Range Probability - NQ1. What this indicator does
Range Probability โ NQ splits the trading day into fixed-length time blocks ("ranges") and measures how each new range's opening price sits relative to the high and low of the range immediately before it. That relative position โ from 0.0 (at the previous low) to 1.0 (at the previous high), with two extra states for opening below the low or at/above the high โ is looked up against a table of historical outcomes for that exact range length, that exact time-of-day slot, and that exact opening bucket.
The lookup table tells you, historically, on NQ:
which side (above the previous high, or below the previous low) a range was more likely to close on when it closed outside the previous range at all, and how often that was, and
how often ranges in that specific slot actually resolved outside the previous range in the first place (as opposed to closing back inside it).
The script then:
draws the ranges as boxes, colour-coded by how they actually closed;
draws the previous range's high, mid, and low, plus its ten-decile grid, so you can see visually where price is relative to the range being measured against;
shades the decile that the new range opened in, since that decile is what the table result is drawn from;
prints a table with the looked-up conditional/unconditional probabilities, sample size, and a train/test split; and keeps a running scorecard, on the chart's own loaded history, of every call the script has made โ comparing the probability it claimed against what actually happened, so you can see whether the historical edge is holding up or drifting on the data you're looking at.
This last part โ auditing its own historical claims live, bar by bar, against realised outcomes โ is the original piece: the indicator does not just assert a historical win rate, it continuously re-checks it in front of you and reports the resolved/unresolved count, the claimed-vs-live percentages, and the gap between them.
This is an analysis / statistics tool, not a buy/sell signal generator. It does not plot entries, exits, or strategy performance, and it is not a strategy script.
2. How the calculation works, step by step
Range construction. Ranges are built from a session anchor hour in New York time (default 18:00 ET, the standard futures session open) rather than from midnight. A 60-minute range setting, for example, produces ranges at 18:00, 19:00, 20:00 ET, and so on, regardless of the chart's own timeframe. The chart timeframe should be at or below the range size for the range boundaries to be tracked accurately intrabar; the table footer warns you if it isn't.
Opening position. When a new range opens, its open price is expressed as a fraction of the previous, already-closed range: open position = (new range open โ previous range low) / (previous range high โ previous range low) This is bucketed into 12 states: below the previous low, ten 0.1-wide deciles between the previous low and high, and at/above the previous high.
Historical lookup. Each combination of range length (15/30/60/120/240 min) ร time-of-day slot ร opening bucket maps to a pre-computed record: which direction (close above previous high, or close below previous low) was more common conditional on the range resolving outside the prior range at all, the probability of that on the training sample, the probability on a held-out test sample, the sample size, and the overall rate at which that slot/bucket actually resolves outside the previous range (versus closing back inside it, which the lookup treats as "no result"). These records were derived from historical NQ futures data and are fixed values compiled into the script โ they are not recalculated from your chart's history.
Once a range opens, its bucket and lookup result are fixed for that range. They are computed a single time, from the open price and the already-completed previous range, and are not revised as the range develops. The box for the range continues to grow with price until the range closes, but the printed probability/direction for that range does not change or repaint after being set.
Live scorecard. Separately, and only for informational/audit purposes, the script keeps a rolling window (configurable size) of every call it has made on the currently loaded chart history, and checks, once each of those ranges has closed, whether the claimed direction and resolve rate actually happened. This produces the "claimed vs actual" and "drift" figures in the table โ a live, out-of-sample check of the compiled historical table against the specific symbol/timeframe/session you have loaded.
3. Inputs & configuration
Range
Input Default Effect
Range size (minutes) 60 Which of the five pre-computed tables (15/30/60/120/240 min) is used, and how ranges are built.
Session anchor hour (ET) 18 The New York hour ranges are measured from. Must stay at 18:00 to match the compiled historical table โ changing it moves the time-of-day slots out of alignment with the lookup data.
Ranges to keep on chart 20 How many historical range boxes remain drawn on the chart (does not affect calculations, only visuals/performance).
Box
Draw range boxes โ toggles the boxes entirely.
Forming / Closed above previous high / Closed below previous low / Closed inside โ colours for the box while forming, and after it closes, based on what actually happened (not on the prediction).
Levels
High / mid / low lines from the previous range โ plots the previous range's high, midpoint, and low as reference lines.
Extend them this many ranges ahead โ how far right those lines and the decile grid extend.
Label them โ text labels on the high/mid/low lines.
Outline the previous range โ draws a border box around the prior range for visual reference.
Open-position levels (0.0โ1.0) โ draws all ten internal decile lines of the previous range, not just the 0/50/100 lines.
Shade the bucket the range opened in โ highlights the specific decile the new range's open falls into. This is a visual aid showing which cell the table result is being read from, not a trade signal in itself.
Colour/thickness controls for all of the above.
Table
Show table โ toggles the on-chart statistics table.
Position / Text size โ table placement and font size.
Show test outcome and sample size โ adds the train/test/sample-size row so you can judge how much data a given cell's statistic rests on.
Signals
Label the chart when a cell qualifies โ places a small up/down label with the looked-up probability when the new range's opening cell has a table match.
Fire an alert when a cell qualifies โ creates a TradingView alert event (requires an alert to be set on the indicator with "Any alert() function call").
Scan the other range sizes for live signals โ in parallel, evaluates the other four range lengths against the same lookup table and lists any of them that currently have a qualifying open, in the table's "other range sizes" section, purely for reference.
Live tracker
Track how the calls are doing on this chart โ toggles the self-scoring rows described in Section 2.5.
Calls to keep in the window โ how many of the most recent scored calls are included in the running average (does not change historical table values, only the live audit sample).
4. Reading the table
The table is built top to bottom in the following blocks:
Header โ active range size and the current range's start time in ET.
Opened at / Bucket โ the current range's normalized open position (0.00โ1.00) and which of the 12 buckets it falls into.
"IF IT CLOSES OUTSIDE THE PREVIOUS RANGE" (conditional block)
The directional call (e.g. "closes ABOVE previous high") and the historical percentage of the ranges in this exact cell that did resolve outside the previous range, that went in that direction. This figure excludes ranges that closed back inside the previous range โ it only compares "up outside" versus "down outside."
"โฆand it closes outside, X% of the time" โ the base rate for this cell: how often a range in this slot/bucket resolves outside the previous range at all, versus staying inside it.
"OUT OF EVERY 100 RANGES HERE" (unconditional block) These three rows always sum to 100 and give the full picture without conditioning away the "closes inside" outcome:
close above previous high
close below previous low
close inside โ no result
Train / test ยท sample โ the probability on the training sample, the probability on a held-out test sample, and the number of historical ranges (N) the cell is based on. Cells with a small N are statistically weaker; use this row to judge confidence, not just the headline percentage.
Footer note โ flags if your chart's own timeframe is coarser than the selected range size (which can distort intrabar range tracking), or otherwise notes that the calculation uses each range's own close only โ wicks/intrabar excursions do not count toward the outcome.
"OTHER RANGE SIZES, LIVE NOW" โ shows any of the other four range lengths that currently have a qualifying, in-progress opening cell, with their own probability and resolve rate, so you can see whether multiple range sizes are aligned.
"ON THIS CHART, LAST N CALLS" (live tracker)
Calls made, and how many have resolved vs are still open.
Claimed vs actual โ the average probability the script displayed when each call was made, versus the percentage of those calls that were actually correct once resolved, on this chart's own history.
Drift โ actual minus claimed, in percentage points. This is the single most important number for judging whether the compiled historical table is still representative of current conditions on the instrument/timeframe you're viewing.
Resolve rate, claimed vs actual โ the same claimed-vs-actual comparison, but for how often ranges resolve outside the previous range at all (rather than for direction).
5. Alerts
With "Fire an alert when a cell qualifies" enabled, create a TradingView alert on this indicator using the "Any alert() function call" condition. The alert fires once per bar close, only on ranges whose opening cell has a match in the historical table, and includes the range size, time slot, opening position, direction, probability, and resolve rate in the message text.
6. Important limitations
The historical lookup table is fixed and was compiled from past NQ futures data. It is not recalculated from the chart you load it on. Past outcomes on this instrument do not guarantee similar outcomes going forward, and the live scorecard exists specifically so you can check, on your own chart, whether recent behaviour still matches the compiled history rather than assuming it does.
The table is keyed to the 18:00 ET session anchor. Changing the anchor hour moves every range's time-of-day slot out of alignment with the compiled data, and most or all cells will simply have no match.
Best matched to NQ. Applying it to other symbols will still run the mechanics (range construction, bucketing, box drawing), but the probabilities come from NQ's historical data and may not describe another instrument's behaviour. The live tracker will show this directly if the claimed-vs-actual figures drift on a different symbol.
Small samples exist for some cells. Some time-slot/bucket combinations have limited historical sample sizes (shown in the sample-size row); treat those cells with appropriate caution.
Only the close is used to judge outcomes. A range that wicks beyond the previous high or low intrabar but closes back inside it is scored as "closed inside," not as a directional resolution.
The chart's own timeframe should be at or below the selected range size. Using a coarser chart timeframe than the selected range can produce less accurate intrabar high/low tracking for the forming range; the table flags this.
This is a statistical/context tool, not financial advice and not a signal to trade on by itself. It reports historical conditional frequencies and their live, out-of-sample audit โ nothing in the table constitutes a guarantee of future performance. Indicator
NY Midnight Open (TDO)This indicator plots the New York Midnight Open , the opening price at 00:00 New York local time .
The midnight opening price is widely used in ICT / Smart Money Concepts as an intraday reference level for evaluating price delivery, daily bias, premium/discount positioning, liquidity runs, and session expansion. The level is especially relevant during the London and New York trading sessions. ICT Trading
The indicator displays a single violet horizontal line beginning at 00:00 New York time and extending until 23:00 Kyiv time . Only the current trading day's level is shown to keep the chart clean.
The script uses the America/New_York and Europe/Kyiv time zones, allowing daylight-saving time changes to be handled automatically.
Features:
New York Midnight Open at 00:00 ET
Current day only
Violet TDO reference line
TDO label displayed above the right side of the line
Automatic New York and Kyiv DST handling
Suitable for Forex, Gold, indices, futures and other intraday markets
Trading interpretation
In ICT-style analysis, the Midnight Open can be used as a reference point for daily directional context. Traders may observe whether price is trading above or below the level, how London reacts around it, and whether price later retraces toward or expands away from the Midnight Open. ICT Trading
The indicator does not generate buy or sell signals and should be used as a contextual reference level alongside market structure, liquidity, session timing and your own risk-management rules. Indicator
TZ-REVETZ-REVE is a sub-panel indicator that seeks to provide a concise overview of what is going on in the market dynamics of the instrument in the period shown on the chart, i.e. short- and longer trends, analysis of ranges and volume events all in one visual. Because it has a steep learning curve, an analyis for the last/current candle of all these is also provided in four catchwords.
TZ stands for TrendZones, because depicts the TrendZones situation. TrendZones is a channel indicator which I published some time ago.
REVE stands for Range Extension Volume Expansion, for which I published several attempt's.
In this indicator I used code from their scripts. I tried to improve the visual presentation.
A new feature is the Center Zone with colored patches to indicates short up- and downtrends derived from how a three period moving average moves in relation to a nine period and twenty period MA. This results in five colors:
โข White for a situation which I call โtransitionโ, there the 3MA either moves down while above both 9MA and 20MA or moves up while below both 9MA and 20MA or some other non-color situations;
โข Transparent Green indicates upward movement, which I called โrise(rising)โ, here the 3MA moves up while above 9MA but below 20MA
โข Lime green indicates strong upward movement, which I called โsoar(soaring)โ, here the 3MA moves up while above both the 9MA and the 20MA.
โข Brown indicates a downward movement called โdrop(dropping)โ, when the 3MA moves down while below 20MA but above 9MA.
โข Transparent Fuchsia indicates a strong downward movement called โplunge(plunging)โ, when the 3MA moves down while below both 9MA and 20MA.
To show this, I created an indicator out of these three MAโs in which the zones in between these lines are colored with the same logic, the thick green line is 3MA, the purple thin line is 9MA, the gray thin line is 20MA: Three MA example:
I refer to the columns pointing upward and downward as โticksโ. They represent the range and direction of three last periods. The direction is NOT calculated as close above or below open (like in candlesticks) but as close above or below the highest of the two previous closes. The ticks get four possible colors:
โข Yellow for small range up- and downticks
โข Gray for โnormalโ range up- and downticks
โข Green for wide range upticks
โข Purple for wide range downticks
The length of the Tick Columns is calculated through a comparison of the current True Range with the Average True Range of the last 50 periods, taken as 100 percent. The result is marked as โsmallโ when this current TR is less then 60 percent , โwideโ when more then 110 percent, โnormalโ otherwise.
The TrendZones Situation is depicted with the green and blue thick line above the Center Zone and the orange and red line below it. In fact these are stretches of the same line. This line is calculated as a percent of the distance of the hl2 from the COG where Upper Curve minus Lower Curve is taken as 100 percent. The Situation line is made invisible where the candle or bar crosses the COG.
The colors are:
โข Red when the bar is in the red strong downtrend zone
โข Orange if the bar is in the orange downtrend zone
โข Invisible when bar crosses COG (โsidewaysโ)
โข Green for the bar in the green uptrend zone
โข Blue when in the strong uptrend zone.
Where the direction of the Tick coincides with the trend, the Tick column is โcrownedโ with a dot of the same color as the Situation line.
To show this, I have put a TrendZones (updated version) in the example chart:
Trendzones Situation example:
When volume in a certain period is higher than normal, I call this a โvolume eventโ. A volume event indicates that the price action is supported with many buyers and sellers. To calculate whether a volume event happened and how big it is, we need to know the โnormalโ volume. In the case of volume, โaverageโ cannot be used, because outliers in volume are so huge that they make the average too high to find smaller volume events in the following timeframes. To avoid the outlier influence, I use the โmedianโ of fifty periods as โnormalโ, using that as 100 percent. This leads to five cohorts for the current volume:
โข 0-120 percent of normal: Unremarkable volume โ no marker
โข 120-150 percent of normal: Much volume โ gray triangle
โข 150-180 percent of normal: High volume โ orange triangle
โข 180-210 percent of normal: Huge volume โ red triangle
โข 210 and higher percent of normal: Extreme volume โ maroon triangle
The Volume Event Triangles are placed in the middle of the Center Zone, pointing in the same direction as the ticks.
In previous versions I tried to calculate the direction of volume markers in a way that not only leads to โupโ or โdownโ but also โfalterโ. Periods with falter are often part of a reversal pattern. For these situations I created a Falter Marker, a black dot on the Center Zone border under the tick column. Although these dots are interesting, they have no practical use in my analysis. They are there because they are a nice feature if the instrument comes without volume, like some indexes.
Because this indicator is crammed with information, it has a steep learning curve. To help understand what is reported by all its features, I created four catch phrases to the right. These concern the last (current) candle or bar.
- On top a catchword for the Center Zone color patches, which represent short up- and downtrend. These can be โrisingโ, โsoaringโ, โdroppingโ, โplungingโ or โtransitionโ.
- Then a catchword for the TrendZones Situation.
These can be: โS uptrendโ, โuptrendโ, โdowntrendโ, โS downtrendโ or โsidewaysโ
- Then a catchword for Tick column.
These can be
โข โFwide upโ which means wide range pointing up with falter marker
โข โwide upโ wide range pointing up
โข Fwide downโ wide range pointing down with falter marker
โข โwide downโ wide range pointing down
โข Fsmall upโ small range pointing up with falter marker
โข โsmall upโ small range pointing up
โข โFsmall downโ small range pointing down with falter marker
โข โsmall downโ small range pointing down
โข โFupโ normal range pointing up with falter marker
โข โupโ normal range pointing up
โข โFdownโ normal range pointing down with falter marker
โข โdownโ normal range pointing down
- Then a catchword for volume.
These can be โno volumeโ, โnormal volโ, โmuch volโ, โhigh volโ, โhuge volโ or โextreme volโ.
Have fun,
Eykpunter
Indicator
Kurdistani Style CycleKurdistani Style Cycle
A composite on-chain indicator that identifies Bitcoin market cycle phases
using a weighted Z-score of MVRV, NUPL, and a SOPR proxy. It maps market
conditions into five distinct phases and overlays normalized BTC price.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
KEY ONโCHAIN METRICS USED
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
1. MVRV (Market Value to Realized Value)
MVRV = Market Cap / Realized Cap
- High values: large unrealized profit, possible market tops.
- Low values: large unrealized loss, possible market bottoms.
2. NUPL (Net Unrealized Profit/Loss)
NUPL = 1 โ (1 / MVRV) (derived from MVRV to ensure consistency)
- Strongly positive (e.g., >0.75): euphoria / overheated.
- Negative: fear, potential bottoming zone.
3. SOPR Proxy
Since real SOPR requires UTXO data unavailable on TradingView, a proxy
is built from price position relative to short-term and long-term
highest/lowest bands:
Short-term position (STH):
STH_pos = (Price โ STH_low) / (STH_high โ STH_low) (range 0โ1)
Long-term position (LTH):
LTH_pos = (Price โ LTH_low) / (LTH_high โ LTH_low) (range 0โ1)
Raw SOPR Proxy = STH_pos โ LTH_pos
Smoothed SOPR Proxy = 5-period SMA of Raw SOPR Proxy
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
HOW THE COMPOSITE INDEX IS BUILT
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Step 1 โ Z-Score Normalization
For each component (MVRV, NUPL, SOPR Proxy) a Z-score is calculated
with a common lookback period L (default 365):
Z = (Value โ SMA(Value, L)) / StdDev(Value, L)
Step 2 โ Weighted Combination (PnL Index)
User-defined weights w1, w2, w3 (default 0.4, 0.4, 0.2).
If the fraction of nonโnull components meets or exceeds the
'Min Valid Weight Fraction' threshold, the PnL Index is:
PnL Index = (w1 * MVRV_Z + w2 * NUPL_Z + w3 * SOPR_Z) / (w1 + w2 + w3)
Step 3 โ BullโBear Indicator
The final oscillator removes the long-term trend using a simple moving
average (default length 365):
BullโBear = PnL Index โ SMA(PnL Index, 365)
Positive values indicate a bullish regime relative to the long-term average,
negative values indicate a bearish regime.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
PHASES โ THRESHOLDS & INTERPRETATION
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
The BullโBear value is classified into five phases using two thresholds:
Overheated Threshold (default +1.5)
Early Bull Upper Limit (default +0.5)
Extreme Bear Threshold (default -1.5)
Phase Condition Interpretation
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Extreme Bear BullโBear โค -1.5 Possible deep bottom, extreme fear
Bear -1.5 < BullโBear โค 0 Downtrend / consolidation
Early Bull 0 < BullโBear โค 0.5 First signs of recovery
Bull 0.5 < BullโBear โค 1.5 Healthy uptrend
Overheated Bull BullโBear > 1.5 Euphoria, high risk of correction
Colors on the histogram:
Extreme Bear โ solid blue
Bear โ cyan / teal
Early Bull โ green
Bull โ orange
Overheated Bull โ red
No data โ transparent gray
Small markers:
A green dot above Early Bull columns
A red dot below Overheated Bull columns
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
WHAT YOU SEE ON THE CHART
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
โข Gray line: the BullโBear oscillator value.
โข Colored columns: histogram displaying the current phase.
โข Green horizontal line at zero (neutral boundary).
โข Red dotted line at the Overheated Threshold (+1.5).
โข Blue dotted line at the Extreme Bear Threshold (-1.5).
โข Light gray/white line (optional): Zโscore of log(BTC price)
over the same lookback period, showing how far current price
deviates from its longโterm log mean.
โข Information table (topโright): shows live readings for Phase,
BullโBear value, MVRV, NUPL, SOPR Proxy, BTC price, normalized
price Zโscore, and the composite PnL Index (Z).
โข A star (*) next to a metric name and an orange warning dot
indicates stale (nonโupdating) data, typically on intraday
timeframes where onโchain data is not refreshed in real time.
A label on the last bar displays the current phase name.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
INPUT SETTINGS (fully adjustable)
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
- MA Length for Cycle (default 365): moving average length
used to extract the cycle from the PnL Index. Shorter
values increase responsiveness but add noise.
- ZโScore Lookback (default 365): lookback for mean and
standard deviation when normalizing MVRV, NUPL, and SOPR.
- Overheated Bull Threshold (Z) (default 1.5): Zโscore level
that triggers the Overheated phase.
- Early Bull Upper Limit (Z) (default 0.5): upper bound of
the Early Bull phase; crossing above enters the Bull phase.
- Extreme Bear Threshold (Z) (default -1.5): lower bound for
the Extreme Bear phase.
- STH Lookback (default 155): period for shortโterm high/low
in the SOPR proxy calculation.
- LTH Lookback (default 365): period for longโterm high/low
in the SOPR proxy calculation.
- MVRV Weight (default 0.4)
- NUPL Weight (default 0.4)
- SOPR Weight (default 0.2)
- Min Valid Weight Fraction (default 0.5): minimum fraction
of total weight that must have valid (nonโnull) data for the
composite index to be calculated. Prevents unreliable signals
when one or more components are missing.
- Show Normalized BTC Price Overlay (true/false)
- Price Symbol (default BINANCE:BTCUSDT)
- Price Normalization Lookback (default 365)
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
DATA SOURCES & STALENESS
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
โข BTC_MARKETCAP (Market Cap) and BTC_MARKETCAPREAL (Realized
Cap) are fetched via request.security from TradingViewโs
internal symbols.
โข Price is fetched from the userโselected symbol (default
BINANCE:BTCUSDT).
โข On intraday timeframes (less than 1D), onโchain data often
does not update on every bar. In those cases a star (*)
appears next to the metric and an orange dot is plotted.
Daily or higher timeframes are recommended for the cleanest
signals.
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PRACTICAL USAGE GUIDE
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- Accumulation / longโterm entries: Extreme Bear (blue columns)
often marks excellent longโterm buying zones.
- Confirmed trend change: Entering Early Bull (green columns)
after a bear phase provides a higherโprobability entry once
momentum turns positive.
- Holding during uptrend: Bull phase (orange) represents a
healthy market. Consider moving stopโlosses higher but
avoid premature exits.
- Taking profits / reducing exposure: Overheated Bull (red
columns) signals that the market is statistically stretched.
A phased exit or partial sell strategy is prudent.
- The normalized price overlay provides a second opinion: when
both the BullโBear indicator and price Zโscore reach
simultaneous extremes, the signal is stronger.
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LIMITATIONS
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โข The SOPR component is a proxy and not real SOPR data.
โข On lower timeframes, stale data may cause slight lag.
โข In long sideways markets the oscillator may whipsaw
between Bear and Early Bull. Always combine with other
technical or fundamental analysis.
โข This indicator is not financial advice. Past performance
does not guarantee future results.
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HOW TO INSTALL
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Add the indicator to your chart from TradingViewโs โIndicatorsโ
panel. It will appear in a separate pane below the price chart.
Adjust the settings via the gear icon to fit your own cycle
analysis framework. Indicator
ATK/DEF MTF Regime Combo Day StructureATK/DEF MTF Regime Combo Day โ Structure is a multi-timeframe market observation and regime analysis framework built around higher-timeframe market structure and a multi-layer decision-transfer architecture.
Unlike conventional indicator combinations that display several independent readings side by, this framework processes multiple market dimensions through a structured calculation hierary. Individual observations are transformed into factor scores, factor scores are combined into analytical modules, and the module results are then integrated into a composite market-state output.
The core concept is:
MTF Framework โ Multi-Dimensional Analysis โ Decision Transfer โ Module State โ Composite Score โ Market Observation**
MTF Regime Framework
The MTF concept forms the upper analytical layer of the framework.
Rather than trating multi-timeframe analysis simply as a collection of separate timeframe readis, the higher-timeframe context is used as the structural environment in which the underlying market information is evaluated.
This allows price behavior, momentum, volatility, volume flow, structural pressure and market activity to be processed within a unified higher-timeframe framework.
The purpose is to provide a faster and more structured view of the market environment represented by the selected timeframe.
Decision-Transfer Architecture
The defining feature of the indicator is its decision-transfer structure.
Raw market information is not dictly converted into a final output. Instead, information paes through several analytical layers:
**Market Data**
โ **Individual Factors**
โ **Factor Scores**
โ **Analytical Modules**
โ **Module States**
โ **Composite Result**
This creates a hierchical analytical structure in which lower-level observations contribute to higher-level state calculations.
The resulting output therefore represents the combined relationship between multiple market dimensions rather than the readg of a single conventional indicator.
C1 โ Direction / Momentum / Accumulation / Flow
C1 evaluates the underlying market condition through four dimensions:
* **Direction** โ moving-average relationship, price position and directional movement.
* **Momentum** โ RSI behavior and recent price change.
* **Accumulation** โ price compression, Bollinger Band width and contraction conditions.
* **Flow** โ CMF and MFI-based price-volume flow characteristics.
These components are individually scored and then combined into the C1 composite state.
C2 โ Density / Breakdown / Vortex / Resistance
C2 focuses on structural price behavior and market positioning:
* **Density** โ price-range density and relative volume activity.
* **Breakdown** โ interaction with recent high and low ranges, including breakout and testing conditions.
* **Vortex** โ candle body, upper/lower shadows and relative range behavior.
* **Resistance** โ proxiity to recent structural high and low areas and repeated te behavior.
C2 combines these dimensions into a structural state representation.
### C3 โ Radar / Frequency / Chaos / Tra
C3 focuses on price-action characteristics and changing market conditions:
* **Radar** โ selected candle and price-action structures.
* **Frequency** โ relative range activity and volume participation.
* **Chaos** โ directional change frequency together with ADX-based market conditions.
* **Tra** โ abnormal range interaction, faild breakout structures and wak breakout conditions.
C3 provides an additional layer for observing changes in market activity and price behavior.
Composite Scoring
Each factor is converted into a normalized score.
The individual factors are aggregated into C1, C2 and C3 module scores. The three module scores are subsequently combined into a Total Score.
The resulting score is classified into five grades:
**A โ High State**
**B โ Elevated State**
**C โ Neutral State**
**D โ Weak State**
**E โ Low State**
The grades represent the calculated condition of the framework at the current observation point. They are not forecasts of future price behavior.
### Multi-Layer Market Observation
The dashboard presents both the individual factor readins and their higher-level results.
This allows the user to observe the relationship between:
**Factor โ Module โ State โ Grade โ Total Result**
The structure is intentionally designed so that the final result remains connected to the undeying analytical components rather than appearing as an isated number.
Swing Structure
The indicator also includes Swing High and Swing Low analysis.
Detected swing points are displayed as structural resistance and support references, while cosecutive swing points can be connected to provide a visual representation of the evolving price structure.
Swing parameters can be adjusted independently, allowing the structural layer to be adapted to different chart conditions.
FIFO Object Management
Historical labels and lines are managed through independent FIFO queues.
This keeps the number of chart objects within the configured limit while maintaining the most recent structural information. The object-management layer operates independently from the analytical scoring framework.
Configurable Parameters
The framework proides configurable parameters for:
* Moving averages
* RSI
* ATR
* Bollinger Bands
* Volume analysis
* DMI / ADX
* Swing High / Low detection
* Historical object limits
Parameter settings can be adjusted according to the characteristics of the market and chart environment being observed.
Intended Use
ATK/DEF MTF Regime Combo Day โ Structure is designed as a market observation and analytical context tool.
Its purpose is to organize higher-timeframe information and convert multiple market characteristics into a structured set of calculated states and conclusions.
The indicator does not provide a guartee of fure market behavior and does not constute a predion of fure price movement. Its oputs are calculated observations based on the selected parameters and available market data.
The interptation of the displayed information remans the responsility of the indidual use.
**Core Architecture**
**MTF Higher-Timeframe Framework**
**+ Multi-Dimensional Market Analysis**
**+ Decision-Transfer Calculation**
**+ Structural Price Analysis**
**+ Composite State Classification**
= **Structured Market Observation**
Indicator
Order Flow PRO - Delta and ImbalanceOrder Flow PRO - Delta and Imbalance
OVERVIEW
Order Flow PRO is a volume-pressure panel for TradingView that visualizes estimated buying vs selling pressure per bar, cumulative delta, stacked imbalances, and price-delta divergence.
It helps assess whether price movement is supported by participation or developing under weakening internal conditions.
Important: TradingView does not provide true bid/ask transaction data for most instruments. Delta is estimated from bar structure and volume - not real institutional footprint.
Built by the Xcelerate Trade team.
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BEST USED WITH
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Works much better together with:
- Fluid Liquidity Zones - CHoCH + Mitigation + HTF | Xcelerate Trade
(or Fluid Liquidity Zones - CHoCH | Xcelerate Trade)
- Order Flow Footprint and Delta (OF1 / OF2 / OF3 overlay on chart)
Use SUPPLY / DEMAND zones + CHoCH / market structure first, then delta / imbalance as confirmation.
CONCEPT
Order flow analysis studies aggression and participation behind price. On TradingView, that is approximated from open/high/low/close and volume.
Use this indicator as a confluence layer after higher-level context (structure, liquidity zones, sessions) - not as a standalone entry system.
FEATURES
- Volume Delta histogram (green = bullish bar pressure, red = bearish)
- Delta MA smoothing line
- Cumulative Delta (normalized line)
- Stacked imbalance detection (3+ consecutive imbalance bars) - BUY / SELL markers
- Price-Delta divergence warnings
- Live dashboard: Delta, Cum. Delta, Volume, Pressure, Imbalance, Signal
- Dashboard position options and optional overlay on the price chart
- Alerts: stacked buy/sell imbalance, bullish/bearish divergence, extreme buying/selling pressure
HOW TO USE
1) Add the indicator on a separate pane below price (5m / 15m / 30m intraday)
2) Read Volume Delta for bar-by-bar pressure; use Cumulative Delta for session bias
3) Stacked imbalances: mark the zone, wait for pullback, confirm with structure - do not chase
4) Divergence: strongest near key levels + high volume; confirm with price action
5) Combine with Fluid Liquidity Zones and market structure before acting
RECOMMENDED SETTINGS
- Timeframes: 5m, 15m, 30m
- Delta MA Period: 20 (default)
- Imbalance Threshold: 0.7 (lower = more signals, noisier)
SKIP / AVOID
- Treating estimated delta as real bid/ask footprint
- Trading every imbalance or dashboard signal without structure context
- Ignoring high-impact news windows (volatility can distort delta)
- Using divergence alone as a guaranteed reversal call
LIMITATIONS
- Delta values are estimated due to platform data constraints.
- Results differ from platforms with exchange-level bid/ask feeds.
- Imbalance and divergence show structural conditions, not trade instructions.
- This script does not place trades and does not guarantee results.
- Always combine with your own risk management and market context.
Indicator
Stretch z distance from session VWAPWhat it does
This indicator measures how far price has travelled from the session VWAP and expresses that distance as a normalised score, so the reading means the same thing on a quiet day as on a violent one.
It plots the score in a separate pane with reference bands, and shows a readout of the current value, the band it sits in, the raw distance in points, and where the reading ranks against recent history.
The problem it addresses
Distance from VWAP is a natural thing to watch, but the raw number is not comparable across time or symbols. Ten dollars from VWAP might be an extreme on a quiet gold session and completely ordinary during a high-volatility release. The same is true across instruments: a distance that is stretched on one contract is meaningless on another.
The fix is to divide the distance by a measure of how far price normally sits from VWAP. What comes out is a dimensionless score. A reading of 2 means roughly the same thing regardless of instrument or volatility regime, which makes thresholds portable rather than something you retune every few months.
How it is calculated
z = (price - session VWAP) / dispersion
VWAP is anchored to the session set in the inputs and resets each session.
Dispersion is selectable:
Standard deviation of the spread. The standard deviation of (price - VWAP) over a rolling window. This produces a true z-score, answering how unusual the current distance is compared with how far price normally sits from VWAP on this symbol.
ATR. The daily average true range. This expresses the distance in units of daily range instead. It is easier to reason about in points, but it is not a z-score, and the band thresholds mean something different under it. Pick one convention and stay with it.
The session-anchoring option
This is the part that differs most from a standard VWAP deviation plot, and it is worth understanding before you use the indicator.
A rolling dispersion window carries across the session boundary. At the session open, VWAP resets and the spread collapses toward zero, but the rolling window is still filled with the previous session's much larger spreads. The dispersion estimate is therefore too large in the early session, which makes the score read too small precisely when you are most likely to be looking at it.
The size of the effect depends on your chart timeframe and window length: a 60-bar window on a 5-minute chart does not fully clear the previous session for about five hours.
Switching Anchor the window to the session ON restarts the dispersion estimate at each open and builds it forward. This removes the carry-over. The trade-off is that with only a handful of bars the estimate is noisy, so the first several bars of each session are less reliable in a different way. Neither setting is universally correct; the option exists so you can see the difference on your own charts and choose deliberately rather than inherit an assumption.
The indicator suppresses output while the estimate is still warming up under either setting.
How to use it
Reading the score. Zero means price is at the session VWAP. Positive means above, negative means below. The magnitude is the interesting part: it tells you whether the current distance is normal or unusual for this instrument, rather than merely how far price has moved.
Bands as context, not signals. The bands mark where readings become progressively less common. A reading inside the first band is ordinary. Beyond the second, price is unusually far from where the session has been transacting. Beyond the third, it is far enough that the reading itself is rare. None of these is an instruction to do anything, and the indicator issues no entry or exit signals.
As a filter rather than a trigger. The most straightforward use is as a condition applied to setups you are already trading. Strategies that depend on price being near value behave differently when the score is high, and strategies that depend on price having extended behave differently when it is low. The score gives you a consistent way to describe that condition instead of eyeballing it.
The percentile row. The readout shows where the current absolute reading ranks against the last 500 bars. This separates a reading that is genuinely rare for the symbol from one that merely looks large on the pane. If the score reads 2.5 but the percentile is 80%, that magnitude is common on this instrument and timeframe.
Direction versus magnitude. The sign tells you which side of value price is on; the magnitude tells you how far. These carry different information. Price can be persistently above VWAP with a small score, which describes an orderly trend, or briefly above with a large score, which describes a sharp excursion.
The band scoring table
If you grade setups with a checklist, the optional table maps each band to a point value for up to three named strategies, and shows what the current band is worth to each of them side by side.
This exists because the same reading is not equally meaningful to different approaches. A strategy that enters near value and a strategy that enters after extension will value a high reading very differently, sometimes in opposite directions. Rather than assume one interpretation, the indicator lets you define the mapping yourself.
All twelve point values, and the three strategy names, are inputs. The defaults are placeholders and carry no claim about which values are correct. If you use the table, set the values from your own testing.
Limitations
The score is not predictive. It describes where price currently sits relative to the session's transaction history. It says nothing about what happens next, and an unusual reading can persist for a long time or become more unusual still.
Early-session readings are less reliable under both dispersion settings, for the different reasons described above.
The two normalisers are not interchangeable. Thresholds set under one do not carry over to the other.
The session setting matters. VWAP anchors to it, so an incorrect session for your instrument produces a meaningless spread and therefore a meaningless score.
On very low-volume or illiquid symbols, VWAP itself is unstable, and the score inherits that instability.
The percentile row is relative to the last 500 bars of the chart you are on. Changing timeframe changes what it is comparing against.
The daily ATR is requested with lookahead disabled and uses the previous completed daily bar, so it does not repaint.
Settings
Normaliser - standard deviation of the spread, or ATR.
Rolling window - bars used for the dispersion estimate.
Anchor the window to the session - restart the dispersion estimate at each open.
Daily ATR length - used only when ATR is the normaliser.
Session - the window VWAP anchors to.
Bands - the three reference levels.
Band scoring - optional point mapping for up to three named strategies.
Colours - line, band, shading and table colours.
This indicator is a descriptive tool. It does not generate buy or sell signals and makes no claim about future price movement Indicator
Flow Momentum Compositeโ OVERVIEW
Flow Momentum Composite is a modular momentum analysis indicator designed to assess the direction and strength of market movement by combining several complementary elements of price analysis, flow pressure, market structure and historical behaviour.
Most momentum indicators answer only one question. A classic oscillator shows whether momentum is bullish or bearish. A trend indicator defines the broader market direction but may react with a lag. Divergences can point to weakening momentum, while analysis of historical similarities can provide additional information about the probable direction of the next move. Each of these approaches is valuable, but each presents only a fragment of the market picture.
Flow Momentum Composite was designed as a modular system that brings these different perspectives into one coherent framework. The indicator analyses Momentum Core, Balance Line, Flow Pressure, Structure / Trend, KNN Bias and Tension Waves, then combines their readings inside the Composite Score.
The main idea of the indicator is not to rely on a single signal, but to check whether several independent components point in the same direction. The user can control the importance of each element through individual weights, so the final assessment can be adapted to their own analysis style.
The Composite Score is calculated and displayed exclusively relative to the direction of the current candle. Points from individual modules are awarded only when that component agrees with the candleโs colour (bullish candle + bullish components, or bearish candle + bearish components). A high reading therefore represents strong agreement of the components with the current candleโs direction, not an independent oscillator ranging from strong bearish to strong bullish.
The indicator also includes additional analytical layers such as contrarian signals, divergences between price and momentum, and the Signal Confluence Barometer. These elements provide extra context and help distinguish strong directional conditions, weakening momentum and potential turning points.
The result is a multi-dimensional momentum analysis tool that moves from short-term evaluation of price movement and flow pressure, through market structure and historical similarity of conditions, to a final assessment of component agreement.
โ CONCEPTS
Momentum Core
Momentum Core is the main module of the indicator and is responsible for measuring the current strength and direction of price movement.
Instead of using price change alone, the calculation compares the change of the selected price series with ATR, so that momentum is normalised to current market volatility. The result is rescaled to the 0โ100 range, where the 50 level represents the central equilibrium.
Momentum Core primarily answers the question:
Is current price momentum bullish or bearish, and how strong is it?
Balance Line
Balance Line uses the same basic momentum measurement concept as Momentum Core, but has its own calculation period and typically slower smoothing.
Its purpose is not to duplicate Momentum Core, but to create a slower reference point against which current momentum can be compared. The relationship between the two lines forms the basis of the Tension Waves module.
Balance Line answers the question:
How does current momentum relate to the slower, underlying market momentum?
Flow Pressure
Flow Pressure analyses directional market pressure using available volume or candle structure when real volume is not available.
The result is summed over a defined period and then smoothed. The visual Flow Pressure wave additionally changes intensity at extreme values.
Flow Pressure answers the question:
Does current market pressure support buyers or sellers?
Structure / Trend
Structure / Trend defines the broader market direction and provides context for short-term momentum changes.
The module uses an EMA-based basis and an ATR-dependent band. A trend direction change occurs only when price breaks the corresponding side of the band.
Structure / Trend answers the question:
What is the current broader market direction?
KNN Bias
KNN Bias uses analysis of historical market condition similarity. It compares the current state (Momentum Core, Flow Pressure, Structure / Trend) with previously stored observations and, based on the subsequent price behaviour, creates a weighted directional vote.
KNN Bias answers the question:
What happened in the past when market conditions looked similar to the present ones?
Tension Waves
Tension Waves visually represent the difference between Momentum Core and Balance Line. The greater the distance, the deeper the histogram. Deepening of the wave in the same direction is particularly important and is used by both the Composite Score and the Signal Confluence Barometer.
Tension Waves answer the question:
Is the difference between current and baseline momentum increasing?
Composite Score
Composite Score is the central element of the entire indicator. It combines five independent components: Momentum Core, Flow Pressure, Structure / Trend, KNN Bias and Tension Waves.
Each component has its own weight. Points are awarded only when the direction of a given component agrees with the colour of the current candle and additional conditions are met (for example Core continuing further in its direction, or the Tension Wave deepening).
The result is presented as a percentage of the maximum possible points. BUY/SELL signals appear only after the defined threshold is exceeded.
Composite Score answers the question:
Do the individual analysis elements jointly confirm the direction of the current candle?
Signal Confluence Barometer
Shows how many of the five components currently confirm the dominant direction (without using weights).
Signal Confluence Barometer answers the question:
How many independent elements of the indicator currently confirm the same direction?
Contrarian Signals
Appear when Momentum Core returns from an extreme Oversold or Overbought level.
They serve to identify potential direction changes after an extreme has been reached.
Divergences
Compare price behaviour with Momentum Core. A bullish divergence forms when price makes a lower low while Core makes a higher low; a bearish divergence forms when price makes a higher high while Core makes a lower high.
They serve a warning and contextual function.
Overbought / Oversold Zones
Provide reference levels for Momentum Core. They feature dynamic transparency that depends on the distance of Core from the given level.
โ FEATURES
Momentum Core
โข Source โ price series used for Momentum Core and Balance Line calculations.
โข Length โ number of bars used to measure price change relative to ATR.
โข Smoothing โ smoothing period applied to Momentum Core.
โข MA Method โ averaging method (EMA / SMA / RMA) used across all modules.
โข Scaling Sensitivity โ the higher the value, the faster Core reaches the 0/100 extremes at the same volatility.
Balance Line
โข Length โ calculation period of the Balance Line.
โข Smoothing โ smoothing of the Balance Line (typically higher than Core to increase distance during trends).
Flow Pressure
โข Length โ number of bars summed when calculating Flow Pressure.
โข Smoothing โ smoothing of the Flow Pressure line.
โข Force candle mode instead of volume โ forces calculation from candle range even when the instrument has real volume data.
โข Flow Wave Height Scale โ controls the height of the Flow Pressure wave above the OB line or below the OS line.
โข Flow Extreme Threshold โ threshold above which the Flow Pressure wave switches to a darker shade (extreme pressure).
KNN Bias
โข Number of Neighbors (K) โ number of nearest historical observations considered in the KNN vote.
โข Memory (bars) โ maximum number of stored historical observations used by the classifier.
Structure / Trend
โข Trend Base Length โ period of the EMA and ATR used to define the structure band.
โข Band Multiplier (ATR) โ ATR multiplier defining the width of the structure band.
โข Color bars by structure trend โ colours price chart candles according to the direction of the Structure / Trend module.
Composite Score
โข Show Score Signals โ enables display of BUY/SELL signals derived from the Composite Score.
โข Momentum Weight / Flow Weight / Structure Weight / KNN Weight / Tension Waves Weight โ individual weights of the respective components.
โข Signal Threshold (% of max score) โ minimum percentage of the maximum possible score required to generate a signal.
โข One signal per momentum wave โ limits signals to one per Momentum Core wave (resets when Core crosses the 50 level).
Tension Waves
โข Show Tension Waves โ displays the histogram of tension between Momentum Core and Balance Line.
โข Tension Wave Transparency โ base transparency of the Tension Wave histogram (deepening waves render slightly more opaque).
OB/OS Zones
โข Overbought / Oversold โ levels considered extreme for Momentum Core.
โข Dynamic OB/OS Lines โ line transparency depends on the distance of Core from the level.
โข OB/OS Transparency โ Near Level / Far From Level โ transparency settings based on distance.
โข OB/OS Line Width โ thickness of the Overbought and Oversold lines.
Contrarian Signals
โข Show Contrarian Signals โ enables signals when Momentum Core returns from an OS/OB extreme.
Divergences
โข Show Divergences on Momentum Core โ enables detection of divergences between price and Momentum Core.
โข Pivot Lookback (left/right) โ number of bars required on each side to confirm pivots.
Colors & Transparency
โข Bullish Color / Bearish Color / Neutral Color โ main colours used across all modules.
โข Zero Line Color (50) โ colour of the horizontal centre line.
โข Text Color (labels) โ colour of table header text and divergence label text.
โข Flow Wave Transparency โ transparency of the Flow Pressure wave fill.
โข Transparency: CoreโCenter Gradient / CoreโBalance Gradient / Divergence Line Transparency โ controls fill and line transparency.
Panel
โข Show Table โ enables the summary table display.
โข Position โ position of the table on the chart.
โข Text Size โ text size inside the table.
Alerts
โข Score โ Buy / Score โ Sell
โข KNN Direction Change
โข Contrarian โ Long / Contrarian โ Short
โข Divergence โ Bullish / Divergence โ Bearish
โข Barometer โ Direction Change
โ APPLICATIONS
Assessing the quality and strength of market moves
The primary use of the indicator is to evaluate whether the current price move is confirmed by several independent layers of momentum, flow pressure and structure analysis.
Filtering weak impulses
Composite Score and the Barometer help distinguish moves supported by agreement of most components from moves that have only local, short-lived support.
Detecting strengthening or weakening momentum
Tension Waves show whether the difference between short-term and baseline momentum is increasing. A deepening wave in the direction of the trend can confirm strength, while lack of deepening or a reversal may signal exhaustion.
Confirming trend direction
Simultaneous analysis of Structure / Trend, Momentum Core, Flow Pressure and KNN Bias makes it possible to assess whether the broader market direction is consistent with short-term momentum and historical similarity of conditions.
Identifying potential turning points
Contrarian signals (return from OS/OB) and divergences between price and Momentum Core provide warnings about possible weakening of directional pressure.
Building a custom momentum assessment model
Thanks to the ability to individually weight the five components, the user can create their own assessment model. One trader may place greater emphasis on Momentum Core and Flow Pressure, while another may consider Structure and KNN Bias more important.
โ NOTES
โข The divergence module and contrarian signals serve a warning and contextual function. They do not enter the Composite Score directly.
โข Composite Score signals are best used as a confirming element of market analysis together with structure, price action, support and resistance zones, and risk management.
โข All component weights are fully configurable, allowing the user to adapt the assessment model to their own trading style while retaining the same multi-layered analysis logic. Indicator
Universal Trend Continuation ProbabilityTradingView publication description
Universal Trend Continuation Probability
This open-source indicator estimates whether the chart's **current structural
direction state** is likely to remain active after a completed bar. It is a
trend-survival model, not a price-target or profit-probability model.
The dashboard provides two coherent forecasts:
- **Next 1 bar (P1):** probability that the active UP or DOWN state remains
active on the next completed bar.
- **Next 2 bars (P2):** probability that the same state remains active on both
next completed bars.
P2 is calculated with the probability chain rule:
`P2 = P1 ร P(second bar survives | first bar survives)`
Therefore `0 โค P2 โค P1 โค 1` by construction. The dashboard's main score is
`+100 ร P2` for UP, `โ100 ร P2` for DOWN, and `0` when the direction engine is
neutral.
How the model works
The direction engine combines normalized HMA20 slope, DMI balance, and
regression slope. A fixed regularized logistic ensemble then evaluates 33
completed-bar, direction-relative features covering direction strength,
momentum change, MACD histogram, RSI state, regression quality, price pressure,
ATR regime, range expansion, pullback clustering, and episode age.
The model does not use the symbol name, absolute price, clock, session,
timezone, or chart timeframe as an input. It uses no future bar, future label,
or `request.security` look-ahead. On an unfinished real-time bar, the displayed
values stay frozen at the previous completed bar and update only at bar close.
Interface
- English is the default language.
- Choose `Tรผrkรงe` under `Language / Dil` for the Turkish dashboard.
- Blue/orange/gray colors are chosen for color-blind accessibility.
- Only a centered dashboard is drawn on the main price chart. The indicator
creates no separate pane, plotted score line, horizontal levels, or chart
shading.
- The limitation warning is displayed in a readable row below the dashboard.
- The dashboard shows direction, P1, P2, the `CONTINUES / DOES NOT CONTINUE`
decision, and the signed main score.
- The fixed decision threshold is 50%.
- Optional alerts fire on completed-bar decision-state changes.
Reference historical cross-market evaluation
The frozen V5 selection and calibration process used chronological XU030
development blocks. A historical cross-market evaluation contained 112,590
completed directional events across these standard time-based OHLC series:
| Series | Timeframe | Data range (UTC dates) |
|---|---:|---:|
| FDXM | 1D | 2015-10-26 to 2026-08-10 |
| ES | 1D | 2013-11-27 to 2026-08-10 |
| RTY | 1D | 2017-07-10 to 2026-08-10 |
| FESX | 1D | 2014-03-25 to 2026-08-10 |
| NK225M | 1D | 2013-01-16 to 2026-08-10 |
| NQ | 15m | 2024-10-31 to 2026-07-31 |
| RTY | 15m | 2024-10-31 to 2026-08-10 |
| RTY | 3m | 2026-04-05 to 2026-08-10 |
| ES | 3m | 2026-04-05 to 2026-08-10 |
| Horizon | Correct / total | Accuracy | Error rate |
|---|---:|---:|---:|
| 1 bar | 106,458 / 112,590 | 94.55% | 5.45% |
| 2 bars | 99,752 / 112,590 | 88.60% | 11.40% |
โCorrectโ means that the model's 50% `CONTINUES / DOES NOT CONTINUE` decision
matched whether the existing direction engine remained active over the stated
horizon. It does **not** mean that price moved favorably or that a trade was
profitable.
In a separate NQ 15-minute diagnostic with 25,808 forecasts, most errors were
neutralization-timing errors rather than direct reversals. Of 1,396 one-bar
errors, 934 (66.9%) were `CONTINUES โ NEUTRAL`, 456 (32.7%) were early
`DOES NOT CONTINUE` warnings followed by continuation, and only 6 (0.4%) were
direct reversals of the direction engine.
These figures are historical Python research results, not current-chart
performance. They do not guarantee future performance or exact results on
another symbol, timeframe, session, or data feed. Some foreign instruments had
been reviewed in earlier V1โV4 research; the results are therefore presented as
a historical cross-market evaluation relative to the frozen V5 selection
process, not as a permanently untouched blind universe.
Important limitations
- The foreign-market price-only AUC was approximately 0.49. A high survival
score is not evidence of positive return, favorable MFE, or a safe new entry.
- `DOES NOT CONTINUE` means the current state may neutralize or reverse; it does
not specifically predict the opposite direction.
- A low probability is better treated as structural end-risk information. It
has not been validated as an automatic exit rule.
- V6's analogue catalogue could rank neutralization risk, but its direct
probability override reduced correct forecasts in locked/blind tests and is
intentionally excluded from this Pine decision engine.
- Data differences in continuous futures adjustment, sessions, or bar
construction can change results.
- Use standard time-based OHLC candles. Heikin Ashi, Renko, Kagi, Point &
Figure, and Range chart results have not been validated.
Before public publication, the source should be compiled as a private
TradingView draft and checked against the included NQ reference using a
TradingView CSV export. This hosted-runtime parity step is separate from the
completed Python/formula validation.
Research indicator only. Not an execution strategy or investment advice.
Historical results do not guarantee future performance.
---
Universal Trend Continuation Probability
Bu aรงฤฑk kaynak indikatรถr, kapanmฤฑล bir bardan sonra grafikteki **mevcut yapฤฑsal
yรถn durumunun** aktif kalฤฑp kalmayacaฤฤฑnฤฑ tahmin eder. Fiyat hedefi veya kรขr
olasฤฑlฤฑฤฤฑ modeli deฤil, trend/yรถn devam modelidir.
Tablo birbiriyle tutarlฤฑ iki tahmin gรถsterir:
- **Sonraki 1 bar (P1):** aktif YUKARI veya AลAฤI durumunun sonraki kapanmฤฑล
barda devam etme olasฤฑlฤฑฤฤฑ.
- **Sonraki 2 bar (P2):** aynฤฑ durumun sonraki iki kapanmฤฑล barฤฑn ikisinde de
devam etme olasฤฑlฤฑฤฤฑ.
P2, olasฤฑlฤฑk zinciriyle hesaplanฤฑr:
`P2 = P1 ร P(ilk bar sรผrdรผyse ikinci barฤฑn da sรผrmesi)`
Bu nedenle yapฤฑ gereฤi `0 โค P2 โค P1 โค 1` olur. Tablodaki ana skor YUKARI
durumda `+100 ร P2`, AลAฤI durumda `โ100 ร P2`, yรถn motoru nรถtrken `0`dฤฑr.
Modelin รงalฤฑลma biรงimi
Yรถn motoru normalize HMA20 eฤimi, DMI dengesi ve regresyon eฤimini birleลtirir.
Sabitlenmiล dรผzenlileลtirilmiล lojistik topluluk modeli daha sonra yalnฤฑz
kapanmฤฑล barlardan รผretilen 33 yรถn-gรถreli รถzelliฤi deฤerlendirir. Bu รถzellikler
yรถn gรผcรผ, momentum deฤiลimi, MACD histogramฤฑ, RSI durumu, regresyon kalitesi,
fiyat baskฤฑsฤฑ, ATR rejimi, range geniลlemesi, geri รงekilme kรผmelenmesi ve yรถn
yaลฤฑnฤฑ kapsar.
Model; sembol adฤฑ, mutlak fiyat, saat, seans, saat dilimi veya grafik zaman
dilimini girdi olarak kullanmaz. Gelecek bar, gelecek hedef etiketi veya
`request.security` look-ahead kullanฤฑlmaz. Aรงฤฑk gerรงek zamanlฤฑ barda gรถrรผnen
deฤerler รถnceki kapanmฤฑล barda sabit kalฤฑr ve yalnฤฑz bar kapanฤฑnca gรผncellenir.
Arayรผz
- Varsayฤฑlan dil ฤฐngilizcedir.
- Tรผrkรงe tablo iรงin `Language / Dil` ayarฤฑndan `Tรผrkรงe` seรงilir.
- Mavi/turuncu/gri renkler renk kรถrlรผฤรผne uygun seรงilmiลtir.
- Ana fiyat grafiฤinin ortasฤฑnda yalnฤฑz bilgi tablosu รงizilir. Gรถsterge ayrฤฑ alt
panel, skor รงizgisi, yatay seviye veya grafik gรถlgelemesi oluลturmaz.
- Sฤฑnฤฑrlama uyarฤฑsฤฑ tablonun altฤฑnda okunaklฤฑ bir satฤฑrda gรถsterilir.
- Tablo; yรถnรผ, P1 ve P2 olasฤฑlฤฑklarฤฑnฤฑ, `SรRER / SรRMEZ` tahminini ve ana
iลaretli skoru gรถsterir.
- Karar eลiฤi %50 olarak sabittir.
- ฤฐsteฤe baฤlฤฑ alarmlar yalnฤฑz kapanmฤฑล barlarda karar durumu deฤiลtiฤinde
รงalฤฑลฤฑr.
Referans tarihsel รงapraz-piyasa deฤerlendirmesi
Sabitlenmiล V5 seรงim ve kalibrasyon sรผrecinde kronolojik XU030 geliลtirme
bloklarฤฑ kullanฤฑlmฤฑลtฤฑr. Tarihsel รงapraz-piyasa deฤerlendirmesi, aลaฤฤฑdaki
standart zaman bazlฤฑ OHLC serilerinde 112.590 kapanmฤฑล yรถnlรผ olay iรงerir:
| Seri | Zaman dilimi | Veri aralฤฑฤฤฑ (UTC tarihleri) |
|---|---:|---:|
| FDXM | 1G | 2015-10-26 โ 2026-08-10 |
| ES | 1G | 2013-11-27 โ 2026-08-10 |
| RTY | 1G | 2017-07-10 โ 2026-08-10 |
| FESX | 1G | 2014-03-25 โ 2026-08-10 |
| NK225M | 1G | 2013-01-16 โ 2026-08-10 |
| NQ | 15 dk | 2024-10-31 โ 2026-07-31 |
| RTY | 15 dk | 2024-10-31 โ 2026-08-10 |
| RTY | 3 dk | 2026-04-05 โ 2026-08-10 |
| ES | 3 dk | 2026-04-05 โ 2026-08-10 |
| Ufuk | Doฤru / toplam | Doฤruluk | Hata oranฤฑ |
|---|---:|---:|---:|
| 1 bar | 106.458 / 112.590 | %94,55 | %5,45 |
| 2 bar | 99.752 / 112.590 | %88,60 | %11,40 |
โDoฤruโ; modelin %50 eลiฤindeki `SรRER / SรRMEZ` kararฤฑnฤฑn mevcut yรถn motorunun
belirtilen ufukta aktif kalฤฑp kalmamasฤฑyla eลleลmesi demektir. Fiyatฤฑn olumlu
yรถnde hareket ettiฤi veya iลlemin kรขrlฤฑ olduฤu anlamฤฑna gelmez.
25.808 tahmin iรงeren ayrฤฑ NQ 15 dakika tanฤฑ testinde hatalarฤฑn รงoฤu doฤrudan
ters dรถnรผล deฤil, nรถtrleลme zamanlamasฤฑ hatasฤฑdฤฑr. 1.396 bir barlฤฑk hatanฤฑn
934'รผ (%66,9) `SรRER โ NรTR`, 456'sฤฑ (%32,7) erken `SรRMEZ` uyarฤฑsฤฑndan sonra
devam, yalnฤฑz 6'sฤฑ (%0,4) yรถn motorunun doฤrudan ters yรถne dรถnmesidir.
Bu rakamlar tarihsel Python araลtฤฑrma sonuรงlarฤฑdฤฑr; mevcut grafiฤin performansฤฑ
deฤildir. Gelecekteki performansฤฑ veya baลka sembol, zaman dilimi, seans ya da
veri akฤฑลฤฑnda aynฤฑ sonucu garanti etmez. Bazฤฑ yabancฤฑ araรงlar V1โV4
araลtฤฑrmasฤฑnda daha รถnce incelenmiลtir; bu nedenle rakamlar tamamen
dokunulmamฤฑล kรถr evren deฤil, sabit V5 seรงim sรผrecine gรถre tarihsel
รงapraz-piyasa deฤerlendirmesi olarak sunulmaktadฤฑr.
รnemli sฤฑnฤฑrlamalar
- Yabancฤฑ piyasalarda fiyat-only AUC yaklaลฤฑk 0,49'dur. Yรผksek devam skoru;
pozitif getiri, olumlu MFE veya gรผvenli yeni giriล kanฤฑtฤฑ deฤildir.
- `SรRMEZ`, mevcut durumun nรถtrleลebileceฤi veya tersine dรถnebileceฤi anlamฤฑna
gelir; รถzellikle karลฤฑ yรถnรผ tahmin etmez.
- Dรผลรผk olasฤฑlฤฑk yapฤฑsal bitiล riski bilgisi olarak ele alฤฑnmalฤฑdฤฑr. Otomatik
รงฤฑkฤฑล kuralฤฑ olarak doฤrulanmamฤฑลtฤฑr.
- V6 analog kataloฤu nรถtrleลme riskini sฤฑralayabilmiลtir; fakat doฤrudan
olasฤฑlฤฑk dรผzeltmesi kilitli/kรถr testlerde doฤru tahmin sayฤฑsฤฑnฤฑ dรผลรผrdรผฤรผ iรงin
Pine karar motoruna bilerek eklenmemiลtir.
- Sรผrekli vade dรผzeltmesi, seans veya bar รผretimindeki veri farklarฤฑ sonucu
deฤiลtirebilir.
- Standart zaman bazlฤฑ OHLC mumlarฤฑ kullanฤฑlmalฤฑdฤฑr. Heikin Ashi, Renko, Kagi,
Point & Figure ve Range grafik sonuรงlarฤฑ doฤrulanmamฤฑลtฤฑr.
Public yayฤฑndan รถnce kaynak private TradingView taslaฤฤฑnda derlenmeli ve
TradingView CSV ihracฤฑyla paketteki NQ referansฤฑna karลฤฑ kontrol edilmelidir.
Bu gerรงek platform paritesi adฤฑmฤฑ, tamamlanmฤฑล Python/formรผl doฤrulamasฤฑndan
ayrฤฑdฤฑr.
Yalnฤฑz araลtฤฑrma indikatรถrรผdรผr. ฤฐลlem stratejisi veya yatฤฑrฤฑm tavsiyesi
deฤildir. Geรงmiล sonuรงlar gelecekteki performansฤฑ garanti etmez.
Indicator
S/R & S/D Zone ProS/R & S/D Zone Pro
SD Zone Pro is an advanced concept indicator that identifies Supply and Demand zones using pivot points, clustering, and volume weighting. It is designed to reduce chart clutter, dynamically track zones, and visualize the interaction of historical zones with current price action.
๐ฏ Use as Support and Resistance
Demand Zones โ Support Levels: The green/red demand boxes formed on the chart represent potential Support areas where buyers are concentrated and price drops may halt or bounce upward. When price retraces to these zones, potential reversal signals or buying opportunities can be monitored.
Supply Zones โ Resistance Levels: The supply boxes formed around peak areas represent potential Resistance areas where sellers gain control and upward price movement may be capped. When price approaches these levels, profit-taking or downward reaction signals can be watched.
Zone Breakouts and Role Reversals (Flip Zones): If a supply (resistance) zone is broken upward with strong volume, it can act as support when price retraces back to it in the future. Similarly, when a demand (support) zone is broken downward, it may serve as resistance going forward.
Tolerance and Volume Confirmation: Unlike single-line support/resistance levels, this indicator presents price levels as ranges/boxes and displays pivot volume, providing a more reliable wide-band support and resistance framework.
๐ Box Width (Zone Height / Thickness), Volume Impact, and Usage
Dynamic ATR Structure: The vertical width (height) of the boxes is automatically calculated using the ATR (Average True Range) metric in line with market volatility.
Meaning of Zone Thickness:
Wide/Thick Boxes: Formed during periods of high volatility or across wider pivot clusters. Indicates a broader buffer zone where price may fluctuate inside the area.
Narrow/Thin Boxes: Formed during low volatility or when price reacts to very precise levels. These areas highlight cleaner and sharper support/resistance zones.
Volume Impact on Zones:
Accumulation and Validity Confirmation: Independent of box width, the total volume (K, M, B) accumulated over a zone directly defines its strength. High volume inside a narrow box indicates a major institutional battle (accumulation/distribution) took place within that tight band, making it a very strong barrier.
Zone Merging and Volume Compounding: When adjacent boxes merge (either same-side or cross-side supply/demand overlaps), the height and coverage of the new combined zone expand while the accumulated volumes of all merged zones are summed up on the label. This confirms that the widened box has evolved into a high-volume Major Zone.
Usage in Trading and Risk Management:
Stop-Loss Placement: Ideal stop-loss levels should be placed slightly beyond the outer boundary of the box rather than right at the top/bottom edge, accounting for box width (thickness) to avoid false breakouts (fakeouts).
Entry and Confirmation Levels: Since the box width represents a price range, entries closer to the middle or opposite boundary of the box offer a more favorable Risk/Reward ratio. Reactions from high-volume zones increase trade probability.
๐ Box Extension Logic
1. Extension of Active (Unclosed) Boxes
The latest supply and demand boxes that are still forming and have not yet been absorbed by a merge are automatically extended from their right edge to the current bar as new bars develop.
The volume labels attached to these boxes also follow this alignment, updating their position to the right on every new bar.
2. Extension of Closed (Historical) Boxes
Whether historical zones extend to the current bar depends on the selected mode:
Continuous Extension Mode (Unrestricted):
When proximity filtering is turned off, the right edge of all historical supply and demand boxes continues to extend to the end of the chart on every new bar.
Price Proximity Extension Mode:
When enabled, box extension relies on three specific rules:
Direct Touch or Proximity: When price enters a box's price range or comes within the configured percentage proximity tolerance, the right edge of that box extends to the current bar. If price moves away, the box remains fixed at the last bar it touched.
Tracking Nearest Zones to Price: Even if price does not directly touch the boxes, the 2 nearest boxes strictly above and the 2 nearest boxes strictly below the current close price are continuously identified. As price moves, these nearest levels are re-evaluated, and these 4 boxes dynamically extend to the current bar regardless of touch criteria.
Exemption for Recent Zones: The newest closed boxes within the defined box limit are exempt from the touch condition and always remain extended to the current bar.
3. Price Range Filter and Visibility Logic
Boxes outside the specified minimum/maximum price limits continue running their extension logic in the background; however, their background and border opacities are set to 100% transparent to hide them from the chart. The price range filter does not stop boxes from extending; it only controls their visual display on screen.
๐ How to Use
Zone Formation: The indicator monitors swing lows (Pivot Low) and swing highs (Pivot High) on the chart. Once your specified grouping numbers are met, it automatically constructs Demand (Green/Red boxes) or Supply zones.
Volume Insights: The right side of each zone displays the total volume (formatted in K, M, B) of the pivot bars forming that cluster.
Live Tracking and Extension: From the moment zones form, their right edges extend toward the current bar.
Touch and Proximity Tracking: When price approaches or touches a historical zone again, that zone reactivates and extends toward the current bar.
Multi-Timeframe (MTF): You can project supply and demand zones from higher timeframes (e.g., 4-Hour, Daily) directly onto your lower timeframe charts.
โ๏ธ Settings and Definitions
1. Grouped Pivot Volume & SD Zones (Main Calculation & Clustering)
Show Demand / Supply Labels?: Toggles volume labels on or off in the Demand and Supply zones.
ATR Multiplier (Box Merge Tolerance): Defines the merge tolerance for closely formed boxes. The ATR value is multiplied by this factor; boxes separated by less than this distance are merged into a single zone.
Merge Supply & Demand Overlaps?: When enabled, overlapping Supply and Demand zones (within price tolerance) merge into a single zone.
Enable Merged Zone Color & Merged Zone Color: Highlights zones formed by a cross-merge between Supply and Demand with a distinct custom color (default: Orange).
Display Mode: Select whether to display Demand Only, Supply Only, or Both zone types on the chart.
Show Last (Non-Merged) Box?: The master switch controlling the visibility of the most recent active box that hasn't been merged yet.
Extend Boxes Only on Price Proximity?:
OFF: All historical boxes extend continuously to the latest bar.
ON: Boxes extend to the latest bar only when price approaches/touches them or when they are among the nearest zones to price.
Proximity Tolerance (%): Specifies how close (in percentage) price must get to a box level to trigger an extension.
2. Price Range Filter
Enable Price Range Filter?: Hides boxes that fall outside the specified lower and upper price limits.
Min Price / Max Price: The minimum and maximum price boundaries within which boxes remain visible.
3. Multi-Timeframe (MTF)
Enable MTF?: Enables pulling data from a different timeframe.
MTF Timeframe: The timeframe used for pivot detection (e.g., 1D, 4H, 1H). If left blank, the chart's current timeframe is used.
โ ๏ธ IMPORTANT NOTES & DISCLAIMERS
๐ก Regarding Repainting:
Pivot-based indicators inherently require confirmation bars defined by Pivot Length. Once a pivot is confirmed, the box is plotted back in history. This is not a bug or error; it is the fundamental technical mechanism of pivot calculations.
๐ก MTF Usage:
When using Multi-Timeframe (MTF) mode, it is highly recommended to select a higher timeframe than your chart's current timeframe (e.g., 1-Hour or 4-Hour MTF while viewing a 15-minute chart). Selecting lower timeframes may cause data misalignment or missing bar mappings.
๐ก Performance and Engine Limits:
Due to Pine Script engine limits, a maximum of 500 boxes and labels can be rendered simultaneously on a chart. The indicator features automatic capacity management to prevent memory overflow errors. Indicator
Statistical Reversal ZonesStatistical Reversal Zones
Statistical Reversal Zones is an intraday support and resistance indicator designed to identify potential price reaction and reversal areas based on statistical distance from the Daily Open.
Instead of plotting traditional single support and resistance lines, the indicator creates configurable reversal zones above and below the day's opening price. Resistance zones are displayed as R1โR4, while support zones are displayed as S1โS4.
When price enters a zone and subsequently rejects it, the indicator tracks each confirmed reaction. Repeated reactions from the same zone are numbered 1, 2, 3, 4..., helping traders visually identify zones that price has respected multiple times during the session.
The built-in dashboard provides the current price range and status of every zone:
WAITING: Price has not interacted with the zone
IN/TOUCHED: Price has reached the zone
REJECTED: Price entered the zone and subsequently closed back through its inner boundary
BROKEN: Price closed beyond the outer boundary of the zone
Once a zone is broken, its BROKEN status remains active for the rest of that trading day.
The indicator also provides customizable zone widths, optional center lines, Daily Open display, zone-entry alerts, rejection indications, and individual controls for displaying each R/S zone.
Important: These zones represent statistical price-reaction areas and should not be interpreted as guaranteed reversal points or standalone Buy/Sell signals. They are best used alongside price action, trend, volume, VWAP, or other confirmation methods.
Recommended use: Intraday trading and identifying potential support, resistance, rejection, breakout, and reversal areas. Indicator
[Bitget] Moving Average Angle Slope Moving Average Angle Slope is a customizable multi-moving-average indicator designed to help traders quickly identify the directional slope of multiple moving averages.
The indicator supports up to 10 independently configurable moving averages. Each moving average can use a different length, type, color, and visibility setting.
A label is displayed beside each enabled moving average on the latest bar. The label shows the MA length, MA type, and a directional arrow to help visually identify whether the moving average is currently rising, falling, or flat.
Features
Supports up to 10 Moving Averages
Supports SMA, EMA, WMA, and RMA
Independent settings for each Moving Average
Custom MA length and color
Optional MA visibility control
Direction arrows displayed beside each MA label
Adjustable arrow lookback sensitivity
Adjustable minimum movement filter
Adjustable label position offset
Direction Arrows
Each Moving Average label includes one of the following directional arrows:
โ Up Arrow: The Moving Average is currently trending upward.
โ Down Arrow: The Moving Average is currently trending downward.
โ Flat Arrow: The Moving Average is relatively flat, or the movement does not exceed the selected minimum threshold.
The arrow direction is based on the current MA position relative to its previous values over the selected lookback period.
How to Use
This indicator is designed to provide a quick visual overview of moving average direction across short-, medium-, and long-term trend periods.
For example:
When short-term and long-term Moving Averages all display upward arrows, it may indicate broad bullish trend alignment.
When multiple Moving Averages display downward arrows, it may indicate bearish trend alignment.
When short-term MAs point downward while longer-term MAs remain upward, it may indicate a pullback within a broader uptrend.
When MA arrows shift from down to flat to up, it may suggest that downward momentum is weakening and the Moving Average direction is improving.
The indicator can be used on any market and timeframe, including cryptocurrency, stocks, forex, indices, commodities, and futures.
Suggested Use Cases
Trend Direction Confirmation
Use several Moving Averages with different lengths to quickly identify whether trend direction is aligned.
For example, traders may monitor short-, medium-, and long-term MAs together:
Short-term MA: 10 EMA or 20 EMA
Medium-term MA: 50 SMA
Long-term MA: 100 SMA or 200 SMA
If all selected MAs are showing upward arrows, the market may be in a broader upward trend. If all are showing downward arrows, the market may be in a broader downward trend.
Pullback Analysis
During an established trend, short-term Moving Averages may temporarily turn in the opposite direction while longer-term Moving Averages remain aligned with the primary trend.
For example:
Short-term MA shows a downward arrow.
Long-term MA continues showing an upward arrow.
This may indicate a short-term pullback within a larger uptrend. Traders can use this information alongside price action, support and resistance, volume, or other confirmation tools.
Multi-Timeframe Analysis
The indicator can be applied to different timeframes to help analyze market direction from different perspectives.
Example workflow:
Use higher timeframes to evaluate overall trend direction with longer Moving Averages.
Use lower timeframes to monitor short-term MA direction for potential timing and momentum confirmation.
A trader may look for longer-term Moving Averages to point upward on a higher timeframe, while waiting for short-term Moving Averages to turn upward on a lower timeframe.
Settings
Source
Selects the price source used for Moving Average calculations.
Common options include Close, Open, High, Low, HL2, HLC3, and OHLC4.
Arrow Direction Lookback Bars
Controls how many previous bars are used to determine the Moving Average direction.
A lower value provides faster and more sensitive arrow changes.
A higher value provides a smoother view of the overall MA direction and can reduce short-term noise.
Suggested values:
1 to 2 bars: More responsive for short-term trading.
3 to 5 bars: Smoother direction reading for swing trading.
5 or more bars: Better for broader trend direction analysis.
Minimum Movement in Ticks
Controls the minimum amount of MA movement required before displaying an upward or downward arrow.
Use a higher value to filter small fluctuations during sideways or low-volatility market conditions.
When the MA movement is below the selected threshold, the indicator displays a flat arrow.
Label Offset to the Right
Controls the horizontal distance between the latest price bar and the MA labels.
Increase this setting if labels overlap with candles, price scale elements, or other indicators.
Moving Average Types
SMA โ Simple Moving Average
A commonly used Moving Average that provides a smooth view of overall price direction.
Suitable for medium-term and long-term trend analysis.
EMA โ Exponential Moving Average
Places more emphasis on recent price movement and reacts faster than SMA.
Commonly used for short-term trend and momentum analysis.
WMA โ Weighted Moving Average
Gives greater importance to recent prices and provides a responsive but smooth Moving Average.
RMA โ Running Moving Average
A smoother Moving Average often associated with Wilder-style calculations.
May be useful for traders who prefer less reactive MA behavior.
Notes
This indicator is designed to visualize Moving Average direction, not to generate guaranteed buy or sell signals.
Moving Averages are lagging indicators and are based on historical price data.
Arrow direction can change as new price data becomes available.
Results may vary depending on market, timeframe, MA type, MA length, and selected settings.
This indicator may be more effective when combined with price action, market structure, volume, support and resistance, and risk management.
Disclaimer:
These indicator scripts are sample script templates for information only. Nothing herein shall be construed as financial or investment advice or solicitation to trade or use any service. Bitget does not guarantee the accuracy or completeness of any information provided.
Cryptocurrencies are subject to high market risks. Investors are strongly advised to conduct their own research and seek independent professional advice before investing at their own risk. Past performance or financial indicators are not reliable predictors of future performance. Bitget has no control over any third-party applications, such as TradingView, and is not responsible for any loss relating to any use of TradingView or these scripts. As a security measure, please use read-only API keys with no trading or withdrawal permissions. Indicator
OAT Minervini PRO v5 - Dynamic VCP Pivot# OAT Minervini PRO v5 โ Dynamic VCP Pivot
**Developed by Dr.Kor Endo**
Inspired by the trading principles and concepts presented in *Think and Trade Like a Champion* by Mark Minervini.
## Overview
OAT Minervini PRO v5 is a comprehensive trend, relative strength, and VCP setup analysis tool designed to help traders identify high-quality Stage 2 stocks and evaluate whether they are approaching a potentially actionable breakout setup.
The script combines three major components:
1. **Minervini Trend Template**
2. **Relative Strength Analysis**
3. **Volatility Contraction Pattern (VCP) and Dynamic Pivot Detection**
The goal of this indicator is not to generate automatic buy signals, but to help traders systematically filter, rank, and monitor stocks that may have the characteristics of potential market leaders.
## 1. Minervini Trend Template
The indicator evaluates eight trend conditions using EMA-based calculations:
* Price above EMA 150 and EMA 200
* EMA 150 above EMA 200
* EMA 200 trending upward
* EMA 50 above EMA 150 and EMA 200
* Price at least 25% above the 52-week low
* Price within 25% of the 52-week high
* Positive Relative Strength characteristics
* Price above EMA 50
The dashboard provides a **Trend Score from 0 to 8**.
A score of **8/8** indicates that the stock has passed all trend-template conditions defined by this script.
## 2. Relative Strength Analysis
Relative Strength is calculated by comparing the current stock with a user-selected market benchmark.
For example:
**Stock Price / SET Index**
The default benchmark is the Thai SET Index, but users can change the benchmark in the indicator settings.
The Relative Strength module evaluates:
* 6-week RS trend
* 13-week RS trend
* RS above its fast EMA
* Fast RS EMA above slow RS EMA
* Rising RS trend
* RS near a 52-week high
* RS making a new high before the stock price
The script generates a proprietary **RS Score from 0 to 7**.
**Important:** This RS Score is not the official IBD Relative Strength Rating and should not be interpreted as an IBD RS score from 1โ99.
## 3. VCP and Contraction Analysis
The indicator attempts to identify characteristics commonly associated with a Volatility Contraction Pattern.
It analyzes progressively shorter price ranges:
* 40-day range
* 20-day range
* 10-day range
A constructive contraction structure is identified when volatility decreases from the longer window toward the shorter window.
The script also evaluates:
* Base formation
* Base depth
* ATR contraction
* Final price tightness
* Volume dry-up
* Relative Strength quality
* Distance from the Dynamic Pivot
These factors are combined into a **Setup Score from 0 to 7**.
## 4. Dynamic VCP Pivot
Unlike a simple fixed-period highest-high breakout level, this version uses confirmed swing highs to estimate the most relevant resistance level on the right side of the base.
The Dynamic Pivot is generated using confirmed pivot-high logic.
This is intended to better approximate the concept of the final resistance area or the "line of least resistance" before a potential breakout.
The script also displays:
* Dynamic Pivot price
* Pivot age
* Distance to Pivot
* Breakout status
* Breakout volume confirmation
* Price extension above Pivot
* Price extension above EMA 50
## 5. Setup Phase Detection
The script classifies the stock into one of several phases:
**NOT READY**
The stock does not yet meet sufficient trend or setup criteria.
**TREND ONLY**
The stock has a constructive trend but does not yet show a clear base.
**BASE FORMING**
The stock appears to be consolidating.
**CONTRACTING**
Price volatility is beginning to contract.
**FINAL CONTRACTION**
The right side of the base is becoming tighter and volume may be drying up.
**VCP READY**
Trend, Relative Strength, contraction, volume, and Pivot conditions are approaching a potentially actionable setup.
**BREAKOUT**
Price has broken above the Dynamic Pivot with volume confirmation.
**EXTENDED**
The stock has moved too far above the Pivot or EMA 50 according to the configured thresholds.
## Dashboard
The indicator includes four dashboard pages:
### Page 1 โ Trend
Displays the complete Minervini-style trend evaluation and EMA structure.
### Page 2 โ Relative Strength
Displays RS trend, RS EMA structure, RS highs, leadership characteristics, and RS Score.
### Page 3 โ VCP Setup
Displays base depth, contraction structure, ATR contraction, volume dry-up, Setup Score, and current setup phase.
### Page 4 โ Pivot & Entry
Displays Dynamic Pivot information, distance to Pivot, breakout volume, extension status, and entry-condition guidance.
## Alerts
Alert conditions are included for:
* New Trend Template 8/8 qualification
* VCP Ready
* Dynamic Pivot breakout with volume confirmation
* RS making a new high before price
* Possible Leader Bottom First behavior
## Recommended Use
This indicator is designed primarily for the **Daily timeframe**.
A practical workflow is:
**Trend quality โ Relative Strength โ Base/VCP structure โ Dynamic Pivot โ Breakout confirmation**
Passing the Trend Template should be considered a **qualification condition**, not an automatic buy signal.
## Disclaimer
This script is intended for educational and analytical purposes only. It does not constitute financial advice, investment advice, or a recommendation to buy or sell any security.
All trading decisions and risk management remain the sole responsibility of the user.
**Developed by Dr.Kor Endo**
Based on concepts inspired by *Think and Trade Like a Champion* by Mark Minervini.
Indicator
Daily ATR Projection [EDGE]Daily ATR Projection .
Projects the previous daily close plus and minus 0.5 and 1.0 ATR(D) as five horizontal levels on the current chart, and shows the same levels together with a live ATR% amplitude reading in a compact dashboard. Built for intraday traders who want a fixed, non-repainting map of how much room the day still has before the session has statistically exhausted its average range.
How it works:
The indicator requests the previous completed daily bar via request.security(sym, "D", [close , atr_expr ], lookahead = barmerge.lookahead_on). The two values it pulls โ previous daily close and previous daily ATR โ are always finalised bar data, so the projection never repaints during the intraday session. From those two numbers it computes four projected levels: previous close plus and minus 0.5 x ATR(D) and plus and minus 1.0 x ATR(D). The fifth line is the previous daily close itself.
On every last bar the five levels are (re)anchored using xloc.bar_time so they extend the requested number of bars to the right of the current bar, without being clipped by empty space in the chart layout. When the smoothing method is changed the ATR expression is recomputed inside a single helper so RMA, SMA, EMA and WMA all share the same request.security call.
What it calculates:
- Prev Close โ previous daily close, drawn as the middle reference line.
- +100% โ previous close + 1.0 x ATR(D), the upper edge of the expected daily range.
- +50% โ previous close + 0.5 x ATR(D), the mid upside marker.
- -50% โ previous close - 0.5 x ATR(D), the mid downside marker.
- -100% โ previous close - 1.0 x ATR(D), the lower edge of the expected daily range.
- 1 ATR, % โ the previous daily ATR expressed as a percentage of the previous daily close, i.e. today's average expected amplitude.
- Distance-to-price row โ signed distance from each of the four ATR levels to the current close, so the trader can see how much of the daily potential is still available in each direction.
Key features:
- Non-repainting daily ATR โ data is pulled from the previous completed D1 bar; intraday bars never see values that have not been finalised.
- Adjustable smoothing โ RMA (Wilder), SMA, EMA or WMA on the daily True Range.
- ATR multiplier โ 1.0 keeps the classic envelope, 0.5-2.0 for tighter or wider projections.
- Right-extension control โ line reach is configured in bars of the current timeframe, so the levels stay visible on any chart scale.
- Toggle for the middle line โ turn off the previous daily close if a separate PDC indicator is already loaded.
- Compact dashboard with six anchor positions (top / bottom / middle, left / centre / right) and four text sizes.
- Two-row value grid โ absolute level values on one row, signed distance to current close on the row below.
- Live 1 x ATR(D) amplitude reading with an inline tooltip mapping the reading to volatility regimes (low / normal / elevated / extreme).
- Meaning-encoded colour scale โ deep green and deep red for the outer plus / minus 100% boundaries, softer green and red for plus / minus 50%, neutral grey for the previous close. Every colour is exposed as input.color and can be overridden.
- All input labels, tooltips and dashboard captions in English.
Who it's for:
Intraday and short-horizon swing traders who plan entries against the previous daily close and want a fixed, statistically grounded map of the day's realistic upside and downside potential. Useful for session-based playbooks (open, mid-day, close), for measuring how much of the average day has already been printed before committing to a continuation trade, and as a discipline overlay for fade traders who prefer to avoid taking reversal setups after price has already consumed the full daily amplitude. Indicator
NIFTY EMA 9 + VWAP | ITM Option Signals# NIFTY 9 EMA & VWAP | ITM Option Signals
This indicator is designed for **NIFTY options trading** using the relationship between the **9 EMA and VWAP** on the NIFTY underlying chart.
The indicator generates **BUY and EXIT signals** based on EMA/VWAP crossovers and an optional premium-based profit target.
## Strategy Logic
### ๐ข Bullish Signal โ BUY CE
When the **9 EMA crosses above VWAP**:
* Exit any existing PE position.
* Generate a **BUY CE** signal.
* The CE strike is selected as **1 strike ITM from ATM**.
* The actual option premium at entry is recorded.
* An **8% premium profit target** is calculated from the entry premium.
Example:
```text
NIFTY = 24,379
ATM = 24,400
1 ITM CE = 24,350 CE
```
If the 24,350 CE premium is โน100 at entry:
```text
Entry Premium = โน100
Target = โน108
```
When the option premium reaches the target, an **EXIT CE** signal is generated.
---
### ๐ด Bearish Signal โ BUY PE
When the **9 EMA crosses below VWAP**:
* Exit any existing CE position.
* Generate a **BUY PE** signal.
* The PE strike is selected as **1 strike ITM from ATM**.
* The actual option premium at entry is recorded.
* An **8% premium profit target** is calculated from the entry premium.
Example:
```text
NIFTY = 24,379
ATM = 24,400
1 ITM PE = 24,450 PE
```
If the 24,450 PE premium is โน120 at entry:
```text
Entry Premium = โน120
Target = โน129.60
```
When the option premium reaches the target, an **EXIT PE** signal is generated.
---
## Exit Conditions
There are two primary exit conditions:
### 1. Premium Target Exit
After entering an option, the indicator records the actual entry premium.
The default target is:
**Entry Premium + 8%**
For example:
```text
CE Entry = โน150
Target = โน162
```
When the option premium reaches โน162, the position is exited.
The premium target can be adjusted through the indicator settings.
### 2. EMA/VWAP Reversal Exit
If a position is already open and the opposite EMA/VWAP crossover occurs:
```text
CE Position
โ
9 EMA crosses BELOW VWAP
โ
EXIT CE
โ
BUY PE
```
And:
```text
PE Position
โ
9 EMA crosses ABOVE VWAP
โ
EXIT PE
โ
BUY CE
```
This allows the indicator to maintain **one directional option position at a time**.
---
## Strike Selection
The indicator uses the NIFTY spot price to determine the nearest ATM strike.
For a 50-point NIFTY strike interval:
```text
ATM = Nearest 50-point strike
1 ITM CE = ATM - 50
1 ITM PE = ATM + 50
```
Example:
```text
NIFTY = 24,379
ATM = 24,400
ITM CE = 24,350
ITM PE = 24,450
```
The live ATM, 1-ITM CE and 1-ITM PE strikes are displayed on the chart.
---
## Chart Signals
The indicator displays:
๐ข **BUY CE** โ 9 EMA crosses above VWAP
๐ด **BUY PE** โ 9 EMA crosses below VWAP
๐ **EXIT CE** โ CE position closed
๐ **EXIT PE** โ PE position closed
๐ต **8% TARGET** โ option premium reached the configured profit target
Entry and exit labels display relevant information such as:
* Option type
* Strike price
* Entry premium
* Exit premium
* Target premium
* Exit reason
---
## Alerts
The indicator provides two unified alert conditions:
### BUY Alert
A single BUY alert is used for both:
* BUY CE
* BUY PE
### EXIT Alert
A single EXIT alert is used for both:
* EXIT CE
* EXIT PE
This makes the indicator suitable for connecting TradingView alerts to an external execution/notification system.
---
## Important Information
This indicator is intended as a **technical signal-generation tool** and should not be considered investment advice or a recommendation to buy or sell any security.
Option premiums can change rapidly due to:
* Underlying price movement
* Implied volatility
* Time decay
* Liquidity
* Bid/ask spread
* Changes in market conditions
The 8% target is calculated on the **option premium**, not on the NIFTY index.
Users should independently verify the option contract, strike, expiry, liquidity and available premium before executing any trade.
**Past performance does not guarantee future results.**
Indicator
ICT Killzones + Liquidity [TakingProphets]OVERVIEW
ICT Killzones + Liquidity maps the trading day: session killzones, the highs and lows each session leaves behind, key opens, and optional macro windows, all handled by a single levels engine.
It draws the Asia, London, NY AM, NY Lunch, and NY PM sessions as killzone boxes, tracks each session's high and low as liquidity levels, marks the midnight, 8:30, and True Day opens, and can bracket ICT macro windows. A shared engine governs how every level is published, swept, merged, and retired.
This indicator does not provide trading signals, entries, or forecasts. It is a visualization aid for studying session structure, timing, and liquidity within an ICT-style analytical framework.
WHAT THIS ENGINE DOES DIFFERENTLY
-----------------------------------------------------------------------------------------------
This is a rebuilt levels engine rather than a plain session drawer. The behavior below is what defines it:
Live confirmation โ A session high or low is only published as a live level after its extreme has held for ten minutes, so the working level does not flicker on every new wick during the session.
Mitigated parking โ When a level is traded through, it can be frozen at the bar where it was swept instead of being deleted, so the study of where liquidity was taken stays on the chart.
Label merging โ Levels that sit within a tick tolerance of one another are merged into a single label, ordered by significance (All-Time High, then previous week, previous day, opens, then sessions), so overlapping levels read cleanly.
Lookback retention โ Each finished session keeps its own high and low within a chosen lookback window (one day, week, month, or max), so prior sessions remain available for review.
Style presets โ A Default preset with colored lines and boxes, and a Clean preset that renders everything in black, shrinks labels, and hides the killzone boxes for a minimal chart.
COMPONENTS
-----------------------------------------------------------------------------------------------
Session Killzones โ Asia, London, NY AM, NY Lunch, and NY PM, each as a box tracking the session's range, with independent color, style, and toggles.
Session Liquidity โ Each session's high and low, published live after confirmation and retained per the lookback window.
Key Levels โ Previous day high and low, previous week high and low, and the running All-Time High.
Key Opens โ Midnight open, 8:30 open, and True Day open (6 PM), each drawn as its own reference line.
Macros โ Up to four editable macro windows, drawn as bracket lines on the 1-minute chart.
LOGIC STRUCTURE
-----------------------------------------------------------------------------------------------
Session Tracking
Each session's high and low are tracked while the session is active.
A level is published as live only after its extreme has held for ten minutes; when the session ends, the final extreme is locked and becomes sweepable.
Sweeps and Mitigation
Once locked, a level is considered swept when price trades through it.
With mitigated levels enabled, a swept level is parked at the sweep bar rather than removed.
Label Handling
Levels within the merge tolerance are combined into one label, with the most significant tag owning it.
Retention
The lookback setting controls how far back finished session, day, and week levels are kept.
Timeframe Filtering
Drawings appear only up to a chosen timeframe limit; macros draw only on the 1-minute chart.
INPUT CATEGORIES
-----------------------------------------------------------------------------------------------
General โ Style preset, timeframe limit, lookback period, mitigated-level toggle, and label-merge controls.
Sessions โ Per-session line and box toggles, colors, styles, thickness, and editable session times, plus shared label and box options.
Key Levels โ Previous day, previous week, and All-Time High toggles and styling.
Key Opens โ Midnight, 8:30, and True Day open toggles and styling.
Macros โ Enable toggle, bracket styling, labels, and four editable macro windows.
USAGE GUIDELINES
-----------------------------------------------------------------------------------------------
ICT Killzones + Liquidity is suited for the review and documentation of session timing and liquidity.
Recommended educational workflows:
Study how price reacts at session highs and lows once they lock and become sweepable.
Review how sessions transition into one another across the day.
Keep prior sessions on the chart via the lookback setting to study multi-session structure.
Use the Clean preset for a minimal chart, or Default for full color coding.
Enable the macro windows on the 1-minute chart to study those specific time brackets.
The tool is oriented toward forex and futures, where these session times apply.
OPERATIONAL NOTES AND LIMITATIONS
-----------------------------------------------------------------------------------------------
Session times are defined in New York time and are oriented toward forex and futures.
A session level publishes only after its extreme has held for ten minutes, so it appears slightly after the raw extreme.
Drawings are hidden above the chosen timeframe limit; macros are limited to the 1-minute chart.
The lookback setting and mitigated-level toggle change how many levels remain on the chart.
The lines, boxes, and labels are visual study aids only.
This tool does not include setups, entries, targets, or alerts.
ORIGINALITY AND ATTRIBUTION
-----------------------------------------------------------------------------------------------
The levels engine is written from scratch in Pine v6, using a session tracker with a ten-minute live-confirmation gate, a lock-then-sweep model, mitigated-level parking, significance-ranked label merging, a lookback-based retention system, All-Time High tracking, and two style presets.
Core concepts such as killzones, session liquidity, key opens, and ICT macros are publicly taught within ICT-style market education. This implementation was designed and engineered by TakingProphets.
TERMS AND DISCLAIMER
-----------------------------------------------------------------------------------------------
This indicator is for educational and informational use only. It does not provide financial advice or predictive output. Historical patterns do not guarantee future results. All users remain responsible for their own decisions. Use of this script implies agreement with TradingView's Terms of Use. Indicator
Nonparametric Sweep Regime Engine [PhenLabs]๐ Nonparametric Sweep Regime Engine
Version: PineScriptโข v6
๐ Description
The Nonparametric Sweep Regime Engine identifies confirmed raids of buy-side and sell-side liquidity, then asks a more important question: was the event statistically unusual for this market right now?
Instead of relying on fixed volume or wick thresholds, NSRE ranks participation, wick extremity, reclaim quality, and trend expansion against their own rolling distributions. Only sweeps that pass the score, volume, candle, and regime gates produce a signal.
Each confirmed setup includes a compact live dashboard, a buffered invalidation level, and two risk-normalized target projections. This keeps the chart interpretation simple while the underlying thresholds adapt across symbols and timeframes.
๐ Points of Innovation
Nonparametric percentile ranks replace brittle fixed volume and wick thresholds
Liquidity sweeps are scored by participation, wick extremity, and closing reclaim
A trend-expansion gate avoids fading statistically extreme directional conditions
Confirmed pivots create objective buy-side and sell-side liquidity references
Targets adapt to setup risk and use opposing liquidity when it offers a valid objective
A single 0โ100 score compresses multiple confirmation layers into a readable decision aid
๐ง Core Components
Liquidity Pivot Engine: confirms swing highs and lows, extends active liquidity levels, and retires them after a raid
Percentile Rank Engine: ranks volume, directional wick size, and EMA-spread expansion over a rolling sample
Sweep Confirmation Gate: requires a close back through the raided level plus configurable score, volume, candle, and regime conditions
Projection Engine: places an ATR-buffered stop and two risk-multiple targets, substituting opposing liquidity for the extended target when appropriate
NSRE Dashboard: displays the latest direction, score, volume rank, trend rank, regime, stop, and targets
๐ฅ Key Features
Adaptive thresholds make the same logic portable across futures, crypto, FX, equities, and indices
One-use liquidity states prevent repeated signals from the same pivot
Confirmed pivots avoid lookahead in live signal logic
Dashed liquidity and invalidation levels keep structure distinct from dotted target projections
Independent bullish and bearish alert conditions support automation workflows
All calculations use robust NA and zero-division guards
๐จ Visualization
Teal triangle: confirmed bullish sell-side liquidity sweep
Magenta triangle: confirmed bearish buy-side liquidity sweep
Dashed horizontal levels: active liquidity, swept reference, and invalidation
Dotted horizontal levels: first and second projected objectives
Top-right dashboard: latest signal state, percentile context, regime, and exact projected prices
๐ Usage Guidelines
Pivot strength โ Default: 5 โ Range: 2โ20 โ Lower values react faster and create more liquidity references; higher values isolate more significant structure
ATR length โ Default: 14 โ Range: 5โ100 โ Controls volatility normalization and the stop buffer baseline
Require directional reclaim candle โ Default: true โ Requires the sweep bar to close in the intended reversal direction
Percentile lookback โ Default: 100 โ Range: 30โ500 โ Shorter samples adapt faster; longer samples produce more stable ranks
Minimum sweep score โ Default: 65 โ Range: 50โ95 โ Raise for fewer, more selective signals
Minimum volume percentile โ Default: 55 โ Range: 0โ100 โ Sets the minimum relative participation required
Maximum trend-expansion percentile โ Default: 85 โ Range: 40โ100 โ Lower values reject more countertrend sweeps during expansion
Fast EMA โ Default: 21 โ Range: 2โ100 โ First component of the normalized trend-expansion metric
Slow EMA โ Default: 55 โ Range: 5โ250 โ Second component of the normalized trend-expansion metric
Stop ATR buffer โ Default: 0.15 โ Range: 0โ2 โ Adds volatility-adjusted space beyond the sweep extreme
Target 1 risk multiple โ Default: 1.0 โ Range: 0.5โ5 โ Controls the first objective relative to setup risk
Target 2 risk multiple โ Default: 2.0 โ Range: 1โ10 โ Controls the fallback extended objective
Projection length โ Default: 40 โ Range: 10โ200 โ Sets how far the latest stop and targets extend
โ
Best Use Cases
Intraday reversal setups around established swing liquidity
Filtering ICT and SMC sweep concepts with adaptive statistical context
Comparing signal quality across instruments with different volume and volatility scales
Locating risk-defined entries after stop runs in futures, indices, crypto, and FX
โ ๏ธ Limitations
Pivot levels require right-side confirmation and therefore appear after the structural turning point
Percentile ranks need the selected lookback to warm up before signals can qualify
Volume quality depends on the data supplied for the selected market
Projected targets are analytical references and do not model slippage, commissions, or order execution
๐ก What Makes This Unique
Distribution-aware confirmation: every sweep is judged relative to recent market behavior rather than universal constants
Regime-sensitive rejection: extreme trend expansion can invalidate an otherwise attractive countertrend sweep
Liquidity-aware targeting: the extended objective can snap to opposing confirmed liquidity when that level is structurally valid
๐ฌ How It Works
Confirmed swing highs and lows become active buy-side and sell-side liquidity references
Price must raid an active level and close back through it to form a raw sweep
The engine percentile-ranks volume, directional wick size, and trend expansion over the rolling sample
Volume, wick, and reclaim inputs produce a composite 0โ100 sweep score
The score, participation, directional candle, and regime gates must all pass on the sweep bar
A valid signal projects an ATR-buffered invalidation level and two risk-normalized objectives
๐ก Note:
Start with the default settings, then adjust the percentile lookback and minimum score to the instrumentโs tempo. Higher-timeframe liquidity can improve context when using NSRE on lower execution timeframes. This tool is an analytical aid, not financial advice.
Indicator
Multi-Oscillator Divergence ConfluenceMost divergence tools track a single oscillator, which leaves you with a long list of candidates and no way to tell the strong ones from the marginal ones. This indicator checks three oscillators at the same price pivot โ RSI, MACD histogram and MFI โ and reports a setup only when a chosen number of them agree. The label shows the agreement count, so a 3/3 divergence is immediately distinguishable from a 1/3.
How it works
Confirmed price pivots are stored together with a snapshot of every oscillator at that pivot. When a new pivot forms, it is compared against the immediately preceding pivot โ the standard definition of divergence โ provided the two lie within your configured distance range. For a bullish setup, price must make a lower low while the enabled oscillators make higher lows; bearish is mirrored. The number of oscillators that agree is counted in that single pass, and the setup is drawn only if the count reaches your minimum.
The three oscillators are deliberately chosen to measure different things โ momentum, trend momentum and money flow. A cumulative volume line was avoided on purpose: it tends to agree with the price trend by construction, which would make the agreement count meaningless.
Settings
Oscillators required to agree (default: all three). Lowering it surfaces more setups; on BTCUSD daily over roughly two years, the same data produced about 20 setups at 3/3 and about 45 at 1/3.
Each oscillator can be disabled individually, with its own length input. The label denominator and the threshold follow the number you leave enabled.
Pivot lookback (left/right) and the minimum/maximum distance between the two pivots.
Optional "Any pivot in range" mode scans every stored pivot instead of only the previous one. This finds more setups but produces considerably more signals.
Lines and labels can be turned off independently.
Alerts
Two alert conditions for any qualifying bullish or bearish divergence, plus two more for the case where every enabled oscillator agrees.
Notes and limitations
Pivot confirmation requires the configured number of right-side bars, so setups are always reported with that delay. This is inherent to pivot-based detection and is the honest trade-off for not repainting: once a setup is drawn, it stays where it was drawn.
Only regular divergences are detected โ hidden divergences are not included. MFI uses volume data, which is tick-based in forex; disable it there if you prefer to work with price-only oscillators.
Agreement across oscillators describes a stronger disagreement between price and momentum. It does not make a reversal more likely to succeed, and many divergences resolve as continuation. This is an analysis tool, not a trading system: it does not size positions, manage risk or predict outcomes. Indicator
Reported EPS & Revenue Growth Table - HistoricalEnglish
EPS & Revenue Growth Board โ Historical Analysis
A fundamental analysis board designed to visualize EPS and revenue growth, acceleration, and deceleration using reported financial results.
Unlike a standard fundamentals dashboard that only shows the latest results, this indicator includes a historical date selection feature, allowing you to go back in time and examine what a company's fundamentals looked like at a specific point in the past.
This makes it useful not only for current stock analysis, but also for studying historical market leaders and major breakout stocks.
The board displays:
Quarterly EPS YoY growth
Quarterly Revenue YoY growth
Annual EPS growth
Annual Revenue growth
Quarterly growth trend
Annual growth trend
Short-term 2-quarter trend
Acceleration / deceleration indicators
Growth values are based on reported results, rather than analyst estimates or earnings surprise data.
Positive growth is displayed in green, while negative growth is displayed in red.
Trend arrows provide a quick visual indication of whether growth is accelerating or decelerating.
Historical Analysis
A date can be specified in the indicator settings.
The board will then display the financial information that would have been available around that point in time.
This allows you to study questions such as:
What did EPS and revenue growth look like before a major stock advance?
Was earnings growth accelerating before the breakout?
Did revenue growth confirm the EPS acceleration?
How did the fundamentals of past market leaders compare before their major moves?
This feature is especially useful for historical research into growth stocks and for studying characteristics commonly associated with CAN SLIM and momentum investing.
Purpose
The goal is not to predict stock prices from fundamentals alone, but to make changes in a company's growth profile easier to recognize and to combine that information with price, volume, relative strength, and chart patterns.
ๆฅๆฌ่ช
EPS & Revenue Growth Board โ Historical Analysis
ไผๆฅญใฎEPSใปๅฃฒไธๆ้ท็ใจใใใฎๅ ้ใปๆธ้ใ่ฆ่ฆ็ใซ็ขบ่ชใใใใใฎๆฅญ็ธพๅๆใใผใใงใใ
้ๅธธใฎๆฅญ็ธพใคใณใธใฑใผใฟใผใฎใใใซๆๆฐๆฑบ็ฎใ ใใ่ฆใใฎใงใฏใชใใ้ๅปใฎๆฅไปใๆๅฎใใฆใใใฎๆ็นใง็ขบ่ชใงใใๆฅญ็ธพ็ถๆ
ใๅ็พใงใใๆฉ่ฝใๆญ่ผใใฆใใพใใ
ใใฎใใ็พๅจใฎ้ๆๅๆใ ใใงใชใใ้ๅปใฎๅคงๅใๆ ชใปๅ
ๅฐๆ ชใๅคงใใไธๆใใๅใซใฉใฎใใใชๆฅญ็ธพใ ใฃใใฎใใๆค่จผใใ็จ้ใซใไฝฟ็จใงใใพใใ
ใใผใใงใฏไธปใซไปฅไธใ่กจ็คบใใพใใ
ๅๅๆEPS YoYๆ้ท็
ๅๅๆๅฃฒไธ YoYๆ้ท็
ๅนด้EPSๆ้ท็
ๅนด้ๅฃฒไธๆ้ท็
ๅๅๆๆ้ทใใฌใณใ
ๅนด้ๆ้ทใใฌใณใ
็ด่ฟ2ๅๅๆใฎ็ญๆใใฌใณใ
ๆ้ทใฎๅ ้ / ๆธ้
ๆฐๅคใซใฏใขใใชในใไบๆณใใตใใฉใคใบใงใฏใชใใ**ๅฎ้ใซ็บ่กจใใใๆฅญ็ธพๅค๏ผReported Results๏ผ**ใไฝฟ็จใใพใใ
ๆ้ท็ใใใฉในใฎๅ ดๅใฏ็ทใใใคใในใฎๅ ดๅใฏ่ตคใง่กจ็คบใ
ใใใซ็ขๅฐใซใใฃใฆใEPSใๅฃฒไธๆ้ทใๅ ้ใใฆใใใฎใใๆธ้ใใฆใใใฎใใ็ด ๆฉใ็ขบ่ชใงใใพใใ
้ๅปๅๆๆฉ่ฝ
่จญๅฎใใๆฅไปใๆๅฎใใใใจใงใ้ๅปใฎไปปๆใฎๆ็นใพใงๆปใฃใฆๆฅญ็ธพใใผใใ็ขบ่ชใงใใพใใ
ใใใซใใใ
ๅคงๅน
ไธๆๅใฎEPSๆ้ท็ใฏใฉใใ ใฃใใ
ใใฌใคใฏใขใฆใๅใซEPSใฏๅ ้ใใฆใใใ
EPSใ ใใงใชใๅฃฒไธใๅ ้ใใฆใใใ
้ๅปใฎๅ
ๅฐๆ ชใซใฏใฉใฎใใใชๅ
ฑ้็นใใใฃใใ
ใจใใฃใๆค่จผใๅฏ่ฝใซใชใใพใใ
็นใซใ้ๅปใฎๆ้ทๆ ชใปๅคงๅใๆ ชใ็ ็ฉถใใCAN SLIMใใขใกใณใฟใ ๆ่ณใฎ่ฆณ็นใใใใกใณใใกใณใฟใซใบใฎๅ
ฑ้็นใๆขใ็จ้ใๆณๅฎใใฆใใพใใ
็ฎ็
ใใฎใใผใๅ็ฌใงๆ ชไพกใไบๆธฌใใใใจใ็ฎ็ใงใฏใใใพใใใ
EPSใปๅฃฒไธใฎๅคๅใ็ด ๆฉใๆๆกใใไพกๆ ผใปๅบๆฅ้ซใปRSใปใใฃใผใใใฟใผใณใชใฉใฎใใฏใใซใซๅๆใจ็ตใฟๅใใใฆไฝฟ็จใใใใใฎ่ฃๅฉใใผใซใงใใ
Indicator
OR Box + 15m EMA Reversal Signals (5m)A confluence-based reversal indicator built for 5-minute charts on SPY, QQQ, IWM, and SMH. It combines the opening range, a 15-minute EMA, and a two-step confirmation process to flag potential trend-continuation entries off intraday pullbacks.
How it works
Opening Range Box โ Captures the high/low of the first 15 minutes of the regular session (9:30โ9:45 AM ET by default, fully configurable) using true 1-minute data for accuracy regardless of your chart's timeframe. Each day gets its own box, drawn and color-coded, that stays fixed at its own historical price levels going forward.
15-Minute EMA โ Plotted directly on the 5-minute chart via a multi-timeframe pull, colored green when the setup is bullish-armed, red when bearish-armed, and gray when neutral.
Armed state โ The setup arms when the 15m EMA closes outside the opening range box (above for bullish, below for bearish). It disarms if price closes back inside the box or if the EMA itself drifts back into/through the box.
Touch + confirmation โ While armed, a pullback candle touching the EMA on the 5-minute chart arms a pending signal. That signal only becomes a real, plotted arrow once the 15-minute candle containing that touch shows the same reversal pattern โ a wick crossing the EMA with the close settling back on the trend side. This two-step check is designed to filter out weaker, single-timeframe pullbacks.
Trade validation โ Every confirmed signal is tracked forward automatically: a green checkmark if price hits your configured target (dollar or percentage) before closing back through the EMA, or a red circle-slash if it doesn't (including a timeout after a configurable number of bars). A built-in success-rate table shows Bull/Bear/Overall win rates, filterable to a rolling lookback window or all-time.
Fully customizable: opening range window and session times, box/midline appearance, EMA length and colors, signal arrow colors, target type and size, label spacing, and table position/size.
โ ๏ธ This indicator is for educational and informational purposes only. It does not constitute financial advice. Past signal performance shown in the success-rate table does not guarantee future results. Always do your own research and manage risk appropriately. Indicator
Fibonacci Confluence Suite [AxeAlgo]Fibonacci Confluence Suite
OVERVIEW
Fibonacci Confluence Suite is an automatic Fibonacci retracement and extension toolkit. Instead of requiring you to manually draw a Fibonacci tool on every swing, it detects swing highs and lows on its own using fractal price structure, draws the retracement/extension grid between them, and keeps that grid updated in real time as new swings form.
On top of the standard retracement levels, this script adds several layers of context that are normally separate, manually-maintained tools: a Golden Pocket highlight, a confluence check against prior swings, a per-level "touch count" strength score, an optional volatility-adaptive lookback, Fibonacci time zones, and a compact on-chart status table. The goal is to let you see not just where a Fibonacci level sits, but how significant that level appears to be.
This is a technical analysis / charting tool. It does not predict price, does not place trades, and is not a signal generator promising entries or exits.
HOW IT WORKS
1. Swing detection: the script scans for fractal highs and lows (a bar whose high/low is more extreme than the two bars on either side of it) within a user-defined lookback Period.
2. Anchors: the most extreme fractal high and fractal low found inside that window become the 0% and 100% anchors.
3. Direction: the detected swing is treated as an up-move or down-move depending on which side price broke out of most recently; you can flip this with the Reverse input if you prefer levels measured from the opposite end.
4. Grid: every retracement/extension ratio you enable is calculated from those two anchors and drawn as a labeled horizontal line, with the current price and touch count shown directly on the label.
5. Confluence: each time the swing flips, the prior swing's high/low is stored. Newly drawn levels are checked against the Fibonacci levels of those earlier swings, and any level that lines up within your tolerance is marked and drawn wider so overlapping structure stands out.
KEY FEATURES
- Automatic fractal-based swing detection, no manual drawing required.
- Base lines (0.000 / 1.000) plus up to nine independently configurable extension ratios, each with its own show/hide toggle and value.
- Adjustable line style, width, color, and extension direction (none / left / right / both) for base and extension lines separately.
- Golden Pocket highlight (0.618-0.65) with adjustable fill color, useful as a classic confluence/reaction zone.
- Multi-swing confluence detection: compares the current Fibonacci grid against up to five prior swings and flags levels that overlap, with an adjustable tolerance (as a percentage of the swing range) and a visual marker on confluent levels.
- Level strength via touch counts: each level tracks how many times price has traded through it since that specific swing grid was drawn, shown directly in the line label.
- Optional volatility-adaptive sensitivity: scales the effective lookback window using current ATR relative to its own baseline, so the swing detection can loosen or tighten automatically across changing volatility regimes instead of relying on one fixed Period. Disabled by default; when disabled the script behaves exactly like a fixed-Period fractal Fibonacci tool.
- Fibonacci time zones: optional vertical lines placed at Fibonacci bar-count offsets from the start of the current swing, for traders who also watch time-based confluence.
- Status table showing current trend direction, swing high/low, nearest level to price, the strongest (most-touched) level, and the lookback period actually in use.
- Built-in alerts: a per-level alert whenever price trades through any visible base or extension line, a dedicated Golden Pocket alert, and grouped "any base line" / "any extension line" alert conditions for the classic Alert dialog.
HOW TO USE IT
- Period / Delay: Period sets how many bars back the script searches for the swing high/low. Delay sets how many bars of confirmation a fractal needs before it can be used; it must be smaller than Period. Larger Delay values produce more reliable fractals at the cost of a slower reaction to new swings.
- Line Extension: controls whether the drawn levels extend left, right, both directions, or not at all.
- Reverse: flips which anchor (swing high or swing low) is treated as the 0% origin, letting you view the same swing from the opposite bias.
- Base Lines / Extension Lines groups: toggle, color, style, and set the ratio of each level independently.
- Golden Pocket: toggle and recolor the 0.618-0.65 zone highlight.
- Level Strength: toggle whether touch counts are appended to each label.
- Multi-Swing Confluence: toggle, choose how many prior swings to compare against, set the matching tolerance, and set how much extra line width and which marker confluent levels get.
- Adaptive Sensitivity: enable to let ATR-based volatility scale the effective lookback automatically; adjust the ATR length and baseline length used for that comparison.
- Time Zones: enable vertical Fibonacci time markers, choose how many zones to draw, and toggle multi-color cycling versus a single accent color.
- Status Table: toggle visibility and choose its screen position.
Set alerts using "Any alert() function call" on this indicator to receive all per-level, Golden Pocket, and roll-up alerts, or use the named alert conditions in the Alert dialog if you only want a subset.
IMPORTANT NOTES AND LIMITATIONS
- Repainting: this script can repaint on the most recent, unconfirmed swing. Because a fractal only confirms after the Delay setting's worth of bars closes, the swing high/low anchors โ and therefore every level drawn from them โ can still shift on the last few bars until the current fractal fully confirms. Once a swing has confirmed and the trend has flipped, that swing's levels are fixed and will not repaint further. Increasing Delay reduces how often this happens, at the cost of reacting more slowly to fresh swings. Please account for this when reading the most recent levels on the chart, and avoid relying on unconfirmed levels for time-sensitive decisions.
- This tool identifies swing structure and Fibonacci confluence; it does not forecast direction, does not manage risk, and does not constitute a complete trading system on its own. It is intended to be used as one input alongside your own analysis, risk management, and market context.
- Touch counts and the confluence marker describe historical interaction with a level on this chart; they are not a probability estimate and do not guarantee how price will react at that level going forward.
- As with any lookback-based tool, results and appearance will vary by symbol, timeframe, and the Period/Delay settings chosen. Please test on your own instruments and timeframes before relying on it.
DISCLAIMER
This script is provided for educational and informational purposes only and does not constitute financial advice. Trading involves substantial risk of loss and is not suitable for every investor. Past behavior of any indicator, including this one, is not indicative of future results. Always do your own research and consider your own risk tolerance before making any trading decisions. Indicator
4-Yr Cycle Monthly Returns [R2D2]Overview
Crypto marketsโmost notably Bitcoinโhave historically operated on a 4-year halving cycle. This indicator provides a comprehensive monthly returns heatmap combined with an automated 4-Year Cycle Forecast engine designed to help traders spot recurring cyclical opportunities.
Instead of looking at monthly seasonality in isolation, this tool maps current price action against past years that occupied the exact same stage of the 4-year cycle (e.g., comparing 2026 directly to 2022 and 2018).
Key Features & How to Spot Windows of Opportunity
High-probability trading windows generally emerge from two main factors:
4-Year Cycle Alignment: Identifying whether the current phase of the 4-year halving cycle has historically leaned heavily bullish or bearish.
Monthly Seasonality: Spotting months that consistently show positive or negative returns regardless of the macro trend (e.g., historical strength in October/November vs. weakness in September).
The Sweet Spot: When a historically strong month (e.g., October) aligns with a bullish phase of the 4-year cycle, the probability of a favorable window of opportunity increases significantly.
Table Breakdown
4-Year Forecast (Top Row): Calculates the projected monthly return by averaging only the past years that share the exact same 4-year cycle phase.
Historical Heatmap (Middle Rows): Displays monthly return percentages color-coded by performance (Green for positive, Red for negative). Years sharing the current cycle phase are visually highlighted in blue.
Average Row: Shows the mean return for each month across all available historical years.
Median Row: Shows the median return for each month, filtering out extreme outliers for a clearer picture of typical performance.
How to Use
Apply to Any Crypto Asset: While designed around the Bitcoin 4-year cycle, this script can be applied to BTCUSD, ETHUSD, or any altcoin to examine how it behaves during different phases of the Bitcoin cycle.
Identify Confluence: Look for months where both the 4-Year Forecast and the Average/Median rows point in the same direction.
Manage Risk: Use historical downside months to prepare for potential pullbacks or risk-off periods.
Customizable Inputs
Table Position: Move the table to any corner of your chart (Top Right, Top Left, Bottom Right, Bottom Left).
Text Size: Adjust text sizing to fit comfortably on small screens or large desktop layouts.
Start Year: Select the starting year for historical data collection (default set to 2017).
Show Statistics: Toggle the Average and Median rows on or off.
Disclaimer: Past performance is not indicative of future results. Historical monthly returns and cyclical forecasts are intended for educational purposes only and should not be used as financial advice or sole trading signals. Indicator
Alpha S/R Channel StrategyAlpha S/R Channel Strategy (ASRC)
Mean-reversion strategy trading pullbacks to a dynamic Higher Timeframe EMA channel. Confirms exhaustion via Engulfing & Pin Bar patterns, with Pin+Engulf combo overriding trend filters to capture institutional liquidity grabs. Features optional RSI, BB width, and inverted Squeeze Momentum filters. Includes adaptive position sizing, partial TP, breakeven stops, session trade limits, no-trade windows, day/weekend close, and Friday trading control.
๐ Strategy Overview
Alpha S/R Channel Strategy is a dualโtimeframe meanโreversion strategy that identifies highโprobability reversal setups by combining a dynamic channel derived from a Higher Timeframe EMA with highโconviction candlestick patterns (Engulfing and Pin Bar).
The strategy waits for price to retrace to a dynamic value area (the channel) and confirms exhaustion through candlestick patterns before enteringโcapturing pullbacks within the prevailing trend while avoiding counterโtrend trades.
๐ง Unique Edge โ Why This Mashup Works
Most trendโfollowing strategies chase breakouts and get caught in false moves. Most engulfing strategies ignore the bigger picture and enter too early. This strategy solves both problems by combining these components in a specific sequence:
1. Dynamic EMA Channel (The Value Area)
Instead of using static support/resistance, the strategy constructs a dynamic channel around a Higher Timeframe EMA. The channel width adapts to volatility using three modes:
- Percentage โ width as % of current price.(price * (channelWidthPct / 100) )
- ATR Multiplier โ width based on ATR from the Higher Timeframe.
- Fixed โ static price distance.
Why this matters: The HTF EMA represents the "fair value" or equilibrium price. When price pulls back to this zone, it's statistically more likely to resume the trend rather than reverse.
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2. Channel Break + Candlestick Confirmation (The Trigger)
The strategy enters only when price returns to the channel AND shows exhaustion:
- Bullish Engulfing โ Current green candle engulfs previous red/small green candle
- Bearish Engulfing โ Current red candle engulfs previous green/small red candle
- Pin Bar + Engulfing Combo โ Pin bar sweeps recent high/low and is followed by an engulfing pattern
Why this matters: The channel provides the context (where price should reverse). The candlestick patterns provide the confirmation (that reversal is actually happening). Using both drastically reduces false signals.
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3. Optional MultiโLayer Filters (The Quality Control)
The strategy includes configurable filters that can be enabled/disabled:
1- EMA Lower TF โ Ensures microโtrend alignment (longs above EMA, shorts below)
However, there is a critical override:
๐ Pin Bar + Engulfing Combo OVERRIDES the EMA Confirmation
When a Pin Bar sweeps the Nโbar high/low (proving a breakout attempt failed) and is immediately followed by an Engulfing pattern on the next candle, this combo represents a "double confirmation" of exhaustion that bypasses the EMA filter.
Why this is a breakthrough:
Strong institutional reversals (liquidity grabs) often happen against the shortโterm EMA trend. A pure trendโfollowing strategy with a strict EMA filter would miss these reversals because price is moving against the EMA.
2- Higher Timeframe EMA โ Ensures longโterm trend alignment
This acts as a "trend filter on top of the trend filter" โ preventing entries that go against the even larger market structure. Users can select a separate timeframe (e.g., 1H) with its own EMA length for additional confirmation.
3- RSI โ Prevents buying above 70 and selling below 30
4- Bollinger Bands โ Blocks entries during low volatility (sideways markets)
5- Squeeze Momentum โ This strategy uses an inverted Squeeze Momentum logic:
"val < 0 โ Longs allowed, Shorts blocked"
"val > 0 โ Shorts allowed, Longs blocked"
"val == 0 โ Both allowed"
This inversion is intentional. The strategy is meanโreversion basedโit waits for momentum to become overextended and then trades against that momentum
These filters are optional because different assets and market conditions require different levels of confirmation. The user has full control.
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4. Comprehensive Risk Management
The strategy includes:
- Position Sizing โ Fixed percentage of equity per trade (separate for first and second entry)
- Pyramiding โ Allows up to 2 positions in the same direction (second trade uses lower risk)
- Multiple SL Options โ Low-High, Swing high/low, Channel, Fixed distance
- Trade Counter Reset โ Resets at session starts for scalping timeframes, daily for swing
- NoโTrade Windows โ Blocks entries during endโofโday volatility (active only for TF โค 15m)
- Day/Week End Closing โ Closes positions before gaps (configurable by timeframe)
- Partial Take Profit โ Closes a configurable percentage (default: 50%) at a specified R:R ratio (default: 1:2), allowing the remainder to run to the full target (default: 1:3)
- Breakeven Stop โ Optionally moves the stop loss to breakeven when the first TP level is reached, protecting the remaining position from turning into a loss
Why this matters: The risk controls ensure survivability across different market conditions. Also Breakeven protection reduces the risk of winning trades turning into losers.
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๐ How It Works
1. Dynamic Channel Calculation
The strategy constructs a channel around an Exponential Moving Average (EMA) from a selected Higher Timeframe:
- EMA โ Calculated on the Higher Timeframe
- Channel Width โ Adaptive based on volatility (Percentage, ATR, or Fixed)
- Upper Band = EMA + (Width / 2)
- Lower Band = EMA - (Width / 2)
Channel Width Modes:
- Percentage โ Width = Price ร (Userโdefined %)
- ATR Multiplier โ Width = ATR(14) ร Multiplier
- Fixed โ Width = Static distance
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2. Entry Signal Detection
Trades are executed on the Lower Timeframe (default: 5m) when all conditions are met:
Pattern Requirements (One of the following):
- Bullish Engulfing: Current green candle completely engulfs previous bearish or small green candle
- Bearish Engulfing: Current red candle completely engulfs previous bullish or small red candle
- Pin Bar + Engulfing Combo: Pin bar sweeps recent high/low AND is followed by engulfing pattern (Overrides LTF EMA)
# Engulfing Filters:
Body Only โ Only bodies must engulf (not full range)
Min/Max Range โ Configurable via Percentage, ATR, or Fixed
Gap Allowance โ Controls how much gap is allowed in the wrong direction
Previous Range % โ Limits the size of the prior candle when it's in the same color
# Pin Bar Detection:
- Wick/Body Ratio (default: 3.0) โ Wick must be 3ร larger than body
- Max Body/Range (default: 0.20) โ Body must be โค20% of total range
- Min Wick/Range (default: 0.70) โ Wick must be โฅ70% of total range
- Sweep Lookback (default: 10 bars) โ Pin bar must sweep a recent high/low
Min Pin Bar Range % โ Pin bar must meet a minimum size threshold
# Channel Proximity:
Price must be within the channel boundaries (open inside)
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3. Confirmation Filters (All Optional)
- Lower Timeframe EMA : Longs require price > EMA; Shorts require price < EMA (overridden by Pin+Engulf combo)
- Higher Timeframe EMA : Ensures longโterm trend alignment (longs above HTF EMA, shorts below)
- RSI : Prevents longs above 70; Prevents shorts below 30
- Bollinger Bands : Blocks entries when BB width < threshold (low volatility)
- Squeeze Momentum : Ensures momentum matches trade direction (inverted logic)
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4. Risk & Position Management
# Position Sizing:
- First Trade โ Fixed % of equity (default: 2%)
- Second Trade โ Separate % of equity (default: 1%)
- Position size = (Account Risk) / (Entry โ SL Distance)
# Friday Trading:
- Allow Friday Trading (default: Disabled) โ When disabled, no new trades will be opened on Fridays. Existing positions are not affected. This helps avoid weekend gap risk as markets close for the week.
# StopโLoss Options:
1- Low-High : Entry bar low/high ยฑ buffer
2- Swing high/low : N-bar low/high ยฑ buffer
3- Channel : Channel band ยฑ buffer
4- Fixed distance : Fixed price distance from entry
# Take Profit:
- Main R:R ratio (default: 1:3)
- Separate R:R for second trade (default: 1:3)
# Trade Counter Reset:
TF โค 15m โ Resets at Asia (20:00 NY), London (03:30 NY), New York (09:30 NY)
TF > 15m โ Resets once per day at session start
# NoโTrade Window:
- Active only for TF โค 15m (16:45โ19:05 NY time)
- Protects against endโofโday volatility spikes
# Close All Positions:
- TF โค 15m โ Can close at day end and/or week end (configurable)
- 15m < TF โค 240m โ Week end only
- TF > 240m โ Feature disabled
# Entry Spacing:
- Minimum Bars Between Entries (default: 4) โ Prevents multiple entries on the same bar or too close together, reducing the impact of whipsaw on tightly clustered signals
โ๏ธ Default Settings โ Optimized for XAUUSD (Gold)
All default values have been specifically calibrated for Gold's typical volatility and intraday structure.
Setting \ Default \ Why This Works for Gold
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Higher Timeframe \ 15m \ Gold's intraday rhythm operates on 15โminute cycles. This timeframe captures the balance between institutional order flow and retail noise.
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EMA Length \ 36 \ approximately one full trading session. This captures the dominant intraday trend without excessive lag.
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Channel Width Mode \ Percentage \ Gold's price levels change over time. Percentage mode ensures the channel scales with price, maintaining consistent relative width regardless of Gold's price level.
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Channel Width \ 0.35% \ Gold's daily range averages $30โ$100. At current prices, 0.35% = approximately $113โ$16. This width captures ~70% of Gold's daily volatility, creating a meaningful "value zone" that filters noise while remaining relevant.
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Lower Timeframe \ 5m \ Fast enough to capture entry signals within the same session, slow enough to filter out microโnoise. 5m is Gold's "sweet spot" for intraday entries.
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Engulfing Mode \ Percentage \ Adapts to Gold's volatility. As Gold's price moves, the required engulfing range scales proportionallyโensuring consistent pattern quality.
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Engulfing Min Range \ 0.098% \ At Gold's current price3000-5000, this โ $3.0โ$5.0. Anything smaller is just market noise, not a meaningful reversal signal.
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Engulfing Max Range \ 0.550% \ At Gold's current price, this โ $20โ$25. Larger candles are often blowโoff spikes driven by news โthey tend to reverse violently, making them poor entry points.
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Previous Range % \ 0.60 \ Allows the prior candle to be up to 60% of the engulfing candle's range. This is Gold's "consolidation before reversal" patternโa small sameโcolor candle before a large reversal candle.
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Gap Allowance \ 250 ticks \ Gold's typical spread and gap behavior. (250 ticks = $0.250 However, tick values vary between brokers), which accommodates normal gaps without allowing extreme invalid gaps.
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Pin Bar Sweep \ 10 bars \ On a 5m chart, 10 bars = 50 minutes. Gold's liquidity grabs often occur within a 30โ60 minute window. 10 bars captures these recent liquidity zones without looking too far back.
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Pin Bar Range % \ 0.70 \ Requires the pin bar(high-low) to be at least 70% of the minimum engulfing range. This ensures the pin bar has enough size to be meaningfulโrejecting tiny pin bars that lack conviction.
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Risk per Trade (1st) \ 2% \ Gold experiences 3โ5 trade losing streaks regularly. 2% risk ensures that a typical losing streak results in only 6โ10% drawdownโrecoverable with a few winning trades.
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Risk per Trade (2nd) \ 1% \ When pyramiding, total exposure increases. 1% on the second trade limits worstโcase loss to -3% total (2% + 1%), protecting the account during false reversals.
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Risk:Reward \ 1:3 \ Gold routinely moves 1.5โ2ร its ATR in a single directional push. A 1:3 target (e.g., $15 on a $5 stop) is well within Gold's typical daily rangeโachievable without being overly ambitious.
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StopโLoss Reference \ Channel \ Aligns the stop with the value area. If price breaks beyond the channel, the meanโreversion thesis is invalidated. This is the most logical stop placement for this strategy.
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StopโLoss Buffer \ 500 ticks \ 500 ticks = ($0.50 ) on Gold. However, tick values vary between brokers so The table on chart will display and show the calculated dollar value. This provides a safety buffer against spread, slippage, and normal wicksโpreventing premature stops while keeping the stop within the value area.
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Partial TP & Breakeven \ Disabled (50%, 1:2) \ Optional features that allow locking in partial profits and protecting positions once they move in your favor. Recommended to enable after forward testing.
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NoโTrade Window \ Enabled \ 16:45โ19:05 NY time captures the endโofโday volatility spike. Gold often experiences erratic moves during this period as institutional traders close positions.
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Day End Close \ Enabled \ Gold gaps frequently at the daily open (5:00 PM NY). Closing before day end avoids these gaps, which can easily stop out tight positions.
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Week End Close \ Enabled \ Gold is highly sensitive to weekend news (geopolitics, central banks). Gaps of $20โ$50+ are common at Sunday open. Closing before Friday close is essential.
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EMA Lower TF \ Enabled \ Ensures entries align with the 5m microโtrend. However, the Pin+Engulf combo overrides this filter to capture institutional reversals against the trend.
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Higher TF EMA \ Enabled (1H, 55) \ Provides an additional layer of trend confirmation at the macro level. The 1H 55โEMA acts as a reliable gauge of the broader intraday trend, preventing entries against strong momentum.
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RSI \ Enabled length(14) \ Prevents buying when Gold is overbought (RSI > 70) and selling when oversold (RSI < 30). Gold's sharp spikes often create extreme RSI readingsโthis filter avoids chasing exhausted moves.
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Bollinger Bands \ Enabled \ locks entries during low volatility (BB width < 0.002). Gold sometimes enters tight consolidation ranges (BB width < 0.002) where engulfing patterns fail. This filter avoids trading in these conditions.
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Squeeze Momentum \ Enabled \ This is inverted from standard SQZMOM. Gold's momentum often overshoots before reversing. By fading the extreme (longs when val < 0, shorts when val > 0), the strategy captures the reversal rather than chasing the continuation.
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# Important Notes on Backtest Realism
- Commission โ Most ECN/raw-spread brokers charge $3.00โ$3.50 per side (round-turn commission of $6.00- $7.00) for 1 standard lot (100 oz) of XAUUSD. Standard accounts usually build the fee into a wider spread instead of charging a separate cash. This strategy deducts $3.50 per entry and $3.50 per exit ($0.035 ร 100 oz)round-turn commission of $7.00. Adjust this to match your broker's exact fees.
- 4 ticks Slippage โ For XAUUSD on OANDA, 1 tick = $0.001** per ounce (3 decimal places). 4 ticks = **$0.004 per ounce. Adjust this value if your broker quotes XAUUSD with different decimal precision (e.g., 2 decimal = $0.01 per tick).
Always adjust the commission value to your broker's exact fee structure before relying on the results.
"A backtest without realistic commission and slippage is a fantasy. A backtest with realistic commission and slippage is a truthful reflection of what you can expect when trading live."
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๐ Chart Display
Channel โ Upper/Lower bands with a semiโtransparent fill (red zone), representing the value area
EMA Lower TF โ Green EMA on the lower timeframe for confirmation
HTF EMA Filter โ Red EMA line showing the additional trend filter (plotted on all timeframes โค its TF)
Info Table โ Shows Market Status, EMA confirmations, Channel Width, Engulfing ranges, SL settings,
Filters, NoโTrade Window status, Session Close status
Signal Arrows โ Green arrow pointing up (below bar) for Long entries, Red arrow pointing down (above bar) for Short entries
Historical Trades โ Configurable number of past trades to display on the chart (default: 111, max: 125). Adjust this to optimize chart performance while keeping sufficient trade history for visual analysis.
Reset Signal โ Arrow marker (grey) indicating when the trade counter resets at session starts (Asia, London, New York for TF โค 15m, or daily for larger TFs)
Background Colors โ red for NoโTrade Window, Gray/White for Session Close
UI Note
# When you adjust any setting in the Inputs tab (Channel Width, Engulfing Min/Max, Previous Range, SL Buffer, etc.), the values displayed in the info table update automatically in realโtime.
This allows you to:
- See the impact of your changes immediately
- Verify the actual dollar values of your settings at current price levels
- Fineโtune parameters without switching between tabs
Example: If you change the Channel Width from 0.35% to 0.50%, the info table will instantly show the new width in dollars (e.g., $8.50 โ $12.00).
# Inputs are hidden from the status line to keep the chart clean. All settings (zones, EMAs, risk, patterns) remain fully adjustable in Settings โ Inputs tab.
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๐ In Summary:
This is not a random collection of indicators.
- The HTF EMA Channel provides the structural context โ a dynamic value area that adapts to volatility.
- The Engulfing/Pin Bar patterns provide the highโconviction trigger โ exhaustion confirmation.
- The EMA Override provides the institutional edge โ capturing liquidity grabs that standard EMAโbased strategies miss.
- The Optional Filters provide the quality control โ reducing false signals.
- The Risk Management provides the survivability โ realistic position sizing and stops.
Each component exists specifically to compensate for a flaw in the others. This interdependency is what makes the strategy original, robust,
Author: Awab_Hassan
Strategy
