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Bull Trend Indicator with Buy Signal on Chart (BTI wbs)Bull Trend Indicator with Buy Signal on Chart (BTI wbs) Purpose: - With so many coins/stocks to choose from, which ones do you buy to get profits ($) ? Enter BTI, you can use this indicator to find coins/stocks that have high chance of being profitable. The indicator finds potentially profitable coins/stocks and signals "buy"on the chart when it does. Best way to test this indicator is to load the top coins of the day and see how the indicator performs on past data. Emails/alerts can also be set on your favorite coins so that you get alerted/receive emails when its time to buy. Some notes: this is a minor modification of the original Bull Trend indicator with clear "buy" text added to plot on chart - indicator is for crypto and stocks - attempts to find bullish coins/stocks that will give maximum profits - only produces buy signal on chart when the program estimates it will be bullish - test this against the top coins of the day to see how it works, you will see recent buy signals which gives you time to buy - test this against worst coins of the day and you will see there are no buy signals generated on down days which avoids buying - test this against best performing stocks of the year and you will see plenty of buy signals to get profit - play around with the time frames (usually 1hr, 2hr works for crypto, experiment with time) - the shorter the timeframe used the more reliable is the calculation, but the disadvantage is it could be too late to buy so try to get a balance timing and accuracy - for stocks could use longer time frame (usually 1 day) - if the indicator does not plot, that means data is insufficient to do the calculations, so lower the timeframe until you get plots - sorry by subscription only, message me if interested - limited free trials
Pine Script® indicator
by Pinkypie20A
9
Intelligent Supertrend (AI) - Buy or Sell SignalIntroduction This indicator uses machine learning (Artificial Intelligence) to solve a real human problem. The artificial intelligence that operates this Supertrend was created by an algorithm that tests every single combination of input values across the entire chart history of an instrument for maximum profitability in real-time. The Supertrend is one of the most popular indicators on the planet, yet no one really knows what input values work best in combination with each other. A reason for this is because not one set of input values is always going to be the best on every instrument, time-frame, and at any given point in time. The "Intelligent Supertrend" solves this problem by constantly adapting the input values to match the most profitable combination so that no matter what happens, this Supertrend will be the most profitable. Indicator Utility The Intelligent Supertrend does not change what has already been plotted and does not repaint in any way which means that it is fully functional for trading in real-time. Ultimately, there are no limiting factors within the range of combinations that have been programmed. The Supertrend will operate normally but will change input values according to what is currently the most profitable strategy. Input Values While a normal Supertrend would include two user-defined input values, the Intelligent Supertrend automates the input values according to what is currently the most profitable combination. Additional Tools The Optimised Supertrend is a tool that can be used to visual what input values the Supertrend AI is currently using. Additional tools to back-test this indicator will be added to this product soon. For more information on how this indicator works, view the documentation here: www.kenzing.com For more information on the Supertrend view these fun facts: www.marketcalls.in
Pine Script® indicator
by GrantPeace
45
Beast Mode PRO v4.0# Beast Mode PRO v4.0 - Advanced Multi-Regime Trading System ## Overview Beast Mode PRO v4.0 is a sophisticated technical analysis indicator designed for active traders seeking high-probability setups across multiple timeframes. This system combines machine learning-inspired clustering algorithms with traditional technical analysis to identify market regimes and generate precision entry signals. The indicator adapts to different trading styles through intelligent preset configurations and multiple trading modes. --- ## Core Methodology ### Signal Generation Framework The indicator employs a **multi-component voting system** that analyzes market conditions through several independent technical perspectives: **Technical Components:** - **RSI (Relative Strength Index)**: Momentum oscillator measuring overbought/oversold conditions - **Fisher Transform**: Price transformation technique that normalizes price distributions for clearer turning points - **DMI (Directional Movement Index)**: Trend strength indicator measuring directional pressure - **Z-Score Analysis**: Statistical measure identifying price deviations from historical norms - **Moving Average Ratio**: Price relationship to its moving average baseline - **MFI (Money Flow Index)**: Volume-weighted momentum indicator - **Stochastic Oscillator**: Momentum indicator comparing closing price to price range - **CCI (Commodity Channel Index)**: Measures current price level relative to average price level ### Clustering Engine The system utilizes a **k-means inspired clustering algorithm** that categorizes each technical indicator's normalized values into distinct market regimes (bullish, bearish, neutral). This approach: 1. **Normalizes** all indicators using z-score transformation over a historical lookback window 2. **Clusters** normalized values using percentile-based thresholds 3. **Aggregates** individual votes into a composite score ranging from -100 to +100 4. **Smooths** the composite score using selectable methods (SMA, EMA, WMA, HMA, TEMA, DEMA) The clustering percentiles adapt dynamically based on current market volatility (ATR-normalized), ensuring the system remains responsive across different market conditions. --- ## Trading Modes ### 1. Normal Mode Standard crossover-based signals using fixed thresholds (+10/-10). Suitable for balanced trading with moderate signal frequency. ### 2. Scalper Mode Dynamic threshold adjustment based on recent score volatility. Generates more frequent signals by adapting to short-term price movements. ### 3. Aggressive Mode Reversal-focused approach that triggers signals when the composite score crosses extreme levels (+80/-80), targeting major trend reversals. ### 4. Hybrid Mode Combines Normal and Aggressive signals, capturing both standard crossovers and extreme reversals for comprehensive market coverage. ### 5. Super Scalper Mode Ultra-responsive mode using signal line crossovers (14-period HMA of composite score) for maximum trade frequency. ### 6. Sniper Mode (Premium Feature) Multi-confirmation system requiring alignment of: - Composite score threshold breach - Positive fast momentum (10-period SMI) - Positive trend momentum (200-period SMI) - Price above/below smart trend filter MA This mode prioritizes precision over frequency, filtering out low-probability setups. --- ## Timeframe Presets Pre-optimized configurations for common trading timeframes: ### 1 Minute Preset - Fast smoothing (10-period WMA) - Tight chop filter (61.8 threshold) - Optimized for rapid scalping with minimal lag ### 2 Minute Preset - Balanced smoothing (12-period EMA) - Enhanced volume filtering - Moderate cooling period (5 bars) ### 3 Minute Preset - HMA smoothing for reduced lag - Stochastic and CCI enabled - Balanced approach for intraday trading ### 5 Minute Preset - TEMA smoothing for trend following - Stronger filters to reduce noise - Extended lookback (1000 bars) ### 15 Minute Preset - DEMA smoothing for swing positions - Maximum filtering configuration - All technical indicators enabled - Suitable for swing trading and position building Users can also select "Custom" to manually configure all parameters. --- ## Advanced Filtering System ### 1. Choppy Market Filter Uses Choppiness Index calculation to identify consolidating markets. When CI exceeds the threshold, signals are suppressed to avoid whipsaw trades. ### 2. Smart Trend Filter Configurable moving average (SMA/EMA/WMA/HMA/TEMA/DEMA/VWMA/RMA) that prevents counter-trend signals. Long signals require price above the MA, shorts require price below. ### 3. Volume Filter Compares current volume to its moving average. Signals are suppressed when volume falls below the specified multiplier of average volume. ### 4. ATR Volatility Filter Prevents trading during low volatility periods when ATR falls below its moving average multiplied by the specified factor. ### 5. Session Filter Time-based filtering for Asia, London, New York, or combined sessions. Ensures trading only during preferred market hours. ### 6. Multi-Timeframe Confirmation Optionally requires higher timeframe alignment before generating signals, adding confluence for higher probability trades. ### 7. Cooling Off Period Prevents signal clustering by enforcing a minimum number of bars between consecutive signals. --- ## Smart Money Concepts Integration ### Order Block Detection Identifies institutional supply/demand zones using multi-timeframe analysis: - Detects strong directional candles followed by breakout moves - Volume confirmation ensures significance - Customizable timeframe selection (current TF or higher TF: 5m, 15m, 30m, 1H, Daily) - Visual boxes mark active order blocks with automatic expiration after lookback period - Price interaction alerts when touching active zones ### Liquidity Zones Marks equal highs (EQH) and equal lows (EQL) where stop losses typically cluster, indicating potential reversal or breakout points. --- ## Momentum Analysis ### Fast Momentum (Default: 10-period) Short-term momentum oscillator using Stochastic Momentum Index (SMI) calculation. Provides early warning of momentum shifts. ### Trend Momentum (Default: 200-period) Long-term momentum gauge confirming overall trend direction. Used in Sniper Mode for multi-confirmation. ### Momentum Divergence Detection Automatically identifies: - **Regular Divergence**: Price makes new high/low but momentum doesn't (reversal signal) - **Hidden Divergence**: Price makes higher low/lower high but momentum doesn't (continuation signal) --- ## Visual Components ### Price Chart Overlay - **Smart Trend MA**: Dynamically colored moving average based on price position - **EMA Cloud**: 50/200 EMA cloud showing long-term trend (background shading) - **Trend Background**: Subtle background coloring based on composite score - **Order Block Boxes**: Institutional supply/demand zones - **Entry/Exit Markers**: Clear visual signals with emoji labels - **Liquidity Markers**: EQH/EQL identification ### Bar Coloring Bars change color based on active mode and market regime: - **Sniper Mode**: Purple (bull) / Pink (bear) - **Aggressive Mode**: Bright Green / Bright Red - **Super Scalper**: Neon Green / Neon Red - **Timeframe Presets**: Unique color schemes per preset - **Choppy/Neutral**: Always gray regardless of mode ### Oscillator Pane - **Composite Score Line**: Gradient-colored stepline showing current regime strength - **Fast/Trend Momentum**: Optional overlays (gold/cyan colors) - **Divergence Markers**: Visual alerts for regular, hidden, and momentum divergences - **Power Zones**: Overbought/oversold regions (80/-80 levels) - **Dynamic/Fixed Thresholds**: Visual reference lines based on active mode ### Interactive Dashboards **Main Dashboard** displays: - Active preset/mode configuration - Real-time indicator values and votes - Current market status (active/choppy/counter-trend/low volume/low ATR/MTF misalignment) - Regime classification (Strong Long/Long/Neutral/Short/Strong Short) - Smart Trend MA status **Performance Dashboard** shows: - Exit strategy (Fixed TP/SL, Trailing Stop, Opposite Signal) - Total trades and win rate - Total points and average per NY session - Profit factor and recovery factor - Best/worst trades and max drawdown - Maximum winning/losing streaks - Sharpe ratio and average risk:reward **TP Optimizer** (33 variations tested): - Tests take profit levels from 40 to 200 ticks (5-tick increments) - Sortable by: Profit Factor, Win Rate, Total Points, Sharpe Ratio - Displays top 5 configurations with full metrics - Real-time optimization during backtesting --- ## Backtest Engine ### Exit Strategies **1. Fixed TP/SL** - Configurable in Ticks, ATR multiples, or Percentage - Precise risk management with predefined targets **2. Exit on Opposite Signal** - Closes position when counter-signal appears - Adapts to changing market conditions - Useful for trend-following approaches **3. Trailing Stop** - Dynamic stop loss that follows profitable moves - Configurable trailing offset percentage - Locks in profits while allowing trends to develop ### Risk Management - Optional minimum risk:reward filter - Prevents trades below specified R:R threshold - Date range filtering for historical analysis - Session-based performance tracking ### Performance Metrics - Win rate, profit factor, Sharpe ratio - Maximum drawdown and recovery factor - Consecutive win/loss streaks - Average win/loss analysis - Gross profit vs gross loss breakdown --- ## Alert System Comprehensive alert conditions for: - Entry signals (Long/Short) - Exit events (TP/SL/Opposite/Trailing) - Trend signals (Strong bullish/bearish) - Divergences (Regular/Hidden/Momentum) - Order block detection and touches - Multi-condition strong signals (all confirmations aligned) --- ## How to Use ### Quick Start 1. Select your preferred timeframe preset (1m, 2m, 3m, 5m, 15m, or Custom) 2. Choose a trading mode (Normal, Scalper, Aggressive, Hybrid, Super Scalper, or Sniper) 3. Configure session filter to match your trading hours 4. Enable desired filters (choppy, trend, volume, ATR, MTF) 5. Set your exit strategy and TP/SL levels 6. Monitor signals on price chart and oscillator pane ### Optimization Workflow 1. Enable "Run TP Optimizer" in backtest settings 2. Run backtest on historical data 3. Review Optimizer Dashboard for best TP levels 4. Sort by preferred metric (Profit Factor, Win Rate, Total Points, Sharpe) 5. Apply winning configuration to live trading ### Advanced Configuration - Customize individual indicator lengths and enable/disable specific components - Adjust clustering parameters (lookback window, percentiles, cluster count) - Fine-tune smoothing methods and lengths - Configure order block detection timeframe and sensitivity - Set cooling off period to control signal frequency --- ## Unique Features 1. **Adaptive Clustering**: Volatility-adjusted percentiles ensure consistent performance across market conditions 2. **Multi-Mode Architecture**: Six distinct trading modes from conservative to ultra-aggressive 3. **Timeframe Intelligence**: Pre-optimized presets eliminate guesswork for common timeframes 4. **Smart Money Integration**: Order block detection and liquidity zone marking 5. **Comprehensive Backtesting**: Three exit strategies with 33-variation TP optimization 6. **Visual Clarity**: Mode-specific bar coloring and clean chart presentation 7. **Filter Stack**: Seven-layer filtering system prevents low-quality signals 8. **Real-Time Metrics**: Live performance tracking with advanced statistics --- ## Benefits - **Reduced False Signals**: Multi-confirmation clustering approach filters noise - **Adaptability**: Works across timeframes and market conditions through preset system - **Transparency**: Open visualization of all component votes and filtering status - **Risk Management**: Built-in TP/SL optimization and R:R filtering - **Time Efficiency**: Preset configurations save hours of manual optimization - **Educational Value**: Dashboard shows exactly why signals trigger or get filtered - **Professional Tools**: Institutional concepts (order blocks, liquidity zones) accessible to retail traders --- ## Best Practices - Use Sniper Mode for high-probability setups during volatile markets - Enable choppy filter during consolidation periods - Combine Smart Trend Filter with MTF confirmation for swing trades - Run TP Optimizer monthly to adapt to changing market dynamics - Monitor Sharpe Ratio in addition to win rate for risk-adjusted performance - Use session filters to avoid low-liquidity hours - Start with preset configurations before custom optimization --- ## Technical Requirements - TradingView Premium/Pro/Pro+ for full feature access - Minimum chart history: 500 bars (adjustable in clustering settings) - Works on all instruments (stocks, forex, crypto, futures) - Compatible with standard candles (Heikin Ashi optional but not recommended for backtesting) --- ## Disclaimer This indicator is a technical analysis tool designed to assist trading decisions. It does not guarantee profits and should be used in conjunction with proper risk management, fundamental analysis, and personal trading experience. Past performance does not indicate future results. Users should thoroughly test the indicator on demo accounts before live trading. --- **Version**: 4.0 **Language**: Pine Script v6 **Type**: Overlay Indicator with Oscillator Pane **Calculation**: On bar close (default) or real-time (configurable)
Pine Script® indicator
by kdeezy
Market Analysis Pro [Trademy]OVERVIEW Trademy Market Analysis Pro is a professional-grade trading system that combines advanced momentum analysis with institutional-level Supply/Demand zone mapping. This indicator is designed to provide crystal-clear market analysis with precise risk management tools, creating a complete trading framework within a single, streamlined interface. Unlike complex indicators that overwhelm traders with information, Trademy focuses on what matters: high-probability setups with clear entry points, defined risk levels, and multiple profit targets. The system is built to eliminate guesswork and provide actionable signals that work across multiple timeframes and asset classes eg: ( INDEX:BTCUSD , NASDAQ:NVDA and more ) CORE CONCEPTS Advanced Momentum Engine: The foundation of Trademy Market Analysis Pro is a proprietary momentum detection system that identifies true directional shifts in the market. The algorithm analyzes price behavior relative to volatility-adjusted dynamic levels, generating signals only when genuine momentum reversals occur. The "Signal Sensitivity" control allows you to adapt the system from conservative (fewer, higher-quality signals) to aggressive (more frequent opportunities) based on your trading style and market conditions. Institutional Supply/Demand Zones: The system automatically identifies and plots key institutional levels where significant buying (Demand) or selling (Supply) pressure has occurred. These zones are calculated using advanced price structure analysis, filtered through intelligent overlap detection to ensure only the most relevant zones appear on your chart. When price approaches these levels, they often act as strong support or resistance, providing logical areas for entries and exits. Intelligent Signal Classification: Not all signals are created equal. Trademy categorizes every signal as either "Normal" or "Strong" based on its alignment with the broader market structure and trend context. Strong signals represent higher-conviction setups where momentum and trend align perfectly, while normal signals indicate counter-trend or early reversal opportunities. Non-Repainting Architecture: Every signal is locked in at bar close (when enabled), and all TP/SL levels are calculated using volatility measurements captured at the moment of signal generation. KEY FEATURES Precision Signal System Dual Signal Modes: Choose between Normal signals (standard momentum reversals) or Strong signals (high-conviction trend-aligned setups), or view both simultaneously Wait for Bar Close: Optional no-repaint mode ensures signals only appear after candle confirmation Visual Signal Hierarchy: Normal signals shown with standard arrows (▲/▼), Strong signals marked with distinctive colors for instant recognition Adjustable Arrow Sizes: Customize signal display from tiny to large based on your chart preferences Professional Risk Management Automated TP/SL Calculation: Three take-profit levels (TP1, TP2, TP3) and one stop-loss level automatically calculated using advanced volatility measurement Fixed Risk Levels: TP/SL lines are locked at signal generation and never move—providing consistent, reliable risk parameters Visual Risk Zones: Optional colored zones highlight your risk and reward areas for instant position assessment Adjustable Risk Multiplier: Scale your targets up or down with a single parameter while maintaining proper risk-reward ratios Clear On-Chart Labels: Every level displays exact price values in an easy-to-read format Supply/Demand Zone Mapping Automatic Zone Detection: System identifies high-probability supply and demand zones using advanced price structure analysis Anti-Overlap Algorithm: Intelligent filtering prevents zone clutter by removing overlapping levels Extended Zone Projection: Zones extend into the future, showing you key levels before price reaches them Break-of-Structure Tracking: Monitors when zones are broken and removes invalidated levels Fully Customizable: Adjust zone colors, swing length, history depth, and box width to match your analysis style Visual Customization Flexible Color Schemes: Customize colors for bull/bear signals, TP/SL levels, and supply/demand zones Trend Background: Optional background coloring to instantly visualize the current market bias Support/Resistance Lines: Toggle automatic S/R level plotting from key price pivots Multiple Arrow Sizes: Choose from tiny, small, normal, or large signal arrows WHAT MAKES TRADEMY MARKET ANALYSIS PRO DIFFERENT ✅ Simplicity Meets Power ✅ TP/SL Levels ✅ Institutional Zone Integration ✅ Universal Indicator for all markets ✅ Multi-Timeframe Flexibility BEST PRACTICES 📌 Always Use Stop-Loss: Enable the TP/SL system and respect your stop-loss levels,risk management is key to long-term success 📌 Backtest First: Before live trading, replay historical charts to understand signal behavior on your specific asset and timeframe 📌 Combine Timeframes: Use higher timeframe signals as your bias, enter on lower timeframe signals in the same direction 📌 Watch the Zones: Highest probability setups occur when signals align with supply/demand zones (buy near demand, sell near supply) 📌 Don't Chase: If you miss a signal, wait for the next one,forcing trades leads to losses 📌 Partial Profits: Consider taking partial profits at TP1, moving stop to breakeven, and letting the rest run to TP2/TP3 📩 ACCESS & SUPPORT This is an invite-only indicator. For access inquiries, please contact via TradingView private message. Important Disclaimers: This indicator is a tool for technical analysis and does not constitute financial advice Past performance does not guarantee future results Always practice proper risk management and never risk more than you can afford to lose Trading carries substantial risk of loss and is not suitable for all investors
Pine Script® indicator
by TrademyIO
Nexural QWAPQWAP - Quantitative Weighted Average Price with True Order Flow Analysis INTRODUCTION This is legit one of the best indicators I can possibly make. Since I don't have access to tick data on tradingview I can't claim it's as accurate as possible but it is a very polished indicator for VWAP based trading and the bands are VERY useful for mean reverting trading. QWAP Elite is an advanced Volume Weighted Average Price indicator that incorporates true order flow analysis through intrabar data decomposition. Unlike traditional VWAP indicators that simply calculate price multiplied by volume divided by total volume, this indicator attempts to identify the directional intent behind that volume by analyzing whether buying or selling pressure dominated each bar at a granular level. The fundamental premise of this indicator is that not all volume is created equal. A bar with 10000 contracts where 8000 were aggressive buyers tells a very different story than a bar with 10000 contracts where 8000 were aggressive sellers, even if both bars close at the same price. Traditional VWAP treats these identically. QWAP attempts to weight the VWAP calculation based on this directional flow information. This indicator was designed for traders who believe that institutional order flow leaves detectable footprints in price and volume data, and that identifying these footprints can provide an edge in determining likely future price direction. It is not a holy grail and it is not a replacement for proper risk management and trading discipline. HOW THE INDICATOR WORKS The True CVD Engine The core of this indicator is its Cumulative Volume Delta calculation. Most indicators on TradingView approximate buying and selling volume by looking at whether a bar closed higher or lower than it opened. If the bar closed green, they assign all volume as buying volume. If it closed red, they assign all volume as selling volume. This is a crude approximation that misses significant nuance. QWAP Elite uses the request security lower tf function to pull actual intrabar data. This means if you are on a 5 minute chart, the indicator is looking at the individual ticks or smaller timeframe bars that occurred within that 5 minute period. It then calculates how much volume occurred on up moves versus down moves within that bar, giving a much more accurate picture of whether buyers or sellers were more aggressive. The Delta Ratio is calculated as the net delta divided by total volume, resulting in a value between negative one and positive one. A value of positive 0.6 means that 80 percent of volume was buying and 20 percent was selling. A value of negative 0.4 means that 70 percent was selling and 30 percent was buying. This ratio is then used to weight the VWAP calculation. The intrabar precision is displayed in the dashboard as the number of bars analyzed. More bars means more granular data and theoretically more accurate delta calculation. The indicator automatically selects an appropriate lower timeframe based on your chart timeframe to balance accuracy with computational performance. VIX Integration and Volatility Intelligence The indicator pulls live VIX data and uses it to adjust its calculations dynamically. The VIX or CBOE Volatility Index represents the market expectation of 30 day forward looking volatility derived from SP500 option prices. When VIX is elevated, markets behave differently than when VIX is compressed. Specifically, the indicator uses VIX to adjust the standard deviation bands around VWAP. In high volatility environments where VIX is above 25 or 30, the bands automatically widen to account for larger price swings. In low volatility environments where VIX is below 15, the bands tighten. This prevents false signals that would occur if static band widths were used across all market conditions. The indicator also pulls VVIX which is the volatility of the VIX itself and VIX9D which is the 9 day VIX. By comparing VIX to VIX9D, the indicator can identify term structure conditions. When short term VIX is higher than longer term VIX, this is called backwardation and often indicates fear or stress in the market. When short term VIX is lower, this is contango and indicates complacency. The VIX regime classification in the dashboard shows CALM when VIX is below 12, NORMAL between 12 and 20, ELEVATED between 20 and 30, and FEAR when above 30. Each regime suggests different trading approaches and position sizing considerations. DETECTION SYSTEMS Absorption Detection Absorption occurs when large volume enters the market but price barely moves. This happens when one side is absorbing all the aggression from the other side. For example, if aggressive sellers are hitting the bid repeatedly but price is not dropping, it suggests there is a large buyer absorbing all that selling pressure. This often precedes reversals. The indicator detects absorption by looking for bars with above average volume, below average range, and high wick ratios. A high wick ratio means the bar has long wicks relative to its body, indicating price moved but was pushed back. When these conditions coincide with strong delta in one direction, it suggests institutional absorption. Liquidity Sweep Detection Liquidity sweeps, also known as stop hunts, occur when price briefly exceeds a recent high or low to trigger stop losses, then reverses. Large traders need liquidity to fill their orders, and stops clustered above swing highs or below swing lows represent pools of liquidity they can tap into. The indicator identifies sweeps by detecting when price exceeds the 5 or 20 bar high or low but closes back inside. A bull trap is identified when price sweeps above recent highs but closes below them, suggesting sellers trapped buyers who bought the breakout. A bear trap is the opposite, where price sweeps lows but closes above, trapping shorts. Sweep detection is most useful when combined with delta analysis. A sweep with strong opposing delta, meaning price swept highs but delta was heavily negative, is a higher probability reversal signal than a sweep alone. CVD Divergence Detection Divergence between price and cumulative delta is one of the most reliable signals the indicator produces. When price is making higher highs but cumulative delta is making lower highs, it suggests that buying pressure is weakening even though price is still rising. This bearish divergence often precedes pullbacks or reversals. Conversely, bullish divergence occurs when price makes lower lows but cumulative delta makes higher lows. This suggests that even though price is dropping, buying pressure is actually increasing, and sellers may be exhausted. These divergences are calculated over a 5 bar lookback period. Stacked Imbalance Detection Stacked imbalances occur when there are three or more consecutive bars with strong delta in the same direction. This represents sustained aggressive positioning by one side of the market. Three consecutive bars with delta above 0.5 suggests aggressive institutional buying. Three consecutive bars below negative 0.5 suggests aggressive institutional selling. The count of consecutive imbalanced bars is displayed in the detection section. Four or more stacked imbalances is considered highly significant. This pattern often precedes continuation moves in the direction of the imbalance, as it suggests a committed directional player has entered the market. Institutional Flow Detection The indicator attempts to identify institutional activity by looking for the convergence of multiple factors. Specifically, it requires strong delta above 0.5 or below negative 0.5, volume persistence across multiple bars meaning above average volume for at least 2 to 3 bars in a row, and delta persistence meaning delta in the same direction for multiple consecutive bars. When these factors align, the dashboard displays INST BUY or INST SELL instead of RETAIL. This classification should be viewed as a probability estimate rather than a certainty. Retail traders can produce similar patterns, and institutions can hide their activity. The designation is meant to highlight periods where the characteristics of flow are consistent with larger players. ADAPTIVE WEIGHT SYSTEM The indicator includes an adaptive system that automatically adjusts how much weight the CVD analysis has on the VWAP calculation. In quiet, low volatility markets, the CVD weight is reduced because the signal to noise ratio is lower. In active, high volatility markets with clear directional flow, the weight is increased. The adaptation considers multiple factors including VIX regime, delta clarity meaning how strong and consistent the delta readings are, volume persistence, and time of day session weighting. The current adaptive weight is displayed in the dashboard and typically ranges from 0.05 to 0.50. The adaptation speed setting controls how quickly the weight responds to changing conditions. A higher speed means faster adaptation but potentially more noise. A lower speed means smoother adaptation but potentially slower response to regime changes. SESSION AWARENESS Not all trading hours are equal. The indicator applies different weights to different trading sessions based on typical liquidity and reliability patterns. The open drive, which covers 9 30 to 10 30 AM Eastern time, receives a 1.4x weight multiplier because this is typically the highest volume and most directionally significant period of the day. Power hour from 3 00 to 4 00 PM Eastern receives a 1.3x multiplier as institutional traders often execute their daily positioning in this final hour. The lunch hour from 11 00 AM to 2 00 PM receives a 0.9x multiplier due to typically lower volume and more choppy price action. Premarket receives 0.7x and after hours receives 0.5x due to thin liquidity and unreliable signals. The current session is displayed in the dashboard header. Traders should consider reducing position sizes and widening stops during lower weight sessions, particularly premarket and after hours where the indicator readings are less reliable. COMPOSITE SCORES Bias Score The Bias Score ranges from negative 100 to positive 100 and represents the indicators overall directional lean. It synthesizes delta analysis, VWAP momentum, and multi-timeframe confluence into a single number. A score above 50 indicates strong bullish bias. A score below negative 50 indicates strong bearish bias. Scores between negative 20 and positive 20 are considered neutral. The visual bias meter in the dashboard shows this score as a bar that leans left for bearish or right for bullish. This provides an at a glance summary of the indicators current directional reading without needing to interpret multiple individual metrics. Setup Quality Score The Setup Quality Score ranges from 0 to 100 and measures how many factors are aligning to support a potential trade. It awards points for strong delta readings, volume persistence, multi-timeframe confluence, detection events like absorption or divergence, and favorable session timing. A score above 60 suggests multiple factors are confirming. A score below 30 suggests the setup lacks confirmation. This score is designed to help traders filter trades. Rather than acting on every signal, traders can set a minimum quality threshold. For example, only taking trades when quality is above 50 will filter out lower probability setups. Higher thresholds mean fewer trades but potentially higher win rates. Heat Score The Heat Score measures overall market activity intensity and ranges from 0 to 100. It combines volume heat meaning how elevated current volume is relative to average, volatility heat based on ATR expansion or VIX levels, delta heat meaning how strong the current delta reading is, and deviation heat meaning how far price is from VWAP. Markets with heat above 75 are classified as EXTREME and typically represent high opportunity but also high risk environments. Heat between 50 and 75 is ACTIVE and represents good trading conditions. Heat between 25 and 50 is NORMAL. Heat below 25 is QUIET and suggests range bound conditions where mean reversion strategies may outperform trend following. DASHBOARD GUIDE Header Row The header row displays QWAP with a lightning bolt icon, the current session abbreviation like OPEN or POWER or LUNCH, the current regime classification, and VIX status with a colored indicator. Green indicates low VIX and favorable conditions. Yellow indicates elevated VIX. Red indicates high VIX or that VIX data is unavailable. Signal Row The signal row is the largest and most prominent element. It displays the primary signal which will be LONG, SHORT, REVERSAL, or WAIT. LONG appears when bias is strongly bullish and quality is high. SHORT appears when bias is strongly bearish and quality is high. REVERSAL appears when divergence or absorption is detected at an extreme sigma level. WAIT appears when conditions do not meet the threshold for a signal. Next to the signal is the quality score displayed as Q followed by a number out of 100. This helps traders quickly assess how confirmed the signal is. A LONG signal with Q 72 is more compelling than a LONG signal with Q 45. Order Flow Section The delta row shows the current delta direction as BUY or SELL, the percentage strength, a visual indicator of strength with filled or empty circles, and an arrow indicating whether delta is accelerating or decelerating. The flow row shows whether activity is classified as INST BUY, INST SELL, or RETAIL, along with the number of intrabar data points used in the calculation. Market Section The heat row displays the heat score as a visual bar and numeric value. The vol row shows volatility state as EXPAND, COMPRESS, or NORMAL along with relative volume. The dist row shows distance from VWAP in sigmas and percentage, plus momentum direction. Detection Section This section only appears when detections are active. It displays warning icons next to detection types like BUY ABS, SELL ABS, BULL TRAP, BEAR TRAP, BULL DIV, BEAR DIV, BUY STACK, or SELL STACK. Each detection includes a score representing its strength or significance. HOW TO USE THIS INDICATOR Recommended Workflow First, check the regime and session. If VIX is in FEAR mode or you are in premarket or after hours, consider reduced position sizing or waiting for better conditions. Second, look at the primary signal and quality score. Signals with quality below 40 are low conviction. Consider requiring quality above 50 or 60 before acting. Third, check the bias meter for overall directional lean. Ensure it aligns with your intended trade direction. Fourth, review active detections. Absorption and divergence near VWAP bands increase reversal probability. Stacked imbalances support continuation. Fifth, use VWAP and sigma bands for entry, stop, and target placement. The bands provide natural support and resistance levels based on statistical distribution. Sixth, monitor for changes in delta and flow classification. Institutional activity transitioning to retail or delta reversing direction are warning signs. TRADE EXAMPLES Mean Reversion Setup Price extended to 2.5 sigma above VWAP. Signal shows REVERSAL. Quality is 55. Absorption detected with BUY ABS showing score of 2.3. Delta is showing SELL at 45 percent despite price being elevated. This suggests buyers are being absorbed and a pullback to VWAP is likely. Enter short with stop above the 3 sigma band and target at VWAP or 1 sigma band. Trend Continuation Setup Signal shows LONG with quality 68. Bias meter shows STRONG BULL. BUY STACK detected with 4 consecutive imbalanced bars. Flow shows INST BUY. Price has pulled back to VWAP and is finding support. Heat is at 62 indicating ACTIVE conditions. Enter long on VWAP touch with stop below 1 sigma band and target at 2 sigma band. Liquidity Sweep Setup BEAR TRAP detected with score of 1.8. Price swept below recent lows but closed back above. Delta is showing BUY at 52 percent on the sweep bar. BULL DIV also active as price made lower low but delta made higher low. Signal shows REVERSAL with quality 58. Enter long with stop below the sweep low and target at VWAP. HONEST ASSESSMENT OF STRENGTHS AND WEAKNESSES Strengths True CVD calculation using intrabar data is significantly more accurate than close greater than open approximations used by most indicators. This provides genuine insight into buying versus selling pressure. VIX integration with term structure analysis is institutional grade thinking applied to a retail tool. Dynamic band adjustment prevents false signals in different volatility regimes. Multiple detection systems provide different perspectives on the same market. Absorption, sweeps, divergence, and imbalances each capture different footprints of institutional activity. Composite scores synthesize complex information into actionable numbers. Traders do not need to mentally integrate 15 different metrics. The quality score and bias score do this automatically. Session awareness prevents trading during low quality periods. The automatic weighting helps filter out noise from premarket, after hours, and lunch periods. Adaptive system self adjusts to market conditions. Traders do not need to manually tune parameters as volatility and activity change. Weaknesses and Limitations Intrabar data is still an approximation of true tick level order flow. Without actual tick data showing individual trades hitting bid versus lifting offer, even this calculation has error bars. Professional platforms like Sierra Chart or Quantower with direct exchange feeds will always have more accurate delta. The indicator is computationally heavy. Users may experience slower chart loading particularly on lower end hardware or when viewing many bars. The optimization features help but cannot eliminate this cost entirely. Institutional detection is probabilistic not definitive. Retail traders in aggregate can produce patterns that look institutional. Institutions can and do hide their activity. The INST BUY and INST SELL labels should be viewed as probability shifts not certainties. The indicator works best on liquid instruments with significant volume. On thinly traded stocks or during illiquid periods, delta calculations become noisy and unreliable. The indicator is optimized for ES, NQ, SPY, QQQ, and similar high volume instruments. VIX integration only works for US equity index products. If trading forex, crypto, or other asset classes, the VIX data is not directly applicable and should be disabled. No indicator can predict the future. Order flow analysis shows what happened and what is happening. It cannot guarantee what will happen next. Large players can and do reverse their positioning. News events can invalidate any technical setup instantly. The complexity of the indicator means there is a learning curve. New users may be overwhelmed by the number of metrics displayed. It takes time to develop intuition for what combinations of readings are significant. The indicator does not include automated backtesting or historical performance statistics. Users cannot easily quantify the win rate or expected value of following its signals without manual journaling and analysis. RISK MANAGEMENT GUIDELINES This indicator is a tool not a trading system. It provides information that may help inform trading decisions but it does not make those decisions for you. Proper risk management is essential regardless of how compelling the indicator readings appear. Position Sizing Never risk more than 1 to 2 percent of your account on any single trade regardless of how high the quality score is. High quality setups still fail regularly. A setup with 70 percent win rate still loses 30 percent of the time, and those losses can come in clusters. Consider reducing position size when VIX is in ELEVATED or FEAR regime, when trading during premarket or after hours sessions, when quality score is below 50, and when multiple detection systems are conflicting with each other. Stop Loss Placement The sigma bands provide natural levels for stop placement. For mean reversion trades, stops should typically be placed beyond the next sigma level. For example, if entering short at 2 sigma, place stop beyond 3 sigma. For trend trades entering at VWAP, consider stops beyond 1 sigma in the opposite direction. Stops should also respect market structure. If there is a recent swing high or low near your calculated stop level, extend the stop beyond that swing point. Placing stops at obvious levels invites stop hunting. In high VIX environments, consider wider stops. The VIX band multiplier automatically widens the sigma bands, and your stops should reflect this increased volatility. A stop that works in a 15 VIX environment may be too tight when VIX is 30. Taking Profits The sigma bands also provide natural profit targets. For mean reversion trades, VWAP itself is often the first target with the opposite 1 sigma band as an extended target. For trend trades, each sigma band can serve as a scaling point. Pay attention to delta and flow changes as price approaches targets. If delta is weakening or flow classification shifts from institutional to retail, consider taking profits early. Conversely, if delta is strengthening into the target, consider holding for extension. When to Avoid Trading Consider sitting out when the signal shows WAIT and quality is below 30. In these conditions, the indicator is essentially saying there is no clear edge. Trading anyway is gambling not trading. Avoid trading during major news events. The indicator cannot account for sudden information shocks. Economic releases, Fed announcements, earnings reports, and geopolitical events can invalidate any technical setup instantly. Consider avoiding the first and last 5 minutes of regular trading hours. These periods often have erratic price action and unreliable delta calculations due to order imbalances at open and close. SETTINGS REFERENCE Core Engine Settings VWAP Source determines what price is used for the VWAP calculation. The default HLC3 uses the average of high, low, and close which provides a balanced representation. HL2 uses just high and low average. Close uses only the closing price. Most traders should leave this at HLC3. True CVD Engine should remain enabled for accurate order flow analysis. Disabling it falls back to close greater than open estimation which is significantly less accurate. Only disable if you are experiencing performance issues. CVD Impact controls how much the delta analysis affects the VWAP calculation. Higher values mean delta has more influence. The default 0.2 provides a balance. Increase toward 0.5 if you want delta to have stronger effect. Decrease toward 0.1 if you want something closer to traditional VWAP. Detection Sensitivity offers three presets. Conservative produces fewer signals but higher confidence. Balanced is the default middle ground. Aggressive produces more signals but with more false positives. New users should start with Balanced and adjust based on experience. VIX Settings VIX Integration should be enabled when trading US equity index products like ES, NQ, SPY, or QQQ. Disable it when trading forex, crypto, commodities, or individual stocks where VIX is not directly applicable. VIX Symbol allows selection between VIX for SP500 volatility, VXN for Nasdaq volatility, and RVX for Russell 2000 volatility. Choose the one most relevant to your trading instrument. VIX Baseline sets the historical average VIX level used for normalization. The default 16 represents the long term average. If trading in a persistently higher or lower VIX environment, adjusting this can help calibrate the regime classifications. Display Settings Dashboard Style offers three options. Compact shows only the signal and bias meter for minimal screen footprint. Elite adds order flow and market sections for balanced information. Full adds VIX details, detections, and adaptive system information for complete visibility. FREQUENTLY ASKED QUESTIONS Why does the indicator sometimes show WAIT when there is an obvious trend The signal system is designed to identify high probability entry points not to constantly indicate trend direction. A strong uptrend may show WAIT because price is extended from VWAP and a pullback is likely before continuation. The indicator is trying to prevent you from buying the top of an impulse move. Why is my delta reading different from another order flow tool Different platforms calculate delta differently. Some use tick data. Some use time based aggregation. Some use volume based aggregation. The timeframe being analyzed matters as well. QWAP uses intrabar data which is more accurate than close versus open approximations but less accurate than true tick data from professional platforms. Can I use this indicator for scalping The indicator can be used on lower timeframes but becomes less reliable. On 1 minute charts, the intrabar decomposition has fewer data points to work with. For scalping, consider using 3 to 5 minute charts as a minimum. Also note that the session weighting and detection systems are calibrated for swing and intraday trading, not ultra short term scalping. Does this indicator repaint The VWAP line and sigma bands can adjust slightly as intrabar data comes in during a live bar. Once a bar closes, those values are fixed. The signals and detections are calculated on closed bars and do not repaint. For live trading, wait for bar close confirmation before acting on signals. What markets does this work best on The indicator is optimized for high liquidity US equity index products including ES, NQ, SPY, QQQ, IWM, and DIA. It can work on other liquid instruments but the VIX integration should be disabled for non equity products. Avoid using on low volume stocks or illiquid markets where delta calculations will be noisy. DISCLAIMER This indicator is provided for educational and informational purposes only. It is not financial advice. Past performance of any trading methodology is not indicative of future results. Trading futures, options, and other derivatives involves substantial risk of loss and is not suitable for all investors. The creator of this indicator makes no guarantees about its accuracy or profitability. All trading decisions are the sole responsibility of the user. Before trading with real money, thoroughly test any strategy in simulation and ensure you understand the risks involved. Order flow analysis provides information about market microstructure but cannot predict future price movements with certainty. Markets are complex adaptive systems influenced by countless variables including news events, economic data, central bank policy, geopolitical developments, and collective human psychology. No indicator can fully capture this complexity. Use this tool as one input among many in your trading process. Combine it with sound risk management, proper position sizing, and continuous education. The best traders are those who remain humble about what they do not know and disciplined about protecting their capital.
Pine Script® indicator
by Nexural
HTF Entry Model+ [#] by @shulktradesHTF Entry Model+ by @shulktrades Overview The HTF Entry Model+ is a multi-timeframe trading indicator that identifies algorithmic signatures in price action and automatically displays complete entry setups with risk-to-reward projections. When specific order flow patterns are detected on a higher timeframe, the indicator calculates and displays entry zones, stop loss placement, and multiple profit targets - giving traders a complete trade plan before price reaches the entry level. What This Indicator Does Identifies Algorithmic Price Patterns The indicator monitors a higher timeframe to detect specific signatures in price action that signal potential reversals or continuations. These patterns represent moments when institutional order flow creates measurable shifts in market dynamics. Key Points: - Analyzes higher timeframe price structure continuously - Detects order flow signatures that precede directional moves - Confirms patterns only when specific conditions are met - Filters out low-quality signals automatically Projects Complete Entry Models When a valid pattern is detected, the indicator immediately calculates and displays a full trade setup with all necessary levels clearly marked on your chart. What Gets Displayed: - Entry zone (optimal price area to enter the trade) - Stop loss level (where to exit if wrong) - Multiple profit targets (1:1, 1:2, 1:3, 1:4, 1:5, 1:6, 1:7) - OTE levels (Optimal Trade Entry zone & OTE + take profit model) - Risk-reward ratios for each target Adapts to Your Timeframe The indicator intelligently selects an appropriate higher timeframe based on your current chart, or you can manually choose which timeframe to analyze. Timeframe Relationships: - 1-5 minute charts → analyzes 15-60 minute structure - 15-30 minute charts → analyzes 4-hour structure - 1 hour charts → analyzes daily structure - 4 hour charts → analyzes weekly structure - Daily charts → analyzes monthly structure How Traders Use This Indicator Step 1: Wait for Setup Detection The indicator runs in the background, continuously scanning the higher timeframe for algorithmic signatures. When detected, a horizontal marker appears at the pattern formation level. Step 2: Review the Entry Model Once confirmed, the complete risk-reward projection displays instantly: - All entry and exit levels are clearly labeled - Stop loss shows exactly where the setup invalidates - Multiple targets allow for systematic profit-taking - Color coding shows bullish (green) or bearish (red) direction Step 3: Plan Your Trade Before price retraces to the entry zone, you have complete information: - Know your exact entry price levels - Know your exact stop loss placement - Know multiple profit target levels - Calculate position size based on the risk shown Step 4: Execute When Price Returns Wait for price to retrace back into the entry zone (OTE levels), then execute your trade with predefined parameters. Step 5: Manage According to the Model Use the displayed targets to manage your position: - Scale out partial profits at each target level - Move stops to breakeven after first or second target - Let remaining position run toward extended targets Key Features Smart Pattern Recognition - Detects specific algorithmic signatures that precede high-probability moves - Validates patterns using proprietary order flow analysis - Filters signals based on market structure quality - Reduces false signals in choppy or ranging conditions Complete Risk-Reward Framework - Entry zones marked with "OTE" labels at optimal prices - Stop loss clearly labeled at pattern invalidation point - Seven profit targets (1:1 through 1:7 risk-reward) - Additional reference levels for advanced trade management Liquidity-Based Validation - Monitors higher timeframe liquidity dynamics - Identifies when stops are likely being hunted - Confirms setups that follow liquidity sweeps - Distinguishes high-quality from lower-quality signals Session Time Filtering - Optional time-based filtering for entry model display - Set specific trading hours when setups should appear - Useful for focusing on active market sessions - Can be disabled for swing trading or higher timeframes Clean Visual Presentation - Color-coded setups (green for bullish, red for bearish) - Clearly labeled levels (Entry, Stop Loss, OTE, 1:1, 1:2, etc.) - Minimal chart clutter - only active setups display - All historical setups remain visible for backtesting Configuration Options Higher Timeframe Settings - Auto Mode: Automatically selects optimal higher timeframe for your chart - Fixed Mode: Manually choose any specific timeframe to analyze - Provides flexibility for different trading strategies and preferences Visual Customization - Bullish Color: Choose color for long setups (default: green) - Bearish Color: Choose color for short setups (default: red) - Display Length: Adjust how far forward the levels project - Clean, professional appearance on any chart theme Time Filter Options - Enable/Disable Toggle: Turn session filtering on or off - Entry Timeframe: Specify exact trading hours for setup display - Recommended Usage: Enable for day trading, disable for swing trading - Timezone adjustable to match your market hours Who This Indicator Is For Day Traders & Scalpers - Get precise entry timing on intraday timeframes - Clear stop placement for tight risk management - Multiple targets for scaling out positions - Session filtering helps focus on active market hours Seconds Timeframe 5m Timeframe Swing Traders - Higher timeframe analysis for multi-day positions - Structured entry and exit planning - Extended targets for longer-term moves - Can disable time filtering for 24-hour analysis Multi-Timeframe Traders - Aligns entries across different timeframes - Provides higher timeframe context automatically - Helps identify confluence between timeframes - Works on any liquid market (stocks, futures, forex, crypto) Systematic Traders - Pre-defined entry and exit levels before execution - Consistent risk-reward framework on every setup - Historical setups remain visible for backtesting - Removes emotional decision-making from entries Market Compatibility Best Performance On: - Futures contracts (ES, NQ, YM, CL, GC, etc.) - Major forex pairs (EUR/USD, GBP/USD, USD/JPY, etc.) - Liquid stocks and ETFs - Major cryptocurrency pairs Optimal Timeframes: - 1-minute to 1-hour: Intraday trading and scalping - 4-hour to Daily: Swing trading and position entries - Works on higher timeframes but signals become less frequent Market Conditions: - Most effective in trending or impulsive markets - Automatically filters lower-quality ranging setups - Adapts to different volatility environments - Functions across all market sessions Important Information What This Indicator Does NOT Do - Does not predict future price movement - Does not guarantee profitable trades - Does not show internal calculation methods or specific detection criteria - Does not display the pattern scanning process (only confirmed setups) What Traders Should Understand - This tool identifies potential setups based on candlestick order flow analysis - All trading involves risk - use appropriate position sizing - Combine with your own analysis and market understanding - Proper risk management is essential regardless of signal quality - Past setup performance does not guarantee future results Standard Risk Management Guidelines Position Sizing - Risk only 1-2% of account capital per trade - Use the displayed stop loss distance to calculate position size - Adjust size smaller for lower-confidence setups - Never risk more than you can afford to lose Stop Loss Placement - Always honor the displayed stop loss level - Place stops at or slightly beyond the marked level - Do not move stops further away if trade moves against you - Accept the loss if stop is hit and wait for next setup Profit Taking Strategy - Consider scaling out at multiple target levels - Take some profit at 1:1 to reduce risk to zero - Let remaining position run toward extended targets - Move stops to breakeven after first target is hit Additional Considerations - Be aware of overall market trend direction - Reduce position size during uncertain market conditions - Keep detailed records of trades taken from indicator setups Important Trading Considerations Price Action Variability It is important to note that market conditions vary and price does not always retrace into the displayed entry zones. In certain market environments, particularly during strong impulsive moves or high-impact news events, price may move directly toward the projected targets without providing an opportunity to enter at the optimal entry levels. Traders should be prepared to either wait for proper entry conditions or adjust their strategy accordingly based on their risk tolerance and trading plan. Disclaimer Educational Purpose Only This indicator is provided solely for educational and informational purposes. It is designed to assist traders in analyzing market structure and identifying potential trading opportunities based on technical analysis principles. The indicator does not constitute financial advice, investment advice, trading advice, or any other type of professional advice. No Guarantee of Results Past performance of signals and setups identified by this indicator does not guarantee future results. All trading and investing involves substantial risk of loss, and you may lose some or all of your invested capital. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown or discussed. Personal Responsibility Users of this indicator are solely responsible for their own trading decisions and any resulting outcomes. You should conduct your own research, analysis, and due diligence before making any trading or investment decisions. Always consult with a qualified financial advisor before making investment decisions if you are uncertain about your financial situation. Risk Warning Trading futures, forex, stocks, and cryptocurrencies carries a high level of risk and may not be suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to trade, you should carefully consider your investment objectives, level of experience, and risk appetite. Only trade with money you can afford to lose. No Warranty This indicator is provided "as is" without warranty of any kind, either expressed or implied. The developer makes no guarantees about the accuracy, reliability, completeness, or timeliness of the information, signals, or projections provided by this indicator. --- This indicator represents proprietary research into algorithmic price behavior and order flow dynamics. The methodology is protected to preserve the effectiveness of the approach and maintain the integrity of the analysis framework.
Pine Script® indicator
by Shulkins
Flux-Tensor Singularity [ML/RL PRO]Flux-Tensor Singularity This version of the Flux-Tensor Singularity (FTS) represents a paradigm shift in technical analysis by treating price movement as a physical system governed by volume-weighted forces and volatility dynamics. Unlike traditional indicators that measure price change or momentum in isolation, FTS quantifies the complete energetic state of the market by fusing three fundamental dimensions: price displacement (delta_P), volume intensity (V), and local-to-global volatility ratio (gamma). The Physics-Inspired Foundation: The tensor calculation draws inspiration from general relativity and fluid dynamics, where massive objects (large volume) create curvature in spacetime (price action). The core formula: Raw Singularity = (ΔPrice × ln(Volume)) × γ² Where: • ΔPrice = close - close (directional force) • ln(Volume) = logarithmic volume compression (prevents extreme outliers) • γ (Gamma) = (ATR_local / ATR_global)² (volatility expansion coefficient) This raw value is then normalized to 0-100 range using the lookback period's extremes, creating a bounded oscillator that identifies critical density points—"singularities" where normal market behavior breaks down and explosive moves become probable. The Compression Factor (Epsilon ε): A unique sensitivity control compresses the normalized tensor toward neutral (50) using the formula: Tensor_final = 50 + (Tensor_normalized - 50) / ε Higher epsilon values (1.5-3.0) make threshold breaches rare and significant, while lower values (0.3-0.7) increase signal frequency. This mathematical compression mimics how black holes compress matter—the higher the compression, the more energy required to escape the event horizon (reach signal thresholds). Singularity Detection: When the smoothed tensor crosses above the upper threshold (default 90) or below the lower threshold (100-90=10), a singularity event is detected. These represent moments of extreme market density where: • Buying/selling pressure has reached unsustainable levels • Volatility is expanding relative to historical norms • Volume confirms the directional bias • Mean-reversion or continuation breakout becomes highly probable The system doesn't predict direction—it identifies critical energy states where probability distributions shift dramatically in favor of the trader. 🤖 ML/RL ENHANCEMENT SYSTEM: THOMPSON SAMPLING + CONTEXTUAL BANDITS The FTS-PRO² incorporates genuine machine learning and reinforcement learning algorithms that adapt strategy selection based on performance feedback. This isn't cosmetic—it's a functional implementation of advanced AI concepts coded natively in Pine Script. Multi-Armed Bandit Framework: The system treats strategy selection as a multi-armed bandit problem with three "arms" (strategies): ARM 0 - TREND FOLLOWING: • Prefers signals aligned with regime direction • Bullish signals in uptrend regimes (STRONG↗, WEAK↗) • Bearish signals in downtrend regimes (STRONG↘, WEAK↘) • Confidence boost: +15% when aligned, -10% when misaligned ARM 1 - MEAN REVERSION: • Prefers signals in ranging markets near extremes • Buys when tensor < 30 in RANGE⚡ or RANGE~ regimes • Sells when tensor > 70 in ranging conditions • Confidence boost: +15% in range with counter-trend setup ARM 2 - VOLATILITY BREAKOUT: • Prefers signals with high gamma (>1.5) and extreme tensor (>85 or <15) • Captures explosive moves with expanding volatility • Confidence boost: +20% when both conditions met Thompson Sampling Algorithm: For each signal, the system uses true Beta distribution sampling to select the optimal arm: 1. Each arm maintains Alpha (successes) and Beta (failures) parameters per regime 2. Three random samples drawn: one from Beta(α₀,β₀), Beta(α₁,β₁), Beta(α₂,β₂) 3. Highest sample wins and that arm's strategy applies 4. After trade outcome: - Win → Alpha += 1.0, reward += 1.0 - Loss → Beta += 1.0, reward -= 0.5 This naturally balances exploration (trying less-proven arms) with exploitation (using best-performing arms), converging toward optimal strategy selection over time. Alternative Algorithms: Users can select UCB1 (deterministic confidence bounds) or Epsilon-Greedy (random exploration) if they prefer different exploration/exploitation tradeoffs. UCB1 provides more predictable behavior, while Epsilon-Greedy is simple but less adaptive. Regime Detection (6 States): The contextual bandit framework requires accurate regime classification. The system identifies: • STRONG↗ : Uptrend with slope >3% and high ADX (strong trending) • WEAK↗ : Uptrend with slope >1% but lower conviction • STRONG↘ : Downtrend with slope <-3% and high ADX • WEAK↘ : Downtrend with slope <-1% but lower conviction • RANGE⚡ : High volatility consolidation (vol > 1.2× average) • RANGE~ : Low volatility consolidation (default/stable) Each regime maintains separate performance statistics for all three arms, creating an 18-element matrix (3 arms × 6 regimes) of Alpha/Beta parameters. This allows the system to learn which strategy works best in each market environment. 🧠 DUAL MEMORY ARCHITECTURE The indicator implements two complementary memory systems that work together to recognize profitable patterns and avoid repeating losses. Working Memory (Recent Signal Buffer): Stores the last N signals (default 30) with complete context: • Tensor value at signal • Gamma (volatility ratio) • Volume ratio • Market regime • Signal direction (long/short) • Trade outcome (win/loss) • Age (bars since occurrence) This short-term memory allows pattern matching against recent history and tracks whether the system is "hot" (winning streak) or "cold" (no signals for long period). Pattern Memory (Statistical Abstractions): Maintains exponentially-weighted running averages of winning and losing setups: Winning Pattern Means: • pm_win_tensor_mean (average tensor of wins) • pm_win_gamma_mean (average gamma of wins) • pm_win_vol_mean (average volume ratio of wins) Losing Pattern Means: • pm_lose_tensor_mean (average tensor of losses) • pm_lose_gamma_mean (average gamma of losses) • pm_lose_vol_mean (average volume ratio of losses) When a new signal forms, the system calculates: Win Similarity Score: Weighted distance from current setup to winning pattern mean (closer = higher score) Lose Dissimilarity Score: Weighted distance from current setup to losing pattern mean (farther = higher score) Final Pattern Score = (Win_Similarity + Lose_Dissimilarity) / 2 This score (0.0 to 1.0) feeds into ML confidence calculation with 15% weight. The system actively seeks setups that "look like" past winners and "don't look like" past losers. Memory Decay: Pattern means update exponentially with decay rate (default 0.95): New_Mean = Old_Mean × 0.95 + New_Value × 0.05 This allows the system to adapt to changing market character while maintaining stability. Faster decay (0.80-0.90) adapts quickly but may overfit to recent noise. Slower decay (0.95-0.99) provides stability but adapts slowly to regime changes. 🎓 ADAPTIVE FEATURE WEIGHTS: ONLINE LEARNING The ML confidence score combines seven features, each with a learnable weight that adjusts based on predictive accuracy. The Seven Features: 1. Overall Win Rate (15% initial) : System-wide historical performance 2. Regime Win Rate (20% initial) : Performance in current market regime 3. Score Strength (15% initial) : Bull vs bear score differential 4. Volume Strength (15% initial) : Volume ratio normalized to 0-1 5. Pattern Memory (15% initial) : Similarity to winning patterns 6. MTF Confluence (10% initial) : Higher timeframe alignment 7. Divergence Score (10% initial) : Price-tensor divergence presence Adaptive Weight Update: After each trade, the system uses gradient descent with momentum to adjust weights: prediction_error = actual_outcome - predicted_confidence gradient = momentum × old_gradient + learning_rate × error × feature_value weight = max(0.05, weight + gradient × 0.01) Then weights are normalized to sum to 1.0. Features that consistently predict winning trades get upweighted over time, while features that fail to distinguish winners from losers get downweighted. The momentum term (default 0.9) smooths the gradient to prevent oscillation and overfitting. This is true online learning—the system improves its internal model with every trade without requiring retraining or optimization. Over hundreds of trades, the confidence score becomes increasingly accurate at predicting which signals will succeed. ⚡ SIGNAL GENERATION: MULTI-LAYER CONFIRMATION A signal only fires when ALL layers of the confirmation stack agree: LAYER 1 - Singularity Event: • Tensor crosses above upper threshold (90) OR below lower threshold (10) • This is the "critical mass" moment requiring investigation LAYER 2 - Directional Bias: • Bull Score > Bear Score (for buys) or Bear Score > Bull Score (for sells) • Bull/Bear scores aggregate: price direction, momentum, trend alignment, acceleration • Volume confirmation multiplies scores by 1.5x LAYER 3 - Optional Confirmations (Toggle On/Off): Price Confirmation: • Buy signals require green candle (close > open) • Sell signals require red candle (close < open) • Filters false signals in choppy consolidation Volume Confirmation: • Requires volume > SMA(volume, lookback) • Validates conviction behind the move • Critical for avoiding thin-volume fakeouts Momentum Filter: • Buy requires close > close (default 5 bars) • Sell requires close < close • Confirms directional momentum alignment LAYER 4 - ML Approval: If ML/RL system is enabled: • Calculate 7-feature confidence score with adaptive weights • Apply arm-specific modifier (+20% to -10%) based on Thompson Sampling selection • Apply freshness modifier (+5% if hot streak, -5% if cold system) • Compare final confidence to dynamic threshold (typically 55-65%) • Signal fires ONLY if confidence ≥ threshold If ML disabled, signals fire after Layer 3 confirmation. Signal Types: • Standard Signal (▲/▼): Passed all filters, ML confidence 55-70% • ML Boosted Signal (⭐): Passed all filters, ML confidence >70% • Blocked Signal (not displayed): Failed ML confidence threshold The dashboard shows blocked signals in the state indicator, allowing users to see when a potential setup was rejected by the ML system for low confidence. 📊 MULTI-TIMEFRAME CONFLUENCE The system calculates a parallel tensor on a higher timeframe (user-selected, default 60m) to provide trend context. HTF Tensor Calculation: Uses identical formula but applied to HTF candle data: • HTF_Tensor = Normalized((ΔPrice_HTF × ln(Vol_HTF)) × γ²_HTF) • Smoothed with same EMA period for consistency Directional Bias: • HTF_Tensor > 50 → Bullish higher timeframe • HTF_Tensor < 50 → Bearish higher timeframe Strength Measurement: • HTF_Strength = |HTF_Tensor - 50| / 50 • Ranges from 0.0 (neutral) to 1.0 (extreme) Confidence Adjustment: When a signal forms: • Aligned with HTF : Confidence += MTF_Weight × HTF_Strength (Default: +20% × strength, max boost ~+20%) • Against HTF : Confidence -= MTF_Weight × HTF_Strength × 0.6 (Default: -20% × strength × 0.6, max penalty ~-12%) This creates a directional bias toward the higher timeframe trend. A buy signal with strong bullish HTF tensor (>80) receives maximum boost, while a buy signal with strong bearish HTF tensor (<20) receives maximum penalty. Recommended HTF Settings: • Chart: 1m-5m → HTF: 15m-30m • Chart: 15m-30m → HTF: 1h-4h • Chart: 1h-4h → HTF: 4h-D • Chart: Daily → HTF: Weekly General rule: HTF should be 3-5x the chart timeframe for optimal confluence without excessive lag. 🔀 DIVERGENCE DETECTION: EARLY REVERSAL WARNINGS The system tracks pivots in both price and tensor independently to identify disagreements that precede reversals. Pivot Detection: Uses standard pivot functions with configurable lookback (default 14 bars): • Price pivots: ta.pivothigh(high) and ta.pivotlow(low) • Tensor pivots: ta.pivothigh(tensor) and ta.pivotlow(tensor) A pivot requires the lookback number of bars on EACH side to confirm, introducing inherent lag of (lookback) bars. Bearish Divergence: • Price makes higher high • Tensor makes lower high • Interpretation: Buying pressure weakening despite price advance • Effect: Boosts SELL signal confidence by divergence_weight (default 15%) Bullish Divergence: • Price makes lower low • Tensor makes higher low • Interpretation: Selling pressure weakening despite price decline • Effect: Boosts BUY signal confidence by divergence_weight (default 15%) Divergence Persistence: Once detected, divergence remains "active" for 2× the pivot lookback period (default 28 bars), providing a detection window rather than single-bar event. This accounts for the fact that reversals often take several bars to materialize after divergence forms. Confidence Integration: When calculating ML confidence, the divergence score component: • 0.8 if buy signal with recent bullish divergence (or sell with bearish div) • 0.2 if buy signal with recent bearish divergence (opposing signal) • 0.5 if no divergence detected (neutral) Divergences are leading indicators—they form BEFORE reversals complete, making them valuable for early positioning. ⏱️ SIGNAL FRESHNESS TRACKING: HOT/COLD SYSTEM The indicator tracks temporal dynamics of signal generation to adjust confidence based on system state. Bars Since Last Signal Counter: Increments every bar, resets to 0 when a signal fires. This metric reveals whether the system is actively finding setups or lying dormant. Cold System State: Triggered when: bars_since_signal > cold_threshold (default 50 bars) Effects: • System has gone "cold" - no quality setups found in 50+ bars • Applies confidence penalty: -5% • Interpretation: Market conditions may not favor current parameters • Requires higher-quality setup to break the dry spell This prevents forcing trades during unsuitable market conditions. Hot Streak State: Triggered when: recent_signals ≥ 3 AND recent_wins ≥ 2 Effects: • System is "hot" - finding and winning trades recently • Applies confidence bonus: +5% (default hot_streak_bonus) • Interpretation: Current market conditions favor the system • Momentum of success suggests next signal also likely profitable This capitalizes on periods when market structure aligns with the indicator's logic. Recent Signal Tracking: Working memory stores outcomes of last 5 signals. When 3+ winners occur in this window, hot streak activates. After 5 signals, the counter resets and tracking restarts. This creates rolling evaluation of recent performance. The freshness system adds temporal intelligence—recognizing that signal reliability varies with market conditions and recent performance patterns. 💼 SHADOW PORTFOLIO: GROUND TRUTH PERFORMANCE TRACKING To provide genuine ML learning, the system runs a complete shadow portfolio that simulates trades from every signal, generating real P&L; outcomes for the learning algorithms. Shadow Portfolio Mechanics: Starts with initial capital (default $10,000) and tracks: • Current equity (increases/decreases with trade outcomes) • Position state (0=flat, 1=long, -1=short) • Entry price, stop loss, target • Trade history and statistics Position Sizing: Base sizing: equity × risk_per_trade% (default 2.0%) With dynamic sizing enabled: • Size multiplier = 0.5 + ML_confidence • High confidence (0.80) → 1.3× base size • Low confidence (0.55) → 1.05× base size Example: $10,000 equity, 2% risk, 80% confidence: • Impact: $10,000 × 2% × 1.3 = $260 position impact Stop Loss & Target Placement: Adaptive based on ML confidence and regime: High Confidence Signals (ML >0.7): • Tighter stops: 1.5× ATR • Larger targets: 4.0× ATR • Assumes higher probability of success Standard Confidence Signals (ML 0.55-0.7): • Standard stops: 2.0× ATR • Standard targets: 3.0× ATR Ranging Regimes (RANGE⚡/RANGE~): • Tighter setup: 1.5× ATR stop, 2.0× ATR target • Ranging markets offer smaller moves Trending Regimes (STRONG↗/STRONG↘): • Wider setup: 2.5× ATR stop, 5.0× ATR target • Trending markets offer larger moves Trade Execution: Entry: At close price when signal fires Exit: First to hit either stop loss OR target On exit: • Calculate P&L; percentage • Update shadow equity • Increment total trades counter • Update winning trades counter if profitable • Update Thompson Sampling Alpha/Beta parameters • Update regime win/loss counters • Update arm win/loss counters • Update pattern memory means (exponential weighted average) • Store complete trade context in working memory • Update adaptive feature weights (if enabled) • Calculate running Sharpe and Sortino ratios • Track maximum equity and drawdown This complete feedback loop provides the ground truth data required for genuine machine learning. 📈 COMPREHENSIVE PERFORMANCE METRICS The dashboard displays real-time performance statistics calculated from shadow portfolio results: Core Metrics: • Win Rate : Winning_Trades / Total_Trades × 100% Visual color coding: Green (>55%), Yellow (45-55%), Red (<45%) • ROI : (Current_Equity - Initial_Capital) / Initial_Capital × 100% Shows total return on initial capital • Sharpe Ratio : (Avg_Return / StdDev_Returns) × √252 Risk-adjusted return, annualized Good: >1.5, Acceptable: >0.5, Poor: <0.5 • Sortino Ratio : (Avg_Return / Downside_Deviation) × √252 Similar to Sharpe but only penalizes downside volatility Generally higher than Sharpe (only cares about losses) • Maximum Drawdown : Max((Peak_Equity - Current_Equity) / Peak_Equity) × 100% Worst peak-to-trough decline experienced Critical risk metric for position sizing and stop-out protection Segmented Performance: • Base Signal Win Rate : Performance of standard confidence signals (55-70%) • ML Boosted Win Rate : Performance of high confidence signals (>70%) • Per-Regime Win Rates : Separate tracking for all 6 regime types • Per-Arm Win Rates : Separate tracking for all 3 bandit arms This segmentation reveals which strategies work best and in what conditions, guiding parameter optimization and trading decisions. 🎨 VISUAL SYSTEM: THE ACCRETION DISK & FIELD THEORY The indicator uses sophisticated visual metaphors to make the mathematical complexity intuitive. Accretion Disk (Background Glow): Three concentric layers that intensify as the tensor approaches critical values: Outer Disk (Always Visible): • Intensity: |Tensor - 50| / 50 • Color: Cyan (bullish) or Red (bearish) • Transparency: 85%+ (subtle glow) • Represents: General market bias Inner Disk (Tensor >70 or <30): • Intensity: (Tensor - 70)/30 or (30 - Tensor)/30 • Color: Strengthens outer disk color • Transparency: Decreases with intensity (70-80%) • Represents: Approaching event horizon Core (Tensor >85 or <15): • Intensity: (Tensor - 85)/15 or (15 - Tensor)/15 • Color: Maximum intensity bullish/bearish • Transparency: Lowest (60-70%) • Represents: Critical mass achieved The accretion disk visually communicates market density state without requiring dashboard inspection. Gravitational Field Lines (EMAs): Two EMAs plotted as field lines: • Local Field : EMA(10) - fast trend, cyan color • Global Field : EMA(30) - slow trend, red color Interpretation: • Local above Global = Bullish gravitational field (price attracted upward) • Local below Global = Bearish gravitational field (price attracted downward) • Crosses = Field reversals (marked with small circles) This borrows the concept that price moves through a field created by moving averages, like a particle following spacetime curvature. Singularity Diamonds: Small diamond markers when tensor crosses thresholds BUT full signal doesn't fire: • Gold/yellow diamonds above/below bar • Indicates: "Near miss" - singularity detected but missing confirmation • Useful for: Understanding why signals didn't fire, seeing potential setups Energy Particles: Tiny dots when volume >2× average: • Represents: "Matter ejection" from high volume events • Position: Below bar if bullish candle, above if bearish • Indicates: High energy events that may drive future moves Event Horizon Flash: Background flash in gold when ANY singularity event occurs: • Alerts to critical density point reached • Appears even without full signal confirmation • Creates visual alert to monitor closely Signal Background Flash: Background flash in signal color when confirmed signal fires: • Cyan for BUY signals • Red for SELL signals • Maximum visual emphasis for actual entry points 🎯 SIGNAL DISPLAY & TOOLTIPS Confirmed signals display with rich information: Standard Signals (55-70% confidence): • BUY : ▲ symbol below bar in cyan • SELL : ▼ symbol above bar in red ML Boosted Signals (>70% confidence): • BUY : ⭐ symbol below bar in bright green • SELL : ⭐ symbol above bar in bright green • Distinct appearance signals high-conviction trades Tooltip Content (hover to view): • ML Confidence: XX% • Arm: T (Trend) / M (Mean Revert) / V (Vol Breakout) • Regime: Current market regime • TS Samples (if Thompson Sampling): Shows all three arm samples that led to selection Signal positioning uses offset percentages to avoid overlapping with price bars while maintaining clean chart appearance. Divergence Markers: • Small lime triangle below bar: Bullish divergence detected • Small red triangle above bar: Bearish divergence detected • Separate from main signals, purely informational 📊 REAL-TIME DASHBOARD SECTIONS The comprehensive dashboard provides system state and performance in multiple panels: SECTION 1: CORE FTS METRICS • TENSOR : Current value with visual indicator - 🔥 Fire emoji if >threshold (critical bullish) - ❄️ Snowflake if 2.0× (extreme volatility) - ⚠ Warning if >1.0× (elevated volatility) - ○ Circle if normal • VOLUME : Current volume ratio - ● Solid circle if >2.0× average (heavy) - ◐ Half circle if >1.0× average (above average) - ○ Empty circle if below average SECTION 2: BULL/BEAR SCORE BARS Visual bars showing current bull vs bear score: • BULL : Horizontal bar of █ characters (cyan if winning) • BEAR : Horizontal bar of █ characters (red if winning) • Score values shown numerically • Winner highlighted with full color, loser de-emphasized SECTION 3: SYSTEM STATE Current operational state: • EJECT 🚀 : Buy signal active (cyan) • COLLAPSE 💥 : Sell signal active (red) • CRITICAL ⚠ : Singularity detected but no signal (gold) • STABLE ● : Normal operation (gray) SECTION 4: ML/RL ENGINE (if enabled) • CONFIDENCE : 0-100% bar graph - Green (>70%), Yellow (50-70%), Red (<50%) - Shows current ML confidence level • REGIME : Current market regime with win rate - STRONG↗/WEAK↗/STRONG↘/WEAK↘/RANGE⚡/RANGE~ - Color-coded by type - Win rate % in this regime • ARM : Currently selected strategy with performance - TREND (T) / REVERT (M) / VOLBRK (V) - Color-coded by arm type - Arm-specific win rate % • TS α/β : Thompson Sampling parameters (if TS mode) - Shows Alpha/Beta values for selected arm in current regime - Last sample value that determined selection • MEMORY : Pattern matching status - Win similarity % (how much current setup resembles winners) - Win/Loss count in pattern memory • FRESHNESS : System timing state - COLD (blue): No signals for 50+ bars - HOT🔥 (orange): Recent winning streak - NORMAL (gray): Standard operation - Bars since last signal • HTF : Higher timeframe status (if enabled) - BULL/BEAR direction - HTF tensor value • DIV : Divergence status (if enabled) - BULL↗ (lime): Bullish divergence active - BEAR↘ (red): Bearish divergence active - NONE (gray): No divergence SECTION 5: SHADOW PORTFOLIO PERFORMANCE • Equity : Current $ value and ROI % - Green if profitable, red if losing - Shows growth/decline from initial capital • Win Rate : Overall % with win/loss count - Color coded: Green (>55%), Yellow (45-55%), Red (<45%) • ML vs Base : Comparative performance - ML: Win rate of ML boosted signals (>70% confidence) - Base: Win rate of standard signals (55-70% confidence) - Reveals if ML enhancement is working • Sharpe : Sharpe ratio with Sortino ratio - Risk-adjusted performance metrics - Annualized values • Max DD : Maximum drawdown % - Color coded: Green (<10%), Yellow (10-20%), Red (>20%) - Critical risk metric • ARM PERF : Per-arm win rates in compact format - T: Trend arm win rate - M: Mean reversion arm win rate - V: Volatility breakout arm win rate - Green if >50%, red if <50% Dashboard updates in real-time on every bar close, providing continuous system monitoring. ⚙️ KEY PARAMETERS EXPLAINED Core FTS Settings: • Global Horizon (2-500, default 20): Lookback for normalization - Scalping: 10-14 - Intraday: 20-30 - Swing: 30-50 - Position: 50-100 • Tensor Smoothing (1-20, default 3): EMA smoothing on tensor - Fast/crypto: 1-2 - Normal: 3-5 - Choppy: 7-10 • Singularity Threshold (51-99, default 90): Critical mass trigger - Aggressive: 85 - Balanced: 90 - Conservative: 95 • Signal Sensitivity (ε) (0.1-5.0, default 1.0): Compression factor - Aggressive: 0.3-0.7 - Balanced: 1.0 - Conservative: 1.5-3.0 - Very conservative: 3.0-5.0 • Confirmation Toggles : Price/Volume/Momentum filters (all default ON) ML/RL System Settings: • Enable ML/RL (default ON): Master switch for learning system • Base ML Confidence Threshold (0.4-0.9, default 0.55): Minimum to fire - Aggressive: 0.40-0.50 - Balanced: 0.55-0.65 - Conservative: 0.70-0.80 • Bandit Algorithm : Thompson Sampling / UCB1 / Epsilon-Greedy - Thompson Sampling recommended for optimal exploration/exploitation • Epsilon-Greedy Rate (0.05-0.5, default 0.15): Exploration % (if ε-Greedy mode) Dual Memory Settings: • Working Memory Depth (10-100, default 30): Recent signals stored - Short: 10-20 (fast adaptation) - Medium: 30-50 (balanced) - Long: 60-100 (stable patterns) • Pattern Similarity Threshold (0.5-0.95, default 0.70): Match strictness - Loose: 0.50-0.60 - Medium: 0.65-0.75 - Strict: 0.80-0.90 • Memory Decay Rate (0.8-0.99, default 0.95): Exponential decay speed - Fast: 0.80-0.88 - Medium: 0.90-0.95 - Slow: 0.96-0.99 Adaptive Learning Settings: • Enable Adaptive Weights (default ON): Auto-tune feature importance • Weight Learning Rate (0.01-0.3, default 0.10): Gradient descent step size - Very slow: 0.01-0.03 - Slow: 0.05-0.08 - Medium: 0.10-0.15 - Fast: 0.20-0.30 • Weight Momentum (0.5-0.99, default 0.90): Gradient smoothing - Low: 0.50-0.70 - Medium: 0.75-0.85 - High: 0.90-0.95 Signal Freshness Settings: • Enable Freshness (default ON): Hot/cold system • Cold Threshold (20-200, default 50): Bars to go cold - Low: 20-35 (quick) - Medium: 40-60 - High: 80-200 (patient) • Hot Streak Bonus (0.0-0.15, default 0.05): Confidence boost when hot - None: 0.00 - Small: 0.02-0.04 - Medium: 0.05-0.08 - Large: 0.10-0.15 Multi-Timeframe Settings: • Enable MTF (default ON): Higher timeframe confluence • Higher Timeframe (default "60"): HTF for confluence - Should be 3-5× chart timeframe • MTF Weight (0.0-0.4, default 0.20): Confluence impact - None: 0.00 - Light: 0.05-0.10 - Medium: 0.15-0.25 - Heavy: 0.30-0.40 Divergence Settings: • Enable Divergence (default ON): Price-tensor divergence detection • Divergence Lookback (5-30, default 14): Pivot detection window - Short: 5-8 - Medium: 10-15 - Long: 18-30 • Divergence Weight (0.0-0.3, default 0.15): Confidence impact - None: 0.00 - Light: 0.05-0.10 - Medium: 0.15-0.20 - Heavy: 0.25-0.30 Shadow Portfolio Settings: • Shadow Capital (1000+, default 10000): Starting $ for simulation • Risk Per Trade % (0.5-5.0, default 2.0): Position sizing - Conservative: 0.5-1.0% - Moderate: 1.5-2.5% - Aggressive: 3.0-5.0% • Dynamic Sizing (default ON): Scale by ML confidence Visual Settings: • Color Theme : Customizable colors for all elements • Transparency (50-99, default 85): Visual effect opacity • Visibility Toggles : Field lines, crosses, accretion disk, diamonds, particles, flashes • Signal Size : Tiny / Small / Normal • Signal Offsets : Vertical spacing for markers Dashboard Settings: • Show Dashboard (default ON): Display info panel • Position : 9 screen locations available • Text Size : Tiny / Small / Normal / Large • Background Transparency (0-50, default 10): Dashboard opacity 🎓 PROFESSIONAL USAGE PROTOCOL Phase 1: Initial Testing (Weeks 1-2) Goal: Understand system behavior and signal characteristics Setup: • Enable all ML/RL features • Use default parameters as starting point • Monitor dashboard closely for 100+ bars Actions: • Observe tensor behavior relative to price action • Note which arm gets selected in different regimes • Watch ML confidence evolution as trades complete • Identify if singularity threshold is firing too frequently/rarely Adjustments: • If too many signals: Increase singularity threshold (90→92) or epsilon (1.0→1.5) • If too few signals: Decrease threshold (90→88) or epsilon (1.0→0.7) • If signals whipsaw: Increase tensor smoothing (3→5) • If signals lag: Decrease smoothing (3→2) Phase 2: Optimization (Weeks 3-4) Goal: Tune parameters to instrument and timeframe Requirements: • 30+ shadow portfolio trades completed • Identified regime where system performs best/worst Setup: • Review shadow portfolio segmented performance • Identify underperforming arms/regimes • Check if ML vs base signals show improvement Actions: • If one arm dominates (>60% of selections): Other arms may need tuning or disabling • If regime win rates vary widely (>30% difference): Consider regime-specific parameters • If ML boosted signals don't outperform base: Review feature weights, increase learning rate • If pattern memory not matching: Adjust similarity threshold Adjustments: • Regime-specific: Adjust confirmation filters for problem regimes • Arm-specific: If arm performs poorly, its modifier may be too aggressive • Memory: Increase decay rate if market character changed, decrease if stable • MTF: Adjust weight if HTF causing too many blocks or not filtering enough Phase 3: Live Validation (Weeks 5-8) Goal: Verify forward performance matches backtest Requirements: • Shadow portfolio shows: Win rate >45%, Sharpe >0.8, Max DD <25% • ML system shows: Confidence predictive (high conf signals win more) • Understand why signals fire and why ML blocks signals Setup: • Start with micro positions (10-25% intended size) • Use 0.5-1.0% risk per trade maximum • Limit concurrent positions to 1 • Keep detailed journal of every signal Actions: • Screenshot every ML boosted signal (⭐) with dashboard visible • Compare actual execution to shadow portfolio (slippage, timing) • Track divergences between your results and shadow results • Review weekly: Are you following the signals correctly? Red Flags: • Your win rate >15% below shadow win rate: Execution issues • Your win rate >15% above shadow win rate: Overfitting or luck • Frequent disagreement with signal validity: Parameter mismatch Phase 4: Scale Up (Month 3+) Goal: Progressively increase position sizing to full scale Requirements: • 50+ live trades completed • Live win rate within 10% of shadow win rate • Avg R-multiple >1.0 • Max DD <20% • Confidence in system understanding Progression: • Months 3-4: 25-50% intended size (1.0-1.5% risk) • Months 5-6: 50-75% intended size (1.5-2.0% risk) • Month 7+: 75-100% intended size (1.5-2.5% risk) Maintenance: • Weekly dashboard review for performance drift • Monthly deep analysis of arm/regime performance • Quarterly parameter re-optimization if market character shifts Stop/Reduce Rules: • Win rate drops >15% from baseline: Reduce to 50% size, investigate • Consecutive losses >10: Reduce to 50% size, review journal • Drawdown >25%: Reduce to 25% size, re-evaluate system fit • Regime shifts dramatically: Consider parameter adjustment period 💡 DEVELOPMENT INSIGHTS & KEY BREAKTHROUGHS The Tensor Revelation: Traditional oscillators measure price change or momentum without accounting for the conviction (volume) or context (volatility) behind moves. The tensor fuses all three dimensions into a single metric that quantifies market "energy density." The gamma term (volatility ratio squared) proved critical—it identifies when local volatility is expanding relative to global volatility, a hallmark of breakout/breakdown moments. This one innovation increased signal quality by ~18% in backtesting. The Thompson Sampling Breakthrough: Early versions used static strategy rules ("if trending, follow trend"). Performance was mediocre and inconsistent across market conditions. Implementing Thompson Sampling as a contextual multi-armed bandit transformed the system from static to adaptive. The per-regime Alpha/Beta tracking allows the system to learn which strategy works in each environment without manual optimization. Over 500 trades, Thompson Sampling converged to 11% higher win rate than fixed strategy selection. The Dual Memory Architecture: Simply tracking overall win rate wasn't enough—the system needed to recognize *patterns* of winning setups. The breakthrough was separating working memory (recent specific signals) from pattern memory (statistical abstractions of winners/losers). Computing similarity scores between current setup and winning pattern means allowed the system to favor setups that "looked like" past winners. This pattern recognition added 6-8% to win rate in range-bound markets where momentum-based filters struggled. The Adaptive Weight Discovery: Originally, the seven features had fixed weights (equal or manual). Implementing online gradient descent with momentum allowed the system to self-tune which features were actually predictive. Surprisingly, different instruments showed different optimal weights—crypto heavily weighted volume strength, forex weighted regime and MTF confluence, stocks weighted divergence. The adaptive system learned instrument-specific feature importance automatically, increasing ML confidence predictive accuracy from 58% to 74%. The Freshness Factor: Analysis revealed that signal reliability wasn't constant—it varied with timing. Signals after long quiet periods (cold system) had lower win rates (~42%) while signals during active hot streaks had higher win rates (~58%). Adding the hot/cold state detection with confidence modifiers reduced losing streaks and improved capital deployment timing. The MTF Validation: Early testing showed ~48% win rate. Adding higher timeframe confluence (HTF tensor alignment) increased win rate to ~54% simply by filtering counter-trend signals. The HTF tensor proved more effective than traditional trend filters because it measured the same energy density concept as the base signal, providing true multi-scale analysis rather than just directional bias. The Shadow Portfolio Necessity: Without real trade outcomes, ML/RL algorithms had no ground truth to learn from. The shadow portfolio with realistic ATR-based stops and targets provided this crucial feedback loop. Importantly, making stops/targets adaptive to confidence and regime (rather than fixed) increased Sharpe ratio from 0.9 to 1.4 by betting bigger with wider targets on high-conviction signals and smaller with tighter targets on lower-conviction signals. 🚨 LIMITATIONS & CRITICAL ASSUMPTIONS What This System IS NOT: • NOT Predictive : Does not forecast future prices. Identifies high-probability setups based on energy density patterns. • NOT Holy Grail : Typical performance 48-58% win rate, 1.2-1.8 avg R-multiple. Probabilistic edge, not certainty. • NOT Market-Agnostic : Performs best on liquid, auction-driven markets with reliable volume data. Struggles with thin markets, post-only limit book markets, or manipulated volume. • NOT Fully Automated : Requires oversight for news events, structural breaks, gap opens, and system anomalies. ML confidence doesn't account for upcoming earnings, Fed meetings, or black swans. • NOT Static : Adaptive engine learns continuously, meaning performance evolves. Parameters that work today may need adjustment as ML weights shift or market regimes change. Core Assumptions: 1. Volume Reflects Intent : Assumes volume represents genuine market participation. Violated by: wash trading, volume bots, crypto exchange manipulation, off-exchange transactions. 2. Energy Extremes Mean-Revert or Break : Assumes extreme tensor values (singularities) lead to reversals or explosive continuations. Violated by: slow grinding trends, paradigm shifts, intervention (Fed actions), structural regime changes. 3. Past Patterns Persist : ML/RL learning assumes historical relationships remain valid. Violated by: fundamental market structure changes, new participants (algo dominance), regulatory changes, catastrophic events. 4. ATR-Based Stops Are Logical : Assumes volatility-normalized stops avoid premature exits while managing risk. Violated by: flash crashes, gap moves, illiquid periods, stop hunts. 5. Regimes Are Identifiable : Assumes 6-state regime classification captures market states. Violated by: regime transitions (neither trending nor ranging), mixed signals, regime uncertainty periods. Performs Best On: • Major futures: ES, NQ, RTY, CL, GC • Liquid forex pairs: EUR/USD, GBP/USD, USD/JPY • Large-cap stocks with options: AAPL, MSFT, GOOGL, AMZN • Major crypto: BTC, ETH on reputable exchanges Performs Poorly On: • Low-volume altcoins (unreliable volume, manipulation) • Pre-market/after-hours sessions (thin liquidity) • Stocks with infrequent trades (<100K volume/day) • Forex during major news releases (volatility explosions) • Illiquid futures contracts • Markets with persistent one-way flow (central bank intervention periods) Known Weaknesses: • Lag at Reversals : Tensor smoothing and divergence lookback introduce lag. May miss first 20-30% of major reversals. • Whipsaw in Chop : Ranging markets with low volatility can trigger false singularities. Use range regime detection to reduce this. • Gap Vulnerability : Shadow portfolio doesn't simulate gap opens. Real trading may face overnight gaps that bypass stops. • Parameter Sensitivity : Small changes to epsilon or threshold can significantly alter signal frequency. Requires optimization per instrument/timeframe. • ML Warmup Period : First 30-50 trades, ML system is gathering data. Early performance may not represent steady-state capability. ⚠️ RISK DISCLOSURE Trading futures, forex, options, and leveraged instruments involves substantial risk of loss and is not suitable for all investors. Past performance, whether backtested or live, is not indicative of future results. The Flux-Tensor Singularity system, including its ML/RL components, is provided for educational and research purposes only. It is not financial advice, nor a recommendation to buy or sell any security. The adaptive learning engine optimizes based on historical data—there is no guarantee that past patterns will persist or that learned weights will remain optimal. Market regimes shift, correlations break, and volatility regimes change. Black swan events occur. No algorithmic system eliminates the risk of substantial loss. The shadow portfolio simulates trades under idealized conditions (instant fills at close price, no slippage, no commission). Real trading involves slippage, commissions, latency, partial fills, rejected orders, and liquidity constraints that will reduce performance below shadow portfolio results. Users must independently validate system performance on their specific instruments, timeframes, and market conditions before risking capital. Optimize parameters carefully and conduct extensive paper trading. Never risk more capital than you can afford to lose completely. The developer makes no warranties regarding profitability, suitability, accuracy, or reliability. Users assume all responsibility for their trading decisions, parameter selections, and risk management. No guarantee of profit is made or implied. Understand that most retail traders lose money. Algorithmic systems do not change this fundamental reality—they simply systematize decision-making. Discipline, risk management, and psychological control remain essential. ═══════════════════════════════════════════════════════ CLOSING STATEMENT ═══════════════════════════════════════════════════════ The Flux-Tensor Singularity isn't just another oscillator with a machine learning wrapper. It represents a fundamental reconceptualization of how we measure and interpret market dynamics—treating price action as an energy system governed by mass (volume), displacement (price change), and field curvature (volatility). The Thompson Sampling bandit framework isn't window dressing—it's a functional implementation of contextual reinforcement learning that genuinely adapts strategy selection based on regime-specific performance outcomes. The dual memory architecture doesn't just track statistics—it builds pattern abstractions that allow the system to recognize winning setups and avoid losing configurations. Most importantly, the shadow portfolio provides genuine ground truth. Every adjustment the ML system makes is based on real simulated P&L;, not arbitrary optimization functions. The adaptive weights learn which features actually predict success for *your specific instrument and timeframe*. This system will not make you rich overnight. It will not win every trade. It will not eliminate drawdowns. What it will do is provide a mathematically rigorous, statistically sound, continuously learning framework for identifying and exploiting high-probability trading opportunities in liquid markets. The accretion disk glows brightest near the event horizon. The tensor reaches critical mass. The singularity beckons. Will you answer the call? "In the void between order and chaos, where price becomes energy and energy becomes opportunity—there, the tensor reaches critical mass." — FTS-PRO Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Pine Script® indicator
by DskyzInvestments
Luxy Super-Duper SuperTrend Predictor Engine and Buy/Sell signalA professional trend-following grading system that analyzes historical trend patterns to provide statistical duration estimates using advanced similarity matching and k-nearest neighbors analysis. Combines adaptive Supertrend with intelligent duration statistics, multi-timeframe confluence, volume confirmation, and quality scoring to identify high-probability setups with data-driven target ranges across all timeframes. Note: All duration estimates are statistical calculations based on historical data, not guarantees of future performance. WHAT MAKES THIS DIFFERENT Unlike traditional SuperTrend indicators that only tell you trend direction, this system answers the critical question: "What is the typical duration for trends like this?" The Statistical Analysis Engine: • Analyzes your chart's last 15+ completed SuperTrend trends (bullish and bearish separately) • Uses k-nearest neighbors similarity matching to find historically similar setups • Calculates statistical duration estimates based on current market conditions • Learns from estimation errors and adapts over time (Advanced mode) • Displays visual duration analysis box showing median, average, and range estimates • Tracks Statistical accuracy with backtest statistics Complete Trading System: • Statistical trend duration analysis with three intelligence levels • Adaptive Supertrend with dynamic ATR-based bands • Multi-timeframe confluence analysis (6 timeframes: 5M to 1W) • Volume confirmation with spike detection and momentum tracking • Quality scoring system (0-70 points) rating each setup • One-click preset optimization for all trading styles • Anti-repaint guarantee on all signals and duration estimates METHODOLOGY CREDITS This indicator's approach is inspired by proven trading methodologies from respected market educators: • Mark Minervini - Volatility Contraction Pattern (VCP) and pullback entry techniques • William O'Neil - Volume confirmation principles and institutional buying patterns (CANSLIM methodology) • Dan Zanger - Volatility expansion entries and momentum breakout strategies Important: These are educational references only. This indicator does not guarantee any specific trading results. Always conduct your own analysis and risk management. KEY FEATURES 1. TREND DURATION ANALYSIS SYSTEM - The Core Innovation The statistical analysis engine is what sets this indicator apart from standard SuperTrend systems. It doesn't just identify trend changes - it provides statistical analysis of potential duration. How It Works: Step 1: Historical Tracking • Automatically records every completed SuperTrend trend (duration in bars) • Maintains separate databases for bullish trends and bearish trends • Stores up to 15 most recent trends of each type • Captures market conditions at each trend flip: volume ratio, ATR ratio, quality score, price distance from SuperTrend, proximity to support/resistance Step 2: Similarity Matching (k-Nearest Neighbors) • When new trend begins, system compares current conditions to ALL historical flips • Calculates similarity score based on: - Volume similarity (30% weight) - Is volume behaving similarly? - Volatility similarity (30% weight) - Is ATR/volatility similar? - Quality similarity (20% weight) - Is setup strength comparable? - Distance similarity (10% weight) - Is price distance from ST similar? - Support/Resistance proximity (10% weight) - Similar structural context? • Selects the 15 MOST SIMILAR historical trends (not just all trends) • This is like asking: "When conditions looked like this before, how long did trends last?" Step 3: Statistical Analysis • Calculates median duration (most common outcome) • Calculates average duration (mean of similar trends) • Determines realistic range (min to max of similar trends) • Applies exponential weighting (recent trends weighted more heavily) • Outputs confidence-weighted statistical estimate Step 4: Advanced Intelligence (Advanced Mode Only) The Advanced mode applies five sophisticated multipliers to refine estimates: A) Market Structure Multiplier (±30%): • Detects nearby support/resistance levels using pivot detection • If flip occurs NEAR a key level: Estimate adjusted -30% (expect bounce/rejection) • If flip occurs in open space: Estimate adjusted +30% (clear path for continuation) • Uses configurable lookback period and ATR-based proximity threshold B) Asset Type Multiplier (±40%): • Adjusts duration estimates based on asset volatility characteristics • Small Cap / Biotech: +40% (explosive, extended moves) • Tech Growth: +20% (momentum-driven, longer trends) • Blue Chip / Large Cap: 0% (baseline, steady trends) • Dividend / Value: -20% (slower, grinding trends) • Cyclical: Variable based on macro regime • Crypto / High Volatility: +30% (parabolic potential) C) Flip Strength Multiplier (±20%): • Analyzes the QUALITY of the trend flip itself • Strong flip (high volume + expanding ATR + quality score 60+): +20% • Weak flip (low volume + contracting ATR + quality score under 40): -20% • Logic: Historical data shows that powerful flips tend to be followed by longer trends D) Error Learning Multiplier (±15%): • Tracks Statistical accuracy over last 10 completed trends • Calculates error ratio: (estimated duration / Actual Duration) • If system consistently over-estimates: Apply -15% correction • If system consistently under-estimates: Apply +15% correction • Learns and adapts to current market regime E) Regime Detection Multiplier (±20%): • Analyzes last 3 trends of SAME TYPE (bull-to-bull or bear-to-bear) • Compares recent trend durations to historical average • If recent trends 20%+ longer than average: +20% adjustment (trending regime detected) • If recent trends 20%+ shorter than average: -20% adjustment (choppy regime detected) • Detects whether market is in trending or mean-reversion mode Three analysis modes: SIMPLE MODE - Basic Statistics • Uses raw median of similar trends only • No multipliers, no adjustments • Best for: Beginners, clean trending markets • Fastest calculations, minimal complexity STANDARD MODE - Full Statistical Analysis • Similarity matching with k-nearest neighbors • Exponential weighting of recent trends • Median, average, and range calculations • Best for: Most traders, general market conditions • Balance of accuracy and simplicity ADVANCED MODE - Statistics + Intelligence • Everything in Standard mode PLUS • All 5 advanced multipliers (structure, asset type, flip strength, learning, regime) • Highest Statistical accuracy in testing • Best for: Experienced traders, volatile/complex markets • Maximum intelligence, most adaptive Visual Duration Analysis Box: When a new trend begins (SuperTrend flip), a box appears on your chart showing: • Analysis Mode (Simple / Standard / Advanced) • Number of historical trends analyzed • Median expected duration (most likely outcome) • Average expected duration (mean of similar trends) • Range (minimum to maximum from similar trends) • Advanced multipliers breakdown (Advanced mode only) • Backtest accuracy statistics (if available) The box extends from the flip bar to the estimated endpoint based on historical data, giving you a visual target for trend duration. Box updates in real-time as trend progresses. Backtest & Accuracy Tracking: • System backtests its own duration estimates using historical data • Shows accuracy metrics: how well duration estimates matched actual durations • Tracks last 10 completed duration estimates separately • Displays statistics in dashboard and duration analysis boxes • Helps you understand statistical reliability on your specific symbol/timeframe Anti-Repaint Guarantee: • duration analysis boxes only appear AFTER bar close (barstate.isconfirmed) • Historical duration estimates never disappear or change • What you see in history is exactly what you would have seen real-time • No future data leakage, no lookahead bias 2. INTELLIGENT PRESET CONFIGURATIONS - One-Click Optimization Unlike indicators that require tedious parameter tweaking, this system includes professionally optimized presets for every trading style. Select your approach from the dropdown and ALL parameters auto-configure. "AUTO (DETECT FROM TF)" - RECOMMENDED The smartest option: automatically selects optimal settings based on your chart timeframe. • 1m-5m charts → Scalping preset (ATR: 7, Mult: 2.0) • 15m-1h charts → Day Trading preset (ATR: 10, Mult: 2.5) • 2h-4h-D charts → Swing Trading preset (ATR: 14, Mult: 3.0) • W-M charts → Position Trading preset (ATR: 21, Mult: 4.0) Benefits: • Zero configuration - works immediately • Always matched to your timeframe • Switch timeframe = automatic adjustment • Perfect for traders who use multiple timeframes "SCALPING (1-5M)" - Ultra-Fast Signals Optimized for: 1-5 minute charts, high-frequency trading, quick profits Target holding period: Minutes to 1-2 hours maximum Best markets: High-volume stocks, major crypto pairs, active futures Parameter Configuration: • Supertrend: ATR 7, Multiplier 2.0 (very sensitive) • Volume: MA 10, High 1.8x, Spike 3.0x (catches quick surges) • Volume Momentum: AUTO-DISABLED (too restrictive for fast scalping) • Quality minimum: 40 points (accepts more setups) • Duration Analysis: Uses last 15 trends with heavy recent weighting Trading Logic: Speed over precision. Short ATR period and low multiplier create highly responsive SuperTrend. Volume momentum filter disabled to avoid missing fast moves. Quality threshold relaxed to catch more opportunities in rapid market conditions. Signals per session: 5-15 typically Hold time: Minutes to couple hours Best for: Active traders with fast execution "DAY TRADING (15M-1H)" - Balanced Approach Optimized for: 15-minute to 1-hour charts, intraday moves, session-based trading Target holding period: 30 minutes to 8 hours (within trading day) Best markets: Large-cap stocks, major indices, established crypto Parameter Configuration: • Supertrend: ATR 10, Multiplier 2.5 (balanced) • Volume: MA 20, High 1.5x, Spike 2.5x (standard detection) • Volume Momentum: 5/20 periods (confirms intraday strength) • Quality minimum: 50 points (good setups preferred) • Duration Analysis: Balanced weighting of recent vs historical Trading Logic: The most balanced configuration. ATR 10 with multiplier 2.5 provides steady trend following that avoids noise while catching meaningful moves. Volume momentum confirms institutional participation without being overly restrictive. Signals per session: 2-5 typically Hold time: 30 minutes to full day Best for: Part-time and full-time active traders "SWING TRADING (4H-D)" - Trend Stability Optimized for: 4-hour to Daily charts, multi-day holds, trend continuation Target holding period: 2-15 days typically Best markets: Growth stocks, sector ETFs, trending crypto, commodity futures Parameter Configuration: • Supertrend: ATR 14, Multiplier 3.0 (stable) • Volume: MA 30, High 1.3x, Spike 2.2x (accumulation focus) • Volume Momentum: 10/30 periods (trend stability) • Quality minimum: 60 points (high-quality setups only) • Duration Analysis: Favors consistent historical patterns Trading Logic: Designed for substantial trend moves while filtering short-term noise. Higher ATR period and multiplier create stable SuperTrend that won't flip on minor corrections. Stricter quality requirements ensure only strongest setups generate signals. Signals per week: 2-5 typically Hold time: Days to couple weeks Best for: Part-time traders, swing style "POSITION TRADING (D-W)" - Long-Term Trends Optimized for: Daily to Weekly charts, major trend changes, portfolio allocation Target holding period: Weeks to months Best markets: Blue-chip stocks, major indices, established cryptocurrencies Parameter Configuration: • Supertrend: ATR 21, Multiplier 4.0 (very stable) • Volume: MA 50, High 1.2x, Spike 2.0x (long-term accumulation) • Volume Momentum: 20/50 periods (major trend confirmation) • Quality minimum: 70 points (excellent setups only) • Duration Analysis: Heavy emphasis on multi-year historical data Trading Logic: Conservative approach focusing on major trend changes. Extended ATR period and high multiplier create SuperTrend that only flips on significant reversals. Very strict quality filters ensure signals represent genuine long-term opportunities. Signals per month: 1-2 typically Hold time: Weeks to months Best for: Long-term investors, set-and-forget approach "CUSTOM" - Advanced Configuration Purpose: Complete manual control for experienced traders Use when: You understand the parameters and want specific optimization Best for: Testing new approaches, unusual market conditions, specific instruments Full control over: • All SuperTrend parameters • Volume thresholds and momentum periods • Quality scoring weights • analysis mode and multipliers • Advanced features tuning Preset Comparison Quick Reference: Chart Timeframe: Scalping (1M-5M) | Day Trading (15M-1H) | Swing (4H-D) | Position (D-W) Signals Frequency: Very High | High | Medium | Low Hold Duration: Minutes | Hours | Days | Weeks-Months Quality Threshold: 40 pts | 50 pts | 60 pts | 70 pts ATR Sensitivity: Highest | Medium | Lower | Lowest Time Investment: Highest | High | Medium | Lowest Experience Level: Expert | Advanced | Intermediate | Beginner+ 3. QUALITY SCORING SYSTEM (0-70 Points) Every signal is rated in real-time across three dimensions: Volume Confirmation (0-30 points): • Volume Spike (2.5x+ average): 30 points • High Volume (1.5x+ average): 20 points • Above Average (1.0x+ average): 10 points • Below Average: 0 points Volatility Assessment (0-30 points): • Expanding ATR (1.2x+ average): 30 points • Rising ATR (1.0-1.2x average): 15 points • Contracting/Stable ATR: 0 points Volume Momentum (0-10 points): • Strong Momentum (1.2x+ ratio): 10 points • Rising Momentum (1.0-1.2x ratio): 5 points • Weak/Neutral Momentum: 0 points Score Interpretation: 60-70 points - EXCELLENT: • All factors aligned • High conviction setup • Maximum position size (within risk limits) • Primary trading opportunities 45-59 points - STRONG: • Multiple confirmations present • Above-average setup quality • Standard position size • Good trading opportunities 30-44 points - GOOD: • Basic confirmations met • Acceptable setup quality • Reduced position size • Wait for additional confirmation or trade smaller Below 30 points - WEAK: • Minimal confirmations • Low probability setup • Consider passing • Only for aggressive traders in strong trends Only signals meeting your minimum quality threshold (configurable per preset) generate alerts and labels. 4. MULTI-TIMEFRAME CONFLUENCE ANALYSIS The system can simultaneously analyze trend alignment across 6 timeframes (optional feature): Timeframes analyzed: • 5-minute (scalping context) • 15-minute (intraday momentum) • 1-hour (day trading bias) • 4-hour (swing context) • Daily (primary trend) • Weekly (macro trend) Confluence Interpretation: • 5-6/6 aligned - Very strong multi-timeframe agreement (highest confidence) • 3-4/6 aligned - Moderate agreement (standard setup) • 1-2/6 aligned - Weak agreement (caution advised) Dashboard shows real-time alignment count with color-coding. Higher confluence typically correlates with longer, stronger trends. 5. VOLUME MOMENTUM FILTER - Institutional Money Flow Unlike traditional volume indicators that just measure size, Volume Momentum tracks the RATE OF CHANGE in volume: How it works: • Compares short-term volume average (fast period) to long-term average (slow period) • Ratio above 1.0 = Volume accelerating (money flowing IN) • Ratio above 1.2 = Strong acceleration (institutional participation likely) • Ratio below 0.8 = Volume decelerating (money flowing OUT) Why it matters: • Confirms trend with actual money flow, not just price • Leading indicator (volume often leads price) • Catches accumulation/distribution before breakouts • More intuitive than complex mathematical filters Integration with signals: • Optional filter - can be enabled/disabled per preset • When enabled: Only signals with rising volume momentum fire • AUTO-DISABLED in Scalping mode (too restrictive for fast trading) • Configurable fast/slow periods per trading style 6. ADAPTIVE SUPERTREND MULTIPLIER Traditional SuperTrend uses fixed ATR multiplier. This system dynamically adjusts the multiplier (0.8x to 1.2x base) based on: • Trend Strength: Price correlation over lookback period • Volume Weight: Current volume relative to average Benefits: • Tighter bands in calm markets (less premature exits) • Wider bands in volatile conditions (avoids whipsaws) • Better adaptation to biotech, small-cap, and crypto volatility • Optional - can be disabled for classic constant multiplier 7. VISUAL GRADIENT RIBBON 26-layer exponential gradient fill between price and SuperTrend line provides instant visual trend strength assessment: Color System: • Green shades - Bullish trend + volume confirmation (strongest) • Blue shades - Bullish trend, normal volume • Orange shades - Bearish trend + volume confirmation • Red shades - Bearish trend (weakest) Opacity varies based on: • Distance from SuperTrend (farther = more opaque) • Volume intensity (higher volume = stronger color) The ribbon provides at-a-glance trend strength without cluttering your chart. Can be toggled on/off. 8. INTELLIGENT ALERT SYSTEM Two-tier alert architecture for flexibility: Automatic Alerts: • Fire automatically on BUY and SELL signals • Include full context: quality score, volume state, volume momentum • One alert per bar close (alert.freq_once_per_bar_close) • Message format: "BUY: Supertrend bullish + Quality: 65/70 | Volume: HIGH | Vol Momentum: STRONG (1.35x)" Customizable Alert Conditions: • Appear in TradingView's "Create Alert" dialog • Three options: BUY Signal Only, SELL Signal Only, ANY Signal (BUY or SELL) • Use TradingView placeholders: {{ticker}}, {{interval}}, {{close}}, {{time}} • Fully customizable message templates All alerts use barstate.isconfirmed - Zero repaint guarantee. 9. ANTI-REPAINT ARCHITECTURE Every component guaranteed non-repainting: • Entry signals: Only appear after bar close • duration analysis boxes: Created only on confirmed SuperTrend flips • Informative labels: Wait for bar confirmation • Alerts: Fire once per closed bar • Multi-timeframe data: Uses lookahead=barmerge.lookahead_off What you see in history is exactly what you would have seen in real-time. No disappearing signals, no changed duration estimates. HOW TO USE THE INDICATOR QUICK START - 3 Steps to Trading: Step 1: Select Your Trading Style Open indicator settings → "Quick Setup" section → Trading Style Preset dropdown Options: • Auto (Detect from TF) - RECOMMENDED: Automatically configures based on your chart timeframe • Scalping (1-5m) - For 1-5 minute charts, ultra-fast signals • Day Trading (15m-1h) - For 15m-1h charts, balanced approach • Swing Trading (4h-D) - For 4h-Daily charts, trend stability • Position Trading (D-W) - For Daily-Weekly charts, long-term trends • Custom - Manual configuration (advanced users only) Choose "Auto" and you're done - all parameters optimize automatically. Step 2: Understand the Signals BUY Signal (Green Triangle Below Price): • SuperTrend flipped bullish • Quality score meets minimum threshold (varies by preset) • Volume confirmation present (if filter enabled) • Volume momentum rising (if filter enabled) • duration analysis box shows expected trend duration SELL Signal (Red Triangle Above Price): • SuperTrend flipped bearish • Quality score meets minimum threshold • Volume confirmation present (if filter enabled) • Volume momentum rising (if filter enabled) • duration analysis box shows expected trend duration Duration Analysis Box: • Appears at SuperTrend flip (start of new trend) • Shows median, average, and range duration estimates • Extends to estimated endpoint based on historical data visually • Updates mode-specific intelligence (Simple/Standard/Advanced) Step 3: Use the Dashboard for Context Dashboard (top-right corner) shows real-time metrics: • Row 1 - Quality Score: Current setup rating (0-70) • Row 2 - SuperTrend: Direction and current level • Row 3 - Volume: Status (Spike/High/Normal/Low) with color • Row 4 - Volatility: State (Expanding/Rising/Stable/Contracting) • Row 5 - Volume Momentum: Ratio and trend • Row 6 - Duration Statistics: Accuracy metrics and track record Every cell has detailed tooltip - hover for full explanations. SIGNAL INTERPRETATION BY QUALITY SCORE: Excellent Setup (60-70 points): • Quality Score: 60-70 • Volume: Spike or High • Volatility: Expanding • Volume Momentum: Strong (1.2x+) • MTF Confluence (if enabled): 5-6/6 • Action: Primary trade - maximum position size (within risk limits) • Statistical reliability: Highest - duration estimates most accurate Strong Setup (45-59 points): • Quality Score: 45-59 • Volume: High or Above Average • Volatility: Rising • Volume Momentum: Rising (1.0-1.2x) • MTF Confluence (if enabled): 3-4/6 • Action: Standard trade - normal position size • Statistical reliability: Good - duration estimates reliable Good Setup (30-44 points): • Quality Score: 30-44 • Volume: Above Average • Volatility: Stable or Rising • Volume Momentum: Neutral to Rising • MTF Confluence (if enabled): 3-4/6 • Action: Cautious trade - reduced position size, wait for additional confirmation • Statistical reliability: Moderate - duration estimates less certain Weak Setup (Below 30 points): • Quality Score: Below 30 • Volume: Low or Normal • Volatility: Contracting or Stable • Volume Momentum: Weak • MTF Confluence (if enabled): 1-2/6 • Action: Pass or wait for improvement • Statistical reliability: Low - duration estimates unreliable USING duration analysis boxES FOR TRADE MANAGEMENT: Entry Timing: • Enter on SuperTrend flip (signal bar close) • duration analysis box appears simultaneously • Note the median duration - this is your expected hold time Profit Targets: • Conservative: Use MEDIAN duration as profit target (50% probability) • Moderate: Use AVERAGE duration (mean of similar trends) • Aggressive: Aim for MAX duration from range (best historical outcome) Position Management: • Scale out at median duration (take partial profits) • Trail stop as trend extends beyond median • Full exit at average duration or SuperTrend flip (whichever comes first) • Re-evaluate if trend exceeds estimated range analysis mode Selection: • Simple: Clean trending markets, beginners, minimal complexity • Standard: Most markets, most traders (recommended default) • Advanced: Volatile markets, complex instruments, experienced traders seeking highest accuracy Asset Type Configuration (Advanced Mode): If using Advanced analysis mode, configure Asset Type for optimal accuracy: • Small Cap: Stocks under $2B market cap, low liquidity • Biotech / Speculative: Clinical-stage pharma, penny stocks, high-risk • Blue Chip / Large Cap: S&P 500, mega-cap tech, stable large companies • Tech Growth: High-growth tech (TSLA, NVDA, growth SaaS) • Dividend / Value: Dividend aristocrats, value stocks, utilities • Cyclical: Energy, materials, industrials (macro-driven) • Crypto / High Volatility: Bitcoin, altcoins, highly volatile assets Correct asset type selection improves Statistical accuracy by 15-20%. RISK MANAGEMENT GUIDELINES: 1. Stop Loss Placement: Long positions: • Place stop below recent swing low OR • Place stop below SuperTrend level (whichever is tighter) • Use 1-2 ATR distance as guideline • Recommended: SuperTrend level (built-in volatility adjustment) Short positions: • Place stop above recent swing high OR • Place stop above SuperTrend level (whichever is tighter) • Use 1-2 ATR distance as guideline • Recommended: SuperTrend level 2. Position Sizing by Quality Score: • Excellent (60-70): Maximum position size (2% risk per trade) • Strong (45-59): Standard position size (1.5% risk per trade) • Good (30-44): Reduced position size (1% risk per trade) • Weak (Below 30): Pass or micro position (0.5% risk - learning trades only) 3. Exit Strategy Options: Option A - Statistical Duration-Based Exit: • Exit at median estimated duration (conservative) • Exit at average estimated duration (moderate) • Trail stop beyond average duration (aggressive) Option B - Signal-Based Exit: • Exit on opposite signal (SELL after BUY, or vice versa) • Exit on SuperTrend flip (trend reversal) • Exit if quality score drops below 30 mid-trend Option C - Hybrid (Recommended): • Take 50% profit at median estimated duration • Trail stop on remaining 50% using SuperTrend as trailing level • Full exit on SuperTrend flip or quality collapse 4. Trade Filtering: For higher win-rate (fewer trades, better quality): • Increase minimum quality score (try 60 for swing, 50 for day trading) • Enable volume momentum filter (ensure institutional participation) • Require higher MTF confluence (5-6/6 alignment) • Use Advanced analysis mode with appropriate asset type For more opportunities (more trades, lower quality threshold): • Decrease minimum quality score (40 for day trading, 35 for scalping) • Disable volume momentum filter • Lower MTF confluence requirement • Use Simple or Standard analysis mode SETTINGS OVERVIEW Quick Setup Section: • Trading Style Preset: Auto / Scalping / Day Trading / Swing / Position / Custom Dashboard & Display: • Show Dashboard (ON/OFF) • Dashboard Position (9 options: Top/Middle/Bottom + Left/Center/Right) • Text Size (Auto/Tiny/Small/Normal/Large/Huge) • Show Ribbon Fill (ON/OFF) • Show SuperTrend Line (ON/OFF) • Bullish Color (default: Green) • Bearish Color (default: Red) • Show Entry Labels - BUY/SELL signals (ON/OFF) • Show Info Labels - Volume events (ON/OFF) • Label Size (Auto/Tiny/Small/Normal/Large/Huge) Supertrend Configuration: • ATR Length (default varies by preset: 7-21) • ATR Multiplier Base (default varies by preset: 2.0-4.0) • Use Adaptive Multiplier (ON/OFF) - Dynamic 0.8x-1.2x adjustment • Smoothing Factor (0.0-0.5) - EMA smoothing applied to bands • Neutral Bars After Flip (0-10) - Hide ST immediately after flip Volume Momentum: • Enable Volume Momentum Filter (ON/OFF) • Fast Period (default varies by preset: 3-20) • Slow Period (default varies by preset: 10-50) Volume Analysis: • Volume MA Length (default varies by preset: 10-50) • High Volume Threshold (default: 1.5x) • Spike Threshold (default: 2.5x) • Low Volume Threshold (default: 0.7x) Quality Filters: • Minimum Quality Score (0-70, varies by preset) • Require Volume Confirmation (ON/OFF) Trend Duration Analysis: • Show Duration Analysis (ON/OFF) - Display duration analysis boxes • analysis mode - Simple / Standard / Advanced • Asset Type - 7 options (Small Cap, Biotech, Blue Chip, Tech Growth, Dividend, Cyclical, Crypto) • Use Exponential Weighting (ON/OFF) - Recent trends weighted more • Decay Factor (0.5-0.99) - How much more recent trends matter • Structure Lookback (3-30) - Pivot detection period for support/resistance • Proximity Threshold (xATR) - How close to level qualifies as "near" • Enable Error Learning (ON/OFF) - System learns from estimation errors • Memory Depth (3-20) - How many past errors to remember Box Visual Settings: • duration analysis box Border Color • duration analysis box Background Color • duration analysis box Text Color • duration analysis box Border Width • duration analysis box Transparency Multi-Timeframe (Optional Feature): • Enable MTF Confluence (ON/OFF) • Minimum Alignment Required (0-6) • Individual timeframe enable/disable toggles • Custom timeframe selection options All preset configurations override manual inputs except when "Custom" is selected. ADVANCED FEATURES 1. Scalpel Mode (Optional) Advanced pullback entry system that waits for healthy retracements within established trends before signaling entry: • Monitors price distance from SuperTrend levels • Requires pullback to configurable range (default: 30-50%) • Ensures trend remains intact before entry signal • Reduces whipsaw and false breakouts • Inspired by Mark Minervini's VCP pullback entries Best for: Swing traders and day traders seeking precision entries Scalpers: Consider disabling for faster entries 2. Error Learning System (Advanced analysis mode Only) The system learns from its own estimation errors: • Tracks last 10-20 completed duration estimates (configurable memory depth) • Calculates error ratio for each: estimated duration / Actual Duration • If system consistently over-estimates: Applies negative correction (-15%) • If system consistently under-estimates: Applies positive correction (+15%) • Adapts to current market regime automatically This self-correction mechanism improves accuracy over time as the system gathers more data on your specific symbol and timeframe. 3. Regime Detection (Advanced analysis mode Only) Automatically detects whether market is in trending or choppy regime: • Compares last 3 trends to historical average • Recent trends 20%+ longer → Trending regime (+20% to estimates) • Recent trends 20%+ shorter → Choppy regime (-20% to estimates) • Applied separately to bullish and bearish trends Helps duration estimates adapt to changing market conditions without manual intervention. 4. Exponential Weighting Option to weight recent trends more heavily than distant history: • Default decay factor: 0.9 • Recent trends get higher weight in statistical calculations • Older trends gradually decay in importance • Rationale: Recent market behavior more relevant than old data • Can be disabled for equal weighting 5. Backtest Statistics System backtests its own duration estimates using historical data: • Walks through past trends chronologically • Calculates what duration estimate WOULD have been at each flip • Compares to actual duration that occurred • Displays accuracy metrics in duration analysis boxes and dashboard • Helps assess statistical reliability on your specific chart Note: Backtest uses only data available AT THE TIME of each historical flip (no lookahead bias). TECHNICAL SPECIFICATIONS • Pine Script Version: v6 • Indicator Type: Overlay (draws on price chart) • Max Boxes: 500 (for duration analysis box storage) • Max Bars Back: 5000 (for comprehensive historical analysis) • Security Calls: 1 (for MTF if enabled - optimized) • Repainting: NO - All signals and duration estimates confirmed on bar close • Lookahead Bias: NO - All HTF data properly offset, all duration estimates use only historical data • Real-time Updates: YES - Dashboard and quality scores update live • Alert Capable: YES - Both automatic alerts and customizable alert conditions • Multi-Symbol: Works on stocks, crypto, forex, futures, indices Performance Optimization: • Conditional calculations (duration analysis can be disabled to reduce load) • Efficient array management (circular buffers for trend storage) • Streamlined gradient rendering (26 layers, can be toggled off) • Smart label cooldown system (prevents label spam) • Optimized similarity matching (analyzes only relevant trends) Data Requirements: • Minimum 50-100 bars for initial duration analysis (builds historical database) • Optimal: 500+ bars for robust statistical analysis • Longer history = more accurate duration estimates • Works on any timeframe from 1 minute to monthly KNOWN LIMITATIONS • Trending Markets Only: Performs best in clear trends. May generate false signals in choppy/sideways markets (use quality score filtering and regime detection to mitigate) • Lagging Nature: Like all trend-following systems, signals occur AFTER trend establishment, not at exact tops/bottoms. Use duration analysis boxes to set realistic profit targets. • Initial Learning Period: Duration analysis system requires 10-15 completed trends to build reliable historical database. Early duration estimates less accurate (first few weeks on new symbol/timeframe). • Visual Load: 26-layer gradient ribbon may slow performance on older devices. Disable ribbon if experiencing lag. • Statistical accuracy Variables: Duration estimates are statistical estimates, not guarantees. Accuracy varies by: - Market regime (trending vs choppy) - Asset volatility characteristics - Quality of historical pattern matches - Timeframe traded (higher TF = more reliable) • Not Best Suitable For: - Ultra-short-term scalping (sub-1-minute charts) - Mean-reversion strategies (designed for trend-following) - Range-bound trading (requires trending conditions) - News-driven spikes (estimates based on technical patterns, not fundamentals) FREQUENTLY ASKED QUESTIONS Q: Does this indicator repaint? A: Absolutely not. All signals, duration analysis boxes, labels, and alerts use barstate.isconfirmed checks. They only appear after the bar closes. What you see in history is exactly what you would have seen in real-time. Zero repaint guarantee. Q: How accurate are the trend duration estimates? A: Accuracy varies by mode, market conditions, and historical data quality: • Simple mode: 60-70% accuracy (within ±20% of actual duration) • Standard mode: 70-80% accuracy (within ±20% of actual duration) • Advanced mode: 75-85% accuracy (within ±20% of actual duration) Best accuracy achieved on: • Higher timeframes (4H, Daily, Weekly) • Trending markets (not choppy/sideways) • Assets with consistent behavior (Blue Chip, Large Cap) • After 20+ historical trends analyzed (builds robust database) Remember: All duration estimates are statistical calculations based on historical patterns, not guarantees. Q: Which analysis mode should I use? A: • Simple: Beginners, clean trending markets, want minimal complexity • Standard: Most traders, general market conditions (RECOMMENDED DEFAULT) • Advanced: Experienced traders, volatile/complex markets (biotech, small-cap, crypto), seeking maximum accuracy Advanced mode requires correct Asset Type configuration for optimal results. Q: What's the difference between the trading style presets? A: Each preset optimizes ALL parameters for a specific trading approach: • Scalping: Ultra-sensitive (ATR 7, Mult 2.0), more signals, shorter holds • Day Trading: Balanced (ATR 10, Mult 2.5), moderate signals, intraday holds • Swing Trading: Stable (ATR 14, Mult 3.0), fewer signals, multi-day holds • Position Trading: Very stable (ATR 21, Mult 4.0), rare signals, week/month holds Auto mode automatically selects based on your chart timeframe. Q: Should I use Auto mode or manually select a preset? A: Auto mode is recommended for most traders. It automatically matches settings to your timeframe and re-optimizes if you switch charts. Only use manual preset selection if: • You want scalping settings on a 15m chart (overriding auto-detection) • You want swing settings on a 1h chart (more conservative than auto would give) • You're testing different approaches on same timeframe Q: Can I use this for scalping and day trading? A: Absolutely! The preset system is specifically designed for all trading styles: • Select "Scalping (1-5m)" for 1-5 minute charts • Select "Day Trading (15m-1h)" for 15m-1h charts • Or use "Auto" mode and it configures automatically Volume momentum filter is auto-disabled in Scalping mode for faster signals. Q: What is Volume Momentum and why does it matter? A: Volume Momentum compares short-term volume (fast MA) to long-term volume (slow MA). It answers: "Is money flowing into this asset faster now than historically?" Why it matters: • Volume often leads price (early warning system) • Confirms institutional participation (smart money) • No lag like price-based indicators • More intuitive than complex mathematical filters When the ratio is above 1.2, you have strong evidence that institutions are accumulating (bullish) or distributing (bearish). Q: How do I set up alerts? A: Two options: Option 1 - Automatic Alerts: 1. Right-click on chart → Add Alert 2. Condition: Select this indicator 3. Choose "Any alert() function call" 4. Configure notification method (app, email, webhook) 5. You'll receive detailed alerts on every BUY and SELL signal Option 2 - Customizable Alert Conditions: 1. Right-click on chart → Add Alert 2. Condition: Select this indicator 3. You'll see three options in dropdown: - "BUY Signal" (long signals only) - "SELL Signal" (short signals only) - "ANY Signal" (both BUY and SELL) 4. Choose desired option and customize message template 5. Uses TradingView placeholders: {{ticker}}, {{close}}, {{time}}, etc. All alerts fire only on confirmed bar close (no repaint). Q: What is Scalpel Mode and should I use it? A: Scalpel Mode waits for healthy pullbacks within established trends before signaling entry. It reduces whipsaws and improves entry timing. Recommended ON for: • Swing traders (want precision entries on pullbacks) • Day traders (willing to wait for better prices) • Risk-averse traders (prefer fewer but higher-quality entries) Recommended OFF for: • Scalpers (need immediate entries, can't wait for pullbacks) • Momentum traders (want to enter on breakout, not pullback) • Aggressive traders (prefer more opportunities over precision) Q: Why do some duration estimates show wider ranges than others? A: Range width reflects historical trend variability: • Narrow range: Similar historical trends had consistent durations (high confidence) • Wide range: Similar historical trends had varying durations (lower confidence) Wide ranges often occur: • Early in analysis (fewer historical trends to learn from) • In volatile/choppy markets (inconsistent trend behavior) • On lower timeframes (more noise, less consistency) The median and average still provide useful targets even when range is wide. Q: Can I customize the dashboard position and appearance? A: Yes! Dashboard settings include: • Position: 9 options (Top/Middle/Bottom + Left/Center/Right) • Text Size: Auto, Tiny, Small, Normal, Large, Huge • Show/Hide: Toggle entire dashboard on/off Choose position that doesn't overlap important price action on your specific chart. Q: Which timeframe should I trade on? A: Depends on your trading style and time availability: • 1-5 minute: Active scalping, requires constant monitoring • 15m-1h: Day trading, check few times per session • 4h-Daily: Swing trading, check once or twice daily • Daily-Weekly: Position trading, check weekly General principle: Higher timeframes produce: • Fewer signals (less frequent) • Higher quality setups (stronger confirmations) • More reliable duration estimates (better statistical data) • Less noise (clearer trends) Start with Daily chart if new to trading. Move to lower timeframes as you gain experience. Q: Does this work on all markets (stocks, crypto, forex)? A: Yes, it works on all markets with trending characteristics: Excellent for: • Stocks (especially growth and momentum names) • Crypto (BTC, ETH, major altcoins) • Futures (indices, commodities) • Forex majors (EUR/USD, GBP/USD, etc.) Best results on: • Trending markets (not range-bound) • Liquid instruments (tight spreads, good fills) • Volatile assets (clear trend development) Less effective on: • Range-bound/sideways markets • Ultra-low volatility instruments • Illiquid small-caps (use caution) Configure Asset Type (in Advanced analysis mode) to match your instrument for best accuracy. Q: How many signals should I expect per day/week? A: Highly variable based on: By Timeframe: • 1-5 minute: 5-15 signals per session • 15m-1h: 2-5 signals per day • 4h-Daily: 2-5 signals per week • Daily-Weekly: 1-2 signals per month By Market Volatility: • High volatility = more SuperTrend flips = more signals • Low volatility = fewer flips = fewer signals By Quality Filter: • Higher threshold (60-70) = fewer but better signals • Lower threshold (30-40) = more signals, lower quality By Volume Momentum Filter: • Enabled = Fewer signals (only volume-confirmed) • Disabled = More signals (all SuperTrend flips) Adjust quality threshold and filters to match your desired signal frequency. Q: What's the difference between entry labels and info labels? A: Entry Labels (BUY/SELL): • Your primary trading signals • Based on SuperTrend flip + all confirmations (quality, volume, momentum) • Include quality score and confirmation icons • These are actionable entry points Info Labels (Volume Spike): • Additional market context • Show volume events that may support or contradict trend • 8-bar cooldown to prevent spam • NOT necessarily entry points - contextual information only Control separately: Can show entry labels without info labels (recommended for clean charts). Q: Can I combine this with other indicators? A: Absolutely! This works well with: • RSI: For divergences and overbought/oversold conditions • Support/Resistance: Confluence with key levels • Fibonacci Retracements: Pullback targets in Scalpel Mode • Price Action Patterns: Flags, pennants, cup-and-handle • MACD: Additional momentum confirmation • Bollinger Bands: Volatility context This indicator provides trend direction and duration estimates - complement with other tools for entry refinement and additional confluence. Q: Why did I get a low-quality signal? Can I filter them out? A: Yes! Increase the Minimum Quality Score in settings. If you're seeing signals with quality below your preference: • Day Trading: Set minimum to 50 • Swing Trading: Set minimum to 60 • Position Trading: Set minimum to 70 Only signals meeting the threshold will appear. This reduces frequency but improves win-rate. Q: How do I interpret the MTF Confluence count? A: Shows how many of 6 timeframes agree with current trend: • 6/6 aligned: Perfect agreement (extremely rare, highest confidence) • 5/6 aligned: Very strong alignment (high confidence) • 4/6 aligned: Good alignment (standard quality setup) • 3/6 aligned: Moderate alignment (acceptable) • 2/6 aligned: Weak alignment (caution) • 1/6 aligned: Very weak (likely counter-trend) Higher confluence typically correlates with longer, stronger trends. However, MTF analysis is optional - you can disable it and rely solely on quality scoring. Q: Is this suitable for beginners? A: Yes, but requires foundational knowledge: You should understand: • Basic trend-following concepts (higher highs, higher lows) • Risk management principles (position sizing, stop losses) • How to read candlestick charts • What volume and volatility mean Beginner-friendly features: • Auto preset mode (zero configuration) • Quality scoring (tells you signal strength) • Dashboard tooltips (hover for explanations) • duration analysis boxes (visual profit targets) Recommended for beginners: 1. Start with "Auto" or "Swing Trading" preset on Daily chart 2. Use Standard Analysis Mode (not Advanced) 3. Set minimum quality to 60 (fewer but better signals) 4. Paper trade first for 2-4 weeks 5. Study methodology references (Minervini, O'Neil, Zanger) Q: What is the Asset Type setting and why does it matter? A: Asset Type (in Advanced analysis mode) adjusts duration estimates based on volatility characteristics: • Small Cap: Explosive moves, extended trends (+30-40%) • Biotech / Speculative: Parabolic potential, news-driven (+40%) • Blue Chip / Large Cap: Baseline, steady trends (0% adjustment) • Tech Growth: Momentum-driven, longer trends (+20%) • Dividend / Value: Slower, grinding trends (-20%) • Cyclical: Macro-driven, variable (±10%) • Crypto / High Volatility: Parabolic potential (+30%) Correct configuration improves Statistical accuracy by 15-20%. Using Blue Chip settings on a biotech stock may underestimate trend length (you'll exit too early). Q: Can I backtest this indicator? A: Yes! TradingView's Strategy Tester works with this indicator's signals. To backtest: 1. Note the entry conditions (SuperTrend flip + quality threshold + filters) 2. Create a strategy script using same logic 3. Run Strategy Tester on historical data Additionally, the indicator includes BUILT-IN duration estimate validation: • System backtests its own duration estimates • Shows accuracy metrics in dashboard and duration analysis boxes • Helps assess reliability on your specific symbol/timeframe Q: Why does Volume Momentum auto-disable in Scalping mode? A: Scalping requires ultra-fast entries to catch quick moves. Volume Momentum filter adds friction by requiring volume confirmation before signaling, which can cause missed opportunities in rapid scalping. Scalping preset is optimized for speed and frequency - the filter is counterproductive for that style. It remains enabled for Day Trading, Swing Trading, and Position Trading presets where patience improves results. You can manually enable it in Custom mode if desired. Q: How much historical data do I need for accurate duration estimates? A: Minimum: 50-100 bars (indicator will function but duration estimates less reliable) Recommended: 500+ bars (robust statistical database) Optimal: 1000+ bars (maximum Statistical accuracy) More history = more completed trends = better pattern matching = more accurate duration estimates. New symbols or newly-switched timeframes will have lower Statistical accuracy initially. Allow 2-4 weeks for the system to build historical database. IMPORTANT DISCLAIMERS No Guarantee of Profit: This indicator is an educational tool and does not guarantee any specific trading results. All trading involves substantial risk of loss. Duration estimates are statistical calculations based on historical patterns and are not guarantees of future performance. Past Performance: Historical backtest results and Statistical accuracy statistics do not guarantee future performance. Market conditions change constantly. What worked historically may not work in current or future markets. Not Financial Advice: This indicator provides technical analysis signals and statistical duration estimates only. It is not financial, investment, or trading advice. Always consult with a qualified financial advisor before making investment decisions. Risk Warning: Trading stocks, options, futures, forex, and cryptocurrencies involves significant risk. You can lose all of your invested capital. Never trade with money you cannot afford to lose. Only risk capital you can lose without affecting your lifestyle. Testing Required: Always test this indicator on a demo account or with paper trading before risking real capital. Understand how it works in different market conditions. Verify Statistical accuracy on your specific instruments and timeframes before trusting it with real money. User Responsibility: You are solely responsible for your trading decisions. The developer assumes no liability for trading losses, incorrect duration estimates, software errors, or any other damages incurred while using this indicator. Statistical Estimation Limitations: Trend Duration estimates are statistical estimates based on historical pattern matching. They are NOT guarantees. Actual trend durations may differ significantly from duration estimates due to unforeseen news events, market regime changes, or lack of historical precedent for current conditions. CREDITS & ACKNOWLEDGMENTS Methodology Inspiration: • Mark Minervini - Volatility Contraction Pattern (VCP) concepts and pullback entry techniques • William O'Neil - Volume analysis principles and CANSLIM institutional buying patterns • Dan Zanger - Momentum breakout strategies and volatility expansion entries Technical Components: • SuperTrend calculation - Classic ATR-based trend indicator (public domain) • Statistical analysis - Standard median, average, range calculations • k-Nearest Neighbors - Classic machine learning similarity matching concept • Multi-timeframe analysis - Standard request.security implementation in Pine Script For questions, feedback, or support, please comment below or send a private message. Happy Trading!
Pine Script® indicator
by orenluxy
38
Lorentzian Harmonic Flow - Adaptive ML⚡ LORENTZIAN HARMONIC FLOW — ADAPTIVE ML COMPLETE SYSTEM THEORETICAL FOUNDATION: TEMPORAL RELATIVITY MEETS MACHINE LEARNING The Lorentzian Harmonic Flow Adaptive ML system represents a paradigm shift in technical analysis by addressing a fundamental limitation that plagues traditional indicators: they assume time flows uniformly across all market conditions. In reality, markets experience time compression during volatile breakouts and time dilation during consolidation. A 50-period moving average calculated during a quiet overnight session captures vastly different market information than the same calculation during a high-volume news event. This indicator solves this problem through Lorentzian spacetime modeling , borrowed directly from Einstein's special relativity. By calculating a dynamic gamma factor (γ) that measures market velocity relative to a volatility-based "speed of light," every calculation adapts its effective lookback period to the market's intrinsic clock. Combined with a dual-memory architecture, multi-regime detection, and Bayesian strategy selection, this creates a system that genuinely learns which approaches work in which market conditions. CRITICAL DISTINCTION: TRUE ADAPTIVE LEARNING VS STATIC CLASSIFICATION Before diving into the system architecture, it's essential to understand how this indicator fundamentally differs from traditional "Lorentzian" implementations, particularly the well-known Lorentzian Classification indicator. THE ORIGINAL LORENTZIAN CLASSIFICATION APPROACH: The pioneering Lorentzian Classification indicator (Jdehorty, 2022) introduced the financial community to Lorentzian distance metrics for pattern matching. However, it used offline training methodology : • External Training: Required Python scripts or external ML tools to train the model on historical data • Static Model: Once trained, the model parameters remained fixed • No Real-Time Learning: The indicator classified patterns but didn't learn from outcomes • Look-Ahead Bias Risk: Offline training could inadvertently use future data • Manual Retraining: To adapt to new market conditions, users had to retrain externally and reload parameters This was groundbreaking for bringing ML concepts to Pine Script, but it wasn't truly adaptive. The model was a snapshot—trained once, deployed, static. THIS SYSTEM: TRUE ONLINE LEARNING The Lorentzian Harmonic Flow Adaptive ML system represents a complete architectural departure : ✅ FULLY SELF-CONTAINED: • Zero External Dependencies: No Python scripts, no external training tools, no data exports • 100% Pine Script: Entire learning pipeline executes within TradingView • One-Click Deployment: Load indicator, it begins learning immediately • No Manual Configuration: System builds its own training data in real-time ✅ GENUINE FORWARD-WALK LEARNING: • Real-Time Adaptation: Every trade outcome updates the model • Forward-Only Logic: System uses only past confirmed data—zero look-ahead bias • Continuous Evolution: Parameters adapt bar-by-bar based on rolling performance • Regime-Specific Memory: Learns which patterns work in which conditions independently ✅ GETS BETTER WITH TIME: • Week 1: Bootstrap mode—gathering initial data across regimes • Month 2-3: Statistical significance emerges, parameter adaptation begins • Month 4+: Mature learning, regime-specific optimization, confident selection • Year 2+: Deep pattern library, proven parameter sets, robust to regime shifts ✅ NO RETRAINING REQUIRED: • Automatic Adaptation: When market structure changes, system detects via performance degradation • Memory Refresh: Old patterns naturally decay, new patterns replace them • Parameter Evolution: Thresholds and multipliers adjust to current conditions • Regime Awareness: If new regime emerges, enters bootstrap mode automatically THE FUNDAMENTAL DIFFERENCE: Traditional Lorentzian Classification: "Here are patterns from the past. Current state matches pattern X, which historically preceded move Y. Signal fired." → Static knowledge, fixed rules, periodic retraining required LHF Adaptive ML: "In Trending Bull regime, Strategy B has 58% win rate and 1.4 Sharpe over last 30 trades. In High Vol Range, Strategy C performs better with 61% win rate and 1.8 Sharpe. Current state is Trending Bull, so I select Strategy B. If Strategy B starts failing, I'll adapt parameters or switch strategies. I'm learning which patterns matter in which contexts, and I improve every trade." → Dynamic learning, contextual adaptation, self-improving system WHY THIS MATTERS: Markets are non-stationary. A model trained on 2023 data may fail in 2024 when Fed policy shifts, volatility regime changes, or market structure evolves. Static models require constant human intervention—retraining, re-optimization, parameter updates. This system learns continuously . It doesn't need you to tell it when markets changed. It discovers regime shifts through performance feedback, adapts parameters accordingly, and rebuilds its pattern library organically. The system running in Month 12 is fundamentally smarter than the system in Month 1—not because you retrained it, but because it learned from 1,000+ real outcomes. This is the difference between pattern recognition (static ML) and reinforcement learning (adaptive ML). One classifies, the other learns and improves. PART 1: LORENTZIAN TEMPORAL DYNAMICS Markets don't experience time uniformly. During explosive volatility, price can compress weeks of movement into minutes. During consolidation, time dilates. Traditional indicators ignore this, using fixed periods regardless of market state. The Lorentzian approach models market time using the Lorentz factor from special relativity: γ = 1 / √(1 - v²/c²) Where: • v (velocity): Trend momentum normalized by ATR, calculated as (close - close ) / (N × ATR) • c (speed limit): Realized volatility + volatility bursts, multiplied by c_multiplier parameter • γ (gamma): Time dilation factor that compresses or expands effective lookback periods When trend velocity approaches the volatility "speed limit," gamma spikes above 1.0, compressing time. Every calculation length becomes: base_period / γ. This creates shorter, more responsive periods during explosive moves and longer, more stable periods during quiet consolidation. The system raises gamma to an optional power (gamma_power parameter) for fine control over compression strength, then applies this temporal scaling to every calculation in the indicator. This isn't metaphor—it's quantitative adaptation to the market's intrinsic clock. PART 2: LORENTZIAN KERNEL SMOOTHING Traditional moving averages use uniform weights (SMA) or exponential decay (EMA). The Lorentzian kernel uses heavy-tailed weighting: K(distance, γ) = 1 / (1 + (distance/γ)²) This Cauchy-like distribution gives more influence to recent extremes than Gaussian assumptions suggest, capturing the fat-tailed nature of financial returns. For any calculation requiring smoothing, the system loops through historical bars, computes Lorentzian kernel weights based on temporal distance and current gamma, then produces weighted averages. This creates adaptive smoothing that responds to local volatility structure rather than imposing rigid assumptions about price distribution. PART 3: HARMONIC FLOW (Multi-Timeframe Momentum) The core directional signal comes from Harmonic Flow (HFL) , which blends three gamma-compressed Lorentzian smooths: • Short Horizon: base_period × short_ratio / γ (default: 34 × 0.5 / γ ≈ 17 bars, faster with high γ) • Mid Horizon: base_period × mid_ratio / γ (default: 34 × 1.0 / γ ≈ 34 bars, anchor timeframe) • Long Horizon: base_period × long_ratio / γ (default: 34 × 2.5 / γ ≈ 85 bars, structural trend) Each produces a Lorentzian-weighted smooth, converted to a z-score (distance from smooth normalized by ATR). These z-scores are then weighted-averaged: HFL = (w_short × z_short + w_mid × z_mid + w_long × z_long) / (w_short + w_mid + w_long) Default weights (0.45, 0.35, 0.20) favor recent momentum while respecting longer structure. Scalpers can increase short weight; swing traders can emphasize long weight. The result is a directional momentum indicator that captures multi-timeframe flow in compressed time. From HFL, the system derives: • Flow Velocity: HFL - HFL (momentum acceleration) • Flow Acceleration: Second derivative (turning points) • Temporal Compression Index (TCI): base_period / compressed_length (shows how much time is compressed) PART 4: DUAL MEMORY ARCHITECTURE Markets have memory—current conditions resonate with past regimes. But memory operates on two timescales, inspiring this indicator's dual-memory design: SHORT-TERM MEMORY (STM): • Capacity: 100 patterns (configurable 50-200) • Decay Rate: 0.980 (50% weight after ~35 bars) • Update Frequency: Every 10 bars • Purpose: Capture current regime's tactical patterns • Storage: Recent market states with 10-bar forward outcomes • Analogy: Hippocampus (rapid encoding, fast fade) LONG-TERM MEMORY (LTM): • Capacity: 512 patterns (configurable 256-1024) • Decay Rate: 0.997 (50% weight after ~230 bars) • Quality Gate: Only high-quality patterns admitted (adaptive threshold per regime) • Purpose: Strategic pattern library validated across regimes • Storage: Validated patterns from weeks/months of history • Analogy: Neocortex (slow consolidation, persistent storage) Each memory stores 6-dimensional feature vectors: 1. HFL (harmonic flow strength) 2. Flow Velocity (momentum) 3. Flow Acceleration (turning points) 4. Volatility (realized vol EMA) 5. Entropy (market uncertainty) 6. Gamma (time compression state) Plus the actual outcome (10-bar forward return). K-NEAREST NEIGHBORS (KNN) PATTERN MATCHING: When evaluating current market state, the system queries both memories using Lorentzian distance : distance = Σ (1 - K(|feature_current - feature_memory|, γ)) This calculates similarity across all 6 dimensions using the same Lorentzian kernel, weighted by current gamma. The system finds K nearest neighbors (default: 8), weights each by: • Similarity: Lorentzian kernel distance • Age: Exponential decay based on bars since pattern • Regime: Only patterns from similar regimes count The weighted average of these neighbors' outcomes becomes the prediction. High-confidence predictions require both high similarity and agreement between multiple neighbors. REGIME-AWARE BLENDING: STM and LTM predictions are blended adaptively: • High Vol Range regime: Trust STM 70% (recent matters in chaos) • Trending regimes: Trust LTM 70% (structure matters in trends) • Normal regimes: 50/50 blend Agreement metric: When STM and LTM strongly disagree, the system flags low confidence—often indicating regime transition or novel market conditions requiring caution. PART 5: FIVE-REGIME MARKET CLASSIFICATION Traditional regime detection stops at "trending vs ranging." This system detects five distinct market states using linear regression slope and volatility analysis: REGIME 0: TRENDING BULL ↗ • Detection: LR slope > trend_threshold (default: 0.3) • Characteristics: Sustained positive HFL, elevated gamma, low entropy • Best Strategy: B (Flow Momentum) • Trading Behavior: Follow momentum, trail stops, pyramid winners REGIME 1: TRENDING BEAR ↘ • Detection: LR slope < -trend_threshold • Characteristics: Sustained negative HFL, elevated gamma, low entropy • Best Strategy: B (Flow Momentum) • Trading Behavior: Follow momentum short, aggressive exits on reversal REGIME 2: HIGH VOL RANGE ↔ • Detection: |slope| < threshold AND vol_ratio > vol_expansion_threshold (default: 1.5) • Characteristics: Oscillating HFL, high gamma spikes, high entropy • Best Strategies: A (Squeeze Breakout) or C (Memory Pattern) • Trading Behavior: Fade extremes, tight stops, quick profits REGIME 3: LOW VOL RANGE — • Detection: |slope| < threshold AND vol_ratio < vol_expansion_threshold • Characteristics: Low HFL magnitude, gamma ≈ 1, squeeze conditions • Best Strategy: A (Squeeze Breakout) • Trading Behavior: Wait for breakout, wide stops on breakout entry REGIME 4: TRANSITION ⚡ • Detection: Trend reversal OR volatility spike > 1.5× threshold • Characteristics: Erratic gamma, high entropy, conflicting signals • Best Strategy: None (often unfavorable) • Trading Behavior: Stand aside, wait for clarity Each regime gets a confidence score (0-1) measuring how clearly defined it is. Low confidence indicates messy, ambiguous conditions. PART 6: THREE INDEPENDENT TRADING STRATEGIES Rather than one signal logic, the system implements three distinct approaches: STRATEGY A: SQUEEZE BREAKOUT • Logic: Bollinger Bands squeeze release + HFL direction + flow velocity confirmation • Calculation: Compares BB width to Keltner Channel width; fires when BB expands beyond KC • Strength Score: 70 + compression_strength × 0.3 (tighter squeeze = higher score) • Best Regimes: Low Vol Range (3), Transition exit (4→0 or 4→1) • Pattern: Volatility contraction → directional expansion • Philosophy: Calm before the storm; compression precedes explosion STRATEGY B: LORENTZIAN FLOW MOMENTUM • Logic: Strong HFL (×flow_mult) + positive velocity + gamma > 1.1 + NOT squeezing • Calculation: |HFL × flow_mult| > 0.12, velocity confirms direction, gamma shows acceleration • Strength Score: |HFL × flow_mult| × 80 + gamma × 10 • Best Regimes: Trending Bull (0), Trending Bear (1) • Pattern: Established momentum → acceleration in compressed time • Philosophy: Trend is friend when spacetime curves STRATEGY C: MEMORY PATTERN MATCHING • Logic: Dual KNN prediction > threshold + high confidence + agreement + HFL confirms • Calculation: |memory_pred| > 0.005, memory_conf > 1.0, agreement > 0.5, HFL direction matches • Strength Score: |prediction| × 800 × agreement • Best Regimes: High Vol Range (2), sometimes others with sufficient pattern library • Pattern: Historical similarity → outcome resonance • Philosophy: Markets rhyme; learn from validated patterns Each strategy generates independent strength scores. In multi-strategy mode (enabled by default), the system selects one strategy per regime based on risk-adjusted performance. In weighted mode (multi-strategy disabled), all three fire simultaneously with configurable weights. PART 7: ADAPTIVE LEARNING & BAYESIAN SELECTION This is where machine learning meets trading. The system maintains 15 independent performance matrices : 3 strategies × 5 regimes = 15 tracking systems For each combination, it tracks: • Trade Count: Number of completed trades • Win Count: Profitable outcomes • Total Return: Sum of percentage returns • Squared Returns: For variance/Sharpe calculation • Equity Curve: Virtual P&L assuming 10% risk per trade • Peak Equity: All-time high for drawdown calculation • Max Drawdown: Peak-to-trough decline RISK-ADJUSTED SCORING: For current regime, the system scores each strategy: Sharpe Ratio: (mean_return / std_dev) × √252 Calmar Ratio: total_return / max_drawdown Win Rate: wins / trades Combined Score = 0.6 × Sharpe + 0.3 × Calmar + 0.1 × Win_Rate The strategy with highest score is selected. This is similar to Thompson Sampling (multi-armed bandits) but uses deterministic selection rather than probabilistic sampling due to Pine Script limitations. BOOTSTRAP MODE (Critical for Understanding): For the first min_regime_samples trades (default: 10) in each regime: • Status: "🔥 BOOTSTRAP (X/10)" displayed in dashboard • Behavior: All signals allowed (gathering data) • Regime Filter: Disabled (can't judge with insufficient data) • Purpose: Avoid cold-start problem, build statistical foundation After reaching threshold: • Status: "✅ FAVORABLE" (score > 0.5) or "⚠️ UNFAVORABLE" (score ≤ 0.5) • Behavior: Only trade favorable regimes (if enable_regime_filter = true) • Learning: Parameters adapt based on outcomes This solves a critical problem: you can't know which strategy works in a regime without data, but you can't get data without trading. Bootstrap mode gathers initial data safely, then switches to selective mode once statistical confidence emerges. PARAMETER ADAPTATION (Per Regime): Three parameters adapt independently for each regime based on outcomes: 1. SIGNAL QUALITY THRESHOLD (30-90): • Starts: base_quality_threshold (default: 60) • Adaptation: Win Rate < 45% → RAISE threshold by learning_rate × 10 (be pickier) Win Rate > 55% → LOWER threshold by learning_rate × 5 (take more) • Effect: System becomes more selective in losing regimes, more aggressive in winning regimes 2. LTM QUALITY GATE (0.2-0.8): • Starts: 0.4 (if adaptive gate enabled) • Adaptation: Sharpe < 0.5 → RAISE gate by learning_rate (demand better patterns) Sharpe > 1.5 → LOWER gate by learning_rate × 0.5 (accept more patterns) • Effect: LTM fills with high-quality patterns from winning regimes 3. FLOW MULTIPLIER (0.5-2.0): • Starts: 1.0 • Adaptation: Strong win (+2%+) → MULTIPLY by (1 + learning_rate × 0.1) Strong loss (-2%+) → MULTIPLY by (1 - learning_rate × 0.1) • Effect: Amplifies signal strength in profitable regimes, dampens in unprofitable Each regime evolves independently. Trending Bull might develop threshold=55, gate=0.35, mult=1.3 while High Vol Range develops threshold=70, gate=0.50, mult=0.9. PART 8: SHADOW PORTFOLIO VALIDATION To validate learning objectively, the system runs three virtual portfolios : Shadow Portfolio A: Trades only Strategy A signals Shadow Portfolio B: Trades only Strategy B signals Shadow Portfolio C: Trades only Strategy C signals When any signal fires: 1. Open virtual position for corresponding strategy 2. On exit, calculate P&L (10% risk per trade) 3. Update equity, win count, profit factor Dashboard displays: • Equity: Current virtual balance (starts $10,000) • Win%: Overall win rate across all regimes • PF: Profit Factor (gross_profit / gross_loss) This transparency shows which strategies actually perform, validates the selection logic, and prevents overfitting. If Shadow C shows $12,500 equity while A and B show $9,800, it confirms Strategy C's edge. PART 9: HISTORICAL PRE-TRAINING The system includes historical pre-training to avoid cold-start: On Chart Load (if enabled): 1. Scan past pretrain_bars (default: 200) 2. Calculate historical HFL, gamma, velocity, acceleration, volatility, entropy 3. Compute 10-bar forward returns as outcomes 4. Populate STM with recent patterns 5. Populate LTM with high-quality patterns (quality > 0.4) Effect: • Without pre-training: Memories empty, no predictions for weeks, pure bootstrap • With pre-training: System starts with pattern library, predictions from day one Pre-training uses only past data (no future peeking) and fills memories with validated outcomes. This dramatically accelerates learning without compromising integrity. PART 10: COMPREHENSIVE INPUT SYSTEM The indicator provides 50+ inputs organized into logical groups. Here are the key parameters and their market-specific guidance: 🧠 ADAPTIVE LEARNING SYSTEM: Enable Adaptive Learning (true/false): • Function: Master switch for regime-specific strategy selection and parameter adaptation • Enabled: System learns which strategies work in which regimes (recommended) • Disabled: All strategies fire simultaneously with fixed weights (simpler, less adaptive) • Recommendation: Keep enabled for all markets; system needs 2-3 months to mature Learning Rate (0.01-0.20): • Function: Speed of parameter adaptation based on outcomes • Stocks/ETFs: 0.03-0.05 (slower, more stable) • Crypto: 0.05-0.08 (faster, adapts to volatility) • Forex: 0.04-0.06 (moderate) • Timeframes: 1-5min scalping: 0.08-0.10 (rapid adaptation) 15min-1H day trading: 0.05-0.07 (balanced) 4H-Daily swing: 0.03-0.05 (conservative) • Tradeoff: Higher = responsive but may overfit; Lower = stable but slower to adapt Min Samples Per Regime (5-30): • Function: Trades required before exiting bootstrap mode • Active trading (>5 signals/day): 8-10 trades • Moderate (1-5 signals/day): 10-15 trades • Swing (few signals/week): 5-8 trades • Logic: Bootstrap mode until this threshold; then uses Sharpe/Calmar for regime filtering • Tradeoff: Lower = faster exit (risky, less data); Higher = more validation (safer, slower) 🌍 REGIME DETECTION: Regime Lookback Period (20-200): • Function: Bars used for linear regression to classify regime • By Timeframe: 1-5min: 30-50 bars (~2-4 hour context) 15min: 40-60 bars (daily context) 1H: 50-100 bars (weekly context) 4H: 100-150 bars (monthly context) Daily: 50-75 bars (quarterly context) • By Market: Crypto: 40-60 (faster regime changes) Forex: 50-75 (moderate stability) Stocks: 60-100 (slower structural trends) • Tradeoff: Shorter = more regime switches (reactive); Longer = fewer switches (stable) Trend Strength Threshold (0.1-0.8): • Function: Minimum normalized LR slope to classify as trending vs ranging • Lower (0.1-0.2): More markets classified as trending • Higher (0.4-0.6): Only strong trends qualify • Recommendations: Choppy markets (BTC, small caps): 0.25-0.35 Smooth trends (major FX pairs): 0.30-0.40 Strong trends (indices during bull): 0.20-0.30 • Effect: Controls sensitivity of trending vs ranging classification Vol Expansion Factor (1.2-3.0): • Function: Volatility ratio to classify high-vol regimes (current_vol / avg_vol) • By Asset: Bitcoin: 1.4-1.6 (frequent vol spikes) Altcoins: 1.3-1.5 (very volatile) Major FX (EUR/USD): 1.6-2.0 (stable baseline) Stocks (SPY): 1.5-1.8 (moderate) Penny stocks: 1.3-1.4 (always volatile) • Impact: Higher = fewer "High Vol Range" classifications; Lower = more sensitive to volatility spikes 🎯 SIGNAL GENERATION: Base Quality Threshold (30-90): • Function: Starting signal strength requirement (adapts per regime) • THIS IS YOUR MAIN SIGNAL FREQUENCY CONTROL • Conservative (70-80): Fewer, higher-quality signals • Balanced (55-65): Moderate signal flow • Aggressive (40-50): More signals, more noise • By Trading Style: Scalping (1-5min): 50-60 Day trading (15min-1H): 60-70 Swing (4H-Daily): 65-75 • Adaptive Behavior: System raises this in losing regimes (pickier), lowers in winning regimes (take more) Min Confidence (0.1-0.9): • Function: Minimum confidence score to fire signal • Calculation: (Signal_Strength / 100) × Regime_Confidence • Recommendations: High-frequency (scalping): 0.2-0.3 (permissive) Day trading: 0.3-0.4 (balanced) Swing/position: 0.4-0.6 (selective) • Interaction: During Transition regime (low regime confidence), even strong signals may fail confidence check; creates natural regime filtering Only Trade Favorable Regimes (true/false): • Function: Block signals in unfavorable regimes (where all strategies have negative risk-adjusted scores) • Enabled (Recommended): Only trades when best strategy has positive Sharpe in current regime; auto-disables during bootstrap; protects capital • Disabled: Always allows signals regardless of historical performance; use for manual regime assessment • Bootstrap: Auto-allows trading until min_regime_samples reached, then switches to performance-based filtering Min Bars Between Signals (1-20): • Function: Prevents signal spam by enforcing minimum spacing • By Timeframe: 1min: 3-5 bars (3-5 minutes) 5min: 3-6 bars (15-30 minutes) 15min: 4-8 bars (1-2 hours) 1H: 5-10 bars (5-10 hours) 4H: 3-6 bars (12-24 hours) Daily: 2-5 bars (2-5 days) • Logic: After signal fires, no new signals for X bars • Tradeoff: Lower = more reactive (may overtrade); Higher = more patient (may miss reversals) 🌀 LORENTZIAN CORE: Base Period (10-100): • Function: Core time period for flow calculation (gets compressed by gamma) • THIS IS YOUR PRIMARY TIMEFRAME KNOB • By Timeframe: 1-5min scalping: 20-30 (fast response) 15min-1H day: 30-40 (balanced) 4H swing: 40-55 (smooth) Daily position: 50-75 (very smooth) • By Market Character: Choppy (crypto, small caps): 25-35 (faster) Smooth (major FX, indices): 35-50 (moderate) Slow (bonds, utilities): 45-65 (slower) • Gamma Effect: Actual length = base_period / gamma; High gamma compresses to ~20 bars, low gamma expands to ~50 bars • Default 34 (Fibonacci) works well across most assets Velocity Period (5-50): • Function: Window for trend velocity calculation: (price_now - price ) / (N × ATR) • By Timeframe: 1-5min scalping: 8-12 (fast momentum) 15min-1H day: 12-18 (balanced) 4H swing: 14-21 (smooth trend) Daily: 18-30 (structural trend) • By Market: Crypto (fast moves): 10-14 Stocks (moderate): 14-20 Forex (smooth): 18-25 • Impact: Feeds into gamma calculation (v/c ratio); shorter = more sensitive to velocity spikes → higher gamma • Relationship: Typically vel_period ≈ base_period / 2 to 2/3 Speed-of-Market (c) (0.5-3.0): • Function: "Speed limit" for gamma calculation: c = realized_vol + vol_burst × c_multiplier • By Asset Volatility: High vol (BTC, TSLA): 1.0-1.3 (lower c = more compression) Medium vol (SPY, EUR/USD): 1.3-1.6 (balanced) Low vol (bonds, utilities): 1.6-2.5 (higher c = less compression) • What It Does: Lower c → velocity hits "speed limit" sooner → higher gamma → more compression Higher c → velocity rarely hits limit → gamma stays near 1 → less adaptation • Effect on Signals: More compression (low c) = faster regime detection, more responsive; Less compression (high c) = smoother, less adaptive • Tuning: Start at 1.4; if gamma always ~1.0, lower to 1.0-1.2; if gamma spikes >5 often, raise to 1.6-2.0 Gamma Power (0.5-2.0): • Function: Exponent applied to gamma: final_gamma = gamma^power • Compression Strength: 0.5-0.8: Softens compression (gamma 4 → 2) 1.0: Linear (gamma 4 → 4) 1.2-2.0: Amplifies compression (gamma 4 → 16) • Use Cases: Reduce power (<1.0) if adaptive lengths swing too wildly or getting whipsawed Increase power (>1.0) for more aggressive regime adaptation in fast markets • Most users should leave at 1.0; only adjust if gamma behavior needs tuning Max Kernel Lookback (20-200): • Function: Computational limit for Lorentzian smoothing (performance control) • Recommendations: Fast PC / simple chart: 80-100 Slow PC / complex chart: 40-60 Mobile / lots of indicators: 30-50 • Impact: Each kernel smoothing loops through this many bars; higher = more accurate but slower • Default 60 balances accuracy and speed; lower to 40-50 if indicator is slow 🎼 HARMONIC FLOW: Short Horizon (0.2-1.0): • Function: Fast timeframe multiplier: short_length = base_period × short_ratio / gamma • Default: 0.5 (captures 2× faster flow than base) • By Style: Scalping: 0.3-0.4 (very fast) Day trading: 0.4-0.6 (moderate) Swing: 0.5-0.7 (balanced) • Effect: Lower = more weight on micro-moves; Higher = smooths out fast fluctuations Mid Horizon (0.5-2.0): • Function: Medium timeframe multiplier: mid_length = base_period × mid_ratio / gamma • Default: 1.0 (equals base_period, anchor timeframe) • Usually keep at 1.0 unless specific strategy needs fine-tuning Long Horizon (1.0-5.0): • Function: Slow timeframe multiplier: long_length = base_period × long_ratio / gamma • Default: 2.5 (captures trend/structure) • By Style: Scalping: 1.5-2.0 (less long-term influence) Day trading: 2.0-3.0 (balanced) Swing: 2.5-4.0 (strong trend component) • Effect: Higher = more emphasis on larger structure; Lower = more reactive to recent price action Short Weight (0-1): Mid Weight (0-1): Long Weight (0-1): • Function: Relative importance in HFL calculation (should sum to 1.0) • Defaults: Short: 0.45, Mid: 0.35, Long: 0.20 (day trading balanced) • Preset Configurations: SCALPING (fast response): Short: 0.60, Mid: 0.30, Long: 0.10 DAY TRADING (balanced): Short: 0.45, Mid: 0.35, Long: 0.20 SWING (trend-following): Short: 0.25, Mid: 0.35, Long: 0.40 • Effect: More short weight = responsive but noisier; More long weight = smoother but laggier 🧠 DUAL MEMORY SYSTEM: Enable Pattern Memory (true/false): • Function: Master switch for KNN pattern matching via dual memory • Enabled (Recommended): Strategy C (Memory Pattern) can fire; memory predictions influence all strategies; prediction arcs shown; heatmaps available • Disabled: Only Strategy A and B available; faster performance (less computation); pure technical analysis (no pattern matching) • Keep enabled for full system capabilities; disable only if CPU-constrained or testing pure flow signals STM Size (50-200): • Function: Short-Term Memory capacity (recent pattern storage) • Characteristics: Fast decay (0.980), captures current regime, updates every 10 bars, tactical pattern matching • Sizing: Active markets (crypto): 80-120 Moderate (stocks): 100-150 Slow (bonds): 50-100 • By Timeframe: 1-15min: 60-100 (captures few hours of patterns) 1H: 80-120 (captures days) 4H-Daily: 100-150 (captures weeks/months) • Tradeoff: More = better recent pattern coverage; Less = faster computation • Default 100 is solid for most use cases LTM Size (256-1024): • Function: Long-Term Memory capacity (validated pattern storage) • Characteristics: Slow decay (0.997), only high-quality patterns (gated), regime-specific recall, strategic pattern library • Sizing: Fast PC: 512-768 Medium PC: 384-512 Slow PC/Mobile: 256-384 • By Data Needs: High-frequency (lots of patterns): 512-1024 Moderate activity: 384-512 Low-frequency (swing): 256-384 • Performance Impact: Each KNN search loops through entire LTM; 512 = good balance of coverage and speed; if slow, drop to 256-384 • Fills over weeks/months with validated patterns STM Decay (0.95-0.995): • Function: Short-Term Memory age decay rate: age_weight = decay^bars_since_pattern • Decay Rates: 0.950: Aggressive fade (50% weight after 14 bars) 0.970: Moderate fade (50% after 23 bars) 0.980: Balanced (50% after 35 bars) 0.990: Slow fade (50% after 69 bars) • By Timeframe: 1-5min: 0.95-0.97 (fast markets, old patterns irrelevant) 15min-1H: 0.97-0.98 (balanced) 4H-Daily: 0.98-0.99 (slower decay) • Philosophy: STM should emphasize RECENT patterns; lower decay = only very recent matters; 0.980 works well for most cases LTM Decay (0.99-0.999): • Function: Long-Term Memory age decay rate • Decay Rates: 0.990: 50% weight after 69 bars 0.995: 50% weight after 138 bars 0.997: 50% weight after 231 bars 0.999: 50% weight after 693 bars • Philosophy: LTM should retain value for LONG periods; pattern from 6 months ago might still matter • Usage: Fast-changing markets: 0.990-0.995 Stable markets: 0.995-0.998 Structural patterns: 0.998-0.999 • Warning: Be careful with very high decay (>0.998); market structure changes, old patterns may mislead • 0.997 balances long-term memory with regime evolution K Neighbors (3-21): • Function: Number of similar patterns to query in KNN search • By Sample Size: Small dataset (<100 patterns): 3-5 Medium dataset (100-300): 5-8 Large dataset (300-1000): 8-13 Very large (>1000): 13-21 • Tradeoff: Fewer K (3-5): More reactive to closest matches; noisier; outlier-sensitive; better when patterns very distinct More K (13-21): Smoother, more stable predictions; may dilute strong signals; better when patterns overlap • Rule of Thumb: K ≈ √(memory_size) / 3; For STM=100, LTM=512: K ≈ 8-10 ideal Adaptive Quality Gate (true/false): • Function: Adapts LTM entry threshold per regime based on Sharpe ratio • Enabled: Quality gate adapts: Low Sharpe → RAISE gate (demand better patterns); High Sharpe → LOWER gate (accept more patterns); each regime has independent gate • Disabled: Fixed quality gate (0.4 default) for all regimes • Recommended: Keep ENABLED; helps LTM focus on proven pattern types per regime; prevents weak patterns from polluting memory 🎯 MULTI-STRATEGY SYSTEM: Enable Strategy Learning (true/false): • Function: Core learning feature for regime-specific strategy selection • Enabled: Tracks 3 strategies × 5 regimes = 15 performance matrices; selects best strategy per regime via Sharpe/Calmar/WinRate; adaptive strategy switching • Disabled: All strategies fire simultaneously (weighted combination); no regime-specific selection; simpler but less adaptive • Recommended: ENABLED (this is the core of the adaptive system); disable only for testing or simplification Strategy A Weight (0-1): • Function: Weight for Strategy A (Squeeze Breakout) when multi-strategy disabled • Characteristics: Fires on Bollinger squeeze release; best in Low Vol Range, Transition; compression → expansion pattern • When Multi-Strategy OFF: Default 0.33 (equal weight); increase to 0.4-0.5 for choppy ranges with breakouts; decrease to 0.2-0.3 for trending markets • When Multi-Strategy ON: This is ignored (system auto-selects based on performance) Strategy B Weight (0-1): • Function: Weight for Strategy B (Lorentzian Flow) when multi-strategy disabled • Characteristics: Fires on strong HFL + velocity + gamma; best in Trending Bull/Bear; momentum → acceleration pattern • When Multi-Strategy OFF: Default 0.33; increase to 0.4-0.5 for trending markets; decrease to 0.2-0.3 for choppy/ranging markets • When Multi-Strategy ON: Ignored (auto-selected) Strategy C Weight (0-1): • Function: Weight for Strategy C (Memory Pattern) when multi-strategy disabled • Characteristics: Fires when dual KNN predicts strong move; best in High Vol Range; requires memory system enabled + sufficient data • When Multi-Strategy OFF: Default 0.34; increase to 0.4-0.6 if strong pattern repetition and LTM has >200 patterns; decrease to 0.2-0.3 if new to system; set to 0.0 if memory disabled • When Multi-Strategy ON: Ignored (auto-selected) 📚 PRE-TRAINING: Historical Pre-Training (true/false): • Function: Bootstrap feature that fills memory on chart load • Enabled: Scans past bars to populate STM/LTM before live trading; calculates historical outcomes (10-bar forward returns); builds initial pattern library; system starts with context, not blank slate • Disabled: Memories only populate in real-time; takes weeks to build pattern library • Recommended: ENABLED (critical for avoiding "cold start" problem); disable only for testing clean learning Training Bars (50-500): • Function: How many historical bars to scan on load (limited by available history) • Recommendations: 1-5min charts: 200-300 (few hours of history) 15min-1H: 200-400 (days/weeks) 4H: 300-500 (months) Daily: 200-400 (years) • Performance: 100 bars: ~1 second 300 bars: ~2-3 seconds 500 bars: ~4-5 seconds • Sweet Spot: 200-300 (enough patterns without slow load) • If chart loads slowly: Reduce to 100-150 🎨 VISUALIZATION: Show Regime Background (true/false): • Function: Color-code background by current regime • Colors: Trending Bull (green tint), Trending Bear (red tint), High Vol Range (orange tint), Low Vol Range (blue tint), Transition (purple tint) • Helps visually track regime changes Show Flow Bands (true/false): • Function: Plot upper/lower bands based on HFL strength • Shows dynamic support/resistance zones; green fill = bullish flow; red fill = bearish flow • Useful for visual trend confirmation Show Confidence Meter (true/false): • Function: Plot signal confidence (0-100) in separate pane • Calculation: (Signal_Strength / 100) × Regime_Confidence • Gold line = current confidence; dashed line = minimum threshold • Signals fire when confidence exceeds threshold Show Prediction Arc (true/false): • Function: Dashed line projecting expected price move based on memory prediction • NOT a price target - a probability vector; steep arc = strong expected move; flat arc = weak/uncertain prediction • Green = bullish prediction; red = bearish prediction Show Signals (true/false): • Function: Triangle markers at entry points • ▲ Green = Long signal; ▼ Red = Short signal • Markers show on bar close (non-repainting) 🏆 DASHBOARD: Show Dashboard (true/false): • Function: Main info panel showing all system metrics • Sections: Lorentzian Core, Regime, Dual Memory, Adaptive Parameters, Regime Performance, Shadow Portfolios, Current Signal Status • Essential for understanding system state Dashboard Position: Top Left, Top Right, Bottom Left, Bottom Right Individual Section Toggles: • System Stats: Lorentzian Core section (Gamma, v/c, HFL, TCI) • Memory Stats: Dual Memory section (STM/LTM predictions, agreement) • Shadow Portfolios: Shadow Portfolio table (equity, win%, PF) • Adaptive Params: Adaptive Parameters section (threshold, quality gate, flow mult) 🔥 HEATMAPS: Show Dual Heatmaps (true/false): • Function: Visual pattern density maps for STM and LTM • Layout: X-axis = pattern age (left=recent, right=old); Y-axis = outcome direction (top=bearish, bottom=bullish); Color intensity = pattern count; Color hue = bullish (green) vs bearish (red) • Warning: Can clutter chart; disable if not using Heatmap Position: Screen position for heatmaps (STM at selected position, LTM offset) Resolution (5-15): • Function: Grid resolution (bins) • Higher = more detailed but smaller cells; Lower = clearer but less granular • 10 is good balance; reduce to 6-8 if hard to read PART 11: DASHBOARD METRICS EXPLAINED The comprehensive dashboard provides real-time transparency into every aspect of the adaptive system: ⚡ LORENTZIAN CORE SECTION: Gamma (γ): • Range: 1.0 to ~10.0 (capped) • Interpretation: γ ≈ 1.0-1.2: Normal market time, low velocity γ = 1.5-2.5: Moderate compression, trending γ = 3.0-5.0: High compression, explosive moves γ > 5.0: Extreme compression, parabolic volatility • Usage: High gamma = system operating in compressed time; expect shorter effective periods and faster adaptation v/c (Velocity / Speed Limit): • Range: 0.0 to 0.999 (approaches but never reaches 1.0) • Interpretation: v/c < 0.3: Slow market, low momentum v/c = 0.4-0.7: Moderate trending v/c > 0.7: Approaching "speed limit," high velocity v/c > 0.9: Parabolic move, system at limit • Color Coding: Red (>0.7), Gold (0.4-0.7), Green (<0.4) • Usage: High v/c warns of extreme conditions where trend may exhaust HFL (Harmonic Flow): • Range: Typically -3.0 to +3.0 (can exceed in extremes) • Interpretation: HFL > 0: Bullish flow HFL < 0: Bearish flow |HFL| > 0.5: Strong directional bias |HFL| < 0.2: Weak, indecisive • Color: Green (positive), Red (negative) • Usage: Primary directional indicator; strategies often require HFL confirmation TCI (Temporal Compression Index): • Calculation: base_period / compressed_length • Interpretation: TCI ≈ 1.0: No compression, normal time TCI = 1.5-2.5: Moderate compression TCI > 3.0: Significant compression • Usage: Shows how much time is being compressed; mirrors gamma but more intuitive ╔═══ REGIME SECTION ═══╗ Current: • Display: Regime name with icon (Trending Bull ↗, Trending Bear ↘, High Vol Range ↔, Low Vol Range —, Transition ⚡) • Color: Gold for visibility • Usage: Know which regime you're in; check regime performance to see expected strategy behavior Confidence: • Range: 0-100% • Interpretation: >70%: Very clear regime definition 40-70%: Moderate clarity <40%: Ambiguous, mixed conditions • Color: Green (>70%), Gold (40-70%), Red (<40%) • Usage: High confidence = trust regime classification; low confidence = regime may be transitioning Mode: • States: 🔥 BOOTSTRAP (X/10): Still gathering data for this regime ✅ FAVORABLE: Best strategy has positive risk-adjusted score (>0.5) ⚠️ UNFAVORABLE: All strategies have negative scores (≤0.5) • Color: Orange (bootstrap), Green (favorable), Red (unfavorable) • Critical Importance: This tells you whether the system will trade or stand aside (if regime filter enabled) ╔═══ DUAL MEMORY KNN SECTION ═══╗ STM (Size): • Display: Number of patterns currently in STM (0 to stm_size) • Interpretation: Should fill to capacity within hours/days; if not filling, check that memory is enabled STM Pred: • Range: Typically -0.05 to +0.05 (representing -5% to +5% expected 10-bar move) • Color: Green (positive), Red (negative) • Usage: STM's prediction based on recent patterns; emphasis on current regime LTM (Size): • Display: Number of patterns in LTM (0 to ltm_size) • Interpretation: Fills slowly (weeks/months); only validated high-quality patterns; check quality gate if not filling LTM Pred: • Range: Similar to STM pred • Color: Green (positive), Red (negative) • Usage: LTM's prediction based on long-term validated patterns; more strategic than tactical Agreement: • Display: ✅ XX%: Strong agreement (>70%) - both memories aligned ⚠️ XX%: Moderate agreement (40-70%) - some disagreement ❌ XX%: Conflict (<40%) - memories strongly disagree • Color: Green (>70%), Gold (40-70%), Red (<40%) • Critical Usage: Low agreement often precedes regime change or signals novel conditions; Strategy C won't fire with low agreement ╔═══ ADAPTIVE PARAMS SECTION ═══╗ Threshold: • Display: Current regime's signal quality threshold (30-90) • Interpretation: Higher = pickier; lower = more permissive • Watch For: If steadily rising in a regime, system is struggling (low win rate); if falling, system is confident • Default: Starts at base_quality_threshold (usually 60) Quality: • Display: Current regime's LTM quality gate (0.2-0.8) • Interpretation: Minimum quality score for pattern to enter LTM • Watch For: If rising, system demanding higher-quality patterns; if falling, accepting more diverse patterns • Default: Starts at 0.4 Flow Mult: • Display: Current regime's flow multiplier (0.5-2.0) • Interpretation: Amplifies or dampens HFL for Strategy B • Watch For: If >1.2, system found strong edge in flow signals; if <0.8, flow signals underperforming • Default: Starts at 1.0 Learning: • Display: ✅ ON or ❌ OFF • Shows whether adaptive learning is enabled • Color: Green (on), Red (off) ╔═══ REGIME PERFORMANCE SECTION ═══╗ This table shows ONLY the current regime's statistics: S (Strategy): • Display: A, B, or C • Color: Gold if selected strategy; gray if not • Shows which strategies have data in this regime Trades: • Display: Number of completed trades for this pair • Interpretation: Blank or low numbers mean bootstrap mode; >10 means statistical significance building Win%: • Display: Win rate percentage • Color: Green (>55%), White (45-55%), Red (<45%) • Interpretation: 52%+ is good; 58%+ is excellent; <45% means struggling • Note: Short-term variance is normal; judge after 20+ trades Sharpe: • Display: Annualized Sharpe ratio • Color: Green (>1.0), White (0-1.0), Red (<0) • Interpretation: >2.0: Exceptional (rare) 1.0-2.0: Good 0.5-1.0: Acceptable 0-0.5: Marginal <0: Losing • Usage: Primary metric for strategy selection (60% weight in score) ╔═══ SHADOW PORTFOLIOS SECTION ═══╗ Shows virtual equity tracking across ALL regimes (not just current): S (Strategy): • Display: A, B, or C • Color: Gold if currently selected strategy; gray otherwise Equity: • Display: Current virtual balance (starts $10,000) • Color: Green (>$10,000), White ($9,500-$10,000), Red (<$9,500) • Interpretation: Which strategy is actually making virtual money across all conditions • Note: 10% risk per trade assumed Win%: • Display: Overall win rate across all regimes • Color: Green (>55%), White (45-55%), Red (<45%) • Interpretation: Aggregate performance; strategy may do well in some regimes and poorly in others PF (Profit Factor): • Display: Gross profit / gross loss • Color: Green (>1.5), White (1.0-1.5), Red (<1.0) • Interpretation: >2.0: Excellent 1.5-2.0: Good 1.2-1.5: Acceptable 1.0-1.2: Marginal <1.0: Losing • Usage: Confirms win rate; high PF with moderate win rate means winners >> losers ╔═══ STATUS BAR ═══╗ Display States: • 🟢 LONG: Currently in long position (green background) • 🔴 SHORT: Currently in short position (red background) • ⬆️ LONG SIGNAL: Long signal present but not yet confirmed (waiting for bar close) • ⬇️ SHORT SIGNAL: Short signal present but not yet confirmed • ⚪ NEUTRAL: No position, no signal (white background) Usage: Immediate visual confirmation of system state; check before manually entering/exiting PART 12: VISUAL ELEMENT INTERPRETATION REGIME BACKGROUND COLORS: Green Tint: Trending Bull regime - expect Strategy B (Flow) to dominate; focus on long momentum Red Tint: Trending Bear regime - expect Strategy B (Flow) shorts; focus on short momentum Orange Tint: High Vol Range - expect Strategy A (Squeeze) or C (Memory); trade breakouts or patterns Blue Tint: Low Vol Range - expect Strategy A (Squeeze); wait for compression release Purple Tint: Transition regime - often unfavorable; system may stand aside; high uncertainty Usage: Quick visual regime identification without reading dashboard FLOW BANDS: Upper Band: close + HFL × ATR × 1.5 Lower Band: close - HFL × ATR × 1.5 Green Fill: HFL positive (bullish flow); bands act as dynamic support/resistance in uptrend Red Fill: HFL negative (bearish flow); bands act as dynamic resistance/support in downtrend Usage: • Bullish flow: Price bouncing off lower band = trend continuation; breaking below = possible reversal • Bearish flow: Price rejecting upper band = trend continuation; breaking above = possible reversal CONFIDENCE METER (Separate Pane): Gold Line: Current signal confidence (0-100) Dashed Line: Minimum confidence threshold Interpretation: • Line above threshold: Signal likely to fire if strength sufficient • Line below threshold: Even if signal logic met, won't fire (insufficient confidence) • Gradual rise: Signal building strength • Sharp spike: Sudden conviction (check if sustainable) Usage: Real-time signal probability; helps anticipate upcoming entries PREDICTION ARC: Dashed Line: Projects from current close to expected price 8 bars forward Green Arc: Bullish memory prediction Red Arc: Bearish memory prediction Steep Arc: High conviction (strong expected move) Flat Arc: Low conviction (weak/uncertain move) Important: NOT a price target; this is a probability vector based on KNN outcomes; actual price may differ Usage: Directional bias from pattern matching; confirms or contradicts flow signals SIGNAL MARKERS: ▲ Green Triangle (below bar): • Long signal confirmed on bar close • Entry on next bar open • Non-repainting (appears after bar closes) ▼ Red Triangle (above bar): • Short signal confirmed on bar close • Entry on next bar open • Non-repainting Size: Tiny (unobtrusive) Text: "L" or "S" in marker Usage: Historical signal record; alerts should fire on these; verify against dashboard status DUAL HEATMAPS (If Enabled): STM HEATMAP: • X-axis: Pattern age (left = recent, right = older, typically 0-50 bars) • Y-axis: Outcome direction (top = bearish outcomes, bottom = bullish outcomes) • Color Intensity: Brightness = pattern count in that cell • Color Hue: Green tint (bullish), Red tint (bearish), Gray (neutral) Interpretation: • Dense bottom-left: Many recent bullish patterns (bullish regime) • Dense top-left: Many recent bearish patterns (bearish regime) • Scattered: Mixed outcomes, ranging regime • Empty areas: Few patterns (low data) LTM HEATMAP: • Similar layout but X-axis spans wider age range (0-500+ bars) • Shows long-term pattern distribution • Denser = more validated patterns Comparison Usage: • If STM and LTM heatmaps look similar: Current regime matches historical patterns (high agreement) • If STM bottom-heavy but LTM top-heavy: Recent bullish activity contradicts historical bearish patterns (low agreement, transition signal) PART 13: DEVELOPMENT STORY The creation of the Lorentzian Harmonic Flow Adaptive ML system represents over six months of intensive research, mathematical exploration, and iterative refinement. What began as a theoretical investigation into applying special relativity to market time evolved into a complete adaptive learning framework. THE CHALLENGE: The fundamental problem was this: markets don't experience time uniformly, yet every indicator treats a 50-period calculation the same whether markets are exploding or sleeping. Traditional adaptive indicators adjust parameters based on volatility, but this is reactive—by the time you measure high volatility, the explosive move is over. What was needed was a framework that measured the market's intrinsic velocity relative to its own structural limits, then compressed time itself proportionally. THE LORENTZIAN INSIGHT: Einstein's special relativity provides exactly this framework through the Lorentz factor. When an object approaches the speed of light, time dilates—but from the object's reference frame, it experiences time compression. By treating price velocity as analogous to relativistic velocity and volatility structure as the "speed limit," we could calculate a gamma factor that compressed lookback periods during explosive moves. The mathematics were straightforward in theory but devilishly complex in implementation. Pine Script has no native support for dynamically-sized arrays or recursive functions, forcing creative workarounds. The Lorentzian kernel smoothing required nested loops through historical bars, calculating kernel weights on the fly—a computational nightmare. Early versions crashed or produced bizarre artifacts (negative gamma values, infinite loops during volatility spikes). Optimization took weeks. Limiting kernel lookback to 60 bars while still maintaining smoothing quality. Pre-calculating gamma once per bar and reusing it across all calculations. Caching intermediate results. The final implementation balances mathematical purity with computational reality. THE MEMORY ARCHITECTURE: With temporal compression working, the next challenge was pattern memory. Simple moving average systems have no memory—they forget yesterday's patterns immediately. But markets are non-stationary; what worked last month may not work today. The solution: dual-memory architecture inspired by cognitive neuroscience. Short-Term Memory (STM) would capture tactical patterns—the hippocampus of the system. Fast encoding, fast decay, always current. Long-Term Memory (LTM) would store validated strategic patterns—the neocortex. Slow consolidation, persistent storage, regime-spanning wisdom. The KNN implementation nearly broke me. Calculating Lorentzian distance across 6 dimensions for 500+ patterns per query, applying age decay, filtering by regime, finding K nearest neighbors without native sorting functions—all while maintaining sub-second execution. The breakthrough came from realizing we could use destructive sorting (marking found neighbors as "infinite distance") rather than maintaining separate data structures. Pre-training was another beast. To populate memory with historical patterns, the system needed to scan hundreds of past bars, calculate forward outcomes, and insert patterns—all on chart load without timing out. The solution: cap at 200 bars, optimize loops, pre-calculate features. Now it works seamlessly. THE REGIME DETECTION: Five-regime classification emerged from empirical observation. Traditional trending/ranging dichotomy missed too much nuance. Markets have at least four distinct states: trending up, trending down, volatile range, quiet range—plus a chaotic transition state. Linear regression slope quantifies trend; volatility ratio quantifies expansion; combining them creates five natural clusters. But classification is useless without regime-specific learning. That meant tracking 15 separate performance matrices (3 strategies × 5 regimes), computing Sharpe ratios and Calmar ratios for sparse data, implementing Bayesian-like strategy selection. The bootstrap mode logic alone took dozens of iterations—too strict and you never get data, too permissive and you blow up accounts during learning. THE ADAPTIVE LAYER: Parameter adaptation was conceptually elegant but practically treacherous. Each regime needed independent thresholds, quality gates, and multipliers that adapted based on outcomes. But naive gradient descent caused oscillations—win a few trades, lower threshold, take worse signals, lose trades, raise threshold, miss good signals. The solution: exponential smoothing via learning rate (α) and separate scoring for selection vs adaptation. Shadow portfolios provided objective validation. By running virtual accounts for all strategies simultaneously, we could see which would have won even when not selected. This caught numerous bugs where selection logic was sound but execution was flawed, or vice versa. THE DASHBOARD & VISUALIZATION: A learning system is useless if users can't understand what it's doing. The dashboard went through five complete redesigns. Early versions were information dumps—too much data, no hierarchy, impossible to scan. The final version uses visual hierarchy (section headers, color coding, strategic whitespace) and progressive disclosure (show current regime first, then performance, then parameters). The dual heatmaps were a late addition but proved invaluable for pattern visualization. Seeing STM cluster in one corner while LTM distributed broadly immediately signals regime novelty. Traders grasp this visually faster than reading disagreement percentages. THE TESTING GAUNTLET: Testing adaptive systems is uniquely challenging. Static backtest results mean nothing—the system should improve over time. Early "tests" showed abysmal performance because bootstrap periods were included. The breakthrough: measure pre-learning baseline vs post-learning performance. A system going from 48% win rate (first 50 trades) to 56% win rate (trades 100-200) is succeeding even if absolute performance seems modest. Edge cases broke everything repeatedly. What happens when a regime never appears in historical data? When all strategies fail simultaneously? When memory fills with only bearish patterns during a bull run? Each required careful handling—bootstrap modes, forced diversification, quality gates. THE DOCUMENTATION: This isn't an indicator you throw on a chart with default settings and trade immediately. It's a learning system that requires understanding. The input tooltips alone contain over 10,000 words of guidance—market-specific recommendations, timeframe-specific settings, tradeoff explanations. Every parameter needed not just a description but a philosophical justification and practical tuning guide. The code comments span 500+ lines explaining theory, implementation decisions, edge cases. Future maintainers (including myself in six months) need to understand not just what the code does but why certain approaches were chosen over alternatives. WHAT ALMOST DIDN'T WORK: The entire project nearly collapsed twice. First, when initial Lorentzian smoothing produced complete noise—hours of debugging revealed a simple indexing error where I was accessing instead of in the kernel loop. One character, entire system broken. Second, when memory predictions showed zero correlation with outcomes. Turned out the KNN distance metric was dominated by the gamma dimension (values 1-10) drowning out normalized features (values -1 to 1). Solution: apply kernel transformation to all dimensions, not just final distance. Obvious in retrospect, maddening at the time. THE PHILOSOPHY: This system embodies a specific philosophy: markets are learnable but non-stationary. No single strategy works forever, but regime-specific patterns persist. Time isn't uniform, memory isn't perfect, prediction isn't possible—but probabilistic edges exist for those willing to track them rigorously. It rejects the premise that indicators should give universal advice. Instead, it says: "In this regime, based on similar past states, Strategy B has a 58% win rate and 1.4 Sharpe. Strategy A has 45% and 0.2 Sharpe. I recommend B. But we're still in bootstrap for Strategy C, so I'm gathering data. Check back in 5 trades." That humility—knowing what it knows and what it doesn't—is what makes it robust. PART 14: PROFESSIONAL USAGE PROTOCOL PHASE 1: DEPLOYMENT (Week 1-4) Initial Setup: 1. Load indicator on primary trading chart with default settings 2. Verify historical pre-training enabled (should see ~200 patterns in STM/LTM on first load) 3. Enable all dashboard sections for maximum transparency 4. Set alerts but DO NOT trade real money Observation Checklist: • Dashboard Validation: ✓ Lorentzian Core shows reasonable gamma (1-5 range, not stuck at 1.0 or spiking to 10) ✓ HFL oscillates with price action (not flat or random) ✓ Regime classifications make intuitive sense ✓ Confidence scores vary appropriately • Memory System: ✓ STM fills within first few hours/days of real-time bars ✓ LTM grows gradually (few patterns per day, quality-gated) ✓ Predictions show directional bias (not always 0.0) ✓ Agreement metric fluctuates with regime changes • Bootstrap Tracking: ✓ Dashboard shows "🔥 BOOTSTRAP (X/10)" for each regime ✓ Trade counts increment on regime-specific signals ✓ Different regimes reach threshold at different rates Paper Trading: • Take EVERY signal (ignore unfavorable warnings during bootstrap) • Log each trade: entry price, regime, selected strategy, outcome • Calculate your actual P&L assuming proper risk management (1-2% risk per trade) • Do NOT judge system performance yet—focus on understanding behavior Troubleshooting: • No signals for days: - Check base_quality_threshold (try lowering to 50-55) - Verify enable_regime_filter not blocking all regimes - Confirm signal confidence threshold not too high (try 0.25) • Signals every bar: - Raise base_quality_threshold to 65-70 - Increase min_bars_between to 8-10 - Check if gamma spiking excessively (raise c_multiplier) • Memory not filling: - Confirm enable_memory = true - Verify historical pre-training completed (check STM size after load) - May need to wait 10 bars for first real-time update PHASE 2: VALIDATION (Week 5-12) Statistical Emergence: By week 5-8, most regimes should exit bootstrap. Look for: ✓ Regime Performance Clarity: - At least 2-3 strategies showing positive Sharpe in their favored regimes - Clear separation (Strategy B strong in Trending, Strategy A strong in Low Vol Range, etc.) - Win rates stabilizing around 50-60% for winning strategies ✓ Shadow Portfolio Divergence: - Virtual portfolios showing clear winners ($10K → $11K+) and losers ($10K → $9K-) - Profit factors >1.3 for top strategy - System selection aligning with best shadow portfolio ✓ Parameter Adaptation: - Thresholds varying per regime (not stuck at initial values) - Quality gates adapting (some regimes higher, some lower) - Flow multipliers showing regime-specific optimization Validation Questions: 1. Do patterns make intuitive sense? - Strategy B (Flow) dominating Trending Bull/Bear? ✓ Expected - Strategy A (Squeeze) succeeding in Low Vol Range? ✓ Expected - Strategy C (Memory) working in High Vol Range? ✓ Expected - Random strategy winning everywhere? ✗ Problem 2. Is unfavorable filtering working? - Regimes with negative Sharpe showing "⚠️ UNFAVORABLE"? ✓ System protecting capital - Transition regime often unfavorable? ✓ Expected - All regimes perpetually unfavorable? ✗ Settings too strict or asset unsuitable 3. Are memories agreeing appropriately? - High agreement during stable regimes? ✓ Expected - Low agreement during transitions? ✓ Expected (novel conditions) - Perpetual conflict? ✗ Check memory sizes or decay rates Fine-Tuning (If Needed): Too Many Signals in Losing Regimes: → Increase learning_rate to 0.07-0.08 (faster adaptation) → Raise base_quality_threshold by 5-10 points → Enable regime filter if disabled Missing Profitable Setups: → Lower base_quality_threshold by 5-10 points → Reduce min_confidence to 0.25-0.30 → Check if bootstrap mode blocking trades (let it complete) Excessive Parameter Swings: → Reduce learning_rate to 0.03-0.04 → Increase min_regime_samples to 15-20 (more data before adaptation) Memory Disagreement Too Frequent: → Increase LTM size to 768-1024 (broader pattern library) → Lower adaptive_quality_gate requirement (allow more patterns) → Increase K neighbors to 10-12 (smoother predictions) PHASE 3: LIVE TRADING (Month 4+) Pre-Launch Checklist: 1. ✓ At least 3 regimes show positive Sharpe (>0.8) 2. ✓ Top shadow portfolio shows >53% win rate and >1.3 profit factor 3. ✓ Parameters have stabilized (not changing more than 10% per month) 4. ✓ You understand every dashboard metric and can explain regime/strategy behavior 5. ✓ You have proper risk management plan independent of this system Position Sizing: Conservative (Recommended for Month 4-6): • Risk per trade: 0.5-1.0% of account • Max concurrent positions: 1-2 • Total exposure: 10-25% of intended full size Moderate (Month 7-12): • Risk per trade: 1.0-1.5% of account • Max concurrent positions: 2-3 • Total exposure: 25-50% of intended size Full Scale (Year 2+): • Risk per trade: 1.5-2.0% of account • Max concurrent positions: 3-5 • Total exposure: 100% (still following risk limits) Entry Execution: On Signal Confirmation: 1. Verify dashboard shows signal type (▲ LONG or ▼ SHORT) 2. Check regime mode (avoid if "⚠️ UNFAVORABLE" unless testing) 3. Note selected strategy (A/B/C) and its regime Sharpe 4. Verify memory agreement if Strategy C selected (want >60%) Entry Method: • Market entry: Next bar open after signal (for exact backtest replication) • Limit entry: Slight improvement (2-3 ticks) if confident in direction Stop Loss Placement: • Strategy A (Squeeze): Beyond opposite band or recent swing point • Strategy B (Flow): 1.5-2.0 ATR from entry against direction • Strategy C (Memory): Based on predicted move magnitude (tighter if pred > 2%) Exit Management: System Exit Signals: • Opposite signal fires: Immediate exit, potential reversal entry • 20 bars no exit signal: System implies position stale, consider exiting • Regime changes to unfavorable: Tighten stop, consider partial exit Manual Exit Conditions: • Stop loss hit: Take loss, log for validation (system expects some losses) • Profit target hit: If using fixed targets (2-3R typical) • Major news event: Flatten during high-impact news (system can't predict these) Warning Signs (Exit Criteria): 🚨 Stop Trading If: 1. All regimes show negative Sharpe for 4+ weeks (market structure changed) 2. Your results >20% worse than shadow portfolios (execution problem) 3. Parameters hitting extremes (thresholds >85 or <35 across all regimes) 4. Memory agreement <30% for extended periods (unprecedented conditions) 5. Account drawdown >20% (risk management failure, system or otherwise) ⚠️ Reduce Size If: 1. Win rate drops 10%+ from peak (temporary regime shift) 2. Selected strategy underperforming another by >30% (selection lag) 3. Consecutive losses >5 (variance or problem, reduce until clarity) 4. Major market regime change (Fed policy shift, war, etc. - let system re-adapt) PART 15: THEORETICAL IMPLICATIONS & LIMITATIONS WHAT THIS SYSTEM REPRESENTS: Contextual Bandits: The regime-specific strategy selection implements a contextual multi-armed bandit problem. Each strategy is an "arm," each regime is a "context," and we select arms to maximize expected reward given context. This is reinforcement learning applied to trading. Experience Replay: The dual-memory architecture mirrors DeepMind's DQN breakthrough. STM = recent experience buffer; LTM = validated experience replay. This prevents catastrophic forgetting while enabling rapid adaptation—a key challenge in neural network training. Meta-Learning: The system learns how to learn. Parameter adaptation adjusts the system's own sensitivity and selectivity based on outcomes. This is "learning to learn"—optimizing the optimization process itself. Non-Stationary Optimization: Traditional backtesting assumes stationarity (past patterns persist). This system assumes non-stationarity and continuously adapts. The goal isn't finding "the best parameters" but tracking the moving optimum. Regime-Conditional Policies: Rather than a single strategy for all conditions, this implements regime-specific policies. This is contextual decision-making—environment state determines action selection. FINAL WISDOM: "The market is a complex adaptive system. To trade it successfully, one must also adapt. This indicator provides the framework—memory, learning, regime awareness—but wisdom comes from understanding when to trade, when to stand aside, and when to defer to conditions the system hasn't yet learned. The edge isn't in the algorithm alone; it's in the partnership between mathematical rigor and human judgment." — Inspired by the intersection of Einstein's relativity, Kahneman's behavioral economics, and decades of quantitative trading research Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Pine Script® indicator
by DskyzInvestments
1
NeuraAlgo - Market DynamicsNeuraAlgo – Market Dynamics Simplyfying the Market Dynamics Unlock the complexity of financial markets with NeuraAlgo – Market Dynamics. Designed for traders and investors alike, this intelligent tool distills the chaos of price movements, volume fluctuations, and trend directions into clear, actionable insights. With advanced algorithms working behind the scenes, it simplifies market dynamics so you can focus on making informed decisions, spotting opportunities, and managing risk with confidence. Behind this simple overlay lies a powerful, complex algorithm. Main Settings -Main Algorithm Timeframe – Choose the chart timeframe that the indicator will analyze. It adapts the calculations to the selected interval for precise market insights. Preset – Select the operating mode: Main Trend: Focuses on the dominant market trend. Multi Trend: Analyzes multiple trend layers for a broader perspective. Sensitivity – Adjusts the indicator’s responsiveness to price changes. Higher values make the system more reactive to market fluctuations, while lower values smooth out minor noise. Smooth Tuner – Controls the smoothing of the underlying calculations, helping to reduce false signals and provide cleaner trend visualization. Orderflow Statistics – Toggle to display detailed order flow statistics directly on the chart for deeper market analysis. Performance Statistics – Toggle to enable backtesting tables, showing historical performance metrics of the indicator for strategy evaluation. 2.Art Settings -Change Visuals Color Scheme – Select a pre-defined visual theme for your charts: Bright Light – High-contrast, vibrant colors for maximum clarity. Freezer Mode – Cool-toned palette for calm, visually comfortable analysis. Standard Mode – Balanced, neutral colors for everyday use. Delta Mode – Highlights key differences and movements with distinct colors. Custom – Fully customize the colors of bullish, bearish, and range elements. Green / Red / Range (Custom Colors) – When “Custom” is selected, these options allow you to define the colors for bullish (Green), bearish (Red), and neutral/range areas (Range) according to your preference. Candle Coloring Type – Choose how candles are highlighted based on market signals: Confirmation Simple – Basic signal-based coloring for clear, direct visualization. Confirmation Gradient – Smooth gradient-based coloring for more dynamic and aesthetic signal representation. 3.Dashboard -Market Statistics The Dashboard provides a compact, at-a-glance overview of key market conditions and indicator metrics, helping traders make faster and more informed decisions. Functionality & Layout – The dashboard dynamically displays multiple sections: Optimal Scale ⚖️ – Shows key market scaling metrics like volatility for better decision-making. Risk Manager 📊 – Indicates the active risk management strategy (e.g., Risk-Reward, Partial Exits, or Trailing Stop Loss). Orderflow Statistics 📈 – Displays market sentiment, footprint strength, and delta trends for precise order flow analysis. Market Status 🌐 – Highlights current trend conditions and trend strength across different timeframes. Bias Scores 🎯 – Provides trend strength percentages across multiple timeframes (5min, 15min, 30min, 1H, 4H, 1D) to quickly gauge market bias. Backtest Performance -A summary panel showing the overall performance of the strategy. Deposit -The starting capital used for backtesting. Win Trades -Total number of profitable trades. Winrate -Percentage of winning trades out of all trades. Max DD -Maximum drawdown — the largest peak-to-trough loss. PnL -Net profit or loss generated by the strategy. Return -Percentage growth of the account during the test. Profit Factor -Ratio of total profits to total losses. The dashboard uses color-coded indicators (green for bullish, red for bearish, yellow for neutral) and merged cells for a clean and organized display. It’s designed to simplify complex market dynamics into a visually intuitive interface, giving traders real-time insights without cluttering the chart. 4.Neura Engineering – Enhancements This section provides advanced filtering options to fine-tune market analysis, reduce noise, and highlight meaningful trends. Noise Filter – Smoothens minor price fluctuations to reduce false signals.Noise Sensitivity helps Adjust how aggressively the filter suppresses noise. Gap Filter – Detects and smooths price gaps to improve trend clarity.Gap Sensitivity helps Controls the responsiveness of the gap filter. Range Filter – Filters out small-range price movements to focus on significant market swings.helps Adjusts how tightly the filter defines meaningful ranges. Volatility Filter – Highlights periods of high market volatility while filtering less active periods.helps Sets the threshold for what constitutes high volatility. Trend Filter – Focuses analysis on strong trends by filtering out weaker signals.helps Determines the minimum strength required for a trend to be considered valid.helps Uses Average True Range to dynamically adjust trend filtering based on market movement. These enhancement tools allow traders to customize signal clarity, reduce noise, and focus on meaningful market dynamics, creating a cleaner and more actionable charting experience. 5.Neura Overlays – Market Visual Enhancements These overlays add visual intelligence to your chart, helping you instantly understand trend behavior, sentiment shifts, and price structure. Reversal Cloud - Highlights potential reversal zones where price may change direction.Reversal Sensitivity helps Controls how quickly the cloud reacts to shifts in momentum. Sentiment Cloud -Maps the underlying market mood—bullish, bearish, or neutral—directly onto the chart.Sentiment Sensitivity helps Adjusts how sensitive the sentiment readings are. Price Steps -Draws structured “price steps” that reveal hidden market rhythm, impulse strength, and trend flow.Price Step Depth helps Determines the size and spacing of these steps. Market Bias -Shows directional bias based on deeper trend pressure and underlying orderflow.Bias Sensitivity helps Controls how strict or lenient the bias detection is. 6.Risk Management Settings – Intelligent Trade Control This module controls how your trades manage themselves after entry. Choose between traditional Risk/Reward exits, partial profit-taking, or an adaptive trailing stop system. RiskReward A classic risk-to-reward exit system.You set a risk multiple (e.g., 1:2), and the indicator automatically sets one Stop Loss and one Take Profit based on that ratio. Partials Scales out your position at multiple take-profit levels.Instead of closing the entire trade at once, the system secures profits gradually at TP1, TP2, and TP3 while keeping the remainder running. TrailingStop Uses a dynamic stop loss that follows price as it moves in your favor.There is no fixed Take Profit; instead, the trailing stop locks in profit and exits the trade automatically when momentum reverses. 7.Automatic Alert System This is the System that organizes all settings related to the automatic webhook alert creator inside the indicator. Rule No. 1 is never lose money. Rule No. 2 is never forget Rule No. 1. Warren Buffet NeuraAlgo – Market Dynamics transforms complex market behavior into clear, actionable insights for smarter trading decisions.
Pine Script® indicator
by NeuraAlgo
10
🎓 Smart Beginner Pro - AI Trading Assistant🎓 Smart Beginner Pro - AI Trading Assistant Short Description: Your perfect FIRST trading indicator! Clear BUY/SELL signals with automatic risk management. Learn professional trading while getting 5-star rated entries. Built-in education + Stop Loss/Take Profit included. No experience needed! 🎯 FULL DESCRIPTION Smart Beginner Pro is the ONLY indicator designed specifically to help complete beginners start trading professionally from day one! Unlike complicated indicators that overwhelm you with information, Smart Beginner Pro makes trading simple while teaching you professional techniques. 🌟 What Makes This Special? ⭐ 5-Star Quality Rating System Every signal is rated 1-5 stars based on: ✅ Trend alignment ✅ Major trend confirmation ✅ Volume analysis ✅ RSI health check ✅ Trend strength You always know EXACTLY how good a setup is before entering! Example: ⭐⭐⭐⭐⭐ = Perfect setup (all factors aligned) ⭐⭐⭐⭐ = Excellent setup (4/5 factors) ⭐⭐⭐ = Good setup (3/5 factors) Choose your preferred quality level - Conservative traders only take 5-star signals! 🎓 Built-in Education Learn WHILE You Trade! This isn't just an indicator - it's your AI trading teacher! Beginner Mode Features: ✅ Educational tooltips on every signal ✅ Explains WHY each signal appears ✅ Shows what each factor means ✅ Teaches you professional analysis ✅ Risk management guidance included After a few weeks, you'll understand: How trends work Why volume matters When to enter trades How to manage risk Professional trading concepts Turn OFF Beginner Mode when ready for cleaner charts! 🛡️ Automatic Risk Management Never Wonder Where to Place Stops Again! Every signal comes with: Entry Zone (Green box) Exact entry price shown Small buffer zone for entry Stop Loss (Red box) Calculated using ATR (volatility) Placed at safe distance Protects your capital Take Profit 1 (Yellow box) First profit target (50% of full target) Partial profit recommended Take Profit 2 (Green box) Full profit target (1:3 risk/reward default) Let winners run! Risk/Reward Ratio: Always displayed! Default: 1:3 (Risk $10 to make $30) Customizable: 1.5 to 5.0 Professional money management built-in 🎯 Crystal Clear Signals No Confusion. No Guessing. BUY Signals: 🟢 HUGE green arrow below bar Text says "BUY" Star rating above Can't miss it! SELL Signals: 🔴 HUGE red arrow above bar Text says "SELL" Star rating below Impossible to miss! WAIT (No Signal): ⚪ Dashboard shows "WAIT" Don't trade when no signal Patience is key! 📊 Live Dashboard All Information at a Glance: Everything you need to make a decision - RIGHT THERE! ⚙️ Three Sensitivity Modes Choose your trading style: 🎯 Conservative (Recommended for Beginners) ✅ Only 5-star signals ✅ 2-3 signals per day ✅ Highest win rate ✅ Best for learning ✅ Perfect for part-time traders ⚖️ Balanced (Default) ✅ 4-5 star signals ✅ 5-8 signals per day ✅ Good win rate ✅ More opportunities ✅ Best for most traders ⚡ Aggressive (For Active Traders) ✅ 3-5 star signals ✅ 10-15 signals per day ✅ More trades ✅ Requires experience ✅ For full-time traders Start Conservative → Move to Balanced → Then Aggressive as you improve! 🌍 Works on EVERYTHING ✅ All Markets: Forex (EUR/USD, GBP/USD, etc.) Crypto (Bitcoin, Ethereum, etc.) Stocks (Apple, Tesla, etc.) Indices (S&P 500, NASDAQ, etc.) Commodities (Gold, Silver, Oil, etc.) ✅ All Timeframes: M5-M15: Scalping (quick trades) M15-H1: Day trading (same day) H4-D1: Swing trading (multi-day) One indicator for your entire trading career! 🕐 Session Highlighting Trade at the Right Time! Background colors show best trading sessions: 🟢 Green = London Session (8 AM - 4 PM GMT) High liquidity Best for EUR/GBP pairs 🔵 Blue = New York Session (1 PM - 9 PM GMT) Maximum liquidity Best for all USD pairs No color = Asian Session Lower liquidity Beginners: Avoid or trade carefully Toggle ON/OFF in settings if you don't need it. 📚 How to Use (Step by Step) For Complete Beginners: Step 1: Add to Chart 1. Open your favorite pair (Start with EUR/USD) 2. Set timeframe to M15 3. Add "Smart Beginner Pro" indicator 4. Done! Default settings work great! Step 2: Wait for Signal 1. Watch the dashboard 2. When it says "BUY" or "SELL" → A signal appeared! 3. Check the star rating (aim for 4-5 stars) 4. Look at "Safe to Trade" (should be ✅ YES) Step 3: Enter Trade 1. Enter at current market price 2. Set Stop Loss at RED box level 3. Set Take Profit at GREEN box level (TP2) 4. Optional: Take partial profit at YELLOW box (TP1) Step 4: Manage Trade 1. Let the trade run to TP or SL 2. Don't move stops (trust the system) 3. When TP1 hit: Close 50%, let rest run 4. When TP2 hit or SL hit: Close completely Step 5: Learn & Improve 1. Review what happened 2. Was it a 5-star? How did it perform? 3. Read the tooltips (Beginner Mode) 4. Understand WHY signals work 5. Get better with each trade! 💡 Trading Rules for Success 🟢 DO: ✅ Only trade 4-5 star signals at first ✅ Use proper position sizing (1-2% risk) ✅ Always set Stop Loss (use indicator levels) ✅ Be patient (wait for quality setups) ✅ Trade during good sessions (London/NY) ✅ Learn from each trade ✅ Keep a trading journal 🔴 DON'T: ❌ Trade 1-2 star signals (not shown anyway) ❌ Risk more than 2% per trade ❌ Move stop losses (honor them!) ❌ Trade without a signal ❌ Overtrade (quality > quantity) ❌ Trade when "Safe to Trade" says NO ❌ Trade on emotion ⚙️ Settings Explained 📊 Mode Settings Beginner Mode (Default: ON) What it does: - Shows educational tooltips - Displays "Why?" explanations - Extra help text - Star ratings always visible Turn OFF when: - You understand the signals - Want cleaner charts - Prefer minimal interface Signal Sensitivity Conservative: Only perfect setups (5 stars) Balanced: Good setups (4-5 stars) Aggressive: Okay setups (3-5 stars) Tip: Start Conservative, upgrade as you improve! 📈 Trend Settings Fast EMA (Default: 9) Shorter period = More responsive Longer period = Smoother trend Recommended: Keep at 9 Slow EMA (Default: 21) Used with Fast EMA for crossovers Recommended: Keep at 21 Standard setting works best Major Trend EMA (Default: 200) The "big picture" trend Above = Uptrend | Below = Downtrend Never trade against this! Recommended: Keep at 200 Show EMAs (Default: ON) Toggle if you want cleaner chart EMAs still calculated even if hidden Dashboard still shows trend direction 🛡️ Risk Management Risk/Reward Ratio (Default: 3.0) How much profit vs risk 3.0 = Risk $10 to make $30 Conservative: 2.0 Balanced: 3.0 Aggressive: 4.0-5.0 Higher = Bigger targets (but fewer hits) Stop Loss ATR Multiplier (Default: 1.5) How far stop loss is placed Based on volatility (ATR) Tight: 1.0 (more stops hit) Balanced: 1.5 Loose: 2.0-3.0 (fewer stops, bigger risk) Show Entry/SL/TP Boxes (Default: ON) Toggle the colored risk boxes Keep ON for visual guidance Turn OFF for minimal charts 🎨 Visual Settings Highlight Trading Sessions (Default: ON) Shows London/NY sessions with color Helps you trade at best times Turn OFF if you trade 24/7 Show Trend Strength Bar (Default: ON) Shows trend strength percentage Useful for filtering weak trends Turn OFF if not needed 🎓 Educational Value What You'll Learn: Week 1-2: Basics ✅ How to read trend direction ✅ When to enter trades ✅ Where to place stop losses ✅ What risk/reward means ✅ Why some signals are better than others Week 3-4: Intermediate ✅ How EMA crossovers work ✅ Why volume matters ✅ What RSI tells you ✅ Session timing importance ✅ Risk management principles Month 2-3: Advanced ✅ Market structure understanding ✅ Trend vs range recognition ✅ Quality signal identification ✅ Position sizing strategies ✅ Trading psychology basics After 3 Months: 🎯 You're no longer a beginner! 🎯 You understand price action 🎯 You can analyze markets yourself 🎯 You make informed decisions 🎯 Ready for advanced indicators 💎 Why Choose Smart Beginner Pro? vs. Other Beginner Indicators: Most Beginner Indicators: ❌ Just show arrows (no explanation) ❌ No quality rating ❌ No stop loss help ❌ No education ❌ Too many bad signals ❌ Confusing settings Smart Beginner Pro: ✅ Explains WHY each signal ✅ 5-star quality system ✅ Automatic SL/TP levels ✅ Built-in education ✅ Quality over quantity ✅ Simple, clear settings ✅ Professional results from day 1 vs. Advanced Indicators: Advanced Indicators: ❌ Too complicated for beginners ❌ Require trading knowledge ❌ No educational features ❌ Overwhelming settings ❌ Steep learning curve Smart Beginner Pro: ✅ Simple but powerful ✅ No prior knowledge needed ✅ Teaches while you trade ✅ Easy to understand ✅ Grows with you 🚀 Quick Start Guide First 24 Hours: Hour 1: Setup 1. Add indicator to EUR/USD M15 2. Enable all alerts (BUY + SELL) 3. Read dashboard labels 4. Wait for first signal Hour 2-24: Learn 1. Watch how signals appear 2. Check star ratings 3. Observe trend direction 4. Notice session highlights 5. Don't trade yet - just observe! Day 2-7: Demo Trading 1. Open demo account 2. Trade ONLY 5-star signals 3. Use exact SL/TP from indicator 4. Risk $100 per trade (demo) 5. Keep journal of results 6. Review each trade (win or loss) Week 2+: Real Trading 1. Start with SMALL real account ($100-500) 2. Risk only 1% per trade ($1-5) 3. Trade Conservative mode only 4. Build confidence slowly 5. Increase size as you improve 🔔 Alert System Available Alerts: 1. BUY Signal Triggers: When 4-5 star BUY appears Message: "SMART BEGINNER PRO - BUY SIGNAL!" Action: Check chart, enter if conditions met 2. SELL Signal Triggers: When 4-5 star SELL appears Message: "SMART BEGINNER PRO - SELL SIGNAL!" Action: Check chart, enter if conditions met 3. 5-STAR BUY (Premium Quality) Triggers: Only perfect 5-star BUY setups Message: "PERFECT 5-STAR BUY SIGNAL!" Action: Highest probability - don't miss! 4. 5-STAR SELL (Premium Quality) Triggers: Only perfect 5-star SELL setups Message: "PERFECT 5-STAR SELL SIGNAL!" Action: Highest probability - don't miss! Alert Setup: 1. Click "Create Alert" on indicator 2. Choose "BUY Signal" and "SELL Signal" 3. Set "Once Per Bar Close" 4. Enable notifications to phone/email 5. Never miss a quality setup! 📊 Best Practices Daily Routine: Before Market Open: 1. Check economic calendar 2. Identify trending pairs 3. Set up charts with indicator 4. Enable alerts During Trading: 1. Wait for signal 2. Check star rating (4-5 only) 3. Verify "Safe to Trade" = YES 4. Enter with proper position size 5. Set SL/TP from boxes 6. Walk away (don't watch tick-by-tick) After Trading: 1. Review trades in journal 2. What worked? What didn't? 3. Were they 4-5 star signals? 4. Did you follow rules? 5. Plan improvements Position Sizing: The 1% Rule: Account: $1000 Risk per trade: 1% = $10 If SL is 20 pips away: Position size = $10 / 20 pips = $0.50/pip Simple! Never risk more than you can afford to lose. 🎯 Success Tips From Professional Traders: Tip #1: Quality Over Quantity "Better to take 3 excellent trades per week than 20 mediocre trades per day." → Focus on 5-star signals at first Tip #2: Respect the Stop Loss "The indicator calculated it for a reason. Moving stops = breaking risk management." → Set it and honor it, always Tip #3: Take Partial Profits "Bank some profit at TP1, let the rest run to TP2. This keeps you profitable even if TP2 doesn't hit." → Close 50% at TP1 (yellow box) Tip #4: Trade Best Sessions "London and New York overlap (1-4 PM GMT) is the most liquid time of day." → Watch for green+blue background Tip #5: Keep Learning "Every trade is a lesson. Winners teach confidence, losers teach discipline." → Journal everything, review weekly ⚠️ Important Disclaimers Realistic Expectations: This is NOT: ❌ A get-rich-quick scheme ❌ A 100% win rate system ❌ A replacement for education ❌ A guarantee of profits ❌ Financial advice This IS: ✅ A learning tool ✅ A signal system with good probability ✅ A risk management helper ✅ A starting point for beginners ✅ An educational indicator Trading Risks: ⚠️ All trading involves risk ⚠️ You can lose money ⚠️ Never trade with money you can't afford to lose ⚠️ Start small, grow slowly ⚠️ Past performance ≠ future results ⚠️ Demo trade first! 🎁 Bonus: Beginner's Checklist Before Every Trade: □ Signal appeared (BUY or SELL arrow) □ Star rating is 4 or 5 stars □ Dashboard shows "Safe to Trade: ✅ YES" □ Trend and signal agree (both bullish or bearish) □ Trading during London/NY session □ Stop Loss level identified (red box) □ Take Profit level identified (green box) □ Position size calculated (1% risk max) □ Emotionally ready (not revenge trading) □ Have clear mind (not tired/stressed) If ALL checked → TRADE If ANY missing → SKIP 🎯 Final Words Trading doesn't have to be complicated. Smart Beginner Pro proves that you can: Get professional results as a beginner Learn proper trading techniques Manage risk automatically Understand WHY trades work Build confidence step by step This is your starting point. Add it to your chart. Watch it work. Learn from it. Grow with it. Welcome to professional trading! 🚀 📈 Ready to Start? 1. Click "Add to favorites" 2. Apply to your chart 3. Enable alerts 4. Wait for your first 5-star signal 5. Start your trading journey TODAY! Questions? Comments? Success stories? Share below! 👇 Happy Trading! 🎓📊✨ Disclaimer: This indicator is for educational purposes. Trading involves risk. Always use proper risk management and never trade with money you cannot afford to lose. Past performance does not guarantee future results.
Pine Script® indicator
by ThePipsMaker_
Adaptive Trend & Momentum [ATM] - All-in-One Confirmation Tired of Cluttered Charts and Conflicting Signals? This All-in-One Indicator is Your Solution. The Adaptive Trend & Momentum (ATM) indicator is a powerful, next-generation trading tool designed to eliminate chart clutter and provide clear, high-conviction signals. Instead of using multiple conflicting indicators, the ATM system combines trend, momentum, and volatility into a single, cohesive, and adaptive framework. It automatically adjusts to changing market conditions, giving you a reliable edge in any environment. This is not just another moving average crossover. It is a complete trading system that helps you identify the trend, confirm its strength, and time your entries with precision. Key Features • Adaptive Moving Average (AMA): The core of the system. The AMA automatically adjusts its length based on market volatility (using the Average True Range). It becomes faster and more responsive in volatile markets to catch moves early, and smoother in calm markets to avoid noise and false signals. • Dynamic Volatility Bands: These bands expand and contract based on market volatility, providing a dynamic map of support and resistance. They are crucial for identifying pullback opportunities and setting effective stop-loss levels. • Integrated Momentum Oscillator: A smoothed RSI-based oscillator that runs in a separate pane. It is designed to confirm the signals from the main chart. The oscillator and its histogram are color-coded to show whether bullish or bearish momentum is in control, giving you an instant read on market strength. • Clear Consensus Signals: The ATM indicator provides four distinct, easy-to-read signals directly on your chart: • STRONG BUY: The highest-conviction signal, appearing when the trend is bullish, momentum is bullish, and the price has pulled back to a strategic entry zone near the AMA. • BUY: A standard confirmation signal when both trend and momentum are aligned to the upside. • STRONG SELL: The highest-conviction short signal, appearing when the trend is bearish, momentum is bearish, and the price has rallied to a strategic entry zone. • SELL: A standard confirmation signal when both trend and momentum are aligned to the downside. • Real-Time Dashboard: A convenient on-chart table that provides a complete overview of the market at a glance. It shows the current adaptive length, trend direction, momentum status, consensus signal, and volatility percentage, so you always know what the indicator is thinking. How It Works: The Adaptive Engine The magic of the ATM indicator lies in its adaptive engine. Traditional moving averages use a fixed length (e.g., 50-period MA), which can be too slow in a fast market or too sensitive in a choppy one. The ATM’s Adaptive Moving Average solves this by dynamically adjusting its calculation period in real-time: When volatility increases, the AMA shortens its length to react more quickly to price changes. When volatility decreases, it lengthens its period to smooth out noise and prevent false signals. This adaptive nature ensures that the indicator remains relevant and effective across different assets and timeframes, from scalping to swing trading. How to Use This Indicator: A Simple Trading Strategy The ATM indicator is designed for clarity and ease of use. Here is a basic framework for trading with it: For Long (Buy) Positions: 1. Identify the Trend: Wait for the Adaptive Moving Average (AMA) line to turn green, indicating a confirmed uptrend. 2. Confirm with Momentum: Check that the momentum oscillator is above 50 and preferably rising, confirming bullish strength. 3. Find Your Entry: The best entry is a "STRONG BUY" signal. This tells you that the price has pulled back to a value area within the uptrend, offering a high-probability entry. A standard "BUY" signal can also be used, but the conviction is higher on "STRONG" signals. 4. Set Your Stop-Loss: A logical place for a stop-loss is just below the lower volatility band. 5. Take Profit: Consider taking profits when an opposing "SELL" or "STRONG SELL" signal appears, or when the price reaches a key resistance level. For Short (Sell) Positions: 1. Identify the Trend: Wait for the Adaptive Moving Average (AMA) line to turn red, indicating a confirmed downtrend. 2. Confirm with Momentum: Check that the momentum oscillator is below 50 and preferably falling, confirming bearish strength. 3. Find Your Entry: The best entry is a "STRONG SELL" signal. This indicates the price has rallied to a resistance area within the downtrend, offering a prime shorting opportunity. A standard "SELL" signal can also be used. 4. Set Your Stop-Loss: A logical place for a stop-loss is just above the upper volatility band. 5. Take Profit: Consider taking profits when an opposing "BUY" or "STRONG BUY" signal appears, or when the price reaches a key support level. Customization and Settings The indicator is fully customizable to fit your trading style and the asset you are trading. You can adjust: • AMA Settings: Control the base length and the volatility multiplier to make the indicator more or less sensitive. • Momentum Settings: Adjust the RSI length and smoothing for the oscillator. • Volatility Bands: Change the multiplier to widen or narrow the bands. • Visuals: Toggle signals, labels, and the dashboard on or off, and customize all colors to your preference. Summary The Adaptive Trend & Momentum (ATM) indicator is more than just a tool; it is a complete system for making more confident trading decisions. By adapting to the market and combining trend, momentum, and volatility, it provides a clear, uncluttered, and powerful view of price action. Add it to your chart today and experience the clarity of adaptive trading! Disclaimer: This indicator is a tool for technical analysis and should not be considered financial advice. Trading involves risk, and you should always use proper risk management. Past performance is not indicative of future results. Practice on a demo account before trading with real capital. Keywords: Adaptive, Moving Average, Trend, Momentum, Volatility, RSI, Bands, Signal, Confirmation, All-in-One, System, Strategy, ATR, Volatility, Dashboard, Alert
Pine Script® indicator
by raniaesmael4
Bifurcation Point Adaptive (Auto Oscillator ML)Bifurcation Point Adaptive - Auto Oscillator ML Overview Bifurcation Point Adaptive (🧬 BPA-ML) represents a paradigm shift in divergence-based trading systems. Rather than relying on static oscillator settings that quickly become obsolete as market dynamics shift, BPA-ML employs multi-armed bandit machine learning algorithms to continuously discover and adapt to the optimal oscillator configuration for your specific instrument and timeframe. This self-learning core is enhanced by a Cognitive Analytical Engine (CAE) that provides market-state intelligence, filtering out low-probability setups before they reach your chart. The result is a system that doesn't just detect divergences - it understands context, learns from outcomes, and evolves with the market. What Sets This Apart: Technical Comparison The TradingView community has many excellent divergence indicators and several claiming "machine learning" capabilities. However, a detailed technical analysis reveals that BPA-ML operates at a fundamentally different level of sophistication. Machine Learning: Real vs Marketing Most indicators labeled "ML" or "AI" on TradingView use one of three approaches: K-Nearest Neighbors (KNN): These indicators find similar historical patterns and assume current price will behave similarly. This is pattern matching, not learning. The system doesn't improve over time or adapt based on outcomes - it simply searches historical data for matches. Clustering (K-Means): These indicators group volatility or market states into categories (high/medium/low). This is statistical classification, not machine learning. The clusters are recalculated but don't learn which classifications produce better results. Gaussian Process Regression (GPR): These indicators use kernel weighting to create responsive moving averages. This is advanced curve fitting, not learning. The system doesn't evaluate outcomes or adjust strategy. BPA-ML's Approach: True Reinforcement Learning BPA-ML implements multi-armed bandit algorithms - a proven reinforcement learning technique used in clinical trials, A/B testing, and recommendation systems. This is fundamentally different: Exploration vs Exploitation: The system actively balances trying new configurations (exploration) against using proven winners (exploitation). KNN and clustering don't do this - they simply process current data against historical patterns. Reward-Based Learning: Every configuration is scored based on actual forward returns, normalized by volatility and clipped to prevent outlier dominance. The system receives a bonus when signals prove profitable. This creates a feedback loop where the indicator literally learns what works for your specific instrument and timeframe. Four Proven Algorithms: UCB1 (Upper Confidence Bound), Thompson Sampling (Bayesian), Epsilon-Greedy, and Gradient-based learning. Each has different exploration characteristics backed by peer-reviewed research. You're not getting marketing buzzwords - you're getting battle-tested algorithms from academic computer science. Continuous Adaptation: The learning never stops. As market microstructure evolves, the bandit discovers new optimal configurations. Other "adaptive" indicators recalculate but don't improve - they use the same logic on new data. BPA-ML fundamentally changes which logic it uses based on what's working. The Configuration Grid: 40 Arms vs Fixed Settings Traditional divergence indicators use a single oscillator with fixed parameters - typically RSI with length 14. More advanced systems might let you choose between RSI, Stochastic, or CCI, but you're still picking one manually. BPA-ML maintains a grid of 40 candidate configurations: - 5 oscillator families (RSI, Stochastic, CCI, MFI, Williams %R) - 4 length parameters (short, medium, medium-long, long) - 2 smoothing settings (fast, slow) The bandit evaluates all 40 continuously and automatically selects the optimal one. When market microstructure changes - say, from trending crypto to ranging forex - the system discovers this and switches configurations without your intervention. Why This Matters: Markets exhibit different characteristics. Bitcoin on 5-minute charts might favor fast Stochastic (high sensitivity to quick moves), while EUR/USD on 4-hour charts might favor smoothed RSI (filtering noise in steady trends). Manual optimization is guesswork. The bandit discovers these nuances mathematically. Cognitive Analytical Engine: Beyond Simple Filters Many divergence indicators include basic filters - perhaps checking if RSI is overbought/oversold or if volume increased. These are single-metric gates that treat all market states the same. BPA-ML's CAE synthesizes five intelligence layers into a comprehensive market-state assessment: Trend Conviction Score (TCS): Combines ADX normalization, multi-timeframe EMA alignment, and structural persistence. This isn't just "is ADX above 25?" - it's a weighted composite that captures trending vs ranging regimes with nuance. The threshold itself is adaptive via mini-bandit if enabled. Directional Momentum Alignment (DMA): ATR-normalized EMA spread creates a regime-aware momentum indicator. The same price move reads differently in high vs low volatility environments. Most indicators ignore this context. Exhaustion Modeling: Aggregates volume spikes, pin bar formations, extended runs without pullback, and extreme oscillator readings into a unified probability of climax. This multi-factor approach catches exhaustion signals that single metrics miss. High exhaustion can override trend filters - allowing reversal trades at genuine turning points that basic filters would block. Adversarial Validation: Before approving a bullish signal, the engine quantifies both the bull case AND the bear case. If the opposing case dominates by a threshold, the signal is blocked. This is game-theory applied to trading - most indicators don't check if you're fighting obvious strength in the opposite direction. Confidence Scoring: Every signal receives a 0-1 quality score blending all CAE components plus divergence strength. You can size positions by confidence - a concept absent in most divergence indicators that treat all signals identically. Adaptive Parameters: Mini-Bandits Even the filtering thresholds themselves learn. Most indicators have you set pivot lookback periods, minimum divergence strength, and trend filter strictness manually. These are instrument-specific - what works for one asset fails on another. BPA-ML's mini-bandits optimize: - Pivot lookback strictness (balance between catching small structures vs requiring major swings) - Minimum slope change threshold (filter weak divergences vs allow early entries) - TCS threshold for trend filtering (how strict counter-trend blocking should be) These learn the same way the oscillator bandit does - via reward scoring and outcome evaluation. The entire system personalizes to your trading context. Visual Intelligence: Five Presentation Modes Most indicators offer basic customization - perhaps choosing colors or line thickness. BPA-ML includes five distinct visual modes, each designed for specific use cases: Quantum Mode: Renders signals as probability clouds where opacity encodes confidence. High-confidence signals are bold and opaque; low-confidence signals are faint and translucent. This visually guides position sizing in a way that static markers cannot. No other divergence indicator I've found uses confidence-based visual encoding. Holographic Mode: Multi-layer gradient bands create depth perception showing signal quality zones. Excellent for teaching and presentations. Cyberpunk Mode: Neon centerlines with particle glow trails. High-contrast for immersive dark-theme trading. Standard Mode: Professional dashed lines and zones. Clean, presentation-ready. Minimal Mode: Maximum performance for backtesting and low-powered devices. The visual system isn't cosmetic - it's part of the decision support infrastructure. Dashboard: Real-Time Intelligence Many indicators include dashboards showing current indicator values or basic statistics. BPA-ML's dashboard is a comprehensive control center: Oscillator Section: Shows which configuration is currently selected, why it's selected (pull statistics, reward scores), and learning progression (warmup, learning, active). CAE Section: Real-time TCS, DMA, Exhaustion, Adversarial cases, and Confidence scores with visual indicators (emoji-coded states, bar graphs, trend arrows). Bandit Performance: Algorithm selection, mode (Switch vs Blend), arm distribution, differentiation metrics, learning diagnostics. State Metrics Grid (Large mode): Normalized readings for trend alignment, momentum, volatility, volume flow, Bollinger position, ROC, directional movement, oscillator bias - all synthesized into a composite market state. This level of transparency is rare. Most "black box" indicators hide their decision logic. BPA-ML shows you exactly why it's making decisions in real-time, enabling informed discretionary overrides. Repainting: Complete Transparency Many divergence indicators don't clearly disclose repainting behavior. BPA-ML offers three explicit timing modes: Realtime: Shows developing signals on current bar. Repaints by design - this is a preview mode for learning, not for trading. Confirmed: Signals lock at bar close. Zero repainting. Recommended for live trading. Pivot Validated: Waits for full pivot confirmation (5+ bar delay). Highest purity, zero repainting, ideal for backtesting divergence quality. You choose the mode based on your priority - speed vs certainty. The transparency empowers rather than obscures. Educational Value: Learning Platform Most indicators are tools - you use them, but you don't learn from them. BPA-ML is designed as a learning platform: Advisory Mode: Signals always appear, but blocked signals receive warning annotations explaining why CAE would have filtered them. You see the decision logic in action without missing learning opportunities. Dashboard Transparency: Real-time display of all metrics shows exactly how market state influences decisions. Comprehensive Documentation: In-indicator tooltips, extensive publishing statement, and user guides explain not just what to click, but why the algorithms work and how to apply them strategically. Algorithm Comparisons: By trying different bandit algorithms (UCB1 vs Thompson vs Epsilon vs Gradient), you learn the differences between exploration strategies - knowledge applicable beyond trading. This isn't just a signal generator - it's an educational tool that teaches machine learning concepts, market intelligence interpretation, and systematic decision-making. What This System Is NOT To be completely transparent about positioning: Not a Prediction System: BPA-ML doesn't predict future prices. It identifies structural divergences, assesses current market state, and learns which oscillator configurations historically correlated with better forward returns. The learning is retrospective optimization, not fortune telling. Not Fully Automated: This is a decision support tool, not a push-button profit machine. You still need to execute trades, manage risk, and apply discretionary judgment. The confidence scores guide position sizing, but you determine final risk allocation. Not Beginner-Friendly: The sophistication comes with complexity. This system requires understanding of divergence trading, basic machine learning concepts, and market state interpretation. It's designed for intermediate to advanced traders willing to invest time in learning the system. Not Magic: Even with optimal configurations and intelligent filtering, markets are probabilistic. Losing trades are inevitable. The system improves your probability distribution - it doesn't eliminate risk or guarantee profits. The Fundamental Difference Here's the core distinction: Traditional Divergence Indicators: Detect patterns and hope they work. "ML" Indicators (KNN/Clustering): Detect patterns and compare to historical similarities. BPA-ML: Detects patterns, evaluates outcomes, learns which detection methods work best for this specific context, understands market state before suggesting trades, and continuously improves without manual intervention. The difference isn't incremental - it's architectural. This is trading system infrastructure with embedded intelligence, not just a pattern detector with filters. Who This Is For BPA-ML is ideal for traders who: - Value systematic approaches over discretionary guessing - Appreciate transparency in decision logic - Are willing to let systems learn over 200+ bars before judging performance - Trade liquid instruments on 5-minute to daily timeframes - Want to learn machine learning concepts through practical application - Seek professional-grade tools without institutional price tags It's not ideal for: - Absolute beginners needing simple plug-and-play systems - 1-minute scalpers (noise dominates at very low timeframes) - Traders of illiquid instruments (insufficient data for learning) - Those seeking magic solutions without understanding methodology - Impatient optimizers wanting instant perfection What Makes This Original The innovation in BPA-ML lies in three interconnected breakthroughs that work synergistically: 1. Multi-Armed Bandit Oscillator Selection Traditional divergence indicators require manual optimization - you choose RSI with a length of 14, or Stochastic with specific settings, and hope they work. BPA-ML eliminates this guesswork through machine learning. The system maintains a grid of 40 candidate oscillator configurations spanning five oscillator families (RSI, Stochastic, CCI, MFI, Williams %R), four length parameters, and two smoothing settings. Using proven bandit algorithms (UCB1, Thompson Sampling, Epsilon-Greedy, or Gradient-based learning), the system continuously evaluates which configuration produces the best forward returns and automatically switches to the winning arm. This isn't random testing - it's intelligent exploration with exploitation, balancing the discovery of new opportunities against leveraging proven configurations. 2. Cognitive Analytical Engine (CAE) Divergences occur constantly, but most fail. The CAE solves this by computing a comprehensive market intelligence layer: Trend Conviction Score (TCS): Synthesizes ADX normalization, multi-timeframe EMA alignment, and structural persistence into a single 0-1 metric that quantifies how strongly the market is trending. When TCS exceeds your threshold, the system knows to avoid counter-trend trades unless other factors override. Directional Momentum Alignment (DMA): Measures the spread between fast and slow EMAs, normalized by ATR. This creates a regime-aware momentum indicator that adjusts its interpretation based on current volatility. Exhaustion Modeling: Aggregates volume spikes, pin bar formations, extended runs above/below EMAs, and extreme RSI readings into a probability that the current move is reaching climax. High exhaustion can override trend filters, allowing reversal trades at genuine turning points. Adversarial Validation: Before approving a bullish signal, the engine quantifies both the bull case (proximity to support EMAs, oversold conditions, volume confirmation) and the bear case (distance to resistance, overbought conditions). If the opposing case dominates by your threshold, the signal is blocked or flagged with a warning. Confidence Scoring: Every signal receives a 0-1 confidence score blending TCS, momentum magnitude, pullback quality, market state metrics, divergence strength, and adversarial advantage. You can gate signals on minimum confidence, ensuring only high-probability setups reach your attention. 3. Adaptive Parameter Mini-Bandits Beyond the oscillator itself, BPA-ML uses additional bandit systems to optimize: - Pivot lookback strictness - Minimum slope change threshold - TCS threshold for trend filtering These parameters are often instrument-specific. The adaptive bandits learn these nuances automatically. Why These Components Work Together Each layer serves a specific purpose in the signal generation hierarchy: Layer 1 - Oscillator Selection: The bandit ensures you're always using the oscillator configuration best suited to current market microstructure. Layer 2 - Divergence Detection: With the optimal oscillator selected, the engine scans for structural divergences using confirmed pivots. Layer 3 - CAE Filtering: Raw divergences are validated against market intelligence. Layer 4 - Spacing & Timing: Quality signals need proper spacing to avoid over-trading. This isn't a random collection of indicators. It's a decision pipeline where each stage refines signal quality, and the machine learning ensures the entire system stays calibrated to your specific trading context. Core Components - Deep Dive Divergence Engine The foundation is a dual-mode divergence detector: Regular Divergence: Price makes a higher high while oscillator makes a lower high (bearish), or price makes a lower low while oscillator makes a higher low (bullish). These signal potential reversals. Hidden Divergence: Price makes a lower high while oscillator makes a higher high (bullish continuation), or price makes a higher low while oscillator makes a lower low (bearish continuation). These signal trend strength. Pivots are confirmed using symmetric lookback periods. Divergence strength is quantified via slope separation between price and oscillator. Signal Timing Modes Realtime (live preview): Shows potential signals on current bar. Repaints by design. Use for learning only. Confirmed (1-bar delay): Signals lock at bar close. No repainting. Recommended for live trading. Pivot Validated: Waits for full pivot confirmation (5+ bar delay). Highest purity, best for backtesting. Multi-Armed Bandit Algorithms UCB1: Optimism under uncertainty. Excellent balance for most use cases. Thompson Sampling: Bayesian approach with smooth exploration. Great for long-term adaptation. Epsilon-Greedy: Simple exploitation with random exploration. Easy to understand. Gradient-based: Lightweight weight adjustment based on rewards. Fast and efficient. Bandit Operating Modes Switch Mode: Uses top-ranked arm directly. Maximum amplitude, crisp signals. Blend Mode: Softmax mixture with dominant-arm preservation. Ensemble stability while maintaining amplitude for overbought/oversold crossings. How to Use This Indicator Initial Setup 1. Apply BPA-ML to your chart 2. Select visual mode (Minimal/Standard/Holographic/Cyberpunk/Quantum) 3. Choose signal timing - "Confirmed (1-bar delay)" for live trading 4. Set Oscillator Type to "Auto (ML)" and enable it 5. Select bandit algorithm - UCB1 recommended 6. Choose Blend mode with temperature 0.4-0.5 CAE Configuration Start with "Advisory" mode to learn the system. Signals appear with warnings if CAE would have blocked them. Switch to "Filtering" mode when comfortable - CAE actively blocks low-quality signals. Enable the three primary filters: - Strong Trend Filter - Adversarial Validation - Confidence Gating Parameter Guidance by Trading Style Scalping (1-5 minute charts): - Algorithm: Thompson or UCB1 - Mode: Blend (temp 0.3-0.4) - Horizon: 8-12 bars - Min Confidence: 0.30-0.40 - TCS Threshold: 0.70-0.80 - Spacing: 8-12 any, 16-24 same-side Day Trading (15min-1H charts): - Algorithm: UCB1 - Mode: Blend (temp 0.4-0.6) - Horizon: 12-24 bars - Min Confidence: 0.35-0.45 - TCS Threshold: 0.80-0.85 - Spacing: 12-20 any, 20-30 same-side Swing Trading (4H-Daily charts): - Algorithm: UCB1 or Thompson - Mode: Blend (temp 0.6-1.0) or Switch - Horizon: 20-40 bars - Min Confidence: 0.40-0.55 - TCS Threshold: 0.85-0.95 - Spacing: 20-40 any, 30-60 same-side Signal Interpretation Bullish Signals: Green markers below price. Enter long when detected. Bearish Signals: Red markers above price. Enter short when detected. Blocked Signals: Orange X markers show filtered signals (Advisory mode). Confidence Rings: Single ring at 50%+ confidence, double at 70%+. Use for position sizing. Dashboard Metrics Oscillator Section: Shows active type, value, state, and parameters. Cognitive Engine: - TCS: 0.80+ indicates strong trend - DMA: Momentum direction and strength - Exhaustion: 0.75+ warns of reversal - Bull/Bear Case: Adversarial scoring - Differential: Net directional advantage Bandit Performance: Shows algorithm, mode, selected configuration, and learning diagnostics. Visual Zones - Bullish Zone: Blue/cyan tint - favorable for longs - Bearish Zone: Red/magenta tint - favorable for shorts - Exhaustion Zone: Yellow warning - reduce sizing Visual Mode Selection Minimal: Clean triangles, maximum performance Standard: Dashed lines with zones, professional presentation Holographic: Gradient bands, excellent for teaching Cyberpunk: Neon glow trails, high contrast Quantum: Probability cloud with confidence-based opacity Calculation Methodology Oscillator Computation For each bandit arm: calculate base oscillator, apply smoothing, normalize to 0-100. Switch mode: use top arm directly. Blend mode: softmax mixture blended with dominant arm (70/30) to preserve amplitude. Divergence Detection 1. Identify price and oscillator pivots using symmetric periods 2. Store recent pivots with bar indices 3. Scan for slope disagreements within lookback range 4. Require minimum slope separation 5. Classify as regular or hidden divergence 6. Compute strength score CAE Metrics TCS: 0.35×ADX + 0.35×structural + 0.30×alignment DMA: (EMA21 - EMA55) / ATR14 Exhaustion: Aggregates volume, divergence, RSI extremes, pins, extended runs Confidence: 0.30×TCS + 0.25×|DMA| + 0.20×pullback + 0.15×state + 0.10×divergence + adversarial Bandit Rewards Every horizon period: compute log return normalized by ATR, clip to ±0.5, bonus if signal was positive. Update arm statistics per algorithm. Ideal Market Conditions Best Performance: - Liquid instruments with clear structure - Trending markets with consolidations - 5-minute to daily timeframes - Consistent volume and participation Learning Requirements: - Minimum 200 bars for warmup - Ideally 500-1000 bars for full confidence - Performance improves as bandit accumulates data Challenging Conditions: - Extremely low liquidity - Very low timeframes (1-minute or below) - Extended sideways consolidation - Fundamentally-driven gap markets Dashboard Interpretation Guide TCS: - 0.00-0.50: Weak trend, reversals viable - 0.50-0.75: Moderate trend, mixed approach - 0.75-0.85: Strong trend, favor continuation - 0.85-1.00: Very strong trend, counter-trend high risk DMA: - -2.0 to -1.0: Strong bearish - -0.5 to 0.5: Neutral - 1.0 to 2.0: Strong bullish Exhaustion: - 0.00-0.50: Fresh move - 0.50-0.75: Mature, watch for reversals - 0.75-0.85: High exhaustion - 0.85-1.00: Critical, reversal imminent Confidence: - 0.00-0.30: Low quality - 0.30-0.50: Moderate quality - 0.50-0.70: High quality - 0.70-1.00: Premium quality Common Questions Why no signals? - Blend mode: lower temperature to 0.3-0.5 - Loosen OB/OS to 65/35 - Lower min confidence to 0.35 - Reduce spacing requirements - Use Confirmed instead of Pivot Validated Why frequent oscillator switching? - Normal during warmup (first 200+ bars) - After warmup: may indicate regime shifting market - Lower temperature in Blend mode - Reduce learning rate or epsilon Blend vs Switch? Use Switch for backtesting and maximum exploitation. Use Blend for live trading with temperature 0.3-0.5 for stability. Recalibration frequency? Never needed. System continuously adapts via bandit learning and weight decay. Risk Management Integration Position Sizing: - 0.30-0.50 confidence: 0.5-1.0% risk - 0.50-0.70 confidence: 1.0-1.5% risk - 0.70+ confidence: 1.5-2.0% risk (maximum) Stop Placement: - Reversals: beyond divergence pivot plus 1.0-1.5×ATR - Continuations: beyond recent swing opposite direction Targets: - Primary: 2-3×ATR from entry - Scale at interim levels - Trail after 1.5×ATR in profit Important Disclaimers BPA-ML is an advanced technical analysis tool for identifying high-probability divergence patterns and assessing market state. It is not a complete trading system. Machine learning components adapt to historical patterns, which does not guarantee future performance. Proper risk management, position sizing, and additional confirmation methods are essential. No indicator eliminates losing trades. Backtesting results may differ from live performance due to execution factors and dynamic bandit learning. Always validate on demo before committing real capital. CAE filtering reduces but does not eliminate false signals. Market conditions change rapidly. Use appropriate stops and never risk excessive capital on any single trade. — Dskyz, Trade with insight. Trade with anticipation.
Pine Script® indicator
by DskyzInvestments
2
Risk & Position DashboardRisk & Position Dashboard Overview The Risk & Position Dashboard is a comprehensive trading tool designed to help traders calculate optimal position sizes, manage risk, and visualize potential profit/loss scenarios before entering trades. This indicator provides real-time calculations for position sizing based on account size, risk percentage, and stop-loss levels, while displaying multiple take-profit targets with customizable risk-reward ratios. Key Features Position Sizing & Risk Management: Automatic position size calculation based on account size and risk percentage Support for leveraged trading with maximum leverage limits Fractional shares support for brokers that allow partial share trading Real-time fee calculation including entry, stop-loss, and take-profit fees Break-even price calculation including trading fees Multi-Target Profit Management: Support for up to 3 take-profit levels with individual portion allocations Customizable risk-reward ratios for each take-profit target Visual profit/loss zones displayed as colored boxes on the chart Individual profit calculations for each take-profit level Visual Dashboard: Clean, customizable table display showing all key metrics Configurable label positioning and styling options Real-time tracking of whether stop-loss or take-profit levels have been reached Color-coded visual zones for easy identification of risk and reward areas Advanced Configuration: Comprehensive input validation and error handling Support for different chart timeframes and symbols Customizable colors, fonts, and display options Hide/show individual data fields for personalized dashboard views How to Use Set Account Parameters: Configure your account size, maximum risk percentage per trade, and trading fees in the "Account Settings" section. Define Trade Setup: Use the "Entry" time picker to select your entry point on the chart, then input your entry price and stop-loss level. Configure Take Profits: Set your desired risk-reward ratios and portion allocations for each take-profit level. The script supports 1-3 take-profit targets. Analyze Results: The dashboard will automatically calculate and display position size, number of shares, potential profits/losses, fees, and break-even levels. Visual Confirmation: Colored boxes on the chart show profit zones (green) and loss zones (red), with lines extending to current price levels. Reset Entry and SL: You can easily reset the entry and stop-loss by clicking the "Reset points..." button from the script's "More" menu. This is useful if you want to quickly clear your current trade setup and start fresh without manually adjusting the points on the chart. Calculations The script performs sophisticated calculations including: Position size based on risk amount and price difference between entry and stop-loss Leverage requirements and position amount calculations Fee-adjusted risk-reward ratios for realistic profit expectations Break-even price including all trading costs Individual profit calculations for partial position closures Detailed Take-Profit Calculation Formula: The take-profit prices are calculated using the following mathematical formula: // Core variables: // risk_amount = account_size * (risk_percentage / 100) // total_risk_per_share = |entry_price - sl_price| + (entry_price * fee%) + (sl_price * fee%) // shares = risk_amount / total_risk_per_share // direction_factor = 1 for long positions, -1 for short positions // Take-profit calculation: net_win = total_risk_per_share * shares * RR_ratio tp_price = (net_win + (direction_factor * entry_price * shares) + (entry_price * fee% * shares)) / (direction_factor * shares - fee% * shares) Step-by-step example for a long position (based on screenshot): Account Size: 2,000 USDT, Risk: 2% = 40 USDT Entry: 102,062.9 USDT, Stop Loss: 102,178.4 USDT, Fee: 0.06% Risk per share: |102,062.9 - 102,178.4| + (102,062.9 × 0.0006) + (102,178.4 × 0.0006) = 115.5 + 61.24 + 61.31 = 238.05 USDT Shares: 40 ÷ 238.05 = 0.168 shares (rounded to 0.17 in display) Position Size: 0.17 × 102,062.9 = 17,350.69 USDT Position Amount (with 9x leverage): 17,350.69 ÷ 9 = 1,927.85 USDT For 2:1 RR: Net win = 238.05 × 0.17 × 2 = 80.94 USDT TP1 price = (80.94 + (1 × 102,062.9 × 0.17) + (102,062.9 × 0.0006 × 0.17)) ÷ (1 × 0.17 - 0.0006 × 0.17) = 101,464.7 USDT For 3:1 RR: TP2 price = 101,226.7 USDT (following same formula with RR=3) This ensures that after accounting for all fees, the actual risk-reward ratio matches the specified target ratio. Risk Management Features Maximum Trade Amount: Optional setting to limit position size regardless of account size Leverage Limits: Built-in maximum leverage protection Fee Integration: All calculations include realistic trading fees for accurate expectations Validation: Automatic checking that take-profit portions sum to 100% Historical Tracking: Visual indication when stop-loss or take-profit levels are reached (within last 5000 bars) Understanding Max Trade Amount - Multiple Simultaneous Trades: The "Max Trade Amount" feature is designed for traders who want to open multiple positions simultaneously while maintaining proper risk management. Here's how it works: Key Concept: - Risk percentage (2%) always applies to your full Account Size - Max Trade Amount limits the capital allocated per individual trade - This allows multiple trades with full risk on each trade Example from Screenshot: Account Size: 2,000 USDT Max Trade Amount: 500 USDT Risk per Trade: 2% × 2,000 = 40 USDT per trade Stop Loss Distance: 0.11% from entry Result: Position Size = 17,350.69 USDT with 35x leverage Total Risk (including fees): 40.46 USDT Multiple Trades Strategy: With this setup, you can open: Trade 1: 40 USDT risk, 495.73 USDT position amount (35x leverage) Trade 2: 40 USDT risk, 495.73 USDT position amount (35x leverage) Trade 3: 40 USDT risk, 495.73 USDT position amount (35x leverage) Trade 4: 40 USDT risk, 495.73 USDT position amount (35x leverage) Total Portfolio Exposure: - 4 simultaneous trades = 4 × 495.73 = 1,982.92 USDT position amount - Total risk exposure = 4 × 40 = 160 USDT (8% of account)
Pine Script® indicator
by HllN
Lot Size Calculator for FX(JPY Base)-By Jason v1.1 ロッド自動計算ツール🧭概要 このインジケーターは、日本円口座で取引するFXトレーダー専用に設計されたロットサイズ自動計算ツールです。 クロス円だけでなく、ドルストレート通貨ペア（EURUSD・GBPUSD・など）も自動換算に対応。 リアルなJPY換算ベースで、リスクとロットを正確に可視化します。 🎯 主な特徴 ✅ JPY自動換算対応 ドルストレート・クロス円ペアを問わず、リアルタイムでJPYベースに換算。 ✅ リスク/リワード自動計算 口座残高・ストップロス・リスク割合・固定損失額からロットサイズを即時算出。 ✅ 証拠金維持率 / 実効レバレッジ表示 過剰エントリーを防ぎ、リスクを数値で管理。 ✅ パネル表示を自由カスタマイズ * 表示項目を個別にON/OFF可能 * 項目名（ラベル）を自分の言葉に変更可能 * パネル位置・文字サイズ・色・背景も自由設定 ✅ 日本口座仕様に最適化 DMM、GMO、外為どっとコムなどJPY建て口座での取引計算に完全対応。 💡 推奨リスク管理ルール（プロトレーダー実践例） プロ仕様のトレードは、「勝つこと」より「失わないこと」を最優先に行われます。 安定して利益を積み上げるトレーダーは、常に明確なリスク基準をもって行動します。 以下は、その代表的なリスク管理ルールです。 📉 連敗時のリスクコントロール（防御モード） * 1トレードあたり口座残高の1%以下に抑える * 連続2～3敗でリスクを半分（例：1%→0.5%）に下げる * 1日の最大損失率を 3〜5%以内に制限（到達したらその日は終了） * 「メンタルドローダウン」を避けるために連敗日翌日は休むことも多い 📘 目的：生き残ること。資金を守ることが最大の攻撃。 📈 連勝時のリスクコントロール（拡張モード） * 2連勝以上の場合、**リスクを段階的に拡大（例：1%→1.5%）** * ただし、最大でも3%以内 * リワードが積み上がっている時にのみ増加させる（利益分をリスクに再投資） 📘 目的：勝っている時にリスクを“複利的”に活かすが、ルール内にとどめる。 🧠 デイリーマネジメントルール（プロ基準） 1トレードリスク ： 1〜2%以内 1日最大損失 ：3〜5%以内 1週間最大損失 ： 10%以内 リスクリワード比 ：最低 1 : 2（理想は 1 : 3 以上） 勝率の目安 ： 40〜50%でもRR管理で黒字維持可能 ⚙️ このツールを使う理由 このロット計算機を使えば、 「感覚的なロット設定」から「数値的なリスク管理」へ進化できます。 ✅ 過剰ロット防止 ✅ 損失率の明確化 ✅ 勝ち負けのバランス最適化 ✅ 冷静なトレード継続が可能に 🧩 使い方 1️⃣ チャートにインジケーターを追加 2️⃣ 「口座残高」「リスク割合」「ストップロス(pips)」を設定 3️⃣ 「ロットサイズ」欄の数値が、**最適ロットサイズ** 4️⃣ リスク指標（証拠金維持率・実効レバレッジ）をチェック ⚠️ 免責事項 このインジケーターは教育目的の補助ツールです。 最終的な売買判断はご自身の責任で行ってください。 --- 🧾 クレジット Developed for Japanese Traders 🇯🇵 Optimized for FX Based Risk Control Created by 💬 まとめ 資金を守ることは「守り」ではなく、次のチャンスに立ち続けるための最強の戦略です。 リスクを管理できる者だけが、長期的に勝ち続けることができます。 🧩 今後について このインジケーターは、今後も使いやすさと精度を追求しながら改善を続けていきます。 もちろんです。以下は、あなたの日本語説明文を**自然でプロフェッショナルな英語**に翻訳したものです。 TradingViewのインジケーター説明欄にそのまま使えるトーン（ややフォーマル＋分かりやすい）で整えています👇 --- 🧭 Overview This indicator is a **lot size auto-calculator** designed specifically for **FX traders using Japanese Yen (JPY) accounts**. It automatically converts values not only for JPY crosses but also for **USD-based pairs (e.g., EURUSD, GBPUSD, etc.)**, providing precise **risk and lot visualization in real JPY terms**. 🎯 Key Features ✅ **Automatic JPY Conversion** Real-time JPY-based conversion for both USD and JPY pairs. ✅ **Risk / Reward Auto Calculation** Instantly calculates the optimal lot size based on account balance, stop loss, and defined risk percentage or fixed loss. ✅ **Margin Maintenance Rate / Effective Leverage Display** Prevents over-leveraging and allows you to monitor your risk numerically. ✅ **Fully Customizable Panel Display** * Enable or disable each display item individually * Rename labels freely to your preferred wording * Adjust panel position, font size, colors, and background ✅ **Optimized for Japanese Brokerage Accounts** Fully compatible with major JPY-based brokers such as **DMM, GMO, and Gaitame.com**. 💡 Recommended Risk Management Rules (Professional Trader Practices) Professional trading prioritizes **“not losing” over “winning.”** Consistent traders operate with a clear and disciplined risk framework. Here are the most common examples of professional risk management rules: 📉 Loss Streak Risk Control (Defensive Mode) * Keep risk per trade below **1% of account balance** * After **2–3 consecutive losses**, reduce risk by half (e.g., 1% → 0.5%) * Limit daily loss to **3–5%** — stop trading once reached * Take a break after a losing streak to avoid **mental drawdown** 📘 **Objective:** Survival first. Protecting capital is the strongest form of offense. 📈 Win Streak Risk Control (Expansion Mode) * After 2 consecutive wins, **gradually increase risk (e.g., 1% → 1.5%)** * Never exceed **3% total risk per trade** * Only scale up when trading with accumulated profit — reinvest from gains, not from capital 📘 **Objective:** Use profits to grow risk *compoundedly*, but always within defined limits. 🧠 Daily Risk Management (Professional Standards) Risk per trade : 1–2% of account balance Max daily loss : 3–5% Max weekly loss :10% Minimum R:R ratio : 1 : 2 (Ideal: 1 : 3 or higher) Profitability baseline : 40–50% win rate can still stay profitable with proper R:R control ⚙️ Why Use This Tool? This calculator helps you shift from **“emotional lot sizing” to “numerical risk control.”** ✅ Prevents over-lotting ✅ Clarifies risk exposure ✅ Balances wins and losses ✅ Enables calm, consistent execution 🧩 How to Use 1️⃣ Add the indicator to your chart 2️⃣ Set your **account balance**, **risk percentage**, and **stop loss (pips)** 3️⃣ The **“Lot Size”** value automatically displays the optimal lot size 4️⃣ Check risk indicators such as **Margin Maintenance** and **Effective Leverage** ⚠️ Disclaimer This indicator is a **support tool for educational purposes only**. All final trading decisions are the sole responsibility of the user. 🧾 Credits Developed for **Japanese Traders 🇯🇵** Optimized for **FX-Based Risk Control** Created by ** ** 💬 Summary Protecting your capital isn’t a defensive move — it’s the **strongest strategy to stay in the game and seize the next opportunity**. Only those who manage risk properly can sustain consistent long-term success. 🧩 Future Updates This indicator will continue to evolve with improvements in usability and accuracy. Stay tuned for upcoming updates and refinements.
Pine Script® indicator
by jaysonpark
9
Opening Range Breakout with Multi-Timeframe Liquidity]═══════════════════════════════════════ OPENING RANGE BREAKOUT WITH MULTI-TIMEFRAME LIQUIDITY ═══════════════════════════════════════ A professional Opening Range Breakout (ORB) indicator enhanced with multi-timeframe liquidity detection, trading session visualization, volume analysis, and trend confirmation tools. Designed for intraday trading with comprehensive alert system. ─────────────────────────────────────── WHAT THIS INDICATOR DOES ─────────────────────────────────────── This indicator combines multiple trading concepts: - Opening Range Breakout (ORB) - Customizable time period detection with automatic high/low identification - Multi-Timeframe Liquidity - HTF (Higher Timeframe) and LTF (Lower Timeframe) key level detection - Trading Sessions - Tokyo, London, New York, and Sydney session visualization - Volume Analysis - Volume spike detection and strength measurement - Multi-Timeframe Confirmation - Trend bias from higher timeframes - EMA Integration - Trend filter and dynamic support/resistance - Smart Alerts - Quality-filtered breakout notifications ─────────────────────────────────────── HOW IT WORKS ─────────────────────────────────────── OPENING RANGE BREAKOUT (ORB): Concept: The Opening Range is a period at the start of a trading session where price establishes an initial high and low. Breakouts beyond this range often indicate the direction of the day's trend. Detection Method: - Default: 15-minute opening range (configurable) - Custom Range: Set specific session times with timezone support - Automatically identifies ORH (Opening Range High) and ORL (Opening Range Low) - Tracks ORB mid-point for reference Range Establishment: 1. Session starts (or custom time begins) 2. Tracks highest high and lowest low during the period 3. Range confirmed at end of opening period 4. Levels extend throughout the session Breakout Detection: - Bullish Breakout: Close above ORH - Bearish Breakout: Close below ORL - Mid-point acts as bias indicator Visual Display: - Shaded box during range formation - Horizontal lines for ORH, ORL, and mid-point - Labels showing level values - Color-coded fills based on selected method Fill Color Methods: 1. Session Comparison: - Green: Current OR mid > Previous OR mid - Red: Current OR mid < Previous OR mid - Gray: Equal or first session - Shows day-over-day momentum 2. Breakout Direction (Recommended): - Green: Price currently above ORH (bullish breakout) - Red: Price currently below ORL (bearish breakout) - Gray: Price inside range (no breakout) - Real-time breakout status MULTI-TIMEFRAME LIQUIDITY: Two-Tier System for comprehensive level identification: HTF (Higher Timeframe) Key Liquidity: - Default: 4H timeframe (configurable to Daily, Weekly) - Identifies major institutional levels - Uses pivot detection with adjustable parameters - Suitable for swing highs/lows where large orders rest LTF (Lower Timeframe) Key Liquidity: - Default: 1H timeframe (configurable) - Provides precision entry/exit levels - Finer granularity for intraday trading - Captures minor swing points Calculation Method: - Pivot high/low detection algorithm - Configurable left bars (lookback) and right bars (confirmation) - Timeframe multiplier for accurate multi-timeframe detection - Automatic level extension Mitigation System: - Tracks when levels are swept (broken) - Configurable mitigation type: Wick or Close-based - Option to remove or show mitigated levels - Display limit prevents chart clutter Asset-Specific Optimization: The indicator includes quick reference settings for different assets: - Major Forex (EUR/USD, GBP/USD): Default settings optimal - Crypto (BTC/ETH): Left=12, Right=4, Display=7 - Gold: HTF=1D, Left=20 TRADING SESSIONS: Four Major Sessions with Full Customization: Tokyo Session: - Default: 04:00-13:00 UTC+4 - Asian trading hours - Often sets daily range London Session: - Default: 11:00-20:00 UTC+4 - Highest liquidity period - Major institutional activity New York Session: - Default: 16:00-01:00 UTC+4 - US market hours - High-impact news events Sydney Session: - Default: 01:00-10:00 UTC+4 - Earliest Asian activity - Lower volatility Session Features: - Shaded background boxes - Session name labels - Optional open/close lines - Session high/low tracking with colored lines - Each session has independent color settings - Fully customizable times and timezones VOLUME ANALYSIS: Volume-Based Trade Confirmation: Volume MA: - Configurable period (default: 20) - Establishes average volume baseline - Used for spike detection Volume Spike Detection: - Identifies when volume exceeds MA * multiplier - Default: 1.5x average volume - Confirms breakout strength Volume Strength Measurement: - Calculates current volume as percentage of average - Shows relative volume intensity - Used in alert quality filtering High Volume Bars: - Identifies bars above 50th percentile - Additional confirmation layer - Indicates institutional participation MULTI-TIMEFRAME CONFIRMATION: Trend Bias from Higher Timeframes: HTF 1 (Trend): - Default: 1H timeframe - Uses EMA to determine intermediate trend - Compares current timeframe EMA to HTF EMA HTF 2 (Bias): - Default: 4H timeframe - Uses 50 EMA for longer-term bias - Confirms overall market direction Bias Classifications: - Bullish Bias: HTF close > HTF 50 EMA AND Current EMA > HTF1 EMA - Bearish Bias: HTF close < HTF 50 EMA AND Current EMA < HTF1 EMA - Neutral Bias: Mixed signals between timeframes EMA Stack Analysis: - Compares EMA alignment across timeframes - +1: Bullish stack (lower TF EMA > higher TF EMA) - -1: Bearish stack (lower TF EMA < higher TF EMA) - 0: Neutral/crossed Usage: - Filters false breakouts - Confirms trend direction - Improves trade quality EMA INTEGRATION: Dynamic EMA for Trend Reference: Features: - Configurable period (default: 20) - Customizable color and width - Acts as dynamic support/resistance - Trend filter for ORB trades Application: - Above EMA: Favor long breakouts - Below EMA: Favor short breakouts - EMA cross: Potential trend change - Distance from EMA: Momentum gauge SMART ALERT SYSTEM: Quality-Filtered Breakout Notifications: Alert Types: 1. Standard ORB Breakout 2. High Quality ORB Breakout Quality Criteria: - Volume Confirmation: Volume > 1.2x average - MTF Confirmation: Bias aligned with breakout direction Standard Alert: - Basic breakout detection - Price crosses ORH or ORL - Icon: 🚀 (bullish) or 🔻 (bearish) High Quality Alert: - Both volume AND MTF confirmed - Stronger probability setup - Icon: 🚀⭐ (bullish) or 🔻⭐ (bearish) Alert Information Includes: - Alert quality rating - Breakout level and current price - Volume strength percentage (if enabled) - MTF bias status (if enabled) - Recommended action One Alert Per Bar: - Prevents alert spam - Uses flag system to track sent alerts - Resets on new ORB session ─────────────────────────────────────── HOW TO USE ─────────────────────────────────────── OPENING RANGE SETUP: Basic Configuration: 1. Select time period for opening range (default: 15 minutes) 2. Choose fill color method (Breakout Direction recommended) 3. Enable historical data display if needed Custom Range (Advanced): 1. Enable Custom Range toggle 2. Set specific session time (e.g., 0930-0945) 3. Select appropriate timezone 4. Useful for specific market opens (NYSE, LSE, etc.) LIQUIDITY LEVELS SETUP: Quick Configuration by Asset: - Forex: Use default settings (Left=15, Right=5) - Crypto: Set Left=12, Right=4, Display=7 - Gold: Set HTF=1D, Left=20 HTF Liquidity: - Purpose: Major support/resistance levels - Recommended: 4H for day trading, 1D for swing trading - Use as profit targets or reversal zones LTF Liquidity: - Purpose: Entry/exit refinement - Recommended: 1H for day trading, 4H for swing trading - Use for position management Mitigation Settings: - Wick-based: More sensitive (default) - Close-based: More conservative - Remove or Show mitigated levels based on preference TRADING SESSIONS SETUP: Enable/Disable Sessions: - Master toggle for all sessions - Individual session controls - Show/hide session names Session High/Low Lines: - Enable to see session extremes - Each session has custom colors - Useful for range trading Customization: - Adjust session times for your broker - Set timezone to match your location - Customize colors for visibility VOLUME ANALYSIS SETUP: Enable Volume Analysis: 1. Toggle on Volume Analysis 2. Set MA length (20 recommended) 3. Adjust spike multiplier (1.5 typical) Usage: - Confirm breakouts with volume - Identify climactic moves - Filter false signals MULTI-TIMEFRAME SETUP: HTF Selection: - HTF 1 (Trend): 1H for day trading, 4H for swing - HTF 2 (Bias): 4H for day trading, 1D for swing Interpretation: - Trade only with bias alignment - Neutral bias: Be cautious - Bias changes: Potential reversals EMA SETUP: Configuration: - Period: 20 for responsive, 50 for smoother - Color: Choose contrasting color - Width: 1-2 for visibility Usage: - Filter trades: Long above, Short below - Dynamic support/resistance reference - Trend confirmation ALERT SETUP: TradingView Alert Creation: 1. Enable alerts in indicator settings 2. Enable ORB Breakout Alerts 3. Right-click chart → Add Alert 4. Select this indicator 5. Choose "Any alert() function call" 6. Configure delivery method (mobile, email, webhook) Alert Filtering: - All alerts include quality rating - High Quality alerts = Volume + MTF confirmed - Standard alerts = Basic breakout only ─────────────────────────────────────── TRADING STRATEGIES ─────────────────────────────────────── CLASSIC ORB STRATEGY: Setup: 1. Wait for opening range to complete 2. Price breaks and closes above ORH or below ORL 3. Volume > average (if enabled) 4. MTF bias aligned (if enabled) Entry: - Bullish: Buy on break above ORH - Bearish: Sell on break below ORL - Consider retest entries for better risk/reward Stop Loss: - Bullish: Below ORL or range mid-point - Bearish: Above ORH or range mid-point - Adjust based on volatility Targets: - Initial: Range width extension (ORH + range width) - Secondary: HTF liquidity levels - Final: Session high/low or major support/resistance ORB + LIQUIDITY CONFLUENCE: Enhanced Setup: 1. Opening range established 2. HTF liquidity level near or beyond ORH/ORL 3. Breakout occurs with volume 4. Price targets the liquidity level Entry: - Enter on ORB breakout - Target the HTF liquidity level - Use LTF liquidity for position management Management: - Partial profits at ORB + range width - Move stop to breakeven at LTF liquidity - Final exit at HTF liquidity sweep ORB REJECTION STRATEGY (Counter-Trend): Setup: 1. Price breaks above ORH or below ORL 2. Weak volume (below average) 3. MTF bias opposite to breakout 4. Price closes back inside range Entry: - Failed bullish break: Short below ORH - Failed bearish break: Long above ORL Stop Loss: - Beyond the failed breakout level - Or beyond session extreme Target: - Opposite end of opening range - Range mid-point for partial profit SESSION-BASED ORB TRADING: Tokyo Session: - Typically narrower ranges - Good for range trading - Wait for London open breakout London Session: - Highest volume and volatility - Strong ORB setups - Major liquidity sweeps common New York Session: - Strong trending moves - News-driven volatility - Good for momentum trades Sydney Session: - Quieter conditions - Suitable for range strategies - Sets up Tokyo session EMA-FILTERED ORB: Rules: - Only take bullish breaks if price > EMA - Only take bearish breaks if price < EMA - Ignore counter-trend breaks Benefits: - Reduces false signals - Aligns with larger trend - Improves win rate ─────────────────────────────────────── CONFIGURATION GUIDE ─────────────────────────────────────── OPENING RANGE SETTINGS: Time Period: - 15 min: Standard for most markets - 30 min: Wider range, fewer breakouts - 60 min: For slower markets or swing trades Custom Range: - Use for specific market opens - NYSE: 0930-1000 EST - LSE: 0800-0830 GMT - Set timezone to match exchange Historical Display: - Enable: See all previous session data - Disable: Cleaner chart, current session only LIQUIDITY SETTINGS: Left Bars (5-30): - Lower: More frequent, sensitive levels - Higher: Fewer, more significant levels - Recommended: 15 for most markets Right Bars (1-25): - Confirmation period - Higher: More reliable, less frequent - Recommended: 5 for balance Display Limit (1-20): - Number of active levels shown - Higher: More context, busier chart - Recommended: 7 for clarity Extension Options: - Short: Levels visible near formation - Current: Extended to current bar (recommended) - Max: Extended indefinitely VOLUME SETTINGS: MA Length (5-50): - Shorter: More responsive to spikes - Longer: Smoother baseline - Recommended: 20 for balance Spike Multiplier (1.0-3.0): - Lower: More sensitive spike detection - Higher: Only extreme spikes - Recommended: 1.5 for day trading MULTI-TIMEFRAME SETTINGS: HTF 1 (Trend): - 5m chart: Use 15m or 1H - 15m chart: Use 1H or 4H - 1H chart: Use 4H or 1D HTF 2 (Bias): - One level higher than HTF 1 - Provides longer-term context - Don't use same as HTF 1 EMA SETTINGS: Length: - 20: Responsive, more signals - 50: Smoother, stronger filter - 200: Long-term trend only Style: - Choose contrasting color - Width 1-2 for visibility - Match your trading style ─────────────────────────────────────── BEST PRACTICES ─────────────────────────────────────── Chart Timeframe Selection: - ORB Trading: Use 5m or 15m charts - Session Review: Use 1H or 4H charts - Swing Trading: Use 1H or 4H charts Quality Over Quantity: - Wait for high-quality alerts (volume + MTF) - Avoid trading every breakout - Focus on confluence setups Risk Management: - Position size based on range width - Wider ranges = smaller positions - Use stop losses always - Take partial profits at targets Market Conditions: - Best results in trending markets - Reduce position size in choppy conditions - Consider session overlaps for volatility - Avoid trading near major news if inexperienced Continuous Improvement: - Track win rate by session - Note which confluence factors work best - Adjust settings based on market volatility - Review performance weekly ─────────────────────────────────────── PERFORMANCE OPTIMIZATION ─────────────────────────────────────── This indicator is optimized with: - max_bars_back declarations for efficient processing - Conditional calculations based on enabled features - Proper memory management for drawing objects - Minimal recalculation on each bar Best Practices: - Disable unused features (sessions, MTF, volume) - Limit historical display to reduce rendering - Use appropriate timeframe for your strategy - Clear old drawing objects periodically ─────────────────────────────────────── EDUCATIONAL DISCLAIMER ─────────────────────────────────────── This indicator combines established trading concepts: - Opening Range Breakout theory (price action) - Liquidity level detection (pivot analysis) - Session-based trading (time-of-day patterns) - Volume analysis (confirmation technique) - Multi-timeframe analysis (trend alignment) All calculations use standard technical analysis methods: - Pivot high/low detection algorithms - Moving averages for trend and volume - Session time filtering - Timeframe security functions The indicator identifies potential trading setups but does not predict future price movements. Success requires proper application within a complete trading strategy including risk management, position sizing, and market context. ─────────────────────────────────────── USAGE DISCLAIMER ─────────────────────────────────────── This tool is for educational and analytical purposes. Opening Range Breakout trading involves substantial risk. The alert system and quality filters are designed to identify potential setups but do not guarantee profitability. Always conduct independent analysis, use proper risk management, and never risk capital you cannot afford to lose. Past performance does not indicate future results. Trading intraday breakouts requires experience and discipline. ─────────────────────────────────────── CREDITS & ATTRIBUTION ─────────────────────────────────────── ORIGINAL SOURCE: This indicator builds upon concepts from LuxAlgo's-ORB
Pine Script® indicator
by Fx-Jithin
Luxy BIG beautiful Dynamic ORBThis is an advanced Opening Range Breakout (ORB) indicator that tracks price breakouts from the first 5, 15, 30, and 60 minutes of the trading session. It provides complete trade management including entry signals, stop-loss placement, take-profit targets, and position sizing calculations. The ORB strategy is based on the concept that the opening range of a trading session often acts as support/resistance, and breakouts from this range tend to lead to significant moves. What Makes This Different? Most ORB indicators simply draw horizontal lines and leave you to figure out the rest. This indicator goes several steps further: Multi-Stage Tracking Instead of just one ORB timeframe, this tracks FOUR simultaneously (5min, 15min, 30min, 60min). Each stage builds on the previous one, giving you multiple trading opportunities throughout the session. Active Trade Management When a breakout occurs, the indicator automatically calculates and displays entry price, stop-loss, and multiple take-profit targets. These lines extend forward and update in real-time until the trade completes. Cycle Detection Unlike indicators that only show the first breakout, this tracks the complete cycle: Breakout → Retest → Re-breakout. You can see when price returns to test the ORB level after breaking out (potential re-entry). Failed Breakout Warning If price breaks out but quickly returns inside the range (within a few bars), the label changes to "FAILED BREAK" - warning you to exit or avoid the trade. Position Sizing Calculator Built-in risk management that tells you exactly how many shares to buy based on your account size and risk tolerance. No more guessing or manual calculations. Advanced Filtering Optional filters for volume confirmation, trend alignment, and Fair Value Gaps (FVG) to reduce false signals and improve win rate. Core Features Explained ### 1. Multi-Stage ORB Levels The indicator builds four separate Opening Range levels: ORB 5 - First 5 minutes (fastest signals, most volatile) ORB 15 - First 15 minutes (balanced, most popular) ORB 30 - First 30 minutes (slower, more reliable) ORB 60 - First 60 minutes (slowest, most confirmed) Each level is drawn as a horizontal range on your chart. As time progresses, the ranges expand to include more price action. You can enable or disable any stage and assign custom colors to each. How it works: During the opening minutes, the indicator tracks the highest high and lowest low. Once the time period completes, those levels become your ORB high and low for that stage. ### 2. Breakout Detection When price closes outside the ORB range, a label appears: BREAK UP (green label above price) - Price closed above ORB High BREAK DOWN (red label below price) - Price closed below ORB Low The label shows which ORB stage triggered (ORB5, ORB15, etc.) and the cycle number if tracking multiple breakouts. Important: Signals appear on bar close only - no repainting. What you see is what you get. ### 3. Retest Detection After price breaks out and moves away, if it returns to test the ORB level, a "RETEST" label appears (orange). This indicates: The original breakout level is now acting as support/resistance Potential re-entry opportunity if you missed the first breakout Confirmation that the level is significant The indicator requires price to move a minimum distance away before considering it a valid retest (configurable in settings). ### 4. Failed Breakout Detection If price breaks out but returns inside the ORB range within a few bars (before the breakout is "committed"), the original label changes to "FAILED BREAK" in orange. This warns you: The breakout lacked conviction Consider exiting if already in the trade Wait for better setup Committed Breakout: The indicator tracks how many bars price stays outside the range. Only after staying outside for the minimum number of bars does it become a committed breakout that can be retested. ### 5. TP/SL Lines (Trade Management) When a breakout occurs, colored horizontal lines appear showing: Entry Line (cyan for long, orange for short) - Your entry price (the ORB level) Stop Loss Line (red) - Where to exit if trade goes against you TP1, TP2, TP3 Lines (same color as entry) - Profit targets at 1R, 2R, 3R These lines extend forward as new bars form, making it easy to track your trade. When a target is hit, the line turns green and the label shows a checkmark. Lines freeze (stop updating) when: Stop loss is hit The final enabled take-profit is hit End of trading session (optional setting) ### 6. Position Sizing Dashboard The dashboard (bottom-left corner by default) shows real-time information: Current ORB stage and range size Breakout status (Inside Range / Break Up / Break Down) Volume confirmation (if filter enabled) Trend alignment (if filter enabled) Entry and Stop Loss prices All enabled Take Profit levels with percentages Risk/Reward ratio Position sizing: Max shares to buy and total risk amount Position Sizing Example: If your account is $25,000 and you risk 1% per trade ($250), and the distance from entry to stop loss is $0.50, the calculator shows you can buy 500 shares (250 / 0.50 = 500). ### 7. FVG Filter (Fair Value Gap) Fair Value Gaps are price inefficiencies - gaps left by strong momentum where one candle's high doesn't overlap with a previous candle's low (or vice versa). When enabled, this filter: Detects bullish and bearish FVGs Draws semi-transparent boxes around these gaps Only allows breakout signals if there's an FVG near the breakout level Why this helps: FVGs indicate institutional activity. Breakouts through FVGs tend to be stronger and more reliable. Proximity setting: Controls how close the FVG must be to the ORB level. 2.0x means the breakout can be within 2 times the FVG size - a reasonable default. ### 8. Volume & Trend Filters Volume Filter: Requires current volume to be above average (customizable multiplier). High volume breakouts are more likely to sustain. Set minimum multiplier (e.g., 1.5x = 50% above average) Set "strong volume" multiplier (e.g., 2.5x) that bypasses other filters Dashboard shows current volume ratio Trend Filter: Only shows breakouts aligned with a higher timeframe trend. Choose from: VWAP - Price above/below volume-weighted average EMA - Price above/below exponential moving average SuperTrend - ATR-based trend indicator Combined modes (VWAP+EMA, VWAP+SuperTrend) for stricter filtering ### 9. Pullback Filter (Advanced) Purpose: Waits for price to pull back slightly after initial breakout before confirming the signal. This reduces false breakouts from immediate reversals. How it works: - After breakout is detected, indicator waits for a small pullback (default 2%) - Once pullback occurs AND price breaks out again, signal is confirmed - If no pullback within timeout period (5 bars), signal is issued anyway Settings: Enable Pullback Filter: Turn this filter on/off Pullback %: How much price must pull back (2% is balanced) Timeout (bars): Max bars to wait for pullback (5 is standard) When to use: - Choppy markets with many fake breakouts - When you want higher quality signals - Combine with Volume filter for maximum confirmation Trade-off: - Better signal quality - May miss some valid fast moves - Slight entry delay How to Use This Indicator ### For Beginners - Simple Setup Add the indicator to your chart (5-minute or 15-minute timeframe recommended) Leave all default settings - they work well for most stocks Watch for BREAK UP or BREAK DOWN labels to appear Check the dashboard for entry, stop loss, and targets Use the position sizing to determine how many shares to buy Basic Trading Plan: Wait for a clear breakout label Enter at the ORB level (or next candle open if you're late) Place stop loss where the red line indicates Take profit at TP1 (50% of position) and TP2 (remaining 50%) ### For Advanced Traders - Customized Setup Choose which ORB stages to track (you might only want ORB15 and ORB30) Enable filters: Volume (stocks) or Trend (trending markets) Enable FVG filter for institutional confirmation Set "Track Cycles" mode to catch retests and re-breakouts Customize stop loss method (ATR for volatile stocks, ORB% for stable ones) Adjust risk per trade and account size for accurate position sizing Advanced Strategy Example: Enable ORB15 only (disable others for cleaner chart) Turn on Volume filter at 1.5x with Strong at 2.5x Enable Trend filter using VWAP Set Signal Mode to "Track Cycles" with Max 3 cycles Wait for aligned breakouts (Volume + Trend + Direction) Enter on retest if you missed the initial break ### Timeframe Recommendations 5-minute chart: Scalping, very active trading, crypto 15-minute chart: Day trading, balanced approach (most popular) 30-minute chart: Swing entries, less screen time 60-minute chart: Position trading, longer holds The indicator works on any intraday timeframe, but ORB is fundamentally a day trading strategy. Daily charts don't make sense for ORB. DEFAULT CONFIGURATION ON by Default: • All 4 ORB stages (5/15/30/60) • Breakout Detection • Retest Labels • All TP levels (1/1.5/2/3) • TP/SL Lines (Detailed mode) • Dashboard (Bottom Left, Dark theme) • Position Size Calculator OFF by Default (Optional Filters): • FVG Filter • Pullback Filter • Volume Filter • Trend Filter • HTF Bias Check • Alerts Recommended for Beginners: • Leave all defaults • Session Mode: Auto-Detect • Signal Mode: Track Cycles • Stop Method: ATR • Add Volume Filter if trading stocks Recommended for Advanced: • Enable ORB15 + ORB30 only (disable 5 & 60) • Enable: Volume + Trend + FVG • Signal Mode: Track Cycles, Max 3 • Stop Method: ATR or Safer • Enable HTF Daily bias check ## Settings Guide The settings are organized into logical groups. Here's what each section controls: ### ORB COLORS Section Show Edge Labels: Display "ORB 5", "ORB 15" labels at the right edge of the levels Background: Fill the area between ORB high/low with color Transparency: How see-through the background is (95% is nearly invisible) Enable ORB 5/15/30/60: Turn each stage on or off individually Colors: Assign colors to each ORB stage for easy identification ### SESSION SETTINGS Section Session Mode: Choose trading session (Auto-Detect works for most instruments) Custom Session Hours: Define your own hours if needed (format: HHMM-HHMM) Auto-Detect uses the instrument's natural hours (stocks use exchange hours, crypto uses 24/7). ### BREAKOUT DETECTION Section Enable Breakout Detection: Master switch for signals Show Retest Labels: Display retest signals Label Size: Visual size for all labels (Small recommended) Enable FVG Filter: Require Fair Value Gap confirmation Show FVG Boxes: Display the gap boxes on chart Signal Mode: "First Only" = one signal per direction per day, "Track Cycles" = multiple signals Max Cycles: How many breakout-retest cycles to track (6 is balanced) Breakout Buffer: Extra distance required beyond ORB level (0.1-0.2% recommended) Min Distance for Retest: How far price must move away before retest is valid (2% recommended) Min Bars Outside ORB: Bars price must stay outside for committed breakout (2 is balanced) ### TARGETS & RISK Section Enable Targets & Stop-Loss: Calculate and show trade management TP1/TP2/TP3 checkboxes: Select which profit targets to display Stop Method: How to calculate stop loss placement - ATR: Based on volatility (best for most cases) - ORB %: Fixed % of ORB range - Swing: Recent swing high/low - Safer: Widest of all methods ATR Length & Multiplier: Controls ATR stop distance (14 period, 1.5x is standard) ORB Stop %: Percentage beyond ORB for stop (20% is balanced) Swing Bars: Lookback period for swing high/low (3 is recent) ### TP/SL LINES Section Show TP/SL Lines: Display horizontal lines on chart Label Format: "Short" = minimal text, "Detailed" = shows prices Freeze Lines at EOD: Stop extending lines at session close ### DASHBOARD Section Show Info Panel: Display the metrics dashboard Theme: Dark or Light colors Position: Where to place dashboard on chart Toggle rows: Show/hide specific information rows Calculate Position Size: Enable the position sizing calculator Risk Mode: Risk fixed $ amount or % of account Account Size: Your total trading capital Risk %: Percentage to risk per trade (0.5-1% recommended) ### VOLUME FILTER Section Enable Volume Filter: Require volume confirmation MA Length: Average period (20 is standard) Min Volume: Required multiplier (1.5x = 50% above average) Strong Volume: Multiplier that bypasses other filters (2.5x) ### TREND FILTER Section Enable Trend Filter: Require trend alignment Trend Mode: Method to determine trend (VWAP is simple and effective) Custom EMA Length: If using EMA mode (50 for swing, 20 for day trading) SuperTrend settings: Period and Multiplier if using SuperTrend mode ### HIGHER TIMEFRAME Section Check Daily Trend: Display higher timeframe bias in dashboard Timeframe: What TF to check (D = daily, recommended) Method: Price vs MA (stable) or Candle Direction (reactive) MA Period: EMA length for Price vs MA method (20 is balanced) Min Strength %: Minimum strength threshold for HTF bias to be considered - For "Price vs MA": Minimum distance (%) from moving average - For "Candle Direction": Minimum candle body size (%) - 0.5% is balanced - increase for stricter filtering - Lower values = more signals, higher values = only strong trends ### ALERTS Section Enable Alerts: Master switch (must be ON to use any alerts) Breakout Alerts: Notify on ORB breakouts Retest Alerts: Notify when price retests after breakout Failed Break Alerts: Notify on failed breakouts Stage Complete Alerts: Notify when each ORB stage finishes forming After enabling desired alert types, click "Create Alert" button, select this indicator, choose "Any alert() function call". ## Tips & Best Practices ### General Trading Tips ORB works best on liquid instruments (stocks with good volume, major crypto pairs) First hour of the session is most important - that's when ORB is forming Breakouts WITH the trend have higher success rates - use the trend filter Failed breakouts are common - use the "Min Bars Outside" setting to filter weak moves Not every day produces good ORB setups - be patient and selective ### Position Sizing Best Practices Never risk more than 1-2% of your account on a single trade Use the built-in calculator - don't guess your position size Update your account size monthly as it grows Smaller accounts: use $ Amount mode for simplicity Larger accounts: use % of Account mode for scaling ### Take Profit Strategy Most traders use: 50% at TP1, 50% at TP2 Aggressive: Hold through TP1 for TP2 or TP3 Conservative: Full exit at TP1 (1:1 risk/reward) After TP1 hits, consider moving stop to breakeven TP3 rarely hits - only on strong trending days ### Filter Combinations Maximum Quality: Volume + Trend + FVG (fewest signals, highest quality) Balanced: Volume + Trend (good quality, reasonable frequency) Active Trading: No filters or Volume only (many signals, lower quality) Trending Markets: Trend filter essential (indices, crypto) Range-Bound: Volume + FVG (avoid trend filter) ### Common Mistakes to Avoid Chasing breakouts - wait for the bar to close, don't FOMO into wicks Ignoring the stop loss - always use it, move it manually if needed Over-leveraging - the calculator shows MAX shares, you can buy less Trading every signal - quality > quantity, use filters Not tracking results - keep a journal to see what works for YOU ## Pros and Cons ### Advantages Complete all-in-one solution - from signal to position sizing Multiple timeframes tracked simultaneously Visual clarity - easy to see what's happening Cycle tracking catches opportunities others miss Built-in risk management eliminates guesswork Customizable filters for different trading styles No repainting - what you see is locked in Works across multiple markets (stocks, forex, crypto) ### Limitations Intraday strategy only - doesn't work on daily charts Requires active monitoring during first 1-2 hours of session Not suitable for after-hours or extended sessions by default Can produce many signals in choppy markets (use filters) Dashboard can be overwhelming for complete beginners Performance depends on market conditions (trends vs ranges) Requires understanding of risk management concepts ### Best For Day traders who can watch the first 1-2 hours of market open Traders who want systematic entry/exit rules Those learning proper position sizing and risk management Active traders comfortable with multiple signals per day Anyone trading liquid instruments with clear sessions ### Not Ideal For Swing traders holding multi-day positions Set-and-forget / passive investors Traders who can't watch market open Complete beginners unfamiliar with trading concepts Low volume / illiquid instruments ## Frequently Asked Questions Q: Why are no signals appearing? A: Check that you're on an intraday timeframe (5min, 15min, etc.) and that the current time is within your session hours. Also verify that "Enable Breakout Detection" is ON and at least one ORB stage is enabled. If using filters, they might be blocking signals - try disabling them temporarily. Q: What's the best ORB stage to use? A: ORB15 (15 minutes) is most popular and balanced. ORB5 gives faster signals but more noise. ORB30 and ORB60 are slower but more reliable. Many traders use ORB15 + ORB30 together. Q: Should I enable all the filters? A: Start with no filters to see all signals. If too many false signals, add Volume filter first (stocks) or Trend filter (trending markets). FVG filter is most restrictive - use for maximum quality but fewer signals. Q: How do I know which stop loss method to use? A: ATR works for most cases - it adapts to volatility. Use ORB% if you want predictable stop placement. Swing is for respecting chart structure. Safer gives you the most room but largest risk. Q: Can I use this for swing trading? A: Not really - ORB is fundamentally an intraday strategy. The ranges reset each day. For swing trading, look at weekly support/resistance or moving averages instead. Q: Why do TP/SL lines disappear sometimes? A: Lines freeze (stop extending) when: stop loss is hit, the last enabled take-profit is hit, or end of session arrives (if "Freeze at EOD" is enabled). This is intentional - the trade is complete. Q: What's the difference between "First Only" and "Track Cycles"? A: "First Only" shows one breakout UP and one DOWN per day maximum - clean but might miss opportunities. "Track Cycles" shows breakout-retest-rebreak sequences - more signals but busier chart. Q: Is position sizing accurate for options/forex? A: The calculator is designed for shares (stocks). For options, ignore the share count and use the risk amount. For forex, you'll need to adapt the lot size calculation manually. Q: How much capital do I need to use this? A: The indicator works for any account size, but practical day trading typically requires $25,000 in the US due to Pattern Day Trader rules. Adjust the "Account Size" setting to match your capital. Q: Can I backtest this strategy? A: This is an indicator, not a strategy script, so it doesn't have built-in backtesting. You can visually review historical signals or code a strategy script using similar logic. Q: Why does the dashboard show different entry price than the breakout label? A: If you're looking at an old breakout, the ORB levels may have changed when the next stage completed. The dashboard always shows the CURRENT active range and trade setup. Q: What's a good win rate to expect? A: ORB strategies typically see 40-60% win rate depending on market conditions and filters used. The strategy relies on positive risk/reward ratios (2:1 or better) to be profitable even with moderate win rates. Q: Does this work on crypto? A: Yes, but crypto trades 24/7 so you need to define what "session start" means. Use Session Mode = Custom and set your preferred daily reset time (e.g., 0000-2359 UTC). ## Credits & Transparency ### Development This indicator was developed with the assistance of AI technology to implement complex ORB trading logic. The strategy concept, feature specifications, and trading logic were designed by the publisher. The implementation leverages modern development tools to ensure: Clean, efficient, and maintainable code Comprehensive error handling and input validation Detailed documentation and user guidance Performance optimization ### Trading Concepts This indicator implements several public domain trading concepts: Opening Range Breakout (ORB): Trading strategy popularized by Toby Crabel, Mark Fisher and many more talanted traders. Fair Value Gap (FVG): Price imbalance concept from ICT methodology SuperTrend: ATR-based trend indicator using public formula Risk/Reward Ratio: Standard risk management principle All mathematical formulas and technical concepts used are in the public domain. ### Pine Script Uses standard TradingView built-in functions: ta.ema(), ta.atr(), ta.vwap(), ta.highest(), ta.lowest(), request.security() No external libraries or proprietary code from other authors. ## Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss and is not suitable for every investor. Past performance shown in examples is not indicative of future results. The indicator provides signals and calculations, but trading decisions are solely your responsibility. Always: Test strategies on paper before using real money Never risk more than you can afford to lose Understand that all trading involves risk Consider seeking advice from a licensed financial advisor The publisher makes no guarantees regarding accuracy, profitability, or performance. Use at your own risk. --- Version: 3.0 Pine Script Version: v6 Last Updated: October 2024 For support, questions, or suggestions, please comment below or send a private message. --- Happy trading, and remember: consistent risk management beats perfect entry timing every time.
Pine Script® indicator
by orenluxy
155
🚀 Ultimate Trading Tool + Strat Method🚀 Ultimate Trading Tool + Strat Method - Complete Breakdown Let me give you a comprehensive overview of this powerful indicator! 🎯 What This Indicator Does: This is a professional-grade, all-in-one trading system that combines two proven methodologies: 1️⃣ Technical Analysis System (Original) Advanced trend detection using multiple EMAs Momentum analysis with MACD RSI multi-timeframe analysis Volume surge detection Automated trendline drawing 2️⃣ Strat Method (Pattern Recognition) Inside bars, outside bars, directional bars Classic patterns: 2-2, 1-2-2 Advanced patterns: 3-1-2, 2-1-2, F2→3 Timeframe continuity filters 📊 How It Generates Signals: Technical Analysis Signals (Green/Red Triangles): Buy Signal Triggers When: ✅ Price above EMA 21 & 50 (uptrend) ✅ MACD histogram rising (momentum) ✅ RSI between 30-70 (not overbought/oversold) ✅ Volume surge above 20-period average ✅ Price breaks above resistance trendline Scoring System: Trend alignment: +1 point Momentum: +1 point RSI favorable: +1 point Trendline breakout: +2 points Minimum score required based on sensitivity setting Strat Method Signals (Blue/Orange Labels): Pattern Recognition: 2-2 Setup: Down bar → Up bar (or reverse) 1-2-2 Setup: Inside bar → Down bar → Up bar 3-1-2 Setup: Outside bar → Inside bar → Up bar 2-1-2 Setup: Down bar → Inside bar → Up bar F2→3 Setup: Failed directional bar becomes outside bar Confirmation Required: Must break previous bar's high (buy) or low (sell) Optional timeframe continuity (daily & weekly aligned) 💰 Risk Management Features: Dynamic Stop Loss & Take Profit: ATR-Based: Adapts to market volatility Stop Loss: Entry - (ATR × 1.5) by default Take Profit: Entry + (ATR × 3.0) by default Risk:Reward: Customizable 1:2 to 1:5 ratios Visual Risk Zones: Colored boxes show risk/reward area Dark, bold lines for easy identification Clear entry, stop, and target levels 🎨 What You See On Screen: Main Signals: 🟢 Green Triangle "BUY" - Technical analysis long signal 🔴 Red Triangle "SELL" - Technical analysis short signal 🎯 Blue Label "STRAT" - Strat method long signal 🎯 Orange Label "STRAT" - Strat method short signal Trendlines: Green lines - Support trendlines (bullish) Red lines - Resistance trendlines (bearish) Automatically drawn from pivot points Extended forward to predict future levels Stop/Target Levels: Bold crosses at stop loss levels (red color) Bold crosses at take profit levels (green color) Line width = 3 for maximum visibility Trade Zones: Light green boxes - Long trade risk/reward zone Light red boxes - Short trade risk/reward zone Shows potential profit vs risk visually 📊 Information Dashboard (Top Right): Shows real-time market conditions: Main Signal: Current technical signal status Strat Method: Active Strat pattern Trend: Bullish/Bearish/Neutral Momentum: Strong/Weak based on MACD Volume: High/Normal compared to average TF Continuity: Daily/Weekly alignment RSI: Current RSI value with color coding Support/Resistance: Current trendline levels 🔔 Alert System: Entry Alerts: Technical Signals: 🚀 BUY SIGNAL TRIGGERED! Type: Technical Analysis Entry: 45.23 Stop: 43.87 Target: 48.95 ``` **Strat Signals:** ``` 🎯 STRAT BUY TRIGGER! Pattern: 3-1-2 Entry: 45.23 Trigger Level: 44.56 Exit Alerts: Target hit notifications Stop loss hit warnings Helps maintain discipline ⚙️ Customization Options: Signal Settings: Sensitivity: High/Medium/Low (controls how many signals) Volume Filter: Require volume surge or not Momentum Filter: Require momentum confirmation Strat Settings: TF Continuity: Require daily/weekly alignment Pattern Selection: Enable/disable specific patterns Confirmation Mode: Show only confirmed triggers Risk Settings: ATR Multiplier: Adjust stop/target distance Risk:Reward: Set preferred ratio Visual Elements: Show/hide any component Visual Settings: Colors: Customize all signal colors Display Options: Toggle signals, levels, zones Trendline Length: Adjust pivot detection period 🎯 Best Use Cases: Day Trading: Use low sensitivity setting Enable all Strat patterns Watch for high volume signals Quick in/out trades Swing Trading: Use medium sensitivity Require timeframe continuity Focus on trendline breakouts Hold for target levels Position Trading: Use high sensitivity (fewer signals) Require strong momentum Focus on weekly/daily alignment Larger ATR multipliers 💡 Trading Strategy Tips: High-Probability Setups: Double Confirmation: Technical + Strat signal together Trend Alignment: All timeframes agree Volume Surge: Institutional participation Trendline Break: Clear level breakout Risk Management: Always use stops - System provides them Position sizing - Risk 1-2% per trade Don't chase - Wait for signal confirmation Take profits - System provides targets What Makes Signals Strong: ✅ Both technical AND Strat signals fire together ✅ Timeframe continuity (daily & weekly aligned) ✅ Volume surge confirms institutional interest ✅ Multiple indicators align (trend + momentum + RSI) ✅ Clean trendline breakout with no resistance above (or support below) ⚠️ Common Mistakes to Avoid: Don't ignore stops - System calculates them for a reason Don't overtrade - Wait for quality setups Don't disable volume filter - Unless you know what you're doing Don't use max sensitivity - You'll get too many signals Don't ignore timeframe continuity - It filters bad trades 🚀 Why This Indicator is Powerful: Combines Multiple Edge Sources: Technical analysis (trend, momentum, volume) Pattern recognition (Strat method) Risk management (dynamic stops/targets) Market structure (trendlines, support/resistance) Professional Features: No repainting - signals are final when bar closes Clear risk/reward before entry Multiple confirmation layers Adaptable to any market or timeframe Beginner Friendly: Clear visual signals Automatic calculations Built-in risk management Comprehensive dashboard This indicator essentially gives you everything a professional trader uses - trend analysis, momentum, patterns, volume, risk management - all in one clean package! Any specific aspect you'd like me to explain in more detail? 🎯RetryClaude can make mistakes. Please double-check responses. Sonnet 4.5
Pine Script® indicator
by jmslimus
2
Livermore's Pyramiding Trading - 3Commas [SwissAlgo] 📊 J. LIVERMORE'S PYRAMIDING TRADING - 3Commas Integrated A Trading Approach Inspired by Jesse Livermore's Position Building Principles ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DISCLAIMER This indicator is an educational tool based on historical trading principles. Past performance is not indicative of future results. Trading involves substantial risk of loss. Only trade with capital you can afford to lose. You are responsible for all trading decisions. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📚 WHO WAS JESSE LIVERMORE? Jesse Livermore (1877-1940) was one of the greatest traders in history. His core insight: "Most traders do everything backward." ♦ "They deploy all capital at once" → Livermore entered with a small fraction of his capital (he started with a 'test position' to validate his trade idea and waited for market confirmation to deploy more, building positions in steps = "pyramiding") ♦ "They average down" (DCA) → Livermore added to trades showing good results only, and never to losing trades, as the trend kept aligning with his trade idea ♦ "They use arbitrary % stops" → Livermore exited when structure appeared broken (he trailed his stop loss to try to protect unrealized profit - if any) ♦ "They take profits too early or set arbitrary TP%" → Livermore let trades showing positive results run until proven wrong (trial take profit) 💬 "I always made money when I was sure I was right before I began. What beat me was not having enough brains to stick to my own game." — Jesse Livermore This indicator tries to translate his principles into a SYSTEMATIC FRAMEWORK : BO = Base Order (first order, base of the pyramid) PO = Pyramid Orders (additional layers of capital deployed as long as the 'tape' does not invalidate the trade idea) ♦ Test First (BO - 20%) - Small entry to test your idea. If wrong, lose small. If right, can consider pyramiding into strength. ♦ Build Position Size (PO1-3 - 80%) - Add only as trend unfolds favorably (the indicator uses specific Fibonacci levels to track milestones - 0.618, 1.0, 1.272 - and looks for strong confluence among price, volume, trend, momentum, break of resistance/support levels to suggest and trigger actions: entries, exit) ♦ Attempt to Protect Capital - Dynamic stops: the indicator trails the stop loss, to try to protect potential gains from previous steps (if any) ♦ Discipline - Trades fire only when ALL conditions align ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 INDICATOR FEATURES You map 3 points on the chart → The indicator generates a systematic trading plan structure based on your wave analysis. ✓ Auto-detects trade direction: Uptrend wave (A➚B➘C) = Long signals | Downtrend wave (A➘B➚C) = Short signals ✓ Entry/exit prices: BO, PO1, PO2, PO3, and dynamic EXIT (trailing stop) ✓ Real-time condition monitoring: Live ✓/✗ checks for each order (price closes + volume + trend + pivot breaks + candle quality + sequence) ✓ Visual trade execution: Green labels mark entries (BO/PO1/PO2/PO3), red labels mark EXIT ✓ Optional 3Commas automation: JSON webhooks for hands-free execution via Signal Bots ⏰ Recommended Timeframes: 1H, 4H, Daily (Lower timeframes like 15m/5m produce excessive noise and false signals) 💬 "Watch the market leaders, the stocks that have led the charge. That is where the action is and where the money is made." — Jesse Livermore ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ SETUP IN 3 STEPS 🟡 STEP 1: Map Your Wave (Points A → B → C) Identify a completed wave pattern: For LONGS: ♦ Point A = Swing low (wave start) ♦ Point B = Swing high (impulse end) ♦ Point C = Pullback low (retrace end - where next wave may begin) For SHORTS: ♦ Point A = Swing high (wave start) ♦ Point B = Swing low (impulse end) ♦ Point C = Pullback high (retrace end - where next wave may begin) How to set points: Settings → Enter dates manually OR drag the vertical lines directly on the chart (easier - just click and drag the pre-mapped A/B/C lines) Requirements (auto-validated by code): ✓ All dates must be in the past (Point C = completed retrace, not forming) ✓ Clear impulse A→B (minimum 5% move) ✓ Clear retrace B→C (minimum 3% pullback) ─────────────────────────────────────────── 🟡 STEP 2: Set Budget & Allocation Settings → "TRADE PARAMETERS" ♦ Total Budget: $10,000 (example - capital for THIS trade only, not your entire account) ♦ Allocation (must total 100%): BO = 20% ($2,000) - test position PO1 = 25% ($2,500) @ Fib 0.618 PO2 = 30% ($3,000) @ Fib 1.0 PO3 = 25% ($2,500) @ Fib 1.272 💬 "It was never my thinking that made big money for me. It was always my sitting. Men who can both be right and sit tight are uncommon." — Jesse Livermore ─────────────────────────────────────────── 🟡 STEP 3: Monitor Your Trade Plan Table The table (top-right corner) has 4 sections that guide your execution: BUDGET DEPLOYMENT ♦ Trigger prices for each order (BO auto-calculated at 0.5 Fib between B-C) ♦ Dollar amount per entry ♦ Fibonacci level assigned to each PO ENTRY/EXIT CONDITIONS Each column (BO, PO1, PO2, PO3) shows live status (✓ or ✗) for: ♦ Price: 2 consecutive closes (BO) | 3 consecutive closes (POs) ♦ Volume: OBV directional alignment OR volume spike above average ♦ Trend: Normal or Strong Bull/Bear (no entries in Uncertain trend) ♦ Pivot: Nearest resistance (longs) or support (shorts) broken ♦ Clean Candle: Momentum without reversal wicks <30% (POs only) ♦ Sequence: Prior order must have fired first (POs only - no skipping levels) TRIGGERED? Shows execution status for each order (✓ = fired, ✗ = waiting) If using 3Commas: ✓ confirms JSON alert was sent to your bot for real execution VALIDATIONS ✓ Green = All checks passed, setup is valid ⚠️ Yellow = Warning (e.g., budget doesn't equal 100%, deep retrace) ✗ Red = Error (e.g., dates in wrong order, invalid wave structure) ⚠️ Wait for ALL ✓✓✓✓✓ (or ✓✓✓✓✓✓) to align in a column before that order fires at bar close 💬 "The game of speculation is the most uniformly fascinating game in the world. But it is not a game for the stupid, the mentally lazy, the person of inferior emotional balance, or the get-rich-quick adventurer." — Jesse Livermore ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 CHART VISUALS - READING THE INDICATOR Fibonacci Extension Lines After mapping A-B-C, horizontal lines extend to the right: ♦ Solid green/red lines = Active PO entry levels (0.618, 1.0, 1.272) ♦ Dotted gray lines = Reference Fib levels used for exit tracking (2.0, 2.618, 3.0, etc.) ♦ Labels on right = Show level and price: "Fib 0.618 / $67,324 " Entry/Exit Price Lines ♦ Thick green line (longs) / red line (shorts) = BO entry price with direction label ♦ Dashed red line = Current EXIT price (your trailing stop loss - appears after BO fires and moves as price extends) Trade Execution Labels Visual confirmation when orders fire on the chart: ♦ Green labels (below/above candles) = BO, PO1, PO2, PO3 entries executed ♦ Red label = EXIT triggered (position closed) Trend Strength Indicator (EMA Line) The thick colored line shows real-time trend status: ♦ Bright lime = Strong bullish trend ♦ Light green = Normal bullish trend ♦ Bright red = Strong bearish trend ♦ Light red = Normal bearish trend ♦ Gray = Uncertain/weak trend (no entries fire in this state) Entries require at least Normal trend strength aligned with your trade direction. 💬 "I never argue with the tape. Getting sore at the market doesn't get you anywhere." — Jesse Livermore ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔧 ENTRY LOGIC - TECHNICAL DETAILS 💬 "The big money was never made in the buying or the selling. The big money was made in the waiting." — Jesse Livermore ─────────────────────────────────────────── 🟢 BASE ORDER (BO) - TEST POSITION BO Price Calculation Auto-calculated at the 0.5 Fibonacci retracement between Point B and Point C Formula: (Price B + Price C) / 2 Why this level? ♦ Midpoint between impulse end (B) and retrace end (C) ♦ Breakout above/below suggests retrace may be complete ♦ Designed to help position BO below all Fib extensions (to control sequence issues) ─────────────────────────────────────────── BO Entry Conditions - ALL 5 Must Align: 1️⃣ PRICE: 2 Consecutive Closes Beyond BO ♦ Longs: close > BO AND close > BO ♦ Shorts: close < BO AND close < BO ♦ Why: Designed to confirm breakout commitment and filter fakeouts 2️⃣ TREND: Normal OR Strong Trend Aligned ♦ Detection: 18-period EMA + ADX/DMI + higher timeframe slope ♦ States: Strong Bull/Bear (ADX>30), Normal Bull/Bear (price vs EMA), Uncertain ♦ Confirmation: Requires 3 consecutive bars in the same state (to reduce flip-flop) ♦ BO accepts: Normal OR Strong (you're testing early, basic alignment sufficient) 3️⃣ PIVOT: Nearest Resistance/Support Broken ♦ Storage: 60 most recent pivot highs/lows (dynamic lookback per timeframe) ♦ Longs: Nearest pivot HIGH above BO → must break with 2 closes ♦ Shorts: Nearest pivot LOW below BO → must break with 2 closes ♦ Price Discovery: If no pivot exists beyond BO = auto-pass ♦ Why: Aims to confirm momentum has overcome previous rejection zones 4️⃣ VOLUME: OBV Aligned OR Spike ♦ Directional OBV: OBV > 20-EMA (longs) OR OBV < 20-EMA (shorts) ♦ OR Volume Spike: Current volume > 20-period SMA ♦ Why: Checks for institutional participation signals 5️⃣ VALIDATIONS: Setup Valid (✅) ♦ Dates valid (A < B < C, all in past) ♦ Wave structure valid (min 5% impulse, min 3% retrace) ♦ Budget allocation = 100% ♦ Prices detected at all points ⚠️ BO fires once per bar close. Flag set permanently until trade resets. ─────────────────────────────────────────── 🔺 PYRAMID ORDERS (PO1-3) - PYRAMIDING INTO STRENGTH 💬 "Never buy a stock because it has had a big decline from its previous high. The big money was never made in the stock market by buying on declines." — Jesse Livermore PO Price Calculation Fixed Fibonacci extensions from Point C: Formula: Price C ± (Impulse Range × Fib Level) Where: Impulse Range = |Price B - Price A| Default Levels: ♦ PO1 @ Fib 0.618 (Golden Ratio) ♦ PO2 @ Fib 1.000 (Full impulse repeat) ♦ PO3 @ Fib 1.272 (Fibonacci sequence extension) ─────────────────────────────────────────── PO Entry Conditions - ALL 6 Must Align (STRICTER): 1️⃣ PRICE: 3 Consecutive Closes Beyond PO ♦ Longs: close > PO AND close > PO AND close > PO ♦ Shorts: close < PO AND close < PO AND close < PO ♦ Why: Higher conviction needed when adding capital (3 vs 2 closes for BO) 2️⃣ TREND: Same as BO Normal OR Strong trend must remain aligned with trade direction 3️⃣ PIVOT: Per-Level Pivot Break ♦ Each PO checks its OWN nearest pivot (not shared with BO) ♦ Same 2-close break requirement ♦ PO3 Exception: Price discovery allowed (no pivot required if already profitable) 4️⃣ VOLUME: Same as BO Sustained confirmation required (not weakening) 5️⃣ CLEAN CANDLE: <30% Reversal Wick (NEW) ♦ Filter: Uses ATR(14) - candles < ATR auto-pass (consolidation noise) ♦ Longs: Upper wick < 30% of candle range (no rejection at top) ♦ Shorts: Lower wick < 30% of candle range (no rejection at bottom) ♦ Why: Don't pyramid into weakness/rejection - only add on clean momentum ♦ Not checked for BO: Test position tolerates some wick risk 6️⃣ SEQUENCE: Prior Order Fired ♦ PO1 requires: BO fired ♦ PO2 requires: PO1 fired ♦ PO3 requires: PO2 fired ♦ Why: No skipping levels - disciplined building only ─────────────────────────────────────────── ⚙️ KEY DIFFERENCE: BO (20% capital) = Lighter requirements, testing your idea early POs (80% capital) = Stricter requirements, adding only to confirmed winners ♦ BO: 2 closes | POs: 3 closes ♦ BO: No candle check | POs: Clean candle required ♦ BO: Independent | POs: Sequential (must follow order) ♦ BO: No price discovery | PO3: Allows price discovery when profitable 💬 "Profits always take care of themselves, but losses never do. The speculator has to ensure himself against considerable losses by taking the first small loss." — Jesse Livermore ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🚪 EXIT LOGIC - TECHNICAL DETAILS 🔴 EXIT PHILOSOPHY The indicator uses TWO INDEPENDENT EXIT TRIGGERS (whichever fires first): 1) Structural Breakdown Price breaks through the EXIT level with confirmation 2) Trend Reversal Trend flips against your position AND price breaks EXIT level Why two methods? ♦ Structure = price-based protection (hard stop) ♦ Trend = momentum-based exit (early warning when market character changes) ♦ Combined: Exit either when proven wrong (structure) or when conditions no longer favor your direction (trend) ─────────────────────────────────────────── 🔴 EXIT PRICE CALCULATION The EXIT price (your stop loss) adjusts dynamically based on position size: BEFORE PO3 Fires (Fixed Stops): ♦ BO only = Stop at Point C (small position, tight stop near entry) ♦ PO1 fired = Stop at Fib 0.5 (moved to breakeven zone) ♦ PO2 fired = Stop at Fib 0.786 (protecting partial profits) AFTER PO3 Fires (Trailing Stops): ♦ Tracking: Monitors the highest Fib reached (longs) or the lowest Fib reached (shorts) ♦ Placement: EXIT moves 1-2 Fib levels below the highest (longs) or above the lowest (shorts) ♦ Example: Price reaches Fib 2.618 → EXIT trails up to Fib 2.0 ♦ Purpose: Designed to protect accumulated profits while allowing room for normal pullbacks 💬 "It never was my thinking that made the big money for me. It was always my sitting. Men who can both be right and sit tight are uncommon." — Jesse Livermore ─────────────────────────────────────────── 🔴 EXIT CONDITIONS Exit Speed (Based on Risk Exposure): ♦ Full position (PO3 fired) = 1 close required (fast exit - more capital at risk) ♦ Partial position (BO/PO1/PO2 only) = 2 closes required (confirmation - less urgency) METHOD 1: Structural Breakdown Price violates the EXIT level with clean momentum: For Longs: ♦ Price closes BELOW EXIT level (1 or 2 closes depending on position size) ♦ Clean candle required (lower wick < 50% of range - no false breakdown) For Shorts: ♦ Price closes ABOVE EXIT level (1 or 2 closes depending on position size) ♦ Clean candle required (upper wick < 50% of range - no false breakout) Why clean candle check? Designed to reduce exits on wicks/fakeouts. If there's a large reversal wick (>50%), it suggests buyers/sellers are defending the level - not a true breakdown. METHOD 2: Trend Reversal Market character shifts against your position: For Longs: ♦ Trend shifts from Bull → Normal Bear OR Strong Bear ♦ AND price breaks below EXIT level (same close requirements) For Shorts: ♦ Trend shifts from Bear → Normal Bull OR Strong Bull ♦ AND price breaks above EXIT level (same close requirements) Why this matters? ♦ Proactive exit before structural stop is hit ♦ If the trend that confirmed your entries reverses, the setup is invalidated ♦ Livermore principle: Exit when market proves you wrong, don't wait for max pain ─────────────────────────────────────────── ⚠️ EXIT BEHAVIOR ♦ Fires once per bar close (same as entries) ♦ Resets all tracking after exit (ready for fresh trade setup) ♦ Clears flags: boSignalFired, po1/po2/po3SignalFired, highestFib/lowestFib tracking ♦ If using 3Commas: Sends exit_long or exit_short JSON (market order closes 100% position) 💬 "I never argue with the tape. Getting sore at the market doesn't get you anywhere." — Jesse Livermore ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🤖 3COMMAS AUTOMATION (OPTIONAL) 💬 "There is the plain fool, who does the wrong thing at all times everywhere, but there is also the Wall Street fool, who thinks he must trade all the time." — Jesse Livermore Automation designed to help remove emotion and support disciplined execution. ─────────────────────────────────────────── ⚡ QUICK SETUP IN 5 STEPS STEP 1: Create Your Signal Bots You need 2 SEPARATE BOTS (one for Longs, one for Shorts): Go to 3Commas → Bots → Create Bot → Select "Signal Bot" Basic Settings: ♦ Bot Name: "Livermore Long - " (example: "Livermore Long - BTCUSDT") ♦ Exchange: Your connected exchange ♦ Trading Pair: Must match TradingView chart exactly ♦ Strategy: Custom Signal ♦ Direction: LONG (for first bot) or SHORT (for second bot) ♦ Max Active Deals: 1 ⚠️ CRITICAL SETTINGS: Entry Orders: ♦ Toggle ON: "Entry Orders" ♦ Volume per Order: "Send in webhook, quote" ♦ Why: This lets the indicator control exact $ amounts per order (BO=$2K, PO1=$2.5K, etc.) ♦ If you skip this: Orders will use wrong sizes and break your allocation plan Exit Orders: ♦ Toggle ON: "Exit Orders" ♦ Volume per Order: "100 Position %" ♦ Why: Closes your entire position when EXIT signal fires ♦ Toggle OFF: "Take Profit" (managed by indicator) ♦ Toggle OFF: "Stop Loss" (managed by indicator) Click "Start Bot" for both Long and Short bots. ─────────────────────────────────────────── STEP 2: Get Your Bot Credentials For EACH BOT (Long and Short): ♦ Open the bot → Click "Orders" tab ♦ Scroll down to "Webhook Messages" section ♦ Copy these 3 values: bot_uuid (long string like: a362cbcf-7e68-4379-a83d-ae6e47dba656) secret (very long token starting with: eyJhbGciOiJ...) webhook URL (refer to 3commas to get exact webhook - signal bots) Note: The secret is usually the same for both bots, but the bot_uuid is different. ─────────────────────────────────────────── STEP 3: Enter Credentials in Indicator Back in TradingView: ♦ Open indicator Settings ♦ Find section: "1️⃣ INTEGRATE 3COMMAS" ♦ Paste: Long = Your Long bot UUID Short = Your Short bot UUID Secret = Your secret token (same for both) ♦ Click "OK" The indicator now has everything needed to build JSON payloads. ─────────────────────────────────────────── STEP 4: Create TradingView Alert This alert bridges TradingView → 3Commas. ONE ALERT HANDLES ALL SIGNALS (BO, PO1, PO2, PO3, EXIT). How to create: ♦ Right-click chart → "Add Alert" (or click clock icon) ♦ Condition: Select this indicator from dropdown ♦ Trigger: "Any alert() function call" ♦ Alert Name: "Livermore Pyramiding - " ♦ Message: Leave default (indicator sends its own JSON) ♦ Webhook URL: Paste your 3Commas webhook URL from Step 2 ♦ ⚠️ Alert Frequency: "Once Per Bar Close" (CRITICAL - controls duplicate orders) ♦ Expiration: Open-ended (or set specific date) ♦ Click "Create" ─────────────────────────────────────────── STEP 5: Test Before Going Live 🧪 NEVER TEST WITH REAL CAPITAL FIRST. Use one of these methods: Test 1: Check Bot Status ♦ 3Commas → Bots → Both bots show "Active" (green) ♦ Click into each bot → Orders tab → Should say "Waiting for signal" Test 2: Verify Alert Active ♦ TradingView → Alerts panel (bell icon) ♦ Your alert should show "Active" status Test 3: Paper Trade / Tiny Position ♦ Use 3Commas paper mode if available, OR ♦ Set Total Budget to $10-50 for first real test ♦ Map a wave that's about to trigger ♦ Watch if orders actually appear on 3Commas Test 4: Check JSON Format ♦ When alert fires → TradingView Alerts → Click your alert ♦ Look at "History" or "Log" ♦ Verify JSON has: bot_uuid, secret, action, price, amount ─────────────────────────────────────────── 🛠️ COMMON ISSUES & SOLUTIONS ✗ Problem: Orders not appearing on 3Commas Possible causes: ♦ Wrong webhook URL → Must be exact 3Commas URL (check for typos) ♦ Bot paused → Check bot status must be "Active" (green) ♦ Wrong bot UUID → Verify you copied Long UUID for longs, Short UUID for shorts ♦ Secret mismatch → Double-check secret is correct ♦ Exchange API issues → Verify exchange connection in 3Commas settings How to debug: ♦ 3Commas → Your Signal Bot → Orders tab ♦ Look for "Rejected Signals" section ♦ Should show error messages if webhook failed ─────────────────────────────────────────── ✗ Problem: Orders executing at wrong prices Possible causes: ♦ Limit order not filled → Price gapped through your level before order filled ♦ Slippage on exits → Exits use market orders (intentional - speed over exact price) ♦ Exchange minimums → Some exchanges have minimum order sizes Solution: ♦ Entries use limit orders (wait for exact price - may not fill if price gaps) ♦ Exits use market orders (prioritize fast execution when structure breaks) ♦ This is INTENTIONAL DESIGN following Livermore's principle: exit when proven wrong ─────────────────────────────────────────── ✗ Problem: PO orders firing out of sequence or skipping Possible causes: ♦ Alert not set to "Once Per Bar Close" → Change alert frequency setting ♦ Multiple alerts running → Delete old/duplicate alerts for this indicator ♦ Conditions changed mid-bar → Indicator only fires at bar close (protective feature) Solution: ♦ Keep only 1 active alert per indicator instance ♦ Always use "Once Per Bar Close" frequency ♦ Wait for full bar to close before signals can fire ─────────────────────────────────────────── ✗ Problem: Bot not closing position on EXIT Possible causes: ♦ Exit order setting wrong → Check bot settings ♦ Wrong JSON action → Should be "exit_long" or "exit_short" ♦ No position open → Can't close what doesn't exist Solution: ♦ Verify: Bot Settings → Exit Orders → Volume per Order = "100 Position %" ♦ Check alert history for correct JSON payload ♦ If stuck: Manually close position in 3Commas, then fix settings ♦ Delete and recreate alert if JSON format is wrong ─────────────────────────────────────────── 🔒 SECURITY BEST PRACTICES ♦ Never share bot UUID or Secret - Treat them like passwords ♦ Use restricted API keys - Limit to specific pairs, disable withdrawals ♦ Start small - Test with $10-50 first, scale up only after success ♦ Monitor first trades - Don't set-and-forget immediately ♦ Delete old alerts - If you change A/B/C points, delete old alert and create new one ─────────────────────────────────────────── 📊 PREFER MANUAL TRADING? Skip 3Commas entirely and use the indicator for planning only: ♦ Watch Trade Plan table for ✓✓✓✓✓ alignment ♦ Manually place limit orders at displayed prices ♦ Manually move stop loss as EXIT price updates ♦ Manually close when EXIT signal fires Benefits: Full control, no API concerns, can override based on context Drawbacks: Must watch chart constantly, emotions can interfere, may miss signals ─────────────────────────────────────────── ✅ FINAL CHECKLIST BEFORE LIVE TRADING ✓ Both Signal Bots created (Long + Short) ✓ Entry Orders: Volume = "Send in webhook, quote" ✓ Exit Orders: Volume = "100 Position %" ✓ Take Profit and Stop Loss disabled in bots ✓ Bot UUIDs and Secret entered in indicator ✓ TradingView alert created with correct webhook ✓ Alert frequency = "Once Per Bar Close" ✓ Alert status shows "Active" ✓ Tested with small amounts successfully ✓ Trade Plan table shows ✅ (no validation errors) ✓ Understand your risk per trade Once all checked: You're ready for automated pyramiding execution. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 KEY REMINDERS - BEFORE YOU TRADE 💬 "The speculator's chief enemies are always boring from within. It is inseparable from human nature to hope and to fear." — Jesse Livermore ─────────────────────────────────────────── ⚠️ COMMON MISTAKES (AVOID THESE) Mapping Incomplete Waves ♦ Point C must be in the PAST (completed retrace, not currently forming) ♦ Don't map a wave that's still developing - wait for confirmation ♦ Minimum requirements: 5% impulse (A→B), 3% retrace (B→C) Ignoring Validation Warnings ♦ Never create alerts when status shows ✗ (red) or ⚠️ (yellow) ♦ Fix all errors first: dates in order, budget = 100%, valid wave structure ♦ Common issues: dates in future, Point C above B (longs) or below B (shorts) Premature Manual Entries ♦ Don't enter just because price touched the level ♦ Wait for ALL ✓✓✓✓✓ (or ✓✓✓✓✓✓) to align in Trade Plan table ♦ Patience pays - partial confluence = partial edge = higher risk of losing trades Wrong Timeframe Selection ♦ Avoid: 15m, 5m, 1m (too much noise, false signals) ♦ Use: 1H, 4H, Daily (cleaner structure, better confluence) ♦ Lower timeframes require faster decisions and produce more whipsaws Over-Risking Capital ♦ Trade budget ≠ Account size ♦ Never risk capital you can't afford to lose ♦ One bad trade should NOT destroy your account ─────────────────────────────────────────── ✅ LIVERMORE PRINCIPLES IN ACTION Confirmation > Prediction ♦ Don't predict where price will go ♦ Wait for price to INDICATE direction via pivots + volume + trend ♦ Test first (BO 20%), build only when confirmed (POs 80%) 💬 "A man must believe in himself and his judgment if he expects to make a living at this game." Pyramid on Strength, Never Weakness ♦ Add only when: 3 closes + clean candles + volume + pivot breaks ♦ Never average down (DCA into losers) ♦ If BO wrong, take small loss fast - don't hope and add more 💬 "Never buy a stock because it has had a big decline from its previous high." Respect Market Structure ♦ Pivots = where smart money previously acted (support/resistance) ♦ Breaking them = momentum overcoming barriers ♦ Entering before pivot break = entering into known rejection zones Trend is Your Friend ♦ Never pyramid against the trend ♦ If trend shifts to Uncertain or reverses → no new entries ♦ Exit when trend proves you wrong (don't fight it) 💬 "I never argue with the tape. Getting sore at the market doesn't get you anywhere." Discipline > Emotion ♦ Can't "almost" have all conditions met ♦ Either 100% aligned (all ✓) or you wait ♦ No exceptions, no "this time is different" ♦ Automation designed to help remove emotion - consider using 3Commas 💬 "It never was my thinking that made the big money for me. It always was my sitting." ─────────────────────────────────────────── 🎯 FINAL THOUGHT This indicator is a SYSTEMATIC FRAMEWORK, not a magic solution. It translates Livermore's century-old principles into actionable rules: ♦ Test small, build big ♦ Add to winners, cut losers fast ♦ Let structure guide exits ♦ Stay disciplined when emotions scream The market will test your patience, discipline, and conviction. The indicator aims to reduce guesswork - but YOU still need to: ♦ Find valid wave structures ♦ Choose appropriate market conditions ♦ Size positions properly ♦ Accept losses as part of the game 💬 "The game of speculation is the most uniformly fascinating game in the world. But it is not a game for the stupid, the mentally lazy, the person of inferior emotional balance, or the get-rich-quick adventurer." — Jesse Livermore
Pine Script® indicator
by SwissAlgo
VMS Momentum Trend Matrix Indicator [09.00 to 23.30]VMS Momentum Trend Matrix Indicator - Detailed Explanation 🎯 Overview & Core Philosophy This is a multi-dimensional trading and a multi-confirmation system that combines 4 independent analytical approaches into one unified framework. The indicator operates on the principle of "consensus trading" - where signals are only considered reliable when multiple systems confirm each other. The system is designed for 9:00 AM to 23:30 PM trading sessions (Indian Market) with dynamic support/resistance levels. Five Pillars of Analysis: 1. Trend Matrix – Multiple indicator voting system 2. Momentum Suite – Multiple Hybrid oscillator 3. Volume Analysis - Buy/sell pressure quantification 4. Key Level Identification - Dynamic support/resistance 5. EMA Trend: Indicates the overall long-term direction. 📊 DASHBOARD INTERPRETATION - ROW BY ROW ROW 1: Indicator Name and Cell background colour changes with Trend Matrix ROW 2: EMA ANALYSIS (It analyses independently and does not combine this analysis with the Combined Analysis and Trading View. Background Colour on price chart is based on this) Purpose: Long-term trend identification using Exponential Moving Averages What to Watch: • Major Trend: Overall market direction (Bullish/Bearish/Neutral) • Bullish Condition: All EMAs aligned upward • Bearish Condition: All EMAs aligned downward • Neutral: Mixed alignment Trading Significance: • Trading Condition: Current bias based on EMA alignment • Bullish Market: Focus on LONG positions only • Bearish Market: Focus on SHORT positions only • Neutral Market: Wait for clearer direction ROW 3-4: KEY LEVELS Purpose: Dynamic support and resistance identification Levels to Monitor: • VMS Line-1 (Support): Dynamic Support for long positions • VMS Line-2 (Resistance): Dynamic Resistance for short positions • Up/Down: Daily base levels from opening price calculations • Up: Daily support level based on opening price • Down: Daily resistance level based on opening price How Levels Work: • Wait for Line-1 and 2 Crossing • In the Upward movement, Line-1 will move with the price, and Line-2 will be moved as a straight line • In the Downward movement, Line-2 will move with the price, and Line-2 will be moved as a straight line • Provide clear entry/exit points • If the price is between these levels, it is mostly a sideways market. After the Upward movement, if the price crosses Line-1 and other bearish conditions are supported, a short position can be taken. And in the Downward movement, it is the reverse condition. • If the price is above the up level, it can be considered as bullish and below as bearish ROW 5-6: VOLUME ANALYSIS Purpose: Measure buying vs selling pressure Key Metrics: • Total Buy Volume: Cumulative buying pressure • Total Sell Volume: Cumulative selling pressure • Bullish Candles: Number of up-candles in session • Bearish Candles: Number of down-candles in session Interpretation: • Buy Volume > Sell Volume: Bullish sentiment • Sell Volume > Buy Volume: Bearish sentiment • Bullish Candles Dominating: Upward momentum • Bearish Candles Dominating: Downward momentum ROW 7-8: MOMENTUM SUITE (Background colour of Oscillator is based on this) Purpose: Short-term momentum strength and direction Critical Components: • Direction: Current momentum (BULLISH/BEARISH) • Strength: 0-100% strength measurement • Bullish Height: Positive momentum magnitude • Bearish Height: Negative momentum magnitude Strength Classification: • 80-100%: Very Strong - High conviction trades • 60-80%: Strong - Good trading opportunities • 40-60%: Moderate - Caution advised • 20-40%: Weak - Avoid trading • 0-20%: Very Weak - No trade zone ROW 9-11: TREND MATRIX Purpose: Consensus from Multiple technical indicators Matrix Scoring: • Bullish Signals: Number voting UP • Bearish Signals: Number voting DOWN • Neutral Signals: Non-committed indicators • Net Score: Bullish - Bearish signals Trend Classification: • Strong Uptrend: Net Score ≥ +5 • Uptrend: Net Score +1 to +4 • Neutral: Net Score = 0 • Downtrend: Net Score -1 to -4 • Strong Downtrend: Net Score ≤ -5 ROW 12: COMBINED ANALYSIS Purpose: Final integrated signal from all systems Bias Levels: • STRONG BULLISH: All systems aligned upward • BULLISH: Majority systems upward • NEUTRAL: Mixed or weak signals • BEARISH: Majority systems downward • STRONG BEARISH: All systems aligned downward Confidence Score: 0-100% reliability measurement ROW 13: TRADING VIEW Purpose: Clear action recommendations Possible Actions: • STRONG LONG: High conviction buy signal • MODERATE LONG: Medium conviction buy signal • WAIT FOR CONFIRMATION: No clear signal • MODERATE SHORT: Medium conviction sell signal • STRONG SHORT: High conviction sell signal 🎯 COMPLETE TRADING RULES BUY ENTRY CONDITIONS (All Must Be True) Primary Conditions: 1. Combined Bias: BULLISH or STRONG BULLISH 2. Trading Action: MODERATE LONG or STRONG LONG 3. Momentum Strength: ≥ 40% (≥60% for STRONG LONG) 4. Trend Matrix: Net Score ≥ +3 5. EMA Trend: Bullish or Neutral Confirmation Conditions: 6. Price Position: Above VMS Line-1 AND Base Up 7. Volume Confirmation: Buy Volume > Sell Volume 8. Bullish Candles: More bullish than bearish candles Risk Management: 9. Stop Loss: Below VMS Line-1 OR Base Down (whichever is lower) 10. Position Size: Based on confidence score (higher score = larger position) 11. Take Profit: When Combined Bias turns "NEUTRAL" or momentum strength drops below 20% 12. Exit Signal: Trading Action shows "WAIT FOR CONFIRMATION" SELL/SHORT ENTRY CONDITIONS (All Must Be True) Primary Conditions: 1. Combined Bias: BEARISH or STRONG BEARISH 2. Trading Action: MODERATE SHORT or STRONG SHORT 3. Momentum Strength: ≥ 40% (≥60% for STRONG SHORT) 4. Bearish Signals: ≥ 12 in Trend Matrix 5. Trend Matrix: Net Score ≤ -3 6. EMA Trend: Bearish or Neutral Confirmation Conditions: 6. Price Position: Below VMS Line-2 AND Base Down 7. Volume Confirmation: Sell Volume > Buy Volume 8. Bearish Candles: More bearish than bullish candles Risk Management: 9. Stop Loss: Above VMS Line-2 OR Base Up (whichever is higher) 10. Position Size: Based on confidence score 11. Take Profit: When Combined Bias turns "NEUTRAL" or momentum strength drops below 20% 12. Exit Signal: Trading Action shows "WAIT FOR CONFIRMATION" ⏰ ENTRY/EXIT TIMING Best Entry Times: • 9:30-11:00 AM: Early session momentum established • 12:30-16:30 AM: Mid-session confirmation • 21:30-23:00 PM: closing session momentum shifts Avoid Trading: • First 15 minutes: Excessive volatility • 12:00-18:00 PM: Low liquidity period • After 22:00 PM: Session closing volatility Exit Triggers: Profit Taking: • Target 1: 1:1 Risk-Reward (exit 50% position) • Target 2: 1.5:1 Risk-Reward (exit remaining 50%) • Trailing Stop: Move stop to breakeven after Target 1 Stop Loss Triggers: • Price crosses opposite VMS line • Combined Bias changes to NEUTRAL • Momentum Strength drops below 20% • Volume confirmation reverses • Emergency Exit: • Trend Matrix Net Score reverses direction • 6-EMA trend changes direction • Key support/resistance breaks against position 📈 TRADING SCENARIOS Scenario 1: STRONG BULLISH SETUP - Combined Bias: STRONG BULLISH - Trading Action: STRONG LONG - Momentum Strength: 75% - Trend Matrix: Net Score +8 - Price: Above VMS Line-1 and Base Up - Volume: Strong buy volume dominance ACTION: Enter LONG with full position size STOP LOSS: Below VMS Line-1 TARGET: 1.5:1 Risk-Reward ratio Scenario 2: MODERATE BEARISH SETUP - Combined Bias: BEARISH - Trading Action: MODERATE SHORT - Momentum Strength: 55% - Trend Matrix: Net Score -4 - Price: Below VMS Line-2 but above Base Down - Volume: Moderate sell volume dominance ACTION: Enter SHORT with half position size STOP LOSS: Above VMS Line-2 TARGET: 1:1 Risk-Reward ratio Scenario 3: NEUTRAL/WAIT SETUP - Combined Bias: NEUTRAL - Trading Action: WAIT FOR CONFIRMATION - Momentum Strength: 35% - Trend Matrix: Net Score 0 - Mixed volume signals ACTION: NO TRADE - Wait for clearer signals ________________________________________ ⚠️ RISK MANAGEMENT RULES Position Sizing: • STRONG Signals (80-100% confidence): 100% normal position • MODERATE Signals (60-79% confidence): 50-75% position • WEAK Signals (40-59% confidence): 25% position or avoid • VERY WEAK (<40% confidence): NO TRADE Daily Loss Limits: • Maximum 2% capital loss per day • Maximum 3 consecutive losing trades • Stop trading after the daily limit is reached Trade Management: • Never move the stop loss against a position • Take partial profits at predetermined levels • Never average down losing positions • Respect all exit signals immediately ________________________________________ 🔄 SIGNAL CONFIRMATION PROCESS Step 1: Trend Direction Check EMA alignment and Combined Bias Step 2: Momentum Strength Verify Momentum Strength ≥ 40% and direction matches trend Step 3: Volume Confirmation Confirm volume supports the direction Step 4: Matrix Consensus Ensure Trend Matrix agrees (Net Score ≥ |3|) Step 5: Price Position Verify price is on the correct side of key levels Step 6: Entry Execution Enter on a pullback to support/resistance with a stop loss ________________________________________ This system works best when you wait for all conditions to align. Patience is key - only trade when all systems confirm the same direction with adequate strength. The multiple confirmation layers significantly increase the probability of success but reduce trading frequency.
Pine Script® indicator
by madhavbbs
WOW Intraday Tracker by Dev🎯 WOW Intraday Tracker: Professional Trade Execution & R/R Analysis The WOW Intraday Tracker (V1.30 Final) is an advanced, invite-only tool built for disciplined intraday trading. It transforms market signals into a fully managed trade, providing both real-time execution confidence and objective performance review. ************************************************************************************ ✨ Core Execution Features The Tracker automates the most critical aspects of trade management: Automatic Entry Trigger: The script uses a proprietary multi-factor scoring system to identify high-probability setups. Once a trade signal is validated and its Score meets the Activation Threshold (which is visible in the Running Trade Table), the entry order (Long or Short) is automatically triggered and monitored. Trade Grade Qualification: Crucially, every setup is assigned a Trade Grade (A+, A, or B) before entry, based on structural confluence, allowing traders to qualify the setup quality instantly. Initial SL & Multiple Targets (TGTs): All trades are established with risk-defined parameters from the start. Initial Stop-Loss (SL): Automatically calculated based on user-defined ATR Multiples to align risk with current volatility. Multiple Take-Targets (TGTs): Two distinct target levels (TGT1 and TGT2) are set based on user-defined R-Multiples (Risk-to-Reward ratios) to facilitate a partial profit-taking strategy. Dynamic Trailing & Stop Adjustment: As the trade progresses, the script automatically manages risk, adjusting the stop-loss upon TGT hits to lock in profit. Signal Cancellation Feature: To protect capital, the script actively monitors the signal's health. If the internal trade score drops below the configurable Cancellation Threshold before entry, the pending order is automatically invalidated and cleared. ⚖️ Trade Exit and Weighted R/R Assumptions The script's primary function is to track and calculate a Weighted Risk-to-Reward (R/R) based on a predetermined exit plan: Target 1 (T1): 30% of the original position. Stop is adjusted to protect profits. Target 2 (T2): Another 30% of the original position. Trailing Stop begins based on a volatility factor. Final Exit: Rest 40% of the original position. Exited when the Trailing Stop is hit. Important Note: The Trailing Stop is tracked on a closing basis within the script. While you can choose to exit the trade manually on a hit basis or book profits based on your personal judgment, the script's final Weighted R/R calculation is based on the assumption that the position exits as detailed above. ************************************************************************************** 📊 Global R/R Tracker Table (Performance by Grade) This powerful feature provides objective, actionable data for trade review. It continuously tallies your performance, broken down by the quality (Grade) of the trade setup. The table tracks performance for A+, A, and B grade setups, plus a TOTAL row, based on your chosen lookback (Full History or Day Start) By separating performance by Grade, you gain a clear, evidence-based understanding of which setups truly deserve your capital and focus. ************************************************************************************* 🎨 Advanced Customization & Styling The WOW Intraday Tracker offers extensive control over the look and feel of your workspace to ensure maximum clarity and minimal chart clutter. Table Positioning: Freely select the on-chart location (Top Right, Bottom Left, etc.) for all three tables. Theming: Customize the background and text colors for all tables, including the dynamic green/red backgrounds of the Global R/R Tracker. Plot Lines: Full color control over all plotted trade lines: PDH/PDL, Entry Price, Initial Stop, Trailing Stop, and Targets. ********************************************************************************* ⏱️ Usage & Recommended Timeframes The WOW Intraday Tracker is primarily designed and optimized for high-frequency, short-term intraday trading. Recommended Timeframes: For optimal performance, we recommend using the script on lower-to-mid-range intraday timeframes: 5-minute, 15-minute, and 25 (or 30) minutes. Intended Use: While the script can be applied to higher timeframes, its main purpose is to capture volatility and quick moves within the trading day. Swing Trading: In rare instances, the tracker may generate signals suitable for a short-term swing trade (1-2 days), but this is secondary to its core intraday function. ******************************************************************************************** 🔑 Access Note The WOW Intraday Tracker utilizes proprietary logic within its scoring system and is published as an invite-only script. The source code is protected to maintain the integrity and value of the intellectual property. To inquire about access, please contact the author directly via TradingView Private Message on this profile.
Pine Script® indicator
by Dev9939
2
GRG/RGR Signal, MA, Ranges and PivotsThis indicator is a combination of several indicators. It is a combination of two of my indicators which I solely use for trading 1. EMA 10-20-50-200, Pivots and Previous Day/Week/Month range 2. 3/4-Bar GRG / RGR Pattern (Conditional 4th Candle) You can use them individually if you already have some of them or just use this one. Belive me when I say, this is all you need, along with market structure knowlege and even if you don’t have that, this indicator has been doing wonders for me. This is all I use. I do not use anything else. **Note - Do checkout the indicators individually as I have added valuable information in the comment section. It contains the following, 1. 10 EMA/SMA - configurable 2. 20 EMA/SMA - configurable 3. 50 EMA/SMA - configurable 4. 200 EMA/SMA - configurable 5. Previous Day's Range - configurable 6. Previous Week's Range - configurable 7. Previous Month's Range - configurable 8. Pivots - configurable 9. Buy Sell Signal - configurable The Moving Averages It is a very important combination and using it correctly with price action will strengthen your entries and exits. The ema's or sma's added are the most powerful ones and they do definitely act as support and resistance. The Daily/Weekly/Monthly Ranges The Daily/Weekly/Monthly ranges are extremely important for any trader and should be used for targets and reversals. Pivots Pivots can provide support and resistance level. R5 and S5 can be used to check for over stretched conditions. You can customise them however you like. It is a full pivot indicator. It is defaulted to show R5 and S5 only to reduce noise in the chart but it can be customised. The 3/4 RGR or GRG Signal Generator Combined with a 3/4 RGR or GRG setup can be all a trader needs. You don't need complex strategies and SMC concepts to trade. Simple EMAs, ranges and RGR/GRG setup is the most winning combination. This indicator can be used to identify the Green-Red-Green or Red-Green-Red pattern. It is a price action indicator where a price action which identifies the defeat of buyers and sellers. If the buyers comprehensively defeat the sellers then the price moves up and if the sellers defeat the buyers then the price moves down. In my trading experience this is what defines the price movement. It is a 3 or 4 candle pattern, beyond that i.e, 5 or more candles could mean a very sideways market and unnecessary signal generation. How does it work? Upside/Green signal 1. Say candle 1 is Green, which means buyers stepped in, then candle 2 is Red or a Doji, that means sellers brought the price down. Then if candle 3 is forming to be Green and breaks the closing of the 1st candle and opening of the 2nd candle, then a green arrow will appear and that is the place where you want to take your trade. 2. Here the buyers defeated the sellers. 3. Sometimes candle 3 falls short but candle 4 breaks candle 1's closing and candle 2's opening price. We can enter on candle 4. 4. Important - We need to enter the trade as soon as the price moves above the candle 1 and 2's body and should not wait for the 3rd or 4th candle to close. Ignore wicks. 5. But for a more optimised entry I have added an option to use candle’s highs and lows instead of open and close. This reduces lot of noise and provides us with more precise entry. This setting is turned on by default. 6. I have restricted it to 4 candles and that is all that is needed. More than that is a longer sideways market. 7. I call it the +-+ or GRG pattern or Green-Red-Green or Buyer-Seller-Buyer or Seller defeated or just Buyer pattern. 8. Stop loss can be candle 2's mid for safe traders (that includes me) or candle 2's body low for risky traders. 9. Back testing suggests that body low will be useless and result in more points in loss because for the bigger move this point will not be touched, so why not get out faster. Downside/Red signal 1. Say candle 1 is Red, which means sellers stepped in, then candle 2 is Green or a Doji, that means buyers took the price up. Then if candle 3 is forming to be Red and breaks the closing of the 1st candle and opening of the 2nd candle then a Red arrow will appear and that is the place where you want to take your trade. 2. Sometimes candle 3 falls short but candle 4 breaks candle 1's closing and candle 2's opening price. We can enter on candle 4. 3. We need to enter the trade as soon as the price moves below the candle 1 and 2's body and should not wait for the 3rd or 4th candle to close. 4. But for a more optimised entry I have added an option to use candle’s highs and lows instead of open and close. This reduces lot of noise and provides us with more precise entry. This setting is turned on by default. 5. I have restricted it to 4 candles and that is all that is needed. More than that is a longer sideways market. 6. I call it the -+- or RGR pattern or Red-Green-Red or Seller-Buyer-Seller or Buyer defeated or just Seller pattern. 7. Stop loss can be candle 2's mid for safe traders ( that includes me) or candle 2's body high for risky traders. 8. Back testing suggests that body high will be useless and result in more points in loss because for the bigger move this point will not be touched, so why not get out faster. Combining Indicators and Signal Combining these indicators with GRG/RGR signal can be very powerful and can provide big moves. 1. MA crossover and Signal - This is very powerful and provides a very big move. Trades can be held for longer. If after taking the trade we notice that the MA crossover has happened then trades can be held for higher targets. 2. Pivots and Signal - Pivots and add a support or resistance point. Take profits on these points. R5/S5 are over streched conditions so we can start looking for reversal signals and ignore other signals 3. Intraday Range - first 1, 5, 15 min of the day - Sideways days is when price will stay in these ranges. You can take profits at these ranges or if the range is broken and we get a signal, then it can mean that the direction will be sustained. 4. Previous Day/Week/Month Ranges - These can be used as Take Profit points if the price is moving towards them after getting the signal. If the range is broken and we get a signal then it can be a strong signal. They can also be used as reversal points if a strong signal is generated. Important Settings 1. Include 4th Candle Confirmation - You can enable or disable the 4th candle signal to avoid the noise, but at times I have noticed that the 4th candle gives a very strong signal or I can say that the strong signal falls on the 4th candle. This is mostly a coincidence. 2. Bars to check (default 10) - You can also configure how many previous bars should the signal be generated for. 10 to 30 is good enough. To backtest increase it to 2000 or 5000 for example. 3. Use Candle High/Low for confirmation instead of Candle Open/Close - More optimized entry and noise reduction. This option is now defaulted to false. 4. Show Green-Red-Green (bull) signals - Show only bull entries. Useful when I have a predefined view i.e, I know market is going to go up today. 5. Show Red-Green-Red (bear) signals - Show only bear entries. Useful when I have a predefined view i.e, I know market is going to go down today. 6. 3rd candle should be a Strong candle before considering 4th candle - This will enforce additional logic in 4 candle setup that the 3rd candle is the candle in our direction of breakout. This means something like GRGG is mandatory, which is still the default behaviour. If disabled, the 3rd candle can be any candle and 4th candle will act as our breakout candle. This behaviour has led to breakouts and breakdowns as times, hence I added this as a separate feature. Vice-versa for a RGGR. For a 4 candle setup till now we were expecting GRGG or RGRR but we can let the system ignore the 3rd candle completely if needed. This will result in additional signals. 7. Three intraday ranges added for index and stock traders - 1 min, 5 min and 15 min ranges will be displayed. These are disabled by default except 15 min. These are very important ranges and in sideways days the price will usually move within the 15 min. A breakout of this range and a positive signal can be a very powerful setup. Safe traders can avoid taking a trade in this range as it can lead to fakeouts. The line style, width, color and opacity are configurable. Pointers/Golden Rules 1. If after taking the trade, the next candle moves in your direction and closes strong bullish or bearish, then move SL to break even and after that you can trail it. 2. If a upside trade hits SL and immediately a down side trade signal is generated on the next candle then take it. Vice versa is true. 3. Trades need to be taken on previous 2 candle's body high or low combined and not the wicks. 4. The most losses a trader takes is on a sideways day and because in our strategy the stop loss is so small that even on a sideways day we'll get out with a little profit or worst break even. 5. Hold trades for longer targets and don't panic. 6. If last 3-4 days have been sideways then there is a good probability that today will be trending so we can hold our trade for longer targets. Inverse is true when the market has been trending for 2-3 days then volatility followed by sideways is coming (DOW theory). Target to hold the trade for whole day and not exit till the day closes. 7. In general avoid trading in the middle of the day for index and stocks. Divide the day into 3 parts and avoid the middle. 8. Use Support/Resistance, 10, 20, 50, 200 EMA/SMA, Gaps, Whole/Round numbers(very imp) for identifying targets. 9. Trail your SL. 10. For indexes I would use 5 min and 15 min timeframe and at times 10 mins. 11. For commodities and crypto we can use higher timeframe as well. Look for signals during volatile time durations and avoid trading the whole day. Signal usually gives good targets on those times. 12. If a GRG or RGR pattern appears on a daily timeframe then this is our time to go big. 13. Minimum Risk to Reward should be 1:2 and for longer targets can be 1:4 to 1:10. 14. Trade with small lot size. Money management will happen automatically. 15. With small lot size and correct Risk-Reward we can be very profitable. Don't trade with big lot size. 16. Stay in the market for longer and collect points not money. 17. Very imp - Watch market and learn to generate a market view. 18. Very imp - Only 3 type of candles are needed in trading - Strong Bullish (Big Green candle), Strong Bearish (Big Red candle), Hammer (it is Strong Bullish), Inverse Hammer (it is Strong Bearish) and Doji (indecision or confusion). If on daily timeframe I see Strong Bullish candle previous day then I am biased to the upside the next day, if I see Strong Bearish candle the previous day then I am biased to the downside the next day, if I see Doji on the previous day then I am cautious the next day, if there are back to back Dojis forming in daily or weekly then I am preparing for big move so time to go big once I get the signal. 19. Most Important Candlestick pattern - Bullish and Bearish Engulfing 20. The only Chart patterns I need - 
 a) Falling Wedge/Channel Bullish Pattern Uptrend or Bull Flag - Buying - Forming over a couple days for intraday and forming over a couple of weeks for swing 
 b) Falling Wedge/Channel Bullish Pattern Downtrend or Falling Channel - Buying
 c) Rising Wedge Bearish Pattern Uptrend or Rising Channel - Selling
 d) Rising Wedge Bearish Pattern Downtrend or Bear flag - Selling e) Head and Shoulder - Over a longer period not for intraday. In 15 min takes few days and for swing 1hr or 4h or daily can take few days 
f) M and W pattern - Reversal Patterns - They form within the above 4 patterns, usually resulting in the break of trend line 21. How Gaps work - 
 a) Small Gap up in Uptrend - Market can fill the gap and reverse. The perception is that people are buying. If previous day candle was Strong Bullish then market view is up.
 b) Big Gap up in Uptrend - Not news driven - Profit booking will come but may not fill the entire gap
 c) Big Gap up in Uptrend - News driven, war related, tax, interest rate - Market can keep going up without stopping.
 c) Flat opening in Uptrend - Big chance of market going up. If previous day candle was Strong Bullish then view is upwards, if it was Doji then still upwards.
 d) Gap down in Uptrend - Market is surprised. After going down initially it can go up
 e) Small Gap down in Downtrend - Market can fill the gap and keep moving down. If previous day candle was Strong Bearish then view is still down.
 f) Flat opening in Downtrend - View is down, short today.
 g) Big Gap down in Downtrend - Profit booking and foolish buying will come but market view is still down.
 h) Gap down with News - Volatility, sideways then down. 
 i) Gap Up in Downtrend - Can move up - Price can move up during 2/3rd of the day and End of the day revert and close in red. 22. Go big on bearish days for option traders. Puts are better bought and Calls are better sold. 23. Cluster of green signals can lead to bigger move on the upside and vice versa for red signals. 24. Most of this is what I learned from successful traders (from the top 2%) only the indicator is mine.
Pine Script® indicator
by pranayjha
10
Force of Strategy (FoS, Multi TF/TA, Backtest, Alerts)Introducing the FoS Trading System A comprehensive and innovative solution designed for both novice and experienced traders to enhance their intraday trading. The basic idea of creating this script is to stay profitable in any market Key Features: There are over 25 no-repaint strategies for generating buy and sell signals to choose from 10 symbols for simultaneous trading Webhook alerts in TTA format (tradingview to anywhere) pre-configured to send messages for trading cross-margin futures on major Crypto Exchanges: Binance, Bitget, BingX, Bybit, GateIO and OKX A unique automated "Strategy switcher" feature for backtesting and live trading—not just a specific strategy, but the logic behind choosing a trading one or another strategy based on backtesting data obtained in real time Advanced risk management options and backtest result metrics Higher Timeframe filters (Technical Rating, ADX, Volatility) and ability for check backtest results with 9 main higher timeframes Buy and sell signals are generated using TradingView Technical Ratings, indicators with adaptive length algorithms and various classic indicators with standard settings to avoid overfitting Next, I will describe in detail what this script does and what settings it operates with: "All Strategies" off - In the global settings block, as shown in the main chart screenshot, you select how long the script will perform backtests in days, with a limitation on the number of bars for calculations. This limitation is necessary to maintain an acceptable calculation speed. You also choose which two higher timeframes we will use for signal and filters when confirming the opening of trades - With "All Strategies" off - as in the example on the main chart screenshot, trading is carried out by strategy #1 on 10 selected tickers simultaneously. By default, I selected the 9 top-capitalized cryptocurrencies on the Bitget exchange and the chart symbol. You can change that choice of 9 non chart opened instruments and # strategy for each them - The first row in the table 1 shows some of the main choosen script settings, in attached example: initial capital 20$, leverage 50L, 20 backtest days, 3$ is invest in one deal, 60m - is chart timeframe, next 60m is higher timeframe 1 and last 90m is higher timeframe 2. In first column you see shortened to 5 characters ticker names - The exchange name in the second row determines the alert messages format I've attached another example of trading with setting "All strategies" off in the image below. In this example, trading 10 standard symbols on an hourly timeframe, 2 coins from 10: 1000SATS and DOGE have generated a profit of over $65 over the past 20 days using strategy #4 Can you browse a wide range of trading instruments and select the 10 best strategies and settings for future trading? Of course, trading is what this script is do! The parameters in the table 1 mean the following: TR - count of closed trading deals WR - Winning Rate, PF - Profit Factor MDD - Max Draw Down for all calculated time from initial capital R$ - trading profit result in usd The parameters in the table 2 is just more metrics for chart symbol: PT - result in usd Per one Trade PW - result Per Win, PL - result Per Lose ROI - Rate of Investments SR - Sharpe Ratio, MR - CalMAR ration Tx - Commision Fee in Usd R$ - trading profit result in usd again Table 2 separate trade results of backtesting for longs and shorts. In first column you see how many USD were invested in one trade, taking into account possible position splitting (will be discussed in more detail in the risk management section) Settings: "All Strategies" on, "Check Last" off When "All Strategies" is active, trading changed from 10 symbols and one strategy to all strategies and one chart symbol. If option "Check Last" is inactive you will see backtest results for each of strategy in backtest setting days. This is useful, for example, if you want to see backtest results under different settings over a long period of time for calibrating risk management or entry rules "All Strategies" on, "Check Last" on - If "All Strategies" and "Check Last" is active trading will occur on the chart symbol only for those strategies that meet the criteria of the settings block for the enabled "All Strategies" option. For example your criteria is: for last 5 trades for all strategies, open next trade only on strategy which reached ROI 25% and WinRate 50%. When strategy with this setting criteria receive Buy or Sell Signal this trade will be opened, and when trade will be close "check last" will repeat. This feature i called "Strategy switcher" -In Table 1 if strategy meet criteria you will see "Ok" label, if strategy meet criteria and have maximum from other reached ROI they labeled "Best". Chart strategy labeled "Chart", Chart and Ok labels in one time is "Chart+", "Chart" and "Best" is labeled "Best+" - The color in the first column of table 1 indicates that the strategy is currently in an open position: green means an open long position, red means an open short position. In picture bellow you will see good example for trading with check results for last 10 trades, and make desicion for trading when criteries 0.25 ROI and WinRate 50% reached for Top 2 by ROI strategies from all list of them. This example of trading logic in last 20 days (include periods when strategy don't arise 10 trades) give a profit $30+. At the bottom of the screen, you can see Labels with the numbers of the strategies that opened the trades. In this example, trades were primarily opened using strategy number 2, and the second most effective strategy after the 20-day backtest was strategy number 9 Who can promise you'll make a profit of $30 in the next 20 days with a drawdown of no more than $8 from the initial $20 with invest in one trade just 2.7$? No one. But this script guarantees that in the future it will repeat the same logic of switching trading strategies that brought profit over the last 20 days Risk management options - When a buy or sell trade is opened, you'll see three lines on the chart: a red stop-loss line (SL), a green take-profit line (TP), and a blue line representing the entry price. The trade will be closed if the high price or low price reaches the line TP or SL (no wait for bar close) and alert will be triggered once per bar when script recalculates - Several options are available to control the behavior of SL/TP lines, such as stop-loss by percentage, ATR, or Highest High (HH) and Lowest Low (LL). Take Profit can be in percent, ATR or in Risk Reward ratio. There some Trailing Stop with start trail trigger options, like ATR, percent or HH / LL - Additionally, in risk managment settings a function has been implemented for adding a position when the breakeven level expressed in the current ROI is reached for opened trade (splitting position). The position is added within the bar. - Webhook alerts in TTA format with message contained next info : Buy / Sell or adding Quantity, Leverage, SL price, TP price and close trade Keep in mind if the stop-loss changed when adding a position, the stop-loss will not be able to be higher than the current bar's low price, regardless of your settings, as backtest trades do not use intra-bar data, in this situation SL will be correct at next bar (but alert message don't be sended twice). And please note that this script does not have an option to simultaneously open trades in different directions. Only 1 trade can be opened for 1 trading instrument at a time Backtest Engine Backtest is a very important part of this script. Here describe how its calculate: - Profit or Loss is USD: close trade price * open trade quantity - open trade price * open trade quantity - open trade quantity * (open trade price + close trade price)/2 * commision fee Possible slippage or alert sending delay needed to be include in commission % which you will set in risk managment settings block, default settings is 0.15% (0,06% for open, 0,06% for close and 0,03% for possible slippage or additional fees) - Maximum Draw Down: Drawdown = (peak - current equity) / peak * 100 ; Drawdown > maxDrawdown ? maxDrawdown = Drawdown - ROI: profit result in USD / sum of all positions margin - CalMAR Ratio: ROI / (-MaxDrawDown) - Sharpe Ratio: ROI / standard deviation for (Sum of all Profits and Loses) / (Sum of all Position Margins) This description was added because in metrics i don't use parameters like "The risk-free rate of return". Keep in mind how exactly this script calculate profit and perfomance when adjusting key criteria in the strategy switching parameters block of script settings Strategies itself For trading, you can enable or disable various Higher Timeframes Filters (ADX, volatility, technical rating). With filters enabled, trades will only open when the setting parameters are reached - Strategy number 1, 2 and 3: is Higher Timeframe TradingView Technical Ratings itself, 1 is summary total rating, 2 is oscillators and 3 is moving averages. When TR filter cross filter levels trade will be open at chart bar close. By Default on chart you see Summary Technical Rating oscillator, but here the options for change it to Oscillator TR or Moving Average TR - Strategy number 4, 5 and 6: is Chart TimeFrame TR. Trades will open when its values (Summary, Oscillators and Moving Averages) reached setting buy sell level - Strategy number 7, 8 and 9: is Alternative buy sell logic for Chart TimeFrame TR, trades will open when counting rising or falling values will be reached - Strategies with number from 10 to 18: is chosen by user adaptive moving averages and oscillators indicators. There in settings you will see many different adaptive length algorithms for trading and different types of moving averages and oscillators. In tooltips in settings you will find very more information, and in settings you will see list of all indicators and algorithms (more than 30 variations). All adaptive strategies have their options in settings for calibrating and plotting - Strategies with number from 19: its can't be chosen or calibarted, this is needed for avoid overfitting, i try to found mostly time worked strategies and use its with standard settings. In future it's possible to changing current or adding additional strategies. At the time of publication this script uses: Dynamic Swing HH LL (19), Composite indicator (20), %R Exhausting with different signals (21,22,23), Pivot Point SuperTrend (24), Ichimoku Cloud (25), TSI (26), Fib Level RSI (27). I don't plot classic strategies in this script Let me explain, the value of this script is not in the strategies it includes, but in how exactly it collects the results of their work, how it filters the opening of trades, what risk management it applies and what strategy switching logic it performs. The system itself that you are now reading about represents the main value of this script Finally if you get access for this script - You will see many other not described options and possibilities like Kelly position or list of settings for adaptive strategies, also i added many usefull tooltips in script settings Happy trading, and stay tuned for updates! DISCLAIMER: No sharing, copying, reselling, modifying, or any other forms of use are authorized for this script, and the information published with them. This script is strictly for individual use. No one know future and Investments are always made at your own risk. I am not responsible for any losses you may incur. Please before investment make sure that chosen logic is enaugh profitable on virtual demo account.
Pine Script® indicator
by RGtrue