum zone count limits (default 40 per type) are necessary to maintain chart performance. On instruments or timeframes with many pivot formations, older zones will be removed as new ones are added. No indicator can classify market structure with certainty in real time. CHoCH signals a potential reversal; it does not confirm one. Always apply additional judgment. --- Originality Statement The distinguishing design decisions in this indicator are: zone-based pivot modeling, the three-state lifecycle, and the integrated dual-layer structure system. Most structure tools mark a swing high or low as a horizontal line at a single price. This indicator models each pivot as a zone with ATR-derived thickness, acknowledging that price reactions do not occur at a tick but within a range that varies with the instrument's current volatility. A 0.5 ATR zone around a pivot is a more honest representation of where liquidity and interest are likely to cluster. The three-state lifecycle (Active → Swept → Broken) adds information that static horizontal lines cannot convey. An active zone that has never been tested is categorically different from one that has seen a wick test — and both are different from a zone that has been fully broken. Treating these three states identically discards relevant context. The dual-layer architecture (external major + internal minor) is not simply running the same algorithm twice at different sensitivities. The external layer provides the trend framework; the internal layer provides the tactical sub-structure within it. The BOS/CHoCH classification connects these two layers — an internal CHoCH is interpreted in the context of the external trend direction, not in isolation. --- Disclaimer This indicator is provided for educational and informational purposes only. It does not constitute financial advice, investment advice, or a recommendation to buy or sell any security. All trading involves risk, including the possible loss of principal. Past indicator performance does not guarantee future results. Always conduct your own research and consult a qualified financial professional before making any trading decisions. -Made with passion by officialjackofalltrades
Pine Script® indicator
by officialjackofalltrades