Sakalau02 Weekly Daily SessionsSakalau02: Weekly Daily Sessions – The Architecture of the Trading Week
The "Sakalau02 Weekly Daily Sessions" is a high-definition visual mapping tool designed to dissect the trading week into distinct daily blocks. More than just a period separator, this script defines the "field of play" for each day, allowing you to visualize where liquidity builds and how price interacts with temporal boundaries.
Here is why this script is the cornerstone of a professional Top-Down analysis:
📅 High-Definition Daily Structure
The indicator transforms your chart into a logical map of the week, providing visual support for all 7 days, with a focus on active trading from Monday to Friday.
Visual Identity: Each day is assigned its own unique color, helping you instantly recognize repetitive market signatures (like the "Tuesday Reversal" or "Mid-week Expansion").
Timezone Precision: Featuring a dedicated Timezone Input, the script ensures that daily boxes open exactly at 00:00 according to your chosen financial hub (UTC, New York, London, etc.).
📐 Range and Liquidity Analysis
Through its Dynamic Box System, the script monitors price evolution in real-time:
High/Low Tracking: Automatically expands the box boundaries as price carves out new daily highs or lows.
The 0.5 Level (Daily Equilibrium): Automatically calculates the midpoint of the entire day. This is the critical "Fair Value" zone where price decides whether to trend or mean-revert.
Open/Close Trajectory: A discreet line tracks price relative to the daily open, providing an instant read on the intraday bias (Bullish/Bearish).
⚡ Precision Alert System
Never miss a structural shift. The indicator comes equipped with built-in alerts for:
Session Starts: Be notified the moment a new daily cycle begins.
Liquidity Sweeps (New High/Low): Receive alerts the second price breaches the current day’s high or low—perfect for executing Judas Swings or Expansion setups.
💎 Versatile Display Modes
Boxes Mode: Encapsulates price for a clear view of market structure.
Zones Mode: Highlights the background for a cleaner integration with secondary indicators.
Timeline Mode: Marks the base of the chart, keeping the price action area completely untouched.
Piața nu este doar preț, este ritm. În timp ce alții se pierd în zgomotul fiecărei secunde, eu definesc limitele zilei. O structură creată pentru traderul care știe că volumul urmează timpul, iar profitul urmează disciplina — păstrați ochii pe echilibrul zilei!" — Semnat, Andrei (Sakalau02) ⏳
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5, 8, 21, 200 EMA Daily 200 SMA Daily VWAPMulti-timeframe EMA stack with Daily VWAP & 200 SMA
This clean overlay indicator combines popular exponential moving averages (5, 8, 21, 200 EMA on current timeframe) with a higher-timeframe Daily 200 SMA and session-resetting Daily VWAP — perfect for trend following, dynamic support/resistance, and intraday bias on stocks, forex, crypto, or futures.
Key Features:
• 5 EMA (very fast) – quick momentum & scalping filter (default lime)
• 8 EMA (fast) – short-term trend & pullback entries (default blue)
• 21 EMA (medium) – intermediate trend & confluence zone (default orange)
• 200 EMA (long) – major trend direction & big-picture support/resistance (default purple)
• Daily 200 SMA – smooth higher-timeframe trend line that stays constant on lower TFs (default teal, thicker line)
• Daily VWAP – volume-weighted average price that resets each trading day (default yellow)
All lines feature right-edge labels that auto-refresh daily and follow price action (toggleable + size adjustable).
Common uses:
- Trend alignment: Trade in direction of higher EMAs + Daily 200 SMA
- Pullbacks: Enter near 5/8/21 EMA when aligned with 200s
- Intraday mean reversion: Use Daily VWAP as fair value anchor
- Dynamic S/R: Watch reactions at these levels
Fully customizable colors, lengths, and label visibility. Clean code, no repainting issues on historical bars.
Happy trading!
Stocks: QQQ Daily ATR% + Premarket Range (% of ATR)## Stocks/ETFs: QQQ Premarket Range (% of Daily ATR) — ORB Trading Guide
### What this indicator does
This indicator is built for **stocks and ETFs** like **QQQ** and is meant to support **Opening Range Breakout (ORB)** trading.
It measures the **Premarket Range** from **04:00 to 09:30** (exchange time), then compares that move to QQQ’s **typical full-day movement** using **Daily ATR(14)**.
The goal is simple:
> **Before the open, decide whether the day is more likely to behave like a “chop day” or an “expansion day,” and then choose the ORB style that matches.**
---
## Key terms (plain English)
### Daily ATR(14)
ATR stands for **Average True Range**.
On the **daily** timeframe, ATR(14) estimates QQQ’s **typical daily movement** over the last 14 trading days.
Think of it as:
> “On a normal day, QQQ tends to move about *X* dollars.”
---
### ATR% (vs Daily Close)
This converts ATR into a percent of price so you can compare volatility over time:
Think of it as:
> “QQQ’s typical daily move is about *X%* of its price.”
---
### Premarket Range (04:00–09:30)
This is the distance between the **premarket high** and **premarket low** during the session window:
**04:00 → 09:30**
Think of it as:
> “How much QQQ already moved before the bell.”
---
### Premarket Range % of ATR
This is the core measurement:
It answers:
> “How much of a normal day’s movement already happened before the open?”
Examples:
* **20%** = quiet premarket (small move)
* **60%** = active premarket (big move already happened)
---
## How to interpret the Regime label
This script classifies the day into one of three “regimes”:
### **CHOP-LEANING** (Premarket Range < 25% of Daily ATR)
Premarket was quiet. The open is more likely to be:
* range-bound
* full of fakeouts
* slower follow-through
### **NEUTRAL** (25%–50%)
Normal premarket activity. Either outcome is possible:
* trend or chop
* you must let the open confirm it
### **EXPANSION-LEANING** (Premarket Range > 50%)
Premarket was very active. The open is more likely to:
* move faster
* expand range quickly
* have stronger directional pushes (or sharp swings)
**Important:** Expansion does not guarantee a clean trend. It means **movement is more likely**.
---
# How I use this indicator with ORB (my rules)
This indicator is not a buy/sell signal by itself.
I use it to decide **which ORB style to trade**.
## Step 1 — Check the “Regime” before the open
* If the indicator reads **EXPANSION-LEANING**, I treat it like a momentum environment.
* If the indicator reads **CHOP-LEANING**, I treat it like a confirmation environment.
* If it reads **NEUTRAL**, I stay selective and let price action confirm.
---
## Step 2 — ORB Execution Rules
### ✅ If **EXPANSION-LEANING** (momentum day)
**Goal:** Catch the move early and avoid missing the breakout.
**My ORB plan:**
* Build my opening range using the **5-minute ORB**
* Enter on a **break of the ORB level**
* Use the **1-minute timeframe** for the actual entry trigger
**How I confirm the break:**
* I want a clean break through the ORB level (not just a wick touch)
* If price snaps immediately back inside the ORB, I avoid chasing
This approach fits expansion days because QQQ can move fast after the open and waiting for perfect retests can cause you to miss the push.
---
### ✅ If **CHOP-LEANING** (confirmation day)
**Goal:** Avoid fakeouts and only enter when the break proves itself.
**My ORB plan:**
* Build my opening range using a **15-minute ORB**
* I do **not** enter on the first break
* I wait for a **break and retest**
* Then I use the **5-minute timeframe** to confirm the retest holds before entry
This fits chop days because breaks fail more often, so I require confirmation before committing.
---
### ✅ If **NEUTRAL**
**Goal:** Reduce low-quality trades.
**My ORB plan:**
* Treat it as “wait and see”
* Only take the break if price shows strong conviction (hold outside ORB)
* If price is whipping in and out of the range, I skip the trade
---
## Best practices
* Works best on **1m / 5m / 15m charts** so the premarket high/low is captured accurately.
* Premarket session time uses the symbol’s **exchange time**.
* Use proper risk management—QQQ can move fast, especially on expansion days.
---
## Disclaimer
This script is for educational purposes only and is not financial advice. Trading involves risk. Always use risk management and test any approach before trading live.
Futures: NQ Overnight Range (% of Daily ATR)## Futures: NQ Overnight Range (% of Daily ATR) — ORB Trading Guide
### What this indicator does
This indicator is built for **NQ / MNQ futures** and is meant to support **Opening Range Breakout (ORB)** trading.
Because futures trade nearly 24 hours, a lot of important movement happens during **Asia + London**. This script measures the **Overnight Range** from **18:00 to 09:30** (exchange time), then compares it to the market’s **typical full-day movement** using **Daily ATR(14)**.
The goal is simple:
> **Before the open, decide whether the day is more likely to behave like a “chop day” or an “expansion day,” and then choose the ORB style that matches.**
---
## Key terms (plain English)
### Daily ATR(14)
ATR is the average daily movement over the last 14 days.
Think of it as:
> “On a normal day, NQ tends to move about *X* points.”
---
### Overnight Range (18:00–09:30)
This is the distance between the **overnight high** and **overnight low** from 18:00 to 09:30.
Think of it as:
> “How much NQ already moved before the cash open.”
---
### Overnight Range % of ATR
This is the “volatility meter” for the day:
It answers:
> “How much of a normal day’s movement already happened overnight?”
---
## How to interpret the Regime label
This script classifies the day into one of three “regimes”:
### **CHOP-LEANING** (Overnight Range < 25% of Daily ATR)
Overnight was quiet. The open is more likely to be:
* range-bound
* full of fakeouts
* slower follow-through
### **NEUTRAL** (25%–50%)
Normal overnight activity. Either outcome is possible:
* trend or chop
* you must let the open confirm it
### **EXPANSION-LEANING** (Overnight Range > 50%)
Overnight was very active. The open is more likely to:
* move faster
* expand range quickly
* have stronger directional pushes (or sharp swings)
**Important:** Expansion does not guarantee a clean trend. It means **movement is more likely**.
---
# How I use this indicator with ORB (my rules)
This indicator is not a buy/sell signal by itself.
I use it to decide **which ORB style to trade**.
## Step 1 — Check the “Regime” before the open
* If the indicator reads **EXPANSION-LEANING**, I treat it like a momentum environment.
* If the indicator reads **CHOP-LEANING**, I treat it like a confirmation environment.
* If it reads **NEUTRAL**, I stay selective and let price action confirm.
---
## Step 2 — ORB Execution Rules
### ✅ If **EXPANSION-LEANING** (momentum day)
**Goal:** Catch the move early and avoid missing the breakout.
**My ORB plan:**
* Build my opening range using the **5-minute ORB**
* Enter on a **break of the ORB level**
* Use the **1-minute timeframe** for the actual entry trigger
**How I confirm the break:**
* I want a clean break through the ORB level (not just a wick touch)
* If price snaps immediately back inside the ORB, I avoid chasing
This approach fits expansion days because the market can move quickly and waiting for perfect retests can cause you to miss the push.
---
### ✅ If **CHOP-LEANING** (confirmation day)
**Goal:** Avoid fakeouts and only enter when the break proves itself.
**My ORB plan:**
* Build my opening range using a **15-minute ORB**
* I do **not** enter on the first break
* I wait for a **break and retest**
* Then I use the **5-minute timeframe** to confirm the retest holds before entry
This fits chop days because breaks fail more often, so I require confirmation before committing.
---
### ✅ If **NEUTRAL**
**Goal:** Reduce low-quality trades.
**My ORB plan:**
* Treat it as “wait and see”
* Only take the break if price shows strong conviction (hold outside ORB)
* If price is whipping in and out of the range, I skip the trade
---
## Best practices
* This indicator works best on **1m / 5m / 15m charts** so the overnight high/low is captured accurately.
* Times are based on the symbol’s **exchange time**.
* Use proper risk management—futures can move fast, especially on expansion days.
---
## Disclaimer
This script is for educational purposes only and is not financial advice. Futures trading carries significant risk. Always use risk management and test any approach before trading live.
---
IBPDA Time Markers Daily OnlyThis indicator plots IBPDA (Interbank Price Delivery Algorithm) time markers based on true bar counts, not calendar days.
Unlike many time-cycle tools that rely on calendar arithmetic, this script calculates 20 / 40 / 60 daily candles, ensuring accuracy across:
market holidays
shortened sessions
exchange-specific trading calendars
It is intentionally restricted to the Daily timeframe, where each bar represents one completed trading session.
🔍 What This Indicator Does
Draws vertical lines at:
−20 / −40 / −60 bars (exact historical daily candles)
+20 / +40 / +60 bars (future projections for planning)
Uses bar index–based logic, not calendar dates
Prevents misuse by enforcing Daily timeframe only
Draws lines once per chart load to avoid clutter and object limits
⚙️ Key Design Choices (Important)
Past markers are exact
Past levels use time , which means “n completed daily sessions ago” — no approximation.
Future markers are projected
Since future bars do not exist yet, forward levels are projected using a configurable day-step. These are meant for time-window awareness, not precision forecasting.
No repainting
All levels are fixed once drawn.
🧠 How to Use (Best Practice)
IBPDA time levels are time magnets, not trade signals.
They work best when combined with:
Higher-timeframe PD arrays (weekly/monthly highs & lows)
Fair Value Gaps (FVGs)
Liquidity pools
Market structure shifts
Watch for price expansion, liquidity events, or displacement occurring near these time markers.
🛑 Limitations (By Design)
Daily timeframe only
Future levels are projections (exchange calendars cannot be predicted perfectly)
This script does not generate buy/sell signals
🎯 Intended Audience
This indicator is designed for:
ICT / SMC traders
Index futures traders (NQ, ES, YM, etc.)
Swing traders and position traders
Traders who respect time as a variable, not just price
🧩 Notes
Best used as a contextual framework, not a standalone strategy
Clean, lightweight, and safe for long-term chart usage
Built with strict Pine Script v5 compatibility and publishing standards
Bullish Engulfing at Daily Support (Pivot Low) - R Target (v6)1. What this strategy really is (in human terms)
This strategy is not about predicting the market.
It’s about waiting for proof that buyers are stepping in at a price where they already should.
Think of it like this:
“I only buy when price falls into a known ‘floor’ and buyers visibly take control.”
That’s it.
Everything in the script enforces that idea.
2. The two ingredients (nothing else)
Ingredient #1: Daily Support (the location)
Support is an area where price previously fell and then reversed upward.
In the script:
Support is defined as the most recent confirmed daily swing low
A swing low means:
Price went down
Stopped
Then went up enough to prove that buyers defended that level
This matters because:
You’re not guessing where support might be
You’re using a level where buyers already proved themselves
“At support” doesn’t mean exact
Markets don’t bounce off perfect lines.
So the script allows a small zone (the “support tolerance”):
Example: 0.5% tolerance
If support is at 100
Anywhere between ~99.5–100.5 counts
This prevents missing good trades just because price was off by a few ticks.
Ingredient #2: Bullish Engulfing Candle (the trigger)
This is the confirmation.
A bullish engulfing candle means:
Sellers were in control
Buyers stepped in hard enough to fully overpower them
The bullish candle’s body “swallows” the previous candle
Psychologically, it says:
“Sellers tried, failed, and buyers just took control.”
That’s why this candle works only at support.
A bullish engulfing in the middle of nowhere means nothing.
3. Why daily timeframe matters
The daily chart:
Filters out noise
Reflects decisions made by institutions, not random scalpers
Produces fewer but higher-quality signals
That’s why:
The script uses daily data
You typically get very few trades per month
Most days: no trade
That “boredom” is the edge.
4. When a trade is taken (exact conditions)
A trade happens only if ALL are true:
Price drops into a recent daily support zone
A bullish engulfing candle forms on the daily chart
Risk is clearly defined (entry, stop, target)
If any one is missing → no trade
5. How risk is controlled (this is crucial)
The stop loss (where you admit you’re wrong)
The stop is placed:
Below the support level
Or below the low of the engulfing candle
With a small ATR buffer so normal noise doesn’t stop you out
Meaning:
“If price breaks below this area, buyers were wrong. I’m out.”
No hoping. No moving stops. No exceptions.
Position sizing (why this strategy survives losing streaks)
Each trade risks a fixed % of your account (default 1%).
So:
Big stop = smaller position
Small stop = larger position
This keeps every trade equal in risk, not equal in size.
That’s professional behavior.
6. The take-profit logic (why 2.8R matters)
Instead of guessing targets:
The strategy uses a multiple of risk (R)
Example:
Risk = $1
Target = $2.80
You can lose many times and still come out ahead.
This is why:
Win rate ≈ 60% is more than enough
Even 40–45% could still work if discipline is perfect
7. Why patience is the real edge (not the pattern)
The bullish engulfing is common.
Bullish engulfing at daily support is rare.
Most people fail because they:
Trade engulfings everywhere
Ignore location
Lower standards when bored
Add “just one more indicator”
Your edge is:
Saying no 95% of the time
Taking only trades that look obvious after they work
8. How to use this strategy effectively (rules to follow)
Rule 1: Only take “clean” setups
Skip trades when:
Support is messy or unclear
Price is chopping sideways
The engulfing candle is tiny
The market is news-chaotic (earnings, FOMC, etc.)
If you have to convince yourself, skip it.
Rule 2: One trade at a time
This strategy works best when:
You’re not stacked in multiple correlated trades
You treat each setup like it matters
Quality > quantity.
Rule 3: Journal screenshots, not just numbers
After each trade, save:
Daily chart screenshot
Support level marked
Entry / stop / target
After 50–100 trades, patterns jump out:
Best tolerance %
Best stop buffer
Markets that behave well vs poorly
That’s how the original trader refined it.
Rule 4: Expect boredom and drawdowns
You will have:
Weeks with zero trades
Clusters of losses
Long flat periods
That’s normal.
If you “fix” it by adding more trades:
You destroy the edge.
9. Who this strategy is perfect for
This fits you if:
You don’t want screen addiction
You prefer process over excitement
You’re okay being wrong often
You want something you can execute for years
It is not for:
Scalpers
Indicator collectors
People who need action every day
10. The mindset shift (the real lesson of that story)
The money didn’t come from bullish engulfings.
It came from:
Defining one repeatable behavior
Removing everything else
Trusting math + patience
Doing nothing most of the time
If you want, next we can:
Walk through real example trades bar-by-bar
Optimize settings for a specific market you trade
Add filters that increase quality without adding complexity
1-Year High/Low Mean (Daily Anchored)This indicator calculates the highest high and lowest low over the past year using daily candles, then plots the mean (midpoint) between those two levels. The result is a clean, stable structural reference line that helps traders understand where current price sits within its yearly range.
What It Shows
1‑Year High – the highest daily high over the lookback period
1‑Year Low – the lowest daily low over the same period
1‑Year Mean – the midpoint between the yearly high and low
These levels provide a long‑term framework for evaluating trend strength, momentum, and potential mean‑reversion behavior.
Designed for the Daily Timeframe
This indicator is intentionally built for the daily timeframe and higher.
All calculations are anchored to daily data, ensuring consistent and accurate yearly levels.
It does not display on intraday charts to avoid confusion caused by limited intraday history.
Features
Daily‑anchored yearly high, low, and mean
Adjustable lookback period (default: 365 days)
Optional display of the dates where the yearly high and low occurred
Clean, minimal, structure‑focused design
Intended Use
Ideal for traders who want a simple, reliable way to visualize long‑term price structure.
Pairs well with trend‑following systems, breakout strategies, and mean‑reversion setups.
Future versions may include shaded zones, alerts, multi‑year modes, or additional structural tools depending on community interest.
HA Trend Reclaim Daily Structure Pullback🔹 HA Trend Reclaim — Daily Structure Pullback System
HA Trend Reclaim is a professional-grade trend continuation indicator designed to highlight high-probability LONG and SHORT setups using a combination of:
Heikin Ashi candle structure
EMA trend alignment (9 & 50 EMA)
Daily High / Low market structure
Pullback → momentum reclaim logic
This indicator is built for traders who want clarity, discipline, and structure, not noise or over-signaling.
It focuses on trading with the dominant trend, entering only after price pulls back and confirms strength via momentum reclaim.
🔑 What Makes This Different
✔ No counter-trend signals
✔ No breakout chasing
✔ Built-in structure awareness
✔ Clear visual entries & risk levels
✔ Works across stocks, crypto, and futures
This script is ideal for traders who prefer fewer, higher-quality trades rather than constant signals.
2️⃣ HOW TO USE (FEATURED-FRIENDLY VERSION)
🟢 LONG Conditions
A LONG signal appears when:
EMA 9 is above EMA 50
Price is above EMA 50
Price pulls back into the EMA zone
Price reclaims EMA 9 upward
Heikin Ashi candle closes bullish (not a doji)
🔴 SHORT Conditions
A SHORT signal appears when:
EMA 9 is below EMA 50
Price is below EMA 50
Price pulls back into the EMA zone
Price reclaims EMA 9 downward
Heikin Ashi candle closes bearish (not a doji)
📦 Daily Structure Boxes
The indicator highlights the daily high–low range:
Green box → bullish daily bias
Red box → bearish daily bias
These boxes help traders avoid:
Mid-range chop
Late entries
Trading against daily momentum
3️⃣ BEST SETTINGS (VERY IMPORTANT FOR USERS)
Recommended Timeframes
Stocks: 5m, 15m, 1H
Crypto: 15m, 1H, 4H
Futures: 5m, 15m
Recommended Inputs
Setting Value
EMA Fast 9
EMA Slow 50
Swing Lookback 15
Runner RR 2.0
Heikin Ashi Enabled
Show Daily Boxes Enabled
Notes
Higher timeframes = fewer, stronger signals
Avoid low-liquidity instruments
Best used during active sessions (London / NY)
4H & Daily Previous Candle + Fibonacci + OTE# Multi-Timeframe OTE & Fibonacci Indicator (4H & Daily)
This Pine Script v5 indicator is designed for traders who utilize **Optimal Trade Entry (OTE)** zones and **Fibonacci retracements** based on higher timeframe market structures. It automatically identifies and plots key levels from the previous 4-hour and Daily candles to help find high-probability reversal zones.
## Key Features
### 1. Dual Timeframe OTE Zones
- **4H OTE Zone**: Automatically calculates and shades the Optimal Trade Entry area (default 61.8% - 78.6%) based on the previous 4-hour candle's range.
- **Daily OTE Zone**: Plots a secondary OTE zone based on the previous Daily candle, allowing for multi-timeframe confluence analysis.
- **Dynamic Adaptation**: The zones automatically flip based on whether the previous candle was bullish or bearish, ensuring you are always looking at the correct retracement levels.
### 2. Automated Market Structure
- **High/Low Tracking**: Plots clear horizontal lines for the previous 4H and Daily Highs and Lows.
- **Visual Distinction**: Daily levels are highlighted with thicker lines to distinguish them from 4H levels.
- **Price Labels**: Displays real-time price labels for all structural levels for quick reference.
### 3. Customizable Fibonacci Retracements
- **4H Fibonacci Levels**: Plots standard retracement levels (23.6%, 38.2%, 50%, 61.8%, 78.6%) for the 4H timeframe.
- **Fully Adjustable**: Users can input custom Fibonacci levels via the settings menu.
### 4. Real-Time Information Dashboard
- **Range Summary**: A clean table in the top-right corner displays the total pip/point range for both the previous 4H and Daily candles.
- **Clean UI**: All visual elements (colors, line widths, labels) can be toggled or customized to fit any chart theme.
## How to Use
This indicator is ideal for "Smart Money" or "ICT" style trading. Look for **confluence** where the 4H OTE zone overlaps with the Daily OTE zone or other key structural levels to identify high-precision entry points.
Statistcal Daily Profile & Ranges# Statistical Daily Profile & Ranges - TradingView Publication Guide
## Overview
The **Statistical Daily Profile & Ranges** indicator is a comprehensive tool designed to analyze intraday session behavior and daily range characteristics. It combines Average Daily Range (ADR) projection levels with detailed session-by-session statistics and probability-based trading insights derived from historical price action patterns.
## What This Indicator Does
This indicator provides traders with three core analytical components:
1. **ADR Projection Levels** - Dynamic support/resistance levels based on historical daily ranges
2. **Session Range Analysis** - Visual boxes and statistical breakdowns for four key trading sessions
3. **Dynamic Probability Display** - Real-time probability statistics based on overnight session relationships
## How It Works
### Average Daily Range (ADR) Calculation
The indicator calculates the average daily range over a user-defined lookback period (default: 10 days) and projects this range from each day's opening price. This creates two key levels:
- **ADR High**: Opening price + average daily range
- **ADR Low**: Opening price - average daily range
- **ADR Median**: The opening price (middle of the projected range)
These levels are recalculated at the start of each trading day and extend forward, providing dynamic support and resistance zones based on recent volatility characteristics.
### Session Tracking & Statistics
The indicator monitors four distinct trading sessions (times in Eastern Time):
1. **Asia Session** (8:00 PM - 2:00 AM)
2. **London Session** (2:00 AM - 8:00 AM)
3. **NY Open** (8:00 AM - 9:00 AM)
4. **NY Initial Balance** (9:30 AM - 10:30 AM)
For each session, the indicator:
- Draws a colored box showing the session's high-to-low range
- Tracks the opening price, high, and low
- Stores historical data for statistical analysis
- Calculates average ranges by day of week (Monday through Friday)
The session statistics are displayed in a customizable table showing average point ranges for each session across different weekdays, helping traders identify which sessions and days typically produce the most movement.
### Dynamic Probability System
The indicator analyzes the relationship between the Asia and London sessions to determine the current market setup. After the London session closes, it automatically detects one of four possible conditions:
**1. London Engulfs Asia**
- London session breaks both above Asia's high AND below Asia's low
- This indicates strong momentum during the European session
- Most common occurrence pattern
**2. Asia Engulfs London**
- Asia session range completely contains the London session range
- Indicates consolidation during London hours
- Relatively rare pattern (occurs approximately 5.36% of the time)
**3. London Partially Engulfs Upwards**
- London breaks above Asia's high but stays above Asia's low
- Suggests bullish momentum continuation from Asia into London
**4. London Partially Engulfs Downwards**
- London breaks below Asia's low but stays below Asia's high
- Suggests bearish momentum continuation from Asia into London
Once a condition is detected, the indicator displays a probability table showing historically observed outcomes for that specific setup, including:
- Probability of NY session taking out key levels (Asia high/low, London high/low)
- Probability of NY session engulfing the entire overnight range
- Directional bias for NY Cash session (9:30 AM - 4:00 PM)
## How to Use This Indicator
### Initial Setup
1. Add the indicator to your chart (works on any intraday timeframe below Daily)
2. Adjust the **ADR Days** setting (default: 10) to control the lookback period for range calculation
3. Adjust the **Session Lookback Days** setting (default: 50) to determine how much historical data feeds the statistics tables
### Reading the ADR Levels
- Use the **ADR High** and **ADR Low** lines as potential profit targets or areas where price may encounter resistance
- The **ADR Median** line represents the opening price and can act as a pivot point for intraday directional bias
- If price reaches the ADR High early in the session, it suggests strong bullish momentum; conversely for ADR Low
- These levels adapt daily based on recent volatility, making them more responsive than static levels
### Interpreting Session Boxes
- **Session boxes** visually highlight when each trading session is active and its price range
- Larger boxes indicate higher volatility during that session
- Compare current session ranges to the statistical averages shown in the table
- Sessions that are unusually quiet or active relative to historical averages may signal compression or expansion
### Using the Session Statistics Table
- The table shows average point ranges for each session broken down by weekday
- Identify which sessions typically produce the most movement on specific days
- For example, if London on Thursdays averages 40 points while Mondays average 25 points, you can adjust position sizing or expectations accordingly
- The **Total** column shows the overall average across all days
- Sample sizes (shown in brackets if enabled) indicate data reliability
### Trading with the Probability Table
The probability table updates dynamically after the London session closes and shows statistically probable outcomes based on 12 years of NQ futures data.
**Important Limitations:**
- **These probabilities are derived from NQ (Nasdaq E-mini futures) data only**
- **Do NOT apply these probability statistics to other instruments** (ES, stocks, forex, etc.)
- The probabilities represent historical frequencies, not guarantees
- Always combine with your own analysis, risk management, and market context
**How to Apply the Probabilities:**
When **London Engulfs Asia**:
- Watch for NY session to take out London's extremes (72.33% probability for high, 71.12% for low)
- Slight bullish bias in NY Cash session (54.80% vs 45.20%)
- Lower probability of complete overnight engulfment (44.13%)
When **Asia Engulfs London** (rare - 5.36% occurrence):
- Higher probability NY takes Asia's high (75.86%)
- Moderately high probability NY takes Asia's low (65.52%)
- Slight increase in bullish bias (58.42% vs 41.58%)
- Recognize this as an unusual setup
When **London Partially Engulfs Upwards**:
- Very high probability NY takes London high (81.51%)
- Strong probability NY takes London low (64.45%)
- Moderate probability NY takes Asian low (53.16%)
- Slight bullish bias (55.52%)
When **London Partially Engulfs Downwards**:
- Very high probability NY takes London low (75.29%)
- Strong probability NY takes London high (68.80%)
- Moderate probability NY takes Asian high (56.44%)
- Slight bullish bias maintained (52.99%)
### Practical Trading Applications
**Scenario 1: Range Projection**
If the ADR is 500 points and the market opens at 25,000:
- ADR High: 25,500 (potential resistance/target)
- ADR Low: 24,500 (potential support/target)
- Monitor how price interacts with these levels throughout the day
**Scenario 2: Session-Based Trading**
Using the statistics table, you notice London on Wednesdays averages 35 points. During a Wednesday London session:
- If London has already moved 30 points, the session may be exhausting its typical range
- If London has only moved 15 points with an hour remaining, there may be expansion potential
- Adjust stop losses and targets based on typical session behavior
**Scenario 3: Probability-Based Setup**
It's 8:05 AM ET and the indicator shows "London Partially Engulfs Upwards":
- You now know there's an 81.51% historical probability NY will take out London's high
- There's a 53.16% probability NY will reach down to Asia's low
- The NY Cash session has a slight bullish bias (55.52%)
- Consider this alongside your technical analysis for directional bias and level targeting
## Customization Options
### Visual Settings
- **Line Width**: Adjust thickness of ADR levels
- **ADR Color/Style**: Customize appearance of ADR projection lines (solid, dashed, dotted)
- **Median Line**: Toggle visibility and customize appearance separately
- **Session Box Colors**: Customize each session's box color independently
- **Show Session Boxes**: Toggle session box visibility on/off
### Label Settings
- **ADR Labels**: Show/hide labels for ADR High and ADR Low, adjust size
- **Median Label**: Separate control for median line label
- **Session Labels**: Show/hide session name labels, adjust size
- **Label Colors**: Customize text colors for all labels
### Table Settings
- **Session Stats Table**: Position (9 locations available), size (Tiny to Huge), toggle on/off
- **Sample Sizes**: Show/hide the number of historical samples used for each calculation
- **Probabilities Table**: Separate position and size controls, toggle on/off
### Session Times
- Each session's time range can be customized to fit different markets or preferences
- All times are in Eastern Time (America/New_York timezone)
## Technical Notes
### Data Requirements
- The indicator requires sufficient historical data based on your lookback settings
- Minimum recommended: 50+ days of intraday data for reliable statistics
- Works on any timeframe below Daily (1-minute, 5-minute, 15-minute, etc.)
### Calculation Methodology
- **ADR Calculation**: Simple average of absolute daily high-low ranges
- **Session Statistics**: Mean average of ranges for each session filtered by day of week
- **Condition Detection**: Boolean logic comparing session high/low relationships
- All calculations update in real-time as new bars form
### Probability Data Source
The probability statistics displayed in the dynamic table are derived from:
- **Dataset**: 12 years of NQ (Nasdaq E-mini futures) historical data
- **Methodology**: Frequency analysis of outcomes following specific setup conditions
- **Time Period**: Multiple market cycles including various volatility regimes
**Critical Warning**: These probabilities are specific to NQ and reflect that instrument's behavior patterns. Market microstructure, participant behavior, and volatility characteristics differ significantly across instruments. Do not apply these NQ-derived probabilities to other markets (ES, RTY, YM, individual stocks, forex, commodities, etc.).
## Best Practices
1. **Combine with Other Analysis**: Use this indicator as one component of a complete trading methodology, not a standalone system
2. **Respect Risk Management**: Probabilities are not certainties; always use proper position sizing and stop losses
3. **Context Matters**: High-impact news events, holiday trading, and extreme volatility can invalidate typical patterns
4. **Verify Statistics**: Monitor your own results and compare to the displayed probabilities
5. **Adapt Session Times**: If trading instruments with different active hours, adjust session times accordingly
6. **Regular Calibration**: Periodically review if the session averages and probabilities remain relevant to current market conditions
## Understanding Originality
This indicator is original in its approach to combining three analytical frameworks into a single tool:
1. **Dynamic ADR Projection**: Unlike static pivot points, these levels adapt daily based on recent volatility
2. **Session-Specific Statistics**: Goes beyond simple volume profiles by quantifying average ranges for specific time windows across weekdays
3. **Conditional Probability Display**: Automatically detects overnight session relationships and displays relevant probability data rather than showing all scenarios simultaneously
The conditional logic system that determines which probability set to display is a key differentiator—traders only see the statistics relevant to the current market setup, reducing information overload and improving decision-making clarity.
## Summary
The **Statistical Daily Profile & Ranges** indicator provides traders with a comprehensive framework for understanding daily range potential, session-specific behavior patterns, and probability-based setup analysis. By combining ADR projection levels with detailed session statistics and dynamic probability displays, traders gain multiple perspectives on potential price movement within the trading day.
The indicator is most effective when used to:
- Set realistic profit targets based on average daily range
- Identify which sessions typically produce movement on specific weekdays
- Understand probability-weighted outcomes for different overnight setup conditions (NQ only)
- Visualize session ranges and compare them to historical averages
Remember that all statistical analysis reflects historical patterns, and market behavior can change. Always combine indicator signals with sound risk management, proper position sizing, and your own market analysis.
Markov: Transition Matrix [Daily Timeframe]Description
This indicator computes a 3-state Markov chain from price action and visualizes the transition probabilities between daily states:
• Up: daily % change > threshold
• Down: daily % change < -threshold
• Sideways: |daily % change| ≤ threshold
From those states, it builds transition matrices:
• Today → Tomorrow (1 day ahead)
• Today → In 2 days
• Today → In 3 days
Each matrix cell shows:
P(next state | current state)
Rows are the current state (today), columns are the future state (tomorrow / +2 / +3).
Each row sums to 100% (when there is sufficient sample size).
________________________________________
How to read it (trader workflow)
1. Identify the current regime (the most recent confirmed daily state).
2. Look at the row matching that regime:
• The ★ marks the highest probability outcome for that row (most likely next state).
• Heatmap intensity increases as probability increases.
• Each row shows its own sample size (n=...) so you can judge statistical support.
3. Use Quick-read:
• “Now” = current regime
• “Best” = top conditional outcome + probability
• “2nd” = second-best outcome + probability
4. Use Universe (N):
• Shows the marginal distribution: how often days are Up/Down/Sideways across the whole dataset.
________________________________________
Settings
Core logic
• Sideways threshold: controls how strict “Sideways” is.
Example: 0.001 = ±0.10% daily move is considered Sideways.
Display
• Toggle 1D / 2D / 3D matrices.
• Highlight best probability per row (★).
• Show n per row (row transition count).
• Focus: current state row only to reduce noise and speed decision-making.
• Quick-read row for the current regime.
Theme (fully customizable)
All colors can be customized:
• Up / Down / Sideways base colors
• Header background + header text
• Values text
• Quick-read neutral background
This makes it suitable for both light and dark chart themes.
________________________________________
Notes / Limitations
• The indicator is designed for daily sessions. It uses daily close-to-close returns to classify states and update the Markov chain once per day.
• On very volatile assets, a very small threshold can make Sideways rare. If you want a more frequent Sideways regime, increase the threshold.
• This is a statistical visualization tool, not a trading system.
________________________________________
Disclaimer (TradingView-friendly)
This script is provided for educational and informational purposes only and does not constitute financial advice. Trading involves risk. Past probabilities do not guarantee future results. Use at your own discretion and always apply proper risk management.
Optimal Daily MA Suite [MTF]Title: Optimal Daily MA Suite
Description: This is a comprehensive Multi-Timeframe (MTF) analysis suite designed to streamline chart layouts. Instead of loading multiple separate indicators to track various trend lines, this single tool allows traders to overlay higher-timeframe Moving Averages and key support/resistance levels directly onto their intraday charts.
Utility & Workflow: Swing traders and day traders often need to monitor "Big Picture" Daily Moving Averages (like the Daily 200 SMA or Daily 50 EMA) while executing trades on lower timeframes like the 15m or 1H. This tool automates that process, ensuring the major trend context is always visible without cluttering the indicator list.
Key Features:
Multi-Timeframe Engine: By default, all MAs are calculated on the Daily ("D") timeframe, regardless of the chart's current timeframe. This creates a stable "anchor" for trend analysis. The timeframe is fully customizable in the settings (e.g., set to "W" for Weekly analysis).
10 Customizable Slots: Toggle up to 10 different Moving Averages on/off individually.
Flexible Calculation Types: Supports SMA, EMA, WMA, VWMA, RMA (SMMA), and SWMA for every single line.
Trend Cloud Crossovers: Includes two dedicated "Cloud" setups to visualize crossovers (e.g., Golden Cross or Death Cross) with fill shading between the fast and slow lines.
Price Action Crossovers: Optional markers to highlight when the closing price crosses specific MAs.
Contextual Levels: Includes Previous Day High (PDH) and Previous Day Low (PDL) markers for immediate intraday support/resistance context.
How to Use:
Settings: Open the settings menu to select your "Indicator Timeframe" (Default: Daily).
Customization: Enable only the MAs relevant to your strategy (e.g., Enable MA 8 for the 50 SMA and MA 10 for the 200 SMA).
Clouds: Use the "Crossover Set" inputs to define a Bullish/Bearish trend cloud between two moving averages of your choice.
Technical Note: This script uses request.security with lookahead=barmerge.lookahead_off to ensure no repainting of historical data while providing accurate higher-timeframe values on closed bars.
Credits: Standard Moving Average calculations based on TradingView built-in functions.
IDLP - Intraday Daily Levels Pro [FXSMARTLAB]🔥 IDLP – Intraday Daily Levels Pro
IDLP – Intraday Daily Levels Pro is a precision toolkit for intraday traders who rely on objective daily structure instead of repainting indicators and noisy signals.
Every level plotted by IDLP is derived from one simple rule:
Today’s trading decisions must be based on completed market data only.
That means:
✅ No use of the current day’s unfinished data for levels
✅ No lookahead
✅ No hidden repaint behavior
IDLP reconstructs the previous trading day from the intraday chart and then projects that structure forward onto the current session, giving you a stable, institutional-style intraday map.
🧱 1. Previous Daily Levels (Core Structure)
IDLP extracts and displays the full previous daily structure, which you can toggle on/off individually via the inputs:
Previous Daily High (PDH)
Previous Daily Low (PDL)
Previous Daily Open
Previous Daily Close,
Previous Daily Mid (50% of the range)
Previous Daily Q1 (25% of the range)
Previous Daily Q3 (75% of the range)
All of these come from the day that just closed and are then locked for the entire current session.
What these levels tell you:
PDH / PDL – true extremes of yesterday’s price action (liquidity zones, breakout/reversal points).
Previous Daily Open / Close – how the market positioned itself between session start and end
Mid (50%) – equilibrium level of the previous day’s auction.
Q1 / Q3 (25% / 75%) internal structure of the previous day’s range, dividing it into four equal zones and helping you see if price is trading in the lower, middle, or upper quarter of yesterday’s range.
All these levels are non-repaint: once the day is completed, they are fixed and never change when you scroll, replay, or backtest.
🎯 2. Previous Day Pivot System (P, S1, S2, R1, R2)
IDLP includes a classic floor-trader pivot grid, but critically:
It is calculated only from the previous day’s high, low, and close.
So for the current session, the following are fixed:
Pivot P – central reference level of the previous day.
Support 1 (S1) and Support 2 (S2)
Resistance 1 (R1) and Resistance 2 (R2)
These levels are widely used by institutional desks and algos to structure:
mean-reversion plays, breakout zones, intraday targets, and risk placement.
Everything in this section is non-repaint because it only uses the previous day’s fully closed OHLC.
📏 3. 1-Day ADR Bands Around Previous Daily Open
Instead of a multi-day ADR, IDLP uses a pure 1-Day ADR logic:
ADR = Range of the previous day
ADR = PDH − PDL
From that, IDLP builds two clean bands centered around the previous daily Open:
ADR Upper Band = Previous Day Open + (ADR × Multiplier)
ADR Lower Band = Previous Day Open − (ADR × Multiplier)
The multiplier is user-controlled in the inputs:
ADR Multiplier (default: 0.8)
This lets you choose how “tight” or “wide” you want the ADR envelope to be around the previous day’s open.
Typical use cases:
Identify realistic intraday extension targets, Spot exhaustion moves beyond ADR bands, Frame reversals after reaching volatility extremes, Align trades with or against volatility expansion
Again, since ADR is calculated only from the completed previous day, these bands are totally non-repaint during the current session.
🔒 4. True Non-Repaint Architecture
The internal logic of IDLP is built to guarantee non-repaint behavior:
It reconstructs each day using time("D") and tracks:
dayOpen, dayHigh, dayLow, dayClose for the current day
prevDayOpen, prevDayHigh, prevDayLow, prevDayClose for the previous day
At the moment a new day starts:
The “current day” gets “frozen” into prevDay*
These prevDay* values then drive: Previous Daily Levels, Pivots, ADR.
During the current day:
All these “previous day” values stay fixed, no matter what happens.
They do not move in real time, they do not shift in replay.
This means:
What you see in the past is exactly what you would have seen live.
No fake backtests.
No illusion of perfection from repainting behavior.
🎯 5. Designed For Intraday Traders
IDLP – Intraday Daily Levels Pro is made for:
- Day traders and scalpers
- Index and FX traders
- Prop firm challenge trading
- Traders using ICT/SMC-style levels, liquidity, and range logic
- Anyone who wants a clean, institutional-style daily framework without noise
You get:
Previous Day OHLC
Mid / Q1 / Q3 of the previous range
Previous-Day Pivots (P, S1, S2, R1, R2)
1-Day ADR Bands around Previous Day Open
All calculated only from closed data, updated once per day, and then locked.
Séparateur H4 & DailyH4 & Daily Separator - TradingView Indicator
This Pine Script v6 indicator draws infinite vertical lines to mark H4 and Daily candle separations on your chart.
Features:
H4 Separations: Marks candles starting at 3am, 7am, 11am, 3pm, 7pm, and 11pm
Daily Separations: Marks candles starting at midnight (00:00)
Fully Customizable:
Toggle H4 and/or Daily lines independently
Choose line color, thickness (1-4), and style (Solid, Dotted, Dashed)
Control the number of visible vertical lines (1-500)
Use Case:
Perfect for traders who want to visualize higher timeframe separations while trading on lower timeframes. Helps identify H4 and Daily candle opens without switching charts.
Installation:
Simply copy the code into TradingView's Pine Editor and add it to your chart. All settings are adjustable in the indicator's settings panel.
ES-VIX Daily Price Bands - Inner and OuterES-VIX Daily Price Bands
This indicator plots dynamic intraday price bands for ES futures based on real-time volatility levels measured by the VIX (CBOE Volatility Index). The bands evolve throughout the trading day, providing volatility-adjusted price targets.
Formulas:
Upper Band = Daily Low + (ES Price × VIX ÷ √252 ÷ 100)
Lower Band = Daily High - (ES Price × VIX ÷ √252 ÷ 100)
The calculation uses the square root of 252 (trading days per year) to convert annualized VIX volatility into an expected daily move, then scales it as a percentage adjustment from the current day's extremes.
Features:
Real-time band calculation that updates throughout the trading session
Upper band (green) extends from the current day's low
Lower band (red) contracts from the current day's high
Inner upper band (green) at 50% of expected move
Inner lower band (red) at 50% of expected move
Middle Inner upper band (green) at 80% of expected move
Middle Inner lower band (red) at 80% of expected move
Outer upper band (green) at 150% of expected move
Outer lower band (red) at 150% of expected move
Shaded zone between bands for visual clarity
Information table displaying:
Current ES price and VIX level
Running daily high and low
Current upper and lower band values
ES-VIX Daily Price Bands - Inner bands (80% and 50%)ES-VIX Daily Price Bands
This indicator plots dynamic intraday price bands for ES futures based on real-time volatility levels measured by the VIX (CBOE Volatility Index). The bands evolve throughout the trading day, providing volatility-adjusted price targets.
Formulas:
Upper Band = Daily Low + (ES Price × VIX ÷ √252 ÷ 100)
Lower Band = Daily High - (ES Price × VIX ÷ √252 ÷ 100)
The calculation uses the square root of 252 (trading days per year) to convert annualized VIX volatility into an expected daily move, then scales it as a percentage adjustment from the current day's extremes.
Features:
Real-time band calculation that updates throughout the trading session
Upper band (green) extends from the current day's low
Lower band (red) contracts from the current day's high
Inner upper band (green) at 50% of expected move
Inner lower band (red) at 50% of expected move
Middle Inner upper band (green) at 80% of expected move
Middle Inner lower band (red) at 80% of expected move
Shaded zone between bands for visual clarity
Information table displaying:
Current ES price and VIX level
Running daily high and low
Current upper and lower band values
ES-VIX Daily Price Bands - Inner bandsES-VIX Daily Price Bands
This indicator plots dynamic intraday price bands for ES futures based on real-time volatility levels measured by the VIX (CBOE Volatility Index). The bands evolve throughout the trading day, providing volatility-adjusted price targets.
Formulas:
Upper Band = Daily Low + (ES Price × VIX ÷ √252 ÷ 100)
Lower Band = Daily High - (ES Price × VIX ÷ √252 ÷ 100)
The calculation uses the square root of 252 (trading days per year) to convert annualized VIX volatility into an expected daily move, then scales it as a percentage adjustment from the current day's extremes.
Features:
Real-time band calculation that updates throughout the trading session
Upper band (green) extends from the current day's low
Lower band (red) contracts from the current day's high
Inner upper band (green) at 50% of expected move
Inner lower band (red) at 50% of expected move
Shaded zone between bands for visual clarity
Information table displaying:
Current ES price and VIX level
Running daily high and low
Current upper and lower band values
ES-VIX Daily Price BandsES-VIX Daily Price Bands
This indicator plots dynamic intraday price bands for ES futures based on real-time volatility levels measured by the VIX (CBOE Volatility Index). The bands evolve throughout the trading day, providing volatility-adjusted price targets.
Formulas:
Upper Band = Daily Low + (ES Price × VIX ÷ √252 ÷ 100)
Lower Band = Daily High - (ES Price × VIX ÷ √252 ÷ 100)
The calculation uses the square root of 252 (trading days per year) to convert annualized VIX volatility into an expected daily move, then scales it as a percentage adjustment from the current day's extremes.
Features:
Real-time band calculation that updates throughout the trading session
Upper band (green) extends from the current day's low
Lower band (red) contracts from the current day's high
Shaded zone between bands for visual clarity
Information table displaying:
Current ES price and VIX level
Running daily high and low
Current upper and lower band values
ES-VIX Expected Daily MoveThis indicator calculates the expected daily price movement for ES futures based on current volatility levels as measured by the VIX (CBOE Volatility Index).
Formula:
Expected Daily Move = (ES Price × VIX Price) / √252 / 100
The calculation converts the annualized VIX volatility into an expected daily move by dividing by the square root of 252 (the approximate number of trading days per year).
Features:
Real-time calculation using current ES futures price and VIX level
Histogram visualization in a separate pane for easy trend analysis
Information table displaying:
Current ES futures price
Current VIX level
Expected daily move in points
Expected daily move as a percentage
ORB + Fair Value Gaps (FVG/iFVG) Suite with Daily 50% MidlineA complete smart-money–focused price-action toolkit combining the New York Open Range Breakout (ORB), ICT-style Fair Value Gaps, Inverted FVGs, and a dynamic Daily 50% Midline.
Designed for traders who want a clean, fast, and highly visual way to track liquidity, imbalances, and intraday directional bias.
📌 Key Features
1. NY Session ORB (09:30–09:45 New York Time)
Automatically plots:
ORB High
ORB Low
Labels for ORB high/low
Optional 5-minute chart restriction
Lines extend forward for easy reference
Used to identify breakout conditions, liquidity sweeps, and directional bias into the morning session.
📌 2. ICT-Style Fair Value Gaps (FVGs)
Full automated detection of bullish & bearish FVGs based on the classic 3-candle displacement structure:
Bullish FVG: high < low
Bearish FVG: low > high
Each FVG is drawn as a box with:
Custom colour
Custom border style (solid, dashed, dotted)
Automatic extension to the right until filled
Optional size text showing the gap in points (font size/colour adjustable)
Adjustable max lookback for performance
📌 3. Inverted FVGs (iFVGs)
Once price fully fills an FVG, it automatically becomes an iFVG, shown with:
Custom iFVG colour
Custom border style
Extension to the right
Once price trades through the zone from the opposite side, the iFVG is considered “consumed” and:
It stops extending
And optionally auto-deletes based on user settings
This makes it easy to track meaningful imbalances that turn into liquidity pockets.
📌 4. “Show Only After ORB” Filter
Optionally hide all FVGs/iFVGs formed before the ORB completes.
This is especially useful for intraday strategies focused on NY session structure only.
📌 5. Daily 50% Midline (OHLC Midpoint)
A dynamic, always-updating midpoint of the current daily candle:
Mid = (Daily High + Daily Low) / 2
Features:
Custom colour
Dashed styling
Extends left and right as a horizontal ray
Updates live as the daily candle forms
Great for bias filters, mean reversion, and daily liquidity zones.
📌 6. Performance-Optimized (Fast!)
Built with:
Fully configurable max lookback
Memory-efficient arrays
Auto-cleaning of old FVG/iFVG objects
Lightweight daily midline recalculation
This allows extremely fast rendering even on 1-minute charts.
📌 7. Alerts
Includes a clean alert condition:
Price returned to a Fair Value Gap
Works for both bullish and bearish FVG revisits.
🎯 Who This Indicator Is For
This tool is ideal for traders who use:
ICT / SMC concepts
Liquidity-based trading
ORB strategies
Imbalance-driven price action
Intraday or NY session-focused setups
Futures, crypto, forex, and equities
🎁 Summary
This indicator gives you:
A clean ORB framework
Automatic, dynamic FVG and iFVG analysis
Real-time daily candle context
Customizable visuals
Powerful session filtering
Efficient performance
All in one clean, intuitive package built for real-time decision making.
SVE Daily ATR + SDTR Context BandsSVE Daily ATR + SDTR Context Bands is a free companion overlay from The Volatility Engine™ ecosystem.
It plots daily ATR-based expansion levels and a Standardized Deviation Threshold Range (SDTR) to give traders a clean, quantitative view of where intraday price sits relative to typical daily movement and volatility extremes.
This module is designed as an SVE-compatible context layer—using discrete, RTH-aligned daily zones, expected-move bands, and a standardized volatility shell—so traders can build situational awareness even without the full SPX Volatility Engine™ (SVE).
It does not generate trade signals.
Its sole purpose is to provide a clear volatility framework you can combine with your own structure, Fibonacci, or signal logic (including SVE, if you use it).
🔍 What It Shows
* Daily ATR Bands (expHigh / expLow)
- Expected high/low based on smoothed daily ATR
- Updates at the RTH open
* Daily SDTR Bands (expHighSDTR / expLowSDTR)
- Standard deviation threshold range for volatility extremes
- Helps identify overextended conditions
Discrete RTH-aligned Zones
- Bands reset cleanly at each RTH session
No continuous carry-over from prior days
Daily ATR & SDTR stats label
Quick-reference box showing current ATR and SDTR values
🎯 Purpose
This tool helps traders:
- Gauge intraday context relative to expected daily movement
- Assess volatility state (quiet, normal, expanded, extreme)
- Identify likely exhaustion or expansion zones
- Frame intraday price action inside daily volatility rails
- Support decision-making with objective context rather than emotion
It complements any strategy and works on any intraday timeframe.
⚙️ Inputs
- ATR Lookback (default: 20 days)
- RTH Session Times
- SDTR Lookback
- Show/Hide Daily Stats Label
🧩 Part of the SVE Ecosystem
This module is part of the broader SPX Volatility Engine™ framework.
The full SVE system includes:
- Composite signal scoring
- Volatility compression logic
- Histogram slope and momentum analysis
- Internals (VIX / VVIX / TICK)
- Structural zone awareness
- Real-time bias selection
- High-clarity decision support
⚠️ Disclaimer
This tool is provided for educational and informational purposes only.
No performance claims are made or implied.
Not investment advice.
ATR Daily (Classic vs Robust, NY-Fix, Spike Control)📘 What this indicator does
This tool provides an advanced view of daily market volatility by comparing two versions of the Average True Range (ATR):
• Classic ATR — standard Wilder smoothing
• Robust ATR — uses median-based filtering and spike-control logic to reduce distortion from abnormal candles
Both values are calculated using daily data aligned to the New York trading session, so volatility resets at the same moment each institutional trading day begins. This keeps readings consistent across crypto, forex and stocks, even on intraday charts.
⚙️ How it works (in simple terms)
The script evaluates each True Range (TR) value relative to a median-based threshold:
• Abnormally large ranges are either clamped to a limit or excluded from updating ATR
• A hard cap prevents single spikes from inflating the entire indicator
• The result is a smoother and more realistic representation of daily volatility
This allows ATR to reflect typical market behaviour instead of rare one-off events.
📊 What appears on the chart
• Two daily ATR lines (Classic and Robust)
• Histogram showing the percentage of daily range already completed
• Red bars when price exceeds 100% of daily ATR
• A data table with volatility metrics
• Background highlights on days with extreme values
💡 How traders can use it
• Identify when a market has already completed most of its typical daily move
• Compare Classic vs Robust ATR to spot news-driven distortion
• Use Robust ATR for more stable stop-loss and take-profit logic
• Track volatility expansion or contraction across sessions
⚙️ Key settings
Setting Purpose
ATR period Standard smoothing length (default 14)
Robust mode Clamp, Freeze or Off
MAD multiplier Sensitivity to outliers
Cap × median(TR) Maximum allowed spike size
Base for passed ATR Which ATR is used to measure daily %
Freeze weekends Keeps ATR unchanged on Sat/Sun
🧩 Unique concept
Unlike typical ATR indicators, this one combines robust statistics (median + MAD) with session-based fixation. ATR values update only once per New York session, creating stable volatility measurements that match institutional timing.
🔒 Source code
The script is published with protected source code to preserve its statistical structure and prevent unauthorized modification.
🧭 Summary
ATR Daily (Classic vs Robust, NY-Fix) provides a clearer and more reliable view of daily volatility.
It helps determine whether the market is still in the early phase of its daily range or already exhausted.
Vwap Daily By SamsungTitle
Daily VWAP with Historical Lookback (Logic Fix)
Description
This script calculates and plots the daily Volume-Weighted Average Price (VWAP), an essential tool for intraday traders.
What makes this indicator special is its robust plotting logic. Unlike many simple VWAP scripts that struggle to show data for previous days, this version includes a crucial fix that allows you to reliably display historical VWAP lines for as many days back as you need. This allows for more comprehensive backtesting and analysis of how price has interacted with the VWAP on previous trading days.
This is an indispensable tool for traders who use VWAP as a dynamic level of support/resistance, a benchmark for trade execution quality, or a gauge of the day's trend.
Key Features
Historical VWAP Display: Easily plot VWAP for multiple past days on your chart. Simply set the number of lookback days in the settings.
Accurate Daily Calculation: The VWAP calculation correctly resets at the beginning of each new trading session (00:00 server time).
Fully Customizable: You have full control over the appearance of the VWAP line, including its color, width, and style (Solid or Stepped).
Robust Plotting Engine: This script solves the common Pine Script issue where conditionally plotted historical lines fail to render. It works reliably on all intraday timeframes.
Built-in Debug Mode: For advanced users or those curious about the inner workings, a comprehensive debug mode can be enabled to display raw VWAP values, cumulative volume, and timeframe warnings.
How to Use
Add the "Daily VWAP with Historical Lookback" indicator to your chart.
IMPORTANT: Make sure you are on an intraday timeframe (e.g., 1H, 30M, 15M, 5M, 1M). This indicator is designed for intraday analysis and will display a warning if used on a daily or higher timeframe.
Open the indicator's settings.
In the "VWAP Settings" tab, adjust the "Lookback Days to Display" to set how many previous days of VWAP you want to see. (e.g., 0 for today only, 1 for today and yesterday, 10 for the last 10 days).
Customize the line's appearance in the "Line Style" tab.
The "Logic Fix" Explained (For Developers)
A common challenge in Pine Script is conditionally plotting data for historical bars. Many scripts attempt this by dynamically changing the plot color to na (transparent) for bars that shouldn't be displayed. This method is often unreliable and can result in the entire plot failing to render.
This script employs a more robust and standard approach: manipulating the data series itself.
The Problem: plot(vwap, color = shouldPlot ? color.red : na) can be buggy.
The Solution: plot(shouldPlot ? vwap : na, color = color.red) is reliable.
Instead of changing the color, we create a new data series (plotVwap). This series contains the vwapValue only on the bars that meet our date criteria. On all other bars, its value is na (Not a Number). The plot() function is designed to handle na values by simply "lifting the pen," creating a clean break in the line. This ensures that the VWAP is drawn only for the selected days, with 100% reliability across all historical data.
Settings Explained
Lookback Days to Display: Sets the number of past days (from the last visible bar) for which to display the VWAP.
Line Color, Width, and Style: Standard cosmetic settings for the VWAP line.
Enable Debug Mode (Master Switch): Toggles all debugging features on or off. It is enabled by default to help new users.
Display Debug: Cumulative Volume: When enabled, it shows the daily cumulative volume in a gray area on a separate pane.
Display Debug: Raw VWAP Value: When enabled, it plots the raw, unfiltered VWAP calculation for all days on the chart, helping to verify the core logic.
This script is provided for educational and informational purposes. Trading involves significant risk. Always conduct your own research and analysis before making any trading decisions.
If you find this script useful, a 'Like' is always appreciated! Happy trading
