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Average Dollar VolumeDollar volume is simply the volume traded multiplied times the cost of the stock. Dollar volume is an extremely important metric for finding stocks with enough liquidity for market makers to position themselves in. Market Liquidity is defined as market's feature whereby an individual or firm can quickly purchase or sell an asset without causing a drastic change in the asset's price. The key concept you want to understand is that these big instructions with billions of dollars need liquidity in a stock in order to even think about buying it, and therefore these institutions will demand a large dollar volume. A good dollar volume amount, that represents a pretty liquid name, is typically above 100 million $ average. Why are institutions important? Simple because they are the ones who make stocks move, and I mean really move. If you want to see large growth from a stock in a short amount of time, you need institutions wielding billions of dollars to be fighting one another to buy more shares. Institutions are the ones who make or break a stock, this is why we call them market makers. My script calculates average dollar volume using four averages: the 50, the 30, the 20, and the 10 period. I use multiple averages in order to provide the accurate and up to date information to you. It then selects the minimum of these averages and divides this value by 1 million and displays this number to you. TL;DR? If you want monster moves from your stocks, you need to pick names with average high liquidity(dollar volume >= $100 million). The number presented to you is in millions of whatever currency the name is traded in.
Pine Script® indicator
by monkaOMEGA
4
DePriExchange weighted price for cryptocurrencies DECENTRALIZED PRICE CHART FOR DECENTRALIZED WORLD See non-manipulated , globally price action that comes from whole liquidity! The main idea behind this script is that... The value of each trading pair finally determined globally and the price displayed in exchanges is its own and not global! differences between exchanges, reduced to near zero gradually by market makers and arbitrages, so.. Every min tick price changes Must be backed by liquidity to be part of the global fluctuations more liquidity gives it more credibility more credibility give it more weight ..Against opposing movements. This script can collect price of crypto pairs from 12 exchanges that listed on TV and have effective volume. In the first step, summarizes the volume of all exchanges and creates the total volume In the next step, divide each exchange volume to total volume to obtain relative weight of each exchange. In the final step, multiply each exchange price to weight of itself and summarizes these numbers .. now, we have Exchange weighted price! The results on high liquidity pairs like BTCUSDT, ETHUSDT, is not much differ then simple chart but when you apply it on lower liquidity, lower time frames of altcoins, you realize its benefits and usefulness. Altcoins chart in composite and simple mode is very differ, I hope you enjoy from TRUE CHART. With this, also you can.. Filter and smooth candlestick chart with SMA or EMA Plot a line chart of pair at your desired frame separate from the main chart for monitor important price levels Get realtime report of whole volume of pair on included exchanges Get realtime report of each exchange weight and share Note.1: some of pairs queted on more than one like BTCUSD, BTCUSDT, BTCUSDC and etc. In this pairs we choose the one that usually has more volume on that exchange. Note.2: At this time, supported queted currencies are BTC, ETH, USD, USDT, BUSD, USDC, USDK. Note.3: This script is relatively heavy! This is not cuz of bad coding. Each bar compution contains at least one plot and some of security calls, so 10 to 15 seconds is normal load time. Note.4: You can combine this with your price action base scripts and use balanced OHLCV. The necessary explanations about this are available in the code. Note.5: You must only include exchanges that support your ticker, Otherwise you will receive an error. I hope it comes useful to you.
Pine Script® indicator
by Algorca
3
Psychological Price Level GBPJPY (.250 / .750)This indicator is designed for GBPJPY traders who work with precision and smart-money-based analysis. It automatically plots psychological price levels at .250 and .750, which are known institutional reference points that often influence market structure, price reactions, and liquidity behavior. Unlike typical round-number indicators, this tool focuses specifically on quarter levels, which are frequently used by algorithms, banks, and experienced institutional traders. Fixed and Reliable Levels As price evolves, the levels update automatically and remain fixed on the chart without shifting when you scroll. This ensures that the levels always stay anchored to relevant market structure, making them reliable reference points for planning entries, targets, or stop placements. Customization The indicator allows full customization. You can freely adjust the line color, line thickness, and line style to match your personal trading chart layout. You can also choose whether lines extend left, right, or both directions, making the tool flexible enough to fit minimalist or highly marked-up workspaces. Why These Levels Matter In smart money trading approaches, the .250 and .750 levels often act as magnetic zones. Price frequently gravitates toward them to test liquidity or engineer traps before continuing its move. These levels may serve as rejection points, breakout confirmation zones, or take-profit areas depending on the broader context. Because they frequently align with order blocks, fair value gaps, and market structure shifts, they can add meaningful confluence to directional bias and trade timing. Who Can Benefit This tool is particularly useful for scalpers, day traders, and swing traders who base decisions on liquidity behavior and institutional logic. It works well on any timeframe and complements concepts such as premium and discount models, inefficiencies, fair value gaps, and volume imbalances. Many traders find that these price levels help them identify reactions earlier, refine entries, and improve confidence when executing trades. Final Note If this indicator supports your trading workflow, feel free to leave a comment or mark it as a favorite + give it a BOOST . Your feedback helps guide future improvements and ensures the tool continues evolving for serious GBPJPY traders. Happy trading — and stay precise. 🚀📊
Pine Script® indicator
by x9x5gy7s
Stochastic Hash Strat [Hash Capital Research]# Stochastic Hash Strategy by Hash Capital Research ## 🎯 What Is This Strategy? The **Stochastic Slow Strategy** is a momentum-based trading system that identifies oversold and overbought market conditions to capture mean-reversion opportunities. Think of it as a "buy low, sell high" approach with smart mathematical filters that remove emotion from your trading decisions. Unlike fast-moving indicators that generate excessive noise, this strategy uses **smoothed stochastic oscillators** to identify only the highest-probability setups when momentum truly shifts. --- ## 💡 Why This Strategy Works Most traders fail because they: - **Chase prices** after big moves (buying high, selling low) - **Overtrade** in choppy, directionless markets - **Exit too early** or hold losses too long This strategy solves all three problems: 1. **Entry Discipline**: Only trades when the stochastic oscillator crosses in extreme zones (oversold for longs, overbought for shorts) 2. **Cooldown Filter**: Prevents revenge trading by forcing a waiting period after each trade 3. **Fixed Risk/Reward**: Pre-defined stop-loss and take-profit levels ensure consistent risk management **The Math Behind It**: The stochastic oscillator measures where the current price sits relative to its recent high-low range. When it's below 25, the market is oversold (time to buy). When above 70, it's overbought (time to sell). The crossover with its moving average confirms momentum is shifting. --- ## 📊 Best Markets & Timeframes ### ⭐ OPTIMAL PERFORMANCE: **Crude Oil (WTI) - 12H Timeframe** - **Why it works**: Oil markets have predictable volatility patterns and respect technical levels **AAVE/USD - 4H to 12H Timeframe** - **Why it works**: DeFi tokens exhibit strong momentum cycles with clear extremes ### ✅ Also Works Well On: - **BTC/USD** (12H, Daily) - Lower frequency but high win rate - **ETH/USD** (8H, 12H) - Balanced volatility and liquidity - **Gold (XAU/USD)** (Daily) - Classic mean-reversion asset - **EUR/USD** (4H, 8H) - Lower volatility, requires patience ### ❌ Avoid Using On: - Timeframes below 4H (too much noise) - Low-liquidity altcoins (wide spreads kill performance) - Strongly trending markets without pullbacks (Bitcoin in 2021) - News-driven instruments during major events --- ## 🎛️ Understanding The Settings ### Core Stochastic Parameters **Stochastic Length (Default: 16)** - Controls the lookback period for price comparison - Lower = faster reactions, more signals (10-14 for volatile markets) - Higher = smoother signals, fewer trades (16-21 for stable markets) - **Pro tip**: Use 10 for crypto 4H, 16 for commodities 12H **Overbought Level (Default: 70)** - Threshold for short entries - Lower values (65-70) = more trades, earlier entries - Higher values (75-80) = fewer but higher-conviction trades - **Sweet spot**: 70 works for most assets **Oversold Level (Default: 25)** - Threshold for long entries - Higher values (25-30) = more trades, earlier entries - Lower values (15-20) = fewer but stronger bounce setups - **Sweet spot**: 20-25 depending on market conditions **Smooth K & Smooth D (Default: 7 & 3)** - Additional smoothing to filter out whipsaws - K=7 makes the indicator slower and more reliable - D=3 is the signal line that confirms the trend - **Don't change these unless you know what you're doing** --- ### Risk Management **Stop Loss % (Default: 2.2%)** - Automatically exits losing trades - Should be 1.5x to 2x your average market volatility - Too tight = death by a thousand cuts - Too wide = uncontrolled losses - **Calibration**: Check ATR indicator and set SL slightly above it **Take Profit % (Default: 7%)** - Automatically exits winning trades - Should be 2.5x to 3x your stop loss (reward-to-risk ratio) - This default gives 7% / 2.2% = 3.18:1 R:R - **The golden rule**: Never have R:R below 2:1 --- ### Trade Filters **Bar Cooldown Filter (Default: ON, 3 bars)** - **What it does**: Forces you to wait X bars after closing a trade before entering a new one - **Why it matters**: Prevents emotional revenge trading and overtrading in choppy markets - **Settings guide**: - 3 bars = Standard (good for most cases) - 5-7 bars = Conservative (oil, slow-moving assets) - 1-2 bars = Aggressive (only for experienced traders) **Exit on Opposite Extreme (Default: ON)** - Closes your long when stochastic hits overbought (and vice versa) - Acts as an early profit-taking mechanism - **Leave this ON** unless you're testing other exit strategies **Divergence Filter (Default: OFF)** - Looks for price/momentum divergences for additional confirmation - **When to enable**: Trending markets where you want fewer but higher-quality trades - **Keep OFF for**: Mean-reverting markets (oil, forex, most of the time) --- ## 🚀 Quick Start Guide ### Step 1: Set Up in TradingView 1. Open TradingView and navigate to your chart 2. Click "Pine Editor" at the bottom 3. Copy and paste the strategy code 4. Click "Add to Chart" 5. The strategy will appear in a separate pane below your price chart ### Step 2: Choose Your Market **If you're trading Crude Oil:** - Timeframe: 12H - Keep all default settings - Watch for signals during London/NY overlap (8am-11am EST) **If you're trading AAVE or crypto:** - Timeframe: 4H or 12H - Consider these adjustments: - Stochastic Length: 10-14 (faster) - Oversold: 20 (more aggressive) - Take Profit: 8-10% (higher targets) ### Step 3: Wait for Your First Signal **LONG Entry** (Green circle appears): - Stochastic crosses up below oversold level (25) - Price likely near recent lows - System places limit order at take profit and stop loss **SHORT Entry** (Red circle appears): - Stochastic crosses down above overbought level (70) - Price likely near recent highs - System places limit order at take profit and stop loss **EXIT** (Orange circle): - Position closes either at stop, target, or opposite extreme - Cooldown period begins ### Step 4: Let It Run The biggest mistake? **Interfering with the system.** - Don't close trades early because you're scared - Don't skip signals because you "have a feeling" - Don't increase position size after a big win - Don't revenge trade after a loss **Follow the system or don't use it at all.** --- ### Important Risks: 1. **Drawdown Pain**: You WILL experience losing streaks of 5-7 trades. This is mathematically normal. 2. **Whipsaw Markets**: Choppy, range-bound conditions can trigger multiple small losses. 3. **Gap Risk**: Overnight gaps can cause your actual fill to be worse than the stop loss. 4. **Slippage**: Real execution prices differ from backtested prices (factor in 0.1-0.2% slippage). --- ## 🔧 Optimization Guide ### When to Adjust Settings: **Market Volatility Increased?** - Widen stop loss by 0.5-1% - Increase take profit proportionally - Consider increasing cooldown to 5-7 bars **Getting Too Few Signals?** - Decrease stochastic length to 10-12 - Increase oversold to 30, decrease overbought to 65 - Reduce cooldown to 2 bars **Getting Too Many Losses?** - Increase stochastic length to 18-21 (slower, smoother) - Enable divergence filter - Increase cooldown to 5+ bars - Verify you're on the right timeframe ### A/B Testing Method: 1. **Run default settings for 50 trades** on your chosen market 2. Document: Win rate, profit factor, max drawdown, emotional tolerance 3. **Change ONE variable** (e.g., oversold from 25 to 20) 4. Run another 50 trades 5. Compare results 6. Keep the better version **Never change multiple settings at once** or you won't know what worked. --- ## 📚 Educational Resources ### Key Concepts to Learn: **Stochastic Oscillator** - Developed by George Lane in the 1950s - Measures momentum by comparing closing price to price range - Formula: %K = (Close - Low) / (High - Low) × 100 - Similar to RSI but more sensitive to price movements **Mean Reversion vs. Trend Following** - This is a **mean reversion** strategy (price returns to average) - Works best in ranging markets with defined support/resistance - Fails in strong trending markets (2017 Bitcoin, 2020 Tech stocks) - Complement with trend filters for better results **Risk:Reward Ratio** - The cornerstone of profitable trading - Winning 40% of trades with 3:1 R:R = profitable - Winning 60% of trades with 1:1 R:R = breakeven (after fees) - **This strategy aims for 45% win rate with 2.5-3:1 R:R** ### Recommended Reading: - *"Trading Systems and Methods"* by Perry Kaufman (Chapter on Oscillators) - *"Mean Reversion Trading Systems"* by Howard Bandy - *"The New Trading for a Living"* by Dr. Alexander Elder --- ## 🛠️ Troubleshooting ### "I'm not seeing any signals!" **Check:** - Is your timeframe 4H or higher? - Is the stochastic actually reaching extreme levels (check if your asset is stuck in middle range)? - Is cooldown still active from a previous trade? - Are you on a low-liquidity pair? **Solution**: Switch to a more volatile asset or lower the overbought/oversold thresholds. --- ### "The strategy keeps losing money!" **Check:** - What's your win rate? (Below 35% is concerning) - What's your profit factor? (Below 0.8 means serious issues) - Are you trading during major news events? - Is the market in a strong trend? **Solution**: 1. Verify you're using recommended markets/timeframes 2. Increase cooldown period to avoid choppy markets 3. Reduce position size to 5% while you diagnose 4. Consider switching to daily timeframe for less noise --- ### "My stop losses keep getting hit!" **Check:** - Is your stop loss tighter than the average ATR? - Are you trading during high-volatility sessions? - Is slippage eating into your buffer? **Solution**: 1. Calculate the 14-period ATR 2. Set stop loss to 1.5x the ATR value 3. Avoid trading right after market open or major news 4. Factor in 0.2% slippage for crypto, 0.1% for oil --- ## 💪 Pro Tips from the Trenches ### Psychological Discipline **The Three Deadly Sins:** 1. **Skipping signals** - "This one doesn't feel right" 2. **Early exits** - "I'll just take profit here to be safe" 3. **Revenge trading** - "I need to make back that loss NOW" **The Solution:** Treat your strategy like a business system. Would McDonald's skip making fries because the cashier "doesn't feel like it today"? No. Systems work because of consistency. --- ### Position Management **Scaling In/Out** (Advanced) - Enter 50% position at signal - Add 50% if stochastic reaches 10 (oversold) or 90 (overbought) - Exit 50% at 1.5x take profit, let the rest run **This is NOT for beginners.** Master the basic system first. --- ### Market Awareness **Oil Traders:** - OPEC meetings = volatility spikes (avoid or widen stops) - US inventory reports (Wed 10:30am EST) = avoid trading 2 hours before/after - Summer driving season = different patterns than winter **Crypto Traders:** - Monday-Tuesday = typically lower volatility (fewer signals) - Thursday-Sunday = higher volatility (more signals) - Avoid trading during exchange maintenance windows --- ## ⚖️ Legal Disclaimer This trading strategy is provided for **educational purposes only**. - Past performance does not guarantee future results - Trading involves substantial risk of loss - Only trade with capital you can afford to lose - No one associated with this strategy is a licensed financial advisor - You are solely responsible for your trading decisions **By using this strategy, you acknowledge that you understand and accept these risks.** --- ## 🙏 Acknowledgments Strategy development inspired by: - George Lane's original Stochastic Oscillator work - Modern quantitative trading research - Community feedback from hundreds of backtests Built with ❤️ for retail traders who want systematic, disciplined approaches to the markets. --- **Good luck, stay disciplined, and trade the system, not your emotions.**
Pine Script® strategy
by Hash_Capital
BTC Energy + HR + Longs + M2 BTC Energy Ratio + Hashrate + Longs + M2 The #1 Bitcoin Macro Weapon on TradingView 🚀🔥 If you’re tired of getting chopped by fakeouts, ETF noise, and Twitter hopium — this is the one chart that finally puts you on the right side of every major move. What you’re looking at: Orange line → Bitcoin priced in real-world mining energy (Oil × Gas + Uranium × Coal) × 1000 → The true fundamental floor of BTC Blue line → Scaled hashrate trend (miner strength & capex lag) Green line → Bitfinex longs EMA (leveraged bull sentiment) Purple line → Global M2 money supply (US+EU+CN+JP) with 10-week lead (the liquidity wave BTC rides) Why this indicator prints money: Most tools react to price. This one predicts where price is going based on energy, miners, leverage, and liquidity — the only four things that actually drive Bitcoin long-term. It has nailed: 2022 bottom at ~924 📉 2024 breakout above 12,336 🚀 2025 top at 17,280 🏔️ And right now it’s flashing generational accumulation at ~11,500 (Nov 2025) 13 permanent levels with right-side labels — no guessing what anything means: 20,000 → 2021 Bull ATH 17,280 → 2025 ATH 15,000 → 2024 High Resist 14,000 → Overvalued Zone 13,000 → 2024 Breakout 12,336 → Bull/Bear Line (the most important level) 12,000 → 2024 Volume POC 10,930 → Key Support 2024 9,800 → Strong Buy Fib 8,000 → Deep Support 2023 6,000 → 2021 Mid-Cycle 4,500 → 2023 Accum Low 924 → 2022 Bear Low Live dashboard tells you exactly what to do — no thinking required: Current ratio (updates live) Hashrate + 24H % Longs trend Risk Mode → Orange vs Hashrate (RISK ON / RISK OFF) 180-day correlation RSI 13-tier Zone + SIGNAL (STRONG BUY / ACCUMULATE / HOLD / DISTRIBUTE / EXTREME SELL) Dead-simple rules that actually work: Weekly timeframe = cleanest view Blue peaking + orange holding support → miner pain = next leg up Green spiking + orange failing → overcrowded longs = trim Purple rising → liquidity coming in = ride the wave Risk Mode = RISK OFF → price is cheap vs miners → buy Set these 3 alerts and walk away: Ratio > 12,336 → Bull confirmed → add Ratio > 14,000 → Start scaling out Ratio < 9,800 → Generational buy → back up the truck No repainting • Fully open-source • Forced daily data • Works on any TF Energy is the only real backing Bitcoin has. Hashrate lag is the best leading indicator. Longs show greed. M2 is the tide. This chart combines all four — and right now it’s screaming ACCUMULATE. Load it. Trust it. Stop trading hope. Start trading reality. DYOR • NFA • For entertainment purposes only 😎 #bitcoin #macro #energy #hashrate #m2 #cycle #riskon #riskoff
Pine Script® indicator
by AndyHansen
BTC Macro Heatmap (Fed Cuts & Hikes)🔴 1. Red line – Fed Funds Rate (policy trend) This line tells you what stage of the monetary cycle we’re in. Rising red line = the Fed is hiking → liquidity is tightening → money leaves risk assets like BTC. Flat = pause → markets start pricing in the next move (often sideways BTC). Falling = easing / cutting → liquidity returns → bullish environment builds. The rate of change matters more than the level. When the slope turns down, capital starts seeking yield again — BTC benefits first because it’s the most volatile asset. 💚 2. Dim green zones – detected cuts These are data-based easing events pulled directly from FRED. They show when the actual effective rate began moving down, not necessarily the exact meeting day. Think of them as the Fed’s “foot off the brake” — that’s when risk markets begin responding. 🟩 3. Bright green lines – official FOMC cuts These are the real policy shifts — the Fed formally changed direction. After these appear, BTC historically transitions from accumulation → markup phase. Look at 2020: the bright green lines came right before BTC’s full reversal. You’re seeing the same thing now with the 2025 lines — early-stage liquidity return. 🟠 4. Orange line – DXY (US Dollar Index) DXY is your “risk-off” gauge. When DXY rises, global investors flock to dollars → BTC usually weakens. When DXY peaks and starts dropping, it means risk appetite is coming back → BTC rallies. BTC and DXY are inversely correlated about 70–80% of the time. Watch for DXY lower highs after rate cuts — that’s your macro confirmation of a BTC-friendly environment. 🟦 5. Aqua line – BTC (normalized) You’re not looking for the price itself here, but its shape relative to DXY and the Fed line. When BTC curls up as the red line flattens and DXY rolls over → that’s historically the start of a major bull phase. BTC tends to bottom before the first cut and explode once DXY decisively breaks down. 🧠 Putting it together Here’s the rhythm this chart shows over and over: Fed hikes (red line rising) → BTC weakens, DXY climbs. Fed pauses (red line flat) → BTC stops falling, DXY tops. Fed cuts (dim + bright green) → DXY turns down → BTC begins long recovery → bull cycle starts.
Pine Script® indicator
by NFA-
Bifurcation Zone - CAEBifurcation Zone — Cognitive Adversarial Engine (BZ-CAE) Bifurcation Zone — CAE (BZ-CAE) is a next-generation divergence detection system enhanced by a Cognitive Adversarial Engine that evaluates both sides of every potential trade before presenting signals. Unlike traditional divergence indicators that show every price-oscillator disagreement regardless of context, BZ-CAE applies comprehensive market-state intelligence to identify only the divergences that occur in favorable conditions with genuine probability edges. The system identifies structural bifurcation points — critical junctures where price and momentum disagree, signaling potential reversals or continuations — then validates these opportunities through five interconnected intelligence layers: Trend Conviction Scoring , Directional Momentum Alignment , Multi-Factor Exhaustion Modeling , Adversarial Validation , and Confidence Scoring . The result is a selective, context-aware signal system that filters noise and highlights high-probability setups. This is not a "buy the arrow" indicator. It's a decision support framework that teaches you how to read market state, evaluate divergence quality, and make informed trading decisions based on quantified intelligence rather than hope. What Sets BZ-CAE Apart: Technical Architecture The Problem With Traditional Divergence Indicators Most divergence indicators operate on a simple rule: if price makes a higher high and RSI makes a lower high, show a bearish signal. If price makes a lower low and RSI makes a higher low, show a bullish signal. This creates several critical problems: Context Blindness : They show counter-trend signals in powerful trends that rarely reverse, leading to repeated losses as you fade momentum. Signal Spam : Every minor price-oscillator disagreement generates an alert, overwhelming you with low-quality setups and creating analysis paralysis. No Quality Ranking : All signals are treated identically. A marginal divergence in choppy conditions receives the same visual treatment as a high-conviction setup at a major exhaustion point. Single-Sided Evaluation : They ask "Is this a good long?" without checking if the short case is overwhelmingly stronger, leading you into obvious bad trades. Static Configuration : You manually choose RSI 14 or Stochastic 14 and hope it works, with no systematic way to validate if that's optimal for your instrument. BZ-CAE's Solution: Cognitive Adversarial Intelligence BZ-CAE solves these problems through an integrated five-layer intelligence architecture: 1. Trend Conviction Score (TCS) — 0 to 1 Scale Most indicators check if ADX is above 25 to determine "trending" conditions. This binary approach misses nuance. TCS is a weighted composite metric: Formula : 0.35 × normalize(ADX, 10, 35) + 0.35 × structural_strength + 0.30 × htf_alignment Structural Strength : 10-bar SMA of consecutive directional bars. Captures persistence — are bulls or bears consistently winning? HTF Alignment : Multi-timeframe EMA stacking (20/50/100/200). When all EMAs align in the same direction, you're in institutional trend territory. Purpose : Quantifies how "locked in" the trend is. When TCS exceeds your threshold (default 0.80), the system knows to avoid counter-trend trades unless other factors override. Interpretation : TCS > 0.85: Very strong trend — counter-trading is extremely high risk TCS 0.70-0.85: Strong trend — favor continuation, require exhaustion for reversals TCS 0.50-0.70: Moderate trend — context matters, both directions viable TCS < 0.50: Weak/choppy — reversals more viable, range-bound conditions 2. Directional Momentum Alignment (DMA) — ATR-Normalized Formula : (EMA21 - EMA55) / ATR14 This isn't just "price above EMA" — it's a regime-aware momentum gauge. The same $100 price movement reads completely differently in high-volatility crypto versus low-volatility forex. By normalizing with ATR, DMA adapts its interpretation to current market conditions. Purpose : Quantifies the directional "force" behind current price action. Positive = bullish push, negative = bearish push. Magnitude = strength. Interpretation : DMA > 0.7: Strong bullish momentum — bearish divergences risky DMA 0.3 to 0.7: Moderate bullish bias DMA -0.3 to 0.3: Balanced/choppy conditions DMA -0.7 to -0.3: Moderate bearish bias DMA < -0.7: Strong bearish momentum — bullish divergences risky 3. Multi-Factor Exhaustion Modeling — 0 to 1 Probability Single-metric exhaustion detection (like "RSI > 80") misses complex market states. BZ-CAE aggregates five independent exhaustion signals: Volume Spikes : Current volume versus 50-bar average 2.5x average: 0.25 weight 2.0x average: 0.15 weight 1.5x average: 0.10 weight Divergence Present : The fact that a divergence exists contributes 0.30 weight — structural momentum disagreement is itself an exhaustion signal. RSI Extremes : Captures oscillator climax zones RSI > 80 or < 20: 0.25 weight RSI > 75 or < 25: 0.15 weight Pin Bar Detection : Identifies rejection candles (2:1 wick-to-body ratio, indicating failed breakout attempts): 0.15 weight Extended Runs : Consecutive bars above/below EMA20 without pullback 30+ bars: 0.15 weight (market hasn't paused to consolidate) Total exhaustion score is the sum of all applicable weights, capped at 1.0. Purpose : Detects when strong trends become vulnerable to reversal. High exhaustion can override trend filters, allowing counter-trend trades at genuine turning points that basic indicators would miss. Interpretation : Exhaustion > 0.75: High probability of climax — yellow background shading alerts you visually Exhaustion 0.50-0.75: Moderate overextension — watch for confirmation Exhaustion < 0.50: Fresh move — trend can continue, counter-trend trades higher risk 4. Adversarial Validation — Game Theory Applied to Trading This is BZ-CAE's signature innovation. Before approving any signal, the engine quantifies BOTH sides of the trade simultaneously: For Bullish Divergences , it calculates: Bull Case Score (0-1+) : Distance below EMA20 (pullback quality): up to 0.25 Bullish EMA alignment (close > EMA20 > EMA50): 0.25 Oversold RSI (< 40): 0.25 Volume confirmation (> 1.2x average): 0.25 Bear Case Score (0-1+) : Price below EMA50 (structural weakness): 0.30 Very oversold RSI (< 30, indicating knife-catching): 0.20 Differential = Bull Case - Bear Case If differential < -0.10 (default threshold), the bear case is dominating — signal is BLOCKED or ANNOTATED. For Bearish Divergences , the logic inverts (Bear Case vs Bull Case). Purpose : Prevents trades where you're fighting obvious strength in the opposite direction. This is institutional-grade risk management — don't just evaluate your trade, evaluate the counter-trade simultaneously. Why This Matters : You might see a bullish divergence at a local low, but if price is deeply below major support EMAs with strong bearish momentum, you're catching a falling knife. The adversarial check catches this and blocks the signal. 5. Confidence Scoring — 0 to 1 Quality Assessment Every signal that passes initial filters receives a comprehensive quality score: Formula : 0.30 × normalize(TCS) // Trend context + 0.25 × normalize(|DMA|) // Momentum magnitude + 0.20 × pullback_quality // Entry distance from EMA20 + 0.15 × state_quality // ADX + alignment + structure + 0.10 × divergence_strength // Slope separation magnitude + adversarial_bonus (0-0.30) // Your side's advantage Purpose : Ranks setup quality for filtering and position sizing decisions. You can set a minimum confidence threshold (default 0.35) to ensure only quality setups reach your chart. Interpretation : Confidence > 0.70: Premium setup — consider increased position size Confidence 0.50-0.70: Good quality — standard size Confidence 0.35-0.50: Acceptable — reduced size or skip if conservative Confidence < 0.35: Marginal — blocked in Filtering mode, annotated in Advisory mode CAE Operating Modes: Learning vs Enforcement Off : Disables all CAE logic. Raw divergence pipeline only. Use for baseline comparison. Advisory : Shows ALL signals regardless of CAE evaluation, but annotates signals that WOULD be blocked with specific warnings (e.g., "Bull: strong downtrend (TCS=0.87)" or "Adversarial bearish"). This is your learning mode — see CAE's decision logic in action without missing educational opportunities. Filtering : Actively blocks low-quality signals. Only setups that pass all enabled gates (Trend Filter, Adversarial Validation, Confidence Gating) reach your chart. This is your live trading mode — trust the system to enforce discipline. CAE Filter Gates: Three-Layer Protection When CAE is enabled, signals must pass through three independent gates (each can be toggled on/off): Gate 1: Strong Trend Filter If TCS ≥ tcs_threshold (default 0.80) And signal is counter-trend (bullish in downtrend or bearish in uptrend) And exhaustion < exhaustion_required (default 0.50) Then: BLOCK signal Logic: Don't fade strong trends unless the move is clearly overextended Gate 2: Adversarial Validation Calculate both bull case and bear case scores If opposing case dominates by more than adv_threshold (default 0.10) Then: BLOCK signal Logic: Avoid trades where you're fighting obvious strength in the opposite direction Gate 3: Confidence Gating Calculate composite confidence score (0-1) If confidence < min_confidence (default 0.35) Then: In Filtering mode, BLOCK signal; in Advisory mode, ANNOTATE with warning Logic: Only take setups with minimum quality threshold All three gates work together. A signal must pass ALL enabled gates to fire. Visual Intelligence System Bifurcation Zones (Supply/Demand Blocks) When a divergence signal fires, BZ-CAE draws a semi-transparent box extending 15 bars forward from the signal pivot: Demand Zones (Bullish) : Theme-colored box (cyan in Cyberpunk, blue in Professional, etc.) labeled "Demand" — marks where smart money likely placed buy orders as price diverged at the low. Supply Zones (Bearish) : Theme-colored box (magenta in Cyberpunk, orange in Professional) labeled "Supply" — marks where smart money likely placed sell orders as price diverged at the high. Theory : Divergences represent institutional disagreement with the crowd. The crowd pushed price to an extreme (new high or low), but momentum (oscillator) is waning, indicating smart money is taking the opposite side. These zones mark order placement areas that become future support/resistance. Use Cases : Exit targets: Take profit when price returns to opposite-side zone Re-entry levels: If price returns to your entry zone, consider adding Stop placement: Place stops just beyond your zone (below demand, above supply) Auto-Cleanup : System keeps the last 20 zones to prevent chart clutter. Adversarial Bar Coloring — Real-Time Market Debate Heatmap Each bar is colored based on the Bull Case vs Bear Case differential: Strong Bull Advantage (diff > 0.3): Full theme bull color (e.g., cyan) Moderate Bull Advantage (diff > 0.1): 50% transparency bull Neutral (diff -0.1 to 0.1): Gray/neutral theme Moderate Bear Advantage (diff < -0.1): 50% transparency bear Strong Bear Advantage (diff < -0.3): Full theme bear color (e.g., magenta) This creates a real-time visual heatmap showing which side is "winning" the market debate. When bars flip from cyan to magenta (or vice versa), you're witnessing a shift in adversarial advantage — a leading indicator of potential momentum changes. Exhaustion Shading When exhaustion score exceeds 0.75, the chart background displays a semi-transparent yellow highlight. This immediate visual warning alerts you that the current move is at high risk of reversal, even if trend indicators remain strong. Visual Themes — Six Aesthetic Options Cyberpunk : Cyan/Magenta/Yellow — High contrast, neon aesthetic, excellent for dark-themed trading environments Professional : Blue/Orange/Green — Corporate color palette, suitable for presentations and professional documentation Ocean : Teal/Red/Cyan — Aquatic palette, calming for extended monitoring sessions Fire : Orange/Red/Coral — Warm aggressive colors, high energy Matrix : Green/Red/Lime — Code aesthetic, homage to classic hacker visuals Monochrome : White/Gray — Minimal distraction, maximum focus on price action All visual elements (signal markers, zones, bar colors, dashboard) adapt to your selected theme. Divergence Engine — Core Detection System What Are Divergences? Divergences occur when price action and momentum indicators disagree, creating structural tension that often resolves in a change of direction: Regular Divergence (Reversal Signal) : Bearish Regular : Price makes higher high, oscillator makes lower high → Potential trend reversal down Bullish Regular : Price makes lower low, oscillator makes higher low → Potential trend reversal up Hidden Divergence (Continuation Signal) : Bearish Hidden : Price makes lower high, oscillator makes higher high → Downtrend continuation Bullish Hidden : Price makes higher low, oscillator makes lower low → Uptrend continuation Both types can be enabled/disabled independently in settings. Pivot Detection Methods BZ-CAE uses symmetric pivot detection with separate lookback and lookforward periods (default 5/5): Pivot High : Bar where high > all highs within lookback range AND high > all highs within lookforward range Pivot Low : Bar where low < all lows within lookback range AND low < all lows within lookforward range This ensures structural validity — the pivot must be a clear local extreme, not just a minor wiggle. Divergence Validation Requirements For a divergence to be confirmed, it must satisfy: Slope Disagreement : Price slope and oscillator slope must move in opposite directions (for regular divs) or same direction with inverted highs/lows (for hidden divs) Minimum Slope Change : |osc_slope| > min_slope_change / 100 (default 1.0) — filters weak, marginal divergences Maximum Lookback Range : Pivots must be within max_lookback bars (default 60) — prevents ancient, irrelevant divergences ATR-Normalized Strength : Divergence strength = min(|price_slope| × |osc_slope| × 10, 1.0) — quantifies the magnitude of disagreement in volatility context Regular divergences receive 1.0× weight; hidden divergences receive 0.8× weight (slightly less reliable historically). Oscillator Options — Five Professional Indicators RSI (Relative Strength Index) : Classic overbought/oversold momentum indicator. Best for: General purpose divergence detection across all instruments. Stochastic : Range-bound %K momentum comparing close to high-low range. Best for: Mean reversion strategies and range-bound markets. CCI (Commodity Channel Index) : Measures deviation from statistical mean, auto-normalized to 0-100 scale. Best for: Cyclical instruments and commodities. MFI (Money Flow Index) : Volume-weighted RSI incorporating money flow. Best for: Volume-driven markets like stocks and crypto. Williams %R : Inverse stochastic looking back over period, auto-adjusted to 0-100. Best for: Reversal detection at extremes. Each oscillator has adjustable length (2-200, default 14) and smoothing (1-20, default 1). You also set overbought (50-100, default 70) and oversold (0-50, default 30) thresholds. Signal Timing Modes — Understanding Repainting BZ-CAE offers two timing policies with complete transparency about repainting behavior: Realtime (1-bar, peak-anchored) How It Works : Detects peaks 1 bar ago using pattern: high > high AND high > high Signal prints on the NEXT bar after peak detection (bar_index) Visual marker anchors to the actual PEAK bar (bar_index - 1, offset -1) Signal locks in when bar CONFIRMS (closes) Repainting Behavior : On the FORMING bar (before close), the peak condition may change as new prices arrive Once bar CLOSES (barstate.isconfirmed), signal is locked permanently This is preview/early warning behavior by design Best For : Active monitoring and immediate alerts Learning the system (seeing signals develop in real-time) Responsive entry if you're watching the chart live Confirmed (lookforward) How It Works : Uses Pine Script's built-in ta.pivothigh() and ta.pivotlow() functions Requires full pivot validation period (lookback + lookforward bars) Signal prints pivot_lookforward bars after the actual peak (default 5-bar delay) Visual marker anchors to the actual peak bar (offset -pivot_lookforward) No Repainting Behavior Best For : Backtesting and historical analysis Conservative entries requiring full confirmation Automated trading systems Swing trading with larger timeframes Tradeoff : Delayed entry by pivot_lookforward bars (typically 5 bars) On a 5-minute chart, this is a 25-minute delay On a 4-hour chart, this is a 20-hour delay Recommendation : Use Confirmed for backtesting to verify system performance honestly. Use Realtime for live monitoring only if you're actively watching the chart and understand pre-confirmation repainting behavior. Signal Spacing System — Anti-Spam Architecture Even after CAE filtering, raw divergences can cluster. The spacing system enforces separation: Three Independent Filters 1. Min Bars Between ANY Signals (default 12): Prevents rapid-fire clustering across both directions If last signal (bull or bear) was within N bars, block new signal Ensures breathing room between all setups 2. Min Bars Between SAME-SIDE Signals (default 24, optional enforcement): Prevents bull-bull or bear-bear spam Separate tracking for bullish and bearish signal timelines Toggle enforcement on/off 3. Min ATR Distance From Last Signal (default 0, optional): Requires price to move N × ATR from last signal location Ensures meaningful price movement between setups 0 = disabled, 0.5-2.0 = typical range for enabled All three filters work independently. A signal must pass ALL enabled filters to proceed. Practical Guidance : Scalping (1-5m) : Any 6-10, Same-side 12-20, ATR 0-0.5 Day Trading (15m-1H) : Any 12, Same-side 24, ATR 0-1.0 Swing Trading (4H-D) : Any 20-30, Same-side 40-60, ATR 1.0-2.0 Dashboard — Real-Time Control Center The dashboard (toggleable, four corner positions, three sizes) provides comprehensive system intelligence: Oscillator Section Current oscillator type and value State: OVERBOUGHT / OVERSOLD / NEUTRAL (color-coded) Length parameter Cognitive Engine Section TCS (Trend Conviction Score) : Current value with emoji state indicator 🔥 = Strong trend (>0.75) 📊 = Moderate trend (0.50-0.75) 〰️ = Weak/choppy (<0.50) Color: Red if above threshold (trend filter active), yellow if moderate, green if weak DMA (Directional Momentum Alignment) : Current value with emoji direction indicator 🐂 = Bullish momentum (>0.5) ⚖️ = Balanced (-0.5 to 0.5) 🐻 = Bearish momentum (<-0.5) Color: Green if bullish, red if bearish Exhaustion : Current value with emoji warning indicator ⚠️ = High exhaustion (>0.75) 🟡 = Moderate (0.50-0.75) ✓ = Low (<0.50) Color: Red if high, yellow if moderate, green if low Pullback : Quality of current distance from EMA20 Values >0.6 are ideal entry zones (not too close, not too far) Bull Case / Bear Case (if Adversarial enabled): Current scores for both sides of the market debate Differential with emoji indicator: 📈 = Bull advantage (>0.2) ➡️ = Balanced (-0.2 to 0.2) 📉 = Bear advantage (<-0.2) Last Signal Metrics Section (New Feature) When a signal fires, this section captures and displays: Signal type (BULL or BEAR) Bars elapsed since signal Confidence % at time of signal TCS value at signal time DMA value at signal time Purpose : Provides a historical reference for learning. You can see what the market state looked like when the last signal fired, helping you correlate outcomes with conditions. Statistics Section Total Signals : Lifetime count across session Blocked Signals : Count and percentage (filter effectiveness metric) Bull Signals : Total bullish divergences Bear Signals : Total bearish divergences Purpose : System health monitoring. If blocked % is very high (>60%), filters may be too strict. If very low (<10%), filters may be too loose. Advisory Annotations When CAE Mode = Advisory, this section displays warnings for signals that would be blocked in Filtering mode: Examples: "Bull spacing: wait 8 bars" "Bear: strong uptrend (TCS=0.87)" "Adversarial bearish" "Low confidence 32%" Multiple warnings can stack, separated by " | ". This teaches you CAE's decision logic transparently. How to Use BZ-CAE — Complete Workflow Phase 1: Initial Setup (First Session) Apply BZ-CAE to your chart Select your preferred Visual Theme (Cyberpunk recommended for visibility) Set Signal Timing to "Confirmed (lookforward)" for learning Choose your Oscillator Type (RSI recommended for general use, length 14) Set Overbought/Oversold to 70/30 (standard) Enable both Regular Divergence and Hidden Divergence Set Pivot Lookback/Lookforward to 5/5 (balanced structure) Enable CAE Intelligence Set CAE Mode to "Advisory" (learning mode) Enable all three CAE filters: Strong Trend Filter , Adversarial Validation , Confidence Gating Enable Show Dashboard , position Top Right, size Normal Enable Draw Bifurcation Zones and Adversarial Bar Coloring Phase 2: Learning Period (Weeks 1-2) Goal : Understand how CAE evaluates market state and filters signals. Activities : Watch the dashboard during signals : Note TCS values when counter-trend signals fail — this teaches you the trend strength threshold for your instrument Observe exhaustion patterns at actual turning points — learn when overextension truly matters Study adversarial differential at signal times — see when opposing cases dominate Review blocked signals (orange X-crosses): In Advisory mode, you see everything — signals that would pass AND signals that would be blocked Check the advisory annotations to understand why CAE would block Track outcomes: Were the blocks correct? Did those signals fail? Use Last Signal Metrics : After each signal, check the dashboard capture of confidence, TCS, and DMA Journal these values alongside trade outcomes Identify patterns: Do confidence >0.70 signals work better? Does your instrument respect TCS >0.85? Understand your instrument's "personality" : Trending instruments (indices, major forex) may need TCS threshold 0.85-0.90 Choppy instruments (low-cap stocks, exotic pairs) may work best with TCS 0.70-0.75 High-volatility instruments (crypto) may need wider spacing Low-volatility instruments may need tighter spacing Phase 3: Calibration (Weeks 3-4) Goal : Optimize settings for your specific instrument, timeframe, and style. Calibration Checklist : Min Confidence Threshold : Review confidence distribution in your signal journal Identify the confidence level below which signals consistently fail Set min_confidence slightly above that level Day trading : 0.35-0.45 Swing trading : 0.40-0.55 Scalping : 0.30-0.40 TCS Threshold : Find the TCS level where counter-trend signals consistently get stopped out Set tcs_threshold at or slightly below that level Trending instruments : 0.85-0.90 Mixed instruments : 0.80-0.85 Choppy instruments : 0.75-0.80 Exhaustion Override Level : Identify exhaustion readings that marked genuine reversals Set exhaustion_required just below the average Typical range : 0.45-0.55 Adversarial Threshold : Default 0.10 works for most instruments If you find CAE is too conservative (blocking good trades), raise to 0.15-0.20 If signals are still getting caught in opposing momentum, lower to 0.07-0.09 Spacing Parameters : Count bars between quality signals in your journal Set min bars ANY to ~60% of that average Set min bars SAME-SIDE to ~120% of that average Scalping : Any 6-10, Same 12-20 Day trading : Any 12, Same 24 Swing : Any 20-30, Same 40-60 Oscillator Selection : Try different oscillators for 1-2 weeks each Track win rate and average winner/loser by oscillator type RSI : Best for general use, clear OB/OS Stochastic : Best for range-bound, mean reversion MFI : Best for volume-driven markets CCI : Best for cyclical instruments Williams %R : Best for reversal detection Phase 4: Live Deployment Goal : Disciplined execution with proven, calibrated system. Settings Changes : Switch CAE Mode from Advisory to Filtering System now actively blocks low-quality signals Only setups passing all gates reach your chart Keep Signal Timing on Confirmed for conservative entries OR switch to Realtime if you're actively monitoring and want faster entries (accept pre-confirmation repaint risk) Use your calibrated thresholds from Phase 3 Enable high-confidence alerts: "⭐ High Confidence Bullish/Bearish" (>0.70) Trading Discipline Rules : Respect Blocked Signals : If CAE blocks a trade you wanted to take, TRUST THE SYSTEM Don't manually override — if you consistently disagree, return to Phase 2/3 calibration The block exists because market state failed intelligence checks Confidence-Based Position Sizing : Confidence >0.70: Standard or increased size (e.g., 1.5-2.0% risk) Confidence 0.50-0.70: Standard size (e.g., 1.0% risk) Confidence 0.35-0.50: Reduced size (e.g., 0.5% risk) or skip if conservative TCS-Based Management : High TCS + counter-trend signal: Use tight stops, quick exits (you're fading momentum) Low TCS + reversal signal: Use wider stops, trail aggressively (genuine reversal potential) Exhaustion Awareness : Exhaustion >0.75 (yellow shading): Market is overextended, reversal risk is elevated — consider early exit or tighter trailing stops even on winning trades Exhaustion <0.30: Continuation bias — hold for larger move, wide trailing stops Adversarial Context : Strong differential against you (e.g., bullish signal with bear diff <-0.2): Use very tight stops, consider skipping Strong differential with you (e.g., bullish signal with bull diff >0.2): Trail aggressively, this is your tailwind Practical Settings by Timeframe & Style Scalping (1-5 Minute Charts) Objective : High frequency, tight stops, quick reversals in fast-moving markets. Oscillator : Type: RSI or Stochastic (fast response to quick moves) Length: 9-11 (more responsive than standard 14) Smoothing: 1 (no lag) OB/OS: 65/35 (looser thresholds ensure frequent crossings in fast conditions) Divergence : Pivot Lookback/Lookforward: 3/3 (tight structure, catch small swings) Max Lookback: 40-50 bars (recent structure only) Min Slope Change: 0.8-1.0 (don't be overly strict) CAE : Mode: Advisory first (learn), then Filtering Min Confidence: 0.30-0.35 (lower bar for speed, accept more signals) TCS Threshold: 0.70-0.75 (allow more counter-trend opportunities) Exhaustion Required: 0.45-0.50 (moderate override) Strong Trend Filter: ON (still respect major intraday trends) Adversarial: ON (critical for scalping protection — catches bad entries quickly) Spacing : Min Bars ANY: 6-10 (fast pace, many setups) Min Bars SAME-SIDE: 12-20 (prevent clustering) Min ATR Distance: 0 or 0.5 (loose) Timing : Realtime (speed over precision, but understand repaint risk) Visuals : Signal Size: Tiny (chart clarity in busy conditions) Show Zones: Optional (can clutter on low timeframes) Bar Coloring: ON (helps read momentum shifts quickly) Dashboard: Small size (corner reference, not main focus) Key Consideration : Scalping generates noise. Even with CAE, expect lower win rate (45-55%) but aim for favorable R:R (2:1 or better). Size conservatively. Day Trading (15-Minute to 1-Hour Charts) Objective : Balance quality and frequency. Standard divergence trading approach. Oscillator : Type: RSI or MFI (proven reliability, volume confirmation with MFI) Length: 14 (industry standard, well-studied) Smoothing: 1-2 OB/OS: 70/30 (classic levels) Divergence : Pivot Lookback/Lookforward: 5/5 (balanced structure) Max Lookback: 60 bars Min Slope Change: 1.0 (standard strictness) CAE : Mode: Filtering (enforce discipline from the start after brief Advisory learning) Min Confidence: 0.35-0.45 (quality filter without being too restrictive) TCS Threshold: 0.80-0.85 (respect strong trends) Exhaustion Required: 0.50 (balanced override threshold) Strong Trend Filter: ON Adversarial: ON Confidence Gating: ON (all three filters active) Spacing : Min Bars ANY: 12 (breathing room between all setups) Min Bars SAME-SIDE: 24 (prevent bull/bear clusters) Min ATR Distance: 0-1.0 (optional refinement, typically 0.5-1.0) Timing : Confirmed (1-bar delay for reliability, no repainting) Visuals : Signal Size: Tiny or Small Show Zones: ON (useful reference for exits/re-entries) Bar Coloring: ON (context awareness) Dashboard: Normal size (full visibility) Key Consideration : This is the "sweet spot" timeframe for BZ-CAE. Market structure is clear, CAE has sufficient data, and signal frequency is manageable. Expect 55-65% win rate with proper execution. Swing Trading (4-Hour to Daily Charts) Objective : Quality over quantity. High conviction only. Larger stops and targets. Oscillator : Type: RSI or CCI (robust on higher timeframes, smooth longer waves) Length: 14-21 (capture larger momentum swings) Smoothing: 1-3 OB/OS: 70/30 or 75/25 (strict extremes) Divergence : Pivot Lookback/Lookforward: 5/5 or 7/7 (structural purity, major swings only) Max Lookback: 80-100 bars (broader historical context) Min Slope Change: 1.2-1.5 (require strong, undeniable divergence) CAE : Mode: Filtering (strict enforcement, premium setups only) Min Confidence: 0.40-0.55 (high bar for entry) TCS Threshold: 0.85-0.95 (very strong trend protection — don't fade established HTF trends) Exhaustion Required: 0.50-0.60 (higher bar for override — only extreme exhaustion justifies counter-trend) Strong Trend Filter: ON (critical on HTF) Adversarial: ON (avoid obvious bad trades) Confidence Gating: ON (quality gate essential) Spacing : Min Bars ANY: 20-30 (substantial separation) Min Bars SAME-SIDE: 40-60 (significant breathing room) Min ATR Distance: 1.0-2.0 (require meaningful price movement) Timing : Confirmed (purity over speed, zero repaint for swing accuracy) Visuals : Signal Size: Small or Normal (clear markers on zoomed-out view) Show Zones: ON (important HTF levels) Bar Coloring: ON (long-term trend awareness) Dashboard: Normal or Large (comprehensive analysis) Key Consideration : Swing signals are rare but powerful. Expect 2-5 signals per month per instrument. Win rate should be 60-70%+ due to stringent filtering. Position size can be larger given confidence. Dashboard Interpretation Reference TCS (Trend Conviction Score) States 0.00-0.50: Weak/Choppy Emoji: 〰️ Color: Green/cyan Meaning: No established trend. Range-bound or consolidating. Both reversal and continuation signals viable. Action: Reversals (regular divs) are safer. Use wider profit targets (market has room to move). Consider mean reversion strategies. 0.50-0.75: Moderate Trend Emoji: 📊 Color: Yellow/neutral Meaning: Developing trend but not locked in. Context matters significantly. Action: Check DMA and exhaustion. If DMA confirms trend and exhaustion is low, favor continuation (hidden divs). If exhaustion is high, reversals are viable. 0.75-0.85: Strong Trend Emoji: 🔥 Color: Orange/warning Meaning: Well-established trend with persistence. Counter-trend is high risk. Action: Require exhaustion >0.50 for counter-trend entries. Favor continuation signals. Use tight stops on counter-trend attempts. 0.85-1.00: Very Strong Trend Emoji: 🔥🔥 Color: Red/danger (if counter-trading) Meaning: Locked-in institutional trend. Extremely high risk to fade. Action: Avoid counter-trend unless exhaustion >0.75 (yellow shading). Focus exclusively on continuation opportunities. Momentum is king here. DMA (Directional Momentum Alignment) Zones -2.0 to -1.0: Strong Bearish Momentum Emoji: 🐻🐻 Color: Dark red Meaning: Powerful downside force. Sellers are in control. Action: Bullish divergences are counter-momentum (high risk). Bearish divergences are with-momentum (lower risk). Size down on longs. -0.5 to 0.5: Neutral/Balanced Emoji: ⚖️ Color: Gray/neutral Meaning: No strong directional bias. Choppy or consolidating. Action: Both directions have similar probability. Focus on confidence score and adversarial differential for edge. 1.0 to 2.0: Strong Bullish Momentum Emoji: 🐂🐂 Color: Bright green/cyan Meaning: Powerful upside force. Buyers are in control. Action: Bearish divergences are counter-momentum (high risk). Bullish divergences are with-momentum (lower risk). Size down on shorts. Exhaustion States 0.00-0.50: Fresh Move Emoji: ✓ Color: Green Meaning: Trend is healthy, not overextended. Room to run. Action: Counter-trend trades are premature. Favor continuation. Hold winners for larger moves. Avoid early exits. 0.50-0.75: Mature Move Emoji: 🟡 Color: Yellow Meaning: Move is aging. Watch for signs of climax. Action: Tighten trailing stops on winning trades. Be ready for reversals. Don't add to positions aggressively. 0.75-0.85: High Exhaustion Emoji: ⚠️ Color: Orange Background: Yellow shading appears Meaning: Move is overextended. Reversal risk elevated significantly. Action: Counter-trend reversals are higher probability. Consider early exits on with-trend positions. Size up on reversal divergences (if CAE allows). 0.85-1.00: Critical Exhaustion Emoji: ⚠️⚠️ Color: Red Background: Yellow shading intensifies Meaning: Climax conditions. Reversal imminent or underway. Action: Aggressive reversal trades justified. Exit all with-trend positions. This is where major turns occur. Confidence Score Tiers 0.00-0.30: Low Quality Color: Red Status: Blocked in Filtering mode Action: Skip entirely. Setup lacks fundamental quality across multiple factors. 0.30-0.50: Moderate Quality Color: Yellow/orange Status: Marginal — passes in Filtering only if >min_confidence Action: Reduced position size (0.5-0.75% risk). Tight stops. Conservative profit targets. Skip if you're selective. 0.50-0.70: High Quality Color: Green/cyan Status: Good setup across most quality factors Action: Standard position size (1.0-1.5% risk). Normal stops and targets. This is your bread-and-butter trade. 0.70-1.00: Premium Quality Color: Bright green/gold Status: Exceptional setup — all factors aligned Visual: Double confidence ring appears Action: Consider increased position size (1.5-2.0% risk, maximum). Wider stops. Larger targets. High probability of success. These are rare — capitalize when they appear. Adversarial Differential Interpretation Bull Differential > 0.3 : Visual: Strong cyan/green bar colors Meaning: Bull case strongly dominates. Buyers have clear advantage. Action: Bullish divergences favored (with-advantage). Bearish divergences face headwind (reduce size or skip). Momentum is bullish. Bull Differential 0.1 to 0.3 : Visual: Moderate cyan/green transparency Meaning: Moderate bull advantage. Buyers have edge but not overwhelming. Action: Both directions viable. Slight bias toward longs. Differential -0.1 to 0.1 : Visual: Gray/neutral bars Meaning: Balanced debate. No clear advantage either side. Action: Rely on other factors (confidence, TCS, exhaustion) for direction. Adversarial is neutral. Bear Differential -0.3 to -0.1 : Visual: Moderate red/magenta transparency Meaning: Moderate bear advantage. Sellers have edge but not overwhelming. Action: Both directions viable. Slight bias toward shorts. Bear Differential < -0.3 : Visual: Strong red/magenta bar colors Meaning: Bear case strongly dominates. Sellers have clear advantage. Action: Bearish divergences favored (with-advantage). Bullish divergences face headwind (reduce size or skip). Momentum is bearish. Last Signal Metrics — Post-Trade Analysis After a signal fires, dashboard captures: Type : BULL or BEAR Bars Ago : How long since signal (updates every bar) Confidence : What was the quality score at signal time TCS : What was trend conviction at signal time DMA : What was momentum alignment at signal time Use Case : Post-trade journaling and learning. Example: "BULL signal 12 bars ago. Confidence: 68%, TCS: 0.42, DMA: -0.85" Analysis : This was a bullish reversal (regular div) with good confidence, weak trend (TCS), but strong bearish momentum (DMA). The bet was that momentum would reverse — a counter-momentum play requiring exhaustion confirmation. Check if exhaustion was high at that time to justify the entry. Track patterns: Do your best trades have confidence >0.65? Do low-TCS signals (<0.50) work better for you? Are you more successful with-momentum (DMA aligned with signal) or counter-momentum? Troubleshooting Guide Problem: No Signals Appearing Symptoms : Chart loads, dashboard shows metrics, but no divergence signals fire. Diagnosis Checklist : Check dashboard oscillator value : Is it crossing OB/OS levels (70/30)? If oscillator stays in 40-60 range constantly, it can't reach extremes needed for divergence detection. Are pivots forming? : Look for local swing highs/lows on your chart. If price is in tight consolidation, pivots may not meet lookback/lookforward requirements. Is spacing too tight? : Check "Last Signal" metrics — how many bars since last signal? If <12 and your min_bars_ANY is 12, spacing filter is blocking. Is CAE blocking everything? : Check dashboard Statistics section — what's the blocked signal count? High blocks indicate overly strict filters. Solutions : Loosen OB/OS Temporarily : Try 65/35 to verify divergence detection works If signals appear, the issue was threshold strictness Gradually tighten back to 67/33, then 70/30 as appropriate Lower Min Confidence : Try 0.25-0.30 (diagnostic level) If signals appear, filter was too strict Raise gradually to find sweet spot (0.35-0.45 typical) Disable Strong Trend Filter Temporarily : Turn off in CAE settings If signals appear, TCS threshold was blocking everything Re-enable and lower TCS_threshold to 0.70-0.75 Reduce Min Slope Change : Try 0.7-0.8 (from default 1.0) Allows weaker divergences through Helpful on low-volatility instruments Widen Spacing : Set min_bars_ANY to 6-8 Set min_bars_SAME_SIDE to 12-16 Reduces time between allowed signals Check Timing Mode : If using Confirmed, remember there's a pivot_lookforward delay (5+ bars) Switch to Realtime temporarily to verify system is working Realtime has no delay but repaints Verify Oscillator Settings : Length 14 is standard but might not fit all instruments Try length 9-11 for faster response Try length 18-21 for slower, smoother response Problem: Too Many Signals (Signal Spam) Symptoms : Dashboard shows 50+ signals in Statistics, confidence scores mostly <0.40, signals clustering close together. Solutions : Raise Min Confidence : Try 0.40-0.50 (quality filter) Blocks bottom-tier setups Targets top 50-60% of divergences only Tighten OB/OS : Use 70/30 or 75/25 Requires more extreme oscillator readings Reduces false divergences in mid-range Increase Min Slope Change : Try 1.2-1.5 (from default 1.0) Requires stronger, more obvious divergences Filters marginal slope disagreements Raise TCS Threshold : Try 0.85-0.90 (from default 0.80) Stricter trend filter blocks more counter-trend attempts Favors only strongest trend alignment Enable ALL CAE Gates : Turn on Trend Filter + Adversarial + Confidence Triple-layer protection Blocks aggressively — expect 20-40% reduction in signals Widen Spacing : min_bars_ANY: 15-20 (from 12) min_bars_SAME_SIDE: 30-40 (from 24) Creates substantial breathing room Switch to Confirmed Timing : Removes realtime preview noise Ensures full pivot validation 5-bar delay filters many false starts Problem: Signals in Strong Trends Get Stopped Out Symptoms : You take a bullish divergence in a downtrend (or bearish in uptrend), and it immediately fails. Dashboard showed high TCS at the time. Analysis : This is INTENDED behavior — CAE is protecting you from low-probability counter-trend trades. Understanding : Check Last Signal Metrics in dashboard — what was TCS when signal fired? If TCS was >0.85 and signal was counter-trend, CAE correctly identified it as high risk Strong trends rarely reverse cleanly without major exhaustion Your losses here are the system working as designed (blocking bad odds) If You Want to Override (Not Recommended) : Lower TCS_threshold to 0.70-0.75 (allows more counter-trend) Lower exhaustion_required to 0.40 (easier override) Disable Strong Trend Filter entirely (very risky) Better Approach : TRUST THE FILTER — it's preventing costly mistakes Wait for exhaustion >0.75 (yellow shading) before counter-trending strong TCS Focus on continuation signals (hidden divs) in high-TCS environments Use Advisory mode to see what CAE is blocking and learn from outcomes Problem: Adversarial Blocking Seems Wrong Symptoms : You see a divergence that "looks good" visually, but CAE blocks with "Adversarial bearish/bullish" warning. Diagnosis : Check dashboard Bull Case and Bear Case scores at that moment Look at Differential value Check adversarial bar colors — was there strong coloring against your intended direction? Understanding : Adversarial catches "obvious" opposing momentum that's easy to miss Example: Bullish divergence at a local low, BUT price is deeply below EMA50, bearish momentum is strong, and RSI shows knife-catching conditions Bull Case might be 0.20 while Bear Case is 0.55 Differential = -0.35, far beyond threshold Block is CORRECT — you'd be fighting overwhelming opposing flow If You Disagree Consistently Review blocked signals on chart — scroll back and check outcomes Did those blocked signals actually work, or did they fail as adversarial predicted? Raise adv_threshold to 0.15-0.20 (more permissive, allows closer battles) Disable Adversarial Validation temporarily (diagnostic) to isolate its effect Use Advisory mode to learn adversarial patterns over 50-100 signals Remember : Adversarial is conservative BY DESIGN. It prevents "obvious" bad trades where you're fighting strong strength the other way. Problem: Dashboard Not Showing or Incomplete Solutions : Toggle "Show Dashboard" to ON in settings Try different dashboard sizes (Small/Normal/Large) Try different positions (Top Left/Right, Bottom Left/Right) — might be off-screen Some sections require CAE Enable = ON (Cognitive Engine section won't appear if CAE is disabled) Statistics section requires at least 1 lifetime signal to populate Check that visual theme is set (dashboard colors adapt to theme) Problem: Performance Lag, Chart Freezing Symptoms : Chart loading is slow, indicator calculations cause delays, pinch-to-zoom lags. Diagnosis : Visual features are computationally expensive, especially adversarial bar coloring (recalculates every bar). Solutions (In Order of Impact) : Disable Adversarial Bar Coloring (MOST EXPENSIVE): Turn OFF "Adversarial Bar Coloring" in settings This is the single biggest performance drain Immediate improvement Reduce Vertical Lines : Lower "Keep last N vertical lines" to 20-30 Or set to 0 to disable entirely Moderate improvement Disable Bifurcation Zones : Turn OFF "Draw Bifurcation Zones" Reduces box drawing calculations Moderate improvement Set Dashboard Size to Small : Smaller dashboard = fewer cells = less rendering Minor improvement Use Shorter Max Lookback : Reduce max_lookback to 40-50 (from 60+) Fewer bars to scan for divergences Minor improvement Disable Exhaustion Shading : Turn OFF "Show Market State" Removes background coloring calculations Minor improvement Extreme Performance Mode : Disable ALL visual enhancements Keep only triangle markers Dashboard Small or OFF Use Minimal theme if available Problem: Realtime Signals Repainting Symptoms : You see a signal appear, but on next bar it disappears or moves. Explanation : Realtime mode detects peaks 1 bar ago: high > high AND high > high On the FORMING bar (before close), this condition can change as new prices arrive Example: At 10:05, high (10:04 bar) was 100, current high is 99 → peak detected At 10:05:30, new high of 101 arrives → peak condition breaks → signal disappears At 10:06 (bar close), final high is 101 → no peak at 10:04 anymore → signal gone permanently This is expected behavior for realtime responsiveness. You get preview/early warning, but it's not locked until bar confirms. Solutions : Use Confirmed Timing : Switch to "Confirmed (lookforward)" mode ZERO repainting — pivot must be fully validated 5-bar delay (pivot_lookforward) What you see in history is exactly what would have appeared live Accept Realtime Repaint as Tradeoff : Keep Realtime mode for speed and alerts Understand that pre-confirmation signals may vanish Only trade signals that CONFIRM at bar close (check barstate.isconfirmed) Use for live monitoring, NOT for backtesting Trade Only After Confirmation : In Realtime mode, wait 1 full bar after signal appears before entering If signal survives that bar close, it's locked This adds 1-bar delay but removes repaint risk Recommendation : Use Confirmed for backtesting and conservative trading. Use Realtime only for active monitoring with full understanding of preview behavior. Risk Management Integration BZ-CAE is a signal generation system, not a complete trading strategy. You must integrate proper risk management: Position Sizing by Confidence Confidence 0.70-1.00 (Premium) : Risk: 1.5-2.0% of account (MAXIMUM) Reasoning: High-quality setup across all factors Still cap at 2% — even premium setups can fail Confidence 0.50-0.70 (High Quality) : Risk: 1.0-1.5% of account Reasoning: Standard good setup Your bread-and-butter risk level Confidence 0.35-0.50 (Moderate Quality) : Risk: 0.5-1.0% of account Reasoning: Marginal setup, passes minimum threshold Reduce size or skip if you're selective Confidence <0.35 (Low Quality) : Risk: 0% (blocked in Filtering mode) Reasoning: Insufficient quality factors System protects you by not showing these Stop Placement Strategies For Reversal Signals (Regular Divergences) : Place stop beyond the divergence pivot plus buffer Bullish : Stop below the divergence low - 1.0-1.5 × ATR Bearish : Stop above the divergence high + 1.0-1.5 × ATR Reasoning: If price breaks the pivot, divergence structure is invalidated For Continuation Signals (Hidden Divergences) : Place stop beyond recent swing in opposite direction Bullish continuation : Stop below recent swing low (not the divergence pivot itself) Bearish continuation : Stop above recent swing high Reasoning: You're trading with trend, allow more breathing room ATR-Based Stops : 1.5-2.0 × ATR is standard Scale by timeframe: Scalping (1-5m): 1.0-1.5 × ATR (tight) Day trading (15m-1H): 1.5-2.0 × ATR (balanced) Swing (4H-D): 2.0-3.0 × ATR (wide) Never Use Fixed Dollar/Pip Stops : Markets have different volatility 50-pip stop on EUR/USD ≠ 50-pip stop on GBP/JPY Always normalize by ATR or pivot structure Profit Targets and Scaling Primary Target : 2-3 × ATR from entry (minimum 2:1 reward-risk) Example : Entry at 100, ATR = 2, stop at 97 (1.5 × ATR) → target at 106 (3 × ATR) = 2:1 R:R Scaling Out Strategy : Take 50% off at 1.5 × ATR (secure partial profit) Move stop to breakeven Trail remaining 50% with 1.0 × ATR trailing stop Let winners run if trend persists Targets by Confidence : High Confidence (>0.70) : Aggressive targets (3-4 × ATR), trail wider (1.5 × ATR) Standard Confidence (0.50-0.70) : Normal targets (2-3 × ATR), standard trail (1.0 × ATR) Low Confidence (0.35-0.50) : Conservative targets (1.5-2 × ATR), tight trail (0.75 × ATR) Use Bifurcation Zones : If opposite-side zone is visible on chart (from previous signal), use it as target Example : Bullish signal at 100, prior supply zone at 110 → use 110 as target Zones mark institutional resistance/support Exhaustion-Based Exits : If you're in a trade and exhaustion >0.75 develops (yellow shading), consider early exit Market is overextended — reversal risk is high Take profit even if target not reached Trade Management by TCS High TCS + Counter-Trend Trade (Risky) : Use very tight stops (1.0-1.5 × ATR) Conservative targets (1.5-2 × ATR) Quick exit if trade doesn't work immediately You're fading momentum — respect it Low TCS + Reversal Trade (Safer) : Use wider stops (2.0-2.5 × ATR) Aggressive targets (3-4 × ATR) Trail with patience Genuine reversal potential in weak trend High TCS + Continuation Trade (Safest) : Standard stops (1.5-2.0 × ATR) Very aggressive targets (4-5 × ATR) Trail wide (1.5-2.0 × ATR) You're with institutional momentum — let it run Educational Value — Learning Machine Intelligence BZ-CAE is designed as a learning platform, not just a tool: Advisory Mode as Teacher Most indicators are binary: signal or no signal. You don't learn WHY certain setups are better. BZ-CAE's Advisory mode shows you EVERY potential divergence, then annotates the ones that would be blocked in Filtering mode with specific reasons: "Bull: strong downtrend (TCS=0.87)" teaches you that TCS >0.85 makes counter-trend very risky "Adversarial bearish" teaches you that the opposing case was dominating "Low confidence 32%" teaches you that the setup lacked quality across multiple factors "Bull spacing: wait 8 bars" teaches you that signals need breathing room After 50-100 signals in Advisory mode, you internalize the CAE's decision logic. You start seeing these factors yourself BEFORE the indicator does. Dashboard Transparency Most "intelligent" indicators are black boxes — you don't know how they make decisions. BZ-CAE shows you ALL metrics in real-time: TCS tells you trend strength DMA tells you momentum alignment Exhaustion tells you overextension Adversarial shows both sides of the debate Confidence shows composite quality You learn to interpret market state holistically, a skill applicable to ANY trading system beyond this indicator. Divergence Quality Education Not all divergences are equal. BZ-CAE teaches you which conditions produce high-probability setups: Quality divergence : Regular bullish div at a low, TCS <0.50 (weak trend), exhaustion >0.75 (overextended), positive adversarial differential, confidence >0.70 Low-quality divergence : Regular bearish div at a high, TCS >0.85 (strong uptrend), exhaustion <0.30 (not overextended), negative adversarial differential, confidence <0.40 After using the system, you can evaluate divergences manually with similar intelligence. Risk Management Discipline Confidence-based position sizing teaches you to adjust risk based on setup quality, not emotions: Beginners often size all trades identically Or worse, size UP on marginal setups to "make up" for losses BZ-CAE forces systematic sizing: premium setups get larger size, marginal setups get smaller size This creates a probabilistic approach where your edge compounds over time. What This Indicator Is NOT Complete transparency about limitations and positioning: Not a Prediction System BZ-CAE does not predict future prices. It identifies structural divergences (price-momentum disagreements) and assesses current market state (trend, exhaustion, adversarial conditions). It tells you WHEN conditions favor a potential reversal or continuation, not WHAT WILL HAPPEN. Markets are probabilistic. Even premium-confidence setups fail ~30-40% of the time. The system improves your probability distribution over many trades — it doesn't eliminate risk. Not Fully Automated This is a decision support tool, not a trading robot. You must: Execute trades manually based on signals Manage positions (stops, targets, trailing) Apply discretionary judgment (news events, liquidity, context) Integrate with your broader strategy and risk rules The confidence scores guide position sizing, but YOU determine final risk allocation based on your account size, risk tolerance, and portfolio context. Not Beginner-Friendly BZ-CAE requires understanding of: Divergence trading concepts (regular vs hidden, reversal vs continuation) Market state interpretation (trend vs range, momentum, exhaustion) Basic technical analysis (pivots, support/resistance, EMAs) Risk management fundamentals (position sizing, stops, R:R) This is designed for intermediate to advanced traders willing to invest time learning the system. If you want "buy the arrow" simplicity, this isn't the tool. Not a Holy Grail There is no perfect indicator. BZ-CAE filters noise and improves signal quality significantly, but: Losing trades are inevitable (even at 70% win rate, 30% still fail) Market conditions change rapidly (yesterday's strong trend becomes today's chop) Black swan events occur (fundamentals override technicals) Execution matters (slippage, fees, emotional discipline) The system provides an EDGE, not a guarantee. Your job is to execute that edge consistently with proper risk management over hundreds of trades. Not Financial Advice BZ-CAE is an educational and analytical tool. All trading decisions are your responsibility. Past performance (backtested or live) does not guarantee future results. Only risk capital you can afford to lose. Consult a licensed financial advisor for investment advice specific to your situation. Ideal Market Conditions Best Performance Characteristics Liquid Instruments : Major forex pairs (EUR/USD, GBP/USD, USD/JPY) Large-cap stocks and index ETFs (SPY, QQQ, AAPL, MSFT) High-volume crypto (BTC, ETH) Major commodities (Gold, Oil, Natural Gas) Reasoning: Clean price structure, clear pivots, meaningful oscillator behavior Trending with Consolidations : Markets that trend for 20-40 bars, then consolidate 10-20 bars, repeat Creates divergences at consolidation boundaries (reversals) and within trends (continuations) Both regular and hidden divs find opportunities 5-Minute to Daily Timeframes : Below 5m: too much noise, false pivots, CAE metrics unstable Above daily: too few signals, edge diminishes (fundamentals dominate) Sweet spot: 15m to 4H for most traders Consistent Volume and Participation : Regular trading sessions (not holidays or thin markets) Predictable volatility patterns Avoid instruments with sudden gaps or circuit breakers Challenging Conditions Extremely Low Liquidity : Penny stocks, exotic forex pairs, low-volume crypto Erratic pivots, unreliable oscillator readings CAE metrics can't assess market state properly Very Low Timeframes (1-Minute or Below) : Dominated by market microstructure noise Divergences are everywhere but meaningless CAE filtering helps but still unreliable Extended Sideways Consolidation : 100+ bars of tight range with no clear pivots Oscillator hugs midpoint (45-55 range) No divergences to detect Fundamentally-Driven Gap Markets : Earnings releases, economic data, geopolitical events Price gaps over stops and targets Technical structure breaks down Recommendation: Disable trading around known events Calculation Methodology — Technical Depth For users who want to understand the math: Oscillator Computation Each oscillator type calculates differently, but all normalize to 0-100: RSI : ta.rsi(close, length) — Standard Relative Strength Index Stochastic : ta.stoch(high, low, close, length) — %K calculation CCI : (ta.cci(hlc3, length) + 100) / 2 — Normalized from -100/+100 to 0-100 MFI : ta.mfi(hlc3, length) — Volume-weighted RSI equivalent Williams %R : ta.wpr(length) + 100 — Inverted stochastic adjusted to 0-100 Smoothing: If smoothing > 1, apply ta.sma(oscillator, smoothing) Divergence Detection Algorithm Identify Pivots : Price high pivot: ta.pivothigh(high, lookback, lookforward) Price low pivot: ta.pivotlow(low, lookback, lookforward) Oscillator high pivot: ta.pivothigh(osc, lookback, lookforward) Oscillator low pivot: ta.pivotlow(osc, lookback, lookforward) Store Recent Pivots : Maintain arrays of last 10 pivots with bar indices When new pivot confirmed, unshift to array, pop oldest if >10 Scan for Slope Disagreements : Loop through last 5 pivots For each pair (current pivot, historical pivot): Check if within max_lookback bars Calculate slopes: (current - historical) / bars_between Regular bearish: price_slope > 0, osc_slope < 0, |osc_slope| > min_threshold Regular bullish: price_slope < 0, osc_slope > 0, |osc_slope| > min_threshold Hidden bearish: price_slope < 0, osc_slope > 0, osc_slope > min_threshold Hidden bullish: price_slope > 0, osc_slope < 0, |osc_slope| > min_threshold Important Disclaimers and Terms Performance Disclosure Past performance, whether backtested or live-traded, does not guarantee future results. Markets change. What works today may not work tomorrow. Hypothetical or simulated performance results have inherent limitations and do not represent actual trading. Risk of Loss Trading involves substantial risk of loss. Only trade with risk capital you can afford to lose entirely. The high degree of leverage often available in trading can work against you as well as for you. Leveraged trading may result in losses exceeding your initial deposit. Not Financial Advice BZ-CAE is an educational and analytical tool for technical analysis. It is not financial advice, investment advice, or a recommendation to buy or sell any security or instrument. All trading decisions are your sole responsibility. Consult a licensed financial advisor for advice specific to your circumstances. Technical Indicator Limitations BZ-CAE is a technical analysis tool based on price and volume data. It does not account for: Fundamental analysis (earnings, economic data, financial health) Market sentiment and positioning Geopolitical events and news Liquidity conditions and market microstructure changes Regulatory changes or exchange rules Integrate with broader analysis and strategy. Do not rely solely on technical indicators for trading decisions. Repainting Acknowledgment As disclosed throughout this documentation: Realtime mode may repaint on forming bars before confirmation (by design for preview functionality) Confirmed mode has zero repainting (fully validated pivots only) Choose timing mode appropriate for your use case. Understand the tradeoffs. Testing Recommendation ALWAYS test on demo/paper accounts before committing real capital. Validate the indicator's behavior on your specific instruments and timeframes. Learn the system thoroughly in Advisory mode before using Filtering mode. Learning Resources : In-indicator tooltips (hover over setting names for detailed explanations) This comprehensive publishing statement (save for reference) User guide in script comments (top of code) Final Word — Philosophy of BZ-CAE BZ-CAE is not designed to replace your judgment — it's designed to enhance it. The indicator identifies structural inflection points (bifurcations) where price and momentum disagree. The Cognitive Engine evaluates market state to determine if this disagreement is meaningful or noise. The Adversarial model debates both sides of the trade to catch obvious bad setups. The Confidence system ranks quality so you can choose your risk appetite. But YOU still execute. YOU still manage risk. YOU still learn from outcomes. This is intelligence amplification, not intelligence replacement. Use Advisory mode to learn how expert traders evaluate market state. Use Filtering mode to enforce discipline when emotions run high. Use the dashboard to develop a systematic approach to reading markets. Use confidence scores to size positions probabilistically. The system provides an edge. Your job is to execute that edge with discipline, patience, and proper risk management over hundreds of trades. Markets are probabilistic. No system wins every trade. But a systematic edge + disciplined execution + proper risk management compounds over time. That's the path to consistent profitability. BZ-CAE gives you the edge. The discipline and risk management are on you. Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Pine Script® indicator
by DskyzInvestments
BOS/CHOCH Demand & SupplyThis indicator automatically identifies and plots Supply and Demand zones based on Smart Money Concepts (SMC) methodology. It detects structural breaks in price action and marks the origin zones that initiated these moves. How It Works (Technical Methodology) 1. Swing Point Detection The indicator uses Pine Script's ta.pivothigh() and ta.pivotlow() functions to identify swing highs and lows. Users can input multiple lookback periods (e.g., 1, 2, 3, 5, 11, 15, 20) to detect structure across different timeframe perspectives simultaneously. 2. Break of Structure (BOS) Detection A Bullish BOS is confirmed when: Current candle closes above the last swing high Previous candle's high was still below that swing high The current swing high is higher than the previous swing high (trend continuation) A Bearish BOS is confirmed when: Current candle closes below the last swing low Previous candle's low was still above that swing low The current swing low is lower than the previous swing low (trend continuation) 3. Change of Character (CHOCH) Detection A Bullish CHOCH is confirmed when: Price breaks above the last swing high But that swing high was lower than the previous swing high (potential reversal signal) A Bearish CHOCH is confirmed when: Price breaks below the last swing low But that swing low was higher than the previous swing low (potential reversal signal) 4. Inducement / Liquidity Grab Filter (Optional) When enabled, zones are only drawn if the swing point that created them first grabbed liquidity from the previous swing: For Demand zones: The swing low must have traded below the previous swing low before the bullish break For Supply zones: The swing high must have traded above the previous swing high before the bearish break This filter helps identify higher-probability zones where stop-losses were likely triggered before the move. 5. Zone Construction Demand Zone (Bullish): Top boundary: max(open, close) of the swing low candle Bottom boundary: low of the swing low candle Supply Zone (Bearish): Top boundary: high of the swing high candle Bottom boundary: min(open, close) of the swing high candle This captures the candle body-to-wick range where institutional orders likely reside. 6. Zone Lifecycle Management Active Zone: Displayed in green (demand) or red (supply) Mitigated Zone: When price touches the zone but doesn't break it, the zone turns gray (indicating partial fill) Broken Zone: When price fully breaks through the zone, it is automatically deleted from the chart How to Use Demand Zones (Green): Look for long entries when price returns to these zones. The zone represents where buying pressure previously overcame selling. Supply Zones (Red): Look for short entries when price returns to these zones. The zone represents where selling pressure previously overcame buying. BOS Zones: Indicate trend continuation - trade in the direction of the break. CHOCH Zones: Indicate potential reversal - these are early warning signals of trend change. Enable "Require Inducement" for higher-quality setups where liquidity was grabbed before the structural break. Multi-Lookback Periods: Using multiple values helps identify zones across different structural levels. Smaller values catch minor structure; larger values catch major structure. Disclaimer This indicator is a technical analysis tool and should be used in conjunction with other forms of analysis. Past performance does not guarantee future results. Always use proper risk management.
Pine Script® indicator
by s3u1l
2
Candle 2 Closure📌 Indicator Presentation – Candle 2 Closure " Candle 2 Closure "s is an indicator designed to identify three types of price–action-based signals in real time: Long, Short, and Generic. The goal is to visually highlight moments when the market breaks a key level of the previous candle but rejects that break, closing on the opposite side. The idea was inspired by the study of pure price action and specifically by the following video: 👉 www.youtube.com 🎯 How the Indicator Works The indicator generates signals on bar close (barstate.isconfirmed), making them reliable and free from repainting. 🔵 LONG Signal A long signal is triggered when: The current candle breaks the low of the previous candle But then closes back above that low → This is often a sign of a bear trap or a liquidity rejection to the downside. 🔴 SHORT Signal A short signal is triggered when: The current candle breaks the high of the previous candle But then closes back below that high → This may indicate a bull trap or a liquidity rejection to the upside. ⚪ GENERIC Signal A generic signal is triggered when: A high or low is broken, But neither the long nor short conditions are met, Resulting in a simple unconfirmed break. 📍 Operational Advantages Highlights liquidity absorption zones Works on all timeframes (1m → 1D) Useful for scalping, intraday, or swing trading Clear and immediate visual signals on the chart Zero repainting ✨ Visual Style LONG displayed below the candle, white color SHORT displayed above the candle, white color Generic signal shown with a neutral label
Pine Script® indicator
by Giancarlo_Adorno
Volume-Confirmed FTR Zones [AlgoPoint]FTR Zone Indicator — Fail To Return Zones (With Volume Confirmation) Advanced Smart Money Zone Detection for Institutional Orderflow The FTR Zone Indicator is a professional-grade tool designed for traders who follow Smart Money Concepts (SMC), ICT methodologies, or institutional orderflow. It automatically detects Fail To Return Zones (FTR) — high-probability supply and demand areas formed after strong displacement moves. By combining impulse detection, base identification, and volume confirmation, this indicator highlights zones where price is most likely to react, reverse, or mitigate shortly after structure breaks. ⸻ ⭐ What Are FTR Zones? FTR zones (Fail To Return zones) are price areas where: 1. A strong displacement / impulse candle is formed 2. That impulse originates from a small consolidation (base) 3. Price moves away aggressively 4. AND fails to return immediately to the origin area These zones often indicate: • Institutional orders • Imbalance • Hidden liquidity • Origin of a trend leg • High-probability mitigation points This indicator fully automates the detection and visualization of such areas. 🔍 How the Indicator Works 1. Impulse Detection The indicator identifies a valid impulse candle using: • ATR-based bar range filter • Trend-aligned candle body direction • Optional volume confirmation Only large, meaningful institutional candles qualify — filtering out noise. 2. Base Zone Identification Before every impulse, the tool finds the micro-consolidation base using: • Highest high of the last X bars • Lowest low of the last X bars This base becomes the potential FTR zone. 3. FTR Zone Creation When a valid impulse is detected: • Bullish impulse → Demand FTR zone • Bearish impulse → Supply FTR zone The zone is immediately drawn on the chart using box.new(). 4. Zone Extension Every zone continuously extends to the right as price evolves, allowing you to track: • Mitigation • Retests • Reaction points • Liquidity sweeps 5. Invalidation Logic Zones automatically delete when violated: • Demand zone invalid if close < zone low • Supply zone invalid if close > zone high This keeps the chart clean and helps focus only on active, high-value areas. 🎛️ Key Features ✔ Automatic FTR Zone Detection Instantly identifies institutional origin zones based on real impulse and displacement. ✔ Volume-Based Filtering Ensures only high-volume impulses (true institutional orders) create zones. ✔ Supply & Demand Coloring • Bullish FTR → Demand Zone (Teal tone) • Bearish FTR → Supply Zone (Red tone) ✔ Safe Zone Storage Fault-tolerant logic ensures no array errors, invalid zones, or broken visuals. ✔ Auto-Extending Boxes Real-time zone updates with precise historical mapping. ✔ Smart Invalidation Zone is removed only when fully broken, preventing false signals. ✔ Clean, Non-Repainting Logic Impulse detection and zone placement are confirmed only on bar close. 📈 How to Use It (Example Schenarios) For Reversals or Continuations • Look for price reacting or mitigating inside a zone • Use as entry confirmation in trend continuations • Combine with FVG, BOS/CHOCH, liquidity sweeps, or premium/discount zones For Scalping or Intraday Trading • High-probability countertrend entries • Reaction-based setups at institutional footprints For Swing Traders • Identify weekly/daily origin zones • Plan entries around large displacement points
Pine Script® indicator
by Iamalala
Mickey's Breaker Engine⚡ Breaker Engine | Auto Retest + Smart R:R Targets A precision-grade breaker-block detection system built for traders who live and breathe clean structure. This indicator automatically detects Breaker Candles, confirms them, marks their zones, and executes intelligent retest-based entry logic — complete with Stop-Loss and Risk-to-Reward (R:R) tracking up to 3R (or any custom ratio). 🧠 Core Concept A Breaker Block is a structural shift where price violates liquidity from a failed order block and flips the zone’s polarity — turning a former supply into demand (or vice-versa). This script identifies those setups automatically, confirms them only after a valid structure break, and waits for a clean retest to trigger a trade signal. 🚀 Key Features ⚙️ Smart Zone Detection Detects both Bullish Breakers and Bearish Breakers. Zones are drawn precisely using the breaker’s middle candle body (or full wick range if enabled). Fully configurable transparency, width, and extension for better visual context. 🎯 Auto Retest Entry Logic Entry triggers only on a clean retest, not on immediate breakout. Includes logical filters to ensure retests are structurally valid and not overlapping candles. Works in any timeframe or market — crypto, forex, indices, or commodities. 💡 Dynamic Risk–Reward Tracking Automatically plots 1R, 2R, 3R, ...R targets based on your defined stop range. Risk is calculated from entry to zone boundary or ATR offset. Each target label appears precisely when hit. Targets automatically stop updating once Stop-Loss is triggered. 🧱 Visual Clarity BUY 🟢 / SELL 🔴 bubbles at entries. SL ❌ marker when stop is hit. 🎯 1R / 2R / 3R labels dynamically plotted when each reward level is reached. Non-overlapping placement using ATR-based spacing. ⚡ Real-Time Alerts - Instant alerts for: ✅ “Breaker BUY” – Clean retest confirmed (Long setup) ✅ “Breaker SELL” – Clean retest confirmed (Short setup) ❌ “Breaker BUY SL” – Stop hit for Long ❌ “Breaker SELL SL” – Stop hit for Short 🧩 Customization Panel | Setting | Description | | :-------------------------- | :------------------------------------------------------------------------------ | | **ATR Length** | Controls volatility-based offset sizing. | | **Entry / SL Offset × ATR** | Adjusts label spacing and dynamic positioning. | | **Risk-Reward Ratio** | Define default R:R (e.g. 1:3). | | **Multiple Retests** | Enable if you want the same breaker zone to allow multiple retests/entries. | | **Banner Design** | Control opacity, extension, and wick usage for the breaker block visualization. | | **Color Controls** | Choose your BUY/SELL/SL bubble colors to match your chart theme. | ⚙️ Underlying Logic (At a Glance) Pattern Detection: Identifies a 5-bar sequence that forms a valid Breaker Candle (the middle bar flips structure). Confirmation: Requires a follow-through candle to validate a real liquidity break. Zone Registration: Stores the breaker zone’s body range in arrays for tracking. Clean Retest Entry: Waits for price to retest the zone from the opposite side and close cleanly inside. Stop Loss / Target Projection: Defines stop loss just beyond the zone and plots up to 3 × reward targets dynamically. Monitoring & Alerts: Tracks each setup independently until either an R-target or SL is reached. 💬 Recommended Usage Works best with market-structure traders, smart-money concepts, or liquidity-based systems. Combine it with an external displacement confirmation or BOS/CHOCH tool for best precision. Ideal for backtesting breaker-based R:R consistency or forward-testing retest entries. Compatible with any asset / timeframe. 🧭 Disclaimer This script is for educational and analytical purposes only. It is not financial advice and should not be used to make trading decisions without independent confirmation or risk management. Always test on demo data before deploying live.
Pine Script® indicator
by MihitThakkar
2
Rage of UltronRage of Ultron - Multi-Timeframe Smart Money Trading System Advanced Confluence-Based Trading Indicator Rage of Ultron is a comprehensive multi-timeframe trading system that combines Smart Money Concepts (SMC) with macro market context, RSI divergences, liquidity sweeps, and volume analysis to identify high-probability setups across all markets. Key Features Multi-Timeframe Alignment * Weekly Bias - Directional trend context * Daily Structure - Order Blocks and Fair Value Gaps * 4H Confirmation - Entry timing and execution * Real-time MTF alignment scoring (🟢 Bull Aligned / 🔴 Bear Aligned / 🟡 Mixed) Smart Money Concepts * Order Blocks (OB) - Institutional entry zones with visual clarity * Fair Value Gaps (FVG) - Price imbalances and retracement magnets * Change of Character (CHoCH) - Market structure breaks (▲▼) * Liquidity Sweeps - Stop hunt detection before reversals (💧) Technical Analysis * RSI Divergences - Regular and hidden divergences with zones (◆) * RSI Swing Failure Patterns - Grade-A reversal setups (★) * Automatic Fibonacci - Dynamic retracements and extensions * Volume Impulse Detection - Weighted confirmation signals Macro Market Radar * DXY - Dollar strength assessment * BTC Dominance - Crypto market risk gauge * USDT Dominance - Stablecoin flow analysis * Combined risk environment scoring Confluence Scoring System (0-7) Quantified setup quality with three alert tiers: * Tier 1 (Score 6-7): Full confluence + sweep + volume + MTF alignment * Tier 2 (Score 5): High confluence + volume or sweep * Tier 3 (Score 4): Standard confluence setups "Rage" Volume State * 🟢 RAGE PULSE - Explosive volume spike (score 6+ trigger) * ⚡ Active - Strong volume with good confluence * 🟡 Stable - Moderate volume conditions * 🔴 Dormant - Low volume, wait for confirmation Visual Design * Clean Zone Rendering - Persistent OB/FVG boxes with limited extension * Signal Bar Highlighting - Colored fills and contrasting borders for instant recognition * Dynamic Symbol Placement - ATR-based offset prevents overlap * Comprehensive Panel - Real-time macro + trade metrics in one view * Toggleable Legend - Learn signals, hide once familiar How to Use 1. Set Your Timeframes - Default 1W/1D/4H works for swing trading 2. Monitor Macro Environment - Check risk-on/off context 3. Wait for Confluence ≥4 - Let multiple signals align 4. Enter on Tier 1/2 Alerts - Best probability setups 5. Use Fib Extensions for Targets - Systematic profit taking Customizable Settings * Multi-timeframe periods * RSI length and divergence sensitivity * Liquidity sweep parameters * Fibonacci swing lookback * Volume thresholds * Shape offset multiplier * Visual toggles (Fibs, extensions, legend) Built-in Alert System Three-tier alert structure lets you filter by setup quality. Set alerts for Tier 1 only for highest conviction trades, or include Tier 2 for more opportunities. Best Practices * Use on clean timeframes - 1H+ for less noise * Combine with support/resistance - Zones near key levels = highest probability * Respect the macro - Don't fight extreme risk-off environments * Wait for the full stack - Best trades have 4+ aligned signals * Practice on demo first - Learn signal behavior in your market Works On * Cryptocurrency (spot & futures) * Forex pairs * Stock indices * Individual stocks * Commodities Note: This indicator identifies potential setups but does not guarantee profits. Always use proper risk management, position sizing, and stops. Past performance does not predict future results. Created by cdotgnz | For educational purposes
Pine Script® indicator
by cdotgnz
Major exchages total Open interest & Long/Short OI trends📊 Indicator: Major Exchanges Total OI & Long/Short Trends This Pine Script™ indicator is designed to provide a comprehensive analysis of Open Interest (OI) and Long/Short position trends across major cryptocurrency exchanges (Binance, Bybit, OKX, Bitget, HTX, Deribit). It serves as a powerful tool for traders seeking to understand market liquidity, participant positioning, and overall market sentiment. 🔑 Key Features and Functionalities Aggregated Multi-Exchange Open Interest (OI): Consolidates real-time Open Interest data from user-selected major cryptocurrency exchanges. Provides a unified view of the total OI, offering insights into the collective market liquidity and the aggregate size of participants' open positions. Visualized Combined OI Candles: Presents the aggregated total OI data in a candlestick chart format. Displays the Open, High, Low, and Close of the combined OI, with color variations indicating increases or decreases from the previous period. This enables intuitive visualization of OI trend shifts. Estimated Long/Short OI and Visualization: Calculates and visualizes estimated Long and Short position Open Interest based on the total aggregated OI data. Estimation Logic: Employs a sophisticated logic that considers both price changes and OI fluctuations to infer the balance between Long and Short positions. For instance, an increase in both price and OI may suggest an accumulation of Long positions, while a price decrease coupled with an OI increase might indicate growing Short positions. Initial 50:50 Ratio: The estimation for Long/Short OI begins with an assumption of a 50:50 ratio at the initial data point available for the selected timeframe. This establishes a neutral baseline, from which subsequent price and OI changes drive the divergence and evolution of the estimated Long/Short balance. Flexible Visualization Options: Allows users to display Long/Short OI data in either line or candlestick styles, with customizable color schemes. This flexibility aids in clearly discerning bullish or bearish positioning trends. 💡 Development Background The development of this indicator stems from the critical importance of Open Interest data in the cryptocurrency derivatives market. Recognizing the limitations of analyzing individual exchange OI in isolation, the primary objective was to integrate data from leading exchanges to offer a holistic perspective on market sentiment and overall positioning dynamics. The inclusion of the Long/Short position estimation feature is crucial for deciphering the specific directional biases of market participants, which is often not evident from raw OI data alone. This enables a deeper understanding of how positions are being accumulated or liquidated, moving beyond simple OI change analysis. Furthermore, a key design consideration was to leverage the characteristic where the indicator's data start point dynamically adjusts with the chart's timeframe selection. This allows for the analysis of short-term Long/Short trends on shorter timeframes and long-term trends on longer timeframes. This inherent flexibility empowers traders to conduct analyses across various time scales, aligning with their diverse trading strategies. 🚀 Trading Applications Leveraging Combined Open Interest (OI): Trend Confirmation: A sustained increase in total OI signifies growing market interest and capital inflow, potentially confirming the strength of an existing trend. Conversely, decreasing OI may suggest diminishing participant interest or widespread position liquidation. Validation of Price Extremes: If price forms a new high but OI fails to increase or declines, it could signal a potential trend reversal (divergence). Conversely, a sharp increase in OI during a price decline might indicate a surge in short positions or renewed selling pressure. Identifying Volatility Triggers: Monitoring rapid shifts in OI during significant news events or market catalysts can help assess immediate market reactions and liquidity changes. 📈Utilizing Long/Short OI Trends Assessing Market Bias: A sustained dominance or rapid increase in Long OI suggests a prevalent bullish sentiment, which could inform decisions to enter or maintain long positions. The inverse scenario indicates bearish sentiment and potential short entry opportunities. Anticipating Squeezes: The indicator can help identify scenarios conducive to short or long squeezes. Excessive short positioning followed by a price uptick can trigger a short squeeze, leading to rapid price appreciation. Conversely, an oversupply of long positions preceding a price drop can result in a long squeeze and sharp declines. Divergence Analysis: Divergences between price action and Long/Short OI estimates can signal potential trend reversals. For example, if price is rising but the increase in Long OI slows down or Short OI begins to grow, it may suggest weakening buying pressure. 🕔Timeframe-Specific Trend Analysis: Shorter Timeframes (e.g., 1m, 5m, 15m): Ideal for identifying short-term shifts in participant positioning, beneficial for day trading and scalping strategies. Provides insights into immediate market reactions to price movements. Longer Timeframes (e.g., 1h, 4h, Daily): Valuable for evaluating broader positioning trends and the sustainability or potential reversal of medium-to-long-term trends. Offers a macro perspective on Long/Short dynamics, suitable for swing trading or long-term investment strategies. This indicator integrates complex market data, provides nuanced Long/Short position estimations, and offers multi-timeframe analytical capabilities, empowering traders to make more informed and strategic decisions.
Pine Script® indicator
by BIGTAKER
6
Clock&Flow – Market Pulse IndicatorClock&Flow – Market Pulse Indicator 1) General Purpose The Market Pulse Indicator is designed to visualize the strength and direction of market flow in a clear, intuitive way. Unlike common volume or momentum indicators, it blends three essential dimensions — price velocity, normalized volume, and volatility (ATR) — to highlight when market pressure is truly meaningful. It helps identify genuine liquidity inflows/outflows, potential exhaustion zones, and moments of compression or expansion within the price structure. 2) Data Sources All data is directly taken from the current chart’s feed on TradingView: Price (close): to measure relative price change. Volume: to detect the intensity of market participation (normalized to average). ATR (Average True Range): to evaluate volatility relative to price levels. No external data or off-platform sources are used. 3) Logic and Calculation Steps Price Velocity: calculates the percentage change between the current close and the close N bars ago. priceChange = (close - close ) / close Normalized Volume: compares current volume to its moving average over the same period. volNorm = volume / sma(volume, length) Normalized Volatility: ATR divided by price to adjust for instrument scale. atrNorm = atr(length) / close Combination : multiplies the three components into one raw value that represents market pulse intensity. rawPulse = priceChange * volNorm * (1 + atrNorm) Smoothing: a moving average (smoothLen) is applied to create a cleaner and more readable oscillator line. flowPulse = sma(rawPulse * multiplier, smoothLen) 4) Parameters (Default Settings) length (20): analysis period for price change, volume, and ATR. smoothLen (5): smoothing factor; higher values reduce noise. multiplier (100): scales the output for readability; adjust to fit chart scale. 5) How to Read the Indicator Market Pulse > 0 (green): net inflow of liquidity; buying pressure dominates. Market Pulse < 0 (red): net outflow of liquidity; selling pressure dominates. Near 0: neutral phase; market balance or consolidation. Sudden peaks: strong bursts of flow — often coincide with news releases or session overlaps. Confirmations: use as a second-level filter before entering trades or to confirm momentum behind a breakout. 6) Divergences Divergences between price and Market Pulse are key signals of weakening flow strength: Bullish divergence: price forms lower lows while Market Pulse forms higher lows → selling pressure is fading; potential reversal or bounce. Bearish divergence: price forms higher highs while Market Pulse fails to confirm → buying momentum is losing strength; potential correction ahead. For reliability, look for divergences on higher timeframes (H4, Daily). On lower timeframes, treat them as early warnings. 7) Typical Use Cases Breakout confirmation: price breaks resistance with a rising Market Pulse → confirms genuine participation. False signal filter: price breaks a level but Market Pulse remains flat/negative → likely fake breakout. Pullback entry: after a breakout, wait for a short retracement and a new positive pulse → safer entry point. Exit signal: if you’re long and Market Pulse suddenly turns negative with strong volume → consider partial exit or tighter stops. 8) Recommended Timeframes Intraday / Scalping: 5–30 min charts with length 10–14, smoothLen 3–5. Swing trading: 1h–4h charts with length 20–50. Position trading: Daily charts with larger length (50–100) for smoother data. Always optimize parameters to the specific asset — there are no universal settings. 9) Limitations This indicator is not a trading system — it’s a decision-support tool. Results depend on the quality of the volume data available for the symbol. Performance and sensitivity are influenced by length, smoothing, and multiplier values — always test before live trading. Use alongside sound risk and money management. 10) Disclaimer This script is provided for educational purposes only and does not constitute financial advice. Trading and investing involve significant risk, including the potential loss of capital. Always test indicators in simulation environments and make independent decisions based on your own analysis and risk tolerance. Italiano 1) Scopo generale Flow Pulse è un oscillatore pensato per visualizzare la forza e la direzione del flusso di mercato in modo immediato. Non è un semplice indicatore di volume né una copia di RSI/MACD: combina tre dimensioni fondamentali — variazione di prezzo, volume normalizzato e volatilità — per mettere in evidenza i momenti in cui la pressione dei partecipanti è realmente significativa. È ideale per identificare: entrate guidate da flussi reali, potenziali esaurimenti, momenti di compressione/espansione del movimento e segnali di conferma per breakout o rimbalzi. 2) Dati utilizzati L’indicatore usa esclusivamente dati disponibili sulla piattaforma TradingView del grafico corrente: price (close) — per calcolare la variazione percentuale del prezzo; volume per misurare l’intensità degli scambi (normalizzato su media); ATR (Average True Range) — per normalizzare la volatilità rispetto al prezzo; Tutti i feed (prezzo e volume) sono quelli forniti dall’exchange/fornitore dati collegato al simbolo sul grafico. 3) Logica e passaggi di calcolo Velocità del prezzo: calcolo della variazione percentuale tra la chiusura corrente e la chiusura N barre fa: priceChange = (close - close ) / close — misura la direzione e magnitudine del movimento in termine relativo. Volume normalizzato: rapporto tra il volume corrente e la media mobile semplice del volume su length barre: volNorm = volume / sma(volume, length) — evidenzia volumi anomali rispetto alla media. Volatilità normalizzata (ATR): rapporto ATR/close per rendere la volatilità comparabile across price levels: atrNorm = atr(length) / close Combinazione: il prodotto di questi fattori (con un piccolo offset su ATR) genera un valore grezzo: rawPulse = priceChange * volNorm * (1 + atrNorm) — se priceChange e volNorm sono positivi e l’ATR è presente, il rawPulse sarà significativamente positivo. Smoothing: media mobile semplice (SMA) applicata al rawPulse e moltiplicazione per un fattore scalare (multiplier) per portare il range su livelli leggibili: flowPulse = sma(rawPulse * multiplier, smoothLen) 4) Parametri esposti (default consigliati) length (periodo analisi) — default 20: influenza calcolo Δ% e media volumi; allunga la finestra storica. smoothLen (smussamento) — default 5: smoothing del segnale per ridurre rumore. multiplier — default 100: fattore di scala per rendere l’oscillatore più leggibile. 5) Interpretazione pratica dei valori FlowPulse > 0 (verde): predominanza di flusso d’ingresso — pressione d’acquisto. Maggiore il valore, più forte la convinzione (volume + movimento + volatilità). FlowPulse < 0 (rosso): predominanza di flusso in uscita — pressione di vendita. Vicino a 0: assenza di flussi netti chiari; mercato piatto o bilanciato. Picchi repentini: indicano accelerate di flusso — spesso coincidono con rotture, open/close session, news. Sostegno al trade: usa FlowPulse come conferma prima di entrare su breakout o come avviso di attenzione su esaurimenti. 6) Divergenze (come leggerle) Le divergenze tra prezzo e FlowPulse sono segnali importanti: Divergenza rialzista (bullish divergence): prezzo fa nuovi minimi mentre FlowPulse non fa nuovi minimi (o forma minimo relativo più alto) → indica che la spinta di vendita non è supportata da volume/volatilità, possibile inversione/rimbalzo. Divergenza ribassista (bearish divergence): prezzo fa nuovi massimi mentre FlowPulse non li conferma (o forma massimo relativo più basso) → la spinta d’acquisto è “debole”, possibile esaurimento e inversione. Note pratiche: cercare divergenze su timeframe maggiori (H4, D) per maggiore attendibilità; sui timeframe minori prendere solo come early warning. 7) Esempi d’uso operativo Conferma breakout: prezzo rompe resistenza + FlowPulse positivo e crescente → breakout più probabile e con volumi reali. Filtro per falsi segnali: prezzo rompe ma FlowPulse è piatto/negativo → alto rischio di false breakout. Entrata per pullback: dopo breakout, attendere un pullback con FlowPulse che torna positivo → ingresso più prudente. Gestione delle uscite: se sei long e FlowPulse improvvisamente si inverte in negativo su volumi elevati → considerare riduzione posizione o stop. 8) Timeframe consigliati Intraday / Scalping: M5–M30 con length ridotto (es. 10–14) e smoothLen piccolo. Swing trading: H1–H4 con length 20–50. Position trading: D1 con length maggiore per filtrare rumore. Testa i parametri sul tuo asset e timeframe; nessun parametro è universale. 9) Limitazioni e avvertenze L’indicatore non è un sistema di trading completo: è un tool di informazione e timing. Dipende dalla qualità dei dati di volume del simbolo: su alcuni titoli/mercati (es. alcuni ETF, Forex su certi broker) il volume può essere parziale o non rappresentativo. I valori di margine/multiplier e smoothing influenzano sensibilmente sensibilità e falsi segnali: backtest e ottimizzazione sono raccomandati. Non usare il solo FlowPulse per entrare su leva elevata senza gestione del rischio12) Disclaimer da inserire Disclaimer: Questo indicatore è fornito solo a scopo didattico e non costituisce consulenza finanziaria. L’uso comporta rischi: valuta sempre la gestione del rischio e testa su conto demo prima dell’applicazione in reale.
Pine Script® indicator
by JoMerende
2
📋 Trading Checklist – Precision Entry SystemTake your trading discipline to the next level with this Precision Trading Checklist for TradingView. Designed for intraday traders following liquidity, structure, and Smart Money Concepts (SMC) AKA ICT Concepts, this overlay ensures you never miss a key confirmation before entering a trade. Features: ✅ Pre-Market Preparation: Track previous session highs/lows, AM/PM sessions, and key liquidity zones. ✅ Bias & Narrative Check: Quickly confirm daily trend, price position relative to daily open, and higher timeframe confluence. ✅ Session-Specific Rules: Focused sessions like Silver Bullet (10:00–11:30), Afternoon (13:30–15:00), and Final Hour (15:00–16:00). ✅ Structure & Setup Validation: Confirm liquidity sweeps, market structure shifts, expansion candles, fair value gaps, and order blocks. ✅ Risk Management Reminders: Stop-loss, target points, risk percentage, breakeven management, and pyramiding rules. ✅ Post-Trade Journaling: Document entries, session, setup type, trade outcome, and grading for continuous improvement. ✅ Golden Rules: Visual reminders to enforce discipline, avoid emotional trades, and respect session limits. Why Use It: This checklist is perfect for traders who want to stay consistent, minimise mistakes, and follow a disciplined routine. Displayed as an overlay on your chart, it provides all essential checks in one glance, keeping you focused on the setup rather than scrolling through notes or separate trackers. How to use: Add the indicator to your chart Click the settings/gear icon Check off items as you complete them The checklist on your chart updates in real-time with green checkmarks! The checkboxes will persist as long as the indicator is on your chart, making it perfect for tracking your pre-trade and post-trade routines! Follow the checklist items step by step before entering trades. Use the session-specific guidelines to filter setups. Journal your trades post-execution for growth and analysis.
Pine Script® indicator
by rashid88
Inter-symmetric Forecast (ISF)Concept: The Inter-Symmetric Forecast (ISF) is a physics-inspired price projection tool that visualizes both trend-continuation and mean-reversion scenarios in one dynamic structure. It extends the classic ADAM Projection by introducing a regime-sensitive weighting based on the Market Reynolds Number (Reₘ), a dimensionless ratio of market momentum × liquidity to volatility-derived “viscosity.” Mechanism: ISF mirrors past price action around the current close (the continuation path) while also forward-pasting the same pattern unreflected (the anti-trend path). It then blends these paths bar-by-bar using time-reflected Reₘ values — meaning the liquidity-momentum regime of each past segment determines how much its future mirror leans toward continuation or reversion. Interpretation: High Reₘ → strong inertia/liquidity, favors trend continuation. Low Reₘ → high friction/volatility, favors mean reversion. The yellow blended forecast shows the regime-weighted midpoint between both outcomes. Use: ISF offers traders a visual probability corridor rather than a fixed prediction — illustrating how far a move might extend if momentum persists, or fade if conditions become viscous. It’s best used as a contextual forecasting overlay for discretionary or systematic analysis.
Pine Script® indicator
by Tradenometry
Quantura - Fair Value GapIntroduction “Quantura – Fair Value Gap” is a precision-engineered institutional concept indicator designed to automatically identify, visualize, and manage Fair Value Gaps (FVGs) across any market or timeframe. It enables traders to observe price inefficiencies, potential liquidity voids, and retracement areas that often act as magnets for price rebalancing. Originality & Value Unlike many public FVG scripts that only highlight candle gaps, this indicator integrates dynamic filters and adaptive logic to determine the strength and reliability of each gap. It merges overlapping zones intelligently and optionally extends valid imbalances forward for ongoing reference. Its value lies in: Dynamic statistical filtering based on gap standard deviation. Optional volume confirmation for high-confidence FVGs. Automatic merging of overlapping or adjacent gaps for clean visualization. Support for both bullish and bearish imbalances. Signal alerts when gaps are filled or rebalanced by price. Functionality & Core Logic Detects Fair Value Gaps by comparing candle-to-candle price displacement. Applies a Gap Filter (standard deviation-based) to qualify valid gaps. Optionally validates gaps formed under significant volume conditions. Draws color-coded boxes to mark bullish (discount) and bearish (premium) inefficiencies. Monitors each FVG until price fills the gap, at which point the box is visually closed. Provides optional signal markers (“▲” or “▼”) when rebalancing occurs. Parameters & Customization Gap Filter: Sets the minimum statistical deviation required for a valid FVG. Higher values detect fewer, stronger gaps. Volume Filter: Toggles additional validation using relative volume strength. Volume Sensitivity: Adjusts how much above-average volume must be present to confirm a gap. Bullish/Bearish Colors: Customize color schemes for imbalance zones. Extend Gaps: Optionally extend open gaps forward for better confluence tracking. Signals: Enables or disables gap-fill signal markers. Visualization & Display Bullish FVGs: Appear in blue-tinted boxes, indicating potential demand-side inefficiencies. Bearish FVGs: Appear in red-tinted boxes, representing potential supply-side inefficiencies. Overlapping zones are merged automatically to maintain clarity. Filled gaps remain visible for historical context, allowing for post-event analysis. Optional signal arrows display when price returns to rebalance an FVG. Use Cases Identify institutional inefficiencies and liquidity voids. Detect premium and discount levels in trending markets. Combine with market structure or order block indicators for confluence. Track when price rebalances inefficiencies to refine entry/exit points. Build FVG-based algorithmic strategies that rely on structural imbalance resolution. Limitations & Recommendations The indicator detects structural imbalances but does not predict future direction or guarantee profitability. Volume filters may behave differently across brokers due to data-source differences. Use alongside structure or liquidity tools for enhanced decision-making. Extreme volatility or illiquid assets may generate temporary invalid gaps. Markets & Timeframes Compatible with all markets (crypto, forex, equities, indices, futures) and all timeframes. Recommended for multi-timeframe confluence analysis — e.g., detecting higher-timeframe FVGs and refining lower-timeframe entries. Author & Access Developed 100% by Quantura. Published as a Open-source script indicator. Access is free. Compliance Note This description adheres fully to TradingView’s House Rules and Script Publishing Requirements . It provides a detailed explanation of originality, core logic, limitations, and appropriate use — with no unrealistic or misleading performance claims.
Pine Script® indicator
by Quantura
Ornstein-Uhlenbeck Trend Channel [BOSWaves]Ornstein-Uhlenbeck Trend Channel - Adaptive Mean Reversion with Dynamic Equilibrium Geometry Overview The Ornstein-Uhlenbeck Trend Channel introduces an advanced equilibrium-mapping framework that blends statistical mean reversion with adaptive trend geometry. Traditional channels and regression bands react linearly to volatility, often failing to capture the natural rhythm of price equilibrium. This model evolves that concept through a dynamic reversion engine, where equilibrium adapts continuously to volatility, trend slope, and structural bias - forming a living channel that bends, expands, and contracts in real time. The result is a smooth, equilibrium-driven representation of market balance - not just trend direction. Instead of static bands or abrupt slope shifts, traders see fluid, volatility-aware motion that mirrors the natural pull-and-release dynamic of market behavior. Each channel visualizes the probabilistic boundaries of fair value, showing where price tends to revert and where it accelerates away from its statistical mean. Unlike conventional envelopes or Bollinger-type constructs, the Ornstein-Uhlenbeck framework is volatility-reactive and equilibrium-sensitive, providing traders with a contextual map of where price is likely to stabilize, extend, or exhaust. Theoretical Foundation The Ornstein-Uhlenbeck Trend Channel is inspired by stochastic mean-reversion processes - mathematical models used to describe systems that oscillate around a drifting equilibrium. While linear regression channels assume constant variance, financial markets operate under variable volatility and shifting equilibrium points. The OU process accounts for this by treating price as a mean-seeking motion governed by volatility and trend persistence. At its core are three interacting components: Equilibrium Mean (μ) : Represents the evolving balance point of price, adjusting to directional bias and volatility. Reversion Rate (θ) : Defines how strongly price is pulled back toward equilibrium after deviation, capturing the self-correcting nature of market structure. Volatility Coefficient (σ) : Controls how far and how quickly price can diverge from equilibrium before mean reversion pressure increases. By embedding this stochastic model inside a volatility-adjusted framework, the system accurately scales across different markets and conditions - maintaining meaningful equilibrium geometry across crypto, forex, indices, or commodities. This design gives traders a mathematically grounded yet visually intuitive interpretation of dynamic balance in live market motion. How It Works The Ornstein-Uhlenbeck Trend Channel is constructed through a structured multi-stage process that merges stochastic logic with volatility mechanics: Equilibrium Estimation Core : The indicator begins by identifying the evolving mean using adaptive smoothing influenced by trend direction and volatility. This becomes the live centerline - the statistical anchor around which price naturally oscillates. Volatility Normalization Layer : ATR or rolling deviation is used to calculate volatility intensity. The output scales the channel width dynamically, ensuring that boundaries reflect current variance rather than static thresholds. Directional Bias Engine : EMA slope and trend confirmation logic determine whether equilibrium should tilt upward or downward. This creates asymmetrical channel motion that bends with the prevailing trend rather than staying horizontal. Channel Boundary Construction : Upper and lower bands are plotted at volatility-proportional distances from the mean. These envelopes form the “statistical pressure zones” that indicate where mean reversion or acceleration may occur. Signal and Lifecycle Control : Channel breaches, mean crossovers, and slope flips mark statistically significant events - exhaustion, continuation, or rebalancing. Older equilibrium zones gradually fade, ensuring a clear, context-aware visual field. Through these layers, the channel forms a continuously updating equilibrium corridor that adapts in real time - breathing with the market’s volatility and rhythm. Interpretation The Ornstein-Uhlenbeck Trend Channel reframes how traders interpret balance and momentum. Instead of viewing price as directional movement alone, it visualizes the constant tension between trending force and equilibrium pull. Uptrend Phases : The equilibrium mean tilts upward, with price oscillating around or slightly above the midline. Upper band touches signal momentum extension; lower touches reflect healthy reversion. Downtrend Phases : The mean slopes downward, with upper-band interactions marking resistance zones and lower bands acting as reversion boundaries. Equilibrium Transitions : Flat mean sections indicate balance or distribution phases. Breaks from these neutral zones often precede directional expansion. Overextension Events : When price closes beyond an outer boundary, it marks statistically significant disequilibrium - an early warning of exhaustion or volatility reset. Visually, the OU channel translates volatility and equilibrium into structured geometry, giving traders a statistical lens on trend quality, reversion probability, and volatility stress points. Strategy Integration The Ornstein-Uhlenbeck Trend Channel integrates seamlessly into both mean-reversion and trend-continuation systems: Trend Alignment : Use mean slope direction to confirm higher-timeframe bias before entering continuation setups. Reversion Entries : Target rejections from outer bands when supported by volume or divergence, capturing snapbacks toward equilibrium. Volatility Breakout Mapping : Monitor boundary expansions to identify transition from compression to expansion phases. Liquidity Zone Confirmation : Combine with BOS or order-block indicators to validate structural zones against equilibrium positioning. Momentum Filtering : Align with oscillators or volume profiles to isolate equilibrium-based pullbacks with statistical context. Technical Implementation Details Core Engine : Stochastic Ornstein-Uhlenbeck process for continuous mean recalibration. Volatility Framework : ATR- and deviation-based scaling for dynamic channel expansion. Directional Logic : EMA-slope driven bias for adaptive mean tilt. Channel Composition : Independent upper and lower envelopes with smoothing and transparency control. Signal Structure : Alerts for mean crossovers and boundary breaches. Performance Profile : Lightweight, multi-timeframe compatible implementation optimized for real-time responsiveness. Optimal Application Parameters Timeframe Guidance: 1 - 5 min : Reactive equilibrium tracking for short-term scalping and microstructure analysis. 15 - 60 min : Medium-range setups for volatility-phase transitions and intraday structure. 4H - Daily : Macro equilibrium mapping for identifying exhaustion, distribution, or reaccumulation zones. Suggested Configuration: Mean Length : 20 - 50 Volatility Multiplier : 1.5× - 2.5× Reversion Sensitivity : 0.4 - 0.8 Smoothing : 2 - 5 Parameter tuning should reflect asset liquidity, volatility, and desired reversion frequency. Performance Characteristics High Effectiveness: Trending environments with cyclical pullbacks and volatility oscillation. Markets exhibiting consistent equilibrium-return behavior (indices, majors, high-cap crypto). Reduced Effectiveness: Low-volatility consolidations with minimal variance. Random walk markets lacking definable equilibrium anchors. Integration Guidelines Confluence Framework : Pair with BOSWaves structural tools or momentum oscillators for context validation. Directional Control : Follow mean slope alignment for directional conviction before acting on channel extremes. Risk Calibration : Use outer band violations for controlled contrarian entries or trailing stop management. Multi-Timeframe Synergy : Derive macro equilibrium zones on higher timeframes and refine entries on lower levels. Disclaimer The Ornstein-Uhlenbeck Trend Channel is a professional-grade equilibrium and volatility framework. It is not predictive or profit-assured; performance depends on parameter calibration, volatility regime, and disciplined execution. BOSWaves recommends using it as part of a comprehensive analytical stack combining structure, liquidity, and momentum context.
Pine Script® indicator
by BOSWaves
2
Aibuyzone Spot & Swing ZonesAibuyzone Spot & Swing Zones is a technical tool that helps identify potential buy zones during established bullish trends. It is designed for spot and swing traders who prefer to buy pullbacks within broader uptrends. This indicator does not place trades or make predictions — it only highlights contextual market areas for study. How It Works Trend Alignment Filter A higher-timeframe EMA and two local EMAs determine trend direction. Only when both the local and higher-timeframe trends agree as bullish will a potential buy zone be considered valid. Dynamic Buy Zone (Value Area) The indicator measures a rolling price range over a user-selected number of bars (e.g., last 50). The lower fraction of this range (configurable percentage) becomes the buy zone band. When price revisits this lower section during a bullish trend, it is interpreted as a potential value or discount area. Liquidity Sweep Filter (Optional) Detects bars that make a new low relative to recent candles and then close back up with a strong lower wick. This condition can indicate a possible liquidity grab or stop-hunt event that precedes reversals. RSI Pullback Filter (Optional) Confirms that price momentum has cooled during the pullback phase. Signals occur when RSI falls within a defined “pullback” zone (default 30–55), helping avoid chasing overextended moves. Confluence Scoring Each of the three criteria — buy zone presence, liquidity sweep, RSI pullback — adds one point to a confluence score. A signal only appears when the score meets or exceeds the chosen threshold (for example, 2 of 3). Visual Elements Fast and Slow EMAs for short-term trend visualization. A shaded area marking the dynamic buy zone. Optional background tint when the overall trend is bullish. Optional labels below bars when confluence criteria are met. Alert condition available for custom user alerts. Suggested Use Select a higher timeframe that fits your trading horizon (e.g., 4h for swing, 1d for position trading). Use the shaded band as a visual guide for where price may offer “discounts” within an uptrend. Combine with support/resistance, volume, or other confluence methods for confirmation. Adjust the confluence requirement for stricter or looser signals. Disclaimer This script is provided for educational and analytical purposes only. It does not constitute financial advice or a recommendation to buy or sell any asset. All trading involves risk — always perform your own analysis and manage risk according to your own judgment.
Pine Script® indicator
by aibuyzone
Session Dominator — Asia • London • New York Precision ZonesRule the global market sessions. Session Dominator is a precision-engineered indicator built for traders who want total clarity across Asia, London, and New York sessions. It automatically plots: 🔷 Dynamic Session Boxes — visually map institutional killzones in real time ⚙️ Session Mean Line — track equilibrium and liquidity shifts 📊 EMA-50 Confluence — align directional bias and intraday trend 🎯 BSL / SSL Levels — reveal active liquidity sweeps and reversals 💡 Bias Engine — evaluates structure and locks the session bias automatically Toggle between Asia / London / New York / Overlap / Custom modes to dominate any timezone. Designed with minimalist visuals, high precision, and ICT-based logic — this tool helps you anticipate where liquidity will be taken before it happens. ✳️ For XAUUSD traders, scalpers, and ICT-style analysts seeking sniper-level clarity.
Pine Script® indicator
by daisukeburn
1
RAFEN-G - Kill Zones & Institutional Gaps🔍 What It Does Kill Zones (KZ1, KZ2, KZ3) Automatically highlights the main intraday liquidity windows such as the London open, NY AM, and NY PM sessions — customizable by time, color, and transparency. Perfect for timing setups, identifying liquidity sweeps, or backtesting session behavior. Institutional GAP Detection (NY 11:00 → 03:00) Anchored on the New York H1 clock, the script automatically draws the “institutional gap” between the 11:00 close and the 03:00 open of the next trading day. Each gap is drawn as a transparent box with a label showing its size in price units. Dynamic Cleanup & Color Updates Automatically removes old boxes beyond your chosen history limit and keeps all visuals perfectly synchronized in real-time. ⚙️ Key Features 3 fully independent and editable Kill Zones Adjustable timezone (default: America/New_York) Works on all intraday timeframes Auto-management of historical data Clean and lightweight visuals (up to 2000 boxes) Real-time color and transparency updates Alerts when each Kill Zone starts 🧠 Ideal For Traders using ICT, SMC, or institutional frameworks who want clear visual separation of market sessions and automatic tracking of session-to-session gaps for confluence or imbalance analysis. 🕐 Recommended Use Apply on 5 min / 15 min / 1 h charts, align timezone to NYC, and combine with liquidity or FVG tools for maximum insight.
Pine Script® indicator
by RAFENTech
ICT Sweep + CHoCH + FVG Alerts ### 🔥 ICT Sweep + CHoCH + FVG Alerts Script designed to automate ICT entry confirmations using: • Liquidity Sweep (Buy/Sell Stops taken) • Change of Character (CHoCH) • Fair Value Gap (FVG) confirmation ### ✅ Conditions **Long signal when:** 1. Bearish liquidity sweep 2. Bullish CHoCH 3. Bullish FVG forms and gets respected **Short signal when:** 1. Bullish liquidity sweep 2. Bearish CHoCH 3. Bearish FVG forms and gets respected ### 🎯 Purpose This script helps traders detect smart-money setup entries based on ICT logic and receive alerts in real time. ### 📡 Alerts Supports webhook automation for bots, signal servers, or trading platforms. *This script does not place trades automatically, alerts only.* ### ⚠️ Disclaimer This tool is for educational purposes. Always backtest and use proper risk management.
Pine Script® indicator
by salim-ali
Multi-Mode Seasonality Map [BackQuant]Multi-Mode Seasonality Map A fast, visual way to expose repeatable calendar patterns in returns, volatility, volume, and range across multiple granularities (Day of Week, Day of Month, Hour of Day, Week of Month). Built for idea generation, regime context, and execution timing. What is “seasonality” in markets? Seasonality refers to statistically repeatable patterns tied to the calendar or clock, rather than to price levels. Examples include specific weekdays tending to be stronger, certain hours showing higher realized volatility, or month-end flow boosting volumes. This tool measures those effects directly on your charted symbol. Why seasonality matters It’s orthogonal alpha: timing edges independent of price structure that can complement trend, mean reversion, or flow-based setups. It frames expectations: when a session typically runs hot or cold, you size and pace risk accordingly. It improves execution: entering during historically favorable windows, avoiding historically noisy windows. It clarifies context: separating normal “calendar noise” from true anomaly helps avoid overreacting to routine moves. How traders use seasonality in practice Timing entries/exits : If Tuesday morning is historically weak for this asset, a mean-reversion buyer may wait for that drift to complete before entering. Sizing & stops : If 13:00–15:00 shows elevated volatility, widen stops or reduce size to maintain constant risk. Session playbooks : Build repeatable routines around the hours/days that consistently drive PnL. Portfolio rotation : Compare seasonal edges across assets to schedule focus and deploy attention where the calendar favors you. Why Day-of-Week (DOW) can be especially helpful Flows cluster by weekday (ETF creations/redemptions, options hedging cadence, futures roll patterns, macro data releases), so DOW often encodes a stable micro-structure signal. Desk behavior and liquidity provision differ by weekday, impacting realized range and slippage. DOW is simple to operationalize: easy rules like “fade Monday afternoon chop” or “press Thursday trend extension” can be tested and enforced. What this indicator does Multi-mode heatmaps : Switch between Day of Week, Day of Month, Hour of Day, Week of Month . Metric selection : Analyze Returns , Volatility ((high-low)/open), Volume (vs 20-bar average), or Range (vs 20-bar average). Confidence intervals : Per cell, compute mean, standard deviation, and a z-based CI at your chosen confidence level. Sample guards : Enforce a minimum sample size so thin data doesn’t mislead. Readable map : Color palettes, value labels, sample size, and an optional legend for fast interpretation. Scoreboard : Optional table highlights best/worst DOW and today’s seasonality with CI and a simple “edge” tag. How it’s calculated (under the hood) Per bar, compute the chosen metric (return, vol, volume %, or range %) over your lookback window. Bucket that metric into the active calendar bin (e.g., Tuesday, the 15th, 10:00 hour, or Week-2 of month). For each bin, accumulate sum , sum of squares , and count , then at render compute mean , std dev , and confidence interval . Color scale normalizes to the observed min/max of eligible bins (those meeting the minimum sample size). How to read the heatmap Color : Greener/warmer typically implies higher mean value for the chosen metric; cooler implies lower. Value label : The center number is the bin’s mean (e.g., average % return for Tuesdays). Confidence bracket : Optional “ ” shows the CI for the mean, helping you gauge stability. n = sample size : More samples = more reliability. Treat small-n bins with skepticism. Suggested workflows Pick the lens : Start with Analysis Type = Returns , Heatmap View = Day of Week , lookback ≈ 252 trading days . Note the best/worst weekdays and their CI width. Sanity-check volatility : Switch to Volatility to see which bins carry the most realized range. Use that to plan stop width and trade pacing. Check liquidity proxy : Flip to Volume , identify thin vs thick windows. Execute risk in thicker windows to reduce slippage. Drill to intraday : Use Hour of Day to reveal opening bursts, lunchtime lulls, and closing ramps. Combine with your main strategy to schedule entries. Calendar nuance : Inspect Week of Month and Day of Month for end-of-month, options-cycle, or data-release effects. Codify rules : Translate stable edges into rules like “no fresh risk during bottom-quartile hours” or “scale entries during top-quartile hours.” Parameter guidance Analysis Period (Days) : 252 for a one-year view. Shorten (100–150) to emphasize the current regime; lengthen (500+) for long-memory effects. Heatmap View : Start with DOW for robustness, then refine with Hour-of-Day for your execution window. Confidence Level : 95% is standard; use 90% if you want wider coverage with fewer false “insufficient data” bins. Min Sample Size : 10–20 helps filter noise. For Hour-of-Day on higher timeframes, consider lowering if your dataset is small. Color Scheme : Choose a palette with good mid-tone contrast (e.g., Red-Green or Viridis) for quick thresholding. Interpreting common patterns Return-positive but low-vol bins : Favorable drift windows for passive adds or tight-stop trend continuation. Return-flat but high-vol bins : Opportunity for mean reversion or breakout scalping, but manage risk accordingly. High-volume bins : Better expected execution quality; schedule size here if slippage matters. Wide CI : Edge is unstable or sample is thin; treat as exploratory until more data accumulates. Best practices Revalidate after regime shifts (new macro cycle, liquidity regime change, major exchange microstructure updates). Use multiple lenses: DOW to find the day, then Hour-of-Day to refine the entry window. Combine with your core setup signals; treat seasonality as a filter or weight, not a standalone trigger. Test across assets/timeframes—edges are instrument-specific and may not transfer 1:1. Limitations & notes History-dependent: short histories or sparse intraday data reduce reliability. Not causal: a hot Tuesday doesn’t guarantee future Tuesday strength; treat as probabilistic bias. Aggregation bias: changing session hours or symbol migrations can distort older samples. CI is z-approximate: good for fast triage, not a substitute for full hypothesis testing. Quick setup Use Returns + Day of Week + 252d to get a clean yearly map of weekday edge. Flip to Hour of Day on intraday charts to schedule precise entries/exits. Keep Show Values and Confidence Intervals on while you calibrate; hide later for a clean visual. The Multi-Mode Seasonality Map helps you convert the calendar from an afterthought into a quantitative edge, surfacing when an asset tends to move, expand, or stay quiet—so you can plan, size, and execute with intent.
Pine Script® indicator
by BackQuant