LETHINH-Swing pa,smc๐ฆ ๐ Title (English)
Swing High / Swing Low โ 3-Candle Fractal (5-Bar Pivot) | Auto Alerts
โธป
๐ฉ ๐ Short Description
A clean and reliable swing high / swing low detector based on the classic 3-candle (5-bar) fractal pivot. Automatically marks SH/SL and triggers alerts when a swing is confirmed. No repainting after confirmation.
โธป
๐ง ๐ Full Description (for TradingView Publishing)
๐ถ Swing High / Swing Low โ 3-Candle Fractal (5-Bar Pivot)
This indicator identifies Swing Highs (SH) and Swing Lows (SL) using the classic 3-candle fractal pattern, also known as the 5-bar pivot.
It marks swing points only after full confirmation, making it highly reliable and suitable for structure-based trading.
โธป
๐ถ ๐ How It Works
A swing is confirmed when the center candle is higher (or lower) than the two candles on each side:
Swing High (SH)
high > high , high , high
Swing Low (SL)
low < low , low , low
The confirmation occurs after 2 right candles close, so the indicator does not repaint once a swing is identified.
โธป
๐ถ ๐ Key Features
โข Detects clean and accurate swings
โข Uses pure price action โ no indicators, no lag
โข Marks swing high (SH) and swing low (SL) directly on the chart
โข Non-repainting after confirmation
โข Works on all timeframes and all markets
โข Extremely lightweight and fast
โข Includes alert conditions for both SH and SL
Perfect for traders using:
โข Market Structure (BOS / CHoCH)
โข Order Blocks (OB)
โข Smart Money Concepts (SMC)
โข Liquidity hunts
โข Wyckoff
โข Support/Resistance
โข Price Action entries
โธป
๐ถ ๐ Why This Indicator Is Useful
Swing points are the foundation of market structure.
Accurately detecting them helps traders:
โข Identify trend shifts
โข Spot BOS / CHoCH correctly
โข Find key zones (OB, liquidity levels, supply/demand)
โข Time entries more precisely
โข Avoid fake structure breaks
This indicator ensures swings are plotted only when fully confirmed, reducing noise and confusion.
โธป
๐ถ ๐ Alerts
You can create alerts for both conditions:
โข Swing High Confirmed
โข Swing Low Confirmed
Recommended settings:
โข Once per bar close
โข Open-ended alert
With alerts enabled, TradingView will automatically notify you every time a new swing forms.
โธป
๐ถ ๐ No Repainting
Once a swing is confirmed and plotted, it will not change or disappear.
This makes the indicator reliable for real-time alerts and backtesting.
โธป
๐ถ ๐ Pine Script (v5)
Paste your indicator code here if you want it visible.
Or leave the code hidden if you are publishing as protected.
โธป
๐ถ ๐ Final Notes
โข This indicator focuses on confirmation, not prediction
โข It is designed for clean structure reading
โข All markets supported: Forex, Crypto, Stocks, Indexes, Commodities
โข Suitable for scalping, intraday, swing, and even higher-timeframe trading
If you find this tool helpful, feel free to give it a like and add it to your favorites โค๏ธ
Your support helps me share more tools with the community!
Search in scripts for "BOS"
A+ Setup Strategy Trendline Features Added:
1. Automatic Trendline Detection
Support Trendline (green) - Connects swing lows
Resistance Trendline (red) - Connects swing highs
Uses pivot points to identify key swing levels
Validates trendlines by counting touches (minimum 3 touches required)
2. Trendline Settings
Show Trendlines - Toggle on/off
Lookback Period - How far back to look for pivots (default: 50 bars)
Min Touches - How many touches needed for valid trendline (default: 3)
3. Trendline Break Detection
Bullish Break - Price breaks above support trendline (marked with small green circle)
Bearish Break - Price breaks below resistance trendline (marked with small red circle)
Generates signals when breaks occur
4. Enhanced A+ Setups
Now includes ULTRA setups - the absolute best trades:
ULTRA BUY Setup (Aqua label):
Bullish FVG + BOS + Volume Spike + Uptrend
PLUS: Support trendline break OR near key support
PLUS: Trendline breakout confirmation
ULTRA SELL Setup (Fuchsia label):
Bearish FVG + BOS + Volume Spike + Downtrend
PLUS: Resistance trendline break OR near key resistance
PLUS: Trendline breakdown confirmation
5. Confluence Integration
The strategy now considers price near trendlines as additional confluence, similar to how it uses daily S/R levels.
6. Additional Alerts
Support Trendline Break
Resistance Trendline Break
ULTRA BUY/SELL Setup alerts
This gives you multiple tiers of signal quality:
Standard A+ Setup - All conditions met
ULTRA A+ Setup - All conditions + trendline break (highest probability)
The trendlines will help you identify major trend reversals and breakouts for even better entry timing!
FPT - Key Levels with VWAP๐ถ FPT โ Key Levels with VWAP
This indicator combines multi-session VWAP, higher-timeframe key levels, market structure (HH/HL/LH/LL), and liquidity zones into one clean intraday tool.
Designed for scalping, day-trading, and session-based strategies such as Asia โ London โ New York flows.
๐ต Features
1. Multi-Session VWAP
Asia VWAP
London VWAP
New York VWAP
Daily reset
Optional deviations & clean mode
2. Key Levels (HTF SR Zones)
Automatically detects:
Previous Day High / Low
4H / 1H Key Levels
Session High / Low
Midpoints
Equal Highs & Equal Lows (liquidity lines)
3. Market Structure Engine
Swing points (HH, HL, LH, LL)
Break of Structure (BOS)
Market Structure Shift (MSS)
Optional minimal mode showing only breaks
4. Liquidity Tools
Buyside & sellside liquidity zones
Range high / low liquidity
Optional void / imbalance zones
5. Clean Visualization Mode
Removes unnecessary text
Shows only the essential levels
Perfect for chart posting or backtesting
๐ฉ Use Cases
Intraday key level mapping
VWAP deviation โ mean reversion setups
Liquidity sweep โ BOS/MSS setups
Session volatility filtering
Scalping and fast execution planning
โ ๏ธ Disclaimer
This script does not provide financial advice.
It is for educational and analytical purposes only.
All trading decisions are solely your responsibility.
Beast Mode 2.0๐ง BEASTMODE Futures Scalping AI
BEASTMODE is a high-performance indicator optimized for scalping and short-term trading on Forex, Futures, and Crypto.
๐ Features
AI Dashboard (Top Left)
Trend Strength %, Bias, and Volatility info
Breakout Detection
Smart breakout zones from recent highs/lows
Green/Red lines with optional Retest confirmation
Breakout Candle Highlights
โBOโ label and triangle markers on breakout bars
Separate visuals for bullish/bearish moves
Signal Strength Score (Top Right)
Analyzes volume, trend, and volatility
๐ฅ Strong / โ ๏ธ Moderate / โ๏ธ Weak quality labels
Risk/Reward Panel (Bottom Right)
Real-time position sizing
Risk per trade ($) and R:R ratio
Automatically syncs with live signals
๐ How to Use
Apply on 1โ5 minute charts (best for scalping).
Use settings to toggle breakout lines, BO labels, dashboards.
Enter on breakouts with strong score + dashboard confirmation.
Monitor "Retest โ
" labels for secondary entries.
Size trades using the risk panel for better discipline.
Smart Money Decoded [GOLD]Title: Smart Money Decoded
Description:
Introduction
Smart Money Decoded is a comprehensive, institutional-grade visualization suite designed to simplify the complex world of Smart Money Concepts (SMC). While many indicators flood the chart with noise, this tool focuses on clarity, precision, and high-probability structure.
This script is built for traders who follow the "Inner Circle Trader" (ICT) methodologies but struggle to identify valid Zones, Displacement, and Liquidity Sweeps in real-time.
๐ Key Features & Logic
1. Refined Market Structure (BOS & CHoCH)
Instead of marking every minor pivot, this script uses a filtered Swing High/Low detection system.
HH/LL/LH/HL Labels: Only significant structure points are mapped.
BOS (Break of Structure): Marks trend continuations in the direction of the bias.
CHoCH (Change of Character): Marks potential trend reversals.
2. Advanced Order Blocks (with "Strict Mode")
Not all down-candles before an up-move are Order Blocks. This script separates the weak from the strong.
Standard OBs: Visualized with standard transparency.
โก SWEEP OBs (High Probability): Order Blocks that explicitly swept liquidity (Stop Hunt) before the reversal are highlighted with a thicker border, brighter color, and a โก symbol. These are your high-probability "Turtle Soup" entries.
Strict Mode Toggle: In the settings, you can choose to hide all weak OBs and only see the ones that swept liquidity.
3. Dynamic Breaker Blocks
A true ICT Breaker is a failed Order Block that trapped liquidity.
This script automatically detects when a valid OB is mitigated (broken through) and projects it forward as a Breaker Block.
This ensures you are trading off valid flipped zones (Support becomes Resistance, Resistance becomes Support).
4. Fair Value Gaps (FVG)
Automatically detects Imbalances (Imbalance/Inefficiency).
Includes an ATR Filter to ignore tiny, insignificant gaps, keeping your chart clean.
Option to show the Consequent Encroachment (50% CE) level for precision entries.
5. Liquidity Zones (BSL / SSL)
Automatically plots Buy Side Liquidity (BSL) and Sell Side Liquidity (SSL) at key swing points.
Once price sweeps these levels, the zone is removed or marked as "Swept," helping you identify when the draw on liquidity has been met.
6. Institutional Data Panel
A dashboard in the top right corner displays:
Market Bias: Bullish/Bearish/Neutral based on structure.
Premium/Discount: Tells you if price is in the expensive (Premium) or cheap (Discount) part of the current dealing range.
Active Zones: Counts of current open arrays.
โ๏ธ How To Use This Indicator
Identify Bias: Look at the Structure Labels (HH/LL) and the Panel. Are we making Higher Highs?
Wait for the Trap: Look for a Liquidity Sweep (BSL/SSL taken) or a โก Sweep OB.
Entry Confirmation: Watch for a return to a Fair Value Gap (FVG) or a retest of a Breaker Block (BRK).
Manage Risk: Use the visuals to place stops above/below invalidation points.
Customization:
Go to the settings to toggle "Strict Mode" for Order Blocks, change colors to match your theme, or adjust the lookback periods to fit your specific asset (Forex, Crypto, or Indices).
๐ Credits & Acknowledgments
This script is an educational tool based on the public teachings of Michael J. Huddleston (The Inner Circle Trader - ICT).
Concepts used: Order Blocks, Breakers, FVGs, Market Structure, Liquidity Pools.
Credit is fully given to ICT for originating these concepts and sharing them with the world.
โ ๏ธ Disclaimer
This script is NOT affiliated with, endorsed by, or connected to Michael J. Huddleston (ICT) in any way. It is an independent coding project intended for educational purposes and visual assistance.
Trading involves substantial risk. This indicator does not guarantee profits. Always use proper risk management. Trust your analysis first, and use indicators as confluence.
#Smart Money Concepts, #SMC, #ICT,#Liquidity, #Market Structure, #Trend, #Price Action.
BETA ZONES v1.0BETA ZONES v1.0 Indicator
Overview
BETA ZONES v1.0 is a comprehensive technical analysis tool designed for TradingView, combining an EMA-based ribbon with dynamic glow zones, structural pivot detection, and real-time ATR visualization. This overlay indicator helps traders identify trends, support/resistance zones, and potential breakout points by blending moving averages, volatility-based shading, and pivot structures. It's particularly useful for trend-following strategies, swing trading, and confirming market reversals on any timeframe or asset, including those using Heikin Ashi candles (as it incorporates real close data to bypass transformations).
The indicator emphasizes visual clarity with color-coded elements: bullish trends in shades of green/lime and bearish in red/maroon. It includes customizable toggles for each component, allowing users to focus on specific features without cluttering the chart.
Key Features
โข EMA Ribbon & Glow System:
o Displays a ribbon formed by three EMAs (5, 20, and 50 periods) with gradient fills between them, colored based on trend strength.
o A dynamic "glow" zone around the 50-period EMA, calculated using ATR (Average True Range), acts as a volatility-based support (bullish) or resistance (bearish) band. The glow expands/contracts with market volatility, providing a visual buffer for potential price reactions.
o Real Close Dot: A small circle plotted at the actual closing price of each bar (sourced from standard candles), aiding in precise data verification even on transformed charts like Heikin Ashi.
โข Structural Pivots:
o Automatically detects and labels confirmed pivot highs and lows using customizable symbols (e.g., arrows, dots, or curves).
o Draws breakout lines connecting pivots to the bar where structure is broken (Break of Structure - BOS), highlighting bullish (green) or bearish (red) shifts.
o Pivots are trend-aware: In uptrends, it tracks higher highs/lows until a downside break; in downtrends, lower highs/lows until an upside break.
โข Real ATR Display:
o A compact table at the bottom-center of the chart showing the current 14-period ATR value (calculated on real data), useful for gauging volatility and setting stop-losses or targets.
How It Works
โข EMA Ribbon Logic: The fast EMA (5) is compared to the mid (20), and mid to slow (50), to determine sub-trends. Price relative to the slow EMA sets the overall bullish/bearish bias. Fills create a "ribbon" effect, with colors intensifying in strong trends.
โข Glow Zone: Uses a user-defined ATR length and multiplier to create upper/lower bands around the slow EMA. The glow is one-sided: below for bullish (support) and above for bearish (resistance), with semi-transparent shading for easy price overlay.
โข Pivot Detection: Tracks the current trend direction (up or down) and reference high/low from the last confirmed pivot. A breakout (close crossing the reference level) confirms a new pivot, labels it, and optionally draws a line to the breakout bar. Bar coloring (yellow) highlights breakout candles.
โข Data Handling: All calculations use real close prices via request.security to ensure accuracy on non-standard chart types.
Settings and Customization
The indicator is divided into intuitive input groups for easy configuration:
1. EMA Ribbon & Glow:
o Show EMA Ribbon & Glow: Master toggle to enable/disable the entire ribbon and glow (default: true). Note: Real Close Dot is independent.
o ATR Length (Glow): Lookback for ATR calculation (default: 3; higher = smoother glow).
o ATR Multiplier (Glow Size): Scales the glow width (default: 0.15; higher = wider zone).
o Show Real Close Dot: Toggle for the orange dot at real closes (default: true).
o Real Close Dot Color: Customize the dot's color (default: orange).
2. Structural Pivots:
o Show Pivot Labels: Toggle visibility of high/low symbols (default: true).
o Pivot Symbol Style: Choose from pairs like "๏ธฝ ๏ธพ" (low/high) or "โข" (dots) (default: "โข").
o Label Size: Adjust symbol size (Tiny to Huge; default: Normal).
o Pivot High/Low Label Colors: Set colors for labels (default: white).
o Show Breakout Lines: Toggle lines from pivot to breakout (default: true).
o Line Width: Thickness of breakout lines (default: 2).
o Line Style: Solid, Dashed, or Dotted (default: Solid).
o Resistance Break Line (Bullish): Color for upside breaks (default: green).
o Support Break Line (Bearish): Color for downside breaks (default: red).
No additional inputs are required for the ATR table, as it's always displayed on the last bar for quick reference.
Usage Tips
โข Trend Identification: Use the EMA ribbon colors to gauge momentumโfull green for strong bulls, red for bears. The glow zone can act as a dynamic entry/exit area (e.g., buy near bullish glow support).
โข Breakout Trading: Watch for pivot labels and BOS lines as signals for trend reversals. Combine with volume or other indicators for confirmation.
โข Volatility Awareness: The displayed ATR(14) helps in position sizing; for example, set stops at 1-2x ATR from entry.
โข Chart Compatibility: Works best on candlestick or Heikin Ashi charts. For lower timeframes, reduce ATR length for faster reactivity; increase for higher timeframes.
โข Limitations: Pivots are reactive and may lag in ranging markets. Glow is based on historical ATR, so it doesn't predict future volatility.
This indicator is in beta (v1.0) and open to feedback for improvements. Add it to your chart via TradingView's indicator search and experiment with settings to fit your strategy!
Focusprofit. Trade ModelDescription (EN)
FocusProfit. Trade Model is a systematic tool for automated detection of market structure, key swing levels, and trend-shift events. The indicator integrates impulse and corrective structure analysis, CHOCH, BOS, and IDM logic, forming a complete price-behavior model in real time with no repainting.
The algorithm automatically identifies the main and corrective structure, tracks HL/LH and HH/LL formation, fixes IDM before a potential reversal, and determines the exact moment when the trend flips. After confirmation, a new structure is established, allowing you to clearly understand the current market phase and the zones where high-quality trading opportunities appear.
Designed for trend trading, reversal identification, liquidity analysis, and building systematic trading strategies. Works on all markets and timeframes.
ะะฟะธัะฐะฝะธะต (RU)
FocusProfit. Trade Model โ ััะพ ัะธััะตะผะฝัะน ะธะฝััััะผะตะฝั ะดะปั ะฐะฒัะพะผะฐัะธัะตัะบะพะณะพ ะพะฟัะตะดะตะปะตะฝะธั ััะฝะพัะฝะพะน ััััะบัััั, ะบะปััะตะฒัั
ัะบัััะตะผัะผะพะฒ ะธ ะผะพะผะตะฝัะพะฒ ัะผะตะฝั ััะตะฝะดะฐ. ะะฝะดะธะบะฐัะพั ะพะฑัะตะดะธะฝัะตั ะฐะฝะฐะปะธะท ะธะผะฟัะปััะฐ ะธ ะบะพััะตะบัะธะธ, CHOCH, BOS ะธ IDM, ัะพัะผะธััั ะฟะพะปะฝัั ะผะพะดะตะปั ะฟะพะฒะตะดะตะฝะธั ัะตะฝั ะฒ ัะตะฐะปัะฝะพะผ ะฒัะตะผะตะฝะธ ะฑะตะท ะฟะตัะตัะธัะพะฒะบะธ.
ะะปะณะพัะธัะผ ะฐะฒัะพะผะฐัะธัะตัะบะธ ะฒัะดะตะปัะตั ะพัะฝะพะฒะฝัั ะธ ะบะพััะตะบัะธะพะฝะฝัั ััััะบัััั, ะพััะปะตะถะธะฒะฐะตั ัะพัะผะธัะพะฒะฐะฝะธะต HL/LH ะธ HH/LL, ัะธะบัะธััะตั IDM ะฟะตัะตะด ะฟะพัะตะฝัะธะฐะปัะฝัะผ ัะฐะทะฒะพัะพัะพะผ ะธ ะพะฟัะตะดะตะปัะตั ัะพัะฝัะน ะผะพะผะตะฝั ัะผะตะฝั ะฝะฐะฟัะฐะฒะปะตะฝะธั. ะะพัะปะต ะฟะพะดัะฒะตัะถะดะตะฝะธั ัะพัะผะธััะตััั ะฝะพะฒะฐั ััััะบัััะฐ, ััะพ ะฟะพะทะฒะพะปัะตั ััะฝะพ ะฟะพะฝะธะผะฐัั ัะตะบัััั ัะฐะทั ััะฝะบะฐ ะธ ะฟะพัะฒะปะตะฝะธะต ะทะพะฝ ั ะฝะฐะธะฑะพะปััะธะผ ะฟะพัะตะฝัะธะฐะปะพะผ ะดะปั ัะฐะฑะพัั.
ะะพะดั
ะพะดะธั ะดะปั ััะตะฝะดะพะฒะพะน ัะพัะณะพะฒะปะธ, ะฟะพะธัะบะฐ ัะฐะทะฒะพัะพัะฝัั
ะทะพะฝ, ะฐะฝะฐะปะธะทะฐ ะปะธะบะฒะธะดะฝะพััะธ ะธ ะฟะพัััะพะตะฝะธั ัะธััะตะผะฝัั
ัะพัะณะพะฒัั
ัััะฐัะตะณะธะน. ะ ะฐะฑะพัะฐะตั ะฝะฐ ะฒัะตั
ะธะฝััััะผะตะฝัะฐั
ะธ ัะฐะนะผััะตะนะผะฐั
.
BifaneiroSinaleiro V3 ULTIMATEBifaneiroSinaleiro V3 ULTIMATE - Complete ICT Analysis System & Signal Generator
This isn't just an indicator - it's your 24/7 ICT analyst that does the manual work for you.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ฅ WHAT IT DOES FOR YOU:
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
โ
Marks ALL ICT Concepts Automatically:
- Fair Value Gaps (LTF + HTF with priority)
- Market Structure (BOS/CHoCH in real-time)
- Breaker Blocks (validated with volume + killzone)
- Liquidity Sweeps (Asian High/Low runs)
- Premium/Discount Arrays + OTE Zones
- Institutional Sessions (London, NY Silver Bullets)
โ
Advanced Pattern Recognition:
- Turtle Soup (sweep + reversal)
- Unicorn Model (sweep โ BOS โ FVG)
- SMT Divergences (monitors correlated pairs)
- PO3/AMD Phases (Accumulation โ Manipulation โ Distribution)
โ
Intelligent Scoring System:
- 12+ confluence factors analyzed
- Minimum score 12 for signals (configurable)
- Score 20+ = EXTREME (enables 2nd trade in session)
- Visual score display on every signal
โ
Professional Trade Management:
- 1 trade per session (London, NY AM, NY PM) = max 3/day
- EXTREME mode: 2 trades per session = max 6/day
- Automatic stop loss (session range-based)
- Dynamic take profit (score-adjusted multiplier)
- Auto breakeven after 2.5x move
- EOD close (23:59) with P&L label
- Weekend close (Fri 23:55) with P&L label
โ
100% ICT Pure Methodology:
- NO EMAs, NO ATR, NO lagging indicators
- Pure price action: High/Low/Range only
- HTF confirmation via Premium/Discount (not EMAs!)
- Stop loss via Asian Range (not ATR!)
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
โก WHY IT'S DIFFERENT:
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Traditional indicators show 1-2 concepts. This shows 10+ simultaneously.
Manual ICT takes 2-3 hours per session. This does it in milliseconds.
Other systems guess. This scores with objective confluence.
You save hours daily. You trade better. You profit more consistently.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ WHAT YOU GET:
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
- Real-time dashboard (scores, confluences, structure)
- Precision signals (only in killzones, only with confluences)
- Trade tracking (win rate, RR, P&L by session)
- Multi-timeframe analysis (automatic)
- News block filter (configurable)
- Full customization (colors, thresholds, sessions)
- Comprehensive alerts (8+ types)
Works on: Forex, Indices, Commodities, Crypto
Best on: 1m-5m for execution, 15m+ for swing
Timezone: Configured for CET (UTC+1), easily adjustable
โ ๏ธ This is a professional tool requiring ICT/SMC understanding.
Not magic - it's methodology, automated.
๐ Stop drawing. Start trading. Add to chart now.
Qullamaggie Trading System ProQullamaggie Trading System
OVERVIEW
The Qullamaggie Trading System is a comprehensive indicator that implements Kristjan Qullamaggie's legendary "3 Timeless Setups" methodology. This professional-grade tool is designed for swing traders who want to identify high-probability momentum breakouts, episodic pivots, and parabolic short opportunities with institutional-level precision.
"The goal is not to trade often, but to trade well." - Qullamaggie
KEY FEATURES
1. Three Core Qullamaggie Setups
๐ Momentum Breakouts
Identifies stocks with 30-100%+ prior moves in the last 60 days
Detects tight consolidation patterns (2-8 weeks) with higher lows
Confirms breakouts with volume expansion (1.5x+ average)
Validates "surfing" behavior on 10-day and 20-day moving averages
Never buys below 50MA (configurable Qullamaggie rule)
โก Episodic Pivots (EP)
Detects gap-ups of 10%+ on massive volume (2x+ average)
Identifies earnings-driven EPs with special labeling
Confirms strong closes above the gap open
Highlights fundamental catalysts
๐ป Parabolic Shorts
Identifies overextended stocks (3+ consecutive up days)
RSI overbought threshold (75+)
30%+ extension from recent lows
Perfect for counter-trend shorting opportunities
2. Advanced Pattern Recognition
๐ก Coiling/VCP Detection (Gold Dots)
Identifies Volatility Contraction Patterns (VCP)
Shows when price is tight (<10% range) and volume is drying up
Indicates pre-breakout accumulation phase
Hover tooltip shows: Range %, Volume ratio, Which MA it's surfing
๐ Relative Strength New Highs (Blue Dots)
Tracks when RS line vs SPY/QQQ makes a new 50-day high
Identifies true market leaders BEFORE they breakout
Customizable benchmark (SPY, QQQ, or any index)
Hover tooltip shows: RS status and what it means
๐ฃ Pocket Pivots (Purple Dots)
Detects institutional accumulation inside the base
Volume > Highest down-volume of last 10 days
Bullish sign per Qullamaggie methodology
Hover tooltip shows: Current volume vs down-volume comparison
3. 5-Star Setup Quality Rating System
Based on deep research of Qullamaggie's methodology, the indicator rates every setup:
โญโญโญโญโญ (5-Star) - Exceptional Quality
Prior move 50%+ in 60 days
Above 50MA โ
RS at new high (market leader)
Range < 3% (extremely tight)
Volume dry โ expansion pattern
Perfect MA alignment (10>20>50>200)
Clean setup (not choppy)
โญโญโญโญ (4-Star) - Strong Quality
Prior move 30%+
Above 50MA โ
Strong RS
Range < 5%
Good volume pattern
โญโญโญ (3-Star) - Decent Quality
Prior move 20%+
Basic requirements met
Scoring Algorithm
Prior Move: 1.5 pts
Above 50MA: 1.0 pt
RS New High: 1.0 pt
Tightness: 1.0 pt
Volume Pattern: 1.0 pt
MA Alignment: 0.5 pt
Clean Setup: 0.5 pt
4. Professional "Pro Desk" Dashboard
A sleek, glassmorphism-style dashboard displays:
Prior Move (60d): Shows % move in last 60 days (green if >30%)
Above 50MA: YES โ or NO โ (Qullamaggie's core rule)
Setup Quality: โญโญโญโญโญ rating with color coding
ADR (20): Average Daily Range for volatility assessment
Trend: BULLISH ๐ข or MIXED ๐ก based on MA stack
RS vs Index: NEW HIGH ๐, STRONG ๐ช, or WEAK ๐
Status: BREAKOUT ๐, EPISODIC โก, COILING ๐ธ๏ธ, PARABOLIC ๐ป, or WAITING โณ
Volume: EXPANSION ๐, DRY UP ๐, or NORMAL
Range (10d): Current 10-day range percentage
4 Premium Themes:
Deep Space (default)
Bloomberg
Clean Light
Midnight
5. Qullamaggie Filters (Configurable)
All core Qullamaggie rules are configurable:
โ
Require Prior Move (default: ON)
Min Prior Move %: 30% (adjustable)
Lookback: 60 days (adjustable)
โ
Require Above 50MA (default: ON)
Qullamaggie rarely buys below 50MA
โ
Volume Expansion (default: 1.5x)
Adjustable multiplier
โ
Consolidation Range (default: 10%)
Max allowed range for tight consolidation
6. Visual Elements
Moving Averages
10-day EMA (Cyan) - Primary trailing stop
20-day SMA (Purple) - Secondary support
50-day SMA (Orange) - Key Qullamaggie filter
200-day SMA (Grey) - Long-term trend
Dynamic coloring: Fades when MA is declining
Signal Labels
BO (Green) - Breakout confirmed
EP (Blue) - Episodic Pivot
EP (Earn) (Blue) - Earnings-driven EP
P-Short (Red) - Parabolic Short setup
Consolidation Boxes
Golden dotted boxes show active consolidation zones
Updates in real-time as price tightens
Trailing Stop Line
Visual 10-EMA crosshair when price is trending
Helps manage trades per Qullamaggie's rules
7. Comprehensive Alert System
6 customizable alerts:
Breakout Alert - When all criteria are met
EP Alert - Episodic Pivot detected
Parabolic Short Alert - Short setup triggered
Coil Alert - Price coiling (anticipation phase)
RS New High Alert - Relative strength breakout
Below 50MA Alert - EXIT signal when price drops below 50MA
๐ HOW TO USE
For Breakout Trading:
Look for Gold Coil Dots (โ) appearing near 10/20MA
Wait for Green "BO" label with volume expansion
Check Setup Quality: Only trade โญโญโญโญ or โญโญโญโญโญ setups
Verify Above 50MA = YES โ
Confirm Prior Move > 30%
Enter on breakout, stop at low of day (or 10EMA)
For Episodic Pivots:
Look for Blue "EP" or "EP (Earn)" labels
Earnings-driven EPs are highest quality
Enter at open or ORH (Opening Range High)
Stop at low of gap day
For Market Leaders:
Watch for Blue RS Dots (โ) above price
These appear when stock outperforms the index
Often precedes major breakouts
Combine with Coil Dots for "Power Play" setups
Chop + MSS/FVG Retest (Ace v1.6) โ IndicatorWhat this indicator does
Name: Chop + MSS/FVG Retest (Ace v1.6) โ Indicator
This is an entry model helper, not just a BOS/MSS marker.
It looks for clean trend-side setups by combining:
MSS (Market Structure Shift) using swing highs/lows
3-bar ICT Fair Value Gaps (FVG)
First retest back into the FVG
A built-in chop / trend filter based on ATR and a moving average
When everything lines up, it plots:
L below the candle = Long candidate
S above the candle = Short candidate
You pair this with a higher-timeframe filter (like the Chop Meter 1H/30M/15M) to avoid pressing the button in garbage environments.
How it works (simple explanation)
Chop / Trend filter
Computes ATR and compares each barโs range to ATR.
If the bar is small vs ATR โ more likely CHOP.
If the bar is big vs ATR โ more likely TREND.
Uses a moving average:
Above MA + TREND โ trendLong zone
Below MA + TREND โ trendShort zone
MSS (Market Structure Shift)
Uses swing highs/lows (left/right bars) to track the last significant high/low.
Bullish MSS: close breaks above last swing high with displacement.
Bearish MSS: close breaks below last swing low with displacement.
Those events are marked as tiny triangles (MSS up/down).
A MSS only stays โvalidโ for a certain number of bars (Bars after MSS allowed).
3-bar ICT FVG
Bullish FVG: low > high
โ gap between bar 3 high and bar 2 low.
Bearish FVG: high < low
โ gap between bar 3 low and bar 2 high.
The indicator stores the FVG boundaries (top/bottom).
Retest of FVG
Watches for price to trade back into that gap (first touch).
That retest is the โentry zoneโ after the MSS.
Final Long / Short condition
Long (L) prints when:
Recent bullish MSS
Bullish FVG has formed
Price retests the bullish FVG
Environment = trendLong (ATR + above MA)
Not CHOP
Short (S) prints when:
Recent bearish MSS
Bearish FVG has formed
Price retests the bearish FVG
Environment = trendShort (ATR + below MA)
Not CHOP
So the L/S markers are โmodel-approved entry candlesโ, not just any random BOS.
Inputs / Settings
Key inputs youโll see:
ATR length (chop filter)
How many bars to use for ATR in the chop / trend filter.
Lower = more sensitive, twitchy
Higher = smoother, slower to change
Max chop ratio
If barRange / ATR is below this โ treat as CHOP.
Min trend ratio
If barRange / ATR is above this โ treat as TREND.
Hide MSS/BOS marks in CHOP?
ON = MSS triangles disappear when the bar is classified as CHOP
Keeps your chart cleaner in consolidation
Swing left / right bars
Controls how tight or wide the swing highs/lows are for MSS:
Smaller = more sensitive, more MSS points
Larger = fewer, more significant swings
Bars after MSS allowed
How many bars after a MSS the indicator will still allow FVG entries.
Small value (e.g. 10) = MSS must deliver quickly or itโs ignored.
Larger (e.g. 20) = MSS idea stays โin playโ longer.
Visual RR (for info only)
Just for plotting relative risk-reward in your head.
This is not a strategy tester; it doesnโt manage positions.
What you see on the chart
Small green triangle up = Bullish MSS
Small red triangle down = Bearish MSS
โLโ triangle below a bar = Long idea (MSS + FVG retest + trendLong + not chop)
โSโ triangle above a bar = Short idea (MSS + FVG retest + trendShort + not chop)
Faint circle plots on price:
When the filter sees CHOP
When it sees Trend Long zone
When it sees Trend Short zone
You do not have to trade every L or S.
Theyโre there to show โthis is where the model would have considered an entry.โ
How to use it in your trading
1. Use it with a higher-timeframe filter
Best practice:
Use this with the Chop Meter 1H/30M/15M or some other HTF filter.
Only consider L/S when:
Chop Meter = TRADE / NORMAL, and
This indicator prints L or S in the right location (premium/discount, near OB/FVG, etc.)
If higher-timeframe says NO TRADE, you ignore all L/S.
2. Location > Signal
Treat L/S as confirmation, not the whole story.
For shorts (S):
Look for premium zones (previous highs, OBs, fair value ranges above mid).
Want purge / raid of liquidity + MSS down + bearish FVG retest โ then S.
For longs (L):
Look for discount zones (previous lows, OBs/FVGs below mid).
Want stop raid / purge low + MSS up + bullish FVG retest โ then L.
If you see L/S firing in the middle of a bigger range, thatโs where you skip and let it go.
3. Instrument presets (example)
You can tune the ATR/chop settings per instrument:
MNQ (noisy, 1m chart):
ATR length: 21
Max chop ratio: 0.90
Min trend ratio: 1.40
Bars after MSS allowed: 10
GOLD (cleaner, 3m chart):
ATR length: 14
Max chop ratio: 0.80
Min trend ratio: 1.30
Bars after MSS allowed: 20
You can save those as presets in the TV settings for quick switching.
4. How to practice with it
Open replay on a couple of days.
Check Chop Meter โ if NO TRADE, just observe.
When Chop Meter says TRADE:
Mark where L/S printed.
Ask:
Was this in premium/discount?
Was there SMT / purge on HTF?
Did the move actually deliver, or did it die?
Screenshot the A+ L/S and the ugly ones; refine:
ATR length
Chop / trend thresholds
MSS lookback
Your goal is to get it to where:
The L/S marks show up mostly in the same places your eye already likes,
and you ignore the rest.
Demand & Supply by DaoEA โ v1.1Demand & Supply by DaoEA
This indicator is designed to help traders identify key demand and supply zones, displaying strong price action patterns such as Pin Bar, Engulfing, Hammer, and Shooting Star to confirm reversal points.
Key Features
Automatically identifies Supply & Demand Zones and extends them to the right.
Displays Break of Structure (BOS) when prices break out of these zones.
Tracks Swing Highs/Lows and analyzes HH, HL, LH, and LL.
Highlights strong price action patterns such as Bullish/Bearish Pin Bars, Engulfing, Hammer, and Shooting Star.
Customizable zones, colors, and labels.
Overlay zone protection. To avoid over-cluttering the chart,
Usage
Use with higher timeframes (H1 and above) to identify high demand and supply points.
Switch to smaller timeframes (M15โM30) to identify entry and exit opportunities.
Wait for a strong BOS + PA to confirm the signal.
Suitable for scalpers, swing traders, and Smart Money Concept (SMC) traders who want to clearly understand market structure.
ZOBAKAFXAI โ SMART STRUCTURE CLEAN MODE V4.1 (Gold Edition)ZOBAKAFXAI โ Institutional Smart Structure (Gold Edition) is an advanced, professional trading indicator built for traders who want to trade with clarity, structure, and precision.
This indicator is designed around Smart Money Concepts (SMC) and Institutional Market Structure, helping traders clearly see where the market is trending, where liquidity sits, and where high-probability trading opportunities exist.
Unlike traditional indicators, this tool focuses on price action behavior, structure shifts, and institutional-style logic rather than lagging signals.
๐ฅ WHAT THIS INDICATOR DOES
This indicator automatically detects and plots:
โข Break of Structure (BOS)
โข Change of Character (CHOCH)
โข Swing Highs and Swing Lows
โข Order Blocks
โข Breaker Blocks
โข Fair Value Gaps (FVG)
โข Institutional Premium / Discount Zones
โข Trend-based market direction
Everything is displayed in a clean, minimal, and gold-themed interface for easy chart reading.
โ
WHO THIS INDICATOR IS FOR
This tool is perfect for:
โข Forex traders
โข Gold (XAUUSD) traders
โข Indices traders
โข Crypto traders
โข Funded account traders
โข Beginners who want structure
โข Advanced traders who want precision
It works perfectly on:
โ MT4/MT5 chart analysis
โ TradingView Web & Mobile
โ Low and high timeframes
โ HOW TO USE
โข Wait for structure confirmation (BOS or CHOCH)
โข Trade from Premium zones (for sells)
โข Trade from Discount zones (for buys)
โข Follow the trend direction
โข Use proper risk management
This indicator is a decision-support tool, not a magic system.
โ RISK DISCLAIMER
This indicator is for educational and analysis purposes only.
Trading involves risk.
Past results do not guarantee future performance.
Always use stop loss and proper risk management.
๐ฒ COMMUNITY & SUPPORT
Join our community for updates and support:
๐ t.me
ยฉ ZOBAKAFXAI
All rights reserved.
SMC MTF + FVG + Trailing TP 100% [FIXED]Component Description
Entry Timeframe: H1
Trend Filter: D1 (EMA50 vs EMA200)
Trend Filter Only enter BUY orders if EMA50 > EMA200 on D1 (uptrend)
Only enter SELL orders if EMA50 < EMA200 (downtrend)
Break of Structure (BOS) Identify the previous swing high/low breakout point
Order Block (OB) The candle area before BOS is marked with an orange box
Fair Value Gap (FVG) Check for the presence of a price gap to confirm Entry
Trailing TP Trigger trailing after reaching the desired R (in pips or ATR)
Scout Regiment - D17# Scout Regiment - D17 Indicator
## English Documentation
### Overview
Scout Regiment - D17 is a comprehensive TradingView indicator that combines multiple technical analysis tools into one powerful overlay indicator. It provides traders with market structure analysis, divergence detection, volume profiling, smart money concepts, and session analysis.
### Key Features
#### 1. **EMA (Exponential Moving Averages)**
- **Purpose**: Trend identification and dynamic support/resistance levels
- **Configuration**: 13 customizable EMAs with adjustable periods
- **Default Active EMAs**: EMA 3 (21), EMA 5 (55), EMA 7 (144), EMA 8 (233)
- **Uses**: Identify trend direction, entry/exit points, and trend strength
- **Color Coding**: Different colors for easy visual distinction
#### 2. **TFMA (Timeframe Moving Averages)**
- **Purpose**: Multi-timeframe trend analysis
- **Features**:
- 3 EMAs on higher timeframes
- Dynamic labels showing trend direction
- Price difference percentage display
- Customizable timeframe settings
- **Default Settings**: 21-period timeframe with lengths 55, 144, and 233
- **Benefits**: Align trades with higher timeframe trends
#### 3. **DFMA (Daily Frame Moving Averages)**
- **Purpose**: Daily timeframe perspective on any chart
- **Features**: Similar to TFMA but specifically for daily analysis
- **Default Timeframe**: 1D (Daily)
- **Use Case**: Long-term trend confirmation and positioning
#### 4. **PMA (Price Moving Averages)**
- **Purpose**: Price channel analysis with filled areas
- **Configuration**: 7 customizable moving averages with fill zones
- **Default Lengths**: 12, 144, 169, 288, 338, 576, 676
- **Visual**: Color-filled zones between selected MAs for channel trading
#### 5. **VWAP (Volume Weighted Average Price)**
- **Purpose**: Institutional trading levels and fair value
- **Features**:
- Multiple anchor periods (Session, Week, Month, Quarter, Year, etc.)
- Standard deviation bands
- Corporate event anchoring (Earnings, Dividends, Splits)
- **Use Case**: Identify institutional support/resistance and mean reversion opportunities
#### 6. **Divergence Detector**
- **Purpose**: Identify potential trend reversals
- **Supported Indicators**: MACD, MACD Histogram, RSI, Stochastic, CCI, Williams %R, Bias, Momentum, OBV, SOBV, VWmacd, CMF, MFI, and external indicators
- **Divergence Types**:
- Regular Bullish/Bearish
- Hidden Bullish/Bearish
- **Features**:
- Automatic divergence line drawing
- Customizable detection parameters
- Color-coded alerts
#### 7. **Volume Profile & Node Detection**
- **Purpose**: Identify key price levels based on volume distribution
- **Features**:
- Volume Profile with POC (Point of Control)
- Value Area High (VAH) and Value Area Low (VAL)
- Peak and trough volume node detection
- Highest/lowest volume node highlighting
- **Lookback**: Configurable (default 377 bars)
- **Use Case**: Identify support/resistance zones and liquidity areas
#### 8. **Smart Money Concepts**
- **Purpose**: Track institutional trading patterns
- **Features**:
- Market Structure (BOS - Break of Structure, CHoCH - Change of Character)
- Internal and Swing structures
- Strong/Weak Highs and Lows
- Equal Highs/Lows detection
- Fair Value Gaps (FVG)
- **Modes**: Historical or Present (latest only)
- **Use Case**: Trade with institutional flow
#### 9. **Trading Sessions**
- **Purpose**: Analyze market behavior during different global sessions
- **Available Sessions**:
- Asian Session
- Sydney, Tokyo, Shanghai, Hong Kong
- European Session
- London, New York, NYSE
- **Features**:
- Session boxes with high/low visualization
- Real-time countdown timers
- Volume and price change tracking
- Information table with session statistics
- **Customization**: Choose which sessions to display, colors, and box styles
### How to Use
#### For Trend Following:
1. Enable EMAs 3, 5, 7, and 8
2. Use TFMA for higher timeframe confirmation
3. Look for price above/below key EMAs for trend direction
4. Use VWAP as additional confirmation
#### For Reversal Trading:
1. Enable Divergence Detector with MACD Histogram and Bias
2. Look for divergences at key support/resistance levels
3. Confirm with Smart Money CHoCH signals
4. Use Volume Profile nodes as entry/exit targets
#### For Intraday Trading:
1. Enable Trading Sessions
2. Focus on high-volume sessions (London, New York overlap)
3. Use session highs/lows as support/resistance
4. Trade Fair Value Gaps during active sessions
#### For Swing Trading:
1. Use DFMA for daily trend
2. Enable PMA for channel identification
3. Look for price reactions at volume profile value areas
4. Confirm with swing structure breaks
### Best Practices
1. **Don't Overcrowd**: Enable only the components you need for your strategy
2. **Multi-Timeframe Analysis**: Always check higher timeframe TFMA/DFMA
3. **Confluence**: Look for multiple signals confirming the same direction
4. **Volume Confirmation**: Use Volume Profile to validate price action
5. **Session Awareness**: Be aware of which session is active for volatility expectations
### Performance Optimization
- Disable unused features to improve chart loading speed
- Use "Present Mode" for Smart Money Concepts if historical data isn't needed
- Reduce Volume Profile lookback period on slower devices
### Alerts
The indicator includes alert conditions for:
- All divergence types (8 conditions)
- Smart Money structure breaks (8 conditions)
- Equal highs/lows detection
- Fair Value Gaps formation
---
## ไธญๆ่ฏดๆๆๆกฃ
### ๆฆ่ฟฐ
Scout Regiment - D17 ๆฏไธๆฌพ็ปผๅๆงTradingViewๆๆ ๏ผๅฐๅคไธชๆๆฏๅๆๅทฅๅ
ทๆดๅๅฐไธไธชๅผบๅคง็ๅ ๅ ๆๆ ไธญใๅฎไธบไบคๆ่
ๆไพๅธๅบ็ปๆๅๆใ่็ฆปๆฃๆตใๆไบค้ๅๆใ่ชๆ้ฑๆฆๅฟตๅๆถๅบๅๆใ
### ๆ ธๅฟๅ่ฝ
#### 1. **EMA๏ผๆๆฐ็งปๅจๅนณๅ็บฟ๏ผ**
- **็จ้**๏ผ่ถๅฟ่ฏๅซๅๅจๆๆฏๆ้ปๅไฝ
- **้
็ฝฎ**๏ผ13ๆกๅฏ่ชๅฎไนๅจๆ็EMA
- **้ป่ฎคๅฏ็จ**๏ผEMA 3๏ผ21๏ผใEMA 5๏ผ55๏ผใEMA 7๏ผ144๏ผใEMA 8๏ผ233๏ผ
- **ๅบ็จ**๏ผ่ฏๅซ่ถๅฟๆนๅใ่ฟๅบๅบ็นไฝๅ่ถๅฟๅผบๅบฆ
- **้ข่ฒ็ผ็ **๏ผไธๅ้ข่ฒไพฟไบ่ง่งๅบๅ
#### 2. **TFMA๏ผๆถ้ดๆกๆถ็งปๅจๅนณๅ็บฟ๏ผ**
- **็จ้**๏ผๅคๆถ้ดๆกๆถ่ถๅฟๅๆ
- **็น็น**๏ผ
- 3ๆกๆด้ซๆถ้ดๆกๆถ็EMA
- ๆพ็คบ่ถๅฟๆนๅ็ๅจๆๆ ็ญพ
- ไปทๆ ผๅทฎๅผ็พๅๆฏๆพ็คบ
- ๅฏ่ชๅฎไนๆถ้ดๆกๆถ่ฎพ็ฝฎ
- **้ป่ฎค่ฎพ็ฝฎ**๏ผ21ๅจๆๆถ้ดๆกๆถ๏ผ้ฟๅบฆไธบ55ใ144ๅ233
- **ไผๅฟ**๏ผไฝฟไบคๆไธๆด้ซๆถ้ดๆกๆถ่ถๅฟไฟๆไธ่ด
#### 3. **DFMA๏ผๆฅ็บฟๆกๆถ็งปๅจๅนณๅ็บฟ๏ผ**
- **็จ้**๏ผๅจไปปไฝๅพ่กจไธๆไพๆฅ็บฟๆถ้ดๆกๆถ่ง่ง
- **็น็น**๏ผไธTFMA็ฑปไผผ๏ผไฝไธ้จ็จไบๆฅ็บฟๅๆ
- **้ป่ฎคๆถ้ดๆกๆถ**๏ผ1D๏ผๆฅ็บฟ๏ผ
- **ไฝฟ็จๅบๆฏ**๏ผ้ฟๆ่ถๅฟ็กฎ่ฎคๅๅฎไฝ
#### 4. **PMA๏ผไปทๆ ผ็งปๅจๅนณๅ็บฟ๏ผ**
- **็จ้**๏ผไปทๆ ผ้้ๅๆไธๅกซๅ
ๅบๅ
- **้
็ฝฎ**๏ผ7ๆกๅฏ่ชๅฎไน็็งปๅจๅนณๅ็บฟ๏ผๅธฆๅกซๅ
ๅบๅ
- **้ป่ฎค้ฟๅบฆ**๏ผ12ใ144ใ169ใ288ใ338ใ576ใ676
- **่ง่งๆๆ**๏ผ้ๅฎMAไน้ด็ๅฝฉ่ฒๅกซๅ
ๅบๅ๏ผ็จไบ้้ไบคๆ
#### 5. **VWAP๏ผๆไบค้ๅ ๆๅนณๅไปทๆ ผ๏ผ**
- **็จ้**๏ผๆบๆไบคๆๆฐดๅนณๅๅ
ฌๅ
ไปทๅผ
- **็น็น**๏ผ
- ๅคไธช้ๅฎๅจๆ๏ผไบคๆๆฅใๅจใๆใๅญฃๅบฆใๅนด็ญ๏ผ
- ๆ ๅๅทฎๆณขๆฎต
- ไผไธไบไปถ้ๅฎ๏ผ่ดขๆฅใๅ็บขใๆ่ก๏ผ
- **ไฝฟ็จๅบๆฏ**๏ผ่ฏๅซๆบๆๆฏๆ้ปๅๅๅๅผๅๅฝๆบไผ
#### 6. **่็ฆปๆฃๆตๅจ**
- **็จ้**๏ผ่ฏๅซๆฝๅจ่ถๅฟๅ่ฝฌ
- **ๆฏๆๆๆ **๏ผMACDใMACDๆฑ็ถๅพใRSIใ้ๆบๆๆ ใCCIใๅจๅปๆๆ ใไน็ฆป็ใๅจ้ใOBVใSOBVใVWmacdใCMFใMFIๅๅค้จๆๆ
- **่็ฆป็ฑปๅ**๏ผ
- ๅธธ่ง็ๆถจ/็่ท่็ฆป
- ้่็ๆถจ/็่ท่็ฆป
- **็น็น**๏ผ
- ่ชๅจ็ปๅถ่็ฆป่ฟ็บฟ
- ๅฏ่ชๅฎไนๆฃๆตๅๆฐ
- ้ข่ฒ็ผ็ ่ญฆๆฅ
#### 7. **ๆไบค้ๅๅธไธ่็นๆฃๆต**
- **็จ้**๏ผๅบไบๆไบค้ๅๅธ่ฏๅซๅ
ณ้ฎไปทๆ ผๆฐดๅนณ
- **็น็น**๏ผ
- ๆไบค้ๅๅธๅพไธPOC๏ผๆงๅถ็น๏ผ
- ไปทๅผๅบๅ้ซ็น๏ผVAH๏ผๅไฝ็น๏ผVAL๏ผ
- ๅณฐๅผๅไฝ่ฐทๆไบค้่็นๆฃๆต
- ๆ้ซ/ๆไฝๆไบค้่็น็ชๅบๆพ็คบ
- **ๅๆบฏๆ**๏ผๅฏ้
็ฝฎ๏ผ้ป่ฎค377ๆ นK็บฟ๏ผ
- **ไฝฟ็จๅบๆฏ**๏ผ่ฏๅซๆฏๆ้ปๅๅบๅๅๆตๅจๆงๅบๅ
#### 8. **่ชๆ้ฑๆฆๅฟต**
- **็จ้**๏ผ่ฟฝ่ธชๆบๆไบคๆๆจกๅผ
- **็น็น**๏ผ
- ๅธๅบ็ปๆ๏ผBOS-็ช็ ด็ปๆใCHoCH-็ปๆ่ฝฌๅ๏ผ
- ๅ
้จๅๆๅจ็ปๆ
- ๅผบ/ๅผฑ้ซไฝ็น
- ็ญ้ซ/็ญไฝๆฃๆต
- ๅ
ฌๅ
ไปทๅผ็ผบๅฃ๏ผFVG๏ผ
- **ๆจกๅผ**๏ผๅๅฒๆจกๅผๆๅฝๅๆจกๅผ๏ผไป
ๆๆฐ๏ผ
- **ไฝฟ็จๅบๆฏ**๏ผ่ท้ๆบๆ่ต้ๆตๅจไบคๆ
#### 9. **ไบคๆๆถๅบ**
- **็จ้**๏ผๅๆไธๅๅ
จ็ๆถๆฎต็ๅธๅบ่กไธบ
- **ๅฏ็จๆถๆฎต**๏ผ
- ไบๆดฒๆถๆฎต
- ๆๅฐผใไธไบฌใไธๆตทใ้ฆๆธฏ
- ๆฌงๆดฒๆถๆฎต
- ไผฆๆฆใ็บฝ็บฆใ็บฝไบคๆ
- **็น็น**๏ผ
- ๆถๆฎตๆนๆกๆพ็คบ้ซไฝ็น
- ๅฎๆถๅ่ฎกๆถ
- ๆไบค้ๅไปทๆ ผๅๅ่ฟฝ่ธช
- ๆถๆฎต็ป่ฎกไฟกๆฏ่กจๆ ผ
- **่ชๅฎไน**๏ผ้ๆฉๆพ็คบๅชไบๆถๆฎตใ้ข่ฒๅๆนๆกๆ ทๅผ
### ไฝฟ็จๆนๆณ
#### ่ถๅฟ่ท้็ญ็ฅ๏ผ
1. ๅฏ็จEMA 3ใ5ใ7ๅ8
2. ไฝฟ็จTFMA่ฟ่กๆด้ซๆถ้ดๆกๆถ็กฎ่ฎค
3. ่งๅฏไปทๆ ผๅจๅ
ณ้ฎEMAไธๆน/ไธๆน็กฎๅฎ่ถๅฟๆนๅ
4. ไฝฟ็จVWAPไฝไธบ้ขๅค็กฎ่ฎค
#### ๅ่ฝฌไบคๆ็ญ็ฅ๏ผ
1. ๅฏ็จ่็ฆปๆฃๆตๅจ๏ผMACDๆฑ็ถๅพๅไน็ฆป็๏ผ
2. ๅจๅ
ณ้ฎๆฏๆ้ปๅไฝๅฏปๆพ่็ฆป
3. ็จ่ชๆ้ฑCHoCHไฟกๅท็กฎ่ฎค
4. ไฝฟ็จๆไบค้ๅๅธ่็นไฝไธบ่ฟๅบๅบ็ฎๆ
#### ๆฅๅ
ไบคๆ็ญ็ฅ๏ผ
1. ๅฏ็จไบคๆๆถๅบ
2. ๅ
ณๆณจ้ซๆไบค้ๆถๆฎต๏ผไผฆๆฆใ็บฝ็บฆ้ๅ ๆถๆฎต๏ผ
3. ไฝฟ็จๆถๆฎต้ซไฝ็นไฝไธบๆฏๆ้ปๅ
4. ๅจๆดป่ทๆถๆฎตไบคๆๅ
ฌๅ
ไปทๅผ็ผบๅฃ
#### ๆณขๆฎตไบคๆ็ญ็ฅ๏ผ
1. ไฝฟ็จDFMA็กฎๅฎๆฅ็บฟ่ถๅฟ
2. ๅฏ็จPMA่ฏๅซ้้
3. ่งๅฏไปทๆ ผๅจๆไบค้ๅๅธไปทๅผๅบๅ็ๅๅบ
4. ็จๆๅจ็ปๆ็ช็ ด็กฎ่ฎค
### ๆไฝณๅฎ่ทต
1. **้ฟๅ
่ฟๅบฆๆฅๆค**๏ผไป
ๅฏ็จ็ญ็ฅๆ้็็ปไปถ
2. **ๅคๆถ้ดๆกๆถๅๆ**๏ผๅง็ปๆฃๆฅๆด้ซๆถ้ดๆกๆถ็TFMA/DFMA
3. **ๆฑๅ็น**๏ผๅฏปๆพๅคไธชไฟกๅท็กฎ่ฎคๅไธๆนๅ
4. **ๆไบค้็กฎ่ฎค**๏ผไฝฟ็จๆไบค้ๅๅธ้ช่ฏไปทๆ ผ่กไธบ
5. **ๆถๆฎตๆ่ฏ**๏ผไบ่งฃๅฝๅๆดป่ทๆถๆฎตไปฅ้ขๆๆณขๅจๆง
### ๆง่ฝไผๅ
- ็ฆ็จๆชไฝฟ็จ็ๅ่ฝไปฅๆ้ซๅพ่กจๅ ่ฝฝ้ๅบฆ
- ๅฆๆไธ้่ฆๅๅฒๆฐๆฎ๏ผๅฏน่ชๆ้ฑๆฆๅฟตไฝฟ็จ"ๅฝๅๆจกๅผ"
- ๅจ่พๆ
ข่ฎพๅคไธๅๅฐๆไบค้ๅๅธๅๆบฏๆ
### ่ญฆๆฅ
ๆๆ ๅ
ๅซไปฅไธ่ญฆๆฅๆกไปถ๏ผ
- ๆๆ่็ฆป็ฑปๅ๏ผ8ไธชๆกไปถ๏ผ
- ่ชๆ้ฑ็ปๆ็ช็ ด๏ผ8ไธชๆกไปถ๏ผ
- ็ญ้ซ/็ญไฝๆฃๆต
- ๅ
ฌๅ
ไปทๅผ็ผบๅฃๅฝขๆ
---
## Technical Support
For questions or issues, please refer to the TradingView community or contact the indicator creator.
## ๆๆฏๆฏๆ
ๅฆๆ้ฎ้ข๏ผ่ฏทๅ่TradingView็คพๅบๆ่็ณปๆๆ ๅๅปบ่
ใ
Chronos Reversal Labs - SPChronos Reversal Labs - Shadow Portfolio
Chronos Reversal Labs - Shadow Portfolio: combines reinforcement learning optimization with adaptive confluence detection through a shadow portfolio system. Unlike traditional indicator mashups that force traders to manually interpret conflicting signals, this system deploys 4 multi-armed bandit algorithms to automatically discover which of 5 specialized confluence strategies performs best in current market conditions, then validates those discoveries through parallel shadow portfolios that track virtual P&L for each strategy independently.
Core Innovation: Rather than relying on static indicator combinations, this system implements Thompson Sampling (Bayesian multi-armed bandits), contextual bandits (regime-specific learning), advanced chop zone detection (geometric pattern analysis), and historical pre-training to build a self-improving confluence detection engine. The shadow portfolio system runs 5 parallel virtual trading accountsโone per strategyโallowing the system to learn which confluence approach works best through actual position tracking with realistic exits.
Target Users: Intermediate to advanced traders seeking systematic reversal signals with mathematical rigor. Suitable for swing trading and day trading across stocks, forex, crypto, and futures on liquid instruments. Requires understanding of basic technical analysis and willingness to allow 50-100 bars for initial learning.
Why These Components Are Combined
The Fundamental Problem
No single confluence method works consistently across all market regimes. Kernel-based methods (entropy, DFA) excel during predictable phases but fail in chaos. Structure-based methods (harmonics, BOS) work during clear swings but fail in ranging conditions. Technical methods (RSI, MACD, divergence) provide reliable signals in trends but generate false signals during consolidation.
Traditional solutions force traders to either manually switch between methods (slow, error-prone) or interpret all signals simultaneously (cognitive overload). Both fail because they assume the trader knows which regime the market is in and which method works best.
The Solution: Meta-Learning Through Reinforcement Learning
This system solves the problem through automated strategy selection : Deploy 5 specialized confluence strategies designed for different market conditions, track their real-world performance through shadow portfolios, then use multi-armed bandit algorithms to automatically select the optimal strategy for the next trade.
Why Shadow Portfolios? Traditional bandit implementations use abstract "rewards." Shadow portfolios provide realistic performance measurement : Each strategy gets a virtual trading account with actual position tracking, stop-loss management, take-profit targets, and maximum holding periods. This creates risk-adjusted learning where strategies are evaluated on P&L, win rate, and drawdownโnot arbitrary scores.
The Five Confluence Strategies
The system deploys 5 orthogonal strategies with different weighting schemes optimized for specific market conditions:
Strategy 1: Kernel-Dominant (Entropy/DFA focused, optimal in predictable markets)
Shannon Entropy weight ร 2.5, DFA weight ร 2.5
Detects low-entropy predictable patterns and DFA persistence/mean-reversion signals
Failure mode: High-entropy chaos (hedged by Technical-Dominant)
Strategy 2: Structure-Dominant (Harmonic/BOS focused, optimal in clear swing structures)
Harmonics weight ร 2.5, Liquidity (S/R) weight ร 2.0
Uses swing detection, break-of-structure, and support/resistance clustering
Failure mode: Range-bound markets (hedged by Balanced)
Strategy 3: Technical-Dominant (RSI/MACD/Divergence focused, optimal in established trends)
RSI weight ร 2.0, MACD weight ร 2.0, Trend weight ร 2.0
Zero-lag RSI suite with 4 calculation methods, MACD analysis, divergence detection
Failure mode: Choppy/ranging markets (hedged by chop filter)
Strategy 4: Balanced (Equal weighting, optimal in unknown/transitional regimes)
All components weighted 1.2ร
Baseline performance during regime uncertainty
Strategy 5: Regime-Adaptive (Dynamic weighting by detected market state)
Chop zones: Kernel ร 2.0, Technical ร 0.3
Bull/Bear trends: Trend ร 1.5, DFA ร 2.0
Ranging: Mean reversion ร 1.5
Adapts explicitly to detected regime
Multi-Armed Bandit System: 4 Core Algorithms
What Is a Multi-Armed Bandit Problem?
Formal Definition: K arms (strategies), each with unknown reward distribution. Goal: Maximize cumulative reward while learning which arms are best. Challenge: Balance exploration (trying uncertain strategies) vs. exploitation (using known-best strategy).
Trading Application: Each confluence strategy is an "arm." After each trade, receive reward (P&L percentage). Bandits decide which strategy to trust for next signal.
The 4 Implemented Algorithms
1. Thompson Sampling (DEFAULT)
Category: Bayesian approach with probability distributions
How It Works: Model each strategy as Beta(ฮฑ, ฮฒ) where ฮฑ = wins, ฮฒ = losses. Sample from distributions, select highest sample.
Properties: Optimal regret O(K log T), automatic exploration-exploitation balance
When To Use: Best all-around choice, adaptive markets, long-term optimization
2. UCB1 (Upper Confidence Bound)
Category: Frequentist approach with confidence intervals
Formula: UCB_i = reward_mean_i + sqrt(2 ร ln(total_pulls) / pulls_i)
Properties: Deterministic, interpretable, same optimal regret as Thompson
When To Use: Prefer deterministic behavior, stable markets
3. Epsilon-Greedy
Category: Simple baseline with random exploration
How It Works: With probability ฮต (0.15): random strategy. Else: best average reward.
Properties: Simple, fast initial learning
When To Use: Baseline comparison, short-term testing
4. Contextual Bandit
Category: Context-aware Thompson Sampling
Enhancement: Maintains separate alpha/beta for Bull/Bear/Ranging regimes
Learning: "Strategy 2: 60% win rate in Bull, 40% in Bear"
When To Use: After 100+ bars, clear regime shifts
Shadow Portfolio System
Why Shadow Portfolios?
Traditional bandits use abstract scores. Shadow portfolios provide realistic performance measurement through actual position simulation.
How It Works
Position Opening:
When strategy generates validated signal:
Opens virtual position for selected strategy
Records: entry price, direction, entry bar, RSI method
Optional: Open positions for ALL strategies simultaneously (faster learning)
Position Management (Every Bar):
Current P&L: pnl_pct = (close - entry) / entry ร direction ร 100
Exit if: pnl_pct <= -2.0% (stop-loss) OR pnl_pct >= +4.0% (take-profit) OR held โฅ 100 bars (time)
Position Closing:
Calculate final P&L percentage
Update strategy equity, track win rate, gross profit/loss, max drawdown
Calculate risk-adjusted reward:
text
base_reward = pnl_pct / 10.0
win_rate_bonus = (win_rate - 0.5) ร 0.3
drawdown_penalty = -max_drawdown ร 0.05
total_reward = sigmoid(base + bonus + penalty)
Update bandit algorithms with reward
Update RSI method bandit
Statistics Tracked Per Strategy:
Equity curve (starts at $10,000)
Win rate percentage
Max drawdown
Gross profit/loss
Current open position
This creates closed-loop learning : Strategies compete โ Best performers selected โ Bandits learn quality โ System adapts automatically.
Historical Pre-Training System
The Problem with Live-Only Learning
Standard bandits start with zero knowledge and need 50-100 signals to stabilize. For weekly timeframe traders, this could take years.
The Solution: Historical Training
During Chart Load: System processes last 300-1000 bars (configurable) in "training mode":
Detect signals using Balanced strategy (consistent baseline)
For each signal, open virtual training positions for all 5 strategies
Track positions through historical bars using same exit logic (SL/TP/time)
Update bandit algorithms with historical outcomes
CRITICAL TRANSPARENCY: Signal detection does NOT look aheadโsignals use only data available at entry bar. Exit tracking DOES look ahead (uses future bars for SL/TP), which is acceptable because:
โ
Entry decisions remain valid (no forward bias)
โ
Learning phase only (not affecting shown signals)
โ
Real-time mirrors training (identical exit logic)
Training Completion: Once chart reaches current bar, system transitions to live mode. Dashboard displays training vs. live statistics for comparison.
Benefit: System begins live trading with 100-500 historical trades worth of learning, enabling immediate intelligent strategy selection.
Advanced Chop Zone Detection Engine
The Innovation: Multi-Layer Geometric Chop Analysis
Traditional chop filters use simple volatility metrics (ATR thresholds) that can't distinguish between trending volatility (good for signals) and choppy volatility (bad for signals). This system implements three-layer geometric pattern analysis to precisely identify consolidation zones where reversal signals fail.
Layer 1: Micro-Structure Chop Detection
Method: Analyzes micro pivot points (5-bar left, 2-bar right) to detect geometric compression patterns.
Slope Analysis:
Calculates slope of pivot high trendline and pivot low trendline
Compression ratio: compression = slope_high - slope_low
Pattern Classification:
Converging slopes (compression < -0.05) โ "Rising Wedge" or "Falling Wedge"
Flat slopes (|slope| < 0.05) โ "Rectangle"
Parallel slopes (|compression| < 0.1) โ "Channel"
Expanding slopes โ "Expanding Range"
Chop Scoring:
Rectangle pattern: +15 points (highest chop)
Low average slope (<0.05): +15 points
Wedge patterns: +12 points
Flat structures: +10 points
Why This Works: Geometric patterns reveal market indecision. Rectangles and wedges create false breakouts that trap technical traders. By quantifying geometric compression, system detects these zones before signals fire.
Layer 2: Macro-Structure Chop Detection
Method: Tracks major swing highs/lows using ATR-based deviation threshold (default 2.0ร ATR), projects channel boundaries forward.
Channel Position Calculation:
proj_high = last_swing_high + (swing_high_slope ร bars_since)
proj_low = last_swing_low + (swing_low_slope ร bars_since)
channel_width = proj_high - proj_low
position = (close - proj_low) / channel_width
Dead Zone Detection:
Middle 50% of channel (position 0.25-0.75) = low-conviction zone
Score increases as price approaches center (0.5)
Chop Scoring:
Price in dead zone: +15 points (scaled by centrality)
Narrow channel width (<3ร ATR): +15 points
Channel width 3-5ร ATR: +10 points
Why This Works: Price in middle of range has equal probability of moving either direction. Institutional traders avoid mid-range entries. By detecting "dead zones," system avoids low-probability setups.
Layer 3: Volume Chop Scoring
Method: Low volume indicates weak convictionโprecursor to ranging behavior.
Scoring:
Volume < 0.5ร average: +20 points
Volume 0.5-0.8ร average: +15 points
Volume 0.8-1.0ร average: +10 points
Overall Chop Intensity & Signal Filtering
Total Chop Calculation:
chop_intensity = micro_score + macro_score + (volume_score ร volume_weight)
is_chop = chop_intensity >= 40
Signal Filtering (Three-Tier Approach):
1. Signal Blocking (Intensity > 70):
Extreme chop detected (e.g., tight rectangle + dead zone + low volume)
ALL signals blocked regardless of confluence
Chart displays red/orange background shading
2. Threshold Adjustment (Intensity 40-70):
Moderate chop detected
Confluence threshold increased: threshold += (chop_intensity / 50)
Only highest-quality signals pass
3. Strategy Weight Adjustment:
During Chop: Kernel-Dominant weight ร 2.0 (entropy detects breakout precursors), Technical-Dominant weight ร 0.3 (reduces false signals)
After Chop Exit: Weights revert to normal
Why This Three-Tier Approach Is Original: Most chop filters simply block all signals (loses breakout entries). This system adapts strategy selection during chopโallowing Kernel-Dominant (which excels at detecting low-entropy breakout precursors) to operate while suppressing Technical-Dominant (which generates false signals in consolidation). Result: System remains functional across full market regime spectrum.
Zero-Lag Filter Suite with Dynamic Volatility Scaling
Zero-Lag ADX (Trend Regime Detection)
Implementation: Applies ZLEMA to ADX components:
lag = (length - 1) / 2
zl_source = source + (source - source ) ร strength
Dynamic Volatility Scaling (DVS):
Calculates volatility ratio: current_ATR / ATR_100period_avg
Adjusts ADX length dynamically: High vol โ shorter length (faster), Low vol โ longer length (smoother)
Regime Classification:
ADX > 25 with +DI > -DI = Bull Trend
ADX > 25 with -DI > +DI = Bear Trend
ADX < 25 = Ranging
Zero-Lag RSI Suite (4 Methods with Bandit Selection)
Method 1: Standard RSI - Traditional Wilder's RSI
Method 2: Ehlers Zero-Lag RSI
ema1 = ema(close, length)
ema2 = ema(ema1, length)
zl_close = close + (ema1 - ema2)
Method 3: ZLEMA RSI
lag = (length - 1) / 2
zl_close = close + (close - close )
Method 4: Kalman-Filtered RSI - Adaptive smoothing with process/measurement noise
RSI Method Bandit: Separate 4-arm bandit learns which calculation method produces best results. Updates independently after each trade.
Kalman Adaptive Filters
Fast Kalman: Low process noise โ Responsive to genuine moves
Slow Kalman: Higher measurement noise โ Filters noise
Application: Crossover logic for trend detection, acceleration analysis for momentum inflection
What Makes This Original
Innovation 1: Shadow Portfolio Validation
First TradingView script to implement parallel virtual portfolios for multi-armed bandit reward calculation. Instead of abstract scoring metrics, each strategy's performance is measured through realistic position tracking with stop-loss, take-profit, time-based exits, and risk-adjusted reward functions (P&L + win rate + drawdown). This provides orders-of-magnitude better reward signal quality for bandit learning than traditional score-based approaches.
Innovation 2: Three-Layer Geometric Chop Detection
Novel multi-scale geometric pattern analysis combining: (1) Micro-structure slope analysis with pattern classification (wedges, rectangles, channels), (2) Macro-structure channel projection with dead zone detection, (3) Volume confirmation. Unlike simple volatility filters, this system adapts strategy weights during chop โboosting Kernel-Dominant (breakout detection) while suppressing Technical-Dominant (false signal reduction)โallowing operation across full market regime spectrum without blind signal blocking.
Innovation 3: Historical Pre-Training System
Implements two-phase learning : Training phase (processes 300-1000 historical bars on chart load with proper state isolation) followed by live phase (real-time learning). Training positions tracked separately from live positions. System begins live trading with 100-500 trades worth of learned experience. Dashboard displays training vs. live performance for transparency.
Innovation 4: Contextual Multi-Armed Bandits with Regime-Specific Learning
Beyond standard bandits (global strategy quality), implements regime-specific alpha/beta parameters for Bull/Bear/Ranging contexts. System learns: "Strategy 2: 60% win rate in ranging markets, 45% in bull trends." Uses current regime's learned parameters for strategy selection, enabling regime-aware optimization.
Innovation 5: RSI Method Meta-Learning
Deploys 4 different RSI calculation methods (Standard, Ehlers ZL, ZLEMA, Kalman) with separate 4-arm bandit that learns which calculation works best. Updates RSI method bandit independently based on trade outcomes, allowing automatic adaptation to instrument characteristics.
Innovation 6: Dynamic Volatility Scaling (DVS)
Adjusts ALL lookback periods based on current ATR ratio vs. 100-period average. High volatility โ shorter lengths (faster response). Low volatility โ longer lengths (smoother signals). Applied system-wide to entropy, DFA, RSI, ADX, and Kalman filters for adaptive responsiveness.
How to Use: Practical Guide
Initial Setup (5 Minutes)
Theory Mode: Start with "BALANCED" (APEX for aggressive, CONSERVATIVE for defensive)
Enable RL: Toggle "Enable RL Auto-Optimization" to TRUE, select "Thompson Sampling"
Enable Confluence Modules: Divergence, Volume Analysis, Liquidity Mapping, RSI OB/OS, Trend Analysis, MACD (all recommended)
Enable Chop Filter: Toggle "Enable Chop Filter" to TRUE, sensitivity 1.0 (default)
Historical Training: Enable "Enable Historical Pre-Training", set 300-500 bars
Dashboard: Enable "Show Dashboard", position Top Right, size Large
Learning Phase (First 50-100 Bars)
Monitor Thompson Sampling Section:
Alpha/beta values should diverge from initial 1.0 after 20-30 trades
Expected win% should stabilize around 55-60% (excellent), >50% (acceptable)
"Pulls" column should show balanced exploration (not 100% one strategy)
Monitor Shadow Portfolios:
Equity curves should diverge (different strategies performing differently)
Win rate > 55% is strong
Max drawdown < 15% is healthy
Monitor Training vs Live (if enabled):
Delta difference < 10% indicates good generalization
Large negative delta suggests overfitting
Large positive delta suggests system adapting well
Optimization:
Too few signals: Lower "Base Confluence Threshold" to 2.5-3.0
Too many signals: Raise threshold to 4.0-4.5
One strategy dominates (>80%): Increase "Exploration Rate" to 0.20-0.25
Excessive chop blocking: Lower "Chop Sensitivity" to 0.7-0.8
Signal Interpretation
Dashboard Indicators:
"WAITING FOR SIGNAL": No confluence
"LONG ACTIVE ": Validated long entry
"SHORT ACTIVE ": Validated short entry
Chart Visuals:
Triangle markers: Entry signal (green = long, red = short)
Orange/red background: Chop zone
Lines: Support/resistance if enabled
Position Management
Entry: Enter on triangle marker, confirm direction matches dashboard, check confidence >60%
Stop-Loss: Entry ยฑ 1.5ร ATR or at structural swing point
Take-Profit:
TP1: Entry + 1.5R (take 50%, move SL to breakeven)
TP2: Entry + 3.0R (runner) or trail
Position Sizing:
Risk per trade = 1-2% of capital
Position size = (Account ร Risk%) / (Entry - SL)
Recommended Settings by Instrument
Stocks (Large Cap): Balanced mode, Threshold 3.5, Thompson Sampling, Chop 1.0, 15min-1H, Training 300-500 bars
Forex Majors: Conservative-Balanced mode, Threshold 3.5-4.0, Thompson Sampling, Chop 0.8-1.0, 5min-30min, Training 400-600 bars
Cryptocurrency: Balanced-APEX mode, Threshold 3.0-3.5, Thompson Sampling, Chop 1.2-1.5, 15min-4H, Training 300-500 bars
Futures: Balanced mode, Threshold 3.5, UCB1 or Thompson, Chop 1.0, 5min-30min, Training 400-600 bars
Technical Approximations & Limitations
1. Thompson Sampling: Pseudo-Random Beta Distribution
Standard: Cryptographic RNG with true beta sampling
This Implementation: Box-Muller transform using market data as entropy source
Impact: Not cryptographically random but maintains exploration-exploitation balance. Sufficient for strategy selection.
2. Shadow Portfolio: Simplified Execution Model
Standard: Order book simulation with slippage, partial fills
This Implementation: Perfect fills at close price, no fees modeled
Impact: Real-world performance ~0.1-0.3% worse per trade due to execution costs.
3. Historical Training: Forward-Looking for Exits Only
Entry signals: Use only past data (causal, no bias)
Exit tracking: Uses future bars to determine SL/TP (forward-looking)
Impact: Acceptable because: (1) Entry logic remains valid, (2) Live trading mirrors training, (3) Improves learning quality. Training win rates reflect 8-bar evaluation windowโlive performance may differ if positions held longer.
4. Shannon Entropy & DFA: Simplified Calculations
Impact: 10-15% precision loss vs. academic implementations. Still captures predictability and persistence signals effectively.
General Limitations
No Predictive Guarantee: Past performance โ future results
Learning Period Required: Minimum 50-100 bars for stable statistics
Overfitting Risk: May not generalize to unprecedented conditions
Single-Instrument: No multi-asset correlation or sector context
Execution Assumptions: Degrades in illiquid markets (<100k volume), major news events, flash crashes
Risk Warnings & Disclaimers
No Guarantee of Profit: All trading involves substantial risk of loss. This indicator is a tool, not a guaranteed profit system.
System Failures: Software bugs possible despite testing. Use appropriate position sizing.
Market Regime Changes: Performance may degrade during extreme volatility (VIX >40), low liquidity periods, or fundamental regime shifts.
Broker-Specific Issues: Real-world execution includes slippage (0.1-0.5%), commissions, overnight financing costs, partial fills.
Forward-Looking Bias in Training: Historical training uses 8-bar forward window for exit evaluation. Dashboard "Training Win%" reflects this method. Real-time performance may differ.
Appropriate Use
This Indicator IS:
โ
Entry trigger system with confluence validation
โ
Risk management framework (automated SL/TP)
โ
Adaptive strategy selection engine
โ
Learning system that improves over time
This Indicator IS NOT:
โ Complete trading strategy (requires position sizing, portfolio management)
โ Replacement for due diligence
โ Guaranteed profit generator
โ Suitable for complete beginners
Recommended Complementary Analysis: Market context, volume profile, fundamental catalysts, higher timeframe alignment, support/resistance from other sources.
Conclusion
Chronos Reversal Labs V2.0 - Elite Edition synthesizes research from multi-armed bandit theory (Thompson Sampling, UCB, contextual bandits), market microstructure (geometric chop detection, zero-lag filters), and machine learning (shadow portfolio validation, historical pre-training, RSI method meta-learning).
Unlike typical indicator mashups, this system implements mathematically rigorous bandit algorithms with realistic performance validation, three-layer chop detection with adaptive strategy weighting, regime-specific learning, and full transparency on approximations and limitations.
The system is designed for intermediate to advanced traders who understand that no indicator is perfect, but through proper machine learning and realistic validation, we can build systems that improve over time and adapt to changing markets without manual intervention.
Use responsibly. Understand the limitations. Risk disclosure applies. Past performance does not guarantee future results.
Taking you to school. โ Dskyz, Trade with insight. Trade with anticipation.
Nifty SMC S&R MA and All Indicator[SumitQuants]๐ฎ๐ณ๐ฅ **Nifty SMC S&R + MA + VWAP + Order Flow Suite
**
Built for Indian Markets โข Tuned for NIFTY, BANKNIFTY & NSE Stocks
A complete institutional-grade trading system crafted for Indian traders who want a serious edge using Smart Money Concepts, Market Structure, SupportโResistance Strength, VWAP, Breakout Logic & Trend Tools โ all combined into ONE ultra-optimized indicator.
๐ง Why This Indicator Stands Out
Most indicators only show price.
This one shows intent โ clear, confident, and easy to read.
It reveals:
โก where institutions are active
โก where liquidity is sitting
โก where real strength is building
โก and who is actually in control โ buyers or sellers
This is how professional desks read the markets โ and now you can too.
๐ฅ Whatโs Inside (Complete Feature Stack)
๐ง 1. SupportโResistance Strength Engine (Buyer/Seller Strength %)
Your built-in market power meter:
๐ฆ Auto S/R zones
๐ฉ Buyer vs Seller Strength %
๐จ Strength boxes with clean visuals
๐ Live reactions when price taps strong or weak zones
Perfect for timing entries, reversals, retests and trap-detections in NIFTY & BANKNIFTY.
๐ฉ 2. Smart Money Concepts (Full SMC Suite)
A complete institutional SMC system:
โ BOS / CHoCH (Internal + Swing)
โ Market Structure in real time
โ Internal & Swing Order Blocks
โ Strong / Weak Highs & Lows
โ Equal High / Equal Low (EQH/EQL)
โ Fair Value Gaps (FVG)
โ Trend Bias Coloring
โ Premium / Discount Zones
Every element is built for clarity โ high-quality visuals without chart clutter.
๐ 3. Moving Average Suite (5 Fully Custom MAs)
Elegant MA system for trend confirmation:
โจ EMA
โจ SMA
โจ SMMA
โจ WMA
โจ VWMA
Beautiful colors, clean visibility, and completely optional โ enable only what you need.
โก 4. Enhanced Supertrend System
A modern Supertrend built for actual usability:
๐จ 3 display styles (Line / Histogram / Ghost Mode)
๐ Clear trend-change signals
๐ Background trend zones
โก No repaint
โฐ Alerts for every reversal
Ideal for intraday momentum and bias confirmation.
๐ 5. Breakouts with Volume Confirmation
Stops you from getting trapped in fakeouts:
๐ฅ Support Break
๐ฅ Resistance Break
๐ฆ Bullish Rejection
๐ฅ Bearish Rejection
๐ Volume-validated breakouts
๐ Smooth visual labels for clean execution
Ultra useful for NIFTY/BANKNIFTYโs typical stophunt โ reversal patterns.
๐ฏ 6. VWAP System with Multi-Band Zones
Professional VWAP for Indian markets:
โ Session VWAP
โ Weekly VWAP
โ Monthly VWAP
โ PremiumโDiscount Zones
โ Expansion vs Mean-Reversion levels
โ Clean visual bands
Perfect for intraday scalping & morning session planning.
๐ 7. Full Alerts Framework Included
Get notified for all key institutional events:
๐จ BOS / CHoCH
๐จ Order Block Breakouts
๐จ Equal High/Low
๐จ Fair Value Gaps
๐จ Trend Changes
๐จ Breakouts
๐จ Swing / Internal Structure Events
Never miss a major shift again โ even when away from charts.
๐งฝ 8. Clean UI + Auto Watermark
๐ค Dark/Light mode optimized
๐ง Smooth spacing
โจ Minimalistic visuals
๐ Zero chart clutter
โก High-performance
A premium interface built for Indian index trading.
๐งช Who Is This Built For?
โ Intraday F&O Traders
โ NIFTY & BANKNIFTY Scalpers
โ Swing Traders
โ Price Action + SMC Traders
โ VWAP-Based Scalpers
โ Anyone wanting a complete premium system in a single indicator
โก Why Indian Traders Love It
โก Captures Nifty morning trap zones
โก Predicts London session expansions
โก Warns about NY reversal pressure
โก Identifies true institutional footprints
โก Shows real strength behind S/R zones
โก Eliminates false breakouts
โก Gives bias, structure & context instantly
This is not just an indicator โ
Itโs a full institutional trading framework.
๐ Get Full Access
This indicator is available exclusively inside the Courses section on the official website.
๐ Purchase & Access:
www.ironmindtrader.com
Inside the course:
๐ง Installation Steps
โ๏ธ Recommended Settings
๐ Trading Logic
๐ Lifetime Updates Included
SMC S&R MA Market Vol All Indicator[SumitQuants]๐ SMC S&R + Market Sessions + Volume Profile + Order Flow Suite
The Only All-In-One Institutional Trading System Youโll Ever Need.
Looking for an indicator that actually brings clarity to chaotic markets?
Meet the SMC S&R MA Market Volume & Sessions Order Flow System โ a powerhouse that fuses Smart Money Concepts, Session Profiles, and Dynamic Volume Flow into one ultra-optimized institutional toolkit.
This is not โjust another SMC indicator.โ
This is your complete trading ecosystem.
๐ What This Indicator Does (In Simple Terms)
It automatically reads the market the way institutions do โ and displays it cleanly on your chart with zero clutter.
Below is everything packed inside ๐
๐ฅ 1. Market Sessions + Volume Profile (Real Institutional Map)
โ Tokyo- Asia | London- Europe | New York- US sessions auto-detected โฑ๏ธ
โ Each session gets its own Volume Profile ๐
โ See POC, VAH, VAL, Value Area Box for each session
โ Live Developing Profile in real-time
โ Wick-based and body-volume distribution for ultra-accurate auctions
โ Session Boxes that highlight imbalance zones
โ Perfect for:
High-volume Asia breaks
London volatility expansion
NY reversal traps
๐ Think of it as having pro-level TPO/Volume Profile inside TradingView.
๐ฏ 2. Advanced S&R Strength Engine (Buyer vs Seller Power Meter)
โ Detects strongest Support & Resistance zones
โ Measures Buyer Strength & Seller Strength (% based)
โ Auto-plots S/R Lines + S/R Zones
โ Detects Bounce signals, Rejection points, Pressure shifts
โ Zero repaint logic
You get institutional footprints directly on your chart.
๐ 3. Smart Money Concepts (Full Automation)
โ BOS / CHoCH detection
โ Internal + Swing Structure
โ Order Blocks (Internal + Swing)
โ Equal Highs & Equal Lows
โ Fair Value Gaps (FVG)
โ Strong/Weak Highs + Lows labeling
โ Trend coloring (optional)
โ Premium / Discount Zones
All plotted with precision.
All customizable.
All built to remove guesswork.
๐น 4. Multi-MA Engine (5 Fully Configurable MAs)
โ EMA, SMA, WMA, VWMA, SMMA
โ Choose length, color, and source
โ Ideal for trend confirmation + dynamic S/R
Smooth. Clean. Non-laggy.
๐ 5. Enhanced Supertrend (Toggles + Filters)
โ Switch between Line / Histogram / Hidden
โ Optional background trend coloring
โ Buy/Sell signals with trend-change alerts
โ No repaint
Perfect for directional bias.
โก 6. Breakout Detection + Volume Confirmation
โ Auto-detects Support/Resistance Breaks
โ Confirms breaks through Volume Surge % Oscillator
โ Detects:
Bullish Breaks
Bearish Breaks
Bullish Rejections
Bearish Rejections
You instantly know when a breakout is real or fake.
๐ 7. VWAP System with Multi-Band Zones
โ Session-based VWAP
โ Bands via Std Deviation or %
โ Clean pullback zones
โ Perfect for intraday institutions-style precision
๐ง 8. Fully Integrated Alerts
Alerts for:
โ BOS / CHoCH (Internal + Swing)
โ Order Block Breakouts
โ Equal Highs / Equal Lows
โ Fair Value Gaps
โ S/R Zone Interactions
โ Trend Shifts
โ Breakouts with Volume Confirmation
โ Supertrend Reversals
And more.
Never miss major price shifts again.
๐จ 9. Clean UI + Auto-Adaptive Watermark
โ Auto-contrast watermark
โ Minimalistic but premium
โ Chart-friendly colors
โ Built to match dark or light themes
๐ Who This Indicator Is For?
โ Intraday traders
โ Swing traders
โ SMC traders
โ Volume/Order Flow traders
โ Forex, Crypto, Index & Stocks
โ Anyone wanting a single all-in-one trading system
๐ฅ Why 90% Traders Love This System
Because it gives you:
๐ฅ Session Bias
๐ฅ Volume-backed Zones
๐ฅ Clean Market Structure
๐ฅ Trend Bias + Liquidity Areas
๐ฅ Institutional S/R with Strength Meter
๐ฅ Accurate Order Flow Reactions
Everything you need to trade like top-tier professionals โ without needing 10 indicators.
๐ Get Full Access
This premium institutional system is available as part of the Courses Section on the official website.
๐ Purchase the indicator as a Course at:
www.ironmindtrader.com
Inside the course, you'll get:
โ Access instructions
โ Setup guide
โ Trading rules
โ Updates included
VisionAlgoPurpose: A multi-functional trading indicator that combines trend analysis, market structure, support/resistance zones, supply/demand levels, signal generation, risk management (TP/SL), and a visual dashboard for informed trading decisions.
1. Signal Generation
VisionAlgo provides buy and sell signals based on several technical filters:
SuperTrend Signals:
Calculated using a customizable ATR-based supertrend formula.
Generates bullish signals when price crosses above the supertrend and bearish signals when price crosses below.
Signals can be filtered into Normal and Strong signals depending on trend alignment with EMA/SMA filters.
Moving Average Filter:
Users can apply a moving average filter (SMA, EMA, WMA, VWMA, HMA) to validate signals.
Ensures trades align with the broader trend.
Signal Sensitivity & Mode:
Adjustable sensitivity (1โ15) to control frequency of signals.
Signal Mode options: All, Normal, or Strong.
Candle Coloring:
Bars can be automatically colored bullish or bearish based on active signals for quick visual reference.
2. Trend and Market Structure Indicators
EMA Trend Confirmation:
200-period EMA serves as a long-term trend filter.
Signals above EMA reinforce bullish bias, signals below reinforce bearish bias.
Linear Regression & Trend Slopes:
Calculates slope, intercept, and deviations of price to detect potential reversal zones and trend direction.
Power MA / Trend Ribbon / Cirrus Cloud:
Optional advanced trend indicators that provide layered confirmation of market direction.
Auto Trend Lines:
Draws trend lines automatically based on swing highs/lows for visual trend guidance.
3. Support/Resistance & Supply-Demand Zones
EzAlgo SR Levels:
Dynamically detects support/resistance levels using pivot highs/lows.
Zones can be extended and colored differently based on bullish/bearish conditions.
Supply/Demand Zones (POI):
Tracks high/low swings to mark supply and demand areas.
Uses ATR-based buffers for box sizing.
Prevents overlapping zones and highlights breakout-of-structure (BOS) events.
Reversal Bands / Retest Zones:
Multi-layered bands around price to detect potential reversal and retest zones using ATR or True Range multipliers.
4. Risk Management โ TP / SL System
Entry, Stop Loss, and Take Profit Levels:
Automatically calculates and plots TP1, TP2, TP3 based on ATR multiples.
Stop Loss dynamically adjusts depending on trade direction and risk multiplier.
TP/SL Breakout Labels:
Labels appear on the chart when price hits a TP or SL level for instant trade feedback.
Customizable Colors for Visualization:
Different colors for entry, SL, TP levels for clarity.
5. Dashboard Functionality
Multi-Timeframe Trend Overview:
Displays trend direction across multiple timeframes (1h, 2h, 4h, 8h, Daily).
Uses EMA to define bullish/bearish trend for each timeframe.
Current Position and Trend Summary:
Shows active position (Buy/Sell) and current trend in a compact table on the chart.
Background color dynamically changes to green/red based on bullish/bearish bias.
6. Advanced Features
Trailing Stop Loss (Optional):
Can enable dynamic trailing stops to lock profits.
Reversals & Reversal Bands:
Highlight potential market turning points using multi-period ATR bands.
Trend Line Customization:
Line color, width, style, and extendable endpoints for visual trend analysis.
Volume / Range Filters:
Incorporates filters based on price consolidation and breakout strength.
7. Code Structure Highlights
Input Section:
All major user inputs are grouped logically (Buy/Sell, Indicators, TP/SL, Dashboard, Trend Lines, etc.).
Signal Logic:
Computes bullish and bearish signals based on supertrend and moving averages.
Differentiates normal and strong signals for precision.
Position Tracking:
Keeps track of long/short positions and whether TP levels have been hit.
TP/SL Logic:
Uses ATR-based multipliers for dynamic risk management.
Plots horizontal lines and labels for each TP and SL.
Support & Resistance Logic:
Detects pivot highs/lows for SR levels.
Uses arrays to manage dynamic lines and zone fills.
Supply/Demand Zone Logic:
Avoids overlapping zones with ATR buffer.
Marks breakout-of-structure (BOS) zones when price breaks key levels.
Dashboard Logic:
Creates a visual table with current position, trend, and timeframe analysis.
ICS๐๏ธ Institutional Confluence Suite (ICS) Indicator
The Institutional Confluence Suite is a powerful and highly customizable TradingView indicator built to help traders identify key institutional trading concepts across multiple timeframes. It visualizes essential market components like Market Structures (MS), Order Blocks (OB)/Breaker Blocks (BB), Liquidity Zones, and Volume Profile, providing a confluence of institutional price action data.
๐ Key Features & Components
1. Market Structures (MS)
Purpose: Automatically identifies and labels shifts in market trends (Market Structure Shift, MSS) and continuations (Break of Structure, BOS).
Timeframe Detection: You can select detection across Short Term, Intermediate Term, or Long Term swings to match your trading horizon.
Visualization: Plots colored lines (Bullish: Teal, Bearish: Red) to mark the structures and optional text labels (BOS/MSS) for clear identification.
2. Order & Breaker Blocks (OB/BB)
Purpose: Detects and projects potential Supply and Demand zones based on recent price action that led to a swing high or low.
Block Types: Distinguishes between standard Order Blocks and Breaker Blocks (OBs that fail to hold and are traded through, often serving as support/resistance in the opposite direction).
Customization:
Detection Term: Adjusts sensitivity (Short, Intermediate, Long Term).
Display Limit: Sets the maximum number of recent Bullish and Bearish blocks to display.
Price Reference: Option to use the Candle Body (Open/Close) or Candle Wicks (High/Low) to define the block boundaries.
Visualization: Displays blocks as colored boxes (Bullish: Green, Bearish: Red) extending into the future, with a dotted line marking the 50% equilibrium level. Breaker Blocks are indicated by a change in color/line style upon being broken.
3. Buyside & Sellside Liquidity (BSL/SSL)
Purpose: Highlights areas where retail stops/limit orders are likely clustered, often represented by a series of relatively equal highs (Buyside Liquidity) or lows (Sellside Liquidity).
Detection Term: Adjustable sensitivity (Short, Intermediate, Long Term).
Margin: Uses a margin (derived from ATR) to group similar swing points into a single liquidity zone.
Visualization: Plots a line and text label marking the swing point, and a box indicating the clustered liquidity zone.
4. Liquidity Voids (LV) / Fair Value Gaps (FVG)
Purpose: Identifies areas where price moved sharply and inefficiency was created, often referred to as Fair Value Gaps or Imbalances. These are price ranges where minimal trading volume occurred.
Threshold: Uses a multiplier applied to the 200-period ATR to filter for significant gaps.
Mode: Can be set to Present (only show voids near the current price) or Historical (show all detected voids).
Visualization: Fills the price gap with colored boxes (Bullish/Bearish zones), often segmented to represent the price delivery across the gap.
5. Enhanced Liquidity Detection
Purpose: A complementary feature that uses volume and price action to highlight areas of high liquidity turnover, potentially indicating stronger Support and Resistance zones.
Calculation: Utilizes a volume-weighted approach to color-grade liquidity zones based on their significance.
Visualization: Plots shaded boxes (gradient-colored) around swing highs/lows, with text displaying the normalized volume strength.
6. Swing Highs/Lows
Purpose: Directly marks the price points identified as Swing Highs and Swing Lows based on the lookback periods.
Timeframe Detection: Can be enabled for Short Term, Intermediate Term, or Long Term swings.
Visualization: Plots a small colored dot/label (e.g., "โฆ") at the swing point.
This indicator is an invaluable tool for traders employing ICT (Inner Circle Trader), Smart Money Concepts (SMC), or general price action strategies, as it automatically aggregates and displays these critical structural and liquidity elements.
AURORA LEGACY INDICATOR
The AURORA LEGACY is an advanced indicator developed in Pine Script v6 for the TradingView platform, designed to integrate multiple approaches of technical analysis into a single modular and customizable system. Its architecture combines classic elements, such as exponential moving averages (EMA Ribbon), RSI, and ATR, with modern tools inspired by Smart Money Concepts (SMC), including Supply & Demand zones, Break of Structure (BOS), and Points of Interest (POI).
The indicator is structured to provide traders with flexibility, offering pre-configured trading profiles (Scalper, Day Trade, Swing Trade, Sniper) or full manual customization of moving averages. The dynamic Ribbon serves as the core of trend analysis, supported by additional confluences through secondary moving averages (VWMA, LWMA, SMMA) and volatility filters based on ATR.
Key features include:
Trend & Signal System: detection of reversals and trend confirmations through Ribbon color alignment, with automated buy/sell alerts.
Automated Risk Management: dynamic calculation of entry levels, Stop Loss (SL), and multiple Take Profits (TPs), displayed on chart with labels and risk-reward ratio (R:R).
Multi-Timeframe (MTF) Trend Table: consolidated overview of trend, RSI, and volatility (ATR) across different timeframes (5M, 15M, 1H, 4H, Daily).
Smart Money Concepts Integration: automatic detection and marking of Supply & Demand zones, BOS, market structure zigzag, and points of interest.
Complementary Tools: customizable RSI signals by profile, daily support and resistance levels, CPR levels, and visual session markers (London, New York) including overlap zones.
This system was designed to provide a holistic trading approach, combining price action, volatility, indicator confluence, and institutional concepts to support traders of different profiles in making clearer and more precise decisions.
ob-fvg-jorgechutofx๐ **4-Candle Pattern (OB + FVG + BOS)**
This indicator identifies a four-candle structural pattern combining **Order Block (OB)**, **Fair Value Gap (FVG)**, and **Break of Structure (BOS)**.
* **Candle 1:** reference level to be broken.
* **Candle 2:** potential **Order Block** (origin zone).
* **Candle 3:** confirms the **structure break**.
* **Candle 4:** forms the **FVG**, showing market imbalance.
Perfect for spotting **institutional entry zones** and validating **market inefficiencies** across any timeframe.
Idan Moskoืืื/ืกืืืื - ืขืืื ืืืกืงื
ืืืืืจืืชื ืืื ืืืืชืืชื BUY/SELL ืืืื ืขื ืืืจืฃ โ
โ
ืืฉืื: ICT (BOS/CHOCH, Order Blocks, Liquidity), FVG/IFVG, Premium/Discount, EMA/MCB, ืชืื ืืืช ื ืจืืช, ืืกืื ืื ืชื ืืืชืืืช.
ืืื ืื ืขืืื?
โก๏ธ ืืืื ืฉืืืจืช ืืื ื + ืืืืคื (Displacement)
โก๏ธ ืืืืง ืืืืจื ื ืืืืืช/OB + ืืืงืื PD (Premium/Discount)
โก๏ธ ืืืฉืจ ืขื EMA/MCB/ืชืื ืืืช โ ืืฆืื BUY ืื SELL ืืืื
ืืืคืื:
ืืืืืืคืจืืื ืืืืจืื โ Profile: Aggressive
ืขืืื ืขื: 1m / 5m / 15m / 30m / 1H / 4H / 1D
ืืชืจืืืช:
๐ ืืฉ ืืชืจืืืช ืืืื ืืช: โBUY v3โ / โSELL v3โ
ืืขืจื: ืืื ืืืขืืฅ ืืฉืงืขืืช. ืืืืืฅ ืืืฉืจ ืขื ื ืืืื ืกืืืื ืื (SL/TP) ๐๐
Idan Mosko โ BUY/SELL
Smart BUY/SELL only โ
โ using ICT (BOS/CHOCH, OB, Liquidity) + FVG/IFVG, PD, EMA/MCB, and candle patterns.
Modes:
Close-confirmed โ๏ธ safer
Realtime โก earlier entries
Tips:
Aggressive โ more signals โข Conservative โ cleaner signals.
Works on 1mโ1D. Alerts: โBUY v3โ / โSELL v3โ.
Not financial advice; use proper risk management.
Volume Order Block Scanner [BOSWaves]Volume Order Block Scanner - Dynamic Detection of High-Volume Supply and Demand Zones
Overview
The Volume Order Block Scanner introduces a refined approach to institutional zone mapping, combining volume-weighted order flow, structural displacement, and ATR-based proportionality to identify regions of aggressive participation from large entities.
Unlike static zone mapping or simplistic body-size filters, this framework dynamically evaluates each candle through a multi-layer model of relative volume, candle structure, and volatility context to isolate genuine order block formations while filtering out market noise.
Each identified zone represents a potential institutional footprint, defined by significant volume surges and efficient body-to-ATR relationships that indicate purposeful positioning. Once mapped, each order block is dynamically adjusted for volatility and tracked throughout its lifecycle - from creation to mitigation to potential invalidation - producing an evolving liquidity map that adapts with price.
This adaptive behavior allows traders to visualize where liquidity was absorbed and where it remains unfilled, revealing the structural foundation of institutional intent across timeframes.
Theoretical Foundation
At its core, the Volume Order Block Scanner is built on the interaction between volume displacement and structural imbalance. Traditional order block systems often rely on fixed candle formations or simple engulfing logic, neglecting the fundamental driver of institutional activity: volume concentration relative to volatility.
This framework redefines that approach. Each candle is filtered through two comparative ratios:
Relative Volume Ratio (RVR) - the candleโs volume compared to its rolling average, confirming genuine transactional surges.
Body-ATR Ratio (BAR) - a measure of displacement efficiency relative to recent volatility, ensuring structural strength.
Only when both conditions align is an order block validated, marking a displacement event significant enough to create a lasting imbalance.
By embedding this logic within a volatility-adjusted environment, the system maintains scalability across asset classes and volatility regimes - equally effective in crypto, forex, or index markets.
How It Works
The Volume Order Block Scanner operates through a structured multi-stage process:
Displacement Detection - Identifies candles whose body and volume exceed dynamic thresholds derived from ATR and rolling volume averages. These represent the origin points of institutional aggression.
Zone Construction - Each qualified candle generates an order block with ATR-proportional dimensions to ensure consistency across instruments and timeframes. The zone includes two regions: Body Zone (the precise initiation point of displacement) and Wick Imbalance (the residual inefficiency representing unfilled liquidity).
Lifecycle Tracking - Each zone is continuously monitored for market interaction. Reactions within a defined window are classified as respected, mitigated, or invalidated, giving traders a data-driven sense of ongoing institutional relevance.
Volume Confirmation Layer - Reinforces signal integrity by ensuring that all detected blocks correspond with meaningful increases in transactional activity.
Temporal Decay Control - Zones that remain untested beyond a set period gradually lose visual and analytical weight, maintaining chart clarity and contextual precision.
Interpretation
The Volume Order Block Scanner visualizes how institutional participants interact with the market through zones of accumulation and distribution.
Bullish order blocks denote demand imbalances where price displaced upward under high volume; bearish order blocks signify supply regions formed by concentrated selling pressure.
Price revisiting these areas often reflects institutional re-entry or liquidity rebalancing, offering actionable insights for both continuation and reversal scenarios.
By continuously monitoring interaction and expiry, the framework enables traders to distinguish between active institutional footprints and historical liquidity artifacts.
Strategy Integration
The Volume Order Block Scanner integrates naturally into advanced structural and order-flow methodologies:
Liquidity Mapping : Identify high-volume regions that are likely to influence future price reactions.
Break-of-Structure Confirmation : Validate BOS and CHOCH signals through aligned order block behavior.
Volume Confluence : Combine with BOSWaves volume or momentum indicators to confirm real institutional intent.
Smart-Money Frameworks : Utilize order block retests as precision entry zones within SMC-based setups.
Trend Continuation : Filter zones in line with higher-timeframe bias to maintain directional integrity.
Technical Implementation Details
Core Engine : Dual-filter mechanism using Relative Volume Ratio (RVR) and Body-ATR Ratio (BAR).
Volatility Framework : ATR-based scaling for cross-asset proportionality.
Zone Composition : Body and wick regions plotted independently for visual clarity of imbalance.
Lifecycle Logic : Real-time monitoring of reaction, mitigation, and invalidation states.
Directional Coloring : Distinct bullish and bearish shading with adjustable transparency.
Computation Efficiency : Lightweight structure suitable for multi-timeframe or multi-asset environments.
Optimal Application Parameters
Timeframe Guidance:
5m - 15m : Reactive intraday zones for short-term liquidity engagement.
1H - 4H : Medium-term structures for swing or intraday trend mapping.
Daily - Weekly : Macro accumulation and distribution footprints.
Suggested Configuration:
Relative Volume Threshold : 1.5ร - 2.0ร average volume.
Body-ATR Threshold : 0.8ร - 1.2ร for valid displacement.
Zone Expiry : 5 - 10 bars for intraday use, 15 - 30 for swing/macro contexts.
Parameter optimization should be asset-specific, tuned to volatility conditions and liquidity depth.
Performance Characteristics
High Effectiveness:
Markets exhibiting clear displacement and directional flow.
Environments with consistent volume expansion and liquidity inefficiencies.
Reduced Effectiveness:
Range-bound markets with frequent false impulses.
Low-volume sessions lacking institutional participation.
Integration Guidelines
Confluence Framework : Pair with structure-based BOS or liquidity tools for validation.
Risk Management : Treat active order blocks as contextual areas of interest, not guaranteed reversal points.
Multi-Timeframe Logic : Derive bias from higher-timeframe blocks and execute from refined lower-timeframe structures.
Volume Verification : Confirm each reaction with concurrent volume acceleration to avoid false liquidity cues.
Disclaimer
The Volume Order Block Scanner is a quantitative mapping framework designed for professional traders and analysts. It is not a predictive or guaranteed system of profit.
Performance depends on correct configuration, market conditions, and disciplined risk management. BOSWaves recommends using this indicator as part of a comprehensive analytical process - integrating structural, volume, and liquidity context for accurate interpretation.
