SigmaRevert: Z-Score Adaptive Mean Reversion [KedArc Quant]🔍 Overview
SigmaRevert is a clean, research-driven mean-reversion framework built on Z-Score deviation — a statistical measure of how far the current price diverges from its dynamic mean.
When price stretches too far from equilibrium (the mean), SigmaRevert identifies the statistical “sigma distance” and seeks reversion trades back toward it. Designed primarily for 5-minute intraday use, SigmaRevert automatically adapts to volatility via ATR-based scaling, optional higher-timeframe trend filters, and cooldown logic for controlled frequency
🧠 What “Sigma” Means Here
In statistics, σ (sigma) represents standard deviation, the measure of dispersion or variability.
SigmaRevert uses this concept directly:
Each bar’s price deviation from the mean is expressed as a Z-Score — the number of sigmas away from the mean.
When Z > 1.5, the price is statistically “over-extended”; when it returns toward 0, it reverts to the mean.
In short:
Sigma = Standard deviation distance
SigmaRevert = Trading the reversion of extreme sigma deviations
💡 Why Traders Use SigmaRevert
Quant-based clarity: removes emotion by relying on statistical extremes.
Volatility-adaptive: automatically adjusts to changing market noise.
Low drawdown: filters avoid over-exposure during strong trends.
Multi-market ready: works across stocks, indices, and crypto with parameter tuning.
Modular design: every component can be toggled without breaking the core logic.
🧩 Why This Is NOT a Mash-Up
Unlike “mash-up” scripts that randomly combine indicators, this strategy is built around one cohesive hypothesis:
“Price deviations from a statistically stable mean (Z-Score) tend to revert.”
Every module — ATR scaling, cooldown, HTF trend gating, exits — reinforces that single hypothesis rather than mixing unrelated systems (like RSI + MACD + EMA).
The structure is minimal yet expandable, maintaining research integrity and transparency.
⚙️ Input Configuration (Simplified Table)
Core
`maLen` 120 Lookback for mean (SMA)
`zLen` 60 Window for Z-score deviation
`zEntry` 1.5 Entry when Z exceeds threshold
`zExit` 0.3 Exit when Z normalizes
Filters (optional)
`useReCross` false Requires re-entry confirmation
`useTrend` false / true Enables HTF SMA bias
`htfTF` “60” HTF timeframe (e.g. 60-min)
`useATRDist` false Demands min distance from mean
`atrK` 1.0 ATR distance multiplier
`useCooldown` false / true Forces rest after exit
Risk
`useATRSL` false / true Adaptive stop-loss via ATR
`atrLen` 14 ATR lookback
`atrX` 1.4 ATR multiplier for stop
Session
`useSession` false Restrict to market hours
`sess` “0915-1530” NSE timing
`skipOpenBars` 0–3 Avoid early volatility
UI
`showBands` true Displays ±1σ & ±2σ
`showMarks` true Shows triggers and exits
🎯 Entry & Exit Logic
Long Entry
Trigger: `Z < -zEntry`
Optional re-cross: prior Z < −zEntry, current Z −zEntry
Optional trend bias: current close above HTF SMA
Optional ATR filter: distance from mean ATR × K
Short Entry
Trigger: `Z +zEntry`
Optional re-cross: prior Z +zEntry, current Z < +zEntry
Optional trend bias: current close below HTF SMA
Optional ATR filter: distance from mean ATR × K
Exit Conditions
Primary exit: `Z < zExit` (price normalized)
Time stop: `bars since entry timeStop`
Optional ATR stop-loss: ±ATR × multiplier
Optional cooldown: no new trade for X bars after exit
🕒 When to Use
Intraday (5m)
`maLen=120`, `zEntry=1.5`, `zExit=0.3`, `useTrend=false`, `cooldownBars=6` Capture intraday oscillations Minutes → hours
Swing (30m–1H)
`maLen=200`, `zEntry=1.8`, `zExit=0.4`, `useTrend=true`, `htfTF="D"` Mean-reversion between daily pivots 1–2 days
Positional (4H–1D)
`maLen=300`, `zEntry=2.0`, `zExit=0.5`, `useTrend=true` Capture multi-day mean reversions Days → weeks
📘 Glossary
Z-Score
Statistical measure of how far current price deviates from its mean, normalized by standard deviation.
Mean Reversion
The tendency of price to return to its average after temporary divergence.
ATR
Average True Range — measures volatility and defines adaptive stop distances.
Re-Cross
Secondary signal confirming reversal after an extreme.
HTF
Higher Timeframe — provides macro trend bias (e.g. 1-hour or daily).
Cooldown
Minimum bars to wait before re-entering after a trade closes.
❓ FAQ
Q1: Why are there no trades sometimes?
➡ Check that all filters are off. If still no trades, Z-scores might not breach the thresholds. Lower `zEntry` (1.2–1.4) to increase frequency.
Q2: Why does it sometimes fade breakouts?
➡ Mean reversion assumes overextension — disable it during strong trending days or use the HTF filter.
Q3: Can I use this for Forex or Crypto?
➡ Yes — but adjust session filters (`useSession=false`) and increase `maLen` for smoother means.
Q4: Why is profit factor so high but small overall gain?
➡ Because this script focuses on capital efficiency — low drawdown and steady scaling. Increase position size once stable.
Q5: Can I automate this on broker integration?
➡ Yes — the strategy uses standard `strategy.entry` and `strategy.exit` calls, compatible with TradingView webhooks.
🧭 How It Helps Traders
This strategy gives:
Discipline: no impulsive trades — strict statistical rules.
Consistency: removes emotional bias; same logic applies every bar.
Scalability: works across instruments and timeframes.
Transparency: all signals are derived from visible Z-Score math.
It’s ideal for quant-inclined discretionary traders who want rule-based entries but maintain human judgment for context (earnings days, macro news, etc.).
🧱 Final Notes
Best used on liquid stocks with continuous price movement.
Avoid illiquid or gap-heavy tickers.
Validate parameters per instrument — Z behavior differs between equities and indices.
Remember: Mean reversion works best in range-bound volatility, not during explosive breakouts.
⚠️ Disclaimer
This script is provided for educational purposes only.
Past performance does not guarantee future results.
Trading involves risk, and users should exercise caution and use proper risk management when applying this strategy.
Indicators and strategies
SMA Ribbon [CS] - Default Style (v5)The SMA Ribbon is a trend-following moving average ribbon designed to visualize momentum, trend strength, and long-term market structure. It plots 8 Simple Moving Averages with progressively larger periods, starting from short-term (7) to very long-term (400). This creates a layered "ribbon" effect on the chart.
Mirpapa_Lib_DivergenceLibrary "Mirpapa_Lib_Divergence"
다이버전스 감지 및 시각화 라이브러리 (범용 설계)
newPivot(bar, priceVal, indVal)
피벗 포인트 생성
Parameters:
bar (int) : 바 인덱스
priceVal (float) : 가격
indVal (float) : 지표값
Returns: PivotPoint
newDivSettings(pivotLen, maxStore, maxShow)
다이버전스 설정 생성
Parameters:
pivotLen (int) : 피벗 좌우 캔들
maxStore (int) : 저장 개수
maxShow (int) : 표시 라인 개수
Returns: DivergenceSettings
emptyDivResult()
빈 다이버전스 결과
Returns: 감지 안 된 DivergenceResult
checkPivotHigh(length, source)
고점 피벗 감지
Parameters:
length (int) : 좌우 비교 캔들 수
source (float) : 비교할 데이터 (지표값)
Returns: 피벗 값 또는 na
checkPivotLow(length, source)
저점 피벗 감지
Parameters:
length (int) : 좌우 비교 캔들 수
source (float) : 비교할 데이터 (지표값)
Returns: 피벗 값 또는 na
addPivotToArray(pivotArray, pivot, maxSize)
피벗을 배열에 추가 (FIFO 방식)
Parameters:
pivotArray (array) : 피벗 배열
pivot (PivotPoint) : 추가할 피벗
maxSize (int) : 최대 크기
checkBullishDivergence(pivotArray)
상승 다이버전스 체크 (Bullish)
Parameters:
pivotArray (array) : 저점 피벗 배열
Returns: DivergenceResult
checkBearishDivergence(pivotArray)
하락 다이버전스 체크 (Bearish)
Parameters:
pivotArray (array) : 고점 피벗 배열
Returns: DivergenceResult
createDivLine(result, lineColor, isOverlay)
다이버전스 라인 생성
Parameters:
result (DivergenceResult) : DivergenceResult
lineColor (color) : 라인 색상
isOverlay (bool) : true면 가격 기준, false면 지표 기준
Returns:
cleanupLines(lineArray, labelArray, maxLines)
오래된 라인/라벨 정리
Parameters:
lineArray (array) : 라인 배열
labelArray (array) : 라벨 배열
maxLines (int) : 최대 유지 개수
addLineAndCleanup(lineArray, labelArray, newLine, newLabel, maxLines)
라인/라벨 추가 및 자동 정리
Parameters:
lineArray (array) : 라인 배열
labelArray (array) : 라벨 배열
newLine (line) : 새 라인
newLabel (label) : 새 라벨
maxLines (int) : 최대 개수
PivotPoint
피벗 데이터 저장
Fields:
barIndex (series int) : 바 인덱스
price (series float) : 종가
indicatorValue (series float) : 지표값
DivergenceSettings
다이버전스 설정
Fields:
pivotLength (series int) : 피벗 좌우 캔들 수
maxPivotsStore (series int) : 저장할 최대 피벗 개수
maxLinesShow (series int) : 표시할 최대 라인 개수
DivergenceResult
다이버전스 감지 결과
Fields:
detected (series bool) : 다이버전스 감지 여부
isBullish (series bool) : true면 상승, false면 하락
bar1 (series int) : 첫 번째 피벗 바 인덱스
value1_price (series float) : 첫 번째 가격
value1_ind (series float) : 첫 번째 지표값
bar2 (series int) : 두 번째 피벗 바 인덱스
value2_price (series float) : 두 번째 가격
value2_ind (series float) : 두 번째 지표값
Custom Two Sessions H/L/50% LevelsTrack high/low/midpoint levels across two customizable time sessions. Perfect for monitoring H4 blocks, session ranges, or any custom time periods as reference levels for lower timeframe trading.
What This Indicator Does:
Tracks and projects High, Low, and 50% Midpoint levels for two fully customizable time sessions. Unlike fixed-session indicators, you define EXACTLY when each session starts and ends.
Key Features:
• Two independent sessions with custom start/end times (hour and minute)
• High/Low/50% midpoint tracking for each session
• Visual session boxes showing calculation periods
• Horizontal lines projecting levels into the future
• Historical session levels remain visible for reference
• Works on any chart timeframe (M1, M5, M15, H1, H4, etc.)
• Full visual customization (colors, line styles, widths)
• DST timezone support
Common Use Cases:
H4 Candle Tracking - Set sessions to 4-hour blocks (e.g., 6-10am, 10am-2pm) to track individual H4 highs/lows
H1 Candle Tracking - 1-hour blocks for scalping reference levels
Session Trading - ETH vs RTH, London vs NY, Asian session, etc.
Custom Time Periods - Any time range you want to monitor
How to Use:
The indicator identifies key price levels from higher timeframe periods. Use previous session H/L/50% as reference levels for:
Identifying sweep and reclaim setups
Lower timeframe structural flip confirmations
Support/resistance zones for entries
Delivery targets after breaks of structure
Settings:
Configure each session's start/end times independently. The indicator automatically triggers at the first bar crossing into your specified time, making it compatible with all chart timeframes.
💻 RSI Dual-Band Reversal Strategy (Hacker Mode)This 💻 RSI Dual-Band Reversal Strategy (Hacker Mode) is a mean-reversion trading strategy built on the Relative Strength Index (RSI) indicator.
It identifies potential trend reversals when price momentum reaches extreme overbought or oversold levels — then enters trades expecting the price to revert.
⚙️ Strategy Concept
The RSI measures market momentum on a scale of 0–100.
When RSI is too low, it signals an oversold market → potential buy.
When RSI is too high, it signals an overbought market → potential sell.
This strategy sets two reversal zones using dual RSI bands:
Zone RSI Range Meaning Action
Upper Band 80–90 Overbought Prepare to Sell
Lower Band 10–20 Oversold Prepare to Buy
🧩 Code Breakdown
1. Input Parameters
rsiLength = input.int(14)
upperBandHigh = input.float(90.0)
upperBandLow = input.float(80.0)
lowerBandLow = input.float(10.0)
lowerBandHigh = input.float(20.0)
You can adjust:
RSI Length (default 14) → sensitivity of the RSI.
Upper/Lower Bands → control when buy/sell triggers occur.
2. RSI Calculation
rsi = ta.rsi(close, rsiLength)
Calculates the RSI of the closing price over 14 periods.
3. Signal Logic
buySignal = ta.crossover(rsi, lowerBandHigh)
sellSignal = ta.crossunder(rsi, upperBandLow)
Buy Signal: RSI crosses up through 20 → market rebounding from oversold.
Sell Signal: RSI crosses down through 80 → market turning from overbought.
4. Plotting
RSI line (lime green)
Bands:
🔴 80–90 (Sell Zone)
🟢 10–20 (Buy Zone)
Gray midline at 50 for reference.
Triangle markers for signals:
🟢 “BUY” below chart
🔴 “SELL” above chart
5. Trading Logic
if (buySignal)
strategy.entry("Buy", strategy.long)
if (sellSignal)
strategy.entry("Sell", CRYPTO:BTCUSD strategy.short OANDA:XAUUSD )
Opens a long position on a buy signal.
Opens a short position on a sell signal.
No explicit stop loss or take profit — positions reverse when an opposite signal appears.
🧠 How It Works (Step-by-Step Example)
RSI drops below 20 → oversold → buy signal triggers.
RSI rises toward 80 → overbought → sell signal triggers.
Strategy flips position, always staying in the market (either long or short).
📈 Visual Summary
Imagine the RSI line oscillating between 0 and 100:
100 ────────────────────────────────
90 ───── Upper Band High (Sell Limit)
80 ───── Upper Band Low (Sell Trigger)
50 ───── Midline
20 ───── Lower Band High (Buy Trigger)
10 ───── Lower Band Low (Buy Limit)
0 ────────────────────────────────
When RSI moves above 80 → SELL
When RSI moves below 20 → BUY
⚡ Strategy Profile
Category Description
Type Mean Reversion
Entry Rule RSI crosses up 20 → Buy
Exit/Reverse Rule RSI crosses down 80 → Sell
Strengths Simple, effective in sideways/range markets, minimal lag
Weaknesses Weak in strong trends, no stop-loss or take-profit logic
💡 Suggested Improvements
You can enhance this script by adding:
Stop loss & take profit levels (e.g., % or ATR-based).
Trend filter (e.g., trade only in direction of 200 EMA).
RSI smoothing to reduce noise.
NLR-ADX Divergence Strategy Triple-ConfirmedHow it works
Builds a cleaner DMI/ADX
Recomputes classic +DI, −DI, ADX over a user-set length.
Then “non-linear regresses” each series toward a mean (your choice: dynamic EMA of the series or a fixed Static Mid like 50).
The further a value is from the mean, the stronger the pull (controlled by alphaMin/alphaMax and the γ exponent), giving smoother, more stable DI/ADX lines with less whipsaw.
Optional EMA smoothing on top of that.
Lock in values at confirmed pivots
Uses price pivots (left/right bars) to confirm swing lows and highs.
When a pivot confirms, the script captures (“freezes”) the current +DI, −DI, and ADX values at that bar and stores them. This avoids later drift from smoothing/EMAs.
Check for triple divergence
For a bullish setup (potential long):
Price makes a Lower Low vs. a prior pivot low,
+DI is higher than before (bulls quietly stronger),
−DI is lower (bears weakening),
ADX is lower (trend fatigue).
For a bearish setup (potential short)
Price makes a Higher High,
+DI is lower, −DI is higher,
ADX is lower.
Adds a “no-intersection” sanity check: between the two pivots, the live series shouldn’t snake across the straight line connecting endpoints. This filters messy, low-quality structures.
Trade logic
On a valid triple-confirm, places a strategy.entry (Long for bullish, Short for bearish) and optionally labels the bar (BUY or SELL with +DI/−DI/ADX arrows).
Simple flip behavior: if you’re long and a new short signal prints (or vice versa), it closes the open side and flips.
Key inputs you can tweak
Custom DMI Settings
DMI Length — base length for DI/ADX.
Non-Linear Regression Model
Mean Reference — EMA(series) (dynamic) or Static mid (e.g., 50).
Dynamic Mean Length & Deviation Scale Length — govern the mean and scale used for regression.
Min/Max Regression & Non-Linearity Exponent (γ) — how strongly values are pulled toward the mean (stronger when far away).
Divergence Engine
Pivot Left/Right Bars — how strict the swing confirmation is (larger = more confirmation, more delay).
Min Bars Between Pivots — avoids comparing “near-duplicate” swings.
Max Historical Pivots to Store — memory cap.
Squeeze Momentum ProSQUEEZE MOMENTUM PRO - Enhanced Visual Dashboard
A modernized version of the TTM Squeeze Momentum indicator, designed for cleaner visual interpretation and faster decision-making.
═══════════════════════════════════════════
📊 WHAT IS THE SQUEEZE?
═══════════════════════════════════════════
The "squeeze" occurs when Bollinger Bands contract inside Keltner Channels, indicating extremely low volatility. This compression typically precedes explosive directional moves - the tighter the squeeze, the bigger the potential breakout.
John Carter's TTM Squeeze concept (from "Mastering the Trade") combines this volatility compression with momentum direction to identify high-probability setups.
═══════════════════════════════════════════
✨ WHAT'S NEW IN THIS VERSION
═══════════════════════════════════════════
🎯 VISUAL STATUS BAR
- Real-time squeeze state with clear labels
- Color-coded backgrounds (Red = Building, Green = Fired Bullish, Orange = Fired Bearish)
- Squeeze duration counter to gauge compression time
📊 ENHANCED HISTOGRAM
- 4-color momentum gradient (Strong Bull/Weak Bull/Weak Bear/Strong Bear)
- Instantly shows both direction AND strength
- Background shading for current market state
🔥 SQUEEZE INTENSITY GAUGE
- 5-dot pressure indicator showing compression tightness
- Percentage display of squeeze strength
- Only appears during active squeezes
📈 REAL-TIME METRICS PANEL
- Current momentum value
- Direction indicator (increasing/decreasing)
- Strength assessment (strong/weak)
🔔 COMPREHENSIVE ALERTS
- Squeeze started
- Squeeze fired (bullish/bearish)
- Momentum crossovers
═══════════════════════════════════════════
🎮 HOW TO USE
═══════════════════════════════════════════
1. WAIT FOR SQUEEZE
• Red status bar appears
• Intensity dots show compression level
• Longer duration = potentially bigger move
2. WATCH FOR RELEASE
• Status changes to "FIRED - BULLISH" or "FIRED - BEARISH"
• Histogram color confirms momentum direction
• Background highlights the event
3. MANAGE POSITION
• Monitor momentum strength in metrics panel
• Exit when histogram changes color (momentum reversal)
• Use with trend/volume confirmation
═══════════════════════════════════════════
⚙️ CUSTOMIZATION
═══════════════════════════════════════════
- Toggle status bar, metrics, intensity dots independently
- Adjustable BB/KC parameters
- Custom color schemes
- Show/hide squeeze duration
═══════════════════════════════════════════
🙏 CREDITS
═══════════════════════════════════════════
Original TTM Squeeze concept: John F. Carter
Original indicator code: LazyBear (@LazyBear)
This builds on LazyBear's excellent implementation of the TTM Squeeze Momentum indicator, adding modern visual elements and real-time dashboards for improved usability.
Original indicator: "Squeeze Momentum Indicator "
═══════════════════════════════════════════
⚠️ DISCLAIMER
═══════════════════════════════════════════
This indicator is for educational purposes. Always use proper risk management and combine with other forms of analysis. No indicator guarantees profitable trades.
═══════════════════════════════════════════
Best used on: Day trading timeframes (1m-15m) for momentum plays
Combine with: Volume analysis, trend filters, support/resistance levels
XAUUSD Multi-Timeframe Supertrend Alert v2**Indicator Overview: XAUUSD Multi-Timeframe Supertrend Alert v2**
**Core Components:**
1. **Multi-Timeframe Supertrend System**
- Two Supertrend indicators (ST1 & ST2) with customizable timeframes
- ST1 typically set to Daily, ST2 to Weekly as main trend
- Visualized with distinct colors and background fills
2. **Customizable SMA**
- Adjustable period and timeframe
- Plotted as blue line for additional trend reference
3. **Neutral Zone System**
- Creates a neutral line offset from ST1 by customizable tick distance
- Yellow dashed line that adjusts based on ST1 trend direction
- **Alert Conditions:**
- **Test Buy Zone**: Both ST1 & ST2 in uptrend AND price enters neutral zone above ST1
- **Test Sell Zone**: Both ST1 & ST2 in downtrend AND price enters neutral zone below ST1
4. **Distance Lines from ST2**
- Upper/lower lines at customizable tick distance from ST2
- Purple dashed lines with touch alerts
**Trading Signals:**
- **Bullish Signal**: Price above ST2 but below ST1 (potential buy)
- **Bearish Signal**: Price below ST2 but above ST1 (potential sell)
- **Neutral Zone Alerts**: Price enters defined zone when both trends align
- **Line Touch Alerts**: Price touches distance lines from ST2
**Alert System:**
- Limited to 3 consecutive alerts per signal type
- Visual markers (triangles, diamonds, circles)
- Background coloring for signal zones
- Separate alert conditions for each signal type
**Visual Features:**
- Candles colored green/red based on signals
- Clear trend visualization with colored backgrounds
- Real-time alert markers without information table clutter
This indicator provides multi-timeframe trend analysis with precise entry zone detection and comprehensive alert system for XAUUSD trading. SAM89 M15, ST1 (5:10) M5, ST2 ( 1,5:20) H1, Test Buy Sell 7000, Line 15000
Trend change[YI_YA_HA_]這是一個趨勢變化和盤整突破偵測指標。
This is a trend change and consolidation breakout detection indicator.
它能自動識別價格進入狹窄盤整區間。
It automatically identifies when price enters a tight consolidation range.
當價格突破箱型上緣,就判定為上升趨勢開始。
When price closes above the box top, it signals the start of an uptrend.
當價格突破箱型下緣,則觸發下跌趨勢警報。
When price closes below the box bottom, it triggers a downtrend alert.
程式會畫出黃色盤整箱體,突破後自動消失。
The script draws a yellow consolidation box that auto-deletes after breakout.
突破向上時,會從低點畫一條綠色趨勢線持續延伸。
On upward breakout, a green trendline is drawn from the low and extends right.
右側標籤即時顯示目前趨勢狀態與價格。
A label on the right shows the current trend status and price in real-time.
DTCC RECAPS Dates 2020-2025This is a simple indicator which marks the RECAPS dates of the DTCC, during the periods of 2020 to 2025.
These dates have marked clear settlement squeezes in the past, such as GME's squeeze of January 2021.
------------------------------------------------------------------------------------------------------------------
The Depository Trust & Clearing Corporation (DTCC) has published the 2025 schedule for its Reconfirmation and Re-pricing Service (RECAPS) through the National Securities Clearing Corporation (NSCC). RECAPS is a monthly process for comparing and re-pricing eligible equities, municipals, corporate bonds, and Unit Investment Trusts (UITs) that have aged two business days or more .
At its core, the Reconfirmation and Re-pricing Service (RECAPS) is a risk management tool used by the National Securities Clearing Corporation (NSCC), a subsidiary of the DTCC. Its primary purpose is to reduce the risks associated with aged, unsettled trades in the U.S. securities market .
When a trade is executed, it is sent to the NSCC for clearing and settlement. However, for various reasons, some trades may not settle on their scheduled date and become "aged." These unsettled trades create risk for both the trading parties and the clearinghouse (NSCC) because the value of the underlying securities can change over time. If a trade fails to settle and one of the parties defaults, the NSCC may have to step in to complete the transaction at the current market price, which could result in a loss.
RECAPS mitigates this risk by systematically re-pricing these aged, open trading obligations to the current market value. This process ensures that the financial obligations of the clearing members accurately reflect the present value of the securities, preventing the accumulation of significant, unmanaged market risk .
Detailed Mechanics: How Does it Work?
The RECAPS process revolves around two key dates you asked about: the RECAPS Date and the Settlement Date .
The RECAPS Date: On this day, the NSCC runs a process to identify all eligible trades that have remained unsettled for two business days or more. These "aged" trades are then re-priced to the current market value. This re-pricing is not just a simple recalculation; it generates new settlement instructions. The original, unsettled trade is effectively cancelled and replaced with a new one at the current market price. This is done through the NSCC's Obligation Warehouse.
The Settlement Date: This is typically the business day following the RECAPS date. On this date, the financial settlement of the re-priced trades occurs. The difference in value between the original trade price and the new, re-priced value is settled between the two trading parties. This "mark-to-market" adjustment is processed through the members' settlement accounts at the DTCC.
Essentially, the process ensures that any gains or losses due to price changes in the underlying security are realized and settled periodically, rather than being deferred until the trade is ultimately settled or cancelled.
Are These Dates Used to Check Margin Requirements?
Yes, indirectly, this process is closely tied to managing margin and collateral requirements for NSCC members. Here’s how:
The NSCC requires its members to post collateral to a clearing fund, which acts as a mutualized guarantee against defaults. The amount of collateral each member must provide is calculated based on their potential risk exposure to the clearinghouse.
By re-pricing aged trades to current market values through RECAPS, the NSCC gets a more accurate picture of each member's outstanding obligations and, therefore, their current risk profile. If a member has a large number of unsettled trades that have moved against them in value, the re-pricing will crystallize that loss, which will be settled the next day.
This regular re-pricing and settlement of aged trades prevent the build-up of large, unrealized losses that could increase a member's risk profile beyond what their posted collateral can cover. While RECAPS is not the only mechanism for calculating margin (the NSCC has a complex system for daily margin calls based on overall portfolio risk), it is a crucial component for managing the specific risk posed by aged, unsettled transactions. It ensures that the value of these obligations is kept current, which in turn helps ensure that collateral levels remain adequate.
--------------------------------------------------------------------------------------------------------------
Future dates of 2025:
- November 12, 2025 (Wed)
- November 25, 2025 (Tue)
- December 11, 2025 (Thu)
- December 29, 2025 (Mon)
The dates for 2026 haven't been published yet at this time.
The RECAPS process is essentially the industry's way of retrying the settlement of all unresolved FTDs, netting outstanding obligations, and gradually forcing resolution (either delivery or buy-in). Monitoring RECAPS cycles is one way to track the lifecycle, accumulation, and eventual resolution (or persistence) of failures to deliver in the U.S. market.
The US Stock market has become a game of settlement dates and FTDs, therefore this can be useful to track.
No-Trade Zones UTC+7This indicator helps you visualize and backtest your preferred trading hours. For example, if you have a 9-to-5 job, you obviously can’t trade during that time — and when backtesting, you should avoid those hours too. It also marks weekends if you prefer not to trade on those days.
By highlighting no-trade periods directly on the chart, you can easily see when you shouldn’t be taking trades, without constantly checking the time or date by hovering over the chart. It makes backtesting smoother and more realistic for your personal schedule.
Goldencrossover - ema 5 over 13&26Goldencrossover - ema 5 over ema13& ema26 over the same candle.
Both up and down. If there is any such crossover during the same candle, then the indicator will highlight.
#1 Vishal Toora Buy Sell Tablecopyright Vishal Toora
**“© 2025 Vishal Toora — counting volumes so you don’t have to. Buy, sell, or just stare at the screen.”**
Or a few more playful options:
1. **“© Vishal Toora — making deltas speak louder than your ex.”**
2. **“© Vishal Toora — one signal to rule them all (Buy/Sell/Neutral).”**
3. **“© Vishal Toora — because guessing markets is so 2024.”**
Disclaimer: This indicator is for educational and informational purposes only. I do not claim 100% accuracy, and you are responsible for your own trading decisions.
X C/P VPDescription
The X C/P VP indicator visualizes intraperiod option flow dynamics for any selected call and put contracts. It plots the volume of both options as overlapping histograms, allowing traders to observe where liquidity and participation are concentrated.
A small dot appears above a bar only when the option’s closing price increases relative to the prior bar, providing an immediate visual cue of upward price pressure within volume spikes.
By combining these two layers—volume intensity and directional confirmation—the indicator makes it easy to spot where the market is actively repricing risk across the call/put structure.
Use Case
Designed for 0DTE and short-dated options, especially index ETFs such as QQQ or SPY.
Helps traders compare call vs. put participation to gauge sentiment skew and intraday balance.
Useful for monitoring volume surges tied to delta hedging, gamma shifts, or option repricing following volatility or directional moves.
Can be applied on 1-minute to 15-minute timeframes to observe how option volume evolves through key market sessions (e.g., open, midday, close).
Dots highlight periods where premium expansion accompanies increased volume—often an early sign of momentum or positioning bias.
Summary
X C/P VP serves as a lightweight, visually intuitive tool to read the rhythm of call and put activity intraday—offering an at-a-glance pulse of which side of the options market is taking control.
Market SessionsMarket Sessions (Asian, London, NY, Pacific)
Summary
This indicator plots the main global market sessions (Asian, European, American, Pacific) as boxes on your chart, complete with dynamic high/low tracking.
It's an essential tool for intraday traders to track session-based volatility patterns and visualize key support/resistance levels (like the Asian Range) that often define price action for the rest of the day.
Who it’s for
Intraday traders, scalpers, and day traders who need to visualize market hours and session-based ranges. If your strategy depends on the London open, the New York close, or the Asian range, this script will map it out for you.
What it shows
Customizable Session Boxes: Four fully configurable boxes for the Asian, European (London), American (New York), and Pacific (Sydney) sessions.
Session High & Low: The script tracks and boxes the highest high and lowest low of each session, dynamically updating as the session progresses.
Session Labels: Clear labels (e.g., "AS", "EU") mark each session, anchored to the start time.
Key Features
Powerful Timezone Control: This is the core feature.
Use Exchange Timezone (Default): Simply enter session times (e.g., 8:00 for London) relative to the exchange's timezone (e.g., "NASDAQ" or "BINANCE").
Use UTC Offset: Uncheck the box and enter a UTC offset (e.g., +3 or -5). Now, all session times you enter are relative to that specific UTC offset. This gives you full control regardless of the chart you're on.
Fully Customizable: Toggle any session on/off.
Style Control: Change the fill color, border color, transparency, border width, and line style (Solid, Dashed, Dotted) for each session individually.
Smart Labels: Labels stay anchored to the start of the session (no "sliding") and float just above the session high.
Why this helps
Track Volatility & Market Behavior: Visually identify the "personality" of each session. Some sessions might consistently produce powerful pumps or dumps, while others are prone to sideways "chop" or accumulation. This indicator helps you see these repeating patterns.
Find Key Support/Resistance Levels: The High and Low of a session (e.g., the Asian Range) often become critical support and resistance levels for the next session (e.g., London). This script makes it easy to spot these "session-to-session" S/R flips and reactions.
Aid Statistical Analysis: The script provides the core visual data for your statistical research. You can easily track how often the London session breaks the Asian high, or which session is most likely to reverse the trend, helping you build a robust trading plan.
Context is King: Instantly see which market is active, which are overlapping (like the high-volume London-NY overlap), and which have closed.
Quick setup
Go to Timezone Settings.
Decide how you want to enter times:
Easy (Default): Leave Use Exchange Timezone checked. Enter session times based on the chart's native exchange (e.g., for BTC/USDT on Binance, use UTC+0 times).
Manual (Pro): Uncheck Use Exchange Timezone. Enter your UTC Offset (e.g., +2 for Berlin). Now, enter all session times as they appear on the clock in Berlin.
Go to each session tab (Asian, European...) to enable/disable it and set the correct start/end hours and minutes.
Style the colors to match your chart theme.
Disclaimer
For educational/informational purposes only; not financial advice. Trading involves risk—manage it responsibly.
Lot Size Calculator - Gold🥇 Lot Size Calculator for Gold (XAU/USD)
Description:
A professional and accurate lot size calculator specifically designed for Gold (XAU/USD) trading. This indicator helps traders calculate the optimal position size based on account balance, risk percentage, and stop loss distance, ensuring proper risk management for every trade.
Key Features:
Accurate Gold Calculations - Properly accounts for Gold pip values ($10 per pip for standard 100oz lots)
Multi-Currency Support - Works with USD, EUR, and GBP account currencies
Flexible Contract Sizes - Supports Standard (100 oz), Mini (10 oz), and Micro (1 oz) lots
Customizable Decimal Places - Display lot sizes with 2-8 decimal precision (no rounding)
Clean Visual Design - Modern, professional info panel with gold-themed styling
Adjustable Display - Position panel anywhere on chart with customizable colors and sizes
Real-Time Calculations - Instantly updates as you adjust your risk parameters
How It Works:
The calculator uses the standard forex position sizing formula optimized for Gold:
Lot Size = Risk Amount / (Stop Loss in Pips × Pip Value Per Lot)
For Gold (XAU/USD):
Standard Lot (100 oz): 1 pip = $10
Mini Lot (10 oz): 1 pip = $1
Micro Lot (1 oz): 1 pip = $0.10
Settings:
Account Settings:
Account Balance: Your trading capital
Account Currency: USD, EUR, or GBP
Risk Percentage: How much to risk per trade (default: 2%)
Contract Size: 100 oz (Standard), 10 oz (Mini), or 1 oz (Micro)
Display Currency: Choose how to display risk amounts
Trade Settings:
Stop Loss: Your SL distance in pips
Display Settings:
Label Position: Top/Bottom, Left/Right, Middle Right
Label Size: Tiny to Huge
Decimal Places: 2-8 decimals
Custom Colors: Background, text, and accent colors
Perfect For:
Gold (XAU/USD) day traders and swing traders
Position sizing and risk management
Traders using fixed percentage risk models
Anyone trading Gold CFDs or spot markets
Scalpers to long-term Gold investors
What Makes This Different:
Unlike generic lot size calculators, this tool correctly calculates Gold's pip values based on contract size. Many calculators get this wrong, leading to incorrect position sizing. This indicator ensures you're always trading the right lot size for your risk tolerance.
Example Usage:
Account Balance: $10,000
Risk: 1% = $100
Stop Loss: 60 pips
Contract Size: 100 oz (Standard)
Result: 0.1667 lots (exact, no rounding)
Perfect for maintaining consistent risk management in your Gold trading strategy!
Fixed High Timeframe Moving AveragesFixed High Timeframe Moving Averages (W/D/4H)
Summary
This indicator plots essential, high-timeframe (HTF) Moving Averages onto your chart, **no matter which timeframe you are currently viewing**.
It is designed for traders who need multi-timeframe context at a glance. Stop switching charts to see where the 200-Week or 50-Day MA is—now you can see all critical HTF levels directly on your 5-minute (or any other) chart.
---
Who it’s for
Traders who rely on moving averages but like to work on lower chart timeframes while keeping higher timeframe context in sight. If you scalp on 1–15m yet want Weekly/Daily/4H MAs always visible, this is for you.
---
What it shows
Pinned (“fixed”) moving averages from higher timeframes—Weekly (20/100/200) , Daily (50/100/200/365) and 4H (200) —rendered on any chart timeframe. Your favorite HTF MAs stay on screen no matter what TF you’re currently analyzing.
---
Features
* **MA types:** SMA, EMA, VWMA, Hull.
* **Fully configurable:** toggle each line, set periods, colors, and thickness.
* **Two alert modes (see below):** intrabar vs confirmed HTF close.
* **Works on any symbol & chart TF** using `request.security` to fetch HTF data.
---
Alerts & Modes
This indicator solves the biggest problem with MTF alerts: false signals. You can choose one of two modes:
1. **Intrabar mode** — compares current chart price to the HTF MA. Triggers as soon as price crosses the HTF line; great for early signals but may update until the HTF bar closes.
2. **Confirmed mode** — checks HTF close vs HTF MA. Signals only on the higher-TF bar close; fewer false starts, no intrabar repainting on that TF.
Per-line *Cross Above / Cross Below* conditions are provided for all enabled MAs (e.g., “20W — Cross Above”, “365D — Cross Below”, etc.).
**How to use alerts:** add the script → “Create Alert” → pick any condition from the script’s list.
---
Why this helps
* Keeps Weekly/Daily structure visible while you execute on LTF.
* Classic anchors (e.g., 200D, 20W/100W/200W) are popular for trend bias, dynamic support/resistance, and pullback context.
* Lets you standardize MA references across all your lower-TF playbooks.
---
Notes on confirmation & repainting
* Intrabar signals can change until the higher-TF bar closes (that’s expected with multi-TF data).
* Confirmed mode waits for the HTF close—cleaner, but later. Choose what fits your workflow.
---
Quick setup
1. Pick `MA Type` (SMA/EMA/VWMA/Hull).
2. Enable the HTF lines you want (Weekly 20/100/200; Daily 50/100/200/365; 4H 200).
3. Choose `Alert Mode` (Intrabar vs Confirmed).
4. Style colors/widths to taste and set alerts on the lines you care about.
---
Good practice
* Combine HTF MAs with price action (swings, structure, liquidity grabs) rather than using them in isolation.
* Always validate signals in your execution TF and use a risk plan tailored to volatility.
* Protect your capital: position sizing, stops, and disciplined risk management matter more than any single line on the chart.
---
Disclaimer
For educational/informational purposes only; not financial advice. Trading involves risk—manage it responsibly.
ProScalper📊 ProScalper - Professional 1-Minute Scalping System
🎯 Overview
ProScalper is a sophisticated, multi-confluence scalping indicator designed specifically for 1-minute chart trading. Combining advanced technical analysis with intelligent signal filtering, it provides high-probability trade setups with clear entry, stop loss, and take profit levels.
✨ Key Features
🔺 Smart Signal Detection
Range Filter Technology: Fast-responding trend detection (25-period) optimized for 1-minute timeframe
Medium-sized triangles appear above/below candles for clear buy/sell signals
Only most recent signal shown - no chart clutter
Automatically deletes old signals when new ones appear
📋 Real-Time Signal Table
Top-center display shows complete trade breakdown
Grade system: A+, A, B+, B, C+ ratings for every setup
All confluence reasons listed with checkmarks
Score and R:R displayed for instant trade quality assessment
Color-coded: Green for LONG, Red for SHORT
📐 Multi-Confluence Analysis
ProScalper combines 10+ technical factors:
✅ EMA Trend: 4 EMAs (200, 48, 13, 8) for multi-timeframe alignment
✅ VWAP: Dynamic support/resistance
✅ Fibonacci Retracement: Golden ratio (61.8%), 50%, 38.2%, 78.6%
✅ Range Filter: Adaptive trend confirmation
✅ Pivot Points: Smart reversal detection
✅ Volume Analysis: Spike detection and volume profile
✅ Higher Timeframe: 5-minute trend confirmation
✅ HTF Support/Resistance: Key levels from higher timeframes
✅ Liquidity Sweeps: Smart money detection
✅ Opening Range Breakout: First 15-minute range
💰 Complete Trade Management
Entry Lines: Dashed green (LONG) or red (SHORT) showing exact entry
Stop Loss: Red dashed line with price label
Take Profit: Blue dashed line with price label and R:R
Partial Exits: 1R level marked with orange dashed line
All lines extend 10 bars for clean alignment with Fibonacci levels
📊 Dynamic Risk/Reward
Adaptive R:R calculation based on market volatility
Targets adjusted for pivot distances
Minimum 1.2:1 to maximum 3.5:1 for scalping
Position sizing based on account risk percentage
🎨 Professional Visualization
Clean chart layout - no clutter, only essential information
Custom EMA colors: Red (200), Aqua (48), Green (13), White (8)
Gold VWAP line for key support/resistance
Color-coded Fibonacci: Bright yellow (61.8%), white (50%), orange (38.2%), fuchsia (78.6%)
No shaded zones - pure price action focus
📈 Performance Tracking
Real-time statistics table (optional)
Win rate, total trades, P&L tracking
Average R:R and win/loss ratios
Setup-specific performance metrics
⚙️ Settings & Customization
Risk Management
Adjustable account risk per trade (default: 0.5%)
ATR-based stop loss multiplier (default: 0.8 for tight scalping)
Dynamic position sizing
Signal Sensitivity
Confluence Score Threshold: 40-100 (default: 55 for balanced signals)
Range Filter Period: 25 bars (fast signals for 1-min)
Range Filter Multiplier: 2.2 (tighter bands for more signals)
Visual Controls
Toggle signal table on/off
Show/hide Fibonacci levels
Control EMA visibility
Adjust table text size
Partial Exits
1R: 50% (default)
2R: 30% (default)
3R: 20% (default)
Fully customizable percentages
Trailing Stops
ATR-Based (best for scalping)
Pivot-Based
EMA-Based
Breakeven trigger at 0.8R
🎯 Best Use Cases
Ideal For:
✅ 1-minute scalping on liquid instruments
✅ Day traders looking for quick 2-8 minute trades
✅ High-frequency trading with 8-15 signals per session
✅ Trending markets where Range Filter excels
✅ Crypto, Forex, Futures - works on all liquid assets
Trading Style:
Timeframe: 1-minute (can work on 3-5 min with adjusted settings)
Hold Time: 3-8 minutes average
Target: 1.2-3R per trade
Frequency: 8-15 signals per day
Win Rate: 45-55% (with proper risk management)
📋 How to Use
Step 1: Wait for Signal
Watch for green triangle (BUY) or red triangle (SELL)
Signal table appears at top center automatically
Step 2: Review Confluence
Check grade (prefer A+, A, B+ for best quality)
Review all reasons listed in table
Confirm score is above your threshold (55+ recommended)
Note the R:R ratio
Step 3: Enter Trade
Enter at current market price
Set stop loss at red dashed line
Set take profit at blue dashed line
Mark 1R level (orange line) for partial exit
Step 4: Manage Trade
Exit 50% at 1R (orange line)
Move to breakeven after 0.8R
Trail remaining position using your chosen method
Exit fully at TP or opposite signal
🎨 Chart Setup Recommendations
Optimal Display:
Timeframe: 1-minute
Chart Type: Candles or Heikin Ashi
Background: Dark theme for best color visibility
Volume: Enable volume bars below chart
Complementary Indicators (optional):
Order flow/Delta for institutional confirmation
Market profile for key levels
Economic calendar for news avoidance
⚠️ Important Notes
Risk Disclaimer:
Not financial advice - for educational purposes only
Always use proper risk management (0.5-1% per trade max)
Past performance doesn't guarantee future results
Test on demo account before live trading
Best Practices:
✅ Trade during high liquidity hours (9:30-11 AM, 2-4 PM EST)
✅ Avoid news events and market open/close (first/last 2 minutes)
✅ Use tight stops (0.8-1.0 ATR) for 1-minute scalping
✅ Take partial profits quickly (1R = 50% off)
✅ Respect max daily loss limits (3% recommended)
✅ Focus on A and B grade setups for consistency
What Makes This Different:
🎯 Complete system - not just signals, but full trade management
📊 Multi-confluence - 10+ factors analyzed per trade
🎨 Professional visualization - clean, focused chart design
⚡ Optimized for 1-min - settings specifically tuned for fast scalping
📋 Transparent reasoning - see exactly why each trade was taken
🏆 Grade system - instantly know trade quality
🔧 Technical Details
Pine Script Version: 5
Overlay: Yes (plots on price chart)
Max Lines: 500
Max Labels: 100
Non-repainting: All signals confirmed on bar close
Alerts: Compatible with TradingView alerts
📞 Support & Updates
This indicator is actively maintained and optimized for 1-minute scalping. Settings can be adjusted for different timeframes and trading styles, but default configuration is specifically tuned for high-frequency 1-minute scalping.
🚀 Get Started
Add ProScalper to your 1-minute chart
Adjust settings to your risk tolerance
Wait for signals (green/red triangles)
Follow the signal table guidance
Manage trades using provided levels
Track performance with stats table
Happy Scalping! 📊⚡💰
Mirpapa_Lib_MACDLibrary "Mirpapa_Lib_MACD"
MACD 계산 및 크로스 체크를 위한 라이브러리
calc_smma(src, len)
SMMA (Smoothed Moving Average) 계산
Parameters:
src (float) : 소스 데이터
len (simple int) : 길이
Returns: SMMA 값
calc_zlema(src, length)
ZLEMA (Zero Lag EMA) 계산
Parameters:
src (float) : 소스 데이터
length (simple int) : 길이
Returns: ZLEMA 값
checkMacdCross(lengthMA, lengthSignal, src, enabled)
MACD 크로스오버 체크
Parameters:
lengthMA (simple int) : MACD 길이
lengthSignal (int) : 시그널 길이
src (float) : 소스 (기본값: hlc3)
enabled (bool) : 계산 활성화 여부 (기본값: true)
Returns:
Automated Z-scoring - [JTCAPITAL]Automated Z-Scoring - is a modified way to use statistical normalization through Z-Scores for analyzing price deviations, volatility extremes, and mean reversion opportunities in financial markets.
The indicator works by calculating in the following steps:
Source Selection
The indicator begins by selecting a user-defined price source (default is the Close price). Traders can modify this to use any indicator that is deployed on the chart, for accurate and fast Z-scoring.
Mean Calculation
A Simple Moving Average (SMA) is calculated over the selected length period (default 3000). This represents the long-term equilibrium price level or the “statistical mean” of the dataset. It provides the baseline around which all price deviations are measured.
Standard Deviation Measurement
The script computes the Standard Deviation of the price series over the same period. This value quantifies how far current prices tend to stray from the mean — effectively measuring market volatility. The larger the standard deviation, the more volatile the market environment.
Z-Score Normalization
The Z-Score is calculated as:
(Current Price − Mean) ÷ Standard Deviation .
This normalization expresses how many standard deviations the current price is away from its long-term average. A Z-Score above 0 means the price is above average, while a negative score indicates it is below average.
Visual Representation
The Z-Score is plotted dynamically, with color-coding for clarity:
Bullish readings (Z > 0) are showing positive deviation from the mean.
Bearish readings (Z < 0) are showing negative deviation from the mean.
Make sure to select the correct source for what you exactly want to Z-score.
Buy and Sell Conditions:
While the indicator itself is designed as a statistical framework rather than a direct buy/sell signal generator, traders can derive actionable strategies from its behavior:
Trend Following: When the Z-Score crosses above zero after a prolonged negative period, it suggests a return to or above the mean — a possible bullish reversal or trend continuation signal.
Mean Reversion: When the Z-score is below for example -1.5 it indicates a good time for a DCA buying opportunity.
Trend Following: When the Z-Score crosses below zero after being positive, it may indicate a momentum slowdown or bearish shift.
Mean Reversion: When the Z-score is above for example 1.5 it indicates a good time for a DCA sell opportunity
Features and Parameters:
Length – Defines the period for both SMA and Standard Deviation. A longer length smooths the Z-Score and captures broader market context, while a shorter length increases responsiveness.
Source – Allows the user to choose which price data is analyzed (Close, Open, High, Low, etc.).
Fill Visualization – Highlights the magnitude of deviation between the Z-Score and the zero baseline, enhancing readability of volatility extremes.
Specifications:
Mean (Simple Moving Average)
The SMA calculates the average of the selected source over the defined length. It provides a central value to which the price tends to revert. In this indicator, the mean acts as the equilibrium point — the “zero” reference for all deviations.
Standard Deviation
Standard Deviation measures the dispersion of data points from their mean. In trading, it quantifies volatility. A high standard deviation indicates that prices are spread out (volatile), while a low value means they are clustered near the average (stable). The indicator uses this to scale deviations consistently across different market conditions.
Z-Score
The Z-Score converts raw price data into a standardized value measured in units of standard deviation.
A Z-Score of 0 = Price equals its mean.
A Z-Score of +1 = Price is one standard deviation above the mean.
A Z-Score of −1 = Price is one standard deviation below the mean.
This allows comparison of deviation magnitudes across instruments or timeframes, independent of price level.
Length Parameter
A long lookback period (e.g., 3000 bars) smooths temporary volatility and reveals long-term mean deviations — ideal for macro trend identification. Shorter lengths (e.g., 100–500) capture quicker oscillations and are useful for short-term mean reversion trades.
Statistical Interpretation
From a probabilistic perspective, if the distribution of prices is roughly normal:
About 68% of price observations lie within ±1 standard deviation (Z between −1 and +1).
About 95% lie within ±2 standard deviations.
Therefore, when the Z-Score moves beyond ±2, it statistically represents a rare event — often corresponding to price extremes or potential reversal zones.
Practical Benefit of Z-Scoring in Trading
Z-Scoring transforms raw price into a normalized volatility-adjusted metric. This allows traders to:
Compare instruments on a common statistical scale.
Identify mean-reversion setups more objectively.
Spot volatility expansions or contractions early.
Detect when price action significantly diverges from long-term equilibrium.
By automating this process, Automated Z-Scoring - provides traders with a powerful analytical lens to measure how “stretched” the market truly is — turning abstract statistics into a visually intuitive and actionable form.
Enjoy!
USD Session 8FX - LDN & NY (TF-invariant, Live + Table)What changed
Flexible session window
Removed the old fixed NY end-time selector.
Added new inputs so you can pick start time and length:
London: ldnStartSel (default 08:00) and ldnLenSel with options 45/60/90 minutes.
New York: nyStartSel (default 15:30) and nyLenSel with options 45/60/90 minutes.
The session string used by time(refTF, sess, tz) is now built dynamically as "HHMM-HHMM" from start + length (e.g., 1530-1630).
The label shown in the table (winTxt) auto-formats to HH:MM–HH:MM.
New time helpers
addMinutesHHMM() computes the end time from a "HHMM" start plus a minute length.
makeSess() produces the session string "HHMM-HHMM".
prettySess() converts "HHMM-HHMM" → "HH:MM-HH:MM".
(Kept on one line to avoid the “end of line without line continuation” error.)
Stability & UI fixes
Main table now uses table.new(f_pos(tablePos), ...) directly (no undeclared pos variable).
Trade Gate panel uses a properly initialized gatePosEnum before table.new(...) (fixes “Undeclared identifier”).
Minor cleanups; no logic changes.
What did NOT change
Scoring logic: returns → optional ATR normalization → weights → anti-USD vs USD-base averages → final score.
Thresholds: minAbsScore and live intrath alerts are unchanged.
VWAP Gate logic is the same (price vs VWAP consistency depending on USD Strong/Weak).
Freeze/Lock of values at session end is unchanged.
Alerts (session close bias, live threshold cross, and “Entry hint”) are unchanged.
Why this helps (practical impact)
Longer windows (e.g., NY 60/90, LDN 60/90) usually make the score more robust, filtering noise and reducing false signals—at the cost of a slightly slower signal.
You can now A/B test:
London: 45 vs 60 vs 90
New York: 45 vs 60 vs 90
without touching anything else; the indicator adapts automatically.
How to use
Choose Session (London / New York).
Set the start and length for that session.
The background highlight, the winTxt, and the entry/exit logic all follow the dynamic window.
Quick tips to reduce false signals
Try NY 60 or NY 90 and LDN 60 when volatility is choppy.
Keep ATR normalization ON (useATRnorm = true) for more comparable returns.
Consider raising minAbsScore slightly (e.g., from 0.12 → 0.15–0.20) if you still see noise.
Use the VWAP Gate panel: only act when Bias OK and at least one of the Top-3 pairs shows VWAP OK.
If you want, I can add quick presets (buttons) to jump between LDN 45/60/90 and NY 45/60/90, or plot two Scores side by side for direct comparison.
Lynie's V9 SELL🟢🔴 Lynie’s V8 — BUY & SELL (Mirrored, Interlocking System)
Lynie’s V8 is a paired long/short engine built as two mirrored scripts—Lynie’s V8 BUY and Lynie’s V8 SELL—that read price the same way, flip conditions symmetrically, and manage trades with the exact logic on opposite sides. Use either one standalone or run both together for full two-sided automation of entries, re-entries, caution states, and adaptive SL/TP.
✳️ What “mirrored” means here
Supertrend Tri-Stack (10/11/12):
BUY: ST10 primary pierce; ST12 fallback; “PAG Buy” when price pierces any ST while above the other two.
SELL: Exact inverse—ST10 primary pierce down; ST12 fallback; “PAG Sell” when price pierces any ST while below the other two.
Re-Enter Clusters:
BUY: Ratcheted up (Heikin-Ashi green holds/tightens).
SELL: Ratcheted down (Heikin-Ashi red holds/tightens).
Both sides use the same cluster age/decay math, care penalties, session awareness, and fast-candle tightening.
Care Flags (context risk):
Ichimoku, MACD, RSI combine into single and paired flags that tighten or widen offsets on both sides with the same scoring.
VWAP–EMA50 (5m) cluster gate:
Identical distance checks for BUY/SELL. When the mean cluster is present, offsets and labels adapt (tighter/“riskier scalp” messaging).
Golden Pocket A/B/C (prev-day):
Same fib boxes & labeling (gold tone) on both sides to call out TP-friendly zones.
SL/TP Envelope:
Shared dynamic engine: per-bar decay, fast-candle expansion, and care-based compress/relax—all mirrored for up/down.
Caution Labels:
BUY side prints CAUTION SELL if HA flips red inside an active long cluster.
SELL side prints CAUTION BUY if HA flips green inside an active short cluster.
Same latching & auto-release behavior.
🧠 Core workflow (both sides)
Primary trigger via ST10 pierce (structure shift) with an ST12 fallback when ST10 didn’t qualify.
PAG Mode when price is already on the right side of the other two STs—strongest conviction.
Cluster phase begins after a signal: ratcheted re-entry level, session-aware offsets, dynamic tightening on fast bars.
Care system shapes every re-entry & SL/TP label (Ichi/MACD/RSI combos + VWAP/EMA gate + QQE).
Protective layer: SL-wick and SL-body logic, caution flips, and “hold 1 bar” cluster carry after SL to avoid whipsaw spam.
🔎 Labels & messages (shared vocabulary)
Lynie’s / Lynie’s+ / Lynie’s++ — strength tiers (ST12 involvement & clean context).
Re-Enter / Excellent Re-Enter — cluster pullback quality; ratchet shows the “must-hold” zone.
SL&TP (n) — live offset multiplier the engine is using right now.
CAUTION BUY / CAUTION SELL — HA flip against the active side inside the cluster.
Restart Next Candle — visual cue to re-arm after a confirmed signal bar.
⚡ Why run both together
Continuity: When a long cycle ends (SL or caution degradation), the SELL engine is already tracking the inverse without re-tuning.
Symmetry: Same math, same signals, opposite direction—no hidden biases.
Coverage: Trend hand-offs are cleaner; you don’t miss early shorts after a long fade (and vice versa).
🔧 Recommended usage
Intraday futures (ES/NQ) or any liquid market.
Keep the VWAP–EMA cluster ON; it filters FOMO chases.
Honor Caution flips inside cluster—scale down or wait for the next clean re-enter.
Treat Golden Zones as TP magnets, not guaranteed reversals.
📌 Notes
Both scripts are Pine v6 and independent. Load BUY and SELL together for the full experience.
All offsets (re-enter & SL/TP) are visible in labels—so you always know why a zone is where it is.
Alerts are provided for signals, re-enter hits, caution, and SL events on both sides.
Summary: Lynie’s V8 BUY & SELL are vice-versa twins—one framework, two directions—delivering consistent entries, adaptive re-entries, and contextual risk management whether the market is pressing up or breaking down.






















