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Enhanced Oversold | 超跌信号 + 历史统计 + 模拟入出场 (v2.4)Enhanced Oversold | Oversold Signal + Historical Stats + Simulated Entries/Exits (v2.4) – Release Notes (EN) 1. Overview This script is an advanced “buy-the-dip” toolkit for US stocks and ETFs. It detects rare, deep intraday selloffs on fundamentally strong names, then simulates a three-tier entry strategy around the event and tracks different exit paths. The goal is to answer three questions: * When did similar crashes happen in the past? * How would a disciplined laddered entry have performed? * How long did it take for price to recover under different exit rules? 2. Core idea * Define an 8-hour “crash” relative to a robust reference price yBase = min(previous-day VWAP, previous close). * Combine this with short-term RSI and 15m Z-score filters to avoid “random noise” dips. * Filter out regime-level risk (index / sector crash, volatility spikes, liquidity stress, bad long-term trend). * When a valid oversold event appears, simulate staged entries (E1/E2/E3) and exits, then record everything into a historical table and JSON for external analysis. 3. Signal logic (summary) * Timeframe: designed for 15m / 5m charts, using US RTH session 09:30–16:00. * Crash trigger (must all be true): * 8h drawdown from yBase ≤ fixed threshold (default −6%) and the 8h low is recent within N×15m bars. * RSI(1h) below an oversold level (default < 30). * 15m return Z-score ≤ threshold (default ≤ −1.5) over a configurable window. * Optional filters: * Circuit breaker: SPY + sector ETF + VIX/VIX3M + VVIX conditions to avoid market-wide panic regimes. * Liquidity stress: SPY 1h “stress index” (ATR/price, intraday range vs volume, and VIX Z-score) normalised to 0–100, with a user threshold. * Shape filter: only accept “A-type” healthy long-term trend set-ups (6m / 12m performance vs VWAP/EMA and daily 200SMA slope). 4. Simulated entries (E1 / E2 / E3) * E1: first ladder price anchored to the first RTH after the event, with optional “same-day RTH” entry if the event happens during RTH. * E2: only becomes valid from the next RTH day onward, and only if the new RTH low breaks the E1-execution-day low. The target depth is based on E1 discount × (1+α). * E3: only after E2, on a different day (not the E1 “anchor” day). Depth is based on the max discount of E1/E2 × (1+β). * Stair and cap rules: * A minimum tick step between ladders, adjustable in ticks. * Optional cap so that every entry price must be below a multiple of the event price. * Optional “chase on first RTH bar”: if nothing fills on the first RTH bar, prices can be lifted once toward the intraday low, while keeping ladder spacing and cap constraints. * All actual fills are simulated against bar lows. The script records: * Whether E1/E2/E3 filled. * Actual execution prices. * Average entry price and the entry sequence string (e.g. “13”, “123”). 5. Exit logic and timing metrics Two exit rules are tracked in parallel: * Exit Ref: exit when close returns to yBase. * Exit Open+Y%: exit when close reaches min(event close, first post-event open) × (1+Y%). For each event the script records: * t_ref_d: days from event to first touch of yBase. * tY_d: days until Open+Y% level is reached. * tUp_d: days until price turns “bullish again” (RTH VWAP ≥ previous daily VWAP and close > previous close). * tLow_d: days until the minimum price between event and t_ref (or end of window) is reached. * lowToRef: that minimum price. * ddMinPct: maximum drawdown (in %) from average entry to lowToRef. Additional intraday stats for the first RTH after the event: * dayFirstLow: low of the first RTH bar from the chosen statistics start. * rthLow: overall RTH low of that day. * eqFirst: whether the overall low equals the first-bar low. * postDipAvg: average close after the daily low is formed (equal-weighted). 6. Historical table on chart * The on-chart table shows up to maxRows events, most recent first. * Columns include: * Date, 8h drawdown, yBase, stress, circuit conditions, shape (A/B/C). * Entry sequence and actual execution prices. * Average entry price. * Exit prices and PnL (in % and absolute) for both exit modes. * Timing metrics (t_ref, tY, tUp, tLow). * Min price to t_ref, max drawdown vs average entry. * First RTH low, day RTH low, equality flag, post-dip average, and market flag (US/HK). The table is only redrawn on bar close to reduce CPU load. 7. Liquidity stress pane * Optional lower pane that plots the SPY-based liquidity stress index (0–100). * Components (all on 60m SPY/VIX data): * rvZ: Z-score of ATR/price. * rpvZ: Z-score of intraday range divided by volume. * vixZ: Z-score of VIX. * Stress index = 50 + 10 × (rvZ + rpvZ + vixZ), clipped to . * A horizontal line marks the current filter threshold. 8. Webhook JSON outputs The indicator can send three types of alerts via alert(): * Signal * Emitted only when a new oversold event fires. * Contains ticker, market flag, event time, drop8h, RSI1h, Z15, yBase, shape, circuit reason, and stress. * History * Emitted when requested, containing a full snapshot of the latest event: * All key metrics used in the table, including absolute PnL for both exit modes, timing metrics, drawdown stats, and post-dip averages. * HistoryAll * Compressed bulk export of all events as a compact JSON object: * Short keys (d, dr8, yb, st, c, sh, e, px, avg, xr, pr, absR, xy, py, absY, tr, ty, tu, tl, l2r, dd, fl, rl, eq, pavg). * Numbers rounded to 3 decimals to reduce payload size. * Because TradingView enforces a payload size limit, HistoryAll is automatically split into multiple chunks (up to ~3200 characters each). * When HistoryAll is selected and a manual “dump all” flag is turned on, the script will emit multiple alerts on the same bar until all chunks are sent. 9. What is new in v2.3 Compared with previous versions, v2.3 adds: * Deeper risk metrics: * Tracking of the minimum price until recovery (lowToRef) and its timing (tLow_d). * Max drawdown vs average entry (ddMinPct) for each event. * E1-execution-day RTH low tracking, used to decide whether later days truly “make a new low” before adding E2. * Absolute PnL fields: * absRef and absOY for both exit modes, calculated using user-defined share/contract sizes for E1/E2/E3. * More compact and robust HistoryAll: * Short-key JSON objects, 3-decimal numeric formatting, chunked output suitable for 3rd-party storage and analysis. * Performance optimisations: * Array length normalisation is done once per bar instead of inside the per-event loop. * Table rendering only happens on bar close, and no longer clears the whole grid every bar. * Same-day RTH pricing for event-day entries is restricted to the latest event only, reducing redundant work on historical events. 10. Usage notes and disclaimer * Recommended canvas: 15m or 5m chart, US stocks / ETFs, with RTH session set to 09:30–16:00. * For stable operation on TradingView’s servers, avoid extremely large lookback windows and oversized history tables if your symbol has very long history. * This script is for educational and research purposes only. * It is not financial advice and does not guarantee profitability. Always combine it with your own risk management, fundamental research, and market context.
Pine Script® indicator
by lvyaofeng19920413
Liquidity Void Detector + Pro SignalsWhat This Indicator Does This indicator detects “liquidity voids”—large displacement candles with very high body-to-wick ratios and size significantly above recent ATR—where price moved rapidly and left untested areas. It automatically draws shaded boxes for new, non-overlapping voids, shows a moveable dashboard (void fill probabilities), and provides one clean, actionable long/short signal per void when price action and momentum confirm. How It Works Void Detection: Candles with a body/wick ratio and size above user threshold trigger a potential liquidity void. Box Drawing: Each new void is drawn as a shaded box (yellow/orange) that never overlaps other active voids. Signal Confirmation: A “LONG” or “SHORT” label appears at the first bar within each valid void if momentum and candlestick structure align. Dashboard: User-selectable dashboard shows up-to-date stats on remaining unfilled, partially filled, and fully filled voids. Alerts: Built-in alerts fire when a new high-probability long/short signal is detected (user must add alerts manually). Key Features No overlap, no clutter: Only the latest set of boxes and a single signal per event are drawn. Oldest boxes are pruned automatically. Momentum filter: Signals combine void and trend strength for higher conviction, filtering out weak/fake moves. Non-repainting: Signals, boxes, and logic only use confirmed bar data—no repaint or future leaks. Adjustable settings: Every threshold (body/wick ratio, ATR size, maximum boxes, dashboard location, signal label size) is user-configurable. Efficient for all timeframes and asset classes. How to Use Add to your chart: Click "Add to Chart" or search “Liquidity Void Detector” in the indicator search panel. Tune your inputs: Adjust the Body/Wick Ratio and Min Size vs ATR for your market or timeframe. Set the Void Box Length (how many bars the box displays), signal sensitivity, and maximum concurrent voids. Move the dashboard as needed for your chart layout. What to look for: Yellow/orange boxes highlight recent liquidity voids—untested price gaps where future reactions may occur. LONG/SHORT signals appear only where a fresh void coincides with confirmed momentum in that direction. Dashboard tracks probability of voids remaining unfilled, being partially filled, or fully refilled by price. Trading logic and best use: Traders may use void boxes to anticipate where price might react, reverse, or trend continuation can resume. Combine signals with additional price action confirmation such as S/R levels, order blocks, wick rejections, volume spikes, or patterns (e.g., pin bars, engulfing). Use signal alerts in conjunction with order flow, session profile, or support/resistance tools for increased confluence. Always backtest and demo trade before live use. Important Compliance & Disclaimer No advice: This tool provides visual context only. All trading and risk decisions are the user’s responsibility. No repainting, original source: The code is fully open-source, uses only native Pine Script, and never repaints. No spam, no links, no 3rd-party promotion: 100% TradingView House Rules compliant. If you find this useful, please consider leaving a positive review, and remember to always confirm with your own analysis.
Pine Script® indicator
by darshakssc
KDH v2.0 (English) Trading Strategy Indicator# KDH Diamond Strategy v3.3 - TradingView Description --- ## 🇬🇧 ENGLISH VERSION ### 📊 KDH Diamond Strategy v3.3 **Professional High-Leverage Futures Trading System** --- #### 🎯 Overview KDH Diamond is an advanced algorithmic trading strategy specifically optimized for **1-hour timeframe futures trading** with high-leverage environments. Built on proven institutional concepts including Fair Value Gaps (FVG), Volume Profile analysis, and multi-layered confirmation filters, this strategy delivers consistent results without repainting. --- #### ✨ Key Features **🔥 Optimized for 1H Timeframe** - Extensively backtested across multiple markets - Highest profit rate achieved on 1-hour charts - Perfect for swing traders and active position management **🎨 No Repainting - 100% Reliable Signals** - All signals are confirmed and locked on bar close - What you see in backtest is what you get in real-time - Complete transparency with `calc_on_order_fills=true` **💎 Automated Risk Management** - Automatic Stop Loss and Take Profit calculation - Intelligent SL/TP placement based on market structure - Built-in position sizing controls (adjustable % per trade) **🚀 High-Leverage Futures Optimized** - Designed specifically for leveraged futures trading - Risk-reward ratios calibrated for 10-20x leverage environments - Precision entry timing to maximize profit potential **🔄 Advanced Position Management** - Automatic reversal entries at TP levels - Multiple re-entry opportunities per signal - Dynamic trade management based on market conditions **🎛️ Multi-Layer Confirmation System** - **SMA50 Filter (1H)**: Trend alignment confirmation - **Momentum Filter**: KAMA-based directional strength - **RSI Divergence Filter**: Reversal detection at extremes - **Volume Profile Filter**: Order flow and liquidity analysis --- #### 📈 How It Works **Signal Generation** The strategy identifies **Inverted Fair Value Gaps (IFVG)** - institutional order blocks that signal high-probability reversal or continuation zones. Each signal is validated through multiple confirmation filters before execution. **Entry Logic** - Limit orders placed at optimal price levels within FVG zones - Price must touch the midline and close in favorable direction - All filters must align for signal activation **Exit Strategy** - Stop Loss: Placed at the next opposing FVG level - Take Profit: Calculated using nearest FVG in profit direction - Automatic reversal entry option at TP levels **Visual System** - Color-coded boxes show FVG zones (green/red) - Real-time position tracking with entry, SL, and TP lines - Comprehensive dashboard displaying filter status and P&L --- #### 🎯 Who Is This For? ✅ **Perfect For:** - Futures traders using 10-20x leverage - Traders seeking systematic, rule-based strategies - Those who want automated SL/TP management - 1-hour chart swing traders - Traders familiar with institutional concepts (FVG, order flow) ❌ **Not Ideal For:** - Scalpers (designed for 1H timeframe) - Spot-only traders (optimized for leveraged futures) - Beginners unfamiliar with leverage risks - Set-and-forget automated trading (requires monitoring) --- #### 📊 What You Get **Strategy Features:** - Complete FVG detection and inversion system - 4 professional-grade confirmation filters - Automated SL/TP calculation and placement - TP reversal entry system - Volume Profile sentiment analysis - Real-time position tracking dashboard - Webhook alert support for automation - Clean, organized code with detailed comments **Visual Components:** - FVG boxes with inversion coloring - Volume Profile sentiment boxes (optional) - Entry, SL, and TP lines for each position - Position status table with live P&L - Filter status dashboard --- #### ⚙️ Customization Options **Adjustable Filters (User Control):** - SMA50 Filter (1H) - Trend alignment ON/OFF - Momentum Filter - Directional strength ON/OFF - RSI Divergence Filter - Reversal detection ON/OFF - Volume Profile Filter - Order flow analysis ON/OFF **Fixed Parameters (Optimized):** - All core parameters are pre-optimized for 1H timeframe - Ensures consistent performance without overwhelming options - Prevents parameter over-fitting by users --- #### ⚠️ Important Disclaimers **Risk Warning:** This strategy is designed for leveraged futures trading, which carries substantial risk. High leverage (10-20x) can result in rapid losses. Only trade with capital you can afford to lose. **Performance:** Past performance does not guarantee future results. Always backtest on your specific market and timeframe before live trading. **Usage:** This is a trading tool, not financial advice. Users are responsible for their own trading decisions and risk management. **Requirements:** - Understanding of futures trading and leverage - Familiarity with Fair Value Gaps and institutional concepts - Ability to monitor positions (not fully automated) - Proper risk management discipline --- #### 🔧 Technical Specifications - **Platform:** TradingView Pine Script v5 - **Type:** Strategy (with backtesting capabilities) - **Timeframe:** Optimized for 1H (works on other timeframes) - **Markets:** Any futures market (crypto, stocks, indices, forex) - **Repainting:** NO - All signals are final on bar close - **Alerts:** Full webhook support for automation - **Default Settings:** 10% position size, pyramiding enabled (max 10 positions) --- #### 📞 Support Questions about setup or usage? Contact the author through TradingView messages. **Note:** This indicator is for educational and trading tool purposes only. The author is not responsible for trading losses. Trade responsibly and within your risk tolerance.
Pine Script® strategy
by Trader_BUM
Nadaraya-Watson: Rational Quadratic Kernel (Opening Gap Shift)What we did to fix it: We didn't throw out the old data (that made it too jumpy early in the day). Instead, we "tricked" the kernel by shifting all the previous day's prices up or down by the exact gap amount (e.g., if it gapped up 50 points, add 50 to every old price point). This makes the history "line up" with the new day's starting level. Created so with a fresh session the Nadaraya-Watson Regression Kernel is relevant from the get go - no catch up on opening gaps. All credit to jdehorty his full description is below. What is Nadaraya–Watson Regression? Nadaraya–Watson Regression is a type of Kernel Regression, which is a non-parametric method for estimating the curve of best fit for a dataset. Unlike Linear Regression or Polynomial Regression, Kernel Regression does not assume any underlying distribution of the data. For estimation, it uses a kernel function, which is a weighting function that assigns a weight to each data point based on how close it is to the current point. The computed weights are then used to calculate the weighted average of the data points. How is this different from using a Moving Average? A Simple Moving Average is actually a special type of Kernel Regression that uses a Uniform (Retangular) Kernel function. This means that all data points in the specified lookback window are weighted equally. In contrast, the Rational Quadratic Kernel function used in this indicator assigns a higher weight to data points that are closer to the current point. This means that the indicator will react more quickly to changes in the data. Why use the Rational Quadratic Kernel over the Gaussian Kernel? The Gaussian Kernel is one of the most commonly used Kernel functions and is used extensively in many Machine Learning algorithms due to its general applicability across a wide variety of datasets. The Rational Quadratic Kernel can be thought of as a Gaussian Kernel on steroids; it is equivalent to adding together many Gaussian Kernels of differing length scales. This allows the user even more freedom to tune the indicator to their specific needs. The formula for the Rational Quadratic function is: K(x, x') = (1 + ||x - x'||^2 / (2 * alpha * h^2))^(-alpha) where x and x' data are points, alpha is a hyperparameter that controls the smoothness (i.e. overall "wiggle") of the curve, and h is the band length of the kernel. Does this Indicator Repaint? No, this indicator has been intentionally designed to NOT repaint. This means that once a bar has closed, the indicator will never change the values in its plot. This is useful for backtesting and for trading strategies that require a non-repainting indicator. Settings: Bandwidth. This is the number of bars that the indicator will use as a lookback window. Relative Weighting Parameter. The alpha parameter for the Rational Quadratic Kernel function. This is a hyperparameter that controls the smoothness of the curve. A lower value of alpha will result in a smoother, more stretched-out curve, while a lower value will result in a more wiggly curve with a tighter fit to the data. As this parameter approaches 0, the longer time frames will exert more influence on the estimation, and as it approaches infinity, the curve will become identical to the one produced by the Gaussian Kernel. Color Smoothing. Toggles the mechanism for coloring the estimation plot between rate of change and cross over modes.
Pine Script® indicator
by Maximilianned
Previous Day OHLC with Fib LevelThe Previous Day OHLC indicator is designed to help traders identify key price levels from the previous trading session. These levels often act as important zones of support, resistance, and market reaction points during the current day’s price action. This indicator automatically plots the Previous Day’s Open, High, Low, and Close on any intraday timeframe, making it a powerful tool for day traders, scalpers, and swing traders who rely on market structure and session behavior.
Pine Script® indicator
by Rachoti
Fibonacci Pullback to 50MA Buy Signal// === CONDITIONS FOR BUY SIGNAL === // 1. Price must be inside the fib pullback zone inFibZone = low <= fib50 and low >= fib618 // 2. Price must touch or approach the 50MA touchMA = low <= ma50 * 1.002 and low >= ma50 * 0.998 // within 0.2% // 3. Optional confirmation – bullish candle reversalCandle = close > open // FINAL BUY SIGNAL CONDITION buySignal = inFibZone and touchMA and reversalCandle // === MARK BUY SIGNAL === plotshape(buySignal, style=shape.labelup, color=color.lime, size=size.large, location=location.belowbar, text="BUY Fib + 50MA")
Pine Script® indicator
by abr2168
PLANBXPRESS ENTRYThe Combined Signal + Auto Day Plan + Volume indicator merges multiple professional trading concepts into one visual tool — helping traders identify momentum shifts, entry zones, and daily trading plans with volume confirmation. It automatically detects trend direction, generates dynamic take-profit & stop-loss levels, and overlays key daily reference points such as VWAP, pivot, support, and resistance zones based on ATR and trend context. ⚙️ Main Components 1️⃣ Signal System Detects trend bias using SMA-based logic. Generates entry price, TP1–TP3, and SL dynamically from recent impulse ranges. Updates signals automatically when trend bias changes or previous targets are hit. Visual levels are drawn directly on the chart. 2️⃣ Volume Analysis Compares current volume against a moving average (SMA). Classifies volume as: 🟢 Strong (above 1.5× average) 🟡 Average 🔴 Weak (below 0.8× average) Displays the current volume strength and trend bias in an on-chart table. 3️⃣ Auto Day Plan Uses multi-timeframe ATR calculations to define: Support / Resistance zones Pivot & Balance areas Daily VWAP Auto Targets (ATR-based expansion levels) Adapts automatically to selected base timeframe (1H, 4H, or Daily). 4️⃣ Trend Context Dual EMA system (50 & 200) to confirm bullish/bearish structure. Aligns expected direction with VWAP & pivot location for context-aware bias. 🎯 What You Get on Chart 📈 Automatic LONG/SHORT signals 🎯 TP1, TP2, TP3, and SL levels 📊 Volume strength meter 🧭 VWAP, pivot, support/resistance & balance zones 🎨 Clean visual layout for intraday and swing traders 🧩 Inputs Parameter Description lenImpulse Impulse range length smaLen SMA length for trend bias levelRatio SL/TP ratio multiplier volLen Volume SMA length baseTF Base timeframe for zones/VWAP atrMult1 / atrMult2 ATR multipliers for target levels fwdBars Extension range for future projection 💡 How to Use Add the script to your chart and choose your preferred timeframe. Observe signal direction (📈 LONG / 📉 SHORT) and TP/SL levels. Confirm entries when: Trend aligns with VWAP direction, and Volume category shows Strong or Average. Use Auto Day Plan levels (pivot, balance, VWAP) as intraday reaction zones.
Pine Script® indicator
by planbxpress
1
Vertical Lines on Selected DatesThis Pine Script indicator allows a user to place vertical lines on a chart at specific dates and times. It provides three separate input sections, each dedicated to one targeted date. For each of the three dates, the user can select the exact timestamp and customize the line’s color, width, and style directly from the indicator’s settings panel. Behind the scenes, the script converts the selected visual style (solid, dashed, or dotted) into the appropriate internal line style using a helper function. When the live chart time crosses each chosen timestamp, the script detects that crossover and draws a vertical line on that exact bar. The line extends both upward to the high and downward to the low of the chart, creating a full-height marker. Overall, the indicator functions as a simple visual marking tool for highlighting important moments in time—such as events, sessions, or personal reminders—without affecting any price analysis. The flexibility of color, width, and style allows each vertical line to stand out uniquely, and because the script uses detection logic on a per-bar basis, each line is drawn only once at the appropriate moment.
Pine Script® indicator
by Voltaire000
QED_MAX_MIN (COM)-The yellow diamond and blue star are strong "Long" signals when the QED_MAX_MIN indicator's pink line crosses below 10. -The pink star and yellow star are strong "short" signals when the QED_MAX_MIN indicator(NOT STUPID RSI) is above 90. -The oversold (exclamation mark) signal indicates that a strong upward or downward trend could be imminent. SUBSCRIPTION IS NEEDEED. ---------------------------------------------------------------------------------------------------------------- when pink line hits the bottom (close to 0). go for long. same as the short (opposite way) DO NOT ENTER WHEN PINK LINE IS IN THE MIDDLE (close to YELLOW LINE). That's not the bottom or top you are looking for. imgur.com/a/VyIHhQq ************************** -노란색 다이아몬드와 파란색 별은 "Long" 시그널로 QED_MAX_MIN 핑크색 라인이 하단 10을 통과할때 강력합니다. -핑크색과 노란색 별은 "short"시그널로 QED_MAX_MIN90이상일때 강력합니다. -과매도(느낌표) 시그널은 곧 상승/하락의 추세가 될 수 있음을 의미합니다.
Pine Script® indicator
by QED_UNKNOWN
Liquidity Sweeps 2.0 – MGTrading Professional Liquidity Sweep Engine with Volume, MACD, Trend, SMT Divergence & Rolling VWAP Liquidity Sweeps 2.0 is a **complete precision-based liquidity detection framework** built for traders who follow smart money concepts, sweep-based entries, and algorithmic price behavior. This tool detects **high-probability buy/sell sweeps**, confirms them with market structure, Volume, MACD engine, Trend filtering, SMT divergence, and overlays a Rolling VWAP to track accumulation & distribution behavior. It is designed for futures, indices, forex, crypto, and options traders. - 🔥 **MAIN FEATURES** ✅ **1. True Liquidity Sweep Detection** Automatically detects when price: * Sweeps a prior high (Sell Sweep) * Sweeps a prior low (Buy Sweep) * Rejects and closes back inside the previous range This helps identify real **stop hunts**, **liquidity grabs**, and **reversal moments**. --- ✅ **2. Volume Spike Confirmation (Smart Filter) ** Sweeps are only confirmed when volume exceeds the dynamic SMA threshold. This filters out weak sweeps and keeps only **high-quality liquidity grabs**. ✅ **3. MACD Engine Confirmation** Advanced MACD rules confirm sweeps by: * MACD direction * MACD signal agreement * MACD histogram alignment This dramatically increases accuracy and removes fake sweeps that occur in weak trends. Optional **MACD Divergence Detection** reveals trend exhaustion before major reversals. ✅ **4. EMA Trend Filter (9/21) ** Avoid fighting the trend with the optional trend filter: * Only buy sweeps in uptrend * Only sell sweeps in downtrend Great for scalpers and day traders who want trend alignment. ✅ **5. SMT Divergence (Relative Strength vs Reference Symbol) ** Enable SMT to detect when: * Your chart sweeps a high/low * But the reference symbol DOES NOT This creates **displacement**, a powerful reversal signal used by institutional traders. The symbol is selectable (ES, NQ, SPY, QQQ, BTC.D, DXY, etc.). ✅ **6. Rolling VWAP (RVWAP)** A more dynamic version of VWAP using: * Time-based rolling windows * Volume-weighted price * Automatic or adjustable window size * Color change based on slope Excellent for tracking **accumulation**, **distribution**, and **algorithmic trend bias**. ✅ **7. Clean Mode** Only show “confirmed” sweeps with a ✓ Ideal for traders who want a simple and clean chart. # 📊 **LABELS & COLOR CODING** * 🟥 **Sweep Sell** * 🟩 **Sweep Buy** * 🟧 **MACD Bearish Divergence** * 🟩 **MACD Bullish Divergence** * 🟦/🟧 **RVWAP Up/Down Trend** * “✓” means the sweep passed all confirmations. # 🎯 **WHO IS THIS FOR?** ✔ Futures Traders (ES, NQ, YM, RTY, CL, GC) ✔ Options Traders (SPX, SPY, QQQ) ✔ Forex Traders ✔ Crypto Traders ✔ Smart Money / ICT Style Traders ✔ Liquidity Sweep Traders ✔ Scalpers, Day Traders, Swing Traders If you trade **liquidity**, **sweeps**, **SMT**, **divergence**, or **VWAP-based behavior**, this indicator is designed for you. # 🧠 **HOW TO USE IT** 1. Wait for a sweep label to appear at a liquidity pool. 2. Confirm with volume + MACD + trend (if enabled). 3. Watch RVWAP for bias (accumulation vs distribution). 4. Enter on the imbalance/FVG, retrace, or structure break. 5. Use SMT divergence as a premium confirmation. This tool does NOT repaint after the bar closes. Signals only appear when conditions are confirmed. # 📦 **SETTINGS OVERVIEW** * Lookback window for sweeps: (7 - 13) * Volume spike threshold * MACD lengths & filters * Trend filter (EMA 9/21) * SMT reference symbol * RVWAP window + colors RVWAP Line Width: (2) & Minimum Window Bars: (5) * Label placement & visual adjustments * Clean mode Everything is fully customizable. ⚠️ **DISCLAIMER** This indicator is for educational purposes only. It does not guarantee profits. Always backtest, practice proper risk management, and trade responsibly. ❤️ **If this helped you, leave a like & comment! ** Your support motivates further updates, improvements, and new tools.
Pine Script® indicator
by mbouss4
1
Dual TF VWAP + ATR BandsDual TF VWAP + EMA (3×3 Outer Shells) A precision volatility framework combining institutional VWAP structure with trend-anchored EMA logic. 🔍 Overview Dual TF VWAP + EMA is a multi-layer trend and volatility system designed for traders who want clean directional context, controlled volatility boundaries, and a reliable method to spot pivots, expansions, compressions, and exhaustion points across any timeframe. This tool blends: Higher-Timeframe VWAP (50-period rolling) Local EMA Midline (configurable) 3×3 ATR Outer Shells Directional Color Coding Signal-Ready Interaction Zones Unlike traditional Bollinger Bands, Keltner channels, or static envelopes, this indicator adapts dynamically with both price and volume, giving deeper insight into how institutions accumulate, distribute, or expand trends. 🎯 What It Shows 1. Higher-Timeframe VWAP Midline A 50-period Rolling VWAP that reflects where real volume-weighted control sits. Perfect for reading: Institutional trend bias Value area reclaims High-confidence mean reversions High-probability trend continuations 2. Local EMA Trendline (Configurable) A flexible EMA that acts as your local “risk-on/off” trend gauge. You can use: 12 EMA for aggression 20 EMA for balanced trending 50 EMA for slower institutional rhythm This EMA + VWAP pairing creates a powerful trend confirmation system. 3. Outer ATR Shells (U1–U3 / L1–L3) Three upper and three lower ATR-based shells form a volatility map showing: U1/L1: First reaction zones U2/L2: Overextension zones U3/L3: Exhaustion / blow-off tops / panic bottoms The 3×3 shells tell you instantly whether price is: Expanding Compressing Overextended Reversing Trending cleanly 📘 How To Use It — Practical Trading Logic 1. Trend Confirmation Bullish: Price above VWAP + EMA rising + 12 EMA above U1 Bearish: Price below VWAP + EMA falling + 12 EMA under L1 2. Reversals U3/L3 taps signal exhaustion EMA rejection at U1/U2 confirms fading momentum VWAP reclaim confirms the reversal Trend resumes once EMA crosses back above/below VWAP 3. Momentum Acceleration When price floats above the EMA without touching it and rides between: EMA → U1 → U2 trend acceleration is underway (trip-wire continuation signal). 4. Safe Entries EMA reclaim VWAP reclaim after sweep EMA → VWAP “compression and release” Price floating above EMA with U1 break 5. Safe Exits U2/U3 spikes EMA flattening EMA cross back under VWAP Shell compression before trend shift ---Why This Tool Works--- Traditional bands are one-dimensional: They react to price only. This tool uses price + volatility + volume, so it shows: Real trend strength Institutional control zones High-probability reversal points Low-risk entry pockets It performs exceptionally well across: SPY / QQQ Tech momentum Small caps Crypto High-beta growth names Summary Dual TF VWAP + EMA (3×3 Outer Shells) is built for traders who want: Clear trend direction Accurate expansion/reversal signals Dynamic institutional value zones Multi-timeframe confidence Clean volatility boundaries A powerful companion for confirmation systems, breakout strategies, and liquidity-based execution.
Pine Script® indicator
by RellMaverick
Pressure Pivots - MPIPressure Pivots - MPI A multi-factor reversal detection system built on a proprietary Market Pressure Index (MPI) that combines institutional order flow analysis, liquidity dynamics, and momentum exhaustion to identify high-probability pivot points with automated win rate validation. What This System Does This indicator solves the core challenge of reversal trading: distinguishing genuine exhaustion pivots from temporary retracements. It combines six independent detection mechanisms—divergence, liquidity sweeps, order flow imbalance, wick rejection, volume surges, and velocity exhaustion—weighted by reliability and unified through a custom pressure oscillator. Three-Layer Architecture: Layer 1 - Market Pressure Index (MPI): Proprietary volume-weighted pressure oscillator that measures buying vs. selling pressure using proportional intrabar allocation and dual-timeframe normalization (-1.0 to +1.0 range). Layer 2 - Weighted Confluence Engine: Six detection factors scored hierarchically (divergence: 3.0 pts, liquidity: 2.5 pts, order flow: 2.0 pts, velocity: 1.5 pts, wick: 1.5 pts, volume: 1.0 pt). Premium signals (DIV/LIQ/OF) require 6.0+ score, standard signals (STD) require 4.0+ score. Layer 3 - Automated Win Rate Validation: Every signal tracked forward and validated against actual pivot formation within 10-bar window. Real-time performance statistics displayed by signal type and direction. The Market Pressure Index - Original Calculation What MPI Measures: The balance of aggressive buying vs. aggressive selling within each bar, smoothed and normalized to create a continuous oscillator. Calculation Methodology: Step 1: Intrabar Pressure Decomposition Buy Pressure = Volume × (Close - Low) / (High - Low) Sell Pressure = Volume × (High - Close) / (High - Low) Net Pressure = Buy Pressure - Sell Pressure Step 2: Exponential Smoothing Smooth Pressure = EMA(Net Pressure, 14) Step 3: Normalization Avg Absolute Pressure = SMA(|Net Pressure|, 28) MPI Raw = Smooth Pressure / Avg Absolute Pressure Step 4: Sensitivity Amplification MPI = clamp(MPI Raw × 1.5, -1.0, +1.0) Why This Is Different: • vs. RSI: RSI measures price momentum without volume context. MPI integrates volume magnitude and distribution within each bar. • vs. OBV: OBV uses binary classification (up bar = buy volume). MPI uses proportional allocation based on close position within range. • vs. Money Flow Index: MFI uses typical price × volume. MPI uses intrabar positioning, revealing pressure balance regardless of bar-to-bar movement. • vs. VWAP: VWAP shows average price. MPI shows directional pressure balance (who controls the bar). MPI Interpretation: • +0.7 to +1.0: Extreme buying pressure (strong uptrends, potential exhaustion) • +0.3 to +0.7: Moderate buying pressure (healthy uptrends) • -0.3 to +0.3: Neutral/balanced (ranging, consolidation) • -0.7 to -0.3: Moderate selling pressure (healthy downtrends) • -1.0 to -0.7: Extreme selling pressure (strong downtrends, potential exhaustion) Critical Insight: MPI at extremes indicates pressure exhaustion risk , not automatic reversal. Reversals occur when extreme MPI coincides with confluence factors. Six Confluence Factors - Detection Arsenal 1. Divergence Detection (Weight: 3.0 - Highest Priority) Detects: Price making higher highs while MPI makes lower highs (bearish), or price making lower lows while MPI makes higher lows (bullish). Why It Matters: Reveals weakening pressure behind price moves. Declining participation signals potential reversal. Signal Type: Premium (DIV) - Historically highest win rates. 2. Liquidity Sweep Detection (Weight: 2.5) Detects: Price penetrates recent swing high/low (triggering stops), then immediately reverses and closes back inside range. Calculation: High breaks swing high by <0.3× ATR but closes below it (bearish), or low breaks swing low by <0.3× ATR but closes above it (bullish). Why It Matters: Stop hunts mark institutional accumulation/distribution zones. Often pinpoints exact pivot points. Signal Type: Premium (LIQ) - Extremely reliable with volume confirmation. 3. Order Flow Imbalance (Weight: 2.0) Detects: Aggressive directional ordering where price consistently closes in upper/lower third of bars with elevated volume. Calculation: Close Position = (Close - Low) / (High - Low) Aggressive Buy = Volume when Close Position > 0.65 Aggressive Sell = Volume when Close Position < 0.35 Imbalance = EMA(Aggressive Buy, 5) - EMA(Aggressive Sell, 5) Strong Flow = |Imbalance| > 1.5 × Average Why It Matters: Reveals institutional accumulation/distribution footprints before directional moves. Signal Type: Premium (OF) 4. Wick Rejection Patterns (Weight: 1.5) Detects: Pin bars, hammers, shooting stars where wick exceeds 60% of total bar range. Why It Matters: Large wicks demonstrate failed attempts to push price, indicating strong opposition. 5. Volume Spike Detection (Weight: 1.0) Detects: Volume exceeding 2× the 20-bar average. Why It Matters: Confirms institutional participation vs. retail noise. Most effective when combined with wick rejection or liquidity sweeps. 6. Velocity Exhaustion (Weight: 1.5) Detects: Parabolic moves (velocity >2.0× ATR over 3 bars) showing deceleration while MPI at extremes. Calculation: Velocity = Change(Close, 3) / ATR(14) Exhaustion = |Velocity| > 2.0 AND MPI > |0.5| AND Velocity Slowing Why It Matters: Extended moves are unsustainable. Momentum deceleration from extremes precedes reversals. Signal Classification & Scoring Weighted Confluence Scoring: Each factor contributes points when present. Signals fire when total score exceeds thresholds: Bearish Example: + At recent high (1.0) + Bearish divergence (3.0) + Wick rejection (1.5) + Volume spike (1.0) + Velocity slowing (1.5) = 8.0 total score → BEARISH DIV SIGNAL Bullish Example: + At recent low (1.0) + Liquidity sweep (2.5) + Strong buy flow (2.0) + Wick rejection (1.5) = 7.0 total score → BULLISH LIQ SIGNAL Dual Threshold System: • Premium Signals (DIV/LIQ/OF): Require 6.0+ points. Must include divergence, liquidity sweep, or order flow. Higher win rates. • Standard Signals (STD): Require 4.0+ points. No premium factors. More frequent, moderate win rates. Visual Signal Color-Coding: • Purple Triangle: DIV (Divergence signal) • Orange Triangle: LIQ (Liquidity sweep signal) • Aqua Triangle: OF (Order flow signal) • Red/Green Triangle: STD (Standard signal) • Yellow Diamond: Warning (setup forming, not confirmed) Warning System - Early Alerts Yellow diamond warnings fire when 2+ factors present but full confluence not met: • At recent 10-bar high/low • Wick rejection present • Volume spike present • MPI extreme or accelerating/decelerating Critical: Warnings are NOT trade signals. They indicate potential setups forming. Wait for colored triangle confirmation. Win Rate Validation - Transparent Performance Tracking How It Works: Signal Storage: Every signal recorded (bar index, price, type, direction) Pivot Confirmation: System monitors next 10 bars for confirmed pivot formation at signal price (±2%) Validation: If pivot forms within window → Win. If not → Loss. Statistics: Win Rate = Validated Signals / Total Mature Signals × 100 Dashboard Displays: • Overall win rate with visual bar • Bearish signal win rate • Bullish signal win rate • Win rate by signal type (DIV/LIQ/OF/STD) • Wins/Total for each category Why This Matters: After 30-50 signals, you'll know exactly which patterns work on your instrument: Example Performance Analysis: Overall: 58% (35/60) Bearish: 52% | Bullish: 65% DIV: 72% | LIQ: 68% | OF: 50% | STD: 38% Insight: Focus on bullish DIV/LIQ signals (72%/68% win rate), avoid STD signals (38%), investigate bearish underperformance. This transforms the indicator from signal generator to learning system. Dynamic Microstructure Visualization Fibonacci Retracement Levels • Auto-detects last swing high + swing low • Draws 11 levels: 0%, 23.6%, 38.2%, 50%, 61.8%, 78.6%, 100%, 127.2%, 161.8%, 200%, 261.8% • Removes crossed levels automatically • Clears on new signal (fresh structure analysis) • Color gradient (bullish to bearish across range) • Key levels (0.618, 0.5, 1.0) highlighted with solid lines Support/Resistance Lines • Resistance: 50-bar highest high (red, only shown when above price) • Support: 50-bar lowest low (green, only shown when below price) • Auto-removes when price crosses Usage: Signals firing at key Fibonacci levels (38.2%, 50%, 61.8%) or major S/R zones have enhanced structural significance. Dashboard - Real-Time Intelligence MPI Status: • Current pressure reading with interpretation • Color-coded background (green/red/gray zones) Signal Status: • Active signal type and direction • Confidence score with visual bar (20 blocks, color-coded) • Scanning status when no signal active Divergence Indicator: • Highlights active divergence separately (highest priority factor) Performance Stats: • Overall win rate with 10-block visual bar • Directional breakdown (bearish vs. bullish) • Signal type breakdown (DIV/LIQ/OF/STD individual win rates) • Sample size for each category Customization: • Position: 9 locations (Top/Middle/Bottom × Left/Center/Right) • Size: Tiny/Small/Normal/Large • Toggle sections independently How to Use This System Initial Setup (10 Minutes) 1. MPI Configuration: • Period: 14 (balanced) | 5-10 for scalping | 21-30 for swing • Sensitivity: 1.5 (moderate) | Increase if MPI rarely hits ±0.7 | Decrease if constantly maxed 2. Detection Thresholds: • Wick Threshold: 0.6 (60% of bar must be wick) • Volume Spike: 2.0× average (lower to 1.5-1.8 for stocks, raise to 2.5-3.0 for crypto) • Velocity: 2.0 ATR (raise to 2.5-3.0 for crypto) 3. Confluence Settings: • Enable Divergence (highest win rate factor) • Pivot Lookback: 5 (day trading) | 8-10 (swing trading) • Keep default weights initially 4. Thresholds: • Premium: 6.0 (quality over quantity) • Standard: 4.0 (balanced) • Warning: 2 factors minimum Trading Workflow When Warning Fires (Yellow Diamond): Note warning type (bearish/bullish) Do not enter - this is preparation only Monitor for full signal confirmation Prepare entry parameters When Signal Fires (Colored Triangle): Identify type from color (Purple=DIV, Orange=LIQ, Aqua=OF, Red/Green=STD) Check dashboard confidence score Verify confluence on chart (wick, volume, MPI extreme, Fib level) Confirm with your analysis (context, higher timeframe, news) Enter with proper risk management Risk Management (Not Provided by Indicator): • Stop Loss: Beyond recent swing or 1.5-2.0× ATR • Position Size: Risk 0.5-2% of capital per trade • Take Profit: 2-3× ATR or next structural level Performance Analysis (After 30-50 Signals) Review Dashboard Statistics: Overall Win Rate: • Target >50% for profitability with 1:1.5+ RR • <45% = system may not suit instrument • >65% = consider tightening thresholds Directional Analysis: • Bullish >> Bearish = uptrend bias, avoid counter-trend shorts • Bearish >> Bullish = downtrend bias, avoid counter-trend longs Signal Type Ranking: • Focus on highest win rate types (typically DIV/LIQ) • If STD <40% = raise threshold or ignore STD signals • If premium type <50% = investigate (may need parameter adjustment) Optimize Settings: • Too many weak signals → Raise thresholds (premium 7.0-8.0, standard 5.0-6.0) • Too few signals → Lower thresholds or reduce detection strictness • Adjust factor weights based on what appears in winning signals What Makes This Original 1. Proprietary Market Pressure Index Unique Methodology: • Proportional intrabar allocation: Unlike binary volume classification (OBV), MPI uses close position within range for proportional pressure assignment • Dual-timeframe normalization: EMA smoothing (14) + SMA normalization (28) for responsiveness with context • Bounded oscillator with sensitivity control: -1 to +1 range enables cross-instrument comparison while sensitivity allows customization • Active signal integration: MPI drives divergence detection, extreme requirements, exhaustion confirmation (not just display) vs. Existing Indicators: • MFI uses typical price × volume (different pressure measure) • CMF accumulates over time (not bounded oscillator) • OBV is cumulative and binary (not proportional or normalized) 2. Hierarchical Confluence Engine Why Simple Mashups Fail: Most multi-indicator systems create decision paralysis (RSI says sell, MACD says buy). This System's Solution: • Six factors weighted by reliability (3.0 down to 1.0) • Dual thresholds (premium 6.0, standard 4.0) • Automatic signal triage by quality tier • Color-coded visual prioritization Orthogonal Detection: Each factor detects different failure mode: • Divergence = momentum exhaustion • Liquidity = institutional manipulation • Order Flow = smart money positioning • Wick = supply/demand rejection • Volume = participation confirmation • Velocity = parabolic exhaustion Complementary, not redundant. Weighted synthesis creates unified confidence measure. 3. Self-Validating Performance System The Problem: Most indicators never reveal actual performance. Traders never know if it works on their instrument. This Solution: • Forward-looking validation (signals tracked to pivot confirmation) • Pivot-based success criteria (objective, mechanical) • Segmented statistics (by direction and type) • Real-time dashboard updates Result: After 30-50 signals, you have statistically meaningful data on what actually works on your specific market. Transforms indicator into adaptive learning system. Technical Notes No Repainting: • All signals use confirmed bar data (closed bars only) • Pivot detection has inherent lookback lag (5 bars) • Divergence lines drawn after confirmation (retroactive visualization) • Signals fire on bar close Forward-Looking Disclosure: • Win rate validation looks forward 10 bars for pivot confirmation • Creates forward bias in statistics , not signal generation • Real-time performance may differ until validation period elapses Lookback Limits: • Fibonacci/S/R: Limited by limitDrawBars (default 100) • MPI calculation: 28 bars maximum • Signal storage: 20 per direction (configurable) Visual Limits: • Max lines/labels/boxes: 500 each • Auto-clearing prevents overflow Limitations & Disclaimers Not a Complete Trading System: • Does not provide stop loss, take profit, or position sizing • Requires trader risk management and market context analysis Reversal Bias: • Designed specifically for reversal trading • Not optimized for trend continuation or breakouts Learning Period: • Statistics meaningless until 20-30 mature signals • Preferably 50+ for statistical confidence Instrument Dependency: • Best: Liquid instruments (major forex, large-caps, BTC/ETH) • Poor: Illiquid small-caps, low-volume altcoins (order flow unreliable) Timeframe Dependency: • Optimal: 15m - 4H charts • Not Recommended: <5m (noise) or >Daily (insufficient signals) No Guarantee of Profit: • Win rate >50% does not guarantee profitability (depends on RR, sizing, execution) • Past performance ≠ future performance • All trading involves risk of loss Warning Signals: • Warnings are NOT trade signals • Trading warnings produces lower win rates • For preparation only Recommended Settings by Instrument Forex Majors (15m-1H): • MPI Sensitivity: 1.3-1.5 | Volume: 2.0 | Thresholds: 6.0/4.0 Crypto BTC/ETH (15m-4H): • MPI Sensitivity: 2.0-2.5 | Volume: 2.5-3.0 | Velocity: 2.5-3.0 | Thresholds: 6.5-7.0/4.5-5.0 Large-Cap Stocks (5m-1H): • MPI Sensitivity: 1.2-1.5 | Volume: 1.8-2.0 | Thresholds: 6.0/4.0 Index Futures ES/NQ (5m-30m): • MPI Period: 10-14 | Sensitivity: 1.5 | Velocity: 1.8-2.0 | Thresholds: 5.5-6.0/4.0 Altcoins High Vol (1H-4H): • MPI Period: 21 | Sensitivity: 2.0-3.0 | Volume: 3.0+ | Thresholds: 7.0-8.0/5.0 (very selective) Alert Configuration Built-In Alerts: Bullish Signal (all types) Bearish Signal (all types) Bullish Divergence (DIV only) Bearish Divergence (DIV only) Setup: • TradingView Alert → Select "Pressure Pivots - MPI" • Choose condition • Frequency: "Once Per Bar Close" (prevents repainting) • Configure notifications (popup/email/SMS/webhook) Recommended: • Active traders: Enable all signals • Selective traders: DIV only (highest quality) In-Code Documentation Every input parameter includes extensive tooltips (800+ words total) providing: • What it controls • How it affects calculations • Range guidance (low/medium/high implications) • Default justification • Asset-specific recommendations • Timeframe adjustments Access: Hover over (i) icon next to any setting. Creates self-documenting learning system—no external docs required. DskyzInvestments | Trade with insight. Trade with anticipation.
Pine Script® indicator
by DskyzInvestments
2