Kalman Absorption/Distribution Tracker 3-State EKFQuant-Grade Institutional Flow: 3-State EKF Absorption Tracker
SUMMARY
An advanced, open-source implementation of a 3-State Extended Kalman Filter (EKF) designed to track institutional Order Flow. By analyzing 1-second intrabar microstructure data, this script estimates the true Position, Velocity, and Volatility of the Cumulative Volume Delta (CVD), revealing hidden Absorption and Distribution events in real-time.
INTRODUCTION: THE SIGNAL AMIDST THE NOISE
In the world of technical analysis, noise is the enemy. Traditional indicators rely on Moving Averages (SMA, EMA) to smooth out price and volume data. The problem is the "Lag vs. Noise" paradox: to get a smooth signal, you must accept lag; to get a fast signal, you must accept noise.
This indicator solves that paradox by introducing aerospace-grade mathematics to the TradingView community: The 3-State Extended Kalman Filter (EKF).
Unlike moving averages that blindly average past data, a Kalman Filter is a probabilistic state-space model. It constantly predicts where the order flow "should" be, compares it to the actual measurement, and updates its internal model based on the calculated uncertainty of the market.
This script is not just another volume oscillator. It is a full microstructure analysis engine that digests intrabar data (down to 1-second resolution) to track the true intent of "Smart Money" while filtering out the noise of retail chop.
THE INNOVATION: WHY 3 STATES?
Most Kalman Filters found in public libraries are "1-State" (tracking price only) or occasionally "2-State" (tracking price and velocity). This script introduces a highly advanced 3-State EKF.
The filter tracks three distinct variables simultaneously in a feedback loop:
State 1: Position (The True CVD)
This is the noise-filtered estimate of the Cumulative Volume Delta. It represents the actual inventory accumulation of aggressive buyers versus sellers, stripped of random noise.
State 2: Velocity (The Momentum)
This tracks the rate of change of the order flow. Is buying accelerating? Is selling pressure fading even as price drops? This provides a leading signal before the cumulative value even turns.
State 3: Volatility (The Adaptive Regime)
This is the game-changer. The filter estimates the current volatility of the order flow (Log-Volatility). In high-volatility environments (like news events), the filter automatically widens its uncertainty bands (Covariance) and reacts faster. In low-volatility environments (chop), it tightens up and ignores minor fluctuations.
THE LOGIC: DETECTING ABSORPTION AND DISTRIBUTION
The core philosophy of this indicator is based on Wyckoff Logic: Effort vs. Result.
-- Effort: Represented by the CVD (Buying/Selling pressure).
-- Result: Represented by Price Movement.
When these two diverge, we have an actionable signal. The script uses the EKF Velocity state to detect these moments:
Absorption (Bullish)
This occurs when the EKF detects high negative Velocity (aggressive selling), but Price refuses to drop. The "Smart Money" is absorbing the sell orders via limit buys. The indicator highlights this as a Blue Event in the dashboard.
Distribution (Bearish)
This occurs when the EKF detects high positive Velocity (aggressive buying), but Price refuses to rise. Limit sellers are capping the market. The indicator highlights this as an Orange Event.
TECHNICAL DEEP DIVE: UNDER THE HOOD
For the developers and quants, here is how the Pine Script is architected using the "type" and "method" features of Pine Script v5.
1. Data Ingestion (Microstructure)
The script uses "request.security_lower_tf" to pull intrabar data regardless of your chart timeframe. This allows the script to see "inside" the bar. A 5-minute candle might look green, but the microstructure might reveal that 80% of the volume was selling absorption at the wick. This script sees that.
2. Tick Classification
Standard CVD assumes that if Price Close is greater than Price Open, all volume is buying. This is often flawed. This script offers three modes of tick handling, including a "High-Low Distribution" method that statistically apportions volume based on where the tick closed relative to its high and low.
3. The EKF Mathematics
The script implements the standard Extended Kalman Filter equations manually. It calculates the Jacobian matrix to handle the non-linear relationship between volatility and price. The "Process Noise Matrix" (Q) is dynamically scaled by the Volatility State. This means the mathematics of the indicator literally "breathe" with the market conditionsโexpanding during expansion and contracting during consolidation.
THE DASHBOARD & VISUALS:
The indicator features a professional-grade HUD (Heads Up Display) located on the chart table.
-- EKF State Vector: Displays the real-time Position, Velocity, and Volatility values derived from the matrix.
-- Ease of Movement (Wyckoff): Calculates how much price moves per 1,000 contracts of CVD. For example, if Price moves +5 points per 1k Buy CVD, but only -2 points per 1k Sell CVD, the "Path of Least Resistance" is clearly UP.
-- Session State: Tracks cumulative confirmed Bullish vs. Bearish events for Today, Yesterday, and the Day Before (3-Day Profile).
-- Bias Summary: An algorithmic conclusion telling you if the day is "Confirmed Bullish," "Accumulating," or "Neutral."
HOW TO TRADE THIS INDICATOR
Strategy A: The Reversal (Absorption Play)
Look for price making a Lower Low.
Look for the EKF Velocity (Histogram) to be Deep Red (High Selling Pressure).
Watch the Dashboard "Absorption" count increase.
SIGNAL: When EKF Velocity crosses back toward zero and turns grey/green, the absorption is complete. This indicates sellers are exhausted and limit buyers have control.
Strategy B: The Trend Continuation (Ease of Movement)
Check the Dashboard "Ease of Movement" section.
If "Price per +1K CVD" is significantly higher than "Price per -1K CVD", buyers are efficient.
Wait for a pullback where EKF Velocity hits the "Neutral Zone" (Gray).
SIGNAL: Enter Long when Velocity ticks positive again, aligning with the dominant Ease of Movement stats.
CONFIGURATION GUIDE:
Because this is a quant-grade tool, the settings allow for fine-tuning the physics of the filter.
-- Velocity Decay: Controls how fast momentum resets to zero. Set high (0.98) for trending markets, or lower (0.85) for mean-reverting chop.
-- Volatility Persistence: Controls how "sticky" volatility regimes are.
-- Process Noise: Increase this if the filter feels too laggy; decrease it if the filter feels too jittery (noisy).
-- Measurement Noise: Increase this to trust the Mathematical Model more than the Price Data (smoother output).
WHY OPEN SOURCE?
Complex statistical filtering is often sold behind closed doors in expensive "Black Box" algorithms. By releasing this 3-State EKF open source, the goal is to raise the standard of development on TradingView.
I encourage the community to inspect the code, specifically the "ekf_update_3state" function, to understand how matrix operations can be simulated in Pine Script to create adaptive, self-correcting indicators. And also update me for improvements.
DISCLAIMER:
This tool analyzes microstructure volume data. It requires a subscription plan that supports Intrabar inspection (Premium/Pro recommended for best results). Past performance of the Kalman Filter logic does not guarantee future results. Volume analysis is subjective and should be used as part of a comprehensive strategy.
SUGGESTED SETTINGS
-- Timeframe: Works best on 1m, 3m, or 5m charts (Intrabar data is fetched from 1S).
-- Asset Class: Highly effective on Futures (ES, NQ, BTC) and high-volume Forex/Crypto pairs where volume data is reliable.
-- Background: Dark mode recommended for Dashboard visibility.
WHAT IS A KALMAN FILTER?
Imagine driving a car into a tunnel where your GPS signal is lost.
Prediction: Your car knows its last speed (Velocity) and position. It predicts where you are every second inside the tunnel.
Update: When you exit the tunnel, the GPS connects again. The system compares where it thought you were versus where the satellite says you are.
Correction: It corrects your position and updates its estimate of your speed.
Now apply this to trading:
-- The Tunnel: Market Noise, wicks, and Fake-outs.
-- The Car: The True Market Trend.
-- This Indicator: The navigation system that tells you where the market actually is, ignoring the noise of the tunnel.
Enjoy the indicator and trade safe!
Dr. Jay Desai
(Investment Management & Derivatives Area, Gujarat University)
Search in scripts for "pro"
Pullback Master Pro v2Yes, excellent for scalping too when used on lower timeframes (1-15 min):
Why it works for scalping:
Quick pullback identification for fast entries
EMA slope changes catch momentum shifts early
RSI extremes pinpoint overextended moves
Volume spikes confirm momentum entries
Fast signals for quick in-and-out trades
Scalping Setup:
Use on 1-5 minute charts
Set higher timeframe to 15-30 minutes for trend filter
Shorter EMA periods (5-9) for faster signals
Small pullback depth (5-15%) for tighter entries
The indicator's real-time signals and clean visualization make it ideal for rapid scalping decisions.
The Cantillon Liquidity Trap [SFP] - PRORetail traders chase breakouts. Institutions engineer traps."
The Problem: How often do you see price break a key High/Low, trigger your stop loss, and then immediately reverse in the other direction? This is not bad luck. This is a Liquidity Grab (Swing Failure Pattern). Institutions need your stop orders to fill their large positions. Once they are filled, the market reverses.
How This Tool Helps: The Cantillon Liquidity Trap automatically detects these manipulation points in real-time. It does not just look for "wicks"โit uses a strict institutional algorithm to identify:
Major Pivot Points: (Where the stops are hiding).
The Sweep: (The stop run).
The Failure: (Price closing back inside the range).
Volume Confirmation: (Smart money absorption).
The Signals:
๐ฅ TRAP (Bearish): A Swing High was swept, but buyers failed to hold. Look for Shorts.
๐ฉ GRAB (Bullish): A Swing Low was swept, but sellers were absorbed. Look for Longs.
๐ How to Trade This (The Strategy): This tool provides the "WHEN" (The Trigger). To get the highest win rate, you must combine it with the "WHERE" (The Level).
Optimum Setup: Wait for a "TRAP" signal that aligns perfectly with a Volume Shelf or AVWAP. When "Time" (SFP) meets "Location" (Cantillon Level), you have an A+ Institutional Setup.
This is optimized for 4H, but feel free to play with it.
๐ Works best together with my "the cantillon overlay" signature below.
Breakout ProAdvanced breakout/breakdown indicator featuring multi-pattern detection, quality tier scoring (S/A/B/C), strength analysis (0-10), VWAP integration, multi-timeframe filters, and adaptive R-based take-profit/stop-loss framework. Includes comprehensive dashboard with real-time metrics and market regime detection.
Breakout ProAdvanced breakout/breakdown indicator featuring multi-pattern detection, quality tier scoring (S/A/B/C), strength analysis (0-10), VWAP integration, multi-timeframe filters, and adaptive R-based take-profit/stop-loss framework. Includes comprehensive dashboard with real-time metrics and market regime detection.
Breakout Alert Pro + VWAPAdvanced breakout/breakdown indicator featuring multi-pattern detection, quality tier scoring (S/A/B/C), strength analysis (0-10), VWAP integration, multi-timeframe filters, and adaptive R-based take-profit/stop-loss framework. Includes comprehensive dashboard with real-time metrics and market regime detection.
Breakout Alert Pro + VWAPAdvanced breakout/breakdown indicator featuring multi-pattern detection, quality tier scoring (S/A/B/C), strength analysis (0-10), VWAP integration, multi-timeframe filters, and adaptive R-based take-profit/stop-loss framework. Includes comprehensive dashboard with real-time metrics and market regime detection.
Institutional Confluence Mapper [JOAT]Institutional Confluence Mapper (ICM)
Introduction
The Institutional Confluence Mapper is an open-source multi-factor analysis tool that combines five analytical modules into a unified confluence scoring system. It synthesizes institutional trading concepts including Relative Rotation analysis, Smart Money flow detection, Liquidity zone mapping, Session-based timing, and Volatility regime classification.
Rather than relying on a single indicator, ICM evaluates market conditions through multiple lenses simultaneously, presenting a clear confluence score (0-100%) that reflects the alignment of various market factors.
This script is fully open-source under the Mozilla Public License 2.0.
Originality and Purpose
This indicator is NOT a random mashup of existing indicators. It is an original implementation that creates a unified institutional analysis framework:
Why Multiple Modules? Most retail traders struggle because they rely on single indicators that provide conflicting signals. Institutional traders evaluate markets through multiple frameworks simultaneously. ICM bridges this gap by providing a unified view of complementary analysis methods.
The Confluence Scoring System: Each module contributes to a weighted confluence score (0-100%). Scores above 65% indicate bullish confluence; below 35% indicates bearish confluence.
How Components Work Together:
RRG (Relative Rotation) determines macro bias - is this asset outperforming or underperforming its benchmark?
Institutional Flow confirms smart money activity - are institutions accumulating or distributing?
Volatility Regime determines strategy selection - trend-follow or mean-revert?
Liquidity Detection identifies key levels - where are the stop hunts happening?
Session Analysis optimizes timing - when should you trade?
The Five Core Modules
1. Relative Rotation Momentum Matrix (RRG)
Compares the current symbol against a benchmark (default: SPY) using the JdK RS-Ratio methodology with double-smoothed EMA. Assets rotate through four quadrants:
LEADING: Outperforming with positive momentum (strongest bullish)
WEAKENING: Outperforming but losing momentum
LAGGING: Underperforming with negative momentum (strongest bearish)
IMPROVING: Underperforming but gaining momentum
2. Institutional Flow Analysis
Analyzes volume patterns to detect smart money activity:
Volume Z-Score measures how unusual current volume is
Buy/Sell pressure estimation based on candle structure
Unusual volume detection highlights institutional activity
3. Volatility Regime System
Uses ATR percentile ranking to classify market conditions:
COMPRESSION: Low volatility (ATR < 20th percentile) - potential breakout
EXPANSION: High volatility (ATR > 80th percentile) - trending
TRENDING_BULL/BEAR: Directional trends based on EMA alignment
RANGING: Sideways consolidation
4. Liquidity Detection
Identifies institutional liquidity targets using swing point analysis:
Swing highs/lows are tracked and displayed as dashed lines
Purple dashed lines mark resistance/sell-side liquidity
Teal dashed lines mark support/buy-side liquidity
Gold diamonds appear when liquidity sweeps are detected (potential reversals)
5. Session Momentum Profiler
Tracks trading sessions based on your selected timezone:
Asian Session: 7PM - 4AM EST
London Session: 3AM - 12PM EST
New York Session: 9:30AM - 4PM EST
London/NY Overlap: 8AM - 12PM EST (peak liquidity)
Visual Elements
Main Dashboard (Top-Right):
BIAS: Overall direction with confluence percentage
RRG: Current quadrant and momentum
FLOW: Smart money bias and volume status
REGIME: Market condition and volatility percentile
SESSION: Active trading session and current time
LIQUIDITY: Active zones and grab signals
SIGNAL: Actionable recommendation
Chart Elements:
Gold Diamond: Liquidity grab (potential reversal point)
Teal Dashed Line: Support / Buy-side liquidity zone
Purple Dashed Line: Resistance / Sell-side liquidity zone
EMA 21/55/200: Trend structure with cloud fill
Volatility Bands: ATR-based channels
How to Use
Step 1: Check the BIAS row for overall market direction
Step 2: Check REGIME to understand market conditions
Step 3: Identify key levels using liquidity zones and EMAs
Step 4: Wait for confluence above 65% (bullish) or below 35% (bearish)
Step 5: Look for gold diamond signals at key levels
Best Setups
Bullish: Confluence >65%, RRG in LEADING/IMPROVING, bullish flow, price near teal support zone.
Bearish: Confluence <35%, RRG in LAGGING/WEAKENING, bearish flow, price near purple resistance zone.
Reversal: Gold diamond appears after price sweeps a liquidity zone.
Key Input Parameters
Benchmark Symbol: Compare against (default: SPY)
RS-Ratio/Momentum Lookback: RRG calculation periods
Volume Analysis Period: Flow detection lookback
Swing Length: Liquidity zone detection
ATR Period/Rank Period: Regime classification
Timezone: Session detection timezone
Alerts
Liquidity Grab Bull: Bullish sweep detected
Liquidity Grab Bear: Bearish sweep detected
High Confluence Bull: Confluence above 70%
High Confluence Bear: Confluence below 30%
Best Practices
Use on 1H, 4H, or Daily timeframes for reliable signals
Combine with price action for confirmation
Respect the regime - don't fight strong trends
Trade during London/NY overlap for best liquidity
Wait for high confluence scores before entering
Always use proper risk management
Limitations
Works best on liquid markets with sufficient volume
Session features optimized for forex/crypto markets
RRG requires a valid benchmark symbol
No indicator predicts the future - use proper risk management
Disclaimer
This indicator is for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Past performance does not guarantee future results.
-Made with passion by officialjackofalltrades
Scalp PRO Visual momentum through the candlestick pattern. Gradients to show acceleration and deceleration to assist with entry and exits. Different color settings and optimizations. Enjoy!
Multi-timeframe RSI & Stochastic dashboard with visual gradient โ OVERVIEW
The MTF RSI + Stochastic Dashboard displays RSI and Stochastic values across 6 customizable timeframes in a compact, visual format. Instead of switching between charts or opening multiple indicator windows, see all your momentum data at a glance.
This indicator combines two of the most popular oscillators (RSI and Stochastic) and shows you where they agreeโand where they don't.
โ FEATURES
- 6 Customizable Timeframes โ Default: 1m, 5m, 15m, 1H, 4H, Daily (fully adjustable)
- Combined RSI + Stochastic Signal โ Shows agreement between both indicators
- Visual Gradient Meters โ Left side = Stochastic, Right side = RSI
- Color-Coded Status โ OB (Overbought), OS (Oversold), Bull, Bear, S.Bull (Strong Bull), S.Bear (Strong Bear), Mixed
- Overall Trend Bias Bar โ Shows percentage of timeframes bullish vs bearish
- Built-in Alerts โ Trigger when all timeframes align or reach 80%+ agreement
- Fully Customizable โ Colors, position, scale, spacing all adjustable
โ HOW TO READ IT
ROW 1 - TIMEFRAME
Shows which timeframe each column represents.
ROW 2 - COMBINED VALUE
The average of RSI and Stochastic for that timeframe. Color indicates the current state.
ROW 3 - STATUS
- OB = Both RSI and Stochastic overbought (>70/80)
- OS = Both RSI and Stochastic oversold (<30/20)
- Bull = Both indicators bullish (>50)
- Bear = Both indicators bearish (<50)
- S.Bull = Strong bullish (one OB, one Bull)
- S.Bear = Strong bearish (one OS, one Bear)
- Mixed = Indicators disagree
ROW 4 - GRADIENT METERS
Visual representation of RSI (right half) and Stochastic (left half) levels.
- Purple/Magenta = Overbought zone
- Green = Bullish zone
- Yellow/Orange = Neutral zone
- Red = Bearish zone
- Cyan = Oversold zone
BOTTOM BAR - TREND BIAS
Shows overall market bias based on all 6 timeframes.
- STRONG BULL = 70%+ timeframes bullish
- BULL = 55%+ timeframes bullish
- STRONG BEAR = 70%+ timeframes bearish
- BEAR = 55%+ timeframes bearish
- MIXED = No clear direction
โ HOW TO USE IT
CONFLUENCE TRADING
Look for multiple timeframes showing the same status. When 4+ timeframes agree, the signal is stronger.
DIVERGENCE SPOTTING
If lower timeframes show bearish while higher timeframes show bullish, price may be pulling back in an uptrendโpotential buy opportunity.
OVERBOUGHT/OVERSOLD EXTREMES
When multiple timeframes hit OB or OS together, watch for potential reversals.
TREND CONFIRMATION
Use the bias bar to confirm your directional bias before entering trades.
โ SETTINGS
RSI Settings
- Length, Source, OB/OS levels
Stochastic Settings
- %K Length, %K Smoothing, %D Smoothing
- Choose to display %K or %D
- OB/OS/Mid/Zero levels
Timeframes
- 6 fully customizable slots
Layout
- Position offset, scale, box sizing, spacing
Colors
- Full control over all visual elements
โ ALERTS
- All Timeframes Bullish โ Triggers when all 6 show bullish
- All Timeframes Bearish โ Triggers when all 6 show bearish
- Strong Bullish Alignment โ Triggers at 80%+ bullish
- Strong Bearish Alignment โ Triggers at 80%+ bearish
โ BEST WAY TO DISPLAY THIS INDICATOR
For optimal viewing, follow these steps:
1. ADD THE INDICATOR
โข Keep all settings at default โ they're optimized for immediate use
2. SCALE YOUR CHART
โข Right-click on the price scale (right side of chart)
โข Select "Reset Price Scale" or double-click the price scale
โข Use your mouse scroll wheel on the price scale to zoom OUT vertically
โข This enlarges the indicator relative to the price action
3. POSITION ADJUSTMENT (if needed)
โข Vertical Offset: Increase if indicator overlaps candles
โข Horizontal Offset: Move left/right to your preference
โข Overall Scale Size: Increase for larger display (default 2.0)
4. CHART SHIFT (recommended)
โข Enable "Shift Chart" at the bottom-right of TradingView
โข This gives the indicator room on the right side of your chart
PRO TIP: The indicator scales with your visible price range. Zoom out on the price scale (not the time scale) to make the dashboard larger and easier to read.
โ NOTES
- Non-repainting: Uses confirmed bar data for calculations
- Overlay indicator: Displays directly on your price chart
- Compatible with all markets and timeframes
- Free to use โ part of the XRayTrade indicator collection
โ CREDITS
Developed by XRayTrade
Trend Force Index (HTF Momentum)๐ Description
Trend Force Index โข HTF Momentum (TFI-HTF) is a market context and trend-strength indicator designed to help traders understand directional force, momentum quality, and higher-timeframe bias.
This tool measures directional impulse and trend pressure using a dual-average force model, normalized by volatility. Instead of producing buy or sell signals, it focuses on how strong a move is, which side controls the market, and whether price is in a trending or compressing state.
๐ What This Indicator Shows
Directional Force: Identifies bullish, bearish, and neutral force zones
Momentum Quality: Differentiates strong trends from weak or fading moves
Compression Zones: Highlights low-force environments where trades are often lower quality
Higher-Timeframe Context (HTF): Displays directional bias from a higher timeframe for alignment
Volatility Normalization: Adapts to changing market conditions using ATR
๐งญ How to Use
Use force direction to confirm price action or structure-based setups
Trade in alignment with HTF bias for higher-probability context
Avoid entries during compression / low-force zones
Best used alongside price action, market structure, VWAP, or support & resistance
๐ UI Presets
PRO Mode: Clean, subdued visuals for experienced traders
BEGINNER Mode: Higher contrast visuals for easier interpretation
โ ๏ธ Important Notes
This indicator does NOT generate buy or sell signals.It is intended for analysis, confirmation, and market context only. Always combine with your own trading plan and risk management
โ ๏ธ Disclaimer
This indicator is provided for educational and analytical purposes only.It does not constitute financial advice or trade recommendations.All trading decisions and associated risks remain the sole responsibility of the user.Past market behavior does not guarantee future results.
Laplace Transform Oscillator Proไธป่ฆๅ่ฝ๏ผ
ๆๆฎๆๆฏ่ฎๆ่ฟไผผ๏ผไฝฟ็จๆๆธ่กฐๆธๆฌ้ไพๆจกๆฌๆๆฎๆๆฏๅ็ๅนณๆปๆๆ
้็ชๅจ(LTO)๏ผ้กฏ็คบๅนๆ ผ่ๆๆฎๆๆฏๅนณๆปๅผ็ๅทฎ็ฐ
ไฟก่็ท๏ผๆไพไบคๆไฟก่็ๅ่็ท
ๆฑ็ๅ๏ผ้กฏ็คบLTO่ไฟก่็ท็ๅทฎ็ฐ
ๅๆธ่ชชๆ๏ผ
Length๏ผๆๆฎๆๆฏ่ฎๆ็็ชๅฃ้ทๅบฆ๏ผ้ ่จญ14๏ผ
Alpha๏ผ่กฐๆธไฟๆธ๏ผๆงๅถๅนณๆป็จๅบฆ๏ผ้ ่จญ0.3๏ผ่ถๅฐ่ถๅนณๆป๏ผ
Signal Line Length๏ผไฟก่็ท็EMA้ฑๆ๏ผ้ ่จญ9๏ผ
ไบคๆไฟก่๏ผ
๐ข ่ฒทๅ
ฅไฟก่๏ผLTOๅไธ็ฉฟ่ถไฟก่็ทๆๅบ็พ็ถ ่ฒไธ่งๅฝข
๐ด ่ณฃๅบไฟก่๏ผLTOๅไธ็ฉฟ่ถไฟก่็ทๆๅบ็พ็ด
่ฒไธ่งๅฝข
่ๆฏ้ก่ฒๆๆ นๆ่ถจๅข่ฎๅ๏ผ็ถ ่ฒ=็ๆผฒ๏ผ็ด
่ฒ=็่ท๏ผ
ๅ่ฝ๏ผ
่ณ่จ้ขๆฟ๏ผ้กฏ็คบ็ถๅLTOๅผใ่จ่็ทใ่ถจๅขๅผทๅบฆๅ่ท้ขไธๆฌก่จ่็Kๆฃๆธ
่ฆ่ฆบๆจ่จ๏ผ๐(่ฒทๅ
ฅ) ๐ป(่ณฃๅบ)ๆดๆธ
ๆฅ็ๆจ็คบ
้ๆชป็ท๏ผ็ถ ่ฒ/็ด
่ฒ่็ท้กฏ็คบ่จ่่งธ็ผๅๅ
โ๏ธ ๅปบ่ญฐๅๆธ่ชฟๆด๏ผ
ๆ้ซSignal Threshold(0.5โ1.0)ๅฏ้ฒไธๆญฅๆธๅฐ่จ่
ๅขๅ Min Bars Between Signals(5โ10)ๅปถ้ท้้
่ชฟๆดLength(21)ๅฏๆน่ฎ้ๆๅบฆ
Main functions๏ผ
Laplace transform approximation: Use exponential attenuation weights to simulate the smoothing effect of the Laplace domain
Oscillator (LTO): Shows the difference between the price and the Laplace smoothing value
Signal line: A reference line that provides trading signals
Histogram: Shows the difference between LTO and signal line
Parameter description๏ผ
Length: The window length of the Laplace transform (preset 14)
Alpha: Attenuation coefficient, control the degree of smoothing (preset 0.3, the smaller the smoother)
Signal Line Length: The EMA cycle of the signal line (default 9)
Trading signals๏ผ
๐ขBuy signal: A green triangle appears when LTO crosses the signal line upward
๐ดSell signal: A red triangle appears when LTO crosses the signal line downwards
The background color will change according to the trend (green = bullish, red = bearish)
function๏ผ
Information panel: displays the current LTO value, signal line, trend strength, and the number of K bars from the last signal
Visual marking:ๆธ
ๆฅ(buy) ๐ป (sell) Clearer marking
Threshold line: Green/red dotted line shows the signal trigger area
๏ธ๏ธ Recommended parameter adjustment๏ผ
Increasing the Signal Threshold (0.5โ1.0) can further reduce the signal
Increase Min Bars between Signals (5โ10) to extend the interval
Adjust the length (21) to change the sensitivity
TrendSurfer Lite TrendSurfer Lite โก
Advanced Multi-Signal Trading Indicator for Precision Market Analysis
TrendSurfer Pro LITE is a comprehensive trading system combining multiple technical analysis tools into one powerful indicator. Designed for traders seeking high-probability setups with customizable filters.
Key Features:
๐ Core Signals
Triangle Signals (โฒโผ): Volume-weighted momentum entries with 10-level volume scoring
Master Trend System (โณโฝ): Multi-EMA confirmation with RSI validation
Order Blocks (๐ฉ๐ฅ): Smart money institutional zones with rejection detection
Take Profit System (๐ฏ): 8-indicator confluence system (RSI, Stochastic, Supertrend, CCI, MACD, BB, EMA Cross, Price Action)
๐ฏ Rejection Signals
Master Trend Rejections: Dynamic support/resistance from trend lines
EMA750 Rejections (White "R"): Major trend filter bounces
VWAP Rejections (Pink "W"): Institutional level reactions
Butterworth Filter Rejections (๐ก): Advanced smoothing algorithm reversals
Session Rejections (โก): Tokyo/London/NY session high/low bounces
Session Midline Rejections (Orange "M"): Half-range mean reversion
๐ Session Analysis
Tokyo Session (๐ด): Asian market range with automatic extensions
London Session (๐ถ): European volatility zones
New York Session (๐ต): US market key levels
Auto-adjusting timezone with UTC offset support
๐ง Advanced Filters
EMA750 Master Filter: Global trend alignment for all signals
VWAP Filter: Institutional bias confirmation
Yellow Box Filter (๐จ): Consolidation zone proximity detection
3 Time Filters: Customizable trading windows with visual backgrounds
Volume Filter: Signal strength validation (6-10 scale)
๐ Visual Tools
VWAP Purple Candles: Special candle coloring for VWAP crosses above EMA750
Stochastic-based Candle Colors: Overbought/oversold visual cues
Previous Day Close Line: Key reference level
Master Trend Table: Real-time multi-indicator dashboard
โ๏ธ Customization
Full color customization for all elements
Adjustable line thickness and transparency
Configurable alert system for every signal type
19 independent alert conditions
Best For:
Intraday scalping and swing trading
Multi-timeframe analysis
Confluence-based trading strategies
Institutional level detection
Version 1.0 | Clean interface | Maximum flexibility | Professional-grade signals
Momentum Trader ToolboxMomentum Traders Toolbox Pro combines three daily-anchored tools into one overlay so momentum traders can see trend, extension, and volatility context without stacking multiple indicators.
What it includes:
Daily EMAs: plots the 8/21/50 EMAs calculated on the daily timeframe on any chart. A fill between the 8 and 21 EMA helps visualize short-term momentum.
ADR/ATR table: optional rows show daily ATR, ADR%, distance from the daily low, distance from the selected daily EMA (default 8), and an extension reading: EMA extension (x) = (EMA distance %) รท (ADR%). The extension value is color-coded by thresholds you can customize.
VIX regime: pulls daily VIX and calculates a z-score over your lookback, then labels the environment as risk-on, risk-off, or neutral. The VIX values are daily-based by design, so on non-daily charts the table shows a reminder to use the daily timeframe for the VIX score.
Notes:
Daily values can update intraday until the daily candle closes.
The EMA plots include an optional Offset; keep it at 0 if you donโt want shifted lines.
MEGA Sector Rotation CRYPTOCAP - 8 Narrativas (Optimized Daily)### MEGA Sector Rotation CRYPTOCAP - 7 Narratives
**Description for publishing on TradingView:**
This advanced indicator lets you visualize in real time the **rotation of narratives** within the crypto market through 7 key sectors, normalized for perfect side-by-side comparison.
Each line represents the **historical relative strength** (min-max normalization over 5000 bars) of a specific narrative, based on TradingView's official aggregated market caps (CRYPTOCAP) and custom sums. The lines oscillate between 0 and 100, with clear crossovers signaling when a sector is gaining or losing momentum relative to the others.
**The 7 narratives included:**
1. **Layer1** (pink) โ Aggregated market cap of major Layer 1 blockchains.
2. **Memecoins** (bright green) โ Official MEME.C sector (PEPE, SHIB, WIF, BONK, etc.).
3. **AI** (orange) โ Artificial Intelligence and Big Data narrative.
4. **Exchanges** (purple) โ Exchange tokens (centralized and decentralized).
5. **DeFi Total** (cyan) โ Full aggregated market cap of the DeFi ecosystem.
6. **RWA Custom** (brown) โ Custom sum of Real World Assets: ONDO + LINK + CFG + SYRUP.
7. **Privacy** (dark orange) โ Custom sum of privacy coins: XMR + ZEC + DASH.
**Quick interpretation:**
- Line >80 and rising โ Narrative is **HOT** (strong bullish rotation).
- Line <20 โ Narrative is **COLD** (losing strength).
- Bullish crossovers โ Money rotating into that sector.
- Transparent fills between lines to highlight leadership zones.
**Features:**
- Optimized for **lower timeframes** (5m, 15m, 1H, 4H) โ ideal for day trading and scalping narratives.
- Works on any TF thanks to 5-minute resolution data.
- Thick lines, vibrant colors, and horizontal references (20/50/80) for instant reading.
Perfect for spotting early which narrative is attracting capital flows and anticipating sector moves in the crypto market.
Add this indicator and trade rotations like a pro!
#crypto #sectorrotation #narratives #altcoins #tradingview
Volume Level Monitor table Volume Level Monitor table and NQ/ES Futures PRO system
Features:
1. Volume Monitor Table (Top Left)
Level: Shows HIGH/MEDIUM/LOW with color coding
RED = High volume (โฅ150% of MA)
YELLOW = Medium volume
BLUE = Low volume (โค70% of MA)
vs MA: Current volume as percentage of moving average
Volume: Real-time volume display
MA: 20-period volume moving average
2. Enhanced Volume Calculations
Volume percentage relative to MA
CVD (Cumulative Volume Delta) calculation
Volume level classification with thresholds
4. Additional Volume Alerts
Alert when volume reaches HIGH threshold
Alert when volume drops to LOW threshold
5. Display Control
New toggle: "Show Volume Monitor Table" in Display settings
Can be turned on/off independently
How to Use:
Volume Monitor helps you:
HIGH Volume (Red): Confirms breakouts, strong moves, potential reversals
LOW Volume (Blue): Avoid choppy periods, wait for confirmation
MEDIUM Volume (Yellow): Normal trading conditions
Best Practice:
Combine Volume Monitor with main dashboard signals
Look for HIGH volume on entry signals for best confirmation
Avoid trading during LOW volume periods (reduces false signals)
The two tables work together: Main dashboard for trade signals, Volume Monitor for volume context!
MEGA Sector Rotation CRYPTOCAP - 7 Narrativas 1 H### MEGA Sector Rotation CRYPTOCAP - 7 Narratives
**Description for publishing on TradingView:**
This advanced indicator lets you visualize in real time the **rotation of narratives** within the crypto market through 7 key sectors, normalized for perfect side-by-side comparison.
Each line represents the **historical relative strength** (min-max normalization over 5000 bars) of a specific narrative, based on TradingView's official aggregated market caps (CRYPTOCAP) and custom sums. The lines oscillate between 0 and 100, with clear crossovers signaling when a sector is gaining or losing momentum relative to the others.
**The 7 narratives included:**
1. **Layer1** (pink) โ Aggregated market cap of major Layer 1 blockchains.
2. **Memecoins** (bright green) โ Official MEME.C sector (PEPE, SHIB, WIF, BONK, etc.).
3. **AI** (orange) โ Artificial Intelligence and Big Data narrative.
4. **Exchanges** (purple) โ Exchange tokens (centralized and decentralized).
5. **DeFi Total** (cyan) โ Full aggregated market cap of the DeFi ecosystem.
6. **RWA Custom** (brown) โ Custom sum of Real World Assets: ONDO + LINK + CFG + SYRUP.
7. **Privacy** (dark orange) โ Custom sum of privacy coins: XMR + ZEC + DASH.
**Quick interpretation:**
- Line >80 and rising โ Narrative is **HOT** (strong bullish rotation).
- Line <20 โ Narrative is **COLD** (losing strength).
- Bullish crossovers โ Money rotating into that sector.
- Transparent fills between lines to highlight leadership zones.
**Features:**
- Optimized for **lower timeframes** (5m, 15m, 1H, 4H) โ ideal for day trading and scalping narratives.
- Works on any TF thanks to 5-minute resolution data.
- Thick lines, vibrant colors, and horizontal references (20/50/80) for instant reading.
Perfect for spotting early which narrative is attracting capital flows and anticipating sector moves in the crypto market.
Add this indicator and trade rotations like a pro!
#crypto #sectorrotation #narratives #altcoins #tradingview
MEGA Sector Rotation CRYPTOCAP - 7 Narrativas 5m### MEGA Sector Rotation CRYPTOCAP - 7 Narratives
**Description for publishing on TradingView:**
This advanced indicator lets you visualize in real time the **rotation of narratives** within the crypto market through 7 key sectors, normalized for perfect side-by-side comparison.
Each line represents the **historical relative strength** (min-max normalization over 5000 bars) of a specific narrative, based on TradingView's official aggregated market caps (CRYPTOCAP) and custom sums. The lines oscillate between 0 and 100, with clear crossovers signaling when a sector is gaining or losing momentum relative to the others.
**The 7 narratives included:**
1. **Layer1** (pink) โ Aggregated market cap of major Layer 1 blockchains.
2. **Memecoins** (bright green) โ Official MEME.C sector (PEPE, SHIB, WIF, BONK, etc.).
3. **AI** (orange) โ Artificial Intelligence and Big Data narrative.
4. **Exchanges** (purple) โ Exchange tokens (centralized and decentralized).
5. **DeFi Total** (cyan) โ Full aggregated market cap of the DeFi ecosystem.
6. **RWA Custom** (brown) โ Custom sum of Real World Assets: ONDO + LINK + CFG + SYRUP.
7. **Privacy** (dark orange) โ Custom sum of privacy coins: XMR + ZEC + DASH.
**Quick interpretation:**
- Line >80 and rising โ Narrative is **HOT** (strong bullish rotation).
- Line <20 โ Narrative is **COLD** (losing strength).
- Bullish crossovers โ Money rotating into that sector.
- Transparent fills between lines to highlight leadership zones.
**Features:**
- Optimized for **lower timeframes** (5m, 15m, 1H, 4H) โ ideal for day trading and scalping narratives.
- Works on any TF thanks to 5-minute resolution data.
- Thick lines, vibrant colors, and horizontal references (20/50/80) for instant reading.
Perfect for spotting early which narrative is attracting capital flows and anticipating sector moves in the crypto market.
Add this indicator and trade rotations like a pro!
#crypto #sectorrotation #narratives #altcoins #tradingview
Multi-Filter Slope Master Pro CareC v2This advanced multi-timeframe indicator analyzes EMA slope trends with customizable filtering to identify high-probability trading opportunities. It calculates slope momentum for EMA 9, 20, and 50 using three different methods (Linear Regression, Weighted, or Simple), applies higher timeframe trend filtering and volume confirmation, and presents signals in a highly configurable data table with five color themes and six positioning options. The indicator visualizes filtered slope values while offering comprehensive trend strength analysis through real-time table displays that adapt to different screen sizes and user preferences.
Multi-Filter Slope Master Pro CareCAdvanced EMA Slope Analyzer with Smart Filters
Key Features:
๐ Core Analysis
Tracks slopes of 3 EMAs (9, 20, 50)
Multiple slope calculation methods
Requires price + slope confirmation for signals
๐ก๏ธ Smart Filters
Multi-timeframe trend confirmation
Volume-based signal weighting
Trading session restriction
๐ Visual Dashboard
Interactive data tables (multiple layouts)
Real-time trend strength histogram
Color-coded signal markers
Customizable themes & positions
๐ Output
Individual EMA signals (Bullish/Bearish/Neutral)
Combined trend strength score
Overall market bias indicator
Chart alerts for signal changes
Purpose: Identify high-probability trend movements by filtering out noise through multiple confirmation layers.
EMA Slope Checker Pro CareCAn enhanced momentum analysis indicator that measures the rate of change of key EMAs (9, 20, 50) with a fully customizable data table. It provides real-time slope calculations, visual trend direction arrows, and a professional-grade information panel that can be positioned, resized, and color-customized to match any trading background or screen layout.
Perfect for momentum traders who need quick, at-a-glance EMA slope information with maximum visibility and customization options.
mk bollinger bands signals - free overly trueThis is the FREE version of MK Bollinger Bands Signals.
A clean and simple Bollinger Bands indicator designed to keep the chart clear.
It provides basic Buy & Sell signals for educational and intraday use.
This version is intended as a free release.
Advanced features and a PRO version may be released separately.






















