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Liquidity Sweep Probability [JOAT]Liquidity Sweep Probability is an open-source Pine Script v6 overlay that maps equal highs and equal lows, tracks sweeps through those levels, detects reclaim behavior, and records simple continuation samples after reclaim events. It is designed for traders who want a clean way to observe where price has built nearby liquidity and how price behaves after that liquidity is tested. The script does not claim that a sweep must reverse price. Instead, it separates equal-level creation, sweep, reclaim, break, and continuation outcomes. The dashboard shows the most recent event, the side involved, sample counts, and an adaptive probability-style reading derived from the script's own observed samples. Core Concepts 1. Equal High and Equal Low Detection Confirmed pivots are compared against the previous pivot on the same side. If two pivot highs or lows are within an ATR-based tolerance, a liquidity zone is created. pivotHigh = ta.pivothigh(high, pivotLength, pivotLength) if not na(lastHighPivot) and math.abs(pivotHigh - lastHighPivot) <= equalTolerance zoneTop = math.max(pivotHigh, lastHighPivot) + zonePadding zoneBottom = math.min(pivotHigh, lastHighPivot) - zonePadding 2. Sweep State A high-side sweep occurs when price trades beyond the equal high zone but closes back below the zone top. A low-side sweep occurs when price trades below the equal low zone but closes back above the zone bottom. 3. Reclaim State After a sweep, the script watches a configurable reclaim window. A high-side reclaim requires price to close back below the lower boundary of the swept high zone. A low-side reclaim requires price to close back above the upper boundary of the swept low zone. 4. Continuation Sampling After reclaim, the script stores a target distance based on ATR and tracks whether price reaches it within the outcome window. These counts are displayed as samples. They are descriptive statistics from the chart, not a prediction. 5. Probability Panel The probability-style score blends observed sample rate, sweep distance, zone age, and reclaim status. It gives a compact read of the current event context. sampleRate = total > 0 ? (wins * 100.0) / total : 50.0 score = clamp(sampleRate * 0.62 + 19.0 + distanceBoost + ageBoost + reclaimBoost, 5.0, 95.0) Features Equal high and equal low zones: ATR tolerance avoids exact-price-only matching Sweep detection: Tracks confirmed high-side and low-side liquidity sweeps Reclaim detection: Separates immediate breaks from reclaim behavior Continuation samples: Counts historical reclaim outcomes within the active chart sample Dashed midlines: Each zone includes a center reference line Stateful labels: Zones update from Equal High/Low to Sweep, Reclaimed, or Broken Probability panel: Shows side, status, chance value, samples, and age Alerts: Sweep, reclaim, and zone break conditions Input Parameters Swings: Swing Pivot Length: Pivot sensitivity for equal-level detection Equal-Level Tolerance: ATR fraction used to compare pivots Zone Padding: ATR fraction added around the equal level ATR Length: Volatility length for tolerance and padding Behavior: Reclaim Window: Bars allowed for reclaim after sweep Continuation Window: Bars allowed for measuring post-reclaim continuation Continuation Distance: ATR target used for sample tracking Maximum Zones Per Side: Object cap for high and low zones Visual: Palette: Selects bull and bear colors Zone Extension Bars: Forward extension for boxes and midlines Probability Panel: Shows or hides the dashboard How to Use This Indicator Step 1: Identify Equal-Level Zones Equal highs can act as high-side liquidity references. Equal lows can act as low-side liquidity references. Step 2: Watch for Sweep and Reclaim A sweep alone is not enough. Reclaim behavior shows that price tested outside the zone and then closed back through the zone boundary. Step 3: Read the Sample Count The sample row shows how many observed reclaim events reached their ATR target on the current chart sample. A small sample should be treated carefully. Step 4: Use Zones as Context Use the zones to frame liquidity behavior, then combine the context with your own entry trigger and risk plan. Indicator Limitations Equal-level zones are based on confirmed pivots, so they appear after the pivot confirmation window The probability value is descriptive and chart-dependent A small number of samples should not be treated as statistically strong Fast markets may sweep, reclaim, and break multiple zones quickly Object limits require the script to delete older zones when caps are reached Originality Statement Liquidity Sweep Probability is original in its state machine for equal-level zones, sweep/reclaim/break classification, and live sample tracking. It uses public Pine v6 mechanics to build a self-contained liquidity map without copying another indicator's source. Disclaimer This script is provided for educational and informational use only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Liquidity sweeps can continue, reverse, or fail without warning. Always use independent analysis and proper risk management. -Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Kalman Auction Ribbon [JOAT]Kalman Auction Ribbon is an open-source Pine Script v6 overlay that builds a six-layer adaptive ribbon from a zero-lag source and Kalman-style velocity smoothing. The goal is to show trend alignment, slope strength, deviation zones, and confirmed retest behavior in one restrained chart layer. The script focuses on auction behavior around a dynamic ribbon. When the ribbon layers align and slope together, the state becomes directional. When price stretches beyond the deviation envelope and then returns, the script can mark supply or demand zones for later retests. Core Concepts 1. Zero-Lag Source The source is adjusted by comparing current price with a half-length historical value. This produces a more responsive input for the ribbon calculations. zeroLagOffset = math.max(1, int(math.round(baseLength * 0.50))) zeroLagSource = src + (src - nz(src , src)) 2. Kalman-Style Velocity Estimate Each ribbon layer uses a compact velocity smoother that maintains an estimate and speed component. The speed term helps the estimate respond to directional movement without relying on future bars. prior = na(estimate ) ? value : estimate + nz(speed ) * gain error = value - prior speed := nz(speed ) * (1.0 - alpha * 0.50) + error * alpha * gain estimate := prior + error * alpha 3. Six-Layer Ribbon Alignment The script calculates six different ribbon lengths. Alignment and slope scores are combined into a trend score from -100 to +100. This score controls the ribbon color and dashboard power reading. 4. Deviation Zones Upper and lower deviation levels are built around the ribbon midpoint using ATR. If price pushes beyond a deviation level and closes back inside, the script creates a compact supply or demand zone. 5. Retest Logic Retest signals occur when price interacts with a live zone or the ribbon itself while the ribbon state remains directional. These signals are confirmed on closed bars. Features Six-layer adaptive ribbon: Multiple Kalman-style layers reveal alignment and spread Velocity weighting: Gain input changes how aggressively the smoother responds Deviation envelope: ATR-based upper and lower zones around the ribbon midpoint Soft supply and demand boxes: Created only on confirmed deviation rejection behavior, with overlap suppression so the chart does not stack redundant boxes Labeled deviation boxes: Supply and Demand Deviation boxes include midpoint guide lines and fade after invalidation Confirmed buy/sell markers: Compact BUY and SELL dots appear only after confirmed ribbon or zone retest behavior Trend-state candles: Optional bar coloring by ribbon state Dashboard: Shows state, power, distance, and retest status Alerts: Confirmed buy, confirmed sell, lower deviation zone, and upper deviation zone Input Parameters Core: Source: Price source used by the ribbon Base Length: Main length from which all ribbon layers are derived Velocity Weight: Strength of the speed component Deviation ATR Length: ATR length for deviation zones Deviation Width: ATR multiplier for the envelope Zones: Show Deviation Zones: Toggles supply and demand boxes Zone Extension Bars: How far active boxes extend to the right Maximum Zones Per Side: Caps active supply and demand boxes Signals: Show Confirmed Buy/Sell: Toggles compact confirmed signal dots Signal Spacing Bars: Minimum spacing between signal markers Zone Extension Bars: Forward box extension length Maximum Zones Per Side: Object cap for zone storage Visual: Palette: Selects the color pair Show Ribbon: Toggles ribbon plots and fill Trend-State Candles: Enables candle coloring Dashboard: Shows the top-right panel How to Use This Indicator Step 1: Read Ribbon Alignment A strongly stacked ribbon with a high dashboard power value indicates directional alignment. A mixed ribbon shows a less decisive state. Step 2: Watch Deviation Zones Zones are created when price rejects beyond an ATR deviation envelope. These boxes represent areas where price stretched away from the ribbon and returned. Step 3: Use Retests With Context Retest dots identify confirmed interactions with the ribbon or zones. They should be evaluated with trend state, market structure, and risk placement. Indicator Limitations Kalman-style smoothing is reactive and does not know future price direction Strong news bars can move through deviation zones without meaningful retests Object limits require older zones to be removed when the maximum is exceeded The ribbon can compress during range conditions and produce mixed readings Originality Statement Kalman Auction Ribbon is original in its combination of zero-lag preprocessing, six independent Kalman-style layers, ATR deviation boxes, and confirmed retest tracking. It uses public Pine primitives in a custom structure and does not paste or disguise another author's source. Disclaimer This script is provided for educational and informational use only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Ribbon states and zones can fail during unusual volatility or thin liquidity. Always use independent analysis and proper risk management. -Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
VWAP Gravity Bands [JOAT]VWAP Gravity Bands is an open-source Pine Script v6 overlay that builds an anchored VWAP field with a smoothed T3 basis and ATR ladder bands. It is designed to show how far price has traveled from a session, weekly, or monthly value anchor, then classify that distance as center pull, ladder drift, expansion, or outer-band reaction. The script is useful when a trader wants the chart to show both location and behavior around VWAP. Instead of a single VWAP line, it creates a full distance map around the anchor, colors candles by their distance from the basis, and highlights confirmed outer reactions without using arrow-style signal clutter. Core Concepts 1. Anchored VWAP Selection The anchor can reset on the session, week, or month. The script uses timeframe.change() to produce the reset pulse and ta.vwap() to calculate the anchored value. anchorTimeframe = anchorChoice == "Week" ? "1W" : anchorChoice == "Month" ? "1M" : "1D" anchorPulse = timeframe.change(anchorTimeframe) rawVwap = ta.vwap(sourceInput, anchorPulse) 2. T3 Basis Smoothing Raw anchored VWAP can move sharply at the beginning of an anchor period. VWAP Gravity Bands runs that value through a T3-style smoother to create a cleaner basis while preserving responsiveness. e1 = ta.ema(src, length) e2 = ta.ema(e1, length) e3 = ta.ema(e2, length) basis = c1 * e6 + c2 * e5 + c3 * e4 + c4 * e3 3. ATR Ladder Bands The band ladder is based on ATR, not fixed percentages. This lets the distance field expand and contract with the market's current movement range. ladderUnit = atr * bandStep upperOne = basis + ladderUnit lowerOne = basis - ladderUnit upperThree = basis + ladderUnit * 3.0 lowerThree = basis - ladderUnit * 3.0 4. Distance State Model Distance from VWAP is normalized by the ladder unit. The script classifies large directional continuation as expansion and failed outer-band tests as reactions. 5. Gradient Candle Coloring Candles can be colored by their normalized distance from VWAP. This helps identify when price is balanced around the anchor, drifting away from it, or stretched toward an outer band. Features Session, weekly, or monthly anchor: Select the VWAP reset period from inputs T3-smoothed VWAP basis: Cleaner centerline for visual trend and location analysis ATR ladder bands: Three upper and lower bands scale with current volatility Expansion state detection: Highlights directional movement away from the basis Outer reaction detection: Marks confirmed failed tests near the outer ladder Distance candle mode: Optional gradient candles based on normalized VWAP distance Dashboard: Shows anchor, state, distance, ATR step, and basis slope Alert conditions: Upper reaction, lower reaction, upper expansion, and lower expansion Input Parameters Visual System: Palette Preset: Selects color pair Distance Candles: Enables candle coloring by VWAP distance Dashboard: Shows top-right state panel Raw VWAP: Displays the unsmoothed anchored VWAP Outer Reaction Marks: Shows compact TP-style outer reaction markers VWAP Gravity: Anchor: Session, Week, or Month Source: Price source used for VWAP T3 Basis Length: Smoothing length for the VWAP basis T3 Factor: Controls T3 smoothness ATR Length: Volatility length used for ladder distance ATR Step: Distance between ladder bands Expansion Step: Threshold for expansion classification Reaction Step: Threshold for outer reaction classification How to Use This Indicator Step 1: Choose the Anchor Use Session for intraday context, Week for swing context, and Month for broader value location. Step 2: Read Distance From Basis The dashboard distance value shows how many ladder units price is away from the smoothed VWAP basis. Step 3: Separate Expansion From Reaction Expansion means price is moving away from VWAP with slope confirmation. Reaction means price tested an outer area and closed back inside. Step 4: Use the Bands as Context The bands are not automatic entry levels. They show location. Combine them with market structure, candle behavior, and risk planning. Indicator Limitations VWAP is volume-based and may behave differently on symbols with sparse volume The first bars after a new anchor can be less stable because VWAP is starting a new sample Reaction markers show a confirmed close back inside a zone, not a future reversal forecast ATR bands adapt to volatility but can widen quickly after large bars Originality Statement VWAP Gravity Bands is original in how it combines anchored VWAP selection, T3 smoothing, ATR ladder geometry, distance-colored candles, and separate expansion/reaction states. It is built from public Pine v6 functions and original logic rather than copied indicator source. Disclaimer This script is provided for educational and informational use only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. VWAP location and band reactions can fail in trending, news-driven, or low-liquidity markets. Always use independent analysis and proper risk management. -Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
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Shift Structure Cloud [JOAT]Shift Structure Cloud is an open-source Pine Script v6 overlay that converts confirmed swing structure into a clean adaptive trend cloud. It tracks pivot highs and pivot lows, separates continuation breaks from character shifts, and uses the active structure range to build a dynamic average and multi-layer cloud around price. The problem it solves is structural context. Many trend tools react only to moving averages or oscillator thresholds. This script anchors its visual state to confirmed market structure first, then uses an adaptive cloud to show whether price is trading above, below, or inside the current structural center. The result is a chart layer that can help separate continuation from transition without relying on future bars. Core Concepts 1. Confirmed Pivot Structure The script uses ta.pivothigh() and ta.pivotlow() to confirm swing highs and lows. A pivot is only accepted after the configured right-side confirmation window closes, which means the level is delayed by design but does not depend on unconfirmed future plotting. pivotHigh = ta.pivothigh(high, pivotLeft, pivotRight) pivotLow = ta.pivotlow(low, pivotLeft, pivotRight) if not na(pivotHigh) structureHigh := pivotHigh 2. BOS and CHoCH Logic The current structure high and low become break reference levels. A bullish break occurs when price closes above the prior structure high. A bearish break occurs when price closes below the prior structure low. If the break happens against the previous side, it is classified as CHoCH; otherwise it is a continuation BOS. bullBreakRaw = barstate.isconfirmed and not na(priorHigh) and close > priorHigh and priorClose <= priorHigh bearBreakRaw = barstate.isconfirmed and not na(priorLow) and close < priorLow and priorClose >= priorLow bullChoCh = bullBreak and trendSide == -1 bearChoCh = bearBreak and trendSide == 1 3. Adaptive Structure Average Instead of plotting only fixed swing levels, the script calculates the midpoint between the active structure high and low. The midpoint is then smoothed with an adaptive alpha. When price moves far from the structural center, the average becomes more responsive; when price is balanced, it becomes slower. structureMid = (activeHigh + activeLow) * 0.5 structureDrift = f_clamp(math.abs(close - structureMid) / legSize, 0.0, 1.0) adaptAlpha = slowAlpha + (fastAlpha - slowAlpha) * structureDrift structureAverage := structureAverage + adaptAlpha * (structureMid - structureAverage ) 4. Multi-Layer Cloud The cloud is built from ATR-adjusted bands around the adaptive structure average. Inner, middle, and outer layers give a visual read of compression, transition, and extended distance from structure. 5. Strength-Based Candle Coloring When enabled, candles are repainted with a gradient based on distance from the structure average. The candle color is informational only; it does not change the underlying chart data. Features Confirmed BOS and CHoCH detection: Structural events are gated with barstate.isconfirmed Adaptive structure average: A dynamic centerline based on active swing range and price drift Layered trend cloud: Inner, middle, and outer ATR bands visualize distance from structure Structure high and low levels: Current confirmed swing levels can be shown as reference lines Gradient candle mode: Optional candle coloring by structural distance Compact dashboard: Shows side, last shift, strength, bars since shift, and active range Palette presets: Aqua Rose, Neon Desk, Mint Pulse, and VWAP Field Alert conditions: Separate alerts for bullish BOS, bearish BOS, bullish CHoCH, and bearish CHoCH Input Parameters Visual System: Palette Preset: Selects the bull and bear color pair Color Candles: Enables structural candle coloring Dashboard: Shows or hides the top-right dashboard Pivot Dots: Shows confirmed pivot dots Structure Engine: Pivot Left / Pivot Right: Controls swing confirmation sensitivity Fast Adapt Length: Fast smoothing response for the adaptive average Slow Adapt Length: Slow smoothing response for balanced conditions Cloud ATR Length: ATR length used for cloud width Cloud Width: Multiplier applied to the cloud distance BOS and CHoCH Marks: Shows structural event markers Structure Levels: Shows active swing high and low reference lines How to Use This Indicator Step 1: Read the Cloud Side If price is above the adaptive structure average and the cloud is colored bullish, the current structural state favors upside continuation. If price is below and the cloud is bearish, the state favors downside continuation. Step 2: Watch CHoCH Events CHoCH labels mark breaks against the previous structural side. They are useful as transition warnings, not automatic entries. Step 3: Use the Structure Levels The active high and low lines show where the next confirmed break could occur. These are the levels the script uses for BOS and CHoCH classification. Step 4: Combine with Your Own Trigger This script is designed as a structure and context layer. Use it with your own entry model, risk plan, and market selection process. Indicator Limitations Pivot levels confirm after the right-side pivot window closes, so they are intentionally delayed A fast reversal can occur before a new pivot is confirmed Cloud distance is ATR-based, so very low volatility markets can compress the visual bands The script classifies structure; it does not predict future price movement Originality Statement Shift Structure Cloud combines confirmed BOS/CHoCH logic, an adaptive structure midpoint, ATR cloud geometry, and strength-colored candles in one original Pine v6 implementation. The script is not a pasted source clone. It rebuilds structure analysis from public Pine mechanics and adds a distinct visual model around the current swing range. Disclaimer This script is provided for educational and informational use only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Signals and structure readings are based on historical chart data and can be wrong in live market conditions. Always use independent analysis and proper risk management. -Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Tectonic Regime Protocol [JOAT]Tectonic Regime Protocol Introduction Tectonic Regime Protocol is an open-source Pine Script v6 strategy that combines four analytical modules into a single rule-based trading system: a four-state regime classifier, a three-layer trend filter, a six-pillar confluence entry engine, and an adaptive exit module using ATR-based partial take-profit and a regime-adaptive trailing stop. The strategy is designed for traders who want a fully automated systematic framework to study how regime-gating affects signal quality. Its primary hypothesis is that directional entries made when (1) the market is classified as a trending regime, (2) trend filters across multiple timeframes align, and (3) multiple structural, volume, and momentum inputs agree, produce statistically better outcomes than entries based on any single condition alone. Strategy Default Properties Initial capital: $100,000 Order size: 2% of equity per trade Commission: 0.04% per side Slippage: 2 ticks Maximum open positions: 1 These settings represent realistic conditions for a funded discretionary trader using a liquid futures or equity instrument. The 2% equity sizing limits maximum theoretical drawdown from any single trade while providing meaningful position exposure. Commission and slippage values reflect typical institutional-grade execution costs for electronically traded instruments. Core Concepts 1. Four-State Regime Classifier The regime module classifies each bar into one of four states using ADX relative to a threshold and the ATR-to-SMA(ATR) ratio: Trend Bull, Trend Bear, Range High-Vol, Range Low-Vol. Only Trend states are eligible for entry. Range classifications suppress all entries regardless of how strong the confluence score is. This is the primary market context filter. 2. Three-Layer Trend Filter Three independently computed trend conditions must all agree before a long or short entry is considered: close versus VWMA(200) determines whether price is above or below long-term value; the relationship between fast and slow HMA lines determines medium-term momentum direction; and the close versus a 50-period EMA on a higher timeframe provides multi-timeframe context. 3. Six-Pillar Confluence Score The entry engine scores six market dimensions and requires the composite bull or bear score to exceed 50 of 100 (default, configurable) with a directional lead of at least 8 points above the opposing score. The six pillars are: market structure, OBV slope direction, KAMA position + RSI + WPR composite, swing-low liquidity sweep detection, ATR ratio in productive range, and Fractal Efficiency Ratio above 0.30. bool longSetup = validRegime and regime == 1 and trendBull and bull >= confThreshold and (bull - bear) >= confGap and barstate.isconfirmed 4. Adaptive Exit Module The exit logic uses partial exits at two take-profit levels. TP1 closes 50% of the position at 1.0× risk distance. TP2 closes the remaining position at 2.0× risk distance. After TP1 is reached, the stop is moved to the entry price (breakeven). The stop before TP1 uses a regime-adaptive ATR trail — the stop multiplier is lower in low-volatility regimes (tighter) and higher in high-volatility regimes (looser). A 30-bar time-based exit closes any remaining position if neither TP nor stop is reached. 5. Non-Repainting Architecture All entry conditions are evaluated only when barstate.isconfirmed is true. The HTF EMA is requested with lookahead=barmerge.lookahead_off. Pivot-based conditions use confirmed pivot detection with symmetric lookback. No future bar references are used. Default Settings and Performance Notes The strategy is published with the default Properties values listed above. Results shown on the publication chart are generated using these exact settings. Commission of 0.04% per side is representative of typical electronic execution on liquid instruments. Win rate alone does not characterize strategy performance. The strategy is designed around a two-tier partial exit structure targeting positive expectancy (wins × average win greater than losses × average loss) rather than high win rate. The profit factor and average R-multiple are the more relevant metrics for this type of system. Input Parameters Regime Module: ADX Trend Threshold (default: 20) ATR Ratio High-Vol Threshold (default: 1.2) Trend Filter: VWMA Length (default: 200) Ribbon Fast HMA and Slow HMA lengths HTF Timeframe for EMA(50) filter (default: 240) Enable HTF Filter toggle Confluence Engine: Min Score (default: 50, range 50–95) Min Direction Lead (default: 8) Min FER (default: 0.30) FER Lookback (default: 14) Individual pillar weights (Structure, Volume, Momentum, Liquidity, Volatility, FER) Exit Module: TP1 RR Multiple (default: 1.0) TP2 RR Multiple (default: 2.0) Stop Multiplier for Low / Med / High Volatility Regimes Max Bars Hold (default: 30) How to Evaluate This Strategy Apply it to a liquid instrument with sufficient historical data to generate more than 100 trades. Compare profit factor, Sharpe ratio, average R-multiple, and maximum drawdown — not win rate in isolation. Test it across at least two different instruments or timeframes to assess whether the results reflect genuine structural edge or data-fitting to one specific market. The strategy is not optimized for any single market. Default parameters are deliberately conservative to avoid overfitting. Users who adjust parameters to improve backtested results should recognize that improvement on historical data does not guarantee improvement on future data. Strategy Limitations On lower-timeframe charts with short histories, fewer than 100 trades may result, reducing the statistical reliability of the backtest The HTF filter uses request.security() with a higher timeframe EMA. In live trading, the HTF value updates when the higher timeframe bar closes, which may differ slightly from live server-side execution ATR-based stops and targets mean position sizes and outcomes scale with volatility. In abnormally low-volatility environments, commission costs represent a larger proportion of expected gain The time-based exit at 30 bars may close profitable positions before TP2 is reached in slow-moving markets Backtested performance on any instrument does not predict future performance. Markets change, and parameters that produced edge historically may not do so in future regimes Originality Statement Combining a four-state regime classifier, a three-layer multi-timeframe trend filter, a six-pillar confluence score including Fractal Efficiency Ratio, and a partial-exit adaptive trailing stop system in a single non-repainting open-source strategy is an original integration of methods The Fractal Efficiency Ratio as a pillar in a multi-factor entry score, and as a required gate condition for entry, is not present in existing open-source Pine Script v6 strategy publications as of this writing The regime-adaptive stop multiplier — loosening in high-volatility regimes and tightening in low-volatility regimes — is an original stop calibration approach within this strategic framework The dual entry mode (edge transition OR re-entry when flat with elevated score) increases signal frequency without compromising the fundamental regime and trend filter requirements Disclaimer This strategy is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Backtested results are simulated and do not represent real trading. Simulated results have inherent limitations and may not reflect actual trading outcomes due to market impact, execution differences, and changing market conditions. Past backtested performance does not guarantee future results. Trading involves substantial risk of loss. Always conduct independent due diligence and apply proper risk management before using any strategy with real capital. The author accepts no responsibility for trading losses resulting from use of this strategy. Made with passion by jackofalltrades
Pine Script® strategy
by officialjackofalltrades
Order Flow Asymmetry [JOAT]Order Flow Asymmetry Introduction Order Flow Asymmetry is an open-source synthetic institutional order flow indicator that tracks four independent measures of directional institutional activity — Volume-Weighted Momentum, Liquidity Vacuum detection, Microstructure Imbalance scoring, and a dynamic Information Ratio Band system — and classifies the current market into one of four regime states based on trend direction and volatility level. Smart money signals are generated only when regime, VWM direction, imbalance score, and the absence of a liquidity vacuum all align simultaneously. The core thesis is that institutional participants leave statistical footprints in price and volume data that can be approximated without access to full order book data. When a large participant is absorbing supply, the result is: above-average volume, below-average price movement, high close-to-range ratio biased toward the institutional direction, and a cumulative imbalance in the bid-side proxy. Order Flow Asymmetry tracks these proxies simultaneously rather than relying on any single measure. Core Concepts 1. Volume-Weighted Momentum (VWM) VWM weights each bar's price change by its volume — large-volume bars contribute more to the running total than small-volume bars. The cumulative result is then normalized relative to the 20-bar average volume, producing a -50 to +50 reading: float vwm = ta.cum(ta.change(close) * volume) / ta.ema(volume, 20) float vwmNorm = (vwm - ta.lowest(vwm,100)) / math.max(ta.highest(vwm,100) - ta.lowest(vwm,100), 1e-9) * 100 - 50 A crossover of zero in either direction is the primary momentum signal. 2. Liquidity Vacuum Detection A liquidity vacuum occurs when volume collapses below two standard deviations of its 50-bar mean while price moves more than one ATR in the same bar. This pattern indicates a move through a region with no counterparty liquidity — a potential institutional trap. Vacuum bars are marked with three-layer glow boxes and treated as signal inhibitors. 3. Microstructure Imbalance Score A bar-level bid/ask proxy is computed from close position within the high-low range. Bars closing in the upper half of their range contribute positive imbalance; bars closing in the lower half contribute negative. A 93% decay factor is applied each bar, producing a running imbalance score that emphasizes recent activity while retaining historical context. 4. Four-State Regime Classification The regime is determined by two binary conditions: ADX above threshold (trending vs. ranging) and ATR ratio above threshold (high vs. low volatility). This produces four states: Trend Bull, Trend Bear, Range High-Vol, Range Low-Vol. Each state receives a distinct background tint. Smart money signals require a Trend state — signals in Range states are suppressed. 5. Information Ratio Bands Standard deviation bands are computed from the MIDAS VWAP. The band width multiplier is dynamically set by the rolling Sharpe ratio estimate of recent returns — periods with higher risk-adjusted returns produce narrower bands, while periods with lower Sharpe ratios produce wider bands. float sharpe = ta.ema(ret20, 20) / math.max(ta.stdev(ret20, 20), 1e-8) float kFactor = math.max(0.5, math.min(3.0, math.abs(sharpe) * 2)) Features Volume-Weighted Momentum: Cumulative volume-weighted price change normalized to -50/+50 range Institutional VWAP center line: Thick reference line showing the cumulative volume-weighted average price anchor — the central institutional value reference VWM gradient fill zones: Bull zone fills between VWAP and upper VWM level in bull theme color; bear zone fills between VWAP and lower VWM level in bear theme color — intensity reflects VWM magnitude IR Band gradient fill: Subtle gradient fill between upper and lower Information Ratio bands shows the full Sharpe-adjusted deviation range Regime transition markers: Every regime change draws a vertical dotted line plus a direction label (▲ TrendBull / ▼ TrendBear / ◆ RngHVol / ◇ RngLVol) — institutional regime context at a glance Absorption / Distribution labels: "Absorption" label when cumulative microstructure imbalance score exceeds extreme threshold; "Distribution" label when it falls below. Identifies potential institutional accumulation/distribution zones Smart money signal markers: "▲ SMART LONG" / "▼ SMART SHORT" labels with embedded VWM and Imbalance values, plus a vertical dotted line through each signal bar for visual alignment Liquidity vacuum detection: Volume collapse + ATR-relative move identifies institutional trap zones with 3-layer glow visualization and "Vacuum" text label Microstructure imbalance score: Decaying cumulative bid/ask proxy normalized by ATR, displayed in dashboard Four-state regime classification: Trend Bull / Trend Bear / Range High-Vol / Range Low-Vol from ADX and ATR ratio — distinct background tints for each state Information Ratio Bands: VWAP deviation bands with width dynamically set by rolling Sharpe estimate Gradient candle coloring by VWM: Bar colors reflect normalized VWM intensity using color.from_gradient() when VWM exceeds threshold in trend direction Three-layer glow candles (optional): Institutional-style neon glow candle effect 12-row institutional dashboard: Regime, VWM, vacuum state, imbalance score, Sharpe k-factor, IR band levels, signal, win rate, and performance stats Four color themes: Phantom, Neon, Classic, Solar Non-repainting: All signals gated by barstate.isconfirmed; all inputs are historical only Input Parameters Volume-Weighted Momentum: Volume Average Length (default: 20) VWM Cross Threshold (default: 5.0) Liquidity Vacuum: Volume Mean Length, Sigma Below Mean, Vacuum Zone Width, Glow Strength Microstructure Imbalance: Imbalance Decay Factor (default: 0.93) Imbalance Signal Gate (default: 15.0) Regime Classification: ADX Trend Threshold (default: 25) ATR Ratio High-Vol Threshold (default: 1.2) Information Ratio Bands: Show IR Bands toggle Sharpe Window (default: 20) Signal: Cooldown Bars, TP ATR Multiple, SL ATR Multiple, Show Trade Block, Block Width How to Use This Indicator Step 1: Identify the Regime Check the dashboard Regime row. Smart money signals only fire in Trend Bull or Trend Bear states. During Range states, no signals are generated regardless of VWM direction. Step 2: Watch for VWM Zero Cross The VWM crossing zero in the direction of the trend regime is the primary trigger. Ensure no vacuum is active on the signal bar — vacuum bars inhibit signals because they represent suspect moves without genuine counterparty support. Step 3: Check Imbalance Score The imbalance score reflects cumulative directional bias in bid/ask proxy. A score above the gate threshold in the trend direction adds confidence. A score contradicting the trend direction is a warning. Step 4: Use IR Bands as Dynamic Reference The Information Ratio bands widen in low-Sharpe environments (price distributing far from VWAP) and narrow in high-Sharpe environments (price efficiently priced near VWAP). These bands serve as dynamic reference levels rather than fixed targets. Indicator Limitations VWM uses tick volume as a proxy for institutional participation. On forex spot and some crypto venues, tick volume may not accurately represent actual participation The microstructure imbalance score uses bar close position as a bid/ask proxy. This is an approximation — actual bid-ask data is not available in standard TradingView data Regime classification uses ADX and ATR ratio, both of which lag price. A trend beginning explosively will be classified as ranging for several bars until indicators respond The Information Ratio Band width is driven by a 20-bar Sharpe estimate, which is an extremely short window for a reliable Sharpe computation. It should be interpreted as a dynamic band-width scaler rather than a statistically significant Sharpe ratio Smart money signals are rare by design — the four-condition gate produces low-frequency output Originality Statement The combination of Volume-Weighted Momentum, Liquidity Vacuum detection as a signal inhibitor, a decaying Microstructure Imbalance score, and Information Ratio Bands with Sharpe-driven width — all gated by a four-state regime classification — is an original analytical architecture not replicated in existing open-source Pine Script v6 publications Treating liquidity vacuums as signal inhibitors rather than signals themselves — suppressing momentum signals that occur immediately after a volume-collapse move — is a novel application of vacuum detection logic Dynamic VWAP deviation band width driven by a rolling Sharpe ratio estimate rather than a fixed multiplier provides adaptive band boundaries that reflect the current efficiency of price relative to VWAP Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Synthetic order flow measures are approximations that use publicly available price and volume data as proxies for actual institutional activity. Past signal performance does not predict future results. The author accepts no responsibility for trading losses resulting from use of this indicator. Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Entropic Regime Field [JOAT]Entropic Regime Field is an open-source market state classifier that uses three quantitative measures — Fractal Efficiency Ratio, a synthetic Hurst Exponent approximation, and a Garman-Klass volatility estimator — to classify each bar into one of three entropy states: LOW (predictable, directional structure present), TRANSITION (regime shift underway), and HIGH (chaotic, low-predictability environment). Directional signals from an Adaptive Momentum Oscillator are filtered to fire only during LOW entropy states, where momentum signals have historically more reliable edge than during random or chaotic market behavior. The foundational premise is that markets alternate between periods of organized directional behavior and periods of disorganized random movement. Trading momentum signals indiscriminately across both environments degrades overall performance because the same signal that has edge in a trending market produces random outcomes in a chaotic one. By measuring the structural organization of price movement directly — rather than relying on ADX alone, which is a lagging momentum derivative — Entropic Regime Field attempts to identify when the market's behavior is organized enough for directional signals to have context. Core Concepts 1. Fractal Efficiency Ratio (FER) The FER measures how efficiently price has moved over a lookback period — the ratio of the net directional distance to the total path length of individual bar-to-bar changes. A value near 1.0 indicates straight-line directional movement; a value near 0.0 indicates constant reversals: float ferNet = math.abs(close - close ) float ferPath = math.sum(math.abs(ta.change(close)), ferLen) float ferVal = ferPath > 0.0 ? ferNet / ferPath : 0.0 2. Synthetic Hurst Exponent The Hurst Exponent characterizes the memory of a time series. Values above 0.5 indicate persistence (trending), values near 0.5 indicate randomness, and values below 0.5 indicate anti-persistence (mean-reversion). A simplified Hurst estimate is computed using the variance ratio method: float var1 = ta.variance(ta.change(close, 1), hurstWindow) float var5 = ta.variance(ta.change(close, 5) / 5, hurstWindow) float hurstEst= 0.5 * math.log(var1 / var5) / math.log(5) + 0.5 3. Garman-Klass Volatility Estimator Standard ATR uses only the prior close and current high/low. The Garman-Klass estimator uses all four OHLC prices, producing a more statistically efficient estimate of true volatility: gkBar = 0.5 * math.pow(math.log(high / math.max(low, syminfo.mintick)), 2.0) - (2.0 * math.log(2.0) - 1.0) * math.pow(math.log(close / math.max(open, syminfo.mintick)), 2.0) The GK estimate is averaged over a configurable period and normalized to a 0-100 percentile rank over the trailing 100 bars. 4. Three-Factor Entropy Classification LOW entropy requires FER above a threshold AND ADX above a minimum AND Hurst estimate above 0.52. HIGH entropy is triggered when FER falls below a lower threshold OR ADX falls below a minimum. TRANSITION is the state between the two. 5. Adaptive Momentum Oscillator (AMO) The AMO blends three momentum inputs with fixed weights: RSI(14) centered at 50 (40%), Stochastic(14) centered at 50 (35%), and Williams Percent Range(14) centered at -50 (25%). Directional signals fire only in LOW entropy when AMO crosses zero and KAMA confirms via crossover/under. Features Fractal Efficiency Ratio: Net directional move divided by total path length, configurable lookback Synthetic Hurst Exponent: Variance ratio approximation identifying persistent vs. anti-persistent price behavior Garman-Klass volatility: OHLC-based volatility estimator normalized to percentile rank over 100 bars Three entropy states: LOW, TRANSITION, HIGH — each with distinct visual treatment 10-line entropy ribbon: EMA lines colored by entropy state for visual history of regime transitions Adaptive Momentum Oscillator: RSI + Stochastic + WPR composite with fixed optimal weights Entropy-gated signals: AMO + KAMA confirmation signals fire only in LOW entropy state Regime background tint: Background tinted by entropy state, cleared after 10 bars Trade block on signal: ATR-based TP and stop rendered as boxes on signal bars 12-row institutional dashboard: FER, Hurst estimate, GK volatility percentile, ADX, AMO, entropy state, signal, win rate, bars in current state Non-repainting: All signals gated by barstate.isconfirmed; no future data referenced Four color themes: Phantom, Neon, Classic, Solar Input Parameters Fractal Efficiency: FER Lookback (default: 14) LOW Entropy FER Minimum (default: 0.60) HIGH Entropy FER Maximum (default: 0.35) Hurst Exponent: Hurst Window (default: 20) LOW Entropy Hurst Minimum (default: 0.52) Garman-Klass Volatility: GK Averaging Length (default: 14) ADX Gate: Min ADX for LOW Entropy (default: 22) Signal: AMO Cross Threshold, KAMA Period, Cooldown Bars TP ATR Multiple, SL ATR Multiple How to Use This Indicator Step 1: Read the Entropy State Check the dashboard. LOW entropy means the market is behaving in an organized, directional way — this is when momentum signals carry more weight. HIGH entropy means the market is chaotic — avoid directional signals. Step 2: Watch FER and Hurst Together FER and Hurst are independent measures of market organization. When both agree (high FER AND Hurst > 0.52 simultaneously), the LOW entropy classification is more reliable. Step 3: Enter on AMO + KAMA Confirmation Signals fire only when the AMO crosses zero in the signal direction AND price crosses the KAMA level simultaneously. Both conditions must occur on the same confirmed bar in a LOW entropy environment. Indicator Limitations The Hurst approximation via variance ratio is a simplified estimate. It should be treated as a directional indicator of persistence, not a precise statistical measure The FER computation on every bar may affect chart loading performance for very long lookback periods on large datasets LOW entropy classifications can persist during slow grinding trends that produce high FER but low volatility. These environments may produce signals with narrower ATR-based targets The GK estimator can return unreliable values when open equals close (as occurs on some synthetic instruments or during gaps) This indicator classifies entropy state. It does not predict how long the state will persist or when it will change Originality Statement The combination of Fractal Efficiency Ratio, synthetic Hurst Exponent via variance ratio, and Garman-Klass volatility estimator as a three-factor entropy classification system gating AMO momentum signals is not replicated in any existing open-source Pine Script v6 publication as of this writing The Garman-Klass estimator as a volatility input provides a more statistically efficient OHLC-based volatility measure that captures intraday range information not available in ATR Gating a composite three-input momentum oscillator by an entropy state derived from completely different mathematical principles (efficiency, persistence, and OHLC volatility) rather than using a single lagging derivative like ADX as the sole filter is an original analytical architecture Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Entropy classifications are approximations based on historical price data and do not guarantee future market behavior will repeat. The Hurst approximation used is a simplified estimate, not a statistically rigorous computation. Past win rates do not predict future performance. The author accepts no responsibility for trading losses resulting from use of this indicator. Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Trade Execution Desk [JOAT]Trade Execution Desk is an open-source trade planning and session management tool designed for futures and structured discretionary traders who operate under daily loss limits, risk tier constraints, and session performance targets. It combines position sizing from account parameters, automatic pivot-based stop detection, three take-profit levels with risk-reward boxes, a 10-trade manual session log, and session status tracking into a single indicator. The problem this addresses is the gap between an indicator that shows signals and a tool that translates those signals into an actual trade plan. Trade Execution Desk does not generate signals — it helps the trader structure the trade after a signal has been identified, ensuring that position size, stop placement, and profit targets are consistent with the account's defined risk parameters before the order is placed. Core Concepts 1. Risk-Based Position Sizing Position size is computed from the daily loss limit, maximum risk percentage, risk tier multiplier, and the calculated stop distance in ticks: tierMult = tier == "FULL" ? 1.0 : tier == "HALF" ? 0.5 : 0.25 riskAmount = (dailyLossLimit * maxRiskPct / 100.0) * tierMult contractsAllowed = math.floor(riskAmount / (stopDistTicks * tickValue)) This produces a contracts-allowed figure that respects the current risk tier and the actual stop distance on the current setup. 2. Three Risk Tiers The FULL tier allows the full calculated position size. The HALF tier reduces it by 50%. The QUARTER tier reduces by 75%. Tier selection reflects the trader's confidence level or account drawdown state. 3. Auto Pivot Stop Detection When auto stop is enabled, the indicator detects the most recent confirmed pivot high (for short trades) or pivot low (for long trades) and places the stop price at that level plus a configurable tick buffer. This anchors the stop to the nearest structural level automatically. 4. Trade Block Visualization Entry, stop, and three TP levels are plotted as horizontal lines with right-edge labels. The risk zone (entry to stop) is shown as a translucent red box; the reward zone (entry to TP1) as translucent green. All objects extend rightward in real time. 5. Session Management Four session-end conditions are tracked: daily target reached, maximum trade count reached, maximum loss count reached, and account rule violation. When any condition triggers, a session lockout overlay is displayed on the chart as a visual reminder that session trading is complete. 6. Manual Trade Log Ten trade entries can be logged manually with tier type and result. Results are converted to the selected unit (points, ticks, dollars, or percent of account). Sequential processing chains each entry's outcome into running totals for session P&L, trade count, loss count, and violation flag. A promotion threshold tracks whether the session meets the criteria to advance to the next risk tier. Features Risk-based position sizing: Contracts calculated from loss limit, risk percent, tier multiplier, and actual stop distance Three risk tiers: FULL / HALF / QUARTER with independent position size scaling Auto pivot stop detection: Nearest confirmed pivot placed as stop with configurable tick buffer Three TP levels with gradient boxes: TP1, TP2, TP3 as horizontal lines with translucent colored boxes Session status tracking: Target, max trades, max losses, and violation triggers with visual lockout overlay Ten-entry manual trade log: Each entry processed with tier, result, and unit conversion Promotion threshold: Tracks whether session performance meets the criteria to advance risk tier Unit conversion: All results displayable in Points, Ticks, Dollar, or Percent Session lockout overlay: Full-chart colored overlay when session ends, with reason displayed 17-row institutional dashboard: Account params, tier state, stop/entry/TP levels, session status, trade log summary, promotion progress Non-repainting: All pivot detections use confirmed pivot functions with symmetric lookback Input Parameters Risk Parameters: Account Size ($), Daily Loss Limit ($), Max Risk % Per Trade Tick Value ($), Ticks Per Point Daily Target ($), Max Trades Per Session, Max Losses Per Session Risk Tier and Carryover: Current Risk Tier: FULL / HALF / QUARTER Carryover Deficit ($), Quarter Violation Active toggle, Quarter Extra Deficit ($) Trade Planning: Trade Direction: Long / Short Enable Auto-Pivot Stop toggle, Pivot Left/Right Bars, Stop Buffer (Ticks) Manual Stop Price (0 = use auto) RR Levels: Show TP1, TP2, TP3 toggles with RR multiples and colors Risk Zone and Reward Zone toggles Result Unit: Points / Ticks / Dollar / Percent Trade Log: 10 trade entries: Tier selector + Result value per entry How to Use This Indicator Step 1: Configure Account Parameters Set your account size, daily loss limit, tick value, and ticks per point to match your trading instrument. Set the daily target and maximum trades/losses for your session rules. Step 2: Select Risk Tier Choose FULL, HALF, or QUARTER based on your current account standing or confidence level. The contracts-allowed figure in the dashboard updates automatically. Step 3: Read the Entry/Stop/TP Levels After identifying a trade direction, the auto-pivot stop places your stop at the nearest confirmed structural level. TP1, TP2, and TP3 are calculated automatically based on the stop distance and your configured RR multiples. Step 4: Log Trades Manually After each trade, enter the tier and result in the trade log section. The dashboard updates session P&L, win rate, and promotion progress in real time. Step 5: Respect the Session Lockout When the session lockout overlay appears, the reason is displayed prominently on the chart. The lockout is a visual reminder only — it does not interact with your broker. Indicator Limitations Position sizing uses tick value and ticks-per-point inputs specific to the traded instrument. These must be configured correctly for the output to be meaningful The session lockout overlay is a visual reminder only. It does not block order placement The manual trade log requires manual input after each trade. It does not auto-detect executions Promotion threshold calculation uses simple arithmetic from input values and may not account for all possible rule variations across different prop firm structures This indicator is a planning and logging tool. It does not generate entry or exit signals Originality Statement The combination of risk-tier-aware position sizing, session-end condition tracking with visual chart lockout, a 10-entry chained trade log with unit conversion, and a promotion threshold tracker in a single open-source overlay indicator is not replicated in existing Pine Script v6 publications The sequential chaining of manual trade log entries through a processing function that propagates trade count, loss count, running P&L, and violation flag forward through ten entries provides structured session accounting within a chart indicator Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Position sizing outputs are mathematical calculations based on user-provided inputs and do not account for all real-world trade execution factors. Always verify position sizes and risk parameters independently before placing orders. The author accepts no responsibility for trading losses resulting from use of this indicator. Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Volume Drift Profile [JOAT]Volume Drift Profile Introduction Volume Drift Profile is an open-source trend detection indicator that derives directional bias from rolling pivot averages rather than fixed moving averages, and visualizes volume directly on the drift lines themselves as a histogram. The volume histogram coloring adapts to three modes — delta (buy-sell pressure gradient), trend (directional mono-color), and spike-highlighted — making the volume context immediately readable without a separate volume panel. Most trend indicators separate the price trend line from the volume analysis. The trend line tells you the direction; you look at a separate volume bar panel to interpret whether that direction is supported. Volume Drift Profile overlaps both by rendering volume bars along the drift lines themselves, so the relationship between trend level and volume support is visually immediate. Core Concepts 1. Pivot Drift Line Calculation The upper drift line is the rolling average of the most recent N confirmed pivot highs. The lower drift line is the rolling average of the most recent N confirmed pivot lows. This produces smoothed, structurally-anchored reference levels that adapt as new pivots confirm, rather than a fixed-period moving average that treats all bars equally. if not na(ph) phArr.push(ph) if phArr.size() > avgCount : phArr.shift() upperDrift := phArr.avg() Trend flips when price crosses above the upper drift (bull) or below the lower drift (bear). 2. Volume Normalization Volume is normalized by its 200-bar standard deviation, capped at 4. This z-score-like measure produces a 0-4 scale where 4 represents an extreme volume spike. The step height of each volume bar on the drift line is proportional to this normalized value, so spike bars visually dominate the histogram. 3. Three Volume Coloring Modes Delta mode computes a buy ratio from (close - low) / (high - low) and maps it through color.from_gradient() between the bear and bull theme colors. Bars with higher closes relative to their range appear in bull color; lower closes in bear color. Volume intensity is further modulated by the normalized volume level. Trend mode uses a single directional color with intensity modulated by normalized volume. Spike mode uses trend color normally but switches to a dedicated spike color for bars where normalized volume reaches the extreme level. 4. Absorption Detection An absorption bar is identified when volume exceeds twice the 20-bar average (high institutional participation) while the body-to-range ratio is below 30% (price closes near where it opened). This pattern suggests large volume without directional price movement — potential institutional accumulation or distribution. 5. Volume-Weighted Momentum A running Volume-Weighted Momentum reading tracks cumulative signed volume weighted by price change, normalized to a readable scale. This reading reflects directional institutional bias — rising VWM during an uptrend suggests genuine buying pressure supports the move. Features Pivot drift lines: Upper and lower drift from rolling average of last N confirmed pivot highs and lows Volume histogram on drift lines: Volume bars rendered along the active drift line, sized by normalized volume Three volume coloring modes: Delta (buy-sell gradient), Trend (directional mono), Spikes (trend + spike highlights) Gradient fill between drift and price: Translucent fill between the active drift line and current price Candle volume coloring: Optional bar coloring by volume intensity and trend direction simultaneously Spike detection and highlighting: Bars with extreme normalized volume shown in dedicated spike color Absorption detection: High-volume, small-body bars marked as potential institutional absorption events Volume-Weighted Momentum display: VWM reading normalized and displayed in dashboard Trend flip labels: Clean text labels at trend reversal points with direction indicator Non-repainting: Pivot detection uses standard confirmed pivot functions with symmetric lookback Dashboard: 8-row table with trend direction, volume mode, volume intensity, absorption state, spike state, bars in trend, and VWM Input Parameters Drift Structure: Pivot Lookback: Bars required on each side for pivot confirmation (default: 8) Pivot Avg Count: Number of pivots to average for drift line (default: 3) Volume: Volume Color Mode: Delta / Trend / Spikes Histogram Height: Scale of volume bars on drift line (default: 0.3) Show Volume Histogram toggle Color Price Bars toggle Show Drift Fill toggle Spike Color Absorption: Show Absorption Dots toggle Absorption Volume Multiple (default: 2.0) Max Body Ratio for absorption detection (default: 0.3) How to Use This Indicator Step 1: Read the Drift Line Direction The active drift line (lower drift in uptrend, upper drift in downtrend) is the primary trend reference. When price is above the lower drift, the trend is bullish. When price crosses the upper drift downward, the trend flips bearish. Step 2: Interpret Volume Histogram Color In Delta mode, teal/bull-colored bars represent buying pressure dominating that bar; bear-colored bars represent selling pressure. When large volume bars appear in the trend direction, it confirms the drift. Step 3: Monitor Absorption Events Absorption dots mark bars where institutional participants may be accumulating. Large absorption bars at drift line levels are particularly significant — they suggest the drift level is actively defended. Step 4: Use VWM as Direction Confirmer Rising VWM during an uptrend means volume-weighted momentum supports price movement. Flat or declining VWM during an uptrend flags weak participation — a potential warning of trend exhaustion. Indicator Limitations Drift lines require at least N confirmed pivots to begin rendering. In early bars of a new chart, the lines will be absent The volume histogram renders along the drift line. In periods of very high drift line slope, the histogram may visually overlap the price range Absorption detection uses volume relative to a 20-bar average. In low-liquidity environments, the threshold may trigger on routine trading activity The pivot lookback introduces a lag between when a pivot forms and when the drift line updates Originality Statement Rendering a volume histogram directly along pivot drift lines — rather than in a separate panel — as a real-time visualization that integrates trend level and volume support in a single overlay is an original approach Three independently selectable volume coloring modes driven by a normalized volume z-score, combined with buy-ratio gradient coloring in delta mode, is not replicated in existing open-source pivot drift indicator publications Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. The author accepts no responsibility for trading losses resulting from use of this indicator. Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Delta Barometer [JOAT]Delta Barometer Introduction Delta Barometer is an open-source dual-engine institutional pressure indicator that generates directional signals from two independent momentum measurement systems — an ATR trailing stop with Trend Strength Score, and a cumulative delta volume crossover with Pressure Score — and allows the user to configure how the two engines interact via four hybrid modes. The core insight is that trend-following signals and momentum signals often disagree during transition periods and agree during high-probability setups. By building both engines independently, assigning each a score that reflects the quality of its reading, and providing modes that require either one engine, either engine, or both engines simultaneously, the indicator lets traders choose the selectivity level appropriate to their strategy. Requiring confluence produces fewer but higher-quality signals; allowing either engine to fire produces more signals with less selectivity. Core Concepts 1. Engine A: ATR Trailing Stop with Trend Strength Score A regime-adaptive ATR trailing stop is computed with different multipliers for low, medium, and high volatility environments. The ATR ratio determines the regime. The trail ratchets in one direction only and produces a signal on flip. A Trend Strength Score (TSS) between 0 and 100 qualifies each trail flip: RSI slope magnitude contributes 40%, volume rate relative to its average contributes 35%, and ATR expansion relative to a shorter ATR period contributes 25%. float tssScore = (rsiSlopeComp * 0.40 + volRatioComp * 0.35 + atrExpandComp * 0.25) * 100 2. Engine B: Cumulative Delta Volume with Pressure Score Signed volume (positive when close is above open, negative otherwise) is accumulated into a running cumulative delta. A moving average of the cumulative delta is computed. A crossover of delta above its moving average is a potential bullish signal; a crossunder is bearish. A Pressure Score between 0 and 100 qualifies each delta crossover: the magnitude of the delta ratio contributes 40%, volume rate relative to average contributes 35%, and candle body size relative to candle range contributes 25%. 3. Four Hybrid Modes Both Engines: A signal requires both Engine A and Engine B to produce a raw signal simultaneously. Highest selectivity. Priority A: Engine A signals take precedence; Engine B fills gaps where A is not firing. Priority B: Engine B signals take precedence; Engine A fills gaps where B is not firing. Either Engine: A signal fires when either engine produces a raw signal. Highest frequency. 4. Regime Arming Each engine can be restricted to fire only in compatible volatility regimes — preventing the trailing engine from generating whipsaw signals during volatility compression. 5. Five-State Pressure Candle Coloring Bar colors reflect the combined pressure state across both engines on a five-level scale: strong bull, moderate bull, neutral, moderate bear, strong bear. Features Engine A — ATR trail with TSS: Regime-adaptive trailing stop with Trend Strength Score qualifying each flip signal Engine B — Delta volume with Pressure Score: Cumulative signed volume crossover with composite Pressure Score qualification Four hybrid modes: Both Engines, Priority A, Priority B, Either Engine — configurable selectivity Regime arming: Each engine independently armed for specific volatility regimes Five-state pressure candle coloring: Strong bull / moderate bull / neutral / moderate bear / strong bear reflected in bar colors Gradient trail fill: Gradient between trailing stop and close; color inverts with trail direction Trade block on signal: Entry, stop (correctly positioned above entry for shorts, below for longs), and TP level rendered as colored boxes on confirmed signals. Stop line is bold dashed red with high-contrast label background. Entry always sits visually between the stop and take-profit zones 9-column horizontal dashboard: Mode, regime, TSS, pressure score, trail direction, delta, engine ID, signal state, status — shown in a horizontal table layout at chart bottom Non-repainting: All signals confirmed on barstate.isconfirmed Four color themes: Phantom, Neon, Classic, Solar Backtest tracker: Win rate and expected value tracked per engine type Input Parameters Engine A — ATR Trail: ATR Length, Low/Med/High Regime Multipliers Regime ATR Lookback, Low/High Vol Thresholds TSS Lookback and Min TSS Score to fire Engine B — Delta Volume: Delta MA Length, Min Pressure Score RSI Overbought/Oversold gates Hybrid Mode: Hybrid Mode: Both Engines / Priority A / Priority B / Either Engine Engine A and B arming: All / Low Only / Med + High / High Only Signal: Cooldown Bars, TP ATR Multiple, SL % from Entry How to Use This Indicator Step 1: Select the Hybrid Mode Start with Either Engine for maximum signal frequency. Switch to Both Engines when you want only the highest-conviction setups. Priority modes are useful when you trust one engine more than the other for a particular asset. Step 2: Read the 9-Column Dashboard The horizontal dashboard shows the current state of both engines simultaneously. The ENGINE column shows which engine fired (A, B, or A+B for confluence). The TSS and PRESSURE columns show the raw quality scores of each engine. Step 3: Verify Trade Block Direction For LONG signals: the red risk box appears below entry (stop is below) and the green reward box appears above entry (TP is above). For SHORT signals: the red risk box appears above entry (stop is above) and the green reward box appears below entry (TP is below). Entry is always the dividing line between the two zones. Step 4: Use Regime Arming for Market Fit If the asset tends to trend strongly, arm Engine A for all regimes. If it is more volatile-momentum driven, arm Engine B for all regimes. Use Med + High arming for Engine A to avoid choppy low-volatility whipsaws. Indicator Limitations The TSS score components all lag price by varying amounts. Signals in fast-moving markets may arrive after the optimal entry point Cumulative delta volume as used here is a proxy. It approximates institutional bias without access to true bid-ask tick data Both Engines mode will produce very few signals on most assets. Adjust to Priority or Either modes if signal frequency is too low Regime classification uses ATR ratio, which is a lagging measure. A volatility spike that changes the regime will affect engine arming only after ATR responds Originality Statement The dual-engine architecture with four configurable interaction modes — each engine carrying its own qualification score — and per-engine regime arming is an original design not replicated in existing open-source Pine Script v6 publications The Trend Strength Score weighting RSI slope, volume rate, and ATR expansion as qualification for ATR trail flip signals, combined with a separate Pressure Score for delta crossovers, provides independent signal quality assessment that single-engine indicators do not offer Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Past signal statistics do not predict future performance. The author accepts no responsibility for trading losses resulting from use of this indicator. Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
2
Structure Fracture Map [JOAT]Structure Fracture Map is an open-source market structure and imbalance zone indicator that combines Fair Value Gap detection with a dynamic quality scoring system, a dual strength bar visualization inside each zone, and a real-time Break of Structure and Change of Character engine. It provides a single-indicator view of where price has left imbalances, how significant those imbalances are, and where structural shifts have occurred. The problem with most FVG indicators is static treatment — a gap is detected and displayed with no differentiation between a high-quality gap formed on a strong impulse with above-average volume and a weak gap formed on a low-volume, narrow-range bar. Structure Fracture Map scores every FVG at formation and continuously updates that score based on mitigation progress, age, and trend alignment, ranking all active zones so that only the most institutionally relevant ones remain visible. Core Concepts 1. Fair Value Gap Detection A bullish FVG exists when the current bar's low is above the high of the bar two positions prior — a three-bar pattern where the middle bar's range creates a gap that price has not filled. A bearish FVG is the inverse. Detection is confirmed only on completed bars to prevent repainting. 2. Four-Component Strength Score Each FVG receives an initial strength score from four components: gap size relative to ATR(14) scaled to 40 points, volume relative to 20-bar average scaled to 30 points, trend EMA alignment scaled to 20 points, and candle body-to-range ratio scaled to 10 points. The score is recalculated every bar, with a small age penalty and a mitigation penalty applied as price partially fills the gap: float totalStrength = (gapScore * 40) + (volScore * 30) + (trendScore * 20) + (candleScore * 10) fvg.qualityScore := totalStrength - fvg.mitigation * 50 - fvg.age * 0.1 3. Dual Strength Bars Inside each FVG box, two small bars are rendered — one showing bearish pressure score and one showing bullish pressure score as a proportion of the box width. The relative lengths reflect which directional force is currently dominating at that imbalance zone. 4. Mitigation Tracking Mitigation is computed as the ratio of how far price has penetrated into the zone to the total zone height. A fully mitigated FVG is removed from the display. Partially mitigated FVGs remain visible with their score updated downward, reflecting reduced structural significance. 5. Break of Structure and Change of Character Pivot highs and lows track the most recent confirmed structural levels. A Break of Structure (BOS) occurs when price closes through the last confirmed pivot in the current structural direction — confirming continuation. A Change of Character (CHoCH) occurs when price closes through the last confirmed pivot against the current direction — signaling a potential structural shift. Both events are labeled with a horizontal line at the break level. Features FVG detection with quality scoring: Bullish and bearish fair value gaps detected and scored by gap size, volume, trend alignment, and candle quality Dynamic score updates: Quality scores recalculated each bar with age decay and mitigation penalty Top-N zone ranking: Only the highest-scoring active zones displayed; lower-quality zones removed as better ones form Dual strength bars: Bearish and bullish strength bars inside each zone show directional pressure balance Mitigation tracking: Zones removed automatically when fully mitigated; partial mitigation reflected in updated score BOS and CHoCH detection: Structural break events labeled with horizontal level lines and text identifiers HH / HL / LH / LL pivot labels: Confirmed swing pivot types labeled on chart for structural context Swing level extension lines: Dotted lines at current unbroken swing levels extending to right edge of chart Four color themes: Phantom, Neon, Classic, Solar Non-repainting: All detection gated by barstate.isconfirmed Alert conditions: New top-ranked FVG, BOS bull, BOS bear, CHoCH bull, CHoCH bear, FVG touched Dashed FVG borders: Each Fair Value Gap box has a dashed colored border matching its directional bias — teal for bullish, pink for bearish Clean pivot arrow labels: HH, HL, LH, LL events rendered as minimal text arrows (▲ HH etc.) with no background box, positioned above/below bars without obstructing price action Short BOS/CHoCH event lines: Break of Structure and Change of Character events marked with compact 6-bar horizontal lines and right-anchored labels — no full-width horizontal clutter Resistance/Support swing extensions: Nearest unbroken swing high labeled "Res" and swing low labeled "Sup" at right edge, updated each bar Structural bias background: Subtle bull/bear background tint driven by current HH/HL or LH/LL structural sequence Trend EMA reference line: 50-period EMA plotted in elite theme color as a trend context reference Input Parameters FVG Zones: Show Top Zones: Maximum number of ranked zones displayed (default: 10) Max Stored FVGs: Maximum FVGs tracked in memory (default: 50) Volume MA Length: Volume average for scoring (default: 20) Trend EMA Length: Trend alignment reference (default: 50) Show Strength Bars toggle Bull/Bear FVG colors Market Structure: Swing Lookback: Bars required on each side for pivot confirmation (default: 10) Show Structure Labels toggle Show BOS Events toggle Show CHoCH Events toggle Show Swing Level Lines toggle How to Use This Indicator Step 1: Read Zone Rankings Zones with higher quality scores represent structurally more significant imbalances. Focus on fresh (un-mitigated) zones with strong scores for potential reaction areas. Step 2: Monitor Dual Strength Bars A bullish FVG whose bearish strength bar is growing indicates that selling pressure is building within the zone. When the bearish bar exceeds the bullish bar, the zone may be losing its bullish character. Step 3: Use BOS and CHoCH for Context A BOS confirms continuation. A CHoCH is a warning that the current structural bias may be reversing. CHoCH events near high-quality FVG zones are particularly significant structural signals. Step 4: Watch Swing Level Extensions The dotted right-edge lines show the nearest unbroken swing high and low — the next levels where a BOS or CHoCH could occur. These levels frame the most immediate structural breakpoints. Indicator Limitations Pivot confirmation requires a lookback offset. BOS and CHoCH events are labeled after confirmation, not on the bar that caused them FVG quality scores include volume as a factor. On instruments where volume is less meaningful, the score may rank gaps differently than expected Age penalty causes long-standing FVGs to lose score over time even if they remain structurally valid This indicator identifies existing imbalances and structural events. It does not predict where price will go next Originality Statement A dynamic per-bar quality score for FVGs that decays with age and mitigation, combined with a top-N ranking system that actively removes lower-quality zones when better ones form, is not replicated in existing open-source Pine Script v6 FVG publications Dual strength bars rendered inside each FVG box — showing the current bull-versus-bear directional pressure balance within that specific imbalance zone — is an original visualization concept Combining FVG quality ranking, mitigation tracking, BOS/CHoCH structural event detection, and pivot type labeling in a unified indicator with a single clean overlay is an original integration Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Fair Value Gaps and structural events are based on historical price data and do not predict future price direction. The author accepts no responsibility for trading losses resulting from use of this indicator. Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
1
Kinetic Ribbon Trail [JOAT]Kinetic Ribbon Trail Introduction Kinetic Ribbon Trail is an open-source trend-following indicator built on two structural layers: a 20-line Hull Moving Average gradient ribbon that quantifies the spread and conviction of near-term versus long-term momentum, and a Fibonacci-anchored adaptive trailing stop that adjusts its sensitivity based on the current swing structure and volatility ratio. The two layers interact — the ribbon provides visual context for momentum strength while the trail provides the dynamic level that determines directional bias. The unique analytical contribution is the ribbon normalization. Most HMA ribbon indicators simply plot multiple lines and fill between them. Kinetic Ribbon Trail computes the signed spread between the fastest and slowest ribbon line, normalizes it by the 200-bar exponential average of that spread, clamps it to a -1 to +1 range, and uses the result to drive a continuous color gradient between the bear and bull theme colors. This means the ribbon's color intensity directly reflects how unusual the current momentum spread is relative to its historical average — not just whether the ribbon is bullish or bearish. Core Concepts 1. 20-Line HMA Ribbon with rFactor Normalization Twenty Hull Moving Average lines are computed from a base period, incrementing by a configurable step. The spread between the fastest and slowest line is the primary signal variable: rSpread = rh01 - rh20 rAvgSpread = ta.ema(math.abs(rSpread), 200) rFactor = math.max(-1, math.min(1, rSpread / (rAvgSpread * 1.5 + 1e-9))) rCol = color.from_gradient(rFactor, -1, 1, colorBEAR, colorBULL) When the fastest line is far above the slowest relative to its recent average, rFactor approaches +1 and the ribbon glows in full bull theme color. The gradient reflects spread magnitude — a bullish spread twice as wide as normal appears more saturated than one just barely positive. 2. Fibonacci Adaptive Trailing Stop The trailing stop anchors to swing structure rather than to fixed ATR multiples. Confirmed swing highs and lows define a Fibonacci range. Three trail levels are computed from this range at the 0.382, 0.5, and 0.618 Fibonacci retracement. One is selected based on the trail mode: Aggressive, Balanced, or Conservative. A volatility adjustment scales the selected level by the inverse of the current volatility ratio. The trail ratchets: for longs, it can only move up. For shorts, it can only move down. A flip occurs when price closes through the trail level with body ratio and penetration confirmation. 3. Four-State Regime Detection A four-state regime classification determines which visual treatments are active: Trend Bull, Trend Bear, Range High-Vol, Range Low-Vol. The classification uses ADX relative to a threshold and the ATR-to-SMA(ATR) ratio. When a regime transition occurs, the chart background is tinted for 10 bars in the corresponding theme color before clearing. 4. Six-Factor Confidence Score Each signal is assigned a confidence grade (D through A+) based on six weighted factors: swing structure alignment (20%), regime alignment (20%), ADX strength (15%), volume participation (15%), volatility favorability (15%), and SMA50 proximity to trail level (15%). Signals below a user-set minimum grade are suppressed. Features 20-line HMA gradient ribbon: rFactor-normalized color gradient reflecting momentum spread intensity vs. its 200-bar historical average 19 ribbon fill layers: Adjacent HMA lines filled with gradient opacity layers for depth visualization Fibonacci adaptive trailing stop: Trail anchored to swing structure at 0.382 / 0.5 / 0.618 Fibonacci levels with volatility adjustment Trail ratchet with flip confirmation: Trail advances in one direction only; flips require body ratio and penetration confirmation Gradient trail fill: Fill between trail and close — top color opaque, bottom color transparent Four-state regime detection: Trend Bull, Trend Bear, Range High-Vol, Range Low-Vol with background tint on transition Six-factor confidence scoring: A+ / A / B / C / D grading system applied to each signal Confidence filter: Signals below the minimum confidence grade are suppressed Trade block on trail flip: Entry, stop, TP1/TP2/TP3 rendered as gradient boxes on confirmed flip signals Backtest tracker: Win rate and expected value Four color themes: Phantom, Neon, Classic, Solar Non-repainting: All signals gated by barstate.isconfirmed Institutional dashboard: 13-row table with regime, trail level, confidence grade, signal, TP/SL levels, and performance stats Input Parameters Ribbon: Base Length: Fastest HMA period (default: 10) Step: Increment between each ribbon line (default: 14) Fibonacci Trail: Trail Mode: Aggressive (0.618) / Balanced (0.5) / Conservative (0.382) / Auto (regime-adaptive) Pivot Lookback: Bars required to confirm a swing pivot Confidence: Enable Confidence Filter toggle Min Signal Grade: D / C / B / A / A+ Trade Levels: Show Trade Block toggle Risk Preset: Conservative / Balanced / Aggressive / Scalping Extend Bars: How far lines project right How to Use This Indicator Step 1: Read the Ribbon Color A deeply saturated bull color means the ribbon spread is unusually wide — momentum is strong. A muted or transitional color means the spread is near its historical average — momentum is uncertain. Step 2: Watch for Trail Flips A signal fires when the Fibonacci trail flips direction and confidence meets the minimum grade. The trade block appears immediately with entry, stop, and three TP levels. Step 3: Use Regime Context The four-state regime in the dashboard tells you whether you are in a trending or ranging environment. High-confidence signals in trending regimes carry more structural weight than the same grade in a ranging regime. Indicator Limitations Swing detection uses ta.pivothigh() and ta.pivotlow() with a lookback offset. The Fibonacci levels are computed from swings confirmed bars after they occurred In markets with very shallow swing structures, the Fibonacci range can be small relative to ATR, causing the trail to cluster near the current price and produce excessive flips The 20-line ribbon increases visual complexity. Reducing the base length and step can make the ribbon more compact on busy charts The confidence score uses volume as one factor. On timeframes or instruments where volume is not meaningful, this factor should carry less weight Regime detection uses ADX, which lags price. A trend that begins explosively may be classified as ranging for several bars before ADX responds Originality Statement The rFactor normalization — dividing ribbon spread by a 200-bar EMA of absolute ribbon spread, clamped to -1/+1, driving a continuous color.from_gradient() — is an original approach to HMA ribbon coloring that reflects relative momentum intensity rather than absolute direction Anchoring a trailing stop to Fibonacci retracements of the current confirmed swing structure, with volatility-ratio adjustment and body/penetration confirmation on flips, is distinct from standard ATR-multiplier trailing stops The six-factor confidence scoring system applied per signal, producing an A+ to D grade that gates signal output, provides per-trade quality assessment within the indicator itself Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Past confidence grades and win rates do not predict future performance. The author accepts no responsibility for trading losses resulting from use of this indicator. Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Cascade Liquidity Zones [JOAT]Cascade Liquidity Zones Introduction Cascade Liquidity Zones is an open-source institutional stop-hunt and liquidity zone detector built around the mechanics of how large participants move price through retail stop clusters before reversing. It identifies demand and supply zones from pivot-impulse structures, scores them by quality, confirms sweep events with multiple filters, and marks potential failure entry patterns — all within a single indicator that requires no additional tools to interpret. The foundational premise is that price routinely sweeps beyond visible structural levels to trigger stop orders placed by retail participants, before institutional participants absorb the liquidity generated and reverse price. Identifying these events in advance, tracking the zones where they are likely to occur, and confirming them with volume and wick rejection filters produces a framework for anticipating institutional reactions at structural extremes. Core Concepts 1. Pivot-Impulse Zone Creation Demand zones are formed from confirmed pivot lows and supply zones from confirmed pivot highs. Each pivot creates a zone spanning a configurable ATR multiple, representing the area of institutional activity around that structural level. Zones are scored using a three-component Impulse Quality Score: f_score(idx) => bodyR = math.abs(close -open ) / math.max(high -low , syminfo.mintick) volR = volume / ta.sma(volume, 20) atrR = (high -low ) / ta.atr(14) (bodyR*40.0) + (math.min(volR,4.0)/4.0*35.0) + (math.min(atrR,3.0)/3.0*25.0) This scores the impulse candle by three factors: directional body conviction (40%), volume participation relative to average (35%), and range size relative to ATR (25%). 2. Four-Layer Glow Zone Visualization Each zone is drawn as four concentric boxes expanding outward from the core zone level, with decreasing opacity on each outer layer. This creates a visual glow effect that communicates zone location and zone type at a glance. Demand zones use the bull theme color; supply zones use the bear theme color. 3. Sweep Confirmation Engine A demand zone sweep is confirmed when all of the following conditions pass simultaneously on a confirmed bar: minimum wick penetration percentage, close back inside or above the zone, volume exceeds average by a configurable multiple, wick rejection percentage exceeds minimum threshold, cooldown period elapsed, and optional pattern filters pass. 4. Failure Entry Engine An alternative entry mode detects price failure patterns at pivot levels. A bullish failure occurs when price wicks below the most recent confirmed pivot low and closes back above it on the same bar, with the wick exceeding a minimum ATR size and a minimum rejection percentage. This targets trapped short-sellers at pivot extremes. 5. Zone Flip Mechanics When price closes fully through a demand zone, that zone flips to a supply zone — its color changes from bull to bear theme color and it becomes eligible for short-side sweeps. This reflects the structural concept that broken support becomes resistance. 6. Liquidity Value and Hold Percentage Each zone tracks cumulative volume × price product from its origin bar, displayed as a liquidity value label ($K, $M, $B). Zones also track how many times price has touched and rejected from them without breaking through, expressed as a hold percentage. Features Pivot-impulse zone creation: Demand and supply zones built from confirmed structural pivot points, scored by impulse quality Three-component impulse quality score: Body conviction, volume participation, and ATR-relative range scored at zone creation Four-layer glow boxes: Each zone drawn as four concentric boxes with decreasing opacity for a depth visualization effect Multi-filter sweep confirmation: Wick penetration %, close direction, volume multiple, wick rejection %, cooldown, and optional pattern filters Failure entry engine: Detects pivot-wick failure patterns as an alternative signal type with independent settings Zone flip: Broken demand zones automatically flip to supply and vice versa Liquidity value labels: Volume × price accumulated at each zone's origin bar, displayed in human-readable scale Hold percentage: Ratio of zone tests that did not break through; used to prioritize zone strength Trade block on sweep: Entry, stop, and two TP levels rendered as boxes and lines when a sweep confirms Zone clustering: Overlapping zones within a minimum ATR separation are deduplicated, keeping the higher-quality zone Backtest tracker: Win rate and expected value tracked across all sweep signals Non-repainting: All sweep confirmations gated by barstate.isconfirmed Institutional dashboard: 18-row table with zone statistics, sweep and failure counts, win rate, and expected value Input Parameters Zone Detection: Pivot Lookback: Bars required on each side to confirm a pivot (default: 10) Max Active Zones Per Side: Maximum simultaneous demand or supply zones (default: 8) Zone ATR Width: Zone height as ATR multiple (default: 0.4) Min Zone Separation: Minimum distance between zones in ATR units (default: 1.5) Sweep Confirmation: Min Wick Penetration %: Minimum wick extension through zone boundary Volume Confirmation toggle and minimum volume multiple Wick Rejection Filter toggle and minimum rejection % Cooldown Bars Between Sweeps Failure Entry: Enable Failure Entry Mode toggle Pivot lookback, wick ATR minimum, wick rejection minimum, volume confirmation, cooldown Trade Block: Show Trade Block toggle RR Ratio for TP placement SL Mode: Zone boundary or Wick extreme SL Buffer in ATR units How to Use This Indicator Step 1: Identify Active Zones Fresh zones (not yet swept) are displayed in full color. Prioritize fresh zones with high hold percentages and large liquidity values for upcoming sweep setups. Step 2: Wait for Sweep Confirmation A sweep is confirmed when the bar closes after the wick penetration. The trade block appears automatically with entry at the close of the confirmation bar, stop behind the zone boundary plus buffer, TP1 at 1:1 R, and TP2 at the configured RR ratio. Step 3: Distinguish Sweeps from Failures Standard sweeps require price to touch inside the zone boundary. Failure entries detect pivot-level failures at a higher structural level. Enable only one mode at a time to avoid conflicting signals. Indicator Limitations Pivot confirmation requires bars after the pivot candle. Zones are plotted with an inherent offset corresponding to the lookback length All sweep confirmations require a bar close. Price that sweeps and reverses within the same bar without confirming on close will not generate a signal Volume-based filters are less reliable on assets where volume data is unreported or synthetic Zone flip mechanics assume that a broken level becomes resistance. This structural assumption does not hold in all market conditions Originality Statement The combination of a three-component impulse quality score at zone creation, four-layer glow box visualization, multi-condition sweep confirmation, zone flip mechanics, and a failure entry engine in a single indicator is not replicated in existing open-source Pine Script v6 publications The liquidity value metric (volume × price at pivot origin) as a zone ranking input alongside hold percentage provides an institutional sizing dimension that simple pivot-based zone indicators do not include The dual-mode architecture (sweep engine + failure entry engine) with independent settings for each, selectable via a single mode toggle, allows the same structural framework to address two different entry philosophies within one indicator Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Liquidity sweep patterns identified by this indicator represent historical structural events, not predictions of future price behavior. The author accepts no responsibility for trading losses resulting from use of this indicator. Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
1
MIDAS Fibonacci Cloud [JOAT]MIDAS Fibonacci Cloud Introduction MIDAS Fibonacci Cloud is an open-source VWAP-based analytical tool that combines a MIDAS-anchored volume-weighted average price with six Fibonacci-scaled standard deviation bands, a Z-score probability engine, and a synthetic order flow score to produce an integrated picture of institutional value, statistical deviation, and directional pressure on a single overlay. The problem this solves is band relevance. Standard VWAP deviations use fixed multipliers (1×, 2×, 3× standard deviation) that carry no structural meaning in market terms. Replacing those multipliers with Fibonacci ratios (0.236, 0.382, 0.5, 0.618, 1.0, 1.618) means the band levels correspond to proportional retracement relationships that institutional participants commonly reference. The 1.618 band in particular acts as an extreme extension zone where reversion probability, quantified by the built-in Z-score engine, typically exceeds 99.7%. Core Concepts 1. MIDAS VWAP with Configurable Anchoring The VWAP calculation uses the MIDAS method — cumulative volume-weighted price that resets at a user-selected anchor point rather than running as a continuous session VWAP. The anchor can be set automatically (based on the current timeframe), manually to a specific higher timeframe, or to a precise date. This allows the VWAP to be anchored to any significant market event. The variance term used for standard deviation is computed directly from the volume-weighted sum of squared prices, producing a statistically correct VWAP standard deviation: float midasVwap = sumVolPrice / sumVol float variance = (sumVolSq / sumVol) - math.pow(midasVwap, 2) float stdDev = math.sqrt(math.max(0, variance)) 2. Fibonacci Deviation Bands Six band pairs are computed above and below the VWAP anchor using the standard deviation scaled by a global sensitivity multiplier and each Fibonacci ratio. Upper bands are colored in the bull theme color with decreasing opacity from band 1 to band 6; lower bands in the bear theme color with the same gradient. A gradient fill connects the outer zone (fib4–fib6) to visually highlight the extreme deviation region. 3. Z-Score and Bell Curve Probability Each bar's Z-score is computed as the signed distance from the VWAP in units of standard deviation. The dashboard converts this to a mean-reversion probability using standard normal distribution thresholds: within 1σ = 68.2%, within 2σ = 95.4%, within 3σ = 99.7%, beyond 3σ = 99.9%. 4. Synthetic Order Flow Score A bar-level order flow score is computed from three components: candle body-to-range ratio (directional conviction), volume relative to the 20-bar average (institutional participation), and wick rejection percentage (price acceptance or rejection). These are weighted 40/35/25 and scored 0 to 100. VWAP crossover signals are gated by this score — crossovers with low order flow scores are filtered as noise. 5. Gradient Fill Zones The two outer Fibonacci bands (fib4 and fib6) are connected with a gradient fill that creates a visual glow effect identifying the extreme deviation zones — the regions where price is statistically most likely to be overextended. Features MIDAS VWAP with three anchor modes: Auto (timeframe-adaptive), Timeframe (manual higher TF), Date (specific date anchor) Six Fibonacci deviation band pairs: Levels at 0.236, 0.382, 0.500, 0.618, 1.000, 1.618 × standard deviation × global sensitivity Gradient fill on extreme zones: Color-to-transparent gradient between fib4 and fib6 identifies overextension zones Z-score and reversion probability: Computed every bar with bell curve probability output (68.2% / 95.4% / 99.7% / 99.9%) Synthetic order flow gate: Body ratio, volume participation, and wick rejection combined into a 0-100 score that gates VWAP cross signals Candle coloring by Z-score: Bar colors intensity-coded by distance from VWAP — neutral near center, saturated at extremes Band labels at right edge: Each band level labeled with its Fibonacci ratio and price value, updated each bar Anchor reset marker: Vertical marker in elite theme color at each VWAP reset point Four color themes: Phantom, Neon, Classic, Solar Non-repainting: VWAP and bands computed cumulatively from anchor; no future data referenced Institutional dashboard: 8-row table showing VWAP price, distance %, Z-score, reversion probability, order flow score, and market state Input Parameters Anchor Settings: Anchor Method: Auto / Timeframe / Date Manual Timeframe: Timeframe to anchor to when method is Timeframe Manual Date: Specific timestamp when method is Date Fibonacci Multipliers: Global Sensitivity: Scales all band widths proportionally (default: 1.2) Fib Level 1 through 6: Individual Fibonacci ratios (defaults: 0.236, 0.382, 0.500, 0.618, 1.000, 1.618) Visual Styles: Color Theme: Phantom / Neon / Classic / Solar Highlight Candles: Toggle candle coloring by Z-score Show Band Labels: Toggle right-edge price labels on each band Table Position and Size How to Use This Indicator Step 1: Choose Your Anchor For intraday scalping, use Auto or Daily anchor. For swing trading, use Weekly or Monthly. For event-driven analysis, use Date and anchor to a specific earnings release, FOMC announcement, or major swing point. Step 2: Read Band Levels as Statistical Reference The 0.5 band is one half standard deviation from VWAP — a mild deviation typical of normal trending behavior. The 1.618 band is the extreme extension zone. Price at the 1.618 band has a statistical reversion probability above 99.7%, but this does not mean reversion is imminent or guaranteed. Step 3: Check the Reversion Probability Read the Reversion Prob row in the dashboard. As Z-score rises above 2, reversion probability exceeds 95.4%. This quantifies how unusual the current deviation is relative to the full history from the anchor point. Step 4: Confirm with Order Flow Score The Order Flow score reflects whether the current bar has institutional characteristics. A high score (above 60) during a VWAP cross suggests genuine participation. A low score (below 30) during a cross suggests a potentially false signal. Indicator Limitations The VWAP standard deviation widens significantly with the anchor period. Bands anchored to a six-month period will be very wide; bands anchored to one day will be tight. The global sensitivity parameter must be adjusted accordingly The Z-score probabilities assume normally distributed returns, which markets do not produce. Fat tails mean extreme Z-scores occur more frequently than the percentages suggest The synthetic order flow score uses tick volume as a proxy for actual order flow. On assets with low tick frequency, this approximation is less reliable VWAP-based analysis is most relevant for liquid instruments This indicator does not generate entry or exit signals. It provides statistical deviation context Originality Statement Replacing standard deviation band multipliers with Fibonacci ratios (0.236 through 1.618), scaled by a volume-weighted standard deviation from a MIDAS anchor, is not replicated in existing open-source Pine Script v6 VWAP publications The combination of Z-score computation, bell curve probability quantification, and a synthetic order flow score as a gate for VWAP cross signals within a single indicator is an original integration The candle coloring gradient driven by Z-score intensity provides real-time deviation awareness directly on price bars without requiring a separate oscillator panel Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Statistical deviation probabilities are based on a normal distribution assumption that financial markets do not satisfy. Past VWAP behavior does not predict future price action. The author accepts no responsibility for trading losses resulting from use of this indicator. Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Prismatic Depth [JOAT]Introduction Prismatic Depth is an open-source multi-pillar institutional signal filter that scores bullish and bearish market pressure across nine independent analytical dimensions simultaneously. Rather than generating a signal from any single indicator, Prismatic Depth requires a weighted composite score above a configurable threshold, a minimum directional lead between bull and bear scores, and alignment of up to five optional confirmation gates — all at the same time. The problem this solves is signal noise. Most indicators produce signals from a single input: a moving average crossover, an RSI threshold, a volume spike. Each of these fires constantly in all market conditions, including conditions where it has no historical edge. Prismatic Depth measures nine separate market properties and only produces a signal when a statistically unusual number of them agree simultaneously. The result is a lower-frequency, higher-context signal that reflects a broader institutional consensus rather than a single technical event. Core Concepts 1. The Nine-Pillar Scoring Architecture Each pillar measures a distinct market property independently. Pillar weights are user-configurable and sum to produce a maximum possible score of 100. The nine pillars are: Structure: Detects higher-high / higher-low and lower-high / lower-low sequences using confirmed pivot highs and lows. A bullish structural sequence adds the Structure weight to the bull score. Volume: Measures the slope of On-Balance Volume using linear regression over 20 bars. A rising OBV slope contributes to the bull score; falling contributes to bear. Momentum: Blends three momentum inputs — Kaufman Adaptive Moving Average position, RSI relative to 50, and Williams Percent Range relative to midpoint. Each sub-component is weighted equally at one-third. Liquidity: Detects swing-low sweeps — bars where price wicks below the last confirmed swing low and closes back above it. These represent stop-hunt events followed by institutional absorption. Volatility: Evaluates whether the ATR-to-SMA(ATR) ratio falls within a productive range (0.8 to 1.6). Markets outside this range are either too compressed for trend signals or too expanded for reliable entries. Session: Measures the current bar's position relative to the daily session midpoint. Bars in the lower half of the daily range carry a bullish session score; bars in the upper half carry a bearish score. Higher Timeframe: Compares current close to a 50-period EMA on a user-selected higher timeframe via request.security() with lookahead disabled. Delta Pressure: Tracks cumulative signed volume and detects when its moving average crossing direction aligns with price movement. A Pressure Score blending the volume delta ratio, volume rate, and bar body ratio is computed. Fractal Efficiency: Computes the Fractal Efficiency Ratio — the ratio of the net directional price move to the total path length of individual bar changes. An FER above 0.60 in conjunction with ADX above 20 passes the efficiency gate. // Fractal Efficiency Ratio float ferNet = math.abs(close - close ) float ferPath = math.sum(math.abs(ta.change(close)), ferLen) float ferVal = ferPath > 0.0 ? ferNet / ferPath : 0.0 2. Weighted Score Gating The final bull and bear scores are compared against a minimum threshold (default: 70 of 100) and a minimum directional lead (default: bull must exceed bear by at least 20 points). Both conditions must hold simultaneously before a signal is considered. bool longSignal = bull >= threshold and (bull - bear) >= scoreGap and inSession and noiseGate and vwmaGate and stGate and ribbonGate 3. Optional Confirmation Gates Five binary gates can be independently enabled or disabled: VWMA(200) price relationship, Supertrend direction, 8-line HMA ribbon direction, ADX minimum threshold (noise filter), and session time filter. Each gate is AND-logic — all enabled gates must pass before a signal fires. 4. Kaufman Adaptive Moving Average The momentum pillar uses KAMA rather than a standard moving average. KAMA adjusts its smoothing constant based on the Efficiency Ratio of recent price movement, reacting quickly during trending phases and becoming nearly flat during choppy periods. 5. 8-Line HMA Gradient Ribbon Visual context is provided by an 8-line Hull Moving Average ribbon (using every other increment for performance while retaining the full gradient effect). A normalization factor (ribbon spread divided by its 200-bar EMA, clamped to -1 to +1) drives a color gradient from the bear theme color to the bull theme color. The gradient reflects conviction intensity, not just direction. 6. Trade Block Visualization When a signal fires, entry, stop, and up to four take-profit levels are plotted as horizontal lines and labeled at the right edge of the chart. Risk and reward zones are shown as translucent boxes. All drawn objects are updated every bar to extend rightward until closed. Features Nine-pillar weighted confluence scoring: Structure, Volume, Momentum, Liquidity, Volatility, Session, HTF Trend, Delta Pressure, and Fractal Efficiency each scored independently and summed Configurable pillar weights: Each pillar's contribution to the total score is independently adjustable Five optional binary gates: VWMA, Supertrend, HMA Ribbon, ADX noise filter, and session filter independently toggled Threshold and directional lead gating: Score must exceed minimum AND directional lead must exceed gap before any signal fires Extreme signal tier: Separate threshold for extreme confluence readings with distinct visual treatment 8-line HMA gradient ribbon: rFactor-normalized color gradient reflecting momentum spread intensity vs. its 200-bar historical average, with gradient fills between all adjacent ribbon lines Gradient glow bar coloring: Glow color mode uses barcolor() to highlight signal bars in the bull or bear theme color; when disabled, falls back to RSI-intensity gradient bar coloring Regime background tint: Subtle chart background tint on regime transitions, clearing after 10 bars Four TP levels with live boxes and lines: TP1–TP4 plotted as gradient green lines and translucent boxes extending right in real time Four stop modes: Supertrend, ATR cap, fixed percentage, pivot-based Built-in backtest tracker: Win rate, expected value in R, and trade count Four color themes: Phantom (cyan/magenta), Neon (teal/pink), Classic (green/red), Solar (orange/blue) Institutional dashboard: 14-row table showing all nine pillar scores, signal state, and performance metrics Non-repainting: All signals gated by barstate.isconfirmed; HTF request.security() uses lookahead=barmerge.lookahead_off Input Parameters Scoring Engine: Min Score to Signal: Minimum composite score required (default: 70) Extreme Score: Score for extreme tier (default: 90) Min Directional Lead: Bull-bear gap required (default: 20) Pillar Weights: Individual weight sliders for each of the nine pillars (defaults sum toward 100) Trend Gates: VWMA Gate toggle and length (default: 200) Supertrend Gate toggle, ATR length, multiplier Ribbon Gate toggle, base length, step ADX Noise Gate toggle and minimum ADX value Signal Control: Cooldown bars between signals (default: 5) Session filter toggle and session string Trade Levels: Show Trade Block toggle Stop mode: Supertrend / ATR Cap / Fixed % / Pivot RR multiples for TP1, TP2, TP3, TP4 (defaults: 0.5, 1.0, 1.5, 2.0) How to Use This Indicator Step 1: Select a Theme and Configure Gate Sensitivity Choose a color theme that suits your chart. Start with all five gates enabled and default weights. Observe signal frequency across several recent weeks of history. Step 2: Interpret the Dashboard Score Rows Each pillar row in the dashboard shows its current directional score in the stronger direction. A row colored in the bull theme means that pillar is contributing to bullish confluence. The Signal row shows the final output. Step 3: Use Signals as Context, Not Directives A signal fires when an unusual number of market dimensions agree. It does not predict how far price will move or guarantee a profitable outcome. Step 4: Set Stop Mode Before Live Use The Supertrend stop mode trails the stop with the Supertrend level. ATR Cap limits maximum stop distance. Fixed % uses a fixed percentage of price. Pivot uses the last confirmed structural pivot. Step 5: Review Backtest Statistics Skeptically The win rate and expected value displayed are calculated from signal history on the current chart only. They reflect past performance on historical data. Optimizing weights to maximize these numbers on a single chart produces overfitted results that will not generalize. Indicator Limitations Pivot-based pillars (Structure, Liquidity) confirm with a lookback offset — the structural event is labeled bars after it occurred. This is non-repainting behavior inherent to pivot detection The Fractal Efficiency gate may delay signals following sharp, fast moves where path length temporarily normalizes High pillar weights placed on a single pillar can effectively reduce this to a single-factor indicator. Weight distribution should be reasonably balanced The session pillar score assumes intraday context. On daily and higher timeframes, it contributes a neutral fixed value The backtest tracker embedded in this indicator does not account for slippage, commission, or partial fills. It is not a substitute for a properly configured strategy backtest Enabling all gates simultaneously will produce very few signals. Tune gate selection to the market and timeframe being analyzed Originality Statement Prismatic Depth is original in its nine-pillar architecture and the specific combination of inputs it assembles. This publication is warranted because: The Fractal Efficiency Ratio as a scoring pillar and gate condition — measuring the directional efficiency of price movement over a lookback, distinct from ADX — is not present in existing open-source Pine Script v6 publications as of this writing Weighted pillar scoring where the user controls the relative contribution of each dimension, combined with both a score threshold and a directional lead gap as dual gatekeeping conditions, produces a more selective output than threshold-only systems The Delta Pressure pillar — computing a composite of volume delta ratio, volume rate versus average, and candle body compression — is an original implementation distinct from standard OBV or CMF approaches The combination of nine independently scored dimensions with five independently toggled binary confirmation gates in a single configurable framework, with a built-in per-signal performance tracker, is not replicated in existing open-source publications 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. Trading involves substantial risk of loss. Confluence readings are based on historical price data and do not guarantee any future market outcome. Past win rate statistics shown by the built-in tracker do not predict future performance. Always apply proper risk management. The author accepts no responsibility for trading losses resulting from the use of this indicator. Made with passion by jackofalltrades
Pine Script® indicator
by officialjackofalltrades
Big Trades Indicator By Revan BlezinskyBig Trades Indicator v2 is a custom volume-based indicator designed to help traders identify unusual trading activity, large volume spikes, directional pressure, and potential liquidity clusters directly on the price chart. The indicator compares current volume against the average volume and marks significant volume events with visual bubbles. The bigger the volume anomaly, the larger and more visible the bubble becomes. Green bubbles represent estimated buy-side pressure, while red bubbles represent estimated sell-side pressure. Direction is estimated using candle behavior such as Close vs Open, Close vs Midpoint, or Close vs Previous Close. This script also includes a momentum marker system. When multiple big trades appear in the same direction, the indicator displays a momentum marker to show repeated buying or selling pressure. Another key feature is Liquidity Cluster Detection. When several large volume events happen within a narrow price range, the indicator highlights the area as a possible liquidity zone. These zones may act as potential support, resistance, accumulation, distribution, or breakout confirmation areas. Key Features: - Volume spike detection - Extreme volume detection - Buy and sell pressure estimation - Optional ATR-based dynamic threshold - Momentum marker for repeated directional pressure - Liquidity cluster detection - Smooth bubble opacity scaling - Real-time information table - Object management to reduce chart clutter How to Read: - Green bubble = estimated buy pressure - Red bubble = estimated sell pressure - Bigger bubble = stronger volume anomaly - Cluster zone = multiple big trades around the same price area - BUY MOM / SELL MOM = repeated big trades in the same direction Recommended Usage: This indicator is best used as a confirmation tool together with support and resistance, market structure, breakout analysis, price action, volume profile, and risk management. Example: A large green bubble near support may suggest aggressive buying or accumulation. A large red bubble near resistance may suggest selling pressure or distribution. A cluster near a breakout area may suggest strong market participation. Important: This indicator does not provide guaranteed buy or sell signals. Buy and sell pressure are estimated from candle behavior and volume, not from real order flow or exchange-level bid/ask data. Large volume can indicate either continuation or exhaustion depending on market context. Always combine this indicator with proper analysis and risk management. Suggested Settings for Stocks: Volume MA Length: 20 Spike Threshold: 2.0 Extreme Threshold: 4.0 Dynamic Threshold: Off Cluster Lookback: 30 Cluster Price Range: 0.3% - 0.5% Suggested Settings for Crypto, Gold, or High Volatility Markets: Volume MA Length: 20 Spike Threshold: 2.5 Extreme Threshold: 5.0 Dynamic Threshold: On Cluster Lookback: 30 - 50 Cluster Price Range: 0.5% - 1.0% Disclaimer: This script is for educational and analytical purposes only. It is not financial advice. Always do your own research and use proper risk management before making any trading decision.
Pine Script® indicator
by bismillahkayaraya59
Wedge Polaris [JOAT]Wedge Polaris Wedge Polaris is a multi-pattern auto-detector. It identifies five distinct converging-channel pattern families from zigzag pivots — Ascending Triangle, Descending Triangle, Symmetric Wedge, Rising Wedge, Falling Wedge — and on confirmed breakout projects a three-target ladder (Fibonacci times ATR times historical-duration blend). Pattern statistics, breakout probabilities, target hit / miss tracking, completed-pattern history, and a right-side bias gauge are all surfaced on the chart. What makes it different Most wedge / triangle indicators detect a single pattern type. This script classifies five families using slope analysis of the top and bottom channels. Collinearity tolerance is adaptive. It scales with ATR percentile so the script is strict in low-volatility regimes (clean pivots) and forgiving in high-volatility regimes (noisier pivots) without being retuned. Breakout probability is computed from the standard-normal CDF on the z-scored duration of the current pattern against a rolling history of completed patterns. Class-conditional bull / bear probabilities are blended with net-volume polarity inside the pattern. A strong-break filter requires the breakout candle's body Z-score to exceed three AND its 25th or 75th body percentile to be on the correct side of the boundary. This distinguishes decisive expansion from noise probes. A completed-pattern history strip tracks the last ten patterns with their outcomes (Target 1 hit, Stop hit, expired) so you can see the recent quality of the detector on the current instrument. How it works Zigzag pivots are tracked via standard ta.pivothigh and ta.pivotlow with parallel arrays. Collinearity is tested between the two outer pivots and a middle pivot. Tolerance widens in high-volatility environments. Two collinear lines (one for highs, one for lows) form a channel. Convergence, alignment, and inside-the-channel tests confirm a valid pattern. Slope analysis classifies the pattern family. On breakout confirmation, target lines are projected. T1 equals entry plus or minus 0.5 times width. T2 equals entry plus or minus 1.0 times width. T3 equals entry plus or minus (1.618 times width plus atr-z times ATR). SL is symmetric at width times the user SL multiplier. Each completed pattern's duration and direction is appended to a 200-entry history buffer, which feeds the probability statistics. Reading the chart Pattern channels: two lines plus a linefill between them. Line style differentiates pattern type (solid for triangles, dashed for wedges, dotted for channels). Completed-pattern ghost outlines fade for a user-configurable number of bars after the pattern ends. A pattern stats label at the channel midpoint reads, for example: WEDGE 23 bars P(bull) 64% P(break) 78% ATR x.xx. A three-target ladder on confirmed breakout: entry / SL / T1 / T2 / T3 horizontal lines plus price-only right-edge labels (no arrows, no shout text). Linefills shade the risk and reward zones. Volume confluence: if breakout-bar volume exceeds 1.5 times the 20-bar SMA, target labels append VOL+. A right-side bias gauge: 21-segment vertical band with a pointer. Optional right-side breakout-probability gauge (separate from bias gauge). A completed-pattern history strip above past pattern midpoints. A strong-break flash: bgcolor pulse on the strong-break bar. Signals Pattern formed Bullish / bearish breakout Strong bullish / strong bearish breakout Target 1 / Target 2 / Target 3 hit Stop loss hit All gated on barstate.isconfirmed or barstate.ishistory. No future references. Inputs Zigzag : zigzag length. Collinearity : base tolerance (as a fraction of price). Breakout : SL width multiplier, target line extension bars. Visual : bullish / bearish colors, bias gauge, breakout probability gauge, pattern stats label, target ladder. On-chart : completed-pattern history, ghost outlines extension bars, line-style differentiation. Dashboard : position, size. How traders use this Pattern plus volume : a confirmed breakout with the VOL+ tag and a high P(bull) reading is a higher-probability continuation entry. Mean-reversion fades : when a wedge's third or later touch happens at the convergence apex with low P(break), the pattern often fails to break. Fade trades inside the channel are possible. R-multiple management : once target 1 prints, common practice is to move stops to breakeven and let the remainder run for T2 / T3. The target ladder makes this straightforward. Pattern history : the strip lets you assess whether the detector is performing well on the current instrument and timeframe before sizing up new signals. Limitations Pivot detection inherits the right-bar delay of ta.pivothigh and ta.pivotlow. Patterns are confirmed only after the pivot-right-window passes. Collinearity tolerance is a heuristic. Extremely volatile or extremely clean charts may need tuning of the base tolerance. The class-conditional probability statistics need a minimum sample (five completed patterns) before they are meaningful. Pattern recognition is fundamentally interpretive. Even confirmed patterns fail. Compatibility Pine Script v6 open-source indicator. Imports TradingView/ta/12 for ta.atr2 (series-period ATR used in duration-adaptive target projection). Any symbol, any timeframe. No request.security calls. Defaults 7-bar zigzag, 0.5 percent base collinearity tolerance, mint / red colors, top-right medium dashboard. For very fast charts shorten the zigzag length. For slow charts lengthen it and tighten the collinearity tolerance.
Pine Script® indicator
by officialjackofalltrades
Tidal Divergence [JOAT]Tidal Divergence Tidal Divergence is a composite divergence detector that lives in a sub-pane and projects high-conviction divergence visuals onto the price chart. The composite blends three volume-based oscillators — Money Flow Index, percentile-ranked Cumulative Volume Delta, and z-scored OBV rate-of-change — into a single normalized stream. Both regular and hidden divergences are detected. Persistent zones are drawn at divergence pivots, and zone mitigation is tracked with body / wick / rejection modes. What makes it different Single-oscillator divergence indicators give a single perspective. Tidal Divergence's composite triangulates three independent volume-derived oscillators so a divergence in the composite is supported by three volume readings instead of one. Hidden divergences (continuation pattern: price higher low plus oscillator lower low for bull) are detected separately from regular divergences (reversal pattern), with distinct line styles on the price chart. Each detected divergence creates a persistent demand or supply zone with optional FVG-confluence gating, dynamic alpha-by-age (zones fade as they age), and explicit mitigation logic (body / wick / two-close rejection variants). A composite percentile envelope (5th to 95th percentile of the last 200 bars) is drawn behind the oscillator so absolute readings are easy to interpret in context. How it works MFI(14), daily-reset CVD then ta.percentrank(cvd, 100), OBV ROC z-score over a 20-bar mean / stdev. Three legs, each normalized to roughly the same scale. Composite equals 0.40 times the normalized MFI plus 0.35 times the normalized CVD percentile plus 0.25 times the clamped OBV ROC z. Hull-smoothed and scaled to centi-percent. Pivots are detected on the composite stream. A regular bull divergence requires a price lower low paired with a composite higher low within a 5-to-60-bar window. Hidden bull requires a price higher low plus composite lower low. Bear variants invert the conditions. At each divergence pivot, two horizontal lines are drawn (edge equals lowest wick / highest wick. base equals lowest body / highest body), with a linefill between them, on the price chart via force_overlay=true. Zone mitigation: body mode (close beyond edge) or wick mode (high/low beyond edge), optionally with two-close rejection requirement. Optional FVG confluence requires a recent 3-bar Fair Value Gap before firing the divergence-final alert. Reading the chart In-pane : composite line tinted by direction with a smoothed signal line, gradient ribbon between them, breath-modulated zero midline, plus and minus 70 overbought / oversold thresholds, and the percentile envelope as an atmospheric backdrop. In-pane divergence markers : regular divergences as solid connector plots, hidden divergences as broken (dashed-equivalent) connectors. Cross-pane : price-to-price divergence connector lines on the price chart (regular solid, hidden dashed). Each line has a small REG BULL DIV 4520.50 or HID BEAR DIV label at the current pivot. Cross-pane zone fills with age-graded transparency. Zone edge price labels follow the right edge of each active zone. Mitigation flash labels print at the bar where a zone is broken. A cross-pane composite tint paints a soft mint / red background when the composite is clearly above or below plus or minus 30. Signals Regular bullish / bearish divergence Hidden bullish / bearish divergence (continuation) Bull / bear zone touch Bull / bear zone mitigated Bull / bear stack (three or more active zones plus a fresh regular divergence) Bull / bear streak (composite above / below zero for N consecutive bars) All gated on barstate.isconfirmed or barstate.ishistory. No future references. No lookahead_on. Inputs MFI : MFI length. Divergence : pivot lookback left / right, detect hidden divergences toggle. Zones : zone extreme length, max zone age, mitigation mode, allow-rejection toggle. FVG Confluence : require FVG, FVG lookback bars. Visual : bullish / bearish colors. Cross-pane Visuals : divergence lines, divergence labels, zone edge labels, composite tint. Dashboard : position, size. How traders use this Reversal entries : a regular bull divergence with the composite leaving an oversold extreme is a high-quality long setup, especially when accompanied by an FVG below the divergence price. Continuation entries : a hidden bull divergence during a clearly trending bull regime is a structurally supported add-on entry on a pullback. Zone trades : after a divergence prints, treat its zone as an active demand or supply level. Reactions to the zone (touch with rejection candles) are tradable. Mitigation invalidates the level. Composite filter : only trade with the composite in agreement (composite above 0 for longs). The cross-pane tint helps you stay aligned without checking the pane. Limitations Divergence detection inherently lags the actual extreme by the right-pivot window. Composite values are smoothed and need warm-up bars before they stabilize. Cumulative Volume Delta is a tick-volume proxy, not true level-2 order flow. A divergence is a probability, not a guarantee. Many divergences fail before completing their implied reversal. Compatibility Pine Script v6 open-source indicator (pane plus cross-pane). Any symbol with volume data. Cross-pane elements use force_overlay=true. No request.security calls. Defaults 14-bar MFI, 14-left / 5-right pivot, body mitigation, FVG confluence off by default, mint / red palette, top-right medium dashboard. Enable FVG confluence to filter for higher-quality setups.
Pine Script® indicator
by officialjackofalltrades
Sentinel Cascade [JOAT]Sentinel Cascade Sentinel Cascade is a three-stage adaptive Supertrend overlay. Where a classic Supertrend uses one fixed-ATR band, this script chains three Supertrend stages on top of each other and modulates each stage's width with a different regime signal. Bands tighten when the market is trending cleanly and widen when volatility expands or behavior turns mean-reverting. What makes it different A standard Supertrend gives one binary direction state. Sentinel Cascade gives three nested direction states that act like a confluence stack. Alignment of all three is the highest-conviction read. The ATR feeding the Supertrend is smoothed through a Kaufman Efficiency Ratio. Trend-efficient periods get a faster ATR response. Choppy periods get a slower response. Stage 2's width scales with a volume Z-score. High-volume bars widen the band so transient noise is less likely to flip the stage. Stage 3's width scales with a lightweight two-point Hurst estimator (R/S over short and long windows). Trending Hurst above 0.5 widens. Mean-reverting Hurst below 0.5 tightens. A Sentinel pulse fires only when Stage 3 flips AND Stage 2 confirms the new direction within three bars. A coincidence filter for higher-quality regime shifts. How it works Compute a basis price as the midpoint of the recent highest high and lowest low. Compute a KAMA-smoothed ATR from the basis. Build Stage 1 as a Supertrend on the basis using the KAMA-ATR and the Stage 1 factor. Build Stage 2 as a Supertrend on Stage 1's output, with its factor multiplied by a clamped volume-Z modulator. Build Stage 3 as a Supertrend on Stage 2's output, with its factor multiplied by a clamped Hurst modulator. Track the Sentinel pulse, the ATR-percentile regime (squeeze / normal / expansion), and a running count of intraday Stage 3 flips. Reading the chart Three stacked trend lines. Stage 1 thickest, Stage 3 thinnest. Colors flip between bull and bear on direction changes. A gradient ribbon between Stage 1 (or Stage 2 by user choice) and Stage 3 brightens when the stack is spread, fades when it converges. An optional iridescent candle recolor scales tint with distance from Stage 3. A horizontal sight-line projects Stage 3's current level back into history so past respect or rejection at that level is visible. Persistent flip markers record each Stage 3 flip and retroactively append an OK or FAIL tag after a user-defined persistence window. A right-edge state block summarizes alignment of all three stages plus the ATR squeeze and expansion read. Signals Stage 3 bull / bear shift (any flip) Cascade alignment (all three stages agree) Stage 2 retest / bounce inside an active trend ATR squeeze and expansion entry (percentile-based) All signals are gated on barstate.isconfirmed or barstate.ishistory. No future-bar referencing. No lookahead_on. Inputs Cascade : range basis length, ATR period, KAMA efficiency length, Stage 1 / 2 / 3 factors. Regime : volume-Z lookback, Hurst short / long windows. Visual : bullish color, bearish color, toggles for ribbon, sentinel pulse, iridescent candles, bounce markers, ribbon anchor. On-chart : stage value labels, flip timeline labels, squeeze background tint, Stage 3 cloud, sight-line, state block, daily flip counter. Dashboard : position, size, watermark row. How traders use this Trend continuation : take in the direction of Stage 3 when price retests Stage 2 from the trending side. High-conviction entries : wait for cascade alignment (all three stages agree) before sizing up. Mean-reversion fades : when Hurst is clearly below 0.5 and a Stage 3 flip prints near recent extremes, the new trend is statistically less likely to persist. Volatility context : ATR percentile regime tells you whether the move is happening in a compressed, normal, or extended volatility environment. Sizing should account for that. Limitations The two-point Hurst estimator is a fast approximation, not the full rescaled-range statistic. It is monotonically meaningful but is not a precise persistence coefficient. Like every Supertrend variant, this is a trend-following construct. It is best on instruments with clear directional regimes and worst in extended choppy ranges. Pivots and percentile-based regime classifications need warm-up bars before their values stabilize. Past behavior is not a guarantee of future behavior. No indicator can remove market uncertainty. Compatibility Pine Script v6, single-file open-source indicator. Works on any symbol and any timeframe. Uses no request.security calls. Non-repainting beyond the normal Supertrend right-bar reactivity inherent to band ratchet logic. Defaults Mint bullish color, red bearish color, top-right medium dashboard, all on-chart visualizations on. Open the inputs panel to tune for your instrument or to declutter for screenshots.
Pine Script® indicator
by officialjackofalltrades
Quantum Flux Bands [JOAT]Quantum Flux Bands Quantum Flux Bands is an institutional-style regime detector. It stationarizes the price series via Fixed-Window Fractional Differentiation (FFD), runs a classical CUSUM change-point test on the stationarized stream, and draws a baseline that snaps to a new price level on every confirmed regime shift. Around the baseline, three percentile envelopes (50%, 68%, 90%) are drawn and modulated by a windowed Shannon entropy estimator so the bands narrow in low-noise regimes and widen in high-noise regimes. What makes it different Most regime filters hard-code a differentiation order (typically the first difference). FFD takes a real-valued differentiation order d between 0 and 1, retaining long-memory while making the series statistically stationary. This script chooses d adaptively from a rolling Hurst estimate so it responds to the market's persistence regime instead of being a fixed magic number. The CUSUM trigger is fed by FFD-stationarized values, not raw returns. This reduces baseline whipsaws in trending markets that violate stationarity assumptions of classical CUSUM. The bands are entropy-weighted. When the local windowed Shannon entropy is high (low signal-to-noise) the bands expand. When entropy is low (clean regime) they contract. The bands lock at the moment of a confirmed regime shift so they describe the regime under which the baseline was established. How it works A two-point Hurst estimator (rescaled-range over short and long windows) drives an adaptive differentiation order d in the range 0.30 to 0.90. FFD weights are recomputed only when d drifts by more than 0.05 from its cached value. Caching keeps per-bar work near zero. FFD weights are applied to a sliding window of close prices to produce a stationarized series. Classical CUSUM tracks cumulative positive and negative deviations of the stationarized series from a running baseline reference, with user-configurable drift and threshold parameters. When CUSUM exceeds the threshold, the baseline snaps to the current close and the trend state is set to bull or bear. Inner, mid, and outer envelopes are drawn from percentile_linear_interpolation of the absolute distance between close and baseline, multiplied by an entropy modulator. A bull probability is computed from the Abramowitz and Stegun standard-normal CDF on the signed band-distance and surfaced as a numeric label. Reading the chart Baseline line tinted purple in bull regimes, cyan in bear regimes, muted in neutral. Six percentile band lines (upper and lower inner, mid, outer) with three pairs of atmospheric gradient fills calibrated so candles remain readable through every layer. Optional iridescent candle recolor scales tint by signed regime score. A probability label at the right edge of the chart shows the live bull probability. Seven right-edge price labels, one per envelope level plus baseline, each sit at their own price. Regime-shift timeline labels record every confirmed regime change with its baseline price and bull probability at the time of the shift. A 21-segment vertical strength gauge at the right edge maps the continuous regime strength score onto a bull / bear / neutral scale, with a dashed sight-line drawing the gauge level back into the chart. A short forward probability cone: two dashed segments at outer band levels with opacity scaled by class probability. Signals Bull / bear regime entry (CUSUM trigger with direction) Outer band touch Outer band rejection (wick pierces the outer band but the body closes back inside) Baseline reclaim (close re-crosses the baseline) All gated on barstate.isconfirmed or barstate.ishistory. No future references. No lookahead_on. Inputs Fractional Differentiation : FFD window length. CUSUM : volatility period, drift parameter, threshold parameter. Regime : Hurst short / long lookbacks, entropy window / bins / z-score length. Bands : percentile lookback. Visual : bullish, bearish, quantum purple, quantum cyan colors. Band visibility toggles. Iridescent candles. Regime pulse. Probability label. Labels : right-edge level labels, regime timeline (offset off candle wicks by ATR), baseline reclaim markers (direction-sensitive Y offset, configurable minimum-bar spacing), band touch and rejection labels (configurable minimum-bar spacing per type), strength gauge, sight-line needle, probability cone, FFD memory label, entropy state strip. Dashboard : position, size. How traders use this Mean-reversion fades from outer-band touches inside a stable regime (Hurst mean-reverting, low entropy z) are statistically supported setups. Regime-shift entries : when the baseline snaps and the trend turns, the first inner-band retest is a higher-quality continuation entry than chasing the breakout bar. Probability filter : use the bull probability label as a confidence multiplier for other systems. Below 30% or above 70% are the actionable zones. Entropy context : high entropy z (band-multiplier expanded) is a low conviction, wider stops warning. Low entropy z (bands tight) is a high conviction, tighter stops green light. Limitations Fractional differentiation is a smoothing and filtering tool. It cannot create information that is not already in the price series. CUSUM, like any change-point detector, lags real-time tops and bottoms. It is calibrated to balance whipsaw against responsiveness. The two-point Hurst estimator is a fast approximation. For long-horizon classification it agrees with the full R/S statistic. For very short windows it is noisier. Past regime persistence does not guarantee future regime persistence. Compatibility Pine Script v6 open-source indicator. Any symbol, any timeframe (longer timeframes give the FFD window more meaningful history). No external request.security calls. Non-repainting: regime shifts are committed on confirmed bars and baseline values are not retroactively rewritten. Defaults Mint and red bullish / bearish defaults. Purple and cyan quantum accents. Top-right medium dashboard. All on-chart visualizations on. Increase the FFD window for very high timeframes (daily and above) and decrease the percentile lookback for fast intraday charts. Credits Fractional differentiation methodology popularized by López de Prado, Advances in Financial Machine Learning (2018). CUSUM change-point test as published by E. S. Page, Biometrika (1954). Standard-normal CDF approximation per Abramowitz and Stegun (1964).
Pine Script® indicator
by officialjackofalltrades
5
daily highs and lowsHere's a clean, simple description: Plots the highest high and lowest low over a set number of days directly on your chart. Useful for quickly spotting key support and resistance levels without any clutter. Settings: Days — how far back to look Color — line color Line Width — thickness of the lines Show Labels — toggle the H/L labels on or off Extend Right — extends the lines to the right of the chart Solid line is the high, dashed line is the low.
Pine Script® indicator
by neediness999
Position Architect [JOAT]Position Architect Position Architect is an auto-triggered trade-plan visualizer. It consumes a signal source (any plot of another indicator, or a fallback SMA-cross), arms a trade with ATR-scaled stop loss and three risk-reward-scaled targets, and tracks the trade live with breakeven slide, R-multiple lines, MFE / MAE tracking, multi-currency PnL, position sizing, required margin, Kelly sizing suggestion, and a trade-history strip. What makes it different Most trade-planner indicators are manual: the user clicks entry, stop, and target. Position Architect is auto-triggered via input.source, so it plans trades from external signal feeds (other JOAT indicators or any compatible script). Four trigger modes: Manual toggle, Source-above-SMA, Source-cross-above-SMA, Source-cross-below-SMA. These cover bias, breakout, and counter-trend logics. A three-target ladder (not just one or two) with intermediate R-multiple lines (0.5R, 1R, 1.5R, 2R, 2.5R, 3R) drawn between entry and Target 3 so you see partial-take levels at a glance. Live R-multiple, MFE, MAE displayed next to the trade in real time. After the trade closes, those values are baked into a persistent history label. Kelly sizing suggestion based on an assumed win rate and the current risk-reward, capped at 25% to avoid pathological recommendations. How it works The signal source is the user-selected input.source. The trigger rule (one of four modes) determines when a long or short is armed. On arm: entry equals the current close. SL equals low minus ATR(14) times slMult for longs (or symmetric for shorts). Three targets at entry plus or minus risk times tp1Mult / tp2Mult / tp3Mult. Lifecycle gates on bar_index greater than tradeBar so the arm bar itself cannot also register hits (preventing spurious instant fills). Each subsequent bar: check for TP1, TP2, TP3 hits in order, plus stop-loss. TP3 takes precedence over SL on same-bar pierces. If TP1 hits and breakeven is enabled, the stop slides to entry. Position sizing: pos_size equals (capital times riskPct / 100) divided by (sl_pct / 100). Required margin equals pos_size divided by leverage. Kelly suggestion: f-star equals winRate minus (1 minus winRate) divided by RR, clamped to 25% max. Reading the chart Five horizontal price lines: entry (blue), SL (red), TP1 / TP2 / TP3 (green shades), each width 3 to 5. Five price-only labels at the right edge with R-multiples and percentages. Two linefills: a translucent red risk zone between entry and SL, a translucent green reward zone between entry and TP3. bgcolor tint while a trade is open. A 1-bar bgcolor pulse on TP / SL / breakeven events. A live R+0.8 MFE+1.5 MAE-0.3 label updating each bar near current price. Bars-in-trade counter near the entry. Trade-history strip above past entries with W/L outcomes and R-multiples. R-multiple intermediate lines with right-edge labels. A daily trade count plus win-rate summary. A comprehensive dashboard with capital, risk, leverage, R:R, Kelly, position size, required margin, direction, entry, current price, live PnL, status (OPEN / WIN / LOSS), bars in trade. Signals Trade activated long / short Target 1 / 2 / 3 hit Stop loss hit Breakeven slid All gated on barstate.isconfirmed or barstate.ishistory. No future references. Inputs Signal : signal source, trigger mode, signal SMA length, manual long / short toggles. Targets : SL ATR multiplier, TP1 / TP2 / TP3 risk multipliers, breakeven toggle, line extension bars. Capital : capital amount, risk percent, leverage, currency code. Kelly : assumed win rate. Visual : bullish / bearish colors, entry line color, SL line color, TP line color, R-multiple lines toggle, history strip toggle. Dashboard : position, size. How traders use this Discretionary planning : switch to Manual mode and toggle manualLong / manualShort to drop a complete plan at the current price, with ATR-aware stops and risk-aware sizing. Signal integration : connect Position Architect's signal source to another JOAT indicator's plot output (for example the composite of Iridescent Helix or the Stage-3 line of Sentinel Cascade) and let it auto-arm trades. Risk audit : the dashboard's R:R, position size, required margin, and Kelly suggestion are an instant pre-trade audit. You can compare across instruments. Performance review : the trade-history strip lets you scroll back through recent trades on the chart and see R-multiples without needing a separate journal. Limitations Kelly sizing assumes a stable win-rate-and-R distribution. Real performance varies. The suggestion is a calibration reference, not a recommendation. Position sizing is in price units. For futures or forex contracts the user must convert to contract count manually. The signal source must be a series compatible with input.source. If the connected indicator does not expose a useful plot, the trigger logic falls back to close. Trade lifecycle assumes one open position at a time. No pyramiding inside this script. Compatibility Pine Script v6 open-source indicator (overlay). Any symbol, any timeframe. ASCII currency codes (no Unicode glyphs) for cross-platform display. No request.security calls. Defaults SL ATR multiplier 1.5, targets at 1R / 2R / 3.5R, breakeven on after TP1, mint / red palette, ten-thousand-dollar capital with one percent risk and one times leverage, top-right medium dashboard.
Pine Script® indicator
by officialjackofalltrades
Polaris VWAP Mesh [JOAT]Polaris VWAP Mesh Polaris VWAP Mesh tracks four anchored VWAPs simultaneously — Session, Swing-High pivot, Swing-Low pivot, and Previous-Day-Open — and detects pairwise confluence whenever two or more of them are within an ATR-scaled proximity of each other. Each VWAP carries a plus-or-minus 1-sigma deviation band. Confluence zones become full-chart-width persistent bands. A multi-anchor bias score counts how many VWAPs price is currently above. What makes it different Most VWAP scripts plot a single anchor (session or daily). Polaris simultaneously runs four independent anchored-VWAP engines and surfaces their interactions as confluence zones. Confluence detection uses an ATR-scaled proximity threshold rather than a fixed percentage, so it adapts to the instrument's volatility automatically. A multi-anchor bias counter aggregates the four VWAPs into a single 0-to-4 score. Full-chart-width tints apply when three or more VWAPs are above (or below) the close. Swing-anchored VWAPs reset at confirmed pivot points and start fresh from the moment of pivot confirmation (forward-only, non-repainting). The Previous-Day-Open VWAP is anchored to the open of the prior daily bar so it captures yesterday's reference. A pairwise distance matrix is displayed in plain text at the right edge — six pair distances, with the two tightest pairs highlighted. How it works An anchored VWAP function maintains three cumulators per anchor — price-times-volume, volume, and price-squared-times-volume — to deliver both the VWAP and its rolling standard deviation since the anchor. Anchor reset conditions: Session start of the user-defined session window. Swing-High on confirmed ta.pivothigh. Swing-Low on confirmed ta.pivotlow. Previous-Day-Open on ta.change(time("D")), capturing the open of the new day, then locking after a day passes. Pairwise distance check: for each of the six possible pairs, if the absolute distance between VWAPs is less than proximityThreshATR times ATR(14), an active confluence is flagged. The mid-price between the two VWAPs becomes the confluence level. Multi-anchor bias counts how many of the four VWAPs the close is above. Reading the chart Four VWAP lines, each in its own color (session blue, swing-high red, swing-low mint, prev-day-open purple, all user-configurable). Plus-or-minus 1-sigma deviation band shading per VWAP. Full-chart-width confluence zones (persistent bordered boxes) at each active confluence level, with right-edge labels naming the contributing pair. Anchor reset markers: small vertical lines per anchor at the bar of reset (capped at 20 per anchor type). A multi-anchor bull / bear bgcolor tint (very faint) when three or more VWAPs are on one side of the close. Iridescent candle recolor by bull-count. Right-edge VWAP labels with plus-or-minus sigma deviation tags. Pairwise distance matrix label cluster. Anchor-age label cluster. Bias-flip timeline labels and VWAP-cross event labels. Signals Bull / bear VWAP cross (any anchor) Session VWAP bull / bear cross (dedicated alerts) Previous-Day-Open VWAP bull / bear cross (dedicated alerts) Confluence touch (price entered an active confluence zone) Multi-anchor bull / bear bias activation All gated on barstate.isconfirmed or barstate.ishistory. No future references. Inputs Anchors : session window string, swing pivot length. Bands : standard deviation multiplier, band shading toggle. Confluence : proximity threshold in ATR units, confluence zones toggle. Visuals : bullish / bearish colors, per-anchor color overrides, per-anchor visibility toggles, candles, labels. Dashboard : position, size. How traders use this Confluence trading : confluence zones are price magnets. Reactions to them (touches with rejections) are tradable. Clean breaks through with volume can be trend signals. Multi-anchor bias : when three or four of the four VWAPs are on the same side of price, the trend is well supported across multiple anchors. Counter-trend trades in this regime are lower probability. VWAP rotation : the previous-day-open VWAP is a frequently respected institutional reference. Crosses of it often coincide with bias shifts. Plus-or-minus 1-sigma bands : extensions to plus-or-minus 1 sigma from a fast-moving anchor often coincide with short-term mean-reversion zones. Limitations Swing-anchored VWAPs begin tracking only after pivot confirmation, so they lack history before that pivot was confirmed. This is by design (non-repainting), not a bug. The session VWAP requires the user to set a session window matching the instrument's primary trading window. The pairwise confluence test is O(1) per bar (six pairs). Confluence zones extend across the chart and use persistent box objects. They are capped at six active zones (the maximum number of pair combinations). Confluence is a price-coincidence test, not a flow-direction test. Use other tools to gauge directional bias once confluence is identified. Compatibility Pine Script v6 open-source indicator (overlay). Any symbol with volume data. Designed for sessions in America/New_York by default. Change the session window for other markets. No request.security calls. Defaults 0930-1600 EST session window, 10-bar pivot length, 0.5x ATR proximity threshold, mint / red brand colors plus blue / red / mint / purple anchor accents, top-right medium dashboard.
Pine Script® indicator
by officialjackofalltrades