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Triple VWAP for FOREX SessionsThis script runs on my previous script Masterwork VWAP . ►It uses regular built-in VWAP improved to avoid weird connecting of the line with its yesterday's value. ►It starts a new VWAP when London session opens . You can select to end it next morning or when the session is about to close. ►It starts a new VWAP when New York session opens . You can select to end it next morning or when the session is about to close. ►You can select intelligent_enabler function to plot the VWAPs on your chart when viewing low timeframe charts (1m, 5m, 15m, 30m)
Pine Script® indicator
by OrcChieftain
7
CM_Forex-Sessions-HighLowDay_V1Este indicador presenta las sesiones forex de Asia Londres y Nueva York junto a los altos y bajos del precio durante la jornada, se puede complementar con el indicador CM_Forex-AsiaSession-8H_V1 para ver los segmentos de 8 horas de la sesión de Asia. This indicator presents the forex sessions of Asia London and New York along with the highs and lows of the price during the day, it can be complemented with the indicator CM_Forex-AsiaSession-8H_V1 to see the 8-hour segments of the Asian session.
Pine Script® indicator
by alljuseb
Arkham ORB Indicator 3.815-Minute ORB Breakout Indicator with Volume Confirmation & Dynamic Risk Management This closed-source indicator identifies high-probability breakout opportunities during the New York session open (8:30-9:30 AM ET) using a systematic Opening Range Breakout methodology combined with volume validation and adaptive volatility-based risk management. Core Methodology - How It Works Opening Range Framework The indicator establishes the Opening Range by tracking the high and low of the first 15 minutes of the trading session (8:30-8:45 AM ET). This range represents the initial price discovery zone where early participants establish equilibrium. Breakouts above the high or below the low signal potential directional moves as liquidity enters the market during the full NY session. Volume-Based Breakout Validation To distinguish genuine breakouts from false moves, the indicator employs a rolling volume analysis system. It calculates a 12-period median of volume and applies a 1.2x threshold multiplier. Only price movements accompanied by volume exceeding this threshold are flagged as valid breakout signals. This approach filters out low-conviction breakouts that often occur in choppy, low-participation conditions and significantly reduces false signals at ORB levels. Adaptive Volatility-Based Stop Loss Calculation Unlike fixed-point stop losses, this indicator uses a dynamic calculation based on a 10-day lookback of historical ORB ranges. The stop loss is derived by analyzing recent Opening Range sizes and applying a 0.5x multiplier to the average. This creates three key advantages: Compression adaptation: When recent ORBs shrink (low volatility), stops automatically tighten to reduce risk exposure Expansion adaptation: When recent ORBs expand (high volatility), stops widen to prevent premature exits on legitimate moves Hybrid intelligence: The system detects outlier volatility days by comparing current ORB size to the 10-day average. When divergence exceeds 50%, it recognizes abnormal conditions and adjusts stop placement accordingly rather than blindly using historical averages Multi-Entry Risk Framework The indicator recognizes that different traders enter at different points relative to the ORB level. It provides simultaneous risk calculations for three entry strategies: Direct ORB Entry (0-point offset): Immediate breakout entries at the ORB high/low Pullback Entry 1 (default 5.5 points): Conservative entries waiting for initial retracements Pullback Entry 2 (default 11.0 points): Deeper retest entries for very conservative approaches Each entry type displays independently calculated metrics (stop loss distance, contract sizing, take profit levels) that account for the actual entry point's distance from the ORB level. This ensures accurate position sizing and risk/reward ratios regardless of which entry method you use. Smart Volatility Detection & Alerts The indicator continuously compares the current day's ORB size against the 10-day historical average. When divergence exceeds a configurable threshold (default 50%), it alerts you to abnormal market conditions: Compression warnings: When today's ORB is 50%+ smaller than average (potential low-volatility trap) Expansion warnings: When today's ORB is 50%+ larger than average (potential news event or unusual volatility) This allows you to adjust expectations and position sizing based on whether current conditions match your backtested historical environment. Risk Management Safeguards Min/Max Stop Loss Caps To prevent extreme stop placements in unusual conditions: Minimum stop: 35 points (prevents overly tight stops that get hit by noise) Maximum stop: 75 points (caps risk exposure during extreme volatility events) Both caps are fully adjustable and can be toggled on/off Contract Rounding & Risk Display The indicator automatically rounds to whole contracts and displays real-time risk metrics including: Suggested stop loss level (adjusted for entry offset + volatility) Number of contracts (sized to your account risk parameters) Suggested take profit level (maintains your configured risk/reward ratio) Dollar risk and potential profit for each entry type What Makes This Original This indicator combines several methodological elements that work together as a cohesive risk management system: Volume confirmation prevents trading every ORB breakout indiscriminately Adaptive volatility stops ensure your risk scales with current market conditions, not fixed assumptions Multi-entry framework provides accurate calculations for various entry styles without requiring separate indicators Outlier detection warns when today's conditions deviate significantly from your backtested norms Integrated position sizing removes the mental math from determining contracts and risk/reward Rather than simply plotting ORB levels or using fixed stops, this system adapts to changing volatility while validating breakouts with participation metrics. How to Use It Apply to a 5-minute chart of futures instruments (optimized for MNQ/NQ) Set your account risk parameters in settings (account size, risk per trade %) Monitor the ORB formation period (8:30-8:45 AM ET) - levels will be drawn Watch for breakout signals during 8:45-9:30 AM ET with volume confirmation Choose your entry style from the three displayed options based on your risk tolerance Use the suggested stops and targets from the real-time risk table Pay attention to volatility warnings - adjust position sizing if conditions are abnormal Fully Customizable Settings All parameters used in the indicator's calculations are user-adjustable, allowing you to adapt the system to your trading style and risk tolerance: ORB Configuration ORB formation period start/end times Entry offset distances (Entry 1 and Entry 2 point values) Display toggles for each entry type Volume Analysis Volume lookback period (default: 12) Volume multiplier threshold (default: 1.2x) Toggle volume filtering on/off Stop Loss Calculation Historical lookback period (default: 10 days) Stop loss multiplier (default: 0.5x) Calculation method: Historical Average, Current Day ORB, or Hybrid Minimum stop cap (default: 35 points) Maximum stop cap (default: 75 points) Toggle min/max caps on/off Volatility Alerts Divergence threshold for outlier detection (default: 50%) Alert display toggles Risk Management Account size Risk percentage per trade Risk/reward ratio for take profit calculations Display Options Table positions and sizes (compact mode) Color schemes Show/hide individual components This flexibility allows you to backtest different parameter combinations and optimize the indicator for current market conditions or your specific trading approach. You are in full control of the calculations - the indicator simply automates the math based on your inputs. Ideal For Futures traders (MNQ/NQ) seeking a systematic, rule-based approach to NY session open breakouts with pre-calculated risk parameters that automatically adapt to changing market volatility. Particularly useful for traders who want to eliminate emotional decision-making around stop placement and position sizing. Important Disclaimers No Financial Advice This indicator is provided for educational and informational purposes only. It does not constitute financial advice, investment advice, trading advice, or any other sort of advice. You should not treat any of the indicator's content, outputs, or signals as such. The author is not a licensed financial advisor. Risk Warning Trading futures and derivatives involves substantial risk of loss and is not suitable for all investors. Past performance of any trading system or methodology is not necessarily indicative of future results. You should carefully consider whether trading is appropriate for you in light of your experience, objectives, financial resources, and other relevant circumstances. No Performance Guarantees While this indicator is designed to identify high-probability setups based on historical analysis, there is no guarantee of profitable results. Market conditions change, and what worked in backtesting may not work in live trading. Due to the leveraged nature of futures trading, losses can significantly exceed your initial investment. Use at Your Own Risk All trading decisions made based on this indicator are your sole responsibility. The author assumes no responsibility for your trading results, losses, or any damages resulting from the use of this indicator. Always use proper risk management and never risk more than you can afford to lose. Backtesting vs. Live Trading Results generated from backtesting may not reflect actual trading performance due to factors including but not limited to: slippage, commissions, market liquidity, emotional decision-making, and differences between historical and real-time data. Not a Guarantee of Accuracy While efforts have been made to ensure the indicator functions as described, no software is perfect. You are responsible for verifying the indicator's calculations and outputs before making any trading decisions.
Pine Script® indicator
by DJTrades-FSDX
EMC Sessions New York Open Stock 2.1This indicator marks the New York Open session (09:30–10:00 EST), a key period of volatility and market activity. It highlights the session using a subtle gray box that expands with price movement, allowing traders to easily visualize when volatility typically increases. Two thin dotted lines at 11:00 and 15:00 act as timing references for additional activity phases that often occur during the U.S. trading day. Use this tool to track session timing and volatility shifts with precision while maintaining a clean, unobtrusive chart view.
Pine Script® indicator
by EzobT_WWA
Interval & Session Market StatisticsThe "Interval & Session Market Statistics" indicator is designed to uncover recurring patterns and market inefficiencies by analyzing market cycles. By breaking down price movements into defined intervals and sessions, this tool helps traders pinpoint periods of strength and weakness—identifying both bullish and bearish trends with clear percentage breakdowns. Its comprehensive visual tables make it easier to detect accumulation, distribution, and potential turning points, providing valuable insights that can be leveraged to optimize trading strategies. Important: If the indicator does not reveal a strong bias toward either short or long positions and the statistics hover around 50%, consider reducing the analysis start date and adjusting the end time of the first interval in the settings. Over longer periods, the market tends to revert to a 50/50 balance, so significant deviations are often more visible in weekly or monthly intervals. Since this indicator focuses on intraday cycles, fine-tuning these parameters is crucial for capturing actionable trends. Индикатор "Interval & Session Market Statistics" разработан для выявления закономерностей и неэффективностей на основе рыночных циклов. Разбивая ценовые движения на заданные интервалы и сессии, инструмент помогает трейдерам определить периоды силы и слабости, выявляя как бычьи, так и медвежьи тренды с наглядным процентным отображением. Подробные таблицы позволяют обнаруживать зоны накопления и распределения, а также потенциальные разворотные моменты, что даёт ценные данные для оптимизации торговых стратегий. Важно: Если индикатор не выявляет ярко выраженного перекоса в сторону шортового или лонгового приоритета, и статистика колеблется в районе 50%, рекомендуется уменьшить дату начала анализа и поработать с окончанием первого интервала в настройках индикатора. На более длительных периодах рынок обычно стремится к балансу в 50%, поэтому существенные отклонения эффективнее искать в рамках недельных или месячных интервалов. Поскольку данный индикатор ориентирован на внутридневные циклы, корректировка этих параметров имеет решающее значение для выявления значимых трендов.
Pine Script® indicator
by BitcoinHunterAnalytics
VWAP Suite, Session Cloud RevOverview The VWAP Suite with Standard Deviation Strategy is a comprehensive indicator designed to help traders make informed trading decisions based on the Volume Weighted Average Price (VWAP) and its associated standard deviation bands. This indicator provides multiple VWAP calculations for different timeframes (Session, Day, Week, Month) and incorporates standard deviation bands to identify potential trade entry and exit points. Components VWAP Calculation: Session VWAP: VWAP calculated based on the current trading session. Day VWAP: VWAP calculated for the daily timeframe. Week VWAP: VWAP calculated for the weekly timeframe. Month VWAP: VWAP calculated for the monthly timeframe. Standard Deviation Bands: The indicator includes three standard deviation bands (StDev 1, StDev 2, and StDev 3) around the VWAP. These bands help identify the dispersion of price from the VWAP, providing insight into potential overbought or oversold conditions. Additional VWAP Lines: VWAP 2: An additional VWAP line with a customizable timeframe (Day, Week, Month). VWAP 3: Another VWAP line for further analysis with a customizable timeframe (Day, Week, Month). Strategy Description The primary strategy implemented in this indicator revolves around the second standard deviation band (StDev 2). The key aspects of this strategy include: Entry Points: Long Entry: Consider entering a long position when the price moves below the lower StDev 2 band and then starts to revert back towards the VWAP. This indicates a potential oversold condition. Short Entry: Consider entering a short position when the price moves above the upper StDev 2 band and then starts to revert back towards the VWAP. This indicates a potential overbought condition. Exit Points: Long Exit: Exit the long position when the price moves back up to the VWAP or the upper StDev 1 band, indicating a normalization of the price. Short Exit: Exit the short position when the price moves back down to the VWAP or the lower StDev 1 band, indicating a normalization of the price. Risk Management: Set stop-loss levels slightly beyond the StDev 3 bands to protect against significant adverse price movements. Use trailing stops to lock in profits as the price moves favorably. Customization The VWAP Suite allows for extensive customization, enabling traders to adjust the following settings: VWAP Mode: Select the timeframe for the primary VWAP calculation (Session, Day, Week, Month). Line Widths and Colors: Customize the line widths and colors for VWAP and standard deviation bands. Fill Opacity: Adjust the opacity of the fill between standard deviation bands for better visual clarity. Additional VWAPs: Enable and customize additional VWAP lines (VWAP 2 and VWAP 3) for further analysis.
Pine Script® indicator
by nikony
Kustom Sessions Opening PricesPlots the opening price of custom session(s) as defined by the user The time parameter(s) can be used for widely know session times or session times defined by the user The time(s) used in this indicator can serve as an indication of levels the market's price action respects Automating these allows gives the user a chance to focus more on price action. There is also an option to keep previous days values which can prove valuable as price tends to respect prior days' levels Settings: A. Time Zone(s) B. Opening Time(s) C. Line Color(s) D. Text Time(s) E. Text Color(s) F. Width & Length of Line(s) G. Number of Days
Pine Script® indicator
by iamkmckinney
8
MILK (My Intraday Lazy Kit)I made this script to group information considered useful in forex day trading, of course it can be used on crypto or other markets. First of all, feel free to suggest any improvement/new feature you would consider interesting for such an use. This is not especially a final version and I'm sure other relevant information can be added in this tool. Current features are the following An international clock showing time and session status (open/closed) for 5 different cities. You can modify it in parameters. Drawings of previous days/weeks open/high/low/close prices, which will be often used as supports and resistances zones. The Clock shows City Time (with a bgcolor corresponding to the "period" of the day (Morning, Afternoon, Evening, Night) Session status (Cyan when the corresponding session is open, blue when it's closed) Price levels names are YTD-H : Yesterday's high YTD-L : Yesterday's low YTD-C : Yesterday's close YTD-O : Yesterday's open PWH : Previous week high PWL : Previous week low PWO : Previous week open PWC : Previous week close Levels width and colors can be modified. You can also enable/disable the clock, and daily or weekly levels in the options panel. Nothing more to say for now, I mainly integrated information I like to have, but I'll probably add new features in it if I get some.
Pine Script® indicator
by noop-noop
13
OTT Volatility [RunRox]📊 OTT Volatility is an indicator developed by the RunRox team to pinpoint the most optimal time to trade across different markets. OTT stands for Optimal Trade Time Volatility and is designed primarily for markets without a fixed trading session, such as cryptocurrencies that trade 24/7. At the same time, it works equally well on any other market. 🔶 The concept is straightforward. The indicator takes a specified number of historical periods (Samples) and statistically evaluates which hours of the day or which days show the highest volatility for the selected asset. As a result, it highlights time windows with elevated volatility where traders can focus on searching for trade setups and building positions. 🔶 As the core volatility metric, the indicator uses ATR (Average True Range) to measure intraday volatility. Then it calculates the average ATR value over the last N Samples, creating a statistically stable estimate of typical volatility for the selected asset. 🔶 Statistically, during these highlighted periods the market shows higher-than-average volatility. This means that in these time windows price is more likely to be subject to stronger moves and potential manipulation, making them attractive for active trade execution and position management. ⚠️ However, historical behavior does not guarantee future results. These periods should be treated only as zones where volatility has a higher probability of being above normal, not as a promise of movement. As shown in the screenshot above, the indicator also projects potential future volatility based on historical data. This helps you better plan your trading hours and align your activity with periods where volatility is statistically expected to be higher or lower. 🔶 Current Volatility – as shown in the screenshot above, you can also monitor the real-time volatility of the market without any statistical averaging. On top of that, you can overlay the current volatility on top of the statistical volatility levels, which makes it easy to see whether the market is now trading in a high- or low-volatility regime relative to its usual behavior. 4 display modes – you can choose any visualization style that fits your trading workflow: Absolute – displays the raw volatility values. Relative – shows volatility relative to its typical levels. Average Centered – centers volatility around its average value. Trim Low Value – filters out low-volatility noise and highlights only more significant moves. This indicator helps you define the most effective trading hours on any market by relying on historical volatility statistics. Use it to quickly see when your market tends to be more active and to structure your trading sessions around those periods. ✅ We hope this tool becomes a useful part of your trading toolkit and helps you improve the quality of your decisions and timing.
Pine Script® indicator
by RunRox
Liqudity&Co Clean Sessionsindicator automatically plots high and low levels for all major trading sessions — Asia, London, and New York — helping traders identify key liquidity zones and structure points throughout the day. Designed for precision and clarity, it adapts seamlessly across timeframes and pairs, making it ideal for session-based strategies, sweep setups, and intraday market structure analysis. Added level prices right on the lines for precise marking on any indice
Pine Script® indicator
by spyput
Opening Range HarmoniX This is an all-in-one, modular toolkit designed for intraday traders, especially those focusing on the New York session. It combines a fully customizable Opening Range (OR) with a suite of essential indicators (Moving Average, VWAP, Supertrend, and Pivots) to provide a complete and clean view of the market. All modules (indicators) can be toggled on or off individually, and the entire settings menu is fully translated in both English and Farsi (Persian). Key Features 1. Customizable Opening Range (OR): Range Timeframe: Set your OR timeframe (5, 15, or 30 min). Precise Start Time: Define the exact start hour and minute (default 9:30 NY Time). Key Levels: Includes OR High, OR Low, and a crucial Mid Line for price equilibrium. Extension Method: Choose how lines extend: "Until NY Session Close" (16:00) or for a fixed "Number of Bars". Full Styling: Complete control over color, width, and line style (solid, dashed, dotted) for all levels. 2. Dynamic Day Label: Automatically displays the day of the week (in English or Farsi) and the selected OR timeframe (e.g., "Monday - 15m") at the start of the range. 3. Built-in Indicator Suite (All Toggleable): Moving Average (MA): Multiple Types: Choose from SMA, EMA, WMA, HMA, or VWMA. Dynamic Coloring: MA line color automatically changes based on its upward (Uptrend) or downward (Downtrend) slope. VWAP (Daily): Features similar dynamic coloring to quickly identify the intraday trend bias. Supertrend: A classic trend-following tool with customizable ATR Period and Factor. Dynamic trend-based coloring (uptrend/downtrend). Pivot Points: Classic high/low pivots with customizable lookback periods (left/right) to spot key turning points in the market. 💡 Core Concept Use the Opening Range levels (High, Low, and Mid) as primary support/resistance and to establish the bias for the day. Then, use the additional indicators (MA, VWAP, Supertrend) to confirm trend direction and identify entry/exit opportunities in relation to the OR levels.
Pine Script® indicator
by HarmoniXTrade