laurent//@version=5
indicator("Big Candle + Squeeze Dots (ATR + RSI + MACD + BB)", overlay=true, timeframe="", timeframe_gaps=true)
//---------------------------
// Inputs
//---------------------------
lenATR = input.int(14, "Période ATR")
multATR = input.float(2.5, "Grosse bougie : range > ATR * X", step=0.1)
lenBodyMA = input.int(20, "Période moyenne de corps")
useBodyMA = input.bool(true, "Filtrer par corps > moyenne")
// RSI / MACD
lenRSI = input.int(14, "Période RSI")
rsiOB = input.float(60, "RSI haussier min")
rsiOS = input.float(40, "RSI baissier max")
fastMACD = input.int(12, "MACD fast")
slowMACD = input.int(26, "MACD slow")
sigMACD = input.int(9, "MACD signal")
// Squeeze Bollinger
bbLen = input.int(20, "Période Bollinger")
bbMult = input.float(2.0, "Ecart-type Bollinger", step=0.1)
squeezeLen = input.int(20, "Période moyenne largeur BB")
squeezeMult = input.float(0.7, "Seuil squeeze (largeur BB < moyenne * X)", step=0.05)
// Filtres
requireMomentum = input.bool(true, "Exiger RSI + MACD")
requireSqueeze = input.bool(true, "Exiger un squeeze juste avant")
squeezeLookback = input.int(5, "Nb de bougies max depuis squeeze", minval=1, maxval=50)
//---------------------------
// Calculs de base
//---------------------------
atr = ta.atr(lenATR)
rangeC = high - low
body = math.abs(close - open)
// moyenne de corps
bodyMA = ta.sma(body, lenBodyMA)
// RSI
rsi = ta.rsi(close, lenRSI)
// MACD
macdVal = ta.ema(close, fastMACD) - ta.ema(close, slowMACD)
macdSig = ta.ema(macdVal, sigMACD)
macdHist = macdVal - macdSig
//---------------------------
// Bollinger Bands + Squeeze
//---------------------------
basis = ta.sma(close, bbLen)
dev = bbMult * ta.stdev(close, bbLen)
upper = basis + dev
lower = basis - dev
bbWidth = (upper - lower) / basis
bbWidthMA = ta.sma(bbWidth, squeezeLen)
// squeeze = largeur BB inférieure à une fraction de sa moyenne
isSqueeze = bbWidth < bbWidthMA * squeezeMult
// Nombre de barres depuis le dernier squeeze
barsSinceSqueeze = ta.barssince(isSqueeze)
// Condition : on considère qu'on sort d'une zone de squeeze récente
hadRecentSqueeze = barsSinceSqueeze >= 0 and barsSinceSqueeze <= squeezeLookback
//---------------------------
// Conditions Wide Range Candle
//---------------------------
// 1) Bougie large vs ATR
wideByATR = rangeC > atr * multATR
// 2) Bougie large vs moyenne de corps (optionnel)
wideByBody = useBodyMA ? body > bodyMA : true
wideCandle = wideByATR and wideByBody
//---------------------------
// Direction + momentum
//---------------------------
bullBody = close > open
bearBody = close < open
bullMomentum = (rsi > rsiOB) and (macdHist > 0)
bearMomentum = (rsi < rsiOS) and (macdHist < 0)
condMomentumBull = requireMomentum ? bullMomentum : true
condMomentumBear = requireMomentum ? bearMomentum : true
condSqueeze = requireSqueeze ? hadRecentSqueeze : true
bullCond = wideCandle and bullBody and condMomentumBull and condSqueeze
bearCond = wideCandle and bearBody and condMomentumBear and condSqueeze
//---------------------------
// Affichage des points discrets
//---------------------------
// Petit point vert sous la bougie = grosse bougie haussière
plotshape(bullCond, title="Big Bull Candle (Squeeze + Mom.)", style=shape.circle,
location=location.belowbar, color=color.new(color.lime, 0), size=size.tiny)
// Petit point rouge au-dessus de la bougie = grosse bougie baissière
plotshape(bearCond, title="Big Bear Candle (Squeeze + Mom.)", style=shape.circle,
location=location.abovebar, color=color.red, size=size.tiny)
Options
Options X-Level Lock Tracker (Weekly Fri PM)What this indicator is
Options X Lock Tracker is a weekly trade‑management dashboard for defined‑risk premium selling where the “trade thesis” is primarily about finishing on the correct side of a single level (X) by expiration. In this framework, X is the short strike (the “line”) you sell, and the goal is to remain on the correct side of X through settlement.
This script helps you:
Compute candidate PUT X and/or CALL X levels using a volatility‑based model,
Lock those X levels on specific weekdays (Mon/Tue/Wed),
Track touches/breaches during the week, and
Evaluate win/loss at weekly settlement.
Core features
1) X‑Level computation (PUT and/or CALL)
Can compute PUT X, CALL X, or both.
Can use a target delta approach or a 1‑sigma move approach.
Volatility input can be HV (log returns) or ATR, with configurable lookback lengths and caps/floors.
2) Expiry / settlement controls
Settlement is aligned to next Friday with a configurable timezone + settle hour/minute (e.g., Fri 16:00 New York).
3) Strike rounding + optional “snap”
Rounds strikes to your chosen strike increment (e.g., 5‑point spacing for index products).
Optional “snap” can align X to nearby prior daily/weekly key levels (H/L/C/Mid) rather than purely model output.
4) Locking workflow (Mon / Tue / Wed)
You can enable locking on Monday, Tuesday, and/or Wednesday.
Locks occur on the daily close (confirmed bar), and once locked, the level is held for the week.
5) Visual plotting
Plots the locked X levels as horizontal lines extended to the right:
PUT lines are solid, CALL lines are dashed, and
Lines are color‑coded by lock day (Mon/Tue/Wed).
6) Touch/Breach tracking
Tracks whether price touched/breached the locked X during the week (after the lock moment).
7) Friday settlement result (win/loss)
On Friday’s confirmed close, evaluates results:
Short PUT considered a win if settle > put strike
Short CALL considered a win if settle < call strike
8) Table dashboard (weekly “control panel”)
The table is meant to be your weekly at‑a‑glance tracker. For each lock day and each side it can show:
Locked strike (X),
“Now” distance from price,
Touch status,
Settle status (once Friday passes),
W% = a real‑time probability estimate (normal approximation).
Important: W% is a real‑time probability estimate, not a historical win‑rate backtest.
9) RSI context + RSI alerts
Optional RSI context in the table and RSI‑based bias framing.
Includes alert conditions for RSI crossing above/below 50 (useful for regime shifts).
Recommended chart setup / best practices
This tracker is intentionally built around daily locking, and is designed for 1D charts where the lock event is the daily close.
Make sure your settlement timezone/time matches the product you’re trading (and your intended settlement convention).
If you trade instruments with different strike spacing, update Strike increment accordingly.
Limitations / notes
Probability outputs (W%) are model estimates and can diverge from real option pricing (skew, kurtosis, jumps, event risk, liquidity, etc.).
This is a decision support / tracking tool. It is not an automated execution system, and it does not include slippage/fees in outcomes.
Disclaimer
This indicator is for educational and informational purposes only and does not constitute financial advice. Options involve substantial risk and are not suitable for all traders. Always use defined risk controls and trade within your plan.
Reversal Detector [Scalping-Algo]Reversal Detector - Volume-Based Price Structure Analysis
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WHAT IT DOES
This indicator identifies potential reversal zones by analyzing price structure combined with volume. Instead of using traditional overbought/oversold readings or single candlestick patterns, it looks for a specific two-phase setup:
Phase 1 - Anchor Detection:
The script scans for bars where price closes beyond ALL previous bars in the lookback period. For a bullish setup, the close must be lower than every low of the past N candles (default 20). This represents an extreme extension, not just a "lower low." Volume on this bar should exceed 2x the average to confirm real participation.
Phase 2 - Confirmation:
After an anchor forms, the indicator waits for price to reverse back through the anchor bar's range. This must occur within a set number of bars (default 3). If price continues making new extremes instead, the setup is cancelled.
────────────────────────────────────────────────────────────────
HOW TO READ THE SIGNALS
B Labels (Green, below price) = Bullish reversal confirmed
S Labels (Red, above price) = Bearish reversal confirmed
Each signal shows a score from 3/5 to 5/5:
- 3/5 = Basic confirmation met
- 4/5 = Good volume on anchor or confirmation
- 5/5 = Strong volume + aligned with 200 EMA trend
Dashed Boxes = Pending setup waiting for confirmation
- Green box = Bullish setup in progress
- Red box = Bearish setup in progress
Status Panel (bottom right):
- Shows current state (Scanning / Bull Setup / Bear Setup)
- Countdown for confirmation window
- Current volume condition
────────────────────────────────────────────────────────────────
HOW TO USE
Entry Approach:
1. Wait for a confirmed signal (B or S label appears)
2. Higher scores (4/5 or 5/5) indicate better quality setups
3. Consider the overall trend context - signals aligned with the 200 EMA direction tend to work better
Stop Placement:
- For long entries: below the anchor bar's low
- For short entries: above the anchor bar's high
The boxes show you the anchor zone while waiting for confirmation, which can help visualize the invalidation level.
────────────────────────────────────────────────────────────────
SETTINGS
Structure Settings:
- Lookback Period (default 20): How many bars back to check for the breakout. Lower = more setups but less extreme. Higher = fewer but more significant extensions.
- Confirmation Bars (default 3): Maximum bars allowed for price to reverse. Tighter window = stricter filter.
Volume Settings:
- Use Volume Filter: Toggle volume requirement on/off
- Volume MA Length (default 20): Period for average volume calculation
- Anchor Volume Multiple (default 2.0): Required volume spike on anchor bar
- Confirm Volume Multiple (default 1.2): Volume threshold on confirmation bar
Visual Settings:
- Trend EMA Length (default 200): Used for trend alignment scoring
- Show Pending Setups: Display the dashed boxes for active setups
- Show Status Panel: Display the info table
- Colors and label size customization
────────────────────────────────────────────────────────────────
WHAT MAKES THIS DIFFERENT
The core idea is requiring price to break beyond EVERY bar in the lookback range, not just make a swing high/low. This filters out minor pullbacks and focuses on genuine extensions where price has moved significantly.
The two-phase approach (anchor then confirmation) helps avoid catching falling knives - you're not entering just because price is extended, but waiting for actual reversal evidence.
Volume integration adds another layer. The anchor bar needs elevated volume to confirm real selling/buying pressure, not just a gap or illiquid move.
────────────────────────────────────────────────────────────────
SUGGESTED USE
Works on any timeframe, but I find it most useful on 5-15 minute charts for intraday setups.
Combine with:
- Key support/resistance levels
- Higher timeframe trend direction
- Market context (avoid during major news)
The indicator identifies the pattern mechanically - it doesn't predict outcomes. Use proper position sizing and always have a stop loss plan.
────────────────────────────────────────────────────────────────
ALERTS INCLUDED
- Bullish Reversal
- Bearish Reversal
- Any Reversal
- Strong Bullish (4/5 or higher)
- Strong Bearish (4/5 or higher)
────────────────────────────────────────────────────────────────
Supercharged MA Momentum Oscillator (v6,Secondary Levels)Supercharged MA Momentum Oscillator (Dots on Line)
Description:
The Supercharged MA Momentum Oscillator is a trend and momentum-based tool designed to highlight short-term market momentum relative to a moving average. It provides a visual way to identify potential entry and exit points using a combination of smoothed momentum, ATR-based thresholds, and upper/lower momentum levels.
Key Features:
Smooth momentum line derived from a moving average slope.
Opposite momentum line for contrarian signals.
ATR-based thresholds to detect meaningful momentum shifts.
Upper and lower momentum levels for stronger confirmation of overbought/oversold conditions.
Buy/sell dots plotted on the momentum line to highlight potential trade opportunities.
Customizable inputs for moving average length, smoothing, ATR period, and thresholds.
How to Use:
Momentum Interpretation:
Blue Line (Momentum): Represents the primary momentum.
Orange Line (Opposite Momentum): Represents the inverse momentum for contrarian observation.
Thresholds & Levels:
Green/Red Lines (ATR Thresholds): Define minor trigger zones for potential momentum changes.
Yellow Dashed Lines (Upper/Lower Levels): Define major momentum levels; stronger signals occur when momentum crosses these.
Trade Signals:
Buy Signal (Green Dot): Momentum crosses above both the ATR long threshold and the upper momentum level.
Sell Signal (Red Dot): Momentum crosses below both the ATR short threshold and the lower momentum level.
Dots appear directly on the momentum line to easily visualize trade triggers.
Customization:
Adjust the MA Length and Smoothing to fit the timeframe and asset volatility.
Modify ATR Length and Threshold Factor to fine-tune sensitivity.
Change Upper/Lower Momentum Levels to capture stronger or weaker signals.
Tips:
Best used in combination with trend analysis or other technical indicators for confirmation.
Ideal for spotting momentum reversals or identifying potential breakout entries.
Works on multiple timeframes — shorter timeframes will show more frequent signals, longer timeframes filter noise.
Note:
This indicator is for educational and informational purposes. Always use proper risk management and confirm signals with other analysis before executing trades.
Previous Day, Pre Market and ORB LevelsDescription
This indicator is designed for intraday traders who need significant price levels—Previous Day, Premarket, and Opening Ranges—without the visual clutter that typically plagues multi-level indicators.
Unlike standard indicators that draw lines across your entire chart history, this script focuses purely on the current trading day. It draws levels starting from the daily open and extends them into the future, keeping your historical price action clean and readable.
Key Features
Previous Day Levels: Automatically plots Previous Day High (PDH), Low (PDL), and Close (PDC).
Premarket Levels: Tracks the High and Low of the premarket session (04:00 – 09:30 NY).
Opening Range Breakout (ORB): Automatically detects and plots the 5-minute and 15-minute Opening Range Highs and Lows.
Clean Charting: Lines and labels are only drawn for the current active day. Old levels from previous days are automatically removed to prevent "chart noise."
Fully Customizable: Toggle any level on/off and customize colors to match your chart theme via the settings menu.
How It Works
Daily Data: Uses request.security to fetch the previous day's High, Low, and Close without repainting.
Session Logic: The script utilizes specific time sessions (set to New York time) to capture the Premarket range and the first 5 and 15 minutes of the regular session for ORB calculations.
Dynamic Drawing: Using Pine Script's line.new and label.new functions, the indicator draws levels only on the last bar, ensuring the lines stay relevant to the current price action.
SPY Options Targets -IV Expected MoveWhat this indicator is?
This tool turns option implied volatility into two things:
1) Expected move levels on the SPY chart for a chosen time horizon
2) Estimated option premium targets if SPY reaches those levels
It is built to answer three trading questions:
1) How far can SPY reasonably move in my holding window
2) What SPY levels should I use for profit targets or invalidation
3) If SPY hits those levels, what option price is a realistic target
What the bands mean on the SPY chart
The bands are expected move levels on the underlying, recalculated each bar from the selected option’s implied volatility.
One sigma band
The teal band is the expected one standard deviation move over the next Horizon minutes. In practice, this is a normal move zone for that holding window.
Two sigma band
The orange band is the expected two standard deviation move over the next Horizon minutes. In practice, this is a large move zone for that holding window.
How to interpret value
If price is near the middle of the bands, the market is behaving normally for that window.
If price approaches the one sigma band, the move is extended for that window.
If price approaches the two sigma band, the move is unusually large for that window and you should expect either strong continuation or sharp mean reversion depending on market context.
What the table means and how to use it
IV
Implied volatility solved from the selected option price. Higher IV widens the bands and increases option targets.
DTE
Days to expiry of the selected option. Near expiry options can change faster and IV can shift quickly.
H move 1 sigma
The projected one sigma SPY move in dollars for the selected Horizon minutes. This is the key number for planning.
Opt at plus 1 sigma and minus 1 sigma
If SPY reaches the one sigma upper band or the one sigma lower band, the indicator estimates what your selected option should be worth at that moment, assuming implied volatility does not change.
Opt at plus 2 sigma and minus 2 sigma
Same idea for the two sigma bands.
Now opt px
Current option price for reference.
.................................................................................................................
How to trade using it?
Step 1 Pick the right option input
Choose the same expiry you plan to trade and pick a liquid contract, ideally at the money or near the money. This makes the IV reading more representative of the current tape.
Step 2 Set the horizon to your holding time
If you typically hold 15 to 30 minutes, set Horizon minutes to 15 or 30.
If you typically hold 60 to 120 minutes, set it accordingly.
This matters because the bands represent expected move for that exact window.
Step 3 Use the bands to define trade planning
For a long bias
Entry is your setup. The bands are used for targets and risk.
Target 1 is the one sigma upper band.
Target 2 is the two sigma upper band if momentum supports continuation.
Invalidation can be defined as losing the mid zone and failing to reclaim, or a clear level based stop. The indicator does not choose your stop. It gives your realistic upside distance.
For a short bias
Target 1 is the one sigma lower band.
Target 2 is the two sigma lower band if momentum supports continuation.
Invalidation can be defined similarly using your structure.
Step 4 Use the option targets as profit taking levels
Once you enter an option trade, ignore random premium swings and anchor to the table.
Common approach
Take partial profit when the option approaches the plus or minus one sigma target value.
Hold a smaller runner for the plus or minus two sigma target value.
If SPY hits the one sigma band but the option is far below the table target, it usually means implied volatility is dropping. Reduce expectations or exit earlier.
If SPY hits the one sigma band and the option is above the table target, it usually means implied volatility expanded. Consider taking profits sooner because this extra premium can mean revert.
Step 5 Use it to choose strikes
Before entering, check whether your desired option profit requires SPY to travel to the two sigma band within your horizon.
If yes, that is a lower probability trade for that window.
If your plan is achievable around the one sigma band, it is typically more realistic.
..................................................................................................................
Practical examples
Scalp example
Horizon 30 minutes.
If H move 1 sigma is about 1 dollar, then expecting a 3 dollar SPY move in 30 minutes is a two to three sigma expectation and should be treated as a low probability scalp unless a news event is active.
Intraday example
Horizon 120 minutes.
If H move 1 sigma is about 2 dollars, a 2 dollar move is a reasonable target and a 4 dollar move is the stretch target.
Important limitations
Implied volatility changes
The option target prices assume IV stays constant. In real markets IV can change during the move, especially on 0DTE, around news, or during sharp selloffs. Treat option targets as a baseline estimate.
Not a standalone signal
This indicator does not generate buy or sell signals. Combine it with your entry model, structure, or momentum confirmation.
Liquidity matters
Very wide bid ask spreads can distort the inferred IV. Use liquid contracts.
Suggested defaults for SPY
Use a liquid near the money option for the current expiry.
Horizon 30 for scalps, 60 for intraday, 120 for swings.
Keep expiry time at 16:00 New York.
Disclaimer
This script is for educational and informational purposes only and is not financial advice. Options involve risk and may not be suitable for all traders.
Panik-Tief-Signal: Aktien Put-Call RatioUsing the put call ratio (equites), this indicator identifies panic situations on the stock market and therefor can be used for long entries. no advice, no recommendation.
Dealer Control Index (DCI) Oscillator BreakoutsOverview
The Dealer Control Index (DCI) is a structural oscillator designed to measure market stability based on the relationship between price and key institutional "hedging levels" (Gamma Flip). Unlike momentum-based oscillators like RSI, the DCI focuses on Dealer Gamma Exposure—the point where market makers shift from supporting price (Long Gamma) to accelerating moves (Short Gamma).
How to Use
This indicator requires a Manual Anchor (Flip Level) to function with high precision. Users should identify the current institutional Gamma Flip level for their specific ticker and input it into the script settings.
Positive Score (+25 to +100): Price is above the Flip Level. Dealers are in a "Long Gamma" position, typically resulting in lower volatility and "dip-buying" behavior.
Neutral Zone (-75 to +25): The "Transition Zone." Price is fluctuating near the hedge-rebalancing point. Expect "choppy" price action.
The Gamma Trap (-75 to -100): Price has snapped significantly below the Flip Level. Dealers are now "Short Gamma" and may be forced to sell into further price drops to hedge their books, potentially creating a "Waterfall" effect.
Key Features
Volatility Normalized: Uses ATR-based normalization to ensure the -100 to +100 scale is consistent across different asset classes (e.g., comparing SPY to NVDA).
Sigmoid Smoothing: Employs a sigmoid curve to filter out "market noise" and provide a clear visual of when the regime shift is actually occurring.
Visual Regimes: Color-coded zones (Green/Red) provide instant feedback on the current dealer hedging bias.
Key Zone$ - Support and Resistance0DTE Bounce Zones (6M) — Support & Resistance with VWAP, Volume, and Risk Management
This indicator is built for intraday and 0DTE options trading, focused on high-quality bounce and rejection setups at historically proven support and resistance zones.
It automatically identifies key zones from six months of historical price action and waits for real-time confirmation before signaling CALL or PUT opportunities. The goal is to reduce noise, avoid weak bounces, and provide clear, rules-based trade structure.
====================================================================
CORE FEATURES
====================================================================
Historical Support & Resistance Zones (6 Months)
Zones are built using 15-minute pivot highs and lows.
A zone must be tested at least 3 times to be considered valid.
Nearby zones are merged automatically to reduce clutter.
Zones extend forward in time and update dynamically.
Support zones are shown in green, resistance zones in red.
These are higher-quality structural levels, not same-day levels.
====================================================================
0DTE-Focused Entry Logic
Signals only trigger when price interacts with a confirmed zone and shows a strong rejection candle.
Signals are limited to high-probability trading windows only.
Market Open: 9:30–10:45 ET
Market Close: 3:00–4:00 ET
This avoids midday chop and focuses on periods with real momentum.
====================================================================
VWAP Confirmation (Strict)
CALL setups require a VWAP reclaim.
PUT setups require a VWAP loss.
This aligns trades with institutional order flow instead of counter-trend noise.
====================================================================
MACD Momentum Filter
MACD histogram behavior is used to confirm momentum direction and avoid taking bounces against the prevailing move.
====================================================================
ATR Candle Strength Filter
The signal candle must be large enough relative to ATR.
This filters out weak or indecisive candles that often fail with 0DTE.
====================================================================
Advanced Volume Confirmation (Relative Volume)
Relative Volume (RVOL) is used instead of raw volume.
Different RVOL thresholds are applied for CALLS versus PUTS.
Higher RVOL is required for PUTS due to downside urgency.
Lower RVOL is allowed for CALLS due to grind-up behavior.
Separate RVOL thresholds are used for the market open and market close.
This ensures signals only occur when real participation is present.
====================================================================
Built-In Risk Management (2:1 Reward/Risk)
Every signal automatically calculates an entry, stop loss, and target.
Stop loss is based on the zone edge with an ATR buffer.
Targets default to a 2:1 reward-to-risk ratio.
Entry, stop, and target levels are drawn directly on the chart and included in alerts.
====================================================================
Smart Alerts (CALLS & PUTS)
Alerts trigger only when all conditions are met.
Alerts include trade direction, entry price, stop price, target price, and RVOL information.
Alerts are designed for 5-minute confirmation trading.
To use alerts, select “Any alert() function call” when creating the alert.
====================================================================
INTENDED USE
====================================================================
0DTE options trading.
5-minute chart confirmation.
Index ETFs and liquid equities such as SPY, QQQ, IWM, and SPX.
Traders who want aggressive entries with confirmation.
Traders who value structure, volume, and risk control.
====================================================================
NOTES
====================================================================
This is not a prediction tool.
Signals require discipline and confirmation.
Best results come from trading only the highest-quality setups.
NSE Monthly Expiry 2022-26 : Ashish RajoriaThis indicator, "NSE Monthly Expiry Marker 2022-2026", is designed for traders on TradingView to visually track NSE (National Stock Exchange) monthly F&O (Futures & Options) expiry dates from 2022 to 2026. It plots red dashed vertical lines on each expiry date, with labels showing the month, year, and exact date for easy identification. The dates are accurately calculated based on NSE rules: last Thursday for months up to August 2025, and last Tuesday from September 2025 onwards, with holiday adjustments (e.g., shifted if expiry falls on a holiday). Additionally, it includes trading days, holidays in the session, and a link to www.GSTwork.com for reference. Ideal for option traders to plan strategies around expiry cycles, this tool helps in analyzing patterns over multiple years without manual calculations. Note: Ensure your chart timeframe is daily or higher for best visibility.
Monthly Weekly Daily ATR Calculation A weekly options trading script showing optimal levels using daily and weekly ATR ranges and stop loss. (Open ± ATR)
IV Volatility History v1.2# Realized Volatility History - Quick Start Guide
## What This Does
Displays historical realized volatility (RV) calculated directly from price movements. Compare it against your current implied volatility to identify options trading opportunities and gauge whether premium is expensive or cheap.
## How to Use
1. **Get Current IV**: Check your broker's options chain and find the ATM (at-the-money) implied volatility for your ticker
2. **Input the Value**: Open indicator settings and enter the current IV (e.g., `0.15` for 15%) - this creates a reference line
3. **Read the Chart**:
- **Purple line** = Historical realized volatility from actual price movements
- **Red dashed line** = Your current ATM IV (reference)
- **Orange line** = 30-day moving average (optional)
4. **Interpret the Data**:
- **RV below IV** → Options premium is relatively expensive (consider selling premium)
- **RV above IV** → Options premium is relatively cheap (consider buying options)
- **IV Rank > 70%** → High volatility environment
- **IV Rank < 30%** → Low volatility environment
## Settings You Can Adjust
- **Current ATM IV**: Reference line for comparison (update periodically)
- **RV Rolling Window**: Calculation window for realized volatility (default: 10 days)
- **Lookback Period**: Period for IV rank calculation (default: 60 days)
- **Show 30-Day Average**: Toggle moving average line
## Limitations
This indicator requires manual IV updates since TradingView doesn't have direct access to options data. You'll need to check your broker periodically and update the input for accuracy.
---
*Method: Calculates annualized realized volatility using rolling standard deviation of log returns, providing a comparison baseline for evaluating implied volatility levels.*
AI Gamma Levels - Options Flow Signals v1.1# AI Gamma Levels - Options Flow Signals
## 📊 Overview
An educational indicator that estimates institutional options positioning using price action, volume analysis, and technical indicators. Designed to help traders identify key support and resistance zones based on gamma exposure concepts commonly used by market makers and institutional traders.
## 🎯 Key Features
**Gamma Flip Level (⚡)**
- Neutral zone where market maker hedging behavior changes
- Calculated using VWAP and price action
- Acts as dynamic pivot point for intraday trading
**Call Wall (🔴)**
- Resistance zone from heavy call seller positioning
- Identifies where upward price movement may stall
- Based on recent highs + ATR-adjusted volatility
**Put Support (🟢)**
- Support zone from put seller positioning
- Shows where downward moves may find buyers
- Calculated from recent lows with volatility adjustment
**AI Trade Signals (🔮)**
- Multi-factor confluence detector with confidence scoring
- Only triggers on high-probability setups (70%+ confidence)
- Provides clear entry, stop loss, and target levels
- Combines gamma regime, RSI, volume, and price proximity
**Regime Detection**
- Identifies Positive Gamma (bullish bias) vs Negative Gamma (volatile) environments
- Background coloring shows current market regime
- Helps adapt trading strategy to market conditions
**Trading Zone Visualization**
- Shaded area between Call Wall and Put Support
- Shows expected trading range based on gamma positioning
- Zone width indicates market compression or expansion
## 🧠 How AI Signals Work
The AI signal layer analyzes multiple factors simultaneously:
1. **Gamma Regime Alignment** - Price position relative to Gamma Flip
2. **Level Proximity** - Distance to Put Support or Call Wall
3. **Momentum Extremes** - Fast RSI showing oversold/overbought
4. **Volume Confirmation** - Above-average volume on the setup
5. **Price Action Quality** - Bar range and volatility characteristics
Signals only trigger when ALL conditions align, reducing noise and false signals.
**BUY Signal Requirements:**
- Price above Gamma Flip (positive regime)
- Near Put Support (within 0.5%)
- RSI < 35 (oversold)
- Volume spike (1.4x average)
- Confidence ≥ 70%
**SELL Signal Requirements:**
- Price below Gamma Flip (negative regime)
- Near Call Wall (within 0.5%)
- RSI > 65 (overbought)
- Volume spike (1.4x average)
- Confidence ≥ 70%
## 📈 How to Use
**For Day Trading:**
- Watch for bounces at Put Support in positive gamma regime
- Look for resistance at Call Wall in negative gamma regime
- Use AI signals for high-conviction entries with clear risk levels
**For Swing Trading:**
- Monitor zone width for compression/expansion cycles
- Enter when price returns to zone edges with AI confirmation
- Use Gamma Flip as trailing stop reference
**For Options Traders:**
- Identify where institutional gamma is concentrated
- Anticipate pinning behavior near expiration
- Understand market maker hedging flow impact on price
## ⚙️ Customization
**Display Settings:**
- Toggle individual levels on/off
- Show/hide trading zone shading
- Enable/disable AI signals
**Calculation Parameters:**
- Lookback Period (5-100 bars) - adjusts level sensitivity
- Volatility Multiplier (0.5-3.0) - widens/tightens zones
- AI Confidence Threshold (60-90%) - signal selectivity
**Visual Customization:**
- Custom colors for all levels
- Adjustable transparency for zones
- Label size and positioning
## 📊 Info Table
Real-time dashboard showing:
- Current Gamma Flip price
- Call Wall resistance level
- Put Support level
- Active gamma regime
- Trading zone width (%)
- AI signal status and confidence
## 🔔 Built-in Alerts
Set alerts for:
- Gamma Flip crossovers
- Price approaching Call Wall
- Price approaching Put Support
- AI BUY signal triggered
- AI SELL signal triggered
## 📚 Educational Background
**What is Gamma Exposure?**
Gamma measures how fast market makers must hedge their options positions as price moves. Large gamma concentrations create support/resistance as dealers buy into weakness and sell into strength.
**Positive vs Negative Gamma:**
- **Positive Gamma** (above Gamma Flip): Market makers hedge by stabilizing price
- **Negative Gamma** (below Gamma Flip): Market makers hedge by amplifying moves
**Call Walls & Put Supports:**
Heavy open interest at specific strikes creates "walls" where price tends to gravitate toward or bounce away from, especially near expiration.
## ⚠️ Important Notes
**This indicator uses price and volume approximations**, not real options chain data. It demonstrates gamma exposure concepts for educational purposes.
**For true options flow analysis**, consider using platforms with access to real-time open interest, options volume, and Greeks data.
**Risk Management:** Always use proper position sizing, stop losses, and never risk more than you can afford to lose. This indicator should be one tool in your complete trading strategy.
**Not Financial Advice:** This is an educational tool. Past performance does not guarantee future results. Always do your own research and consider consulting with a qualified financial advisor.
## 💡 Best Practices
1. Combine with your existing strategy - don't trade signals blindly
2. Use on liquid stocks/indices with active options markets
3. Pay attention to regime changes at Gamma Flip crossovers
4. Higher timeframes (15m, 1H, 4H) tend to be more reliable
5. Adjust parameters based on the asset's typical volatility
6. Wait for AI signals with 75%+ confidence for highest quality setups
## 🎓 Who This Is For
- Options traders seeking to understand institutional positioning
- Day traders looking for high-probability support/resistance
- Swing traders identifying key zone boundaries
- Anyone interested in learning about gamma exposure impact on price
- Traders wanting AI-assisted trade signal confirmation
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**Happy Trading! If you find this indicator helpful, please leave a like and comment with your feedback.**
20-Week SMA + Weekly RSI SignalWeekly Momentum Indicator
The 20-Week SMA + Weekly RSI Signals are used to track weekly momentum. The 20-Week SMA (Simple Moving Average) is used to track the general momentum, while the weekly RSI signals indicate the direction which the momentum is moving.
Flag signals are created once both the SMA and the RSI show clear signs of momentum.
Please note that the signals are not always correct. So it is typically best to wait for confirmation candles in order to confirm bias.
20 Week SMA
14 RSI
Post-Exercise Option ValueThis indicator visualizes the post-exercise value of stock options for a single underlying symbol.
It calculates what an options position would be worth after exercising , based on the difference between price and strike, and displays how that value changes over time using close, high, and low prices.
What it shows
Value at Close – post-exercise value using the candle’s closing price
Value at High – post-exercise value using the candle’s high
Value at Low – post-exercise value using the candle’s low
Shaded regions highlight the intrabar range between close↔high and low↔close
Values are floored at $0 when price is below the strike
Calculation logic
The indicator uses the following formula:
Post-exercise value = max((Price − Strike) × Units × Multiplier, 0)
This reflects the net value of shares received if options were exercised at the strike and valued at the current market price.
Inputs
Strike price (exercise price)
Number of units (shares or share-equivalent units)
Multiplier (e.g., 100 for standard US equity option contracts)
Custom value target for alerts
Alerts
Optional alerts are available for:
Price crossing above or below the strike
Post-exercise value crossing above (or below) a user-defined dollar target
Alerts are evaluated on bar close and can be enabled individually via TradingView’s alert dialog.
Notes
Designed for tracking a single ticker
Does not model time value, volatility, or option premiums
Intended for visualization and monitoring purposes only
This tool is useful for understanding how the value of an exercised options position evolves relative to price movement.
Risk & Reward Position PlannerDescription
This script is a trade architecture tool designed to help traders calculate position sizes and visualize risk-reward ratios dynamically on the chart. It focuses on functional precision and clean aesthetics, offering two distinct visual styles: "Cyber" for modern high-tech charts and "Classic" for a traditional look.
Key Features
Interactive Setup: Upon adding the script or resetting, it prompts you to click directly on the chart to set your Entry and Stop Loss levels.
Dynamic Position Sizing: Calculates the total risk in currency (USD) based on your custom unit size.
Multi-Target Planning: Visualizes four customizable Take Profit targets based on specific RR ratios.
Cyber UI Aesthetics: Full control over colors, neon glow effects, and horizontal alignment to fit any chart layout.
Comprehensive Data: Displays price, percentage distance, currency risk, and RR ratios at a single glance.
User Guide (How to use)
To ensure the most efficient workflow, here are the essential steps for operating the tool:
Setting a New Trade (Resetting)
If you change your symbol or want to plan a completely new trade, you can clear the current setup and trigger the interactive selection again:
Right-click on the indicator in the chart OR click the three dots (...) next to the indicator name in the legend.
Select "Reset Points".
The indicator will prompt you to click two new points on the chart: first for the Entry, then for the Stop Loss.
Moving Entry and Stop Loss
Move the mouse over the line of the Entry or the StopLoss and grab the grip of the line to move it up or down. Drop it to the price you want to set.
BULLISH!! Low High Range Options HelperThis indicator is designed for range-based options trading, where price tends to rotate between a defined low and high rather than trend continuously. Its purpose is not to tell you what to trade, but to provide context for timing, specifically answering the question: if price is at a discount here, how much time should an option realistically have?
The script identifies a recent price range and plots three key levels. The range high represents the upper boundary of recent price action and often acts as a take-profit or resistance area. The range mid is the 50 percent equilibrium of the range and is intended as a confirmation level rather than an entry signal. The range low represents the discount zone, where risk is best defined for bullish options trades. This is the only area where options guidance is displayed.
When price touches the range low, the indicator calculates how long similar range rotations have taken in the past, adjusts that timing to the current chart timeframe, and applies a safety factor to reduce the risk of under-timing an options position. It then displays a suggested days-to-expiration label, such as 3 DTE, 4 DTE, 5 DTE, 6 DTE, 7 DTE, 10 DTE, or 14 plus. Shorter DTE values reflect faster expected rotations, while longer DTE values reflect slower, choppier, or more uncertain conditions. The goal is to help avoid the common mistake of buying options that do not have enough time to work.
A typical way to use this tool is to identify a clearly defined range, wait for price to reach the range low, note the DTE guidance shown on the chart, then wait for confirmation such as a reclaim of the range midpoint before considering a trade. Risk can then be managed with the range structure in mind, often targeting the range high in rotational environments. The indicator is most effective in sideways or mean-reverting markets rather than strong trends.
This script does not place trades, predict direction, or guarantee outcomes. It does not account for news events, earnings, implied volatility changes, or broader macro conditions. It is intended as a contextual tool to support disciplined decision-making, not as a standalone trading system.
Always trade smart. Manage position size, define risk before entering a trade, and avoid over-leveraging short-dated options. The objective is not to predict the market, but to consistently align price structure with realistic time expectations.
ATR + STRAT Dashboard (LAST + DIR + REV) + Est MovesATR + STRAT Dashboard is a multi-timeframe market structure indicator built around The Strat and ATR context. It summarizes higher-timeframe control (buyers vs sellers), highlights key Strat conditions (inside/outside/2-1-2 style transitions), and flags common reversal candles (hammer / shooting star style signals) to help spot potential turns. It also includes ATR-based context and estimated move guidance so you can quickly gauge whether price has “room” to run or is extended.
What it shows
MTF Dashboard: quick read of trend/control across multiple timeframes
Direction/Control: color-based bias (buyers vs sellers in charge)
Reversal Flags: highlights reversal-style candles for awareness (not guaranteed)
ATR Context + Estimated Moves: volatility-based framework for targets/expectations
Non-repainting HTF behavior: designed to use closed higher-timeframe bars to reduce repaint surprises
Note: This tool is for structure + context, not trade signals by itself. Always confirm with your plan/risk management.
DLR - Daily Liquidity Range Framework (v1.3)Daily Level Ranges
This strategy targets discounted premiums for buying Call/Put Options in discounted areas based on liquidity levels that form ranges.
Opening Range creates the strongest liquidity for the day.
Premarket Highs/Lows are strong liquidity points.
Previous Day Highs/Lows are reliable liquidity points.
PMH/PML and PDH/PDL may alternate positions relative to OR.
* Discounted Calls are taken under the OR in Bullish conditions
* Discounted Puts are taken above the OR in bearish conditions.
- Momentum Calls are taken at the OR in Bullish Conditions
- Momentum Puts are taken at the OR in Bearish Conditions
Overlay Candles (FIX)Fixed glitched numbers script, numbers now dont glitch out anymore after some time
Reinterpretation of @MrBoombastic´s indicator
Options Delta Alert ToolThe indicator employs the Black-Scholes model to calculate and display the option's delta dynamically, using the current stock price, time to expiration, and other parameters (e.g., fixed implied volatility). It thus reflects the delta as it would be on that particular future day.
Candle Time Remaining (v6 Dynamic Fixed)displays the time remaining on the current candle above the printing candle. turns red when red and green when candle is green
