RSI Divergence Indicator (Multi-Time Frame Confirmation)This custom-built RSI indicator blends traditional divergence detection with multi-timeframe trend confirmation, offering traders a smarter way to spot meaningful momentum shifts.
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EEQI [Environment Quality Index] PyraTime The Problem: Why Good Strategies Fail
The number one reason traders lose capital is not a lack of strategyโit is forced execution in poor environments.
Most indicators (RSI, MACD, Stochastic) are continuously active, generating signals even when the market is dead, choppy, or chaotic. A breakout strategy that prints money in a trend will destroy your account in a consolidation range. A mean-reversion system that works in chop will fail during a parabolic expansion.
The Solution: PyraTime EEQI The Execution Environment Quality Index (EEQI) is a "Gatekeeper" layer for your trading. It does not tell you what to buy or sell; it tells you if you should be trading at all.
By aggregating Volatility, Price Structure, and Efficiency into a single composite score, the EEQI answers the most critical question in discretionary trading: "Is the market efficient enough to deploy capital right now?"
How It Works: The 3 Core Engines
The EEQI calculates a raw "Environment Score" (from -2 to +4) by analyzing three distinct dimensions of price action.
1. Volatility Engine (Usability)
The Logic: Measures the "Alive-ness" of the market using ATR Percentiles.
The Filter: It detects "Dead Zones" (where price is too flat to hit targets) and "Chaos Zones" (where volatility is too dangerous).
Smart Feature (Parabolic Override): If price moves significantly (>2x ATR) in a single candle, the engine recognizes this as "High Momentum" rather than chaos, unlocking Green signals during breakouts.
2. Structure Engine (Bar Quality)
The Logic: Analyzes the relationship between candle bodies, wicks, and overlap.
The Filter: It penalizes "Barbed Wire" price actionโcandles with long wicks and high overlapโwhich indicate indecision and algo-chop.
The Goal: We want to trade during "Clean Flow," where candle bodies are large and overlap is low.
3. Efficiency Engine (Directional Flow)
The Logic: Compares Net Displacement (start-to-finish distance) vs. Total Distance Traveled.
The Filter: Identifies "Whipsaw" conditions where price moves a lot but goes nowhere.
Smart Feature (Velocity Lock): If price travels a massive distance quickly, the efficiency requirement is relaxed to catch explosive moves that might otherwise look "messy."
The "Smart Gatekeepers"
Even if the Core Engines look good, the EEQI applies three final safety checks before granting a PRIME status.
Regime Persistence (Stability Check): The market must hold a high score for a set number of bars (default: 1) before the signal turns Green. This prevents "fake-outs" where a single anomaly candle tricks you into entering a bad trend.
Volume Validation (Liquidity Check): Price movement without participation is a trap. The EEQI checks Relative Volume (RVOL). If volume is below average (e.g., lunch hour, holidays, or late-night sessions), the score is capped at "Fair" or "Low Vol," preventing execution in thin liquidity.
Macro Context (HTF Filter): You cannot trade against the higher timeframe. The EEQI checks the trend and volatility of the Higher Timeframe (default: Weekly). If the macro view is compressed or dead, the local signal is vetoed.
How to Read the HUD
The Dashboard (Bottom Right) gives you an instant read on the market state.
๐ข PRIME (+4): Execution Optimal. The market is trending, efficient, and backed by volume. This is the "Green Light" for your strategy.
๐ต FAIR (+1 to +3): Tradeable. Conditions are decent, but one factor (e.g., volume or structure) is imperfect. Exercise caution.
โช NEUTRAL (0): Indecision. The market is transitioning. Stand aside.
๐ก BUILDING: Wait. The market is good, but hasn't proven itself yet (Persistence Check).
๐ POOR / LOW VOL: Chop. Price is messy or lacking participation.
๐ด AVOID (-2): Danger Zone. The market is either dead flat or violently chaotic. Do not trade.
Settings & Customization
The indicator comes with calibrated presets for different asset classes:
Crypto: Tolerates higher volatility and requires stronger efficiency confirmation.
Forex: Stricter dead-zone filters to handle ranging sessions.
Indices: Balanced settings for standard equity hours.
Disclaimer
This tool is designed for environment analysis only. It does not provide buy or sell signals, entry prices, or stop-losses. It is intended to be used as a filter to improve the performance of your own discretionary strategies.
Gold Inverse Correlation TrackerGold Inverse Correlation Tracker - Professional Multi-Asset Analysis
What This Indicator Does:
This indicator monitors the real-time correlation between Gold and five key financial assets that historically move inversely (opposite) to gold prices. It displays these relationships across three different timeframes simultaneously, giving you both short-term trading signals and long-term trend confirmation.
The indicator tracks:
US Dollar Index (DXY) - Historical correlation: -0.63
Real Interest Rates (TIPS) - Historical correlation: -0.82 (strongest inverse relationship)
10-Year Treasury Yield - Nominal interest rate proxy
S&P 500 (SPX) - Equity market sentiment (variable correlation)
VIX - Volatility index (optional, flight-to-safety indicator)
Why Inverse Correlations Matter for Gold Trading:
Understanding inverse correlations is critical for gold traders because:
Predictive Power - When assets move opposite to gold consistently, you can use their strength/weakness to predict gold's next move
Hedging Opportunities - Strong inverse correlations let you hedge gold positions by trading the inverse asset
Regime Detection - When correlations break down, it signals a market regime change or increased uncertainty
Confirmation Signals - Multiple strong inverse correlations validate your gold trade thesis
Risk Management - Knowing what moves against gold helps you understand your portfolio's true exposure
The Science Behind the Numbers:
Real interest rates have the strongest inverse correlation to gold (approximately -0.82) because:
Gold pays no yield or dividend
When real rates rise, the opportunity cost of holding gold increases
Investors shift to interest-bearing assets when they offer positive real returns
When real rates go negative, gold becomes relatively more attractive
The US Dollar shows strong inverse correlation (approximately -0.63) because:
Gold is priced in US dollars globally
A stronger dollar makes gold more expensive for foreign buyers, reducing demand
A weaker dollar makes gold cheaper internationally, increasing demand
Both compete as reserve assets and stores of value
Why the Indicator is Weighted This Way:
Three Timeframe Approach:
Short-term (20 periods) - Captures recent correlation shifts for day trading and swing trading
Medium-term (50 periods) - The primary signal - balances noise reduction with responsiveness
Long-term (100 periods) - Confirms structural correlation trends for position trading
Correlation Thresholds:
Strong Inverse (<-0.7) - Statistically significant inverse relationship; highest confidence for inverse trades
Moderate Inverse (<-0.3) - Meaningful inverse relationship; still useful but less reliable
Weak Inverse (<0.0) - Slight inverse tendency; correlation may be breaking down
Positive (>0.0) - Assets moving together; inverse relationship has failed
How to Use This Indicator:
For Inverse Trading Strategies:
When DXY shows RED correlation (<-0.7), consider shorting DXY when gold is strong
When Real Rates show RED correlation, rising rates = falling gold (and vice versa)
When multiple assets show strong inverse correlation, confidence is highest
For Regime Detection:
All RED = Classic gold market behavior; correlations intact
Mixed colors = Transitional market; be cautious
All GREEN/GRAY = Correlation breakdown; paradigm shift occurring
For Hedging:
Use assets with strong inverse correlation to hedge gold positions
When correlation weakens, reduce hedge size
When correlation strengthens, increase hedge effectiveness
Alert System:
The indicator includes built-in alerts for:
Individual assets crossing strong inverse threshold
Multiple assets simultaneously showing strong inverse correlation (highest probability setup)
Correlation breakdowns that may signal regime changes
Color Guide:
RED - Strong inverse correlation (<-0.7) - Best inverse trading opportunity
ORANGE - Moderate inverse (<-0.3) - Useful but less reliable
YELLOW - Weak inverse (<0.0) - Correlation weakening
GRAY - Weak positive (0.0 to 0.7) - Assets moving together
GREEN - Strong positive (>0.7) - Inverse relationship broken
Recommended Settings:
Day Trading (1H-4H charts):
Short: 14 periods
Medium: 30 periods
Long: 60 periods
Swing Trading (Daily charts):
Short: 20 periods (default)
Medium: 50 periods (default)
Long: 100 periods (default)
Position Trading (Weekly charts):
Short: 10 periods
Medium: 20 periods
Long: 50 periods
Pro Tips:
Watch for divergences - when gold moves but correlations don't confirm
Correlation breakdowns often precede major trend reversals
The Medium-term (50p) correlation is plotted on the chart as your primary reference
Use the Status column for quick assessment of each asset's relationship
Set alerts for "Multiple Strong Inverse" to catch highest-probability setups
Important Notes:
This indicator is designed for Gold charts only (XAUUSD, GLD, GC1!, etc.)
Correlations are not static - they change over time based on market conditions
A correlation of -0.82 means 82% of gold's price movements can be explained by real interest rates
Always combine with other technical analysis and fundamental factors
Past correlations do not guarantee future relationships
Based on Research:
The correlation coefficients used in this indicator are based on peer-reviewed research:
Erb & Harvey (1997-2012): Real rates to gold correlation of -0.82
World Gold Council (2024): US Dollar to gold correlation of -0.63
Multiple academic studies confirming gold's inverse relationship with opportunity cost assets
Use this indicator to trade smarter, hedge better, and understand the macro forces driving gold prices.
Penny Stock Short Signal Pro# Penny Stock Short Signal Pro (PSSP) v1.0
## Complete User Guide & Documentation
---
# ๐ TABLE OF CONTENTS
1. (#introduction)
2. (#why-short-penny-stocks)
3. (#the-7-core-detection-systems)
4. (#installation--setup)
5. (#understanding-the-dashboard)
6. (#input-settings-deep-dive)
7. (#visual-elements-explained)
8. (#alert-configuration)
9. (#trading-strategies)
10. (#risk-management)
11. (#best-practices)
12. (#troubleshooting)
13. (#changelog)
---
# Introduction
**Penny Stock Short Signal Pro (PSSP)** is a comprehensive Pine Script v6 indicator specifically engineered for identifying high-probability short-selling opportunities on low-priced, high-volatility stocks. Unlike generic indicators that apply broad technical analysis, PSSP is purpose-built for the unique characteristics of penny stock price actionโwhere parabolic moves, retail FOMO, and violent reversals create predictable patterns for prepared traders.
## Key Features
- **7 Independent Detection Systems** working in concert to identify exhaustion points
- **Composite Signal Engine** that requires multiple confirmations before triggering
- **Real-Time Dashboard** displaying all signal states and market metrics
- **Automatic Risk Management** with dynamic stop-loss and profit target calculations
- **Customizable Sensitivity** for different trading styles (scalping vs. swing)
- **Built-in Alert System** for all major signal types
## Who Is This For?
- **Active Day Traders** looking to capitalize on intraday reversals
- **Short Sellers** who specialize in penny stocks and small caps
- **Momentum Traders** who want to identify when momentum is exhausting
- **Risk-Conscious Traders** who need clear entry/exit levels
---
# Why Short Penny Stocks?
## The Penny Stock Lifecycle
Penny stocks follow a remarkably predictable lifecycle that creates shorting opportunities:
```
PHASE 1: ACCUMULATION
โโโ Low volume, tight range
โโโ Smart money quietly building positions
PHASE 2: MARKUP / PROMOTION
โโโ News catalyst or promotional campaign
โโโ Volume increases, price begins rising
โโโ Early momentum traders enter
PHASE 3: DISTRIBUTION (YOUR OPPORTUNITY)
โโโ Parabolic move attracts retail FOMO buyers
โโโ Smart money selling into strength
โโโ Volume climax signals exhaustion
โโโ โ ๏ธ PSSP SIGNALS FIRE HERE โ ๏ธ
PHASE 4: DECLINE
โโโ Support breaks, panic selling
โโโ Price returns toward origin
โโโ Short sellers profit
```
## Why Shorts Work on Penny Stocks
1. **No Fundamental Support**: Most penny stocks have no earnings, revenue, or assets to justify elevated prices
2. **Promotional Nature**: Many rallies are driven by promoters who will eventually stop
3. **Retail Exhaustion**: Retail buying power is finiteโwhen it's exhausted, gravity takes over
4. **Float Dynamics**: Low float stocks move fast in both directions
5. **Technical Levels Matter**: VWAP, round numbers, and prior highs become self-fulfilling resistance
---
# The 7 Core Detection Systems
PSSP employs seven independent detection algorithms. Each identifies a specific type of exhaustion or reversal signal. When multiple systems fire simultaneously, the probability of a successful short dramatically increases.
---
## 1. PARABOLIC EXHAUSTION DETECTOR
### What It Detects
Identifies when price has moved too far, too fast and is likely to reverse. This system looks for the classic "blow-off top" pattern common in penny stock runners.
### Technical Logic
```
Parabolic Signal = TRUE when:
โโโ Consecutive green candles โฅ threshold (default: 3)
โโโ AND price extension from VWAP โฅ threshold ATRs (default: 1.5)
โโโ OR shooting star / upper wick rejection pattern forms
```
### Visual Representation
```
โฑโฒ โ Shooting star / upper wick
โฑ โฒ (Parabolic exhaustion)
โฑ
โฑ
โฑ
โโโโโโโโโโโโโโ VWAP
โฑ
โฑ
```
### Why It Works on Penny Stocks
Penny stocks are notorious for parabolic moves driven by retail FOMO. When everyone who wants to buy has bought, there's no one left to push prices higher. The shooting star pattern shows that sellers are already stepping in at higher prices.
### Key Settings
| Parameter | Default | Range | Description |
|-----------|---------|-------|-------------|
| Lookback Period | 10 | 3-30 | Bars to analyze for pattern |
| Extension Threshold | 1.5 ATR | 0.5-5.0 | How far above VWAP is "parabolic" |
| Consecutive Green Bars | 3 | 2-10 | Minimum green bars for exhaustion |
---
## 2. VWAP REJECTION SYSTEM
### What It Detects
Volume Weighted Average Price (VWAP) is the single most important level for institutional traders. This system identifies when price tests above VWAP and gets rejected back belowโa powerful short signal.
### Technical Logic
```
VWAP Rejection = TRUE when:
โโโ Candle high pierces above VWAP
โโโ AND candle closes below VWAP
โโโ AND candle is bearish (close < open)
โโโ AND rejection distance is within sensitivity threshold
```
### Visual Representation
```
High โโโ โฑโฒ
โฑ โฒ
VWAP โโโโโโโโโฑโโโโโฒโโโโโโโโโโโ
Close โโโ Rejection
```
### Extended VWAP Signals
The system also tracks VWAP standard deviation bands. Rejection from the upper band (2 standard deviations above VWAP) is an even stronger signal.
### Why It Works on Penny Stocks
- Algorithms and institutions use VWAP as their benchmark
- Failed attempts to reclaim VWAP often lead to waterfall selling
- VWAP acts as a "magnet" that price tends to revert toward
### Key Settings
| Parameter | Default | Range | Description |
|-----------|---------|-------|-------------|
| Rejection Sensitivity | 0.5 ATR | 0.1-2.0 | How close to VWAP for valid rejection |
| Show VWAP Line | True | - | Display VWAP on chart |
| Show VWAP Bands | True | - | Display standard deviation bands |
| Band Multiplier | 2.0 | 0.5-4.0 | Standard deviations for bands |
---
## 3. VOLUME CLIMAX DETECTOR
### What It Detects
Identifies "blow-off tops" where extreme volume accompanies a price spike. This often marks the exact top as it represents maximum retail participationโafter which buying power is exhausted.
### Technical Logic
```
Volume Climax = TRUE when:
โโโ Current volume โฅ (Average volume ร Climax Multiple)
โโโ AND one of:
โ โโโ Selling into the high (upper wick > lower wick on green bar)
โ โโโ OR post-climax weakness (red bar following climax bar)
```
### Visual Representation
```
Price: โฑโฒ
โฑ โฒ
โฑ โฒ
โฑ โฒ
โฑ
Volume:
โโโ
โโโโโ
โโโ
โ
Volume Climax (3x+ average)
```
### Why It Works on Penny Stocks
- Retail traders pile in at the top, creating volume spikes
- Market makers and smart money use this liquidity to exit
- Once the volume spike passes, there's no fuel left for higher prices
- The "smart money selling into dumb money buying" creates the top
### Key Settings
| Parameter | Default | Range | Description |
|-----------|---------|-------|-------------|
| Volume MA Length | 20 | 5-50 | Period for average volume calculation |
| Climax Volume Multiple | 3.0x | 1.5-10.0 | Multiple of average for "climax" |
| Show Volume Bars | True | - | Visual volume representation |
---
## 4. RSI DIVERGENCE ANALYZER
### What It Detects
Bearish divergence occurs when price makes higher highs but RSI (momentum) makes lower highs. This indicates that momentum is weakening even as price pushes higherโa warning of imminent reversal.
### Technical Logic
```
Bearish Divergence = TRUE when:
โโโ RSI is in overbought territory (> threshold)
โโโ AND RSI is declining (current < previous < prior)
โโโ Indicates momentum exhaustion before price catches up
```
### Visual Representation
```
Price: /\ /\
/ \ / \ โ Higher high
/ \/
/
/
RSI: /\
/ \ /\
/ \/ \ โ Lower high (DIVERGENCE)
/ \
โโโโโโโโโโโโโโโโโโโโ Overbought (70)
```
### Why It Works on Penny Stocks
- Penny stocks often push to new highs on weaker and weaker momentum
- Divergence signals that fewer buyers are participating at each new high
- Eventually, the lack of buying pressure leads to collapse
### Key Settings
| Parameter | Default | Range | Description |
|-----------|---------|-------|-------------|
| RSI Length | 14 | 5-30 | Standard RSI calculation period |
| Overbought Level | 70 | 60-90 | RSI level considered overbought |
| Divergence Lookback | 14 | 5-30 | Bars to look back for swing highs |
---
## 5. KEY LEVEL REJECTION TRACKER
### What It Detects
Identifies rejections from significant price levels where shorts are likely to be concentrated: High of Day (HOD), premarket highs, and psychological levels (whole and half dollars).
### Technical Logic
```
Level Rejection = TRUE when:
โโโ Price touches key level (within 0.2% tolerance)
โโโ AND candle is bearish (close < open)
โโโ AND close is in lower portion of candle range
โ
โโโ Key Levels Tracked:
โ โโโ High of Day (HOD)
โ โโโ Premarket High
โ โโโ Psychological levels ($1.00, $1.50, $2.00, etc.)
```
### Visual Representation
```
HOD โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
โฑโฒ โ Rejection
โฑ โฒ
โฑ โฒ
โฑ
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
PM High โโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
```
### Why It Works on Penny Stocks
- **HOD**: The high of day is where the most traders are trapped long. Failure to break HOD often triggers stop-loss cascades
- **Premarket High**: Represents overnight enthusiasm; failure to exceed often means the "news" is priced in
- **Psychological Levels**: Round numbers ($1, $2, $5) attract orders and act as natural resistance
### Key Settings
| Parameter | Default | Range | Description |
|-----------|---------|-------|-------------|
| Track HOD Rejection | True | - | Monitor high of day |
| Track Premarket High | True | - | Monitor premarket resistance |
| Track Psychological Levels | True | - | Monitor round numbers |
---
## 6. FAILED BREAKOUT DETECTOR
### What It Detects
Identifies "bull traps" where price breaks above resistance but immediately fails and closes back below. This traps breakout buyers and often leads to accelerated selling.
### Technical Logic
```
Failed Breakout = TRUE when:
โโโ Price breaks above recent high (lookback period)
โโโ AND one of:
โ โโโ Same bar closes below the breakout level
โ โโโ OR following bars show consecutive red candles
```
### Visual Representation
```
โฑโฒ
โฑ โฒ โ False breakout
Recent High โโโฑโโโโโฒโโโโโโโโโโโโโโโโ
โฑ โฒ
โฑ โฒ
โฑ โฒ โ Trapped longs panic sell
```
### Why It Works on Penny Stocks
- Breakout traders enter on the break, providing exit liquidity for smart money
- When the breakout fails, these traders become trapped and must exit
- Their forced selling accelerates the decline
- Penny stocks have thin order books, making failed breakouts especially violent
### Key Settings
| Parameter | Default | Range | Description |
|-----------|---------|-------|-------------|
| Breakout Lookback | 5 | 2-15 | Bars to define "recent high" |
| Confirmation Bars | 2 | 1-5 | Bars to confirm failure |
---
## 7. MOVING AVERAGE BREAKDOWN SYSTEM
### What It Detects
Monitors exponential moving averages (EMAs) for bearish crossovers and price rejections. EMA crosses often signal trend changes, while rejections from EMAs indicate resistance.
### Technical Logic
```
MA Breakdown = TRUE when:
โโโ Bearish EMA cross (fast crosses below slow)
โโโ OR EMA rejection (price tests EMA from below and fails)
```
### Visual Representation
```
โฑโฒ โ Rejection from EMA
โฑ โฒ
EMA 9 โโโโโโโโโโโโฑโโโโโฒโโโโโโโโโโโ
โฒ
EMA 20 โโโโโโโโโโโโโโโโโโโโฒโโโโโโโโ
โฒ
Bearish cross โ
```
### Why It Works on Penny Stocks
- EMAs smooth out the noise and show underlying trend direction
- When fast EMA crosses below slow EMA, it signals momentum shift
- Rejected attempts to reclaim EMAs show sellers are in control
### Key Settings
| Parameter | Default | Range | Description |
|-----------|---------|-------|-------------|
| Fast EMA | 9 | 3-20 | Short-term trend |
| Slow EMA | 20 | 10-50 | Medium-term trend |
| Show EMAs | True | - | Display on chart |
---
# Installation & Setup
## Step 1: Access Pine Editor
1. Open TradingView (tradingview.com)
2. Open any chart
3. Click "Pine Editor" at the bottom of the screen
## Step 2: Create New Indicator
1. Click "Open" โ "New blank indicator"
2. Delete any existing code
3. Paste the entire PSSP code
## Step 3: Save and Add to Chart
1. Click "Save" (give it a name like "PSSP")
2. Click "Add to chart"
3. The indicator will appear with default settings
## Step 4: Configure Settings
1. Click the gear icon (โ๏ธ) on the indicator
2. Adjust settings based on your trading style (see Settings section)
3. Click "OK" to apply
## Recommended Chart Setup
- **Timeframe**: 1-minute or 5-minute for scalping, 15-minute for swing shorts
- **Chart Type**: Candlestick
- **Extended Hours**: Enable if trading premarket/afterhours
- **Volume**: Can disable default volume since PSSP tracks it
---
# Understanding the Dashboard
The real-time dashboard provides at-a-glance status of all systems:
```
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
โ ๐ SHORT SIGNAL DASHBOARD โ
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโค
โ Signal Strength: 5/7 โ
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโค
โ โโโ ACTIVE SIGNALS โโโ โ
โ โ
โ Parabolic Exhaustion ๐ด 2.1 ATR โ
โ VWAP Rejection ๐ด Above โ
โ Volume Climax ๐ด 4.2x Avg โ
โ RSI Divergence โช RSI: 68 โ
โ Level Rejection ๐ด @ HOD โ
โ Failed Breakout ๐ด โ
โ MA Breakdown โช Bullish โ
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโค
โ โโโ RISK LEVELS โโโ โ
โ Stop: $2.45 T1: $2.10 T2: $1.85 โ
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
```
## Dashboard Elements Explained
### Signal Strength Indicator
| Rating | Signals | Color | Interpretation |
|--------|---------|-------|----------------|
| STRONG | 5-7 | Red | High-confidence short opportunity |
| MODERATE | 3-4 | Orange | Decent setup, consider other factors |
| WEAK | 1-2 | Gray | Insufficient confirmation |
| NONE | 0 | Gray | No short signals active |
### Signal Status Icons
- ๐ด = Signal is ACTIVE (condition met)
- โช = Signal is INACTIVE (condition not met)
### Contextual Metrics
Each signal row includes relevant metrics:
- **Parabolic**: Shows ATR extension from VWAP
- **VWAP**: Shows if price is Above/Below VWAP
- **Volume**: Shows current volume as multiple of average
- **RSI**: Shows current RSI value
- **Level**: Shows which level was touched (HOD, PM High, etc.)
- **MA**: Shows EMA relationship (Bullish/Bearish)
### Risk Levels
When a composite short signal fires:
- **Stop**: Suggested stop-loss level (high + ATR multiple)
- **T1**: First profit target (1:1 risk/reward)
- **T2**: Second profit target (user-defined R:R)
---
# Input Settings Deep Dive
## Group 1: Parabolic Exhaustion
| Setting | Default | Conservative | Aggressive | Description |
|---------|---------|--------------|------------|-------------|
| Enable | True | True | True | Turn system on/off |
| Lookback Period | 10 | 15 | 5 | Bars analyzed for pattern |
| Extension Threshold | 1.5 | 2.0 | 1.0 | ATRs above VWAP for "parabolic" |
| Consecutive Green Bars | 3 | 4 | 2 | Minimum green bars required |
**Tuning Tips:**
- Lower thresholds = more signals but more false positives
- Higher thresholds = fewer signals but higher quality
- For very volatile penny stocks, consider higher thresholds
## Group 2: VWAP Rejection
| Setting | Default | Conservative | Aggressive | Description |
|---------|---------|--------------|------------|-------------|
| Enable | True | True | True | Turn system on/off |
| Rejection Sensitivity | 0.5 | 0.3 | 0.8 | ATR distance for valid rejection |
| Show VWAP Line | True | True | True | Display VWAP |
| Show VWAP Bands | True | True | True | Display deviation bands |
| Band Multiplier | 2.0 | 2.5 | 1.5 | Standard deviations for bands |
**Tuning Tips:**
- Tighter sensitivity (lower number) = must reject very close to VWAP
- Wider bands = less frequent upper band rejections but more significant
## Group 3: Volume Climax
| Setting | Default | Conservative | Aggressive | Description |
|---------|---------|--------------|------------|-------------|
| Enable | True | True | True | Turn system on/off |
| Volume MA Length | 20 | 30 | 10 | Baseline volume period |
| Climax Volume Multiple | 3.0 | 4.0 | 2.0 | Multiple for "climax" status |
| Show Volume Profile | True | True | True | Visual volume bars |
**Tuning Tips:**
- Higher multiple = only extreme volume spikes trigger
- Shorter MA = more responsive to recent volume changes
- For highly liquid stocks, consider higher multiples
## Group 4: Momentum Divergence
| Setting | Default | Conservative | Aggressive | Description |
|---------|---------|--------------|------------|-------------|
| Enable | True | True | True | Turn system on/off |
| RSI Length | 14 | 21 | 7 | RSI calculation period |
| Overbought Level | 70 | 75 | 65 | Threshold for "overbought" |
| Divergence Lookback | 14 | 20 | 10 | Bars for swing high detection |
**Tuning Tips:**
- Lower overbought threshold = more frequent signals
- Shorter RSI length = more responsive but noisier
## Group 5: Key Level Rejection
| Setting | Default | Description |
|---------|---------|-------------|
| Enable | True | Master toggle for level system |
| Track Premarket High | True | Monitor premarket resistance |
| Track HOD Rejection | True | Monitor high of day |
| Track Psychological Levels | True | Monitor round numbers |
**Tuning Tips:**
- Disable premarket tracking if stock doesn't have significant premarket activity
- Psychological levels work best on stocks under $10
## Group 6: Failed Follow-Through
| Setting | Default | Conservative | Aggressive | Description |
|---------|---------|--------------|------------|-------------|
| Enable | True | True | True | Turn system on/off |
| Breakout Lookback | 5 | 8 | 3 | Bars defining "recent high" |
| Confirmation Bars | 2 | 3 | 1 | Bars to confirm failure |
**Tuning Tips:**
- Shorter lookback = more breakouts detected but smaller significance
- More confirmation bars = higher confidence but later entry
## Group 7: Moving Average Signals
| Setting | Default | Conservative | Aggressive | Description |
|---------|---------|--------------|------------|-------------|
| Enable | True | True | True | Turn system on/off |
| Fast EMA | 9 | 12 | 5 | Short-term trend |
| Slow EMA | 20 | 26 | 13 | Medium-term trend |
| Show EMAs | True | True | True | Display on chart |
**Tuning Tips:**
- Standard 9/20 works well for most penny stocks
- Faster EMAs (5/13) for scalping, slower (12/26) for swing trading
## Group 8: Composite Signal
| Setting | Default | Conservative | Aggressive | Description |
|---------|---------|--------------|------------|-------------|
| Minimum Signals | 3 | 4-5 | 2 | Signals needed for trigger |
| Show Dashboard | True | True | True | Display signal table |
| Dashboard Position | top_right | - | - | Screen location |
**Tuning Tips:**
- **Minimum Signals is the most important setting**
- Higher minimum = fewer trades but higher win rate
- Lower minimum = more trades but more false signals
## Group 9: Risk Management
| Setting | Default | Conservative | Aggressive | Description |
|---------|---------|--------------|------------|-------------|
| Show Stop Levels | True | True | True | Display stop loss |
| Stop ATR Multiple | 1.5 | 2.0 | 1.0 | Stop distance in ATRs |
| Show Targets | True | True | True | Display profit targets |
| Target R:R | 2.0 | 1.5 | 3.0 | Risk:Reward for Target 2 |
**Tuning Tips:**
- Tighter stops (lower ATR multiple) = less risk but more stop-outs
- Higher R:R targets = bigger winners but fewer targets hit
## Group 10: Visual Settings
| Setting | Default | Description |
|---------|---------|-------------|
| Bullish Color | Green | Color for bullish elements |
| Bearish Color | Red | Color for bearish/short signals |
| Warning Color | Orange | Color for caution signals |
| Neutral Color | Gray | Color for inactive elements |
---
# Visual Elements Explained
## Chart Overlays
### VWAP Line (Blue)
- **Solid blue line** = Volume Weighted Average Price
- Price above VWAP = bullish bias
- Price below VWAP = bearish bias
- **Use**: Short when price rejects from above VWAP
### VWAP Bands (Purple circles)
- Upper band = 2 standard deviations above VWAP
- Lower band = 2 standard deviations below VWAP
- **Use**: Extreme extension to upper band signals potential reversal
### EMAs (Orange and Red)
- **Orange line** = Fast EMA (9-period default)
- **Red line** = Slow EMA (20-period default)
- **Use**: Bearish cross or price rejection from EMAs confirms short
### HOD Line (Red, dashed)
- Shows the current day's high
- **Use**: Rejection from HOD is a key short signal
### Premarket High (Orange, dashed)
- Shows premarket session high
- **Use**: Failure to break PM high often signals weakness
## Signal Markers
### Individual Signal Markers (Small)
| Shape | Color | Signal |
|-------|-------|--------|
| โผ Triangle | Purple | Parabolic Exhaustion |
| โ X-Cross | Blue | VWAP Rejection |
| โ Diamond | Yellow | Volume Climax |
| โ Circle | Orange | RSI Divergence |
| โ Square | Red | Failed Breakout |
### Composite Short Signal (Large)
- **Large red triangle** with "SHORT" text
- Only appears when minimum signal threshold is met
- This is your primary trading signal
## Risk Level Lines
### Stop Loss (Red line)
- Calculated as: Entry + (ATR ร Stop Multiple)
- Represents maximum acceptable loss
- **RESPECT THIS LEVEL**
### Target 1 (Light green line)
- First profit target at 1:1 risk/reward
- Consider taking partial profits here
### Target 2 (Dark green line)
- Second profit target at user-defined R:R
- Let winners run to this level
## Background Coloring
### Light Red Background
- Appears when composite short signal is active
- Indicates you should be looking for shorts, not longs
### Light Purple Background
- Appears during extreme parabolic extension
- Warning of potential imminent reversal
---
# Alert Configuration
## Available Alerts
### 1. Composite Short Signal
**Best for**: Primary trading signal
```
Condition: Composite short signal fires
Message: "PSSP: Short Signal Triggered - {ticker} at {close}"
```
### 2. Parabolic Exhaustion
**Best for**: Early warning of potential top
```
Condition: Parabolic exhaustion detected
Message: "PSSP: Parabolic exhaustion detected on {ticker}"
```
### 3. Volume Climax
**Best for**: Blow-off top identification
```
Condition: Volume climax occurs
Message: "PSSP: Volume climax / blow-off top on {ticker}"
```
### 4. Strong Short Setup (5+ Signals)
**Best for**: High-confidence opportunities only
```
Condition: 5 or more signals active
Message: "PSSP: STRONG short setup on {ticker}"
```
### 5. Very Strong Short Setup (6+ Signals)
**Best for**: Maximum confidence trades
```
Condition: 6 or more signals active
Message: "PSSP: VERY STRONG short setup on {ticker}"
```
### 6. Failed Breakout
**Best for**: Bull trap identification
```
Condition: Failed breakout detected
Message: "PSSP: Failed breakout detected on {ticker}"
```
### 7. Key Level Rejection
**Best for**: Resistance level plays
```
Condition: Key level rejection occurs
Message: "PSSP: Key level rejection on {ticker}"
```
## Setting Up Alerts in TradingView
1. Right-click on the chart
2. Select "Add Alert"
3. Set Condition to "Penny Stock Short Signal Pro"
4. Choose your desired alert condition
5. Configure notification method (popup, email, webhook, etc.)
6. Set expiration (or "Open-ended" for permanent)
7. Click "Create"
## Alert Strategy Recommendations
### For Active Day Traders
- Enable: Composite Short Signal, Volume Climax
- Set to: Popup + Sound
- Check frequently during market hours
### For Swing Traders
- Enable: Strong Short Setup (5+), Very Strong Short Setup (6+)
- Set to: Email + Mobile Push
- Review at key times (open, lunch, close)
### For Part-Time Traders
- Enable: Very Strong Short Setup (6+) only
- Set to: Email + SMS
- Only trade highest-conviction setups
---
# Trading Strategies
## Strategy 1: The Parabolic Fade
**Setup Requirements:**
- Parabolic Exhaustion signal ACTIVE
- Extension from VWAP โฅ 2.0 ATR
- Volume climax or declining volume on push
**Entry:**
- Short on first red candle after signal
- Or short on break below prior candle's low
**Stop Loss:**
- Above the high of the parabolic move
- Maximum: 1.5 ATR above entry
**Targets:**
- T1: VWAP (take 50% off)
- T2: Lower VWAP band or LOD
**Best Time:** 9:30-10:30 AM (morning runners)
---
## Strategy 2: VWAP Rejection Short
**Setup Requirements:**
- VWAP Rejection signal ACTIVE
- Price came from below VWAP
- Rejection candle has significant upper wick
**Entry:**
- Short on close below VWAP
- Or short on break below rejection candle low
**Stop Loss:**
- Above VWAP + 0.5 ATR
- Or above rejection candle high
**Targets:**
- T1: Lower VWAP band
- T2: Prior support or LOD
**Best Time:** Midday (11:00 AM - 2:00 PM)
---
## Strategy 3: HOD Failure Short
**Setup Requirements:**
- Level Rejection signal ACTIVE (HOD)
- Multiple tests of HOD without breakthrough
- Volume declining on each test
**Entry:**
- Short on confirmed HOD rejection
- Wait for close below the rejection candle
**Stop Loss:**
- Above HOD + 0.25 ATR (tight)
- Clear invalidation if HOD breaks
**Targets:**
- T1: VWAP
- T2: Morning support levels
**Best Time:** 10:30 AM - 12:00 PM
---
## Strategy 4: Volume Climax Fade
**Setup Requirements:**
- Volume Climax signal ACTIVE
- Volume โฅ 3x average on green candle
- Followed by bearish candle or upper wick
**Entry:**
- Short on first red candle after climax
- Or short on break below climax candle low
**Stop Loss:**
- Above climax candle high
- Give room for volatility spike
**Targets:**
- T1: 50% retracement of the run
- T2: VWAP or start of the run
**Best Time:** First hour of trading
---
## Strategy 5: The Full Composite (High Conviction)
**Setup Requirements:**
- Composite Short signal ACTIVE
- Minimum 4-5 individual signals
- Clear visual of signal markers clustering
**Entry:**
- Short immediately on composite signal
- Use market order for fast-moving stocks
**Stop Loss:**
- Use indicator's automatic stop level
- Do not deviate from system
**Targets:**
- T1: Indicator's T1 level (1:1)
- T2: Indicator's T2 level (2:1)
**Best Time:** Any time with sufficient signals
---
# Risk Management
## Position Sizing Formula
```
Position Size = (Account Risk %) / (Stop Loss %)
Example:
- Account: $25,000
- Risk per trade: 1% = $250
- Entry: $2.00
- Stop: $2.20 (10% stop)
- Position Size: $250 / 10% = $2,500 worth
- Shares: $2,500 / $2.00 = 1,250 shares
```
## Risk Rules
### The 1% Rule
Never risk more than 1% of your account on any single trade. For a $25,000 account, max risk = $250.
### The 2x Stop Rule
If your stop gets hit twice on the same stock, stop trading it for the day. The pattern isn't working.
### The Daily Loss Limit
Set a maximum daily loss (e.g., 3% of account). Stop trading if hit.
### The Size-Down Rule
After a losing trade, reduce your next position size by 50%. Rebuild after a winner.
## Short-Specific Risks
### The Short Squeeze
- Penny stocks can squeeze violently
- ALWAYS use stops
- Never "hope" a position comes back
- Size appropriately for volatility
### The Hard-to-Borrow
- Check borrow availability before trading
- High borrow fees eat into profits
- Some stocks become HTB mid-trade
### The Halt Risk
- Penny stocks can halt on volatility
- Position size for worst-case halt against you
- Halts can open significantly higher
---
# Best Practices
## DO's
โ
**Wait for multiple signals** - Single signals have lower accuracy
โ
**Trade with the trend** - Short when daily trend is down
โ
**Use the dashboard** - Check signal count before entering
โ
**Respect stops** - The indicator calculates them for a reason
โ
**Size appropriately** - Penny stocks are volatile; position small
โ
**Trade liquid stocks** - Volume โฅ 500K daily average
โ
**Know the catalyst** - Understand why the stock is moving
โ
**Take partial profits** - Secure gains at T1
โ
**Journal your trades** - Track what works and what doesn't
โ
**Time your entries** - Best shorts often come 10:30-11:30 AM
## DON'Ts
โ **Don't short strong stocks** - If it won't go down, don't force it
โ **Don't fight the tape** - A stock going up can keep going up
โ **Don't average up on losers** - Adding to losing shorts is dangerous
โ **Don't ignore the dashboard** - It exists to help you
โ **Don't overtrade** - Quality over quantity
โ **Don't short into news** - Wait for the reaction first
โ **Don't trade the first 5 minutes** - Too chaotic for reliable signals
โ **Don't hold overnight** - Penny stock gaps can destroy accounts
โ **Don't trade without stops** - Ever.
โ **Don't trade on tilt** - After losses, take a break
## Optimal Trading Windows
| Time (ET) | Quality | Notes |
|-----------|---------|-------|
| 9:30-9:35 | โญ | Too volatile, avoid |
| 9:35-10:30 | โญโญโญโญโญ | Best shorts, morning runners exhaust |
| 10:30-11:30 | โญโญโญโญ | Secondary exhaustion, HOD rejections |
| 11:30-2:00 | โญโญ | Midday lull, lower quality |
| 2:00-3:00 | โญโญโญ | Afternoon setups develop |
| 3:00-3:30 | โญโญโญโญ | End of day momentum |
| 3:30-4:00 | โญโญ | Closing volatility, risky |
---
# Troubleshooting
## Common Issues
### "Signals aren't appearing"
- Check that the relevant system is enabled in settings
- Ensure minimum signals threshold isn't too high
- Verify the stock has sufficient volume for calculations
### "Too many false signals"
- Increase minimum signals threshold
- Use more conservative settings (see Settings section)
- Focus on stocks with cleaner price action
### "Dashboard not showing"
- Ensure "Show Signal Dashboard" is enabled
- Check that your chart has enough space
- Try a different dashboard position
### "VWAP line is missing"
- VWAP requires intraday timeframes (1m, 5m, 15m, etc.)
- VWAP resets daily; won't show on daily+ charts
- Ensure "Show VWAP Line" is enabled
### "Stop loss seems too tight/wide"
- Adjust Stop ATR Multiple in Risk Management settings
- Lower multiple = tighter stop
- Higher multiple = wider stop
### "Alerts not triggering"
- Verify alert is set to the correct indicator
- Check that alert hasn't expired
- Ensure notification settings are configured in TradingView
## Performance Optimization
If the indicator is slow:
1. Reduce the number of visual elements shown
2. Disable unused signal systems
3. Use on fewer simultaneous charts
4. Close unused browser tabs
---
# Changelog
## Version 1.0 (Initial Release)
- 7 core detection systems implemented
- Real-time signal dashboard
- Automatic risk management calculations
- 7 alert conditions
- Full visual overlay system
- Comprehensive input settings
## Planned Features (Future Updates)
- Scanner integration for multi-stock screening
- Machine learning signal weighting
- Backtesting statistics panel
- Volume profile analysis
- Level 2 data integration (if available)
- Custom timeframe VWAP options
---
# Support & Feedback
## Reporting Issues
When reporting issues, please include:
1. TradingView username
2. Stock symbol and timeframe
3. Screenshot of the issue
4. Your indicator settings
5. Steps to reproduce
## Feature Requests
We welcome suggestions for improving PSSP. Consider:
- What specific pattern are you trying to catch?
- How would this help your trading?
- Any reference examples?
---
# Disclaimer
**IMPORTANT: This indicator is for educational and informational purposes only.**
- Past performance does not guarantee future results
- Short selling carries unlimited risk potential
- Always use proper position sizing and stop losses
- Paper trade before using real capital
- The creator assumes no liability for trading losses
- Consult a financial advisor before trading
**Trade at your own risk.**
---
*Penny Stock Short Signal Pro v1.0*
*Pine Script v6*
*ยฉ 2025*
Teemo Volume Delta & Market HUDTeemo Volume Delta & Market HUD
Description:
Teemo Volume Delta goes beyond simple volume indicators to provide expert-level analysis of Buy and Sell pressure within the market. It visualizes supply/demand imbalances inside candles and provides an immediate grasp of market control via a real-time HUD.
With the v1.2.0 update, we have removed unnecessary overlays (like EMAs) to focus on Pure Delta Analysis and a flexible Smart Accumulation System, making the tool lighter and more powerful.
๐ Key Features
1. Dual Calculation Modes Offers two calculation methods tailored to your trading environment and goals:
Estimation: Rapidly estimates buy/sell volume based on candle shape (OHLC) and price range. It features fast loading times and works instantly on all assets.
Intraday: Analyzes lower timeframe data (e.g., 1-minute bars) to calculate the precise delta of the current timeframe. (Loading time may vary depending on TradingView data limits.)
2. Smart Accumulation System Supports strategic analysis beyond simple summation with two distinct modes:
Time Based: Resets the Cumulative Delta to 0 at specific intervals (e.g., every 4 hours, Daily). This is optimized for session-based analysis or day trading.
Infinite: Continuously accumulates data without resetting, ideal for analyzing long-term Divergences between price and delta.
3. Intuitive HUD (Heads-Up Display) Displays critical market data on the chart for instant decision-making:
Delta Panel: Shows real-time Buy/Sell volume and Net Delta for the current candle.
Market HUD: Provides a comprehensive view of Trend Strength (ADX), Momentum (RSI), and the Cumulative Buy/Sell status for the current period.
4. Teemo Design System (v1.2) Provides optimized color themes for visual comfort during long trading sessions:
Teemo Neon: High-contrast Mint/Purple theme optimized for dark backgrounds.
Classic Soft: A calming Soft Green/Red theme designed to reduce eye strain (Recommended for all backgrounds).
โ๏ธ Settings Guide
Calculation Mode: Choose between Estimation (Speed) or Intraday (Precision).
Accumulation Mode: Choose Time Based (Periodic Reset) or Infinite (Continuous).
Reset Period: Set the reset interval for Time Based mode (e.g., 1D = Daily Reset).
Color Preset: Select between Teemo Neon or Classic Soft themes.
๐ก Trading Tips
Delta Divergence: If the price makes a higher high but the Cumulative Delta (HUD) makes a lower high, it signals weakening buying pressure and a potential reversal.
Candle Coloring: A solid Mint (or Green) candle body indicates a price rise accompanied by strong actual buying volume, offering higher reliability than standard candles.
HUD Confluence: Consider trend-following entries when the ADX is above 25 and the Delta is heavily skewed in one direction.
This indicator is for informational purposes only and does not constitute financial advice. The Estimation mode provides approximations based on algorithms, and the Intraday mode's accuracy depends on the quality of the lower timeframe data provided by the exchange.
Developed by Teemo Trading Systems
------------------------------------------------------------------------
Teemo Volume Delta & Market HUD
์ค๋ช
๋ณธ๋ฌธ:
Teemo Volume Delta๋ ๋จ์ํ ๊ฑฐ๋๋ ์งํ๋ฅผ ๋์ด, ์์ฅ ๋ด๋ถ์ ๋งค์(Buy)์ ๋งค๋(Sell) ์๋ ฅ์ ์ ๋ฐํ๊ฒ ๋ถ์ํ๋ ์ ๋ฌธ๊ฐ์ฉ ๋๊ตฌ์
๋๋ค. ์บ๋ค ๋ด๋ถ์ ์๊ธ ๋ถ๊ท ํ์ ์๊ฐํํ๊ณ , ์ค์๊ฐ HUD๋ฅผ ํตํด ์์ฅ์ ์ฃผ๋๊ถ์ด ๋๊ตฌ์๊ฒ ์๋์ง ์ฆ๊ฐ์ ์ผ๋ก ํ์
ํ ์ ์๋๋ก ๋์ต๋๋ค.
v1.2.0 ์
๋ฐ์ดํธ๋ฅผ ํตํด ๋ถํ์ํ ๋ณด์กฐ์งํ(EMA)๋ฅผ ์ ๊ฑฐํ๊ณ , ์์ํ ๋ธํ ๋ถ์๊ณผ ์ ์ฐํ ๋์ (Accumulation) ์์คํ
์ ์ง์คํ์ฌ ๋์ฑ ๊ฐ๋ณ๊ณ ๊ฐ๋ ฅํด์ก์ต๋๋ค.
๐ ์ฃผ์ ๊ธฐ๋ฅ (Key Features)
1. ๋์ผ ๊ณ์ฐ ๋ชจ๋ (Dual Calculation Modes) ์ฌ์ฉ์์ ํ๊ฒฝ๊ณผ ๋ชฉ์ ์ ๋ง์ถฐ ๋ ๊ฐ์ง ๊ณ์ฐ ๋ฐฉ์์ ์ ๊ณตํฉ๋๋ค.
Estimation (์ถ์ ๋ชจ๋): ์บ๋ค์ ํํ(OHLC)์ ๊ฐ๊ฒฉ ๋ณ๋ํญ์ ๊ธฐ๋ฐ์ผ๋ก ๋งค์/๋งค๋ ๋ณผ๋ฅจ์ ๋น ๋ฅด๊ฒ ์ถ์ ํฉ๋๋ค. ๋ก๋ฉ ์๋๊ฐ ๋น ๋ฅด๋ฉฐ ๋ชจ๋ ์์ฐ์ ์ฆ์ ์ ์ฉ ๊ฐ๋ฅํฉ๋๋ค.
Intraday (์ ๋ฐ ๋ถ์ ๋ชจ๋): ํ์ ํ์ํ๋ ์(์: 1๋ถ๋ด)์ ๋ฐ์ดํฐ๋ฅผ ๋ถ์ํ์ฌ ์์ ํ์ํ๋ ์์ ๋ธํ๋ฅผ ์ ๋ฐํ๊ฒ ๊ณ์ฐํฉ๋๋ค. (TradingView ๋ฐ์ดํฐ ์ ํ์ ๋ฐ๋ผ ๋ก๋ฉ ์๊ฐ์ด ์์๋ ์ ์์ต๋๋ค.)
2. ์ค๋งํธ ๋์ ์์คํ
(Smart Accumulation) ๋จ์ ๋์ ์ ๋์ด, ์ ๋ต์ ๋ถ์์ ์ํ ๋ ๊ฐ์ง ๋ชจ๋๋ฅผ ์ง์ํฉ๋๋ค.
Time Based: ์ง์ ํ ์ฃผ๊ธฐ(์: 4์๊ฐ, 1์ผ)๋ง๋ค ๋์ ๋ธํ๋ฅผ **0์ผ๋ก ์ด๊ธฐํ(Reset)**ํฉ๋๋ค. ์ธ์
๋ณ ์๊ธ ๋ถ์์ด๋ ๋ฐ์ด ํธ๋ ์ด๋ฉ์ ์ต์ ํ๋์ด ์์ต๋๋ค.
Infinite: ์ด๊ธฐํ ์์ด ๋ฐ์ดํฐ๋ฅผ ๊ณ์ ๋์ ํ์ฌ, ์ฅ๊ธฐ์ ์ธ ๊ฐ๊ฒฉ๊ณผ ๋ธํ์ **๋ค์ด๋ฒ์ ์ค(Divergence)**๋ฅผ ๋ถ์ํ๋ ๋ฐ ์ ์ฉํฉ๋๋ค.
3. ์ง๊ด์ ์ธ HUD (Heads-Up Display) ์ฐจํธ ์ฐ์ธก๊ณผ ์ข์ธก์ ํต์ฌ ์ ๋ณด๋ฅผ ์์ฝํ์ฌ ๋ณด์ฌ์ค๋๋ค.
Delta Panel: ํ์ฌ ์บ๋ค์ ๋งค์/๋งค๋ ๊ฑฐ๋๋๊ณผ ์๋งค์(Net Delta) ์ํ๋ฅผ ์ค์๊ฐ์ผ๋ก ํ์ํฉ๋๋ค.
Market HUD: ADX(์ถ์ธ ๊ฐ๋), RSI(๋ชจ๋ฉํ
), ๊ทธ๋ฆฌ๊ณ ํ์ฌ ๊ตฌ๊ฐ์ ๋์ ๋งค์/๋งค๋ ํํฉ์ ํ๋์ ๋ณผ ์ ์์ต๋๋ค.
4. Teemo Design System (v1.2) ์ฅ์๊ฐ ์ฐจํธ๋ฅผ ๋ณด๋ ํธ๋ ์ด๋๋ฅผ ์ํด ์์ธ์ฑ์ด ๋ฐ์ด๋ ์ปฌ๋ฌ ํ
๋ง๋ฅผ ์ ๊ณตํฉ๋๋ค.
Teemo Neon: ์ด๋์ด ๋ฐฐ๊ฒฝ์ ์ต์ ํ๋ ๊ณ ๋๋น ๋ฏผํธ/ํผํ ํ
๋ง.
Classic Soft: ๋์ ํผ๋ก๋ฅผ ์ค์ฌ์ฃผ๋ ์ฐจ๋ถํ ๊ทธ๋ฆฐ/๋ ๋ ํ
๋ง (๋ฐ์/์ด๋์ด ๋ฐฐ๊ฒฝ ๋ชจ๋ ์ถ์ฒ).
โ๏ธ ์ค์ ๊ฐ์ด๋ (Settings)
Calculation Mode: Estimation(์๋ ์ค์ฌ) ๋๋ Intraday(์ ํ๋ ์ค์ฌ) ์ค ์ ํ.
Accumulation Mode: Time Based(์ฃผ๊ธฐ๋ณ ๋ฆฌ์
) ๋๋ Infinite(๋ฌดํ ๋์ ) ์ ํ.
Reset Period: Time Based ๋ชจ๋ ์ฌ์ฉ ์ ๋ฆฌ์
ํ ์ฃผ๊ธฐ ์ค์ (์: 1D = ๋งค์ผ ๋ฆฌ์
).
Color Preset: Teemo Neon ๋๋ Classic Soft ํ
๋ง ์ ํ.
๐ก ํ์ฉ ํ (Trading Tips)
๋ธํ ๋ค์ด๋ฒ์ ์ค: ๊ฐ๊ฒฉ์ ์ ๊ณ ๊ฐ๋ฅผ ๊ฐฑ์ ํ์ง๋ง ๋์ ๋ธํ(Cum Delta)๋ ๋ฎ์์ง๋ค๋ฉด, ๋งค์์ธ๊ฐ ์ฝํ๋๊ณ ์๋ค๋ ๊ฐ๋ ฅํ ๋ฐ์ ์ ํธ์
๋๋ค.
์บ๋ค ์ปฌ๋ฌ๋ง: ์บ๋ค์ ๋ชธํต ์์์ด ์ง์ ๋ฏผํธ์(๋๋ ๊ทธ๋ฆฐ)์ด๋ผ๋ฉด ๊ฐ๋ ฅํ ๋งค์์ธ๊ฐ ๋๋ฐ๋ ์์น์ ์๋ฏธํ๋ฉฐ, ์ ๋ขฐ๋๊ฐ ๋์ต๋๋ค.
HUD ํ์ฉ: ADX๊ฐ 25 ์ด์์ด๋ฉด์ ๋ธํ๊ฐ ํ์ชฝ ๋ฐฉํฅ์ผ๋ก ์ ๋ฆด ๋ ์ถ์ธ ๋งค๋งค๋ฅผ ๊ณ ๋ คํ์ธ์.
์ด ์งํ๋ ์ ๋ณด ์ ๊ณต์ ๋ชฉ์ ์ผ๋ก๋ง ์ฌ์ฉ๋๋ฉฐ, ์ฌ์ ์ ์กฐ์ธ์ด ์๋๋๋ค. Estimation ๋ชจ๋๋ ๊ทผ์ฌ์น๋ฅผ ์ ๊ณตํ๋ฉฐ, Intraday ๋ชจ๋๋ ๊ฑฐ๋์์์ ์ ๊ณตํ๋ ํ์ ๋ฐ์ดํฐ์ ํ์ง์ ๋ฐ๋ผ ์ ํ๋๊ฐ ๋ฌ๋ผ์ง ์ ์์ต๋๋ค.
BULLISH!! Low High Range Options HelperThis indicator is designed for range-based options trading, where price tends to rotate between a defined low and high rather than trend continuously. Its purpose is not to tell you what to trade, but to provide context for timing, specifically answering the question: if price is at a discount here, how much time should an option realistically have?
The script identifies a recent price range and plots three key levels. The range high represents the upper boundary of recent price action and often acts as a take-profit or resistance area. The range mid is the 50 percent equilibrium of the range and is intended as a confirmation level rather than an entry signal. The range low represents the discount zone, where risk is best defined for bullish options trades. This is the only area where options guidance is displayed.
When price touches the range low, the indicator calculates how long similar range rotations have taken in the past, adjusts that timing to the current chart timeframe, and applies a safety factor to reduce the risk of under-timing an options position. It then displays a suggested days-to-expiration label, such as 3 DTE, 4 DTE, 5 DTE, 6 DTE, 7 DTE, 10 DTE, or 14 plus. Shorter DTE values reflect faster expected rotations, while longer DTE values reflect slower, choppier, or more uncertain conditions. The goal is to help avoid the common mistake of buying options that do not have enough time to work.
A typical way to use this tool is to identify a clearly defined range, wait for price to reach the range low, note the DTE guidance shown on the chart, then wait for confirmation such as a reclaim of the range midpoint before considering a trade. Risk can then be managed with the range structure in mind, often targeting the range high in rotational environments. The indicator is most effective in sideways or mean-reverting markets rather than strong trends.
This script does not place trades, predict direction, or guarantee outcomes. It does not account for news events, earnings, implied volatility changes, or broader macro conditions. It is intended as a contextual tool to support disciplined decision-making, not as a standalone trading system.
Always trade smart. Manage position size, define risk before entering a trade, and avoid over-leveraging short-dated options. The objective is not to predict the market, but to consistently align price structure with realistic time expectations.
RSI-RS StrategyRSI-RS Strategy: Smart Trend Following ๐
Overview
This strategy combines Multi-Timeframe RSI with Mansfield Relative Strength to identify high-momentum breakouts in strong stocks. Unlike standard RSI strategies, it features a "Smart Trailing Stop" that tightens when momentum weakens but respects key RSI 50 support levels to avoid shaking you out of winning trades.
Key Features โจ
1. ๐ฏ High-Probability Entries
Multi-Confirmations: Requires Monthly RSI > 60 and Weekly RSI > 60 (Trend is Up).
Dual Trigger: Enters on a Daily RSI Breakout (>60) OR a Weekly RSI Catch-up, ensuring you don't miss late moves.
RS Filter: Only buys stocks outperforming the Index (RS > 0).
New Listing Safe: Automatically skips Monthly checks for new IPOs lacking history.
2. ๐ก๏ธ Advanced "Hybrid" Stop Loss
This strategy solves the "Wick Out" problem:
Confirmation Exit: If price drops below the Stop Loss, it waits for the Next Candle to confirm the breakdown. It ignores intraday wicks!
Crash Protection: Includes a "Panic Button" (Default 3% buffer). If price crashes rapidly intraday, it exits immediately to save capital.
Smart Trailing: The Stop Loss moves UP when RSI shows weakness (<60), locking in profits.
3. ๐ง Smart Support Buffer
Wait for 50: Uniquely detects when RSI is resting on 50 Support (Zone 50-55).
Patience: It ignores minor weakness signals in this zone, waiting for a bounce instead of exiting prematurely.
4. ๐งน Clean Visuals
Minimalist Labels: Transparent Entry/Exit labels that don't declutter the chart.
Setup Watch: Visually signals "Watch > " before the trade triggers.
Transparency: "SL Update" diamonds prove exactly why the stop moved (showing the RSI value).
Settings Guide โ๏ธ
Confirmation Window: How many bars the breakout remains valid (Default: 2).
RSI Support Buffer: The "Safe Zone" range above 50 (Default: 5).
Crash Buffer %: Distance below SL for immediate emergency exit (Default: 3.0%).
Visuals: Toggle Setup Labels and SL Diamonds on/off to keep your chart clean.
How to Trade It
Green Background: You are in a trade.
Red Line: Your Hard Stop Loss (Closing Basis).
Maroon Dotted Line: Your Crash Limit (Intraday Danger Zone).
Orange Diamond: Warning! RSI Weakness detected, SL has tightened.
Disclaimer
Backtested on Indian Equities (NSE). Designed for Swing Trading on Daily Timeframe. Always manage your own risk.
SMC + Dual UT Bot buy and sell AlertsMise a jour avec un EMA 20/50 et vwap
his script is a composite indicator for TradingView (Pine Script v5) that merges Smart Money Concepts (SMC) with a Dual-instance UT Bot. It has been styled with a high-contrast "Neon Cyberpunk" theme (Cyan/Pink) and is fully compliant with the CC BY-NC-SA 4.0 license.
Here is a breakdown of its two main components:
1. Smart Money Concepts (SMC)
This portion, originally by LuxAlgo, is designed to identify institutional price levels and structural market shifts. It provides a detailed map of market structure rather than simple entry/exit signals.
Market Structure (BOS & CHoCH):
BOS (Break of Structure): Marks trend continuation (e.g., breaking a higher high in an uptrend).
CHoCH (Change of Character): Marks potential trend reversals (e.g., the first time a higher low is broken in an uptrend).
Order Blocks (OB):
Highlights specific candles where institutional buying or selling likely occurred. These act as high-probability support/resistance zones.
Neon Blue/Cyan for Bullish OBs.
Neon Pink for Bearish OBs.
Fair Value Gaps (FVG):
Identifies imbalances (gaps) in price action where the market often returns to "fill" orders.
Neon Mint for Bullish FVGs.
Neon Red for Bearish FVGs.
Premium/Discount Zones: Automatically plots the range equilibrium (50% level) to help you buy in "Discount" (low) and sell in "Premium" (high) areas.
Liquidity (EQH/EQL): Automatically detects "Equal Highs" and "Equal Lows," which are magnets for price as they represent liquidity pools (stop losses).
2. Dual UT Bot Alerts
This portion provides the actual Entry Signals. It runs two separate instances of the "UT Bot" strategy simultaneously with different sensitivity settings to filter noise.
Instance 1 (Buy Only):
Settings: Key Value = 4, ATR Period = 10 (Faster, more sensitive).
Visual: Plots a Neon Cyan "Buy" label.
Function: Looks for bullish reversals earlier to catch the start of a move.
Instance 2 (Sell Only):
Settings: Key Value = 7, ATR Period = 20 (Slower, smoother).
Visual: Plots a Neon Pink "Sell" label.
Function: Uses a wider ATR band to avoid getting shaken out of shorts too early, focusing on major downtrends.
How to Use It
The strength of this script is confluence.
Wait for a Signal: Look for a UT Bot "Buy" or "Sell" tag.
Confirm with SMC: Check if the signal aligns with SMC concepts.
Example Buy: Did the UT Bot give a "Buy" signal while price was bouncing off a Bullish Order Block?
Example Buy: Did price just sweep Liquidity (EQL) before the Buy signal?
Example Sell: Is the "Sell" signal happening inside a Premium Zone or a Bearish Fair Value Gap?
avant-hier
Notes de version
1. "Pro" Badge Buy/Sell Labels
The standard text signals have been replaced with modern, professional Badge Labels that provide more information at a glance.
Visuals: Instead of simple text, the script now uses label.new to create high-visibility badges.
BUY: A Neon Cyan badge with a Rocket icon (๐).
SELL: A Neon Pink badge with a Chart icon (๐).
Price Details: Each badge displays the exact Entry Price directly on the label.
Tooltips: If you hover your mouse over a Buy or Sell badge, a tooltip will appear showing the exact Take Profit (TP) and Stop Loss (SL) prices calculated for that trade.
2. Dynamic Take Profit (TP)
The script now automatically calculates a profit target for every trade the moment a signal is generated.
Calculation: It measures the distance between your Entry Price and the initial Stop Loss (the ATR Trailing Stop).
Risk:Reward: It multiplies that distance by your chosen Risk:Reward Ratio (default is 1.5) to project a TP target.
Visual Line: A Green Line is drawn on the chart at the TP level. It remains active until price hits it or the stop loss.
3. Active Trailing Stop Loss (SL)
The Stop Loss is no longer static; it is now "alive" and manages the trade for you.
Trailing Logic: If Use Trailing SL? is enabled (default), the SL line will automatically move up (for longs) or move down (for shorts) as the trend continues in your favor. It locks in profit by following the UT Bot's ATR trailing band.
Visual Line: A Red Line is drawn at the SL level. You can see it physically step up or down on the chart as the trend progresses.
4. Real-Time Trade Simulation
The script now simulates the lifecycle of a trade directly on the chart:
Active State: When a trade is live, the TP and SL lines extend to the right of the current candle (bar_index + 1), showing you exactly where your exit points are in real-time.
Closed State: Once the price hits either the Green TP line or the Red SL line, the script detects the "Exit." The lines stop extending and turn dotted, indicating that the trade is closed and waiting for the next signal.
Summary of New Settings
You will find a new group in the settings panel called "UT Bot: Trade Management":
TP Risk:Reward Ratio: Adjust this to change how far the Green TP line is placed (e.g., set to 2.0 for 2x return).
Use Trailing SL?: Uncheck this if you want the Red SL line to stay fixed at the initial entry risk level.
avant-hier
Notes de version
1. Live Strategy Performance Dashboard (Backtester)
Since this is an indicator, TradingView does not automatically calculate PnL (Profit and Loss). I have built a custom Simulation Engine inside the script that tracks every UT Bot signal as if you had taken the trade.
Location: Bottom Right of your chart.
Win Rate: Displays the percentage of trades that hit the Take Profit target versus the Stop Loss.
Trades (W/L): Shows the total number of signals generated, broken down by Wins and Losses.
Net Profit (R): Calculates your theoretical profit in "R-Multiples" (Risk Units).
Example: If you set your Risk:Reward to 2.0, every win adds +2R, and every loss subtracts -1R.
Dynamic Colors: The Win Rate and Profit cells turn Neon Cyan if positive (>50% or >0R) and Neon Pink if negative.
2. Multi-Timeframe Trend Dashboard
A new panel at the Top Right gives you an instant "Market Bias" reading so you don't have to scan the whole chart.
SMC Trend: Reads the Smart Money structure (Break of Structure/Change of Character) to determine if the high-level timeframe is BULLISH or BEARISH.
UT Bot Status: Displays the current active signal state:
BUY (Active): You are currently in a Long trade.
SELL (Active): You are currently in a Short trade.
NEUTRAL: No active signal or the last trade hit TP/SL.
3. Integrated Alert System
I have connected the visual lines to the alert system. You can now set a single alert on this indicator, and it will trigger for:
Entry Signals: "UT Long Entry" / "UT Short Entry"
Exits: "Take Profit Hit" / "Stop Loss Hit"
4. Consolidated Settings
To make the script easier to manage, I organized the settings into clear groups:
Dashboards: Toggle the visibility of the new panels or move the Performance Panel to a different corner.
UT Bot: Trade Management: Quickly adjust your Risk:Reward Ratio (e.g., change from 1.5 to 2.0) to see how it affects your Win Rate in real-time on the dashboard.
avant-hier
Notes de version
1. Multi-Timeframe (MTF) Trend Scanner
I have replaced the basic "Market Bias" panel with a comprehensive MTF Trend Dashboard located at the Top Right of your chart.
What it tracks: It simultaneously monitors the trend direction on 5 distinct timeframes:
15 Minute
1 Hour
4 Hour
Daily
Weekly
How it works: It runs a background calculation (using UT Bot settings Key=5, ATR=15) on these higher timeframes without you needing to switch charts.
Visuals:
BULLISH: Highlighted in Neon Cyan.
BEARISH: Highlighted in Neon Pink.
2. Strategic Confluence (How to use it)
This new dashboard transforms the script from a simple "signal generator" into a complete trading system by allowing you to filter trades based on the bigger picture.
The "All-Green" Rule: If you are scalping on a 5-minute chart and you get a BUY signal, check the dashboard. If the 1H, 4H, and Daily are all Neon Cyan (Bullish), that trade has a significantly higher probability of success.
Avoid Counter-Trend Trades: If your main chart says BUY, but the dashboard shows the 4H and Daily are Neon Pink (Bearish), you are trading against the major trend. You might want to skip that trade or reduce your risk size.
3. Summary of Dashboards
You now have two professional-grade panels on your screen:
Bottom Right (Performance): Shows the past results of the strategy on your current timeframe (Win Rate, Profit Factor).
Top Right (Trend): Shows the current state of the market across all timeframes.
FlowMaster 4H - Avanced Volume & Pip AnalyzerโVisualize market flow like an institutional trader โ track buy/sell volume, pip per tick, and candle efficiency in one table.โ
โVisualize market flow like an institutional trader โ track buy/sell volume, pip per tick, and candle efficiency in one table.โ
Short Description (Marketplace-Friendly):
Aggregated 4H candle analysis with buy/sell volume breakdown.
Pip/Tick calculation with weighted averages for smarter entry/exit signals.
Compare current candle volume to previous candle and 20-bar average.
All key metrics in a compact, easy-to-read table below the chart.
Ideal for Forex swing & position traders seeking institutional-style insights directly in TradingView.
Long Description / Full Product Info:
FlowMaster 4H is a professional-grade trading indicator designed to provide quantitative order flow analysis on Forex markets using 4-hour candles. By aggregating volume data, tick information, and pip movements, FlowMaster gives traders a unique perspective on market dynamics typically reserved for institutional participants.
Key Features:
Volume Relative Metrics: Compare the current candle volume to the previous candle and to the average of the last 20 candles.
Pip/Tick Analysis: Calculates pip per tick using a scaled price approach, giving insights into the efficiency of price moves.
Weighted Pip/Tick Averages: Tracks volume-weighted pip/tick over the last 20 candles for both buyers and sellers.
Percentage Metrics: Visualize the proportion of buy and sell volume relative to total ticks, helping identify absorption and impulse movements.
User-Friendly Table: All key indicators displayed in a compact, easy-to-read table below the chart.
Why use FlowMaster 4H:
Identify market absorption and impulse using reliable volume and pip metrics.
Optimize trade entry and exit decisions based on quantitative order flow data.
Works directly in TradingView, offering a professional order flow view without needing access to Level 2 order book data.
Pioneering approach in aggregating 4H candle data with detailed pip/tick insights.
Ideal For: Swing and position traders, Forex traders seeking institutional-style volume analysis, and anyone looking to improve order flow reasoning using TradingView.
MATATABI SP Ver.1Specifications & Features
This indicator is a comprehensive tool designed to monitor trend inception (Squeeze), key reversal zones (Smart SR), and market context (Range Analysis) on a single chart. It is updated for Pine Script v6.
1. 10 Moving Averages (MA)
Spec: Displays a total of 10 Moving Averages.
Defaults: All set to EMA (Exponential Moving Average) with periods 20, 25, 30, 35, 40, 45, 50, 55, 60, 65 (increments of 5).
Customization: Period, type (SMA, EMA, SMMA, WMA), color, and width for each line can be adjusted in the settings.
Visibility: MA01-MA08 are visible by default; MA09-MA10 are hidden by default.
2. MA Squeeze Detection Alert
Feature: Detects when all 10 MAs contract (cluster together) and flatten out, indicating potential energy buildup for a move.
Behavior: No background color change on the chart; it functions purely as an Alert condition configurable in TradingView.
Logic: Triggered when the spread between the highest and lowest MA is below a specific ATR threshold AND the slope of the longest MA is near zero.
3. Smart Support & Resistance (Smart SR)
Zone Display: Draws Support/Resistance as zones (bands) rather than thin lines. The width adapts automatically based on volatility (ATR).
Auto-Removal on Break: When price breaks through a zone, the line stops extending to the right automatically. This ensures only currently active/unbroken levels remain visible on the chart.
Significance Filter: Filters out minor noise, using a longer Pivot length (15) to identify only significant peaks and troughs. It also prevents drawing duplicate zones near existing ones.
Multi-Timeframe (MTF): Can display SR zones from a higher timeframe (e.g., 4H SR on a 15m chart) alongside current timeframe zones.
4. Range Analysis
Range Detection: Visualizes consolidation areas (boxes) based on price deviation and volume analysis.
Info Dashboard: Displays a table (top-right) showing the range strength and a statistical "Directional Probability (Bullish/Bearish %)" for the potential breakout.
Breakout Signals: Highlights the box border and triggers alerts when price breaks out of the detected range.
ไปๆงใจ็นๅพด
ใใฎใคใณใธใฑใผใฟใผใฏใใใฌใณใใฎๅๅ๏ผในใฏใคใผใบ๏ผใ้่ฆใชๅ็บใใคใณใ๏ผใฌใธใตใ๏ผใ**็พๅจใฎ็ธๅ ด็ฐๅข๏ผใฌใณใธ่งฃๆ๏ผ**ใ1ใคใฎใใฃใผใใง็ฃ่ฆใใใใใฎ่คๅใใผใซใงใใPine Script v6ใซๅฏพๅฟใใฆใใพใใ
1. 10ๆฌใฎ็งปๅๅนณๅ็ท (MA)
ไปๆง: ๅ่จ10ๆฌใฎ็งปๅๅนณๅ็ทใ่กจ็คบใใพใใ
ๅๆ่จญๅฎ: ใในใฆ**EMA๏ผๆๆฐๅนณๆป็งปๅๅนณๅ็ท๏ผ**ใงใๆ้ใฏ 20, 25, 30, 35, 40, 45, 50, 55, 60, 65๏ผ5ๅปใฟ๏ผใซ่จญๅฎใใใฆใใพใใ
ใซในใฟใใคใบ: ๅใฉใคใณใฎๆ้ใ็จฎ้ก๏ผSMA, EMA, SMMA, WMA๏ผใ่ฒใๅคชใใฏ่จญๅฎ็ป้ขใใๅคๆดๅฏ่ฝใงใใ
่กจ็คบๅถๅพก: MA01ใMA08ใฏใใใฉใซใใง่กจ็คบใMA09ใMA10ใฏ้่กจ็คบ่จญๅฎใงใใ
2. MAๅ็ธฎ๏ผในใฏใคใผใบ๏ผๆค็ฅใขใฉใผใ
็นๅพด: 10ๆฌใฎMAใๅฏ้ใใใใคๅพใใๅนณๅฆใซใชใฃใ็ถๆ
๏ผใจใใซใฎใผใๆบใพใฃใฆใใ็ถๆ
๏ผใๆค็ฅใใพใใ
ๅไฝ: ใใฃใผใใฎ่ๆฏ่ฒใฏๅคๆดใใใใขใฉใผใ้็ฅใฎใฟใ่กใไปๆงใงใ๏ผ่จญๅฎ็ป้ขใงใขใฉใผใๆกไปถใไฝๆๅฏ่ฝ๏ผใ
ๅคๅฎใญใธใใฏ: ใMAๅ
จไฝใฎๆๅคงๅน
ใATRใฎไธๅฎๅ็ไปฅไธใใใคใ้ทๆMAใฎๅพใใใปใผใผใญใใฎๅ ดๅใซๆค็ฅใใพใใ
3. ในใใผใใปใฌใธใตใ (Smart Support & Resistance)
ใพใผใณ่กจ็คบ: ๅใชใ็ทใงใฏใชใใไพกๆ ผๅธฏ๏ผใพใผใณ๏ผใจใใฆๆ็ปใใใพใใๅน
ใฏใใฉใใฃใชใใฃ๏ผATR๏ผใซๅบใฅใใฆ่ชๅ่ชฟๆดใใใพใใ
ใใฌใคใฏใง่ชๅๆถๅป: ไพกๆ ผใใพใผใณใๅฎไฝใงใใฌใคใฏ๏ผไธๆใ/ไธๆใ๏ผใใใจใใใฎใฉใคใณใฏใๅฝนๅฒใ็ตใใใใจๅคๆญใใใๅณๅดใธใฎๅปถ้ทใ่ชๅ็ใซๅๆญขใใพใใใใใซใใใใใฃใผใไธใซใฏใ็พๅจๆๅนใชใฌใธใตใใใฎใฟใๆฎใใพใใ
้่ฆๅบฆใใฃใซใฟใผ: ๅฐใใชๅคๅใใ้คๅคใใ็ฎ็ซใคๅฑฑใ่ฐท๏ผPivotๆ้15๏ผใฎใฟใๆฝๅบใใฆๆ็ปใใพใใใพใใๆขๅญใฎใฉใคใณใจ่ฟใๅ ดๅใฏ้่คใใฆๆ็ปใใพใใใ
ใใซใใฟใคใ ใใฌใผใ (MTF): ็พๅจ่ถณใฎใฌใธใตใใซๅ ใใไธไฝ่ถณ๏ผไพ: 15ๅ่ถณใใฃใผใใซ4ๆ้่ถณใฎใฌใธใตใ๏ผใๅๆใซ่กจ็คบๅฏ่ฝใงใใ
4. ใฌใณใธ่งฃๆ (Range Analyzer)
ใฌใณใธๆคๅบ: ไพกๆ ผใฎไนฑ้ซไธใจๅบๆฅ้ซใๅๆใใใฌใณใธ็ธๅ ดใใใใฏในใงๅฏ่ฆๅใใพใใ
ๆ
ๅ ฑใใผใใซ: ใใฃใผใๅณไธใซใใฌใณใธใฎๅผทๅบฆใใ้ๅปใฎ็ตฑ่จใซๅบใฅใใ**ใใใฌใคใฏๆนๅใฎ็ขบ็๏ผๅผทๆฐ/ๅผฑๆฐ %๏ผใ**ใ่กจ็คบใใพใใ
ใใฌใคใฏใขใฆใ: ใฌใณใธใๆใใ้ใซใใใใฏในใฎ่ฒใๅคๅใใใใขใฉใผใใ้็ฅใใพใใ
Institutional Confluence Mapper [JOAT]Institutional Confluence Mapper (ICM)
Introduction
The Institutional Confluence Mapper is an open-source multi-factor analysis tool that combines five analytical modules into a unified confluence scoring system. It synthesizes institutional trading concepts including Relative Rotation analysis, Smart Money flow detection, Liquidity zone mapping, Session-based timing, and Volatility regime classification.
Rather than relying on a single indicator, ICM evaluates market conditions through multiple lenses simultaneously, presenting a clear confluence score (0-100%) that reflects the alignment of various market factors.
This script is fully open-source under the Mozilla Public License 2.0.
Originality and Purpose
This indicator is NOT a random mashup of existing indicators. It is an original implementation that creates a unified institutional analysis framework:
Why Multiple Modules? Most retail traders struggle because they rely on single indicators that provide conflicting signals. Institutional traders evaluate markets through multiple frameworks simultaneously. ICM bridges this gap by providing a unified view of complementary analysis methods.
The Confluence Scoring System: Each module contributes to a weighted confluence score (0-100%). Scores above 65% indicate bullish confluence; below 35% indicates bearish confluence.
How Components Work Together:
RRG (Relative Rotation) determines macro bias - is this asset outperforming or underperforming its benchmark?
Institutional Flow confirms smart money activity - are institutions accumulating or distributing?
Volatility Regime determines strategy selection - trend-follow or mean-revert?
Liquidity Detection identifies key levels - where are the stop hunts happening?
Session Analysis optimizes timing - when should you trade?
The Five Core Modules
1. Relative Rotation Momentum Matrix (RRG)
Compares the current symbol against a benchmark (default: SPY) using the JdK RS-Ratio methodology with double-smoothed EMA. Assets rotate through four quadrants:
LEADING: Outperforming with positive momentum (strongest bullish)
WEAKENING: Outperforming but losing momentum
LAGGING: Underperforming with negative momentum (strongest bearish)
IMPROVING: Underperforming but gaining momentum
2. Institutional Flow Analysis
Analyzes volume patterns to detect smart money activity:
Volume Z-Score measures how unusual current volume is
Buy/Sell pressure estimation based on candle structure
Unusual volume detection highlights institutional activity
3. Volatility Regime System
Uses ATR percentile ranking to classify market conditions:
COMPRESSION: Low volatility (ATR < 20th percentile) - potential breakout
EXPANSION: High volatility (ATR > 80th percentile) - trending
TRENDING_BULL/BEAR: Directional trends based on EMA alignment
RANGING: Sideways consolidation
4. Liquidity Detection
Identifies institutional liquidity targets using swing point analysis:
Swing highs/lows are tracked and displayed as dashed lines
Purple dashed lines mark resistance/sell-side liquidity
Teal dashed lines mark support/buy-side liquidity
Gold diamonds appear when liquidity sweeps are detected (potential reversals)
5. Session Momentum Profiler
Tracks trading sessions based on your selected timezone:
Asian Session: 7PM - 4AM EST
London Session: 3AM - 12PM EST
New York Session: 9:30AM - 4PM EST
London/NY Overlap: 8AM - 12PM EST (peak liquidity)
Visual Elements
Main Dashboard (Top-Right):
BIAS: Overall direction with confluence percentage
RRG: Current quadrant and momentum
FLOW: Smart money bias and volume status
REGIME: Market condition and volatility percentile
SESSION: Active trading session and current time
LIQUIDITY: Active zones and grab signals
SIGNAL: Actionable recommendation
Chart Elements:
Gold Diamond: Liquidity grab (potential reversal point)
Teal Dashed Line: Support / Buy-side liquidity zone
Purple Dashed Line: Resistance / Sell-side liquidity zone
EMA 21/55/200: Trend structure with cloud fill
Volatility Bands: ATR-based channels
How to Use
Step 1: Check the BIAS row for overall market direction
Step 2: Check REGIME to understand market conditions
Step 3: Identify key levels using liquidity zones and EMAs
Step 4: Wait for confluence above 65% (bullish) or below 35% (bearish)
Step 5: Look for gold diamond signals at key levels
Best Setups
Bullish: Confluence >65%, RRG in LEADING/IMPROVING, bullish flow, price near teal support zone.
Bearish: Confluence <35%, RRG in LAGGING/WEAKENING, bearish flow, price near purple resistance zone.
Reversal: Gold diamond appears after price sweeps a liquidity zone.
Key Input Parameters
Benchmark Symbol: Compare against (default: SPY)
RS-Ratio/Momentum Lookback: RRG calculation periods
Volume Analysis Period: Flow detection lookback
Swing Length: Liquidity zone detection
ATR Period/Rank Period: Regime classification
Timezone: Session detection timezone
Alerts
Liquidity Grab Bull: Bullish sweep detected
Liquidity Grab Bear: Bearish sweep detected
High Confluence Bull: Confluence above 70%
High Confluence Bear: Confluence below 30%
Best Practices
Use on 1H, 4H, or Daily timeframes for reliable signals
Combine with price action for confirmation
Respect the regime - don't fight strong trends
Trade during London/NY overlap for best liquidity
Wait for high confluence scores before entering
Always use proper risk management
Limitations
Works best on liquid markets with sufficient volume
Session features optimized for forex/crypto markets
RRG requires a valid benchmark symbol
No indicator predicts the future - use proper risk management
Disclaimer
This indicator is for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Past performance does not guarantee future results.
-Made with passion by officialjackofalltrades
Dow Theory Cockpit1. Evolution History
The system has reached its final form through five distinct development phases:
Phase 1: Logic Development (V1โV6)
Established four core logics: BREAK and DIP (Dow Theory), SNIPER (Reversal), and PUSH (Trend continuation).
Implemented the Multi-Timeframe (MTF) panel and Market Scanner.
Phase 2: Strategy Transition (V7โV9)
Integrated backtesting features, but found the Pine Script calculation load too heavy for real-time charting.
Phase 3: Optimization & Performance (V10โV11)
Prioritized smooth real-time execution by returning to a lightweight indicator format.
Introduced the on-chart stats panel for Win Rate and P&L tracking.
Phase 4: Visual Completion (V12โV13)
High-Vis Fib: Bold orange lines highlighting the Golden Zone (38.2%/61.8%).
Visual Zones: Introduced Green and Red bands for intuitive trade tracking.
Phase 5: Smart Adjust Implementation (V14 - Current)
Barrier Avoidance: Automatically detects nearby Support/Resistance boxes and shortens the TP to secure profits before a potential reversal.
Dynamic RR Optimization: Automatically adjusts the SL in tandem with the shortened TP to maintain a healthy Risk-Reward ratio.
2. Specifications
Name: Dow Theory Cockpit
Format: Indicator
Trading Style: Scalping to Day Trading
Timeframes: 5M, 15M (Recommended), 1H
Assets: All pairs (Gold, Crypto, Forex, Indices)
3. Features
โ Quad-Logic Entry Signals
๐ฏ SNIPER: Reversal logic targeting "Tops and Bottoms" when the market is overextended.
๐ DIP: Trend-following logic for "Deep Pullbacks" with clean Moving Average alignment.
โก PUSH: Scalping logic for "Shallow Pullbacks" during high-momentum trends.
๐ BREAK: Classic Dow Theory momentum entry on recent High/Low breakouts.
โก Visual Analysis Tools
S/R BOX: Displays key price levels as shaded zones to account for market noise and wick volatility.
High-Vis Auto Fib: Automatically plots Fibonacci levels, highlighting the Golden Zone with bold lines.
โข Bulletproof Money Management
Calculated Lot Size: Displays the precise lot size based on your account balance and Risk % directly on the signal label.
TP/SL Zones: Dynamic Green and Red bands show exactly where your profit and loss targets lie.
โฃ Smart Adjust Function (NEW)
Logic: Automatically scans for strong S/R walls near your entry.
Normal Condition: Displays TP/SL at your default Risk-Reward ratio.
Wall Detected: Automatically pulls the TP to the edge of the barrier and tightens the SL to maintain the ratio.
Alert: A "โ ๏ธAdj" warning appears on the label when this adjustment is active.
โค Integrated Info Panel
Main Panel: Trends across all timeframes, real-time Win Rate, and Period Net P&L.
Scanner: Constant monitoring of Gold/JPY/BTC and major US/JP economic data.
4. How to Use
Configuration: In the settings under , input your balance and Risk %. Set your start date in .
Entry Decision: Wait for the "โ
BUY" or "โ
SELL" label.
"โ ๏ธAdj" displayed: The system has detected a nearby barrier and narrowed the TP/SL for safety. This results in a higher win rate with smaller gains.
No warning: No barriers detected. Targets the default wide Risk-Reward ratio.
Execution: Enter using the exact Lot size on the label. Set your Limit/Stop orders at the provided TP/SL prices.
Exit: The trade concludes when the price reaches the Green or Red zone. Smart Adjust ensures you exit the market before a potential bounce.
1. ๅคงๅน
ใชใขใใใใผใๅฑฅๆญด (Evolution History)
ใใฎใทในใใ ใฏใไปฅไธใฎ5ใคใฎใใงใผใบใ็ตใฆๅฎๆใใพใใใ
ใใงใผใบ1๏ผใญใธใใฏๆง็ฏๆ (V1ใV6)
ใใฆ็่ซใซๅบใฅใใBREAKใใDIPใใซๅ ใใ้ๅผตใใSNIPERใใ้ ๅผตใ่ฟฝๆใPUSHใใฎ4ใคใฎใญใธใใฏใๆญ่ผใ
ใใซใใฟใคใ ใใฌใผใ ๏ผMTF๏ผใใใซใๅธๅ ด็ฃ่ฆในใญใฃใใผใฎๅฎ่ฃ
ใ
ใใงใผใบ2๏ผในใใฉใใธใผๅใธใฎๆๆฆ (V7ใV9)
ใใใฏใในใๆฉ่ฝใๆญ่ผใใใใPine Scriptใฎ่จ็ฎ่ฒ ่ทๅขๅคงใซใใใใฃใผใๅไฝใ้ใใชใๅ้กใ็บ็ใ
ใใงใผใบ3๏ผ่ปฝ้ๅใจๅ็นๅๅธฐ (V10ใV11)
**ใๅฎๆฆใงใฎๅฟซ้ฉใใ**ใๆๅชๅ
ใใindicator ๅฝขๅผใธๆปใใฆ่ถ
่ปฝ้ๅใ
ๆ้ๆ็ใๅ็ใใใใฃใผใไธใฎใใใซใง็ฐกๆ็ขบ่ชใงใใไปๆงใซๅคๆดใ
ใใงใผใบ4๏ผ่ฆ่ชๆงใฎๅฎๆ (V12ใV13)
High-Vis Fib: ใใฃใใใใใฎ้่ฆใฉใคใณ๏ผ38.2%/61.8%๏ผใๅคชใใชใฌใณใธๅฎ็ทใงๅผท่ชฟใ
Visual Zone: ใใฌใผใไธญใใใฃใผใไธใซใ็ท๏ผๅฉ็๏ผ/่ตค๏ผๆๅคฑ๏ผใใฎๅธฏใ่กจ็คบใใ็ดๆ็ใชๅคๆญใๅฏ่ฝใซใ
ใใงใผใบ5๏ผในใใผใใปใขใธใฃในใๅฎ่ฃ
(V14 - Current)
้ๅฎณ็ฉๅ้ฟๆฉ่ฝ: ใจใณใใชใผๆนๅใฎ็ด่ฟใซใ้ๅดใฎใฌใธใตใBOX๏ผๅฃ๏ผใใใใๅ ดๅใTPใใใฎๆๅใซ่ชๅ็ญ็ธฎใใๅ็บใซใใๅซใฟ็ๆถๆป
ใชในใฏใๅ้ฟใ
RR่ชๅๆ้ฉๅ: TPใฎ็ญ็ธฎใซๅใใใฆใๆไฝ้ใฎใชในใฏใชใฏใผใ๏ผRR๏ผใ็ถญๆใใใใSLใ่ชๅ่ชฟๆดใใๆฉ่ฝใๆญ่ผใ
2. ๅ
จไฝใฎไปๆง (Specifications)
ๅ็งฐ: Dow Theory Cockpit
ๅฝขๅผ: ใคใณใธใฑใผใฟใผ (Indicator)
โปTradingViewใฎใในใใฉใใธใผใในใฟใผใใฟใใฏไฝฟ็จใใพใใใ
ๆจๅฅจในใฟใคใซ: ในใญใฃใซใใณใฐ ใ ใใคใใฌใผใ
ๆจๅฅจๆ้่ถณ: 5ๅ่ถณใ15ๅ่ถณ๏ผๆจๅฅจ๏ผใ1ๆ้่ถณ
้่ฒจใใข: ๅ
จ้่ฒจๅฏพๅฟ๏ผGold, Crypto, Forex, Index๏ผ
3. ็นๅพดใจๆฉ่ฝ (Features)
โ 4ใคใฎใ้ซๆๅพ
ๅคใใจใณใใชใผใญใธใใฏ
็ธๅ ดใฎ็ถๆณใซๅใใใฆๆ้ฉใชใตใคใณใ็น็ฏใใพใใ
๐ฏ SNIPER: ่กใ้ใใ็ธๅ ดใฎๅ่ปข๏ผๅคฉๅบ๏ผใ็ใ้ๅผตใใ
๐ DIP: ็งปๅๅนณๅ็ทใฎไธฆใณใ่ฏใ็ถๆ
ใงใฎใๆทฑใๆผใ็ฎใใๆพใ้ ๅผตใใ
โก PUSH: ๅผทใใใฌใณใ๏ผADXไธๆไธญ๏ผใฎใๆต
ใๆผใ็ฎใใง้ฃใณไนใในใญใฃใซใใณใฐ็จใ
๐ BREAK: ใใฆ็่ซใฎๅบๆฌใ็ด่ฟ้ซๅคใปๅฎๅคใใฌใคใฏใงใฎใจใณใใชใผใ
โก ่ฆ่ฆ็็ฐๅข่ช่ญใใผใซ
ใฌใธใตใ BOX: ้่ฆไพกๆ ผๅธฏใใ้ข๏ผใใใฏใน๏ผใใง่กจ็คบใใใฒใฎใใใทใ่จฑๅฎนใใพใใ
High-Vis Auto Fib: ็ด่ฟใฎๆณขใๆค็ฅใใ38.2%/61.8%๏ผใดใผใซใใณใพใผใณ๏ผใๅคช็ทใงๅผท่ชฟ่กจ็คบใ
โข ้ๅฃใฎ่ณ้็ฎก็ (Money Management)
ๆจๅฅจใญใใ่กจ็คบ: ๅฃๅบง่ณ้ใจ่จฑๅฎนใชในใฏ๏ผ๏ผ
๏ผใซๅบใฅใใ้ฉๆญฃใญใใๆฐใ่ชๅ่จ็ฎใใฆ่กจ็คบใใพใใ
TP/SL ใพใผใณ: ใจใณใใชใผไธญใใใฃใผใไธใซใๅฉ็ขบใพใงใฎ็ทใฎๅธฏใใจใๆๅใพใงใฎ่ตคใฎๅธฏใใ่กจ็คบใใใไพกๆ ผใฎ้ฒ่กๅบฆๅใใไธ็ฎใงๅใใใพใใ
โฃ ในใใผใใปใขใธใฃในใๆฉ่ฝ (Smart Adjust) โ
NEW
ๆฉ่ฝ: ใจใณใใชใผๆใ็ฎๆจๅฐ็นใฎๆๅใซใๅผทๅใชใฌใธใตใBOXใใใใใใ่ชๅๆค็ฅใใพใใ
ๅไฝ:
้ๅธธๆ: ่จญๅฎ้ใใฎRR๏ผ2.5ๅใชใฉ๏ผใงTP/SLใ่กจ็คบใ
ๅฃใใใๆ: **ใๅฃใฎๆๅใ**ใซTPใๅผใไธใใใใใซๅใใใฆSLใๆต
ใ่ชฟๆดใใพใใ
่กจ็คบ: ่ชฟๆดใ่กใใใๅ ดๅใใฉใใซใซ ใโ ๏ธAdj๏ผ่ชฟๆดๆธใฟ๏ผใ ใจ่ญฆๅใๅบใพใใ
โค ๆ
ๅ ฑ้็ดใใใซ
Main Panel: ๅ
จๆ้่ถณใฎใใฌใณใๆนๅใ็ด่ฟใฎๅ็ใๆ้ๅ
ใฎ็ดๆ็ใ่กจ็คบใ
Scanner: Gold / JPY / BTC ใฎๅๅใจใๆฅ็ฑณ็ตๆธๆๆจใๅธธๆ็ฃ่ฆใ
4. ไฝฟใๆน (How to Use)
STEP 1: ๅๆ่จญๅฎ
ใคใณใธใฑใผใฟใผ่จญๅฎใฎ ใF. ่ณ้็ฎก็ใ ใ้ใใๅฃๅบง่ณ้ ใจ ใชในใฏ(%) ใๅ
ฅๅใใพใใ
ใT. ใใใฏใในใๆ้ใ ใงๆ็่จ็ฎใ้ๅงใใใๆฅไปใ่จญๅฎใใพใใ
STEP 2: ใจใณใใชใผๅคๆญ
ใใฃใผใใซ ใโ
BUYใ ใพใใฏ ใโ
SELLใ ใฎใฉใใซใๅบ็พใใใฎใๅพ
ใกใพใใ
ใฉใใซใฎ็ขบ่ช:
ใโ ๏ธAdjใ ใจๅบใฆใใๅ ดๅ โ ใ่ฟใใซๅฃใใใใใใTP/SLใ็ญใ่ชฟๆดใใพใใใใจใใๆๅณใงใใๅ็ใฏไธใใใพใใใๅคๅน
ใฏๅฐใใใชใใพใใ
ไฝใๅบใฆใใชใๅ ดๅ โ ใ้ๅฎณ็ฉใชใใ้ๅธธใฎRRใงๅคงใใ็ใใพใใใจใใๆๅณใงใใ
STEP 3: ๆณจๆ (Execution)
ใฉใใซใฎๆฐๅคใไฟก้ ผใใฆๆณจๆใๅบใใพใใ
Lot: ่กจ็คบใใใๆฐ้ใๅ
ฅๅใ
TP/SL: ่กจ็คบใใใไพกๆ ผใซๆๅคใป้ๆๅคใ็ฝฎใใ
STEP 4: ๆฑบๆธ (Exit)
ใใฃใผใไธใฎ ใ็ทใฎๅธฏ๏ผTP๏ผใ ใ ใ่ตคใฎๅธฏ๏ผSL๏ผใ ใซใญใผใฝใฏ่ถณใๅฐ้ใใใๆฑบๆธใงใใ
**ใในใใผใใขใธใฃในใใใซใใใๅฃใฎๆๅใงๅฉ็ขบ่จญๅฎใใใฆใใใใใใๅ็บใใฆๆปใฃใฆใใๅใซ้ใๅใใ**ใใจใใงใใพใใ
Dow Theory Cockpit [Final Fixed V15]1. Evolution History
The system has reached its final form through five distinct development phases:
Phase 1: Logic Development (V1โV6)
Established four core logics: BREAK and DIP (Dow Theory), SNIPER (Reversal), and PUSH (Trend continuation).
Implemented the Multi-Timeframe (MTF) panel and Market Scanner.
Phase 2: Strategy Transition (V7โV9)
Integrated backtesting features, but found the Pine Script calculation load too heavy for real-time charting.
Phase 3: Optimization & Performance (V10โV11)
Prioritized smooth real-time execution by returning to a lightweight indicator format.
Introduced the on-chart stats panel for Win Rate and P&L tracking.
Phase 4: Visual Completion (V12โV13)
High-Vis Fib: Bold orange lines highlighting the Golden Zone (38.2%/61.8%).
Visual Zones: Introduced Green and Red bands for intuitive trade tracking.
Phase 5: Smart Adjust Implementation (V14 - Current)
Barrier Avoidance: Automatically detects nearby Support/Resistance boxes and shortens the TP to secure profits before a potential reversal.
Dynamic RR Optimization: Automatically adjusts the SL in tandem with the shortened TP to maintain a healthy Risk-Reward ratio.
2. Specifications
Name: Dow Theory Cockpit
Format: Indicator
Trading Style: Scalping to Day Trading
Timeframes: 5M, 15M (Recommended), 1H
Assets: All pairs (Gold, Crypto, Forex, Indices)
3. Features
โ Quad-Logic Entry Signals
๐ฏ SNIPER: Reversal logic targeting "Tops and Bottoms" when the market is overextended.
๐ DIP: Trend-following logic for "Deep Pullbacks" with clean Moving Average alignment.
โก PUSH: Scalping logic for "Shallow Pullbacks" during high-momentum trends.
๐ BREAK: Classic Dow Theory momentum entry on recent High/Low breakouts.
โก Visual Analysis Tools
S/R BOX: Displays key price levels as shaded zones to account for market noise and wick volatility.
High-Vis Auto Fib: Automatically plots Fibonacci levels, highlighting the Golden Zone with bold lines.
โข Bulletproof Money Management
Calculated Lot Size: Displays the precise lot size based on your account balance and Risk % directly on the signal label.
TP/SL Zones: Dynamic Green and Red bands show exactly where your profit and loss targets lie.
โฃ Smart Adjust Function (NEW)
Logic: Automatically scans for strong S/R walls near your entry.
Normal Condition: Displays TP/SL at your default Risk-Reward ratio.
Wall Detected: Automatically pulls the TP to the edge of the barrier and tightens the SL to maintain the ratio.
Alert: A "โ ๏ธAdj" warning appears on the label when this adjustment is active.
โค Integrated Info Panel
Main Panel: Trends across all timeframes, real-time Win Rate, and Period Net P&L.
Scanner: Constant monitoring of Gold/JPY/BTC and major US/JP economic data.
4. How to Use
Configuration: In the settings under , input your balance and Risk %. Set your start date in .
Entry Decision: Wait for the "โ
BUY" or "โ
SELL" label.
"โ ๏ธAdj" displayed: The system has detected a nearby barrier and narrowed the TP/SL for safety. This results in a higher win rate with smaller gains.
No warning: No barriers detected. Targets the default wide Risk-Reward ratio.
Execution: Enter using the exact Lot size on the label. Set your Limit/Stop orders at the provided TP/SL prices.
Exit: The trade concludes when the price reaches the Green or Red zone. Smart Adjust ensures you exit the market before a potential bounce.
1. ๅคงๅน
ใชใขใใใใผใๅฑฅๆญด (Evolution History)
ใใฎใทในใใ ใฏใไปฅไธใฎ5ใคใฎใใงใผใบใ็ตใฆๅฎๆใใพใใใ
ใใงใผใบ1๏ผใญใธใใฏๆง็ฏๆ (V1ใV6)
ใใฆ็่ซใซๅบใฅใใBREAKใใDIPใใซๅ ใใ้ๅผตใใSNIPERใใ้ ๅผตใ่ฟฝๆใPUSHใใฎ4ใคใฎใญใธใใฏใๆญ่ผใ
ใใซใใฟใคใ ใใฌใผใ ๏ผMTF๏ผใใใซใๅธๅ ด็ฃ่ฆในใญใฃใใผใฎๅฎ่ฃ
ใ
ใใงใผใบ2๏ผในใใฉใใธใผๅใธใฎๆๆฆ (V7ใV9)
ใใใฏใในใๆฉ่ฝใๆญ่ผใใใใPine Scriptใฎ่จ็ฎ่ฒ ่ทๅขๅคงใซใใใใฃใผใๅไฝใ้ใใชใๅ้กใ็บ็ใ
ใใงใผใบ3๏ผ่ปฝ้ๅใจๅ็นๅๅธฐ (V10ใV11)
**ใๅฎๆฆใงใฎๅฟซ้ฉใใ**ใๆๅชๅ
ใใindicator ๅฝขๅผใธๆปใใฆ่ถ
่ปฝ้ๅใ
ๆ้ๆ็ใๅ็ใใใใฃใผใไธใฎใใใซใง็ฐกๆ็ขบ่ชใงใใไปๆงใซๅคๆดใ
ใใงใผใบ4๏ผ่ฆ่ชๆงใฎๅฎๆ (V12ใV13)
High-Vis Fib: ใใฃใใใใใฎ้่ฆใฉใคใณ๏ผ38.2%/61.8%๏ผใๅคชใใชใฌใณใธๅฎ็ทใงๅผท่ชฟใ
Visual Zone: ใใฌใผใไธญใใใฃใผใไธใซใ็ท๏ผๅฉ็๏ผ/่ตค๏ผๆๅคฑ๏ผใใฎๅธฏใ่กจ็คบใใ็ดๆ็ใชๅคๆญใๅฏ่ฝใซใ
ใใงใผใบ5๏ผในใใผใใปใขใธใฃในใๅฎ่ฃ
(V14 - Current)
้ๅฎณ็ฉๅ้ฟๆฉ่ฝ: ใจใณใใชใผๆนๅใฎ็ด่ฟใซใ้ๅดใฎใฌใธใตใBOX๏ผๅฃ๏ผใใใใๅ ดๅใTPใใใฎๆๅใซ่ชๅ็ญ็ธฎใใๅ็บใซใใๅซใฟ็ๆถๆป
ใชในใฏใๅ้ฟใ
RR่ชๅๆ้ฉๅ: TPใฎ็ญ็ธฎใซๅใใใฆใๆไฝ้ใฎใชในใฏใชใฏใผใ๏ผRR๏ผใ็ถญๆใใใใSLใ่ชๅ่ชฟๆดใใๆฉ่ฝใๆญ่ผใ
2. ๅ
จไฝใฎไปๆง (Specifications)
ๅ็งฐ: Dow Theory Cockpit
ๅฝขๅผ: ใคใณใธใฑใผใฟใผ (Indicator)
โปTradingViewใฎใในใใฉใใธใผใในใฟใผใใฟใใฏไฝฟ็จใใพใใใ
ๆจๅฅจในใฟใคใซ: ในใญใฃใซใใณใฐ ใ ใใคใใฌใผใ
ๆจๅฅจๆ้่ถณ: 5ๅ่ถณใ15ๅ่ถณ๏ผๆจๅฅจ๏ผใ1ๆ้่ถณ
้่ฒจใใข: ๅ
จ้่ฒจๅฏพๅฟ๏ผGold, Crypto, Forex, Index๏ผ
3. ็นๅพดใจๆฉ่ฝ (Features)
โ 4ใคใฎใ้ซๆๅพ
ๅคใใจใณใใชใผใญใธใใฏ
็ธๅ ดใฎ็ถๆณใซๅใใใฆๆ้ฉใชใตใคใณใ็น็ฏใใพใใ
๐ฏ SNIPER: ่กใ้ใใ็ธๅ ดใฎๅ่ปข๏ผๅคฉๅบ๏ผใ็ใ้ๅผตใใ
๐ DIP: ็งปๅๅนณๅ็ทใฎไธฆใณใ่ฏใ็ถๆ
ใงใฎใๆทฑใๆผใ็ฎใใๆพใ้ ๅผตใใ
โก PUSH: ๅผทใใใฌใณใ๏ผADXไธๆไธญ๏ผใฎใๆต
ใๆผใ็ฎใใง้ฃใณไนใในใญใฃใซใใณใฐ็จใ
๐ BREAK: ใใฆ็่ซใฎๅบๆฌใ็ด่ฟ้ซๅคใปๅฎๅคใใฌใคใฏใงใฎใจใณใใชใผใ
โก ่ฆ่ฆ็็ฐๅข่ช่ญใใผใซ
ใฌใธใตใ BOX: ้่ฆไพกๆ ผๅธฏใใ้ข๏ผใใใฏใน๏ผใใง่กจ็คบใใใฒใฎใใใทใ่จฑๅฎนใใพใใ
High-Vis Auto Fib: ็ด่ฟใฎๆณขใๆค็ฅใใ38.2%/61.8%๏ผใดใผใซใใณใพใผใณ๏ผใๅคช็ทใงๅผท่ชฟ่กจ็คบใ
โข ้ๅฃใฎ่ณ้็ฎก็ (Money Management)
ๆจๅฅจใญใใ่กจ็คบ: ๅฃๅบง่ณ้ใจ่จฑๅฎนใชในใฏ๏ผ๏ผ
๏ผใซๅบใฅใใ้ฉๆญฃใญใใๆฐใ่ชๅ่จ็ฎใใฆ่กจ็คบใใพใใ
TP/SL ใพใผใณ: ใจใณใใชใผไธญใใใฃใผใไธใซใๅฉ็ขบใพใงใฎ็ทใฎๅธฏใใจใๆๅใพใงใฎ่ตคใฎๅธฏใใ่กจ็คบใใใไพกๆ ผใฎ้ฒ่กๅบฆๅใใไธ็ฎใงๅใใใพใใ
โฃ ในใใผใใปใขใธใฃในใๆฉ่ฝ (Smart Adjust) โ
NEW
ๆฉ่ฝ: ใจใณใใชใผๆใ็ฎๆจๅฐ็นใฎๆๅใซใๅผทๅใชใฌใธใตใBOXใใใใใใ่ชๅๆค็ฅใใพใใ
ๅไฝ:
้ๅธธๆ: ่จญๅฎ้ใใฎRR๏ผ2.5ๅใชใฉ๏ผใงTP/SLใ่กจ็คบใ
ๅฃใใใๆ: **ใๅฃใฎๆๅใ**ใซTPใๅผใไธใใใใใซๅใใใฆSLใๆต
ใ่ชฟๆดใใพใใ
่กจ็คบ: ่ชฟๆดใ่กใใใๅ ดๅใใฉใใซใซ ใโ ๏ธAdj๏ผ่ชฟๆดๆธใฟ๏ผใ ใจ่ญฆๅใๅบใพใใ
โค ๆ
ๅ ฑ้็ดใใใซ
Main Panel: ๅ
จๆ้่ถณใฎใใฌใณใๆนๅใ็ด่ฟใฎๅ็ใๆ้ๅ
ใฎ็ดๆ็ใ่กจ็คบใ
Scanner: Gold / JPY / BTC ใฎๅๅใจใๆฅ็ฑณ็ตๆธๆๆจใๅธธๆ็ฃ่ฆใ
4. ไฝฟใๆน (How to Use)
STEP 1: ๅๆ่จญๅฎ
ใคใณใธใฑใผใฟใผ่จญๅฎใฎ ใF. ่ณ้็ฎก็ใ ใ้ใใๅฃๅบง่ณ้ ใจ ใชในใฏ(%) ใๅ
ฅๅใใพใใ
ใT. ใใใฏใในใๆ้ใ ใงๆ็่จ็ฎใ้ๅงใใใๆฅไปใ่จญๅฎใใพใใ
STEP 2: ใจใณใใชใผๅคๆญ
ใใฃใผใใซ ใโ
BUYใ ใพใใฏ ใโ
SELLใ ใฎใฉใใซใๅบ็พใใใฎใๅพ
ใกใพใใ
ใฉใใซใฎ็ขบ่ช:
ใโ ๏ธAdjใ ใจๅบใฆใใๅ ดๅ โ ใ่ฟใใซๅฃใใใใใใTP/SLใ็ญใ่ชฟๆดใใพใใใใจใใๆๅณใงใใๅ็ใฏไธใใใพใใใๅคๅน
ใฏๅฐใใใชใใพใใ
ไฝใๅบใฆใใชใๅ ดๅ โ ใ้ๅฎณ็ฉใชใใ้ๅธธใฎRRใงๅคงใใ็ใใพใใใจใใๆๅณใงใใ
STEP 3: ๆณจๆ (Execution)
ใฉใใซใฎๆฐๅคใไฟก้ ผใใฆๆณจๆใๅบใใพใใ
Lot: ่กจ็คบใใใๆฐ้ใๅ
ฅๅใ
TP/SL: ่กจ็คบใใใไพกๆ ผใซๆๅคใป้ๆๅคใ็ฝฎใใ
STEP 4: ๆฑบๆธ (Exit)
ใใฃใผใไธใฎ ใ็ทใฎๅธฏ๏ผTP๏ผใ ใ ใ่ตคใฎๅธฏ๏ผSL๏ผใ ใซใญใผใฝใฏ่ถณใๅฐ้ใใใๆฑบๆธใงใใ
**ใในใใผใใขใธใฃในใใใซใใใๅฃใฎๆๅใงๅฉ็ขบ่จญๅฎใใใฆใใใใใใๅ็บใใฆๆปใฃใฆใใๅใซ้ใๅใใ**ใใจใใงใใพใใ
Premium Money Flow Oscillator [NeuraAlgo]Premium Money Flow Oscillator (PMFO) โ NeuraAlgo
The Premium Money Flow Oscillator (PMFO) is an advanced volume-weighted momentum engine designed to reveal true capital flow, not just price movement.
It combines multi-layer smoothing, zero-lag correction, and dynamic normalization to deliver a clean, responsive, and noise-resistant money flow signal suitable for both scalping and swing trading.
Unlike traditional oscillators, PMFO focuses on pressure behind price โ showing when smart money accumulation or distribution is actively occurring.
๐น Core Features
Volume-Weighted Money Flow
Measures real buying and selling pressure using price displacement ร volume.
Filters out weak price moves with low participation.
Multi-Layer Smoothing Engine
EMA + SMA hybrid base smoothing
Gaussian noise reduction
Zero-Lag correction
Deep & Super smoothing layers
โ Result: ultra-smooth yet fast reaction to momentum shifts.
Dynamic Normalization
Automatically adapts to volatility.
Keeps signals consistent across all markets and timeframes.
๐น Smart Zones & Visual Intelligence
Dynamic Overbought / Oversold Zones
Zones strengthen visually as momentum increases.
Strong zones highlight extreme institutional pressure.
Adaptive Gradient Coloring
Color intensity reflects money flow strength.
Instantly see dominance without reading numbers.
Background Pulse
Subtle market bias feedback (bullish / bearish pressure).
๐น Multi-Timeframe Confirmation
Optional Higher Timeframe Money Flow Confirmation
Align lower-timeframe entries with higher-timeframe capital direction.
Ideal for trend validation and false-signal reduction.
๐น Professional Dashboard
Live Money Flow Value
Market Flow State
Strength Percentage
MTF Trend Bias
Institutional-style status readout designed for quick decision making.
๐น Best Use Cases
โ Trend confirmation
โ Momentum continuation entries
โ Reversal exhaustion detection
โ Divergence analysis
โ Smart money flow tracking
โ ๏ธ Notes
PMFO works best when combined with price structure, support/resistance, or trend context.
Extreme readings indicate pressure, not immediate reversal โ always wait for confirmation.
Designed for traders who want clarity, not clutter.
Built for precision, not lag.
Adaptive Market Wave TheoryAdaptive Market Wave Theory
๐ CORE INNOVATION: PROBABILISTIC PHASE DETECTION WITH MULTI-AGENT CONSENSUS
Adaptive Market Wave Theory (AMWT) represents a fundamental paradigm shift in how traders approach market phase identification. Rather than counting waves subjectively or drawing static breakout levels, AMWT treats the market as a hidden state machine โusing Hidden Markov Models, multi-agent consensus systems, and reinforcement learning algorithms to quantify what traditional methods leave to interpretation.
The Wave Analysis Problem:
Traditional wave counting methodologies (Elliott Wave, harmonic patterns, ABC corrections) share fatal weaknesses that AMWT directly addresses:
1. Non-Falsifiability : Invalid wave counts can always be "recounted" or "adjusted." If your Wave 3 fails, it becomes "Wave 3 of a larger degree" or "actually Wave C." There's no objective failure condition.
2. Observer Bias : Two expert wave analysts examining the same chart routinely reach different conclusions. This isn't a featureโit's a fundamental methodology flaw.
3. No Confidence Measure : Traditional analysis says "This IS Wave 3." But with what probability? 51%? 95%? The binary nature prevents proper position sizing and risk management.
4. Static Rules : Fixed Fibonacci ratios and wave guidelines cannot adapt to changing market regimes. What worked in 2019 may fail in 2024.
5. No Accountability : Wave methodologies rarely track their own performance. There's no feedback loop to improve.
The AMWT Solution:
AMWT addresses each limitation through rigorous mathematical frameworks borrowed from speech recognition, machine learning, and reinforcement learning:
โข Non-Falsifiability โ Hard Invalidation : Wave hypotheses die permanently when price violates calculated invalidation levels. No recounting allowed.
โข Observer Bias โ Multi-Agent Consensus : Three independent analytical agents must agree. Single-methodology bias is eliminated.
โข No Confidence โ Probabilistic States : Every market state has a calculated probability from Hidden Markov Model inference. "72% probability of impulse state" replaces "This is Wave 3."
โข Static Rules โ Adaptive Learning : Thompson Sampling multi-armed bandits learn which agents perform best in current conditions. The system adapts in real-time.
โข No Accountability โ Performance Tracking : Comprehensive statistics track every signal's outcome. The system knows its own performance.
The Core Insight:
"Traditional wave analysis asks 'What count is this?' AMWT asks 'What is the probability we are in an impulsive state, with what confidence, confirmed by how many independent methodologies, and anchored to what liquidity event?'"
๐ฌ THEORETICAL FOUNDATION: HIDDEN MARKOV MODELS
Why Hidden Markov Models?
Markets exist in hidden states that we cannot directly observeโonly their effects on price are visible. When the market is in an "impulse up" state, we see rising prices, expanding volume, and trending indicators. But we don't observe the state itselfโwe infer it from observables.
This is precisely the problem Hidden Markov Models (HMMs) solve. Originally developed for speech recognition (inferring words from sound waves), HMMs excel at estimating hidden states from noisy observations.
HMM Components:
1. Hidden States (S) : The unobservable market conditions
2. Observations (O) : What we can measure (price, volume, indicators)
3. Transition Matrix (A) : Probability of moving between states
4. Emission Matrix (B) : Probability of observations given each state
5. Initial Distribution (ฯ) : Starting state probabilities
AMWT's Six Market States:
State 0: IMPULSE_UP
โข Definition: Strong bullish momentum with high participation
โข Observable Signatures: Rising prices, expanding volume, RSI >60, price above upper Bollinger Band, MACD histogram positive and rising
โข Typical Duration: 5-20 bars depending on timeframe
โข What It Means: Institutional buying pressure, trend acceleration phase
State 1: IMPULSE_DN
โข Definition: Strong bearish momentum with high participation
โข Observable Signatures: Falling prices, expanding volume, RSI <40, price below lower Bollinger Band, MACD histogram negative and falling
โข Typical Duration: 5-20 bars (often shorter than bullish impulsesโmarkets fall faster)
โข What It Means: Institutional selling pressure, panic or distribution acceleration
State 2: CORRECTION
โข Definition: Counter-trend consolidation with declining momentum
โข Observable Signatures: Sideways or mild counter-trend movement, contracting volume, RSI returning toward 50, Bollinger Bands narrowing
โข Typical Duration: 8-30 bars
โข What It Means: Profit-taking, digestion of prior move, potential accumulation for next leg
State 3: ACCUMULATION
โข Definition: Base-building near lows where informed participants absorb supply
โข Observable Signatures: Price near recent lows but not making new lows, volume spikes on up bars, RSI showing positive divergence, tight range
โข Typical Duration: 15-50 bars
โข What It Means: Smart money buying from weak hands, preparing for markup phase
State 4: DISTRIBUTION
โข Definition: Top-forming near highs where informed participants distribute holdings
โข Observable Signatures: Price near recent highs but struggling to advance, volume spikes on down bars, RSI showing negative divergence, widening range
โข Typical Duration: 15-50 bars
โข What It Means: Smart money selling to late buyers, preparing for markdown phase
State 5: TRANSITION
โข Definition: Regime change period with mixed signals and elevated uncertainty
โข Observable Signatures: Conflicting indicators, whipsaw price action, no clear momentum, high volatility without direction
โข Typical Duration: 5-15 bars
โข What It Means: Market deciding next direction, dangerous for directional trades
The Transition Matrix:
The transition matrix A captures the probability of moving from one state to another. AMWT initializes with empirically-derived values then updates online:
From/To IMP_UP IMP_DN CORR ACCUM DIST TRANS
IMP_UP 0.70 0.02 0.20 0.02 0.04 0.02
IMP_DN 0.02 0.70 0.20 0.04 0.02 0.02
CORR 0.15 0.15 0.50 0.10 0.10 0.00
ACCUM 0.30 0.05 0.15 0.40 0.05 0.05
DIST 0.05 0.30 0.15 0.05 0.40 0.05
TRANS 0.20 0.20 0.20 0.15 0.15 0.10
Key Insights from Transition Probabilities:
โข Impulse states are sticky (70% self-transition): Once trending, markets tend to continue
โข Corrections can transition to either impulse direction (15% each): The next move after correction is uncertain
โข Accumulation strongly favors IMP_UP transition (30%): Base-building leads to rallies
โข Distribution strongly favors IMP_DN transition (30%): Topping leads to declines
The Viterbi Algorithm:
Given a sequence of observations, how do we find the most likely state sequence? This is the Viterbi algorithmโdynamic programming to find the optimal path through the state space.
Mathematical Formulation:
ฮด_t(j) = max_i ร B_j(O_t)
Where:
ฮด_t(j) = probability of most likely path ending in state j at time t
A_ij = transition probability from state i to state j
B_j(O_t) = emission probability of observation O_t given state j
AMWT Implementation:
AMWT runs Viterbi over a rolling window (default 50 bars), computing the most likely state sequence and extracting:
โข Current state estimate
โข State confidence (probability of current state vs alternatives)
โข State sequence for pattern detection
Online Learning (Baum-Welch Adaptation):
Unlike static HMMs, AMWT continuously updates its transition and emission matrices based on observed market behavior:
f_onlineUpdateHMM(prev_state, curr_state, observation, decay) =>
// Update transition matrix
A *= decay
A += (1.0 - decay)
// Renormalize row
// Update emission matrix
B *= decay
B += (1.0 - decay)
// Renormalize row
The decay parameter (default 0.85) controls adaptation speed:
โข Higher decay (0.95): Slower adaptation, more stable, better for consistent markets
โข Lower decay (0.80): Faster adaptation, more reactive, better for regime changes
Why This Matters for Trading:
Traditional indicators give you a number (RSI = 72). AMWT gives you a probabilistic state assessment :
"There is a 78% probability we are in IMPULSE_UP state, with 15% probability of CORRECTION and 7% distributed among other states. The transition matrix suggests 70% chance of remaining in IMPULSE_UP next bar, 20% chance of transitioning to CORRECTION."
This enables:
โข Position sizing by confidence : 90% confidence = full size; 60% confidence = half size
โข Risk management by transition probability : High correction probability = tighten stops
โข Strategy selection by state : IMPULSE = trend-follow; CORRECTION = wait; ACCUMULATION = scale in
๐ฐ THE 3-BANDIT CONSENSUS SYSTEM
The Multi-Agent Philosophy:
No single analytical methodology works in all market conditions. Trend-following excels in trending markets but gets chopped in ranges. Mean-reversion excels in ranges but gets crushed in trends. Structure-based analysis works when structure is clear but fails in chaotic markets.
AMWT's solution: employ three independent agents , each analyzing the market from a different perspective, then use Thompson Sampling to learn which agents perform best in current conditions.
Agent 1: TREND AGENT
Philosophy : Markets trend. Follow the trend until it ends.
Analytical Components:
โข EMA Alignment: EMA8 > EMA21 > EMA50 (bullish) or inverse (bearish)
โข MACD Histogram: Direction and rate of change
โข Price Momentum: Close relative to ATR-normalized movement
โข VWAP Position: Price above/below volume-weighted average price
Signal Generation:
Strong Bull: EMA aligned bull AND MACD histogram > 0 AND momentum > 0.3 AND close > VWAP
โ Signal: +1 (Long), Confidence: 0.75 + |momentum| ร 0.4
Moderate Bull: EMA stack bull AND MACD rising AND momentum > 0.1
โ Signal: +1 (Long), Confidence: 0.65 + |momentum| ร 0.3
Strong Bear: EMA aligned bear AND MACD histogram < 0 AND momentum < -0.3 AND close < VWAP
โ Signal: -1 (Short), Confidence: 0.75 + |momentum| ร 0.4
Moderate Bear: EMA stack bear AND MACD falling AND momentum < -0.1
โ Signal: -1 (Short), Confidence: 0.65 + |momentum| ร 0.3
When Trend Agent Excels:
โข Trend days (IB extension >1.5x)
โข Post-breakout continuation
โข Institutional accumulation/distribution phases
When Trend Agent Fails:
โข Range-bound markets (ADX <20)
โข Chop zones after volatility spikes
โข Reversal days at major levels
Agent 2: REVERSION AGENT
Philosophy: Markets revert to mean. Extreme readings reverse.
Analytical Components:
โข Bollinger Band Position: Distance from bands, percent B
โข RSI Extremes: Overbought (>70) and oversold (<30)
โข Stochastic: %K/%D crossovers at extremes
โข Band Squeeze: Bollinger Band width contraction
Signal Generation:
Oversold Bounce: BB %B < 0.20 AND RSI < 35 AND Stochastic < 25
โ Signal: +1 (Long), Confidence: 0.70 + (30 - RSI) ร 0.01
Overbought Fade: BB %B > 0.80 AND RSI > 65 AND Stochastic > 75
โ Signal: -1 (Short), Confidence: 0.70 + (RSI - 70) ร 0.01
Squeeze Fire Bull: Band squeeze ending AND close > upper band
โ Signal: +1 (Long), Confidence: 0.65
Squeeze Fire Bear: Band squeeze ending AND close < lower band
โ Signal: -1 (Short), Confidence: 0.65
When Reversion Agent Excels:
โข Rotation days (price stays within IB)
โข Range-bound consolidation
โข After extended moves without pullback
When Reversion Agent Fails:
โข Strong trend days (RSI can stay overbought for days)
โข Breakout moves
โข News-driven directional moves
Agent 3: STRUCTURE AGENT
Philosophy: Market structure reveals institutional intent. Follow the smart money.
Analytical Components:
โข Break of Structure (BOS): Price breaks prior swing high/low
โข Change of Character (CHOCH): First break against prevailing trend
โข Higher Highs/Higher Lows: Bullish structure
โข Lower Highs/Lower Lows: Bearish structure
โข Liquidity Sweeps: Stop runs that reverse
Signal Generation:
BOS Bull: Price breaks above prior swing high with momentum
โ Signal: +1 (Long), Confidence: 0.70 + structure_strength ร 0.2
CHOCH Bull: First higher low after downtrend, breaking structure
โ Signal: +1 (Long), Confidence: 0.75
BOS Bear: Price breaks below prior swing low with momentum
โ Signal: -1 (Short), Confidence: 0.70 + structure_strength ร 0.2
CHOCH Bear: First lower high after uptrend, breaking structure
โ Signal: -1 (Short), Confidence: 0.75
Liquidity Sweep Long: Price sweeps below swing low then reverses strongly
โ Signal: +1 (Long), Confidence: 0.80
Liquidity Sweep Short: Price sweeps above swing high then reverses strongly
โ Signal: -1 (Short), Confidence: 0.80
When Structure Agent Excels:
โข After liquidity grabs (stop runs)
โข At major swing points
โข During institutional accumulation/distribution
When Structure Agent Fails:
โข Choppy, structureless markets
โข During news events (structure becomes noise)
โข Very low timeframes (noise overwhelms structure)
Thompson Sampling: The Bandit Algorithm
With three agents giving potentially different signals, how do we decide which to trust? This is the multi-armed bandit problem โbalancing exploitation (using what works) with exploration (testing alternatives).
Thompson Sampling Solution:
Each agent maintains a Beta distribution representing its success/failure history:
Agent success rate modeled as Beta(ฮฑ, ฮฒ)
Where:
ฮฑ = number of successful signals + 1
ฮฒ = number of failed signals + 1
On Each Bar:
1. Sample from each agent's Beta distribution
2. Weight agent signals by sampled probabilities
3. Combine weighted signals into consensus
4. Update ฮฑ/ฮฒ based on trade outcomes
Mathematical Implementation:
// Beta sampling via Gamma ratio method
f_beta_sample(alpha, beta) =>
g1 = f_gamma_sample(alpha)
g2 = f_gamma_sample(beta)
g1 / (g1 + g2)
// Thompson Sampling selection
for each agent:
sampled_prob = f_beta_sample(agent.alpha, agent.beta)
weight = sampled_prob / sum(all_sampled_probs)
consensus += agent.signal ร agent.confidence ร weight
Why Thompson Sampling?
โข Automatic Exploration : Agents with few samples get occasional chances (high variance in Beta distribution)
โข Bayesian Optimal : Mathematically proven optimal solution to exploration-exploitation tradeoff
โข Uncertainty-Aware : Small sample size = more exploration; large sample size = more exploitation
โข Self-Correcting : Poor performers naturally get lower weights over time
Example Evolution:
Day 1 (Initial):
Trend Agent: Beta(1,1) โ samples ~0.50 (high uncertainty)
Reversion Agent: Beta(1,1) โ samples ~0.50 (high uncertainty)
Structure Agent: Beta(1,1) โ samples ~0.50 (high uncertainty)
After 50 Signals:
Trend Agent: Beta(28,23) โ samples ~0.55 (moderate confidence)
Reversion Agent: Beta(18,33) โ samples ~0.35 (underperforming)
Structure Agent: Beta(32,19) โ samples ~0.63 (outperforming)
Result: Structure Agent now receives highest weight in consensus
Consensus Requirements by Mode:
Aggressive Mode:
โข Minimum 1/3 agents agreeing
โข Consensus threshold: 45%
โข Use case: More signals, higher risk tolerance
Balanced Mode:
โข Minimum 2/3 agents agreeing
โข Consensus threshold: 55%
โข Use case: Standard trading
Conservative Mode:
โข Minimum 2/3 agents agreeing
โข Consensus threshold: 65%
โข Use case: Higher quality, fewer signals
Institutional Mode:
โข Minimum 2/3 agents agreeing
โข Consensus threshold: 75%
โข Additional: Session quality >0.65, mode adjustment +0.10
โข Use case: Highest quality signals only
๐ INTELLIGENT CHOP DETECTION ENGINE
The Chop Problem:
Most trading losses occur not from being wrong about direction, but from trading in conditions where direction doesn't exist . Choppy, range-bound markets generate false signals from every methodologyโtrend-following, mean-reversion, and structure-based alike.
AMWT's chop detection engine identifies these low-probability environments before signals fire, preventing the most damaging trades.
Five-Factor Chop Analysis:
Factor 1: ADX Component (25% weight)
ADX (Average Directional Index) measures trend strength regardless of direction.
ADX < 15: Very weak trend (high chop score)
ADX 15-20: Weak trend (moderate chop score)
ADX 20-25: Developing trend (low chop score)
ADX > 25: Strong trend (minimal chop score)
adx_chop = (i_adxThreshold - adx_val) / i_adxThreshold ร 100
Why ADX Works: ADX synthesizes +DI and -DI movements. Low ADX means price is moving but not directionallyโthe definition of chop.
Factor 2: Choppiness Index (25% weight)
The Choppiness Index measures price efficiency using the ratio of ATR sum to price range:
CI = 100 ร LOG10(SUM(ATR, n) / (Highest - Lowest)) / LOG10(n)
CI > 61.8: Choppy (range-bound, inefficient movement)
CI < 38.2: Trending (directional, efficient movement)
CI 38.2-61.8: Transitional
chop_idx_score = (ci_val - 38.2) / (61.8 - 38.2) ร 100
Why Choppiness Index Works: In trending markets, price covers distance efficiently (low ATR sum relative to range). In choppy markets, price oscillates wildly but goes nowhere (high ATR sum relative to range).
Factor 3: Range Compression (20% weight)
Compares recent range to longer-term range, detecting volatility squeezes:
recent_range = Highest(20) - Lowest(20)
longer_range = Highest(50) - Lowest(50)
compression = 1 - (recent_range / longer_range)
compression > 0.5: Strong squeeze (potential breakout imminent)
compression < 0.2: No compression (normal volatility)
range_compression_score = compression ร 100
Why Range Compression Matters: Compression precedes expansion. High compression = market coiling, preparing for move. Signals during compression often fail because the breakout hasn't occurred yet.
Factor 4: Channel Position (15% weight)
Tracks price position within the macro channel:
channel_position = (close - channel_low) / (channel_high - channel_low)
position 0.4-0.6: Center of channel (indecision zone)
position <0.2 or >0.8: Near extremes (potential reversal or breakout)
channel_chop = abs(0.5 - channel_position) < 0.15 ? high_score : low_score
Why Channel Position Matters: Price in the middle of a range is in "no man's land"โequally likely to go either direction. Signals in the channel center have lower probability.
Factor 5: Volume Quality (15% weight)
Assesses volume relative to average:
vol_ratio = volume / SMA(volume, 20)
vol_ratio < 0.7: Low volume (lack of conviction)
vol_ratio 0.7-1.3: Normal volume
vol_ratio > 1.3: High volume (conviction present)
volume_chop = vol_ratio < 0.8 ? (1 - vol_ratio) ร 100 : 0
Why Volume Quality Matters: Low volume moves lack institutional participation. These moves are more likely to reverse or stall.
Combined Chop Intensity:
chopIntensity = (adx_chop ร 0.25) + (chop_idx_score ร 0.25) +
(range_compression_score ร 0.20) + (channel_chop ร 0.15) +
(volume_chop ร i_volumeChopWeight ร 0.15)
Regime Classifications:
Based on chop intensity and component analysis:
โข Strong Trend (0-20%): ADX >30, clear directional momentum, trade aggressively
โข Trending (20-35%): ADX >20, moderate directional bias, trade normally
โข Transitioning (35-50%): Mixed signals, regime change possible, reduce size
โข Mid-Range (50-60%): Price trapped in channel center, avoid new positions
โข Ranging (60-70%): Low ADX, price oscillating within bounds, fade extremes only
โข Compression (70-80%): Volatility squeeze, expansion imminent, wait for breakout
โข Strong Chop (80-100%): Multiple chop factors aligned, avoid trading entirely
Signal Suppression:
When chop intensity exceeds the configurable threshold (default 80%), signals are suppressed entirely. The dashboard displays "โ ๏ธ CHOP ZONE" with the current regime classification.
Chop Box Visualization:
When chop is detected, AMWT draws a semi-transparent box on the chart showing the chop zone. This visual reminder helps traders avoid entering positions during unfavorable conditions.
๐ง LIQUIDITY ANCHORING SYSTEM
The Liquidity Concept:
Markets move from liquidity pool to liquidity pool. Stop losses cluster at predictable locationsโbelow swing lows (buy stops become sell orders when triggered) and above swing highs (sell stops become buy orders when triggered). Institutions know where these clusters are and often engineer moves to trigger them before reversing.
AMWT identifies and tracks these liquidity events, using them as anchors for signal confidence.
Liquidity Event Types:
Type 1: Volume Spikes
Definition: Volume > SMA(volume, 20) ร i_volThreshold (default 2.8x)
Interpretation: Sudden volume surge indicates institutional activity
โข Near swing low + reversal: Likely accumulation
โข Near swing high + reversal: Likely distribution
โข With continuation: Institutional conviction in direction
Type 2: Stop Runs (Liquidity Sweeps)
Definition: Price briefly exceeds swing high/low then reverses within N bars
Detection:
โข Price breaks above recent swing high (triggering buy stops)
โข Then closes back below that high within 3 bars
โข Signal: Bullish stop run complete, reversal likely
Or inverse for bearish:
โข Price breaks below recent swing low (triggering sell stops)
โข Then closes back above that low within 3 bars
โข Signal: Bearish stop run complete, reversal likely
Type 3: Absorption Events
Definition: High volume with small candle body
Detection:
โข Volume > 2x average
โข Candle body < 30% of candle range
โข Interpretation: Large orders being filled without moving price
โข Implication: Accumulation (at lows) or distribution (at highs)
Type 4: BSL/SSL Pools (Buy-Side/Sell-Side Liquidity)
BSL (Buy-Side Liquidity):
โข Cluster of swing highs within ATR proximity
โข Stop losses from shorts sit above these highs
โข Breaking BSL triggers short covering (fuel for rally)
SSL (Sell-Side Liquidity):
โข Cluster of swing lows within ATR proximity
โข Stop losses from longs sit below these lows
โข Breaking SSL triggers long liquidation (fuel for decline)
Liquidity Pool Mapping:
AMWT continuously scans for and maps liquidity pools:
// Detect swing highs/lows using pivot function
swing_high = ta.pivothigh(high, 5, 5)
swing_low = ta.pivotlow(low, 5, 5)
// Track recent swing points
if not na(swing_high)
bsl_levels.push(swing_high)
if not na(swing_low)
ssl_levels.push(swing_low)
// Display on chart with labels
Confluence Scoring Integration:
When signals fire near identified liquidity events, confluence scoring increases:
โข Signal near volume spike: +10% confidence
โข Signal after liquidity sweep: +15% confidence
โข Signal at BSL/SSL pool: +10% confidence
โข Signal aligned with absorption zone: +10% confidence
Why Liquidity Anchoring Matters:
Signals "in a vacuum" have lower probability than signals anchored to institutional activity. A long signal after a liquidity sweep below swing lows has trapped shorts providing fuel. A long signal in the middle of nowhere has no such catalyst.
๐ SIGNAL GRADING SYSTEM
The Quality Problem:
Not all signals are created equal. A signal with 6/6 factors aligned is fundamentally different from a signal with 3/6 factors aligned. Traditional indicators treat them the same. AMWT grades every signal based on confluence.
Confluence Components (100 points total):
1. Bandit Consensus Strength (25 points)
consensus_str = weighted average of agent confidences
score = consensus_str ร 25
Example:
Trend Agent: +1 signal, 0.80 confidence, 0.35 weight
Reversion Agent: 0 signal, 0.50 confidence, 0.25 weight
Structure Agent: +1 signal, 0.75 confidence, 0.40 weight
Weighted consensus = (0.80ร0.35 + 0ร0.25 + 0.75ร0.40) / (0.35 + 0.40) = 0.77
Score = 0.77 ร 25 = 19.25 points
2. HMM State Confidence (15 points)
score = hmm_confidence ร 15
Example:
HMM reports 82% probability of IMPULSE_UP
Score = 0.82 ร 15 = 12.3 points
3. Session Quality (15 points)
Session quality varies by time:
โข London/NY Overlap: 1.0 (15 points)
โข New York Session: 0.95 (14.25 points)
โข London Session: 0.70 (10.5 points)
โข Asian Session: 0.40 (6 points)
โข Off-Hours: 0.30 (4.5 points)
โข Weekend: 0.10 (1.5 points)
4. Energy/Participation (10 points)
energy = (realized_vol / avg_vol) ร 0.4 + (range / ATR) ร 0.35 + (volume / avg_volume) ร 0.25
score = min(energy, 1.0) ร 10
5. Volume Confirmation (10 points)
if volume > SMA(volume, 20) ร 1.5:
score = 10
else if volume > SMA(volume, 20):
score = 5
else:
score = 0
6. Structure Alignment (10 points)
For long signals:
โข Bullish structure (HH + HL): 10 points
โข Higher low only: 6 points
โข Neutral structure: 3 points
โข Bearish structure: 0 points
Inverse for short signals
7. Trend Alignment (10 points)
For long signals:
โข Price > EMA21 > EMA50: 10 points
โข Price > EMA21: 6 points
โข Neutral: 3 points
โข Against trend: 0 points
8. Entry Trigger Quality (5 points)
โข Strong trigger (multiple confirmations): 5 points
โข Moderate trigger (single confirmation): 3 points
โข Weak trigger (marginal): 1 point
Grade Scale:
Total Score โ Grade
85-100 โ A+ (Exceptionalโall factors aligned)
70-84 โ A (Strongโhigh probability)
55-69 โ B (Acceptableโproceed with caution)
Below 55 โ C (Marginalโfiltered by default)
Grade-Based Signal Brightness:
Signal arrows on the chart have transparency based on grade:
โข A+: Full brightness (alpha = 0)
โข A: Slight fade (alpha = 15)
โข B: Moderate fade (alpha = 35)
โข C: Significant fade (alpha = 55)
This visual hierarchy helps traders instantly identify signal quality.
Minimum Grade Filter:
Configurable filter (default: C) sets the minimum grade for signal display:
โข Set to "A" for only highest-quality signals
โข Set to "B" for moderate selectivity
โข Set to "C" for all signals (maximum quantity)
๐ SESSION INTELLIGENCE
Why Sessions Matter:
Markets behave differently at different times. The London open is fundamentally different from the Asian lunch hour. AMWT incorporates session-aware logic to optimize signal quality.
Session Definitions:
Asian Session (18:00-03:00 ET)
โข Characteristics: Lower volatility, range-bound tendency, fewer institutional participants
โข Quality Score: 0.40 (40% of peak quality)
โข Strategy Implications: Fade extremes, expect ranges, smaller position sizes
โข Best For: Mean-reversion setups, accumulation/distribution identification
London Session (03:00-12:00 ET)
โข Characteristics: European institutional activity, volatility pickup, trend initiation
โข Quality Score: 0.70 (70% of peak quality)
โข Strategy Implications: Watch for trend development, breakouts more reliable
โข Best For: Initial trend identification, structure breaks
New York Session (08:00-17:00 ET)
โข Characteristics: Highest liquidity, US institutional activity, major moves
โข Quality Score: 0.95 (95% of peak quality)
โข Strategy Implications: Best environment for directional trades
โข Best For: Trend continuation, momentum plays
London/NY Overlap (08:00-12:00 ET)
โข Characteristics: Peak liquidity, both European and US participants active
โข Quality Score: 1.0 (100%โmaximum quality)
โข Strategy Implications: Highest probability for successful breakouts and trends
โข Best For: All signal typesโthis is prime time
Off-Hours
โข Characteristics: Thin liquidity, erratic price action, gaps possible
โข Quality Score: 0.30 (30% of peak quality)
โข Strategy Implications: Avoid new positions, wider stops if holding
โข Best For: Waiting
Smart Weekend Detection:
AMWT properly handles the Sunday evening futures open:
// Traditional (broken):
isWeekend = dayofweek == saturday OR dayofweek == sunday
// AMWT (correct):
anySessionActive = not na(asianTime) or not na(londonTime) or not na(nyTime)
isWeekend = calendarWeekend AND NOT anySessionActive
This ensures Sunday 6pm ET (when futures open) correctly shows "Asian Session" rather than "Weekend."
Session Transition Boosts:
Certain session transitions create trading opportunities:
โข Asian โ London transition: +15% confidence boost (volatility expansion likely)
โข London โ Overlap transition: +20% confidence boost (peak liquidity approaching)
โข Overlap โ NY-only transition: -10% confidence adjustment (liquidity declining)
โข Any โ Off-Hours transition: Signal suppression recommended
๐ TRADE MANAGEMENT SYSTEM
The Signal Spam Problem:
Many indicators generate signal after signal, creating confusion and overtrading. AMWT implements a complete trade lifecycle management system that prevents signal spam and tracks performance.
Trade Lock Mechanism:
Once a signal fires, the system enters a "trade lock" state:
Trade Lock Duration: Configurable (default 30 bars)
Early Exit Conditions:
โข TP3 hit (full target reached)
โข Stop Loss hit (trade failed)
โข Lock expiration (time-based exit)
During lock:
โข No new signals of same type displayed
โข Opposite signals can override (reversal)
โข Trade status tracked in dashboard
Target Levels:
Each signal generates three profit targets based on ATR:
TP1 (Conservative Target)
โข Default: 1.0 ร ATR
โข Purpose: Quick partial profit, reduce risk
โข Action: Take 30-40% off position, move stop to breakeven
TP2 (Standard Target)
โข Default: 2.5 ร ATR
โข Purpose: Main profit target
โข Action: Take 40-50% off position, trail stop
TP3 (Extended Target)
โข Default: 5.0 ร ATR
โข Purpose: Runner target for trend days
โข Action: Close remaining position or continue trailing
Stop Loss:
โข Default: 1.9 ร ATR from entry
โข Purpose: Define maximum risk
โข Placement: Below recent swing low (longs) or above recent swing high (shorts)
Invalidation Level:
Beyond stop loss, AMWT calculates an "invalidation" level where the wave hypothesis dies:
invalidation = entry - (ATR ร INVALIDATION_MULT ร 1.5)
If price reaches invalidation, the current market interpretation is wrongโnot just the trade.
Visual Trade Management:
During active trades, AMWT displays:
โข Entry arrow with grade label (โฒA+, โผB, etc.)
โข TP1, TP2, TP3 horizontal lines in green
โข Stop Loss line in red
โข Invalidation line in orange (dashed)
โข Progress indicator in dashboard
Persistent Execution Markers:
When targets or stops are hit, permanent markers appear:
โข TP hit: Green dot with "TP1"/"TP2"/"TP3" label
โข SL hit: Red dot with "SL" label
These persist on the chart for review and statistics.
๐ฐ PERFORMANCE TRACKING & STATISTICS
Tracked Metrics:
โข Total Trades: Count of all signals that entered trade lock
โข Winning Trades: Signals where at least TP1 was reached before SL
โข Losing Trades: Signals where SL was hit before any TP
โข Win Rate: Winning / Total ร 100%
โข Total R Profit: Sum of R-multiples from winning trades
โข Total R Loss: Sum of R-multiples from losing trades
โข Net R: Total R Profit - Total R Loss
Currency Conversion System:
AMWT can display P&L in multiple formats:
R-Multiple (Default)
โข Shows risk-normalized returns
โข "Net P&L: +4.2R | 78 trades" means 4.2 times initial risk gained over 78 trades
โข Best for comparing across different position sizes
Currency Conversion (USD/EUR/GBP/JPY/INR)
โข Converts R-multiples to currency based on:
- Dollar Risk Per Trade (user input)
- Tick Value (user input)
- Selected currency
Example Configuration:
Dollar Risk Per Trade: $100
Display Currency: USD
If Net R = +4.2R
Display: Net P&L: +$420.00 | 78 trades
Ticks
โข For futures traders who think in ticks
โข Converts based on tick value input
Statistics Reset:
Two reset methods:
1. Toggle Reset
โข Turn "Reset Statistics" toggle ON then OFF
โข Clears all statistics immediately
2. Date-Based Reset
โข Set "Reset After Date" (YYYY-MM-DD format)
โข Only trades after this date are counted
โข Useful for isolating recent performance
๐จ VISUAL FEATURES
Macro Channel:
Dynamic regression-based channel showing market boundaries:
โข Upper/lower bounds calculated from swing pivot linear regression
โข Adapts to current market structure
โข Shows overall trend direction and potential reversal zones
Chop Boxes:
Semi-transparent overlay during high-chop periods:
โข Purple/orange coloring indicates dangerous conditions
โข Visual reminder to avoid new positions
Confluence Heat Zones:
Background shading indicating setup quality:
โข Darker shading = higher confluence
โข Lighter shading = lower confluence
โข Helps identify optimal entry timing
EMA Ribbon:
Trend visualization via moving average fill:
โข EMA 8/21/50 with gradient fill between
โข Green fill when bullish aligned
โข Red fill when bearish aligned
โข Gray when neutral
Absorption Zone Boxes:
Marks potential accumulation/distribution areas:
โข High volume + small body = absorption
โข Boxes drawn at these levels
โข Often act as support/resistance
Liquidity Pool Lines:
BSL/SSL levels with labels:
โข Dashed lines at liquidity clusters
โข "BSL" label above swing high clusters
โข "SSL" label below swing low clusters
Six Professional Themes:
โข Quantum: Deep purples and cyans (default)
โข Cyberpunk: Neon pinks and blues
โข Professional: Muted grays and greens
โข Ocean: Blues and teals
โข Matrix: Greens and blacks
โข Ember: Oranges and reds
๐ PROFESSIONAL USAGE PROTOCOL
Phase 1: Learning the System (Week 1)
Goal: Understand AMWT concepts and dashboard interpretation
Setup:
โข Signal Mode: Balanced
โข Display: All features enabled
โข Grade Filter: C (see all signals)
Actions:
โข Paper trade ONLYโno real money
โข Observe HMM state transitions throughout the day
โข Note when agents agree vs disagree
โข Watch chop detection engage and disengage
โข Track which grades produce winners vs losers
Key Learning Questions:
โข How often do A+ signals win vs B signals? (Should see clear difference)
โข Which agent tends to be right in current market? (Check dashboard)
โข When does chop detection save you from bad trades?
โข How do signals near liquidity events perform vs signals in vacuum?
Phase 2: Parameter Optimization (Week 2)
Goal: Tune system to your instrument and timeframe
Signal Mode Testing:
โข Run 5 days on Aggressive mode (more signals)
โข Run 5 days on Conservative mode (fewer signals)
โข Compare: Which produces better risk-adjusted returns?
Grade Filter Testing:
โข Track A+ only for 20 signals
โข Track A and above for 20 signals
โข Track B and above for 20 signals
โข Compare win rates and expectancy
Chop Threshold Testing:
โข Default (80%): Standard filtering
โข Try 70%: More aggressive filtering
โข Try 90%: Less filtering
โข Which produces best results for your instrument?
Phase 3: Strategy Development (Weeks 3-4)
Goal: Develop personal trading rules based on system signals
Position Sizing by Grade:
โข A+ grade: 100% position size
โข A grade: 75% position size
โข B grade: 50% position size
โข C grade: 25% position size (or skip)
Session-Based Rules:
โข London/NY Overlap: Take all A/A+ signals
โข NY Session: Take all A+ signals, selective on A
โข Asian Session: Only A+ signals with extra confirmation
โข Off-Hours: No new positions
Chop Zone Rules:
โข Chop >70%: Reduce position size 50%
โข Chop >80%: No new positions
โข Chop <50%: Full position size allowed
Phase 4: Live Micro-Sizing (Month 2)
Goal: Validate paper trading results with minimal risk
Setup:
โข 10-20% of intended full position size
โข Take ONLY A+ signals initially
โข Follow trade management religiously
Tracking:
โข Log every trade: Entry, Exit, Grade, HMM State, Chop Level, Agent Consensus
โข Calculate: Win rate by grade, by session, by chop level
โข Compare to paper trading (should be within 15%)
Red Flags:
โข Win rate diverges significantly from paper trading: Execution issues
โข Consistent losses during certain sessions: Adjust session rules
โข Losses cluster when specific agent dominates: Review that agent's logic
Phase 5: Scaling Up (Months 3-6)
Goal: Gradually increase to full position size
Progression:
โข Month 3: 25-40% size (if micro-sizing profitable)
โข Month 4: 40-60% size
โข Month 5: 60-80% size
โข Month 6: 80-100% size
Scale-Up Requirements:
โข Minimum 30 trades at current size
โข Win rate โฅ50%
โข Net R positive
โข No revenge trading incidents
โข Emotional control maintained
๐ก DEVELOPMENT INSIGHTS
Why HMM Over Simple Indicators:
Early versions used standard indicators (RSI >70 = overbought, etc.). Win rates hovered at 52-55%. The problem: indicators don't capture state. RSI can stay "overbought" for weeks in a strong trend.
The insight: markets exist in states, and state persistence matters more than indicator levels. Implementing HMM with state transition probabilities increased signal quality significantly. The system now knows not just "RSI is high" but "we're in IMPULSE_UP state with 70% probability of staying in IMPULSE_UP."
The Multi-Agent Evolution:
Original version used a single analytical methodologyโtrend-following. Performance was inconsistent: great in trends, destroyed in ranges. Added mean-reversion agent: now it was inconsistent the other way.
The breakthrough: use multiple agents and let the system learn which works . Thompson Sampling wasn't the first attemptโtried simple averaging, voting, even hard-coded regime switching. Thompson Sampling won because it's mathematically optimal and automatically adapts without manual regime detection.
Chop Detection Revelation:
Chop detection was added almost as an afterthought. "Let's filter out obviously bad conditions." Testing revealed it was the most impactful single feature. Filtering chop zones reduced losing trades by 35% while only reducing total signals by 20%. The insight: avoiding bad trades matters more than finding good ones.
Liquidity Anchoring Discovery:
Watched hundreds of trades. Noticed pattern: signals that fired after liquidity events (stop runs, volume spikes) had significantly higher win rates than signals in quiet markets. Implemented liquidity detection and anchoring. Win rate on liquidity-anchored signals: 68% vs 52% on non-anchored signals.
The Grade System Impact:
Early system had binary signals (fire or don't fire). Adding grading transformed it. Traders could finally match position size to signal quality. A+ signals deserved full size; C signals deserved caution. Just implementing grade-based sizing improved portfolio Sharpe ratio by 0.3.
๐จ LIMITATIONS & CRITICAL ASSUMPTIONS
What AMWT Is NOT:
โข NOT a Holy Grail : No system wins every trade. AMWT improves probability, not certainty.
โข NOT Fully Automated : AMWT provides signals and analysis; execution requires human judgment.
โข NOT News-Proof : Exogenous shocks (FOMC surprises, geopolitical events) invalidate all technical analysis.
โข NOT for Scalping : HMM state estimation needs time to develop. Sub-minute timeframes are not appropriate.
Core Assumptions:
1. Markets Have States : Assumes markets transition between identifiable regimes. Violation: Random walk markets with no regime structure.
2. States Are Inferable : Assumes observable indicators reveal hidden states. Violation: Market manipulation creating false signals.
3. History Informs Future : Assumes past agent performance predicts future performance. Violation: Regime changes that invalidate historical patterns.
4. Liquidity Events Matter : Assumes institutional activity creates predictable patterns. Violation: Markets with no institutional participation.
Performs Best On:
โข Liquid Futures : ES, NQ, MNQ, MES, CL, GC
โข Major Forex Pairs : EUR/USD, GBP/USD, USD/JPY
โข Large-Cap Stocks : AAPL, MSFT, TSLA, NVDA (>$5B market cap)
โข Liquid Crypto : BTC, ETH on major exchanges
Performs Poorly On:
โข Illiquid Instruments : Low volume stocks, exotic pairs
โข Very Low Timeframes : Sub-5-minute charts (noise overwhelms signal)
โข Binary Event Days : Earnings, FDA approvals, court rulings
โข Manipulated Markets : Penny stocks, low-cap altcoins
Known Weaknesses:
โข Warmup Period : HMM needs ~50 bars to initialize properly. Early signals may be unreliable.
โข Regime Change Lag : Thompson Sampling adapts over time, not instantly. Sudden regime changes may cause short-term underperformance.
โข Complexity : More parameters than simple indicators. Requires understanding to use effectively.
โ ๏ธ RISK DISCLOSURE
Trading futures, stocks, options, forex, and cryptocurrencies involves substantial risk of loss and is not suitable for all investors. Adaptive Market Wave Theory, while based on rigorous mathematical frameworks including Hidden Markov Models and multi-armed bandit algorithms, does not guarantee profits and can result in significant losses.
AMWT's methodologiesโHMM state estimation, Thompson Sampling agent selection, and confluence-based gradingโhave theoretical foundations but past performance is not indicative of future results.
Hidden Markov Model assumptions may not hold during:
โข Major news events disrupting normal market behavior
โข Flash crashes or circuit breaker events
โข Low liquidity periods with erratic price action
โข Algorithmic manipulation or spoofing
Multi-agent consensus assumes independent analytical perspectives provide edge. Market conditions change. Edges that existed historically can diminish or disappear.
Users must independently validate system performance on their specific instruments, timeframes, and broker execution environment. Paper trade extensively before risking capital. Start with micro position sizing.
Never risk more than you can afford to lose completely. Use proper position sizing. Implement stop losses without exception.
By using this indicator, you acknowledge these risks and accept full responsibility for all trading decisions and outcomes.
"Elliott Wave was a first-order approximation of market phase behavior. AMWT is the secondโprobabilistic, adaptive, and accountable."
Initial Public Release
Core Engine:
โข True Hidden Markov Model with online Baum-Welch learning
โข Viterbi algorithm for optimal state sequence decoding
โข 6-state market regime classification
Agent System:
โข 3-Bandit consensus (Trend, Reversion, Structure)
โข Thompson Sampling with true Beta distribution sampling
โข Adaptive weight learning based on performance
Signal Generation:
โข Quality-based confluence grading (A+/A/B/C)
โข Four signal modes (Aggressive/Balanced/Conservative/Institutional)
โข Grade-based visual brightness
Chop Detection:
โข 5-factor analysis (ADX, Choppiness Index, Range Compression, Channel Position, Volume)
โข 7 regime classifications
โข Configurable signal suppression threshold
Liquidity:
โข Volume spike detection
โข Stop run (liquidity sweep) identification
โข BSL/SSL pool mapping
โข Absorption zone detection
Trade Management:
โข Trade lock with configurable duration
โข TP1/TP2/TP3 targets
โข ATR-based stop loss
โข Persistent execution markers
Session Intelligence:
โข Asian/London/NY/Overlap detection
โข Smart weekend handling (Sunday futures open)
โข Session quality scoring
Performance:
โข Statistics tracking with reset functionality
โข 7 currency display modes
โข Win rate and Net R calculation
Visuals:
โข Macro channel with linear regression
โข Chop boxes
โข EMA ribbon
โข Liquidity pool lines
โข 6 professional themes
Dashboards:
โข Main Dashboard: Market State, Consensus, Trade Status, Statistics
๐ AMWT vs AMWT-PRO:
This version includes all core AMWT functionality:
โ Full Hidden Markov Model state estimation
โ 3-Bandit Thompson Sampling consensus system
โ Complete 5-factor chop detection engine
โ All four signal modes
โ Full trade management with TP/SL tracking
โ Main dashboard with complete statistics
โ All visual features (channels, zones, pools)
โ Identical signal generation to PRO
โ Six professional themes
โ Full alert system
The PRO version adds the AMWT Advisor panelโa secondary dashboard providing:
โข Real-time Market Pulse situation assessment
โข Agent Matrix visualization (individual agent votes)
โข Structure analysis breakdown
โข "Watch For" upcoming setups
โข Action Command coaching
Both versions generate identical signals . The Advisor provides additional guidance for interpreting those signals.
Taking you to school. - Dskyz, Trade with probability. Trade with consensus. Trade with AMWT.
FVG & OB [odnac]This indicator is a sophisticated tool designed for Smart Money Concepts (SMC) traders. It automates the detection of two critical institutional footprints: Order Blocks (OB) and Fair Value Gaps (FVG), with a focus on candle momentum and mitigation tracking.
Key Features
1. Advanced Momentum Filtering (3 Versions)
Unlike basic indicators, this script uses three different mathematical approaches to ensure the middle candle represents a "strong" move:
V1 (Body Focus): Compares the bodies of the surrounding candles to the middle candle.
V2 (Hybrid): Uses a mix of candle ranges and bodies to identify expansion.
V3 (Range Focus): The most aggressive filter; it ensures the total range of the middle candle dwarfs the surrounding candles.
2. Automatic Mitigation Tracking
The indicator doesn't just draw static boxes. It tracks price action in real-time:
Dynamic Extension: Boxes extend to the right automatically as long as price has not returned to "test" or "fill" the zone.
Smart Clean-up: Once the price touches the zone (Mitigation), the box stops extending or is removed. This keeps your chart clean and focused only on "fresh" (unmitigated) levels.
3. Smart Money Concept Integration
Order Blocks (White Boxes): Identifies where institutional buying or selling occurred before a strong move.
Fair Value Gaps (Yellow Boxes): Highlights price imbalances where the market moved too fast, leaving a gap that often acts as a magnet for future price action.
Technical Logic Breakdown
Detection Logic
The script looks at a 3-candle sequence:
Candle (The Origin): Defines the boundary of the OB or FVG.
Candle (The Expansion): Must be a "Strong Candle" based on your selected setting (V1, V2, or V3).
Candle (The Confirmation): Ensures that the "Tail Gap" condition is met (the wick of Candle 2 and Candle 0 do not touch).
Box Management
The script uses Pine Script Arrays to manage up to 500 boxes. It constantly loops through active boxes to check:
Time Limit: If a box exceeds the max_bars_extend limit, it is removed to save memory.
Price Touch: If low or high enters the box coordinates, the zone is considered "mitigated" and the extension stops.
Jake's Candle by Candle UpgradedJake's Candle by Candle Upgraded
The "Story of the Market" Automated
This is not just another signal indicator. Jake's Candle by Candle Upgraded is a complete institutional trading framework designed for high-precision scalping on the 1-minute and 5-minute timeframes.
Built strictly on the principles of Al Brooks Price Action and Smart Money Concepts (SMC), this tool automates the rigorous "Candle-by-Candle" analysis used by professional floor traders. It moves beyond simple pattern recognition to read the "Story" of the marketโContext, Setup, and Pressureโbefore ever allowing a trade.
The Philosophy: Why This Tool Was Built
Most retail traders fail for two reasons:
Getting Trapped: They enter on the first sign of a reversal (H1/L1), which is often an institutional trap.
Trading Chop: They bleed capital during low-volume, sideways markets.
This tool solves both problems with an Algorithmic Discipline Engine. It does not guess. It waits for the specific "Second Leg" criteria used by institutions and physically disables itself during dangerous market conditions.
Key Features
1. The Context Dashboard (HUD)
A professional Heads-Up Display in the top-right corner keeps you focused on the macro picture while you scalp.
FLOW: Monitors the 20-period Institutional EMA. (Green = Bull Flow, Red = Bear Flow). You are prevented from trading against the dominant trend.
STATE: A built-in "Volatility Compressor." If it says "โ ๏ธ CHOP / RANGE", the algorithm is disabled. It protects you from overtrading during lunch hours or low-volume zones.
SETUP: Live tracking of the Al Brooks leg count. It tells you exactly when the algorithm is "Waiting for Pullback" or "Searching for Entry."
2. Smart "Trap Avoidance" Logic (H2/L2)
This tool uses the "Gold Standard" of scalping setups: The High 2 (H2) and Low 2 (L2).
It ignores the first breakout attempt (Leg 1), acknowledging it as a potential trap.
It waits for the pullback and only signals on the Second Leg, statistically increasing the probability of a successful trend resumption.
3. Volatility-Adaptive Risk Management
Stop calculating pips in your head. The moment a signal is valid, the tool draws your business plan on the chart:
Stop Loss (Red Line): Automatically placed behind the "Signal Bar" (the candle that created the setup) based on strict price action rules.
Take Profit (Green Line): Automatically projected at a 1.5 Risk-to-Reward Ratio.
Smart Adaptation: The targets expand and contract based on real-time market volatility. If the market is quiet, targets are tighter. If explosive, targets are wider.
4. The "Snap Entry" Signal
The BUY and SELL badges are not lagging. They are programmed with "Stop Entry" logicโappearing the exact moment price breaks the structure of the Signal Bar, ensuring you enter on momentum, not hope.
How to Trade Strategy
Check the HUD: Ensure FLOW matches your direction and STATE says "โ
VOLATILE".
Wait for the Badge: Do not front-run the tool. Wait for the BUY or SELL badge to print.
Set Your Orders: Once the signal candle closes:
Place your Stop Loss at the Red Line.
Place your Take Profit at the Green Line.
Walk Away: The trade is now a probability event. Let the math play out.
Technical Specifications
Engine: Pine Script v6 (Strict Compliance).
Best Timeframes: 1m, 5m.
Best Assets: Indices (NQ, ES), Gold (XAUUSD), and high-volume Crypto (BTC, ETH).
Optimus S/R ZonesEnhanced S/R Zones Pro is a sophisticated Support and Resistance indicator designed for traders who need reliable, validated S/R levels with professional-grade visualization. Unlike basic pivot indicators, this tool validates levels based on historical price interaction and provides comprehensive analysis of your current position within the market structure.
โจ Key Features
๐ Extended Lookback Analysis
Lookback Range: 20-500 bars (far beyond standard 80-bar limits)
Pivot Strength: Adjustable 2-10 bars for confirmation
Separate Controls: Independent max levels for support (1-8) and resistance (1-8)
Smart Filtering: Automatic level spacing with customizable minimum distance (0.3-5%)
๐จ Advanced Zone Visualization
Three Zone Styles:
Filled: Solid colored zones
Outlined: Border-only zones
Both: Combined for maximum visibility
Adjustable Transparency: 50-95% opacity control
Dynamic Extension: Zones extend to the right indefinitely
Custom Zone Width: 0.05-1.0% of price
๐ช Level Strength System
Touch Validation: Only shows levels tested multiple times
Minimum Touches: Filter for 1-5 minimum confirmations
Color Intensity: Stronger levels (more touches) display darker/brighter
Touch Detection: Customizable sensitivity (0.1-1.0% range)
Independent Display: Show touch counts without color coding
๐ฑ Enhanced Dashboard
Level Count: Active support/resistance zones
Distance Metrics: Percentage to nearest S/R levels
Range Position: Where price sits between S/R (0-100%)
Color Coding: Visual feedback on market position
Four Positions: Top/Bottom, Left/Right placement
๐ญ Customizable Visuals
Label Sizes: Tiny, Small, Normal, Large, Huge
Adjustable Line Width: 1-4 pixels
Custom Colors: Full color picker for support/resistance
Optional Touch Count: Toggle touch numbers on/off
Midpoint Line: Shows equilibrium between nearest S/R
๐ Smart Alerts
Proximity Alerts: Triggers when approaching support zones
Resistance Alerts: Triggers when nearing resistance zones
Customizable Range: Based on touch detection sensitivity
๐ง How It Works
1. Pivot Detection
The indicator scans historical price action using configurable pivot strength to identify significant highs and lows. Extended lookback allows detection of major structural levels that shorter timeframes might miss.
2. Touch Validation
Each potential level is validated by counting how many times price has tested it within the specified touch detection range. Only levels meeting the minimum touch threshold are displayed.
3. Strength Ranking
Levels are ranked by:
Number of touches (primary)
Proximity to current price (secondary)
This ensures the most reliable and relevant levels are always shown.
4. Smart Filtering
The minimum distance filter prevents level clustering, keeping your chart clean and focusing only on distinct, actionable zones.
๐ก Use Cases
Swing Trading
Identify major support/resistance for position entries
Set profit targets at strong resistance levels
Place stops below validated support zones
Day Trading
Quick identification of intraday S/R
Monitor range position for mean reversion trades
Use proximity alerts for entry timing
Position Trading
Extended lookback reveals major structural levels
Touch count validation ensures reliability
Range position helps time accumulation/distribution
Risk Management
Distance metrics help size positions appropriately
Strong levels (high touch count) for tight stops
Midpoint line for partial profit taking
โ๏ธ Settings Guide
Core Settings
Lookback Period: Start with 100 for swing trading, 50 for day trading
Pivot Strength: Higher values = fewer but stronger levels
Max Levels: 2-3 support and 2-3 resistance recommended
Min Distance: 1.0% prevents clustering, increase for volatile assets
Zone Settings
Zone Width: 0.25% default works well for most assets
Zone Style: "Both" for maximum visibility
Extend Zones: Keep enabled to track levels forward
Transparency: 85% provides good visibility without clutter
Level Strength
Show Level Strength: Enable for color-coded importance
Min Touches: 2-3 for validated levels
Touch Detection: 0.3% for precise levels, increase for volatile markets
Visual Settings
Label Size: Small/Normal for most charts
Show Touch Count: Enable to see level validation
Line Width: 2 for standard, 3-4 for presentation charts
๐ Best Practices
Start Conservative: Begin with default settings, adjust based on asset volatility
Combine Timeframes: Use different lookback periods on multiple charts
Respect Strong Levels: Higher touch counts indicate institutional interest
Watch Range Position: <30% = near support, >70% = near resistance
Use Alerts: Set proximity alerts to avoid constant chart watching
Validate Breaks: Zone width shows where true breaks occur vs. fakeouts
๐ What Makes This Different
Unlike basic pivot indicators that simply mark highs/lows:
โ
Validates levels through touch count analysis
โ
Ranks levels by actual strength, not just recency
โ
Visualizes zones, not just lines
โ
Quantifies your position within market structure
โ
Extends lookback far beyond standard limits
โ
Separates support and resistance controls
๐ Tips for New Users
First Time Setup:
Add indicator to chart
Enable dashboard in settings (default on)
Observe which levels price respects
Adjust lookback/strength to match your trading style
Set proximity alerts for your key levels
Optimization:
Forex: 0.2-0.3% zone width, 100-200 lookback
Stocks: 0.3-0.5% zone width, 50-150 lookback
Crypto: 0.4-0.6% zone width, 100-200 lookback
Indices: 0.2-0.4% zone width, 100-250 lookback
โ ๏ธ Disclaimer
This indicator is a technical analysis tool and should not be used as the sole basis for trading decisions. Support and resistance levels are not guarantees of price behavior. Always use proper risk management, combine with other analysis methods, and consider fundamental factors. Past performance does not guarantee future results.
PA SystemPA System - Price Action Trading System
ไปทๆ ผ่กไธบไบคๆ็ณป็ป
๐ ๆฆ่ฟฐ / Overview
PA System is a comprehensive price action trading indicator that combines Smart Money Concepts (SMC), market structure analysis, and multi-timeframe confirmation to identify high-probability trade setups. Designed for both manual traders and algorithmic trading systems.
PA System ๆฏไธไธช็ปผๅๆงไปทๆ ผ่กไธบไบคๆๆๆ ๏ผ็ปๅไบSmart Moneyๆฆๅฟต(SMC)ใๅธๅบ็ปๆๅๆๅๅคๆถ้ดๆกๆถ็กฎ่ฎค๏ผ็จไบ่ฏๅซ้ซๆฆ็ไบคๆๆบไผใ้็จไบๆๅจไบคๆ่
ๅ็ฎๆณไบคๆ็ณป็ปใ
โจ ๆ ธๅฟ็นๆง / Key Features
๐ฏ Four-Phase Signal System / ๅ้ถๆฎตไฟกๅท็ณป็ป
H1 (First Pullback) - Initial bullish retracement in uptrend
H2 (Confirmed Entry) - Breakout confirmation for long entries
L1 (First Bounce) - Initial bearish bounce in downtrend
L2 (Confirmed Entry) - Breakdown confirmation for short entries
ไธญๆ่ฏดๆ๏ผ
H1๏ผ้ฆๆฌกๅ่ฐ๏ผ - ไธๅ่ถๅฟไธญ็ๅๆฌกๅๆคไฟกๅท
H2๏ผ็กฎ่ฎคๅ
ฅๅบ๏ผ - ็ช็ ด็กฎ่ฎค็ๅๅคๅ
ฅๅบ็น
L1๏ผ้ฆๆฌกๅๅผน๏ผ - ไธ้่ถๅฟไธญ็ๅๆฌกๅๅผนไฟกๅท
L2๏ผ็กฎ่ฎคๅ
ฅๅบ๏ผ - ่ท็ ด็กฎ่ฎค็ๅ็ฉบๅ
ฅๅบ็น
๐ Market Structure Detection / ๅธๅบ็ปๆ่ฏๅซ
HH (Higher High) - Uptrend confirmation / ไธๅ่ถๅฟ็กฎ่ฎค
HL (Higher Low) - Bullish pullback / ๅคๅคดๅ่ฐ
LH (Lower High) - Bearish bounce / ็ฉบๅคดๅๅผน
LL (Lower Low) - Downtrend confirmation / ไธ้่ถๅฟ็กฎ่ฎค
๐ Smart Money Concepts (SMC) / ๆบ่ฝ่ต้ๆฆๅฟต
BoS (Break of Structure) - Trend continuation signal / ่ถๅฟๅปถ็ปญไฟกๅท
CHoCH (Change of Character) - Potential trend reversal / ๆฝๅจ่ถๅฟๅ่ฝฌ
๐ Dynamic Trendlines / ๅจๆ่ถๅฟ็บฟ
Auto-drawn support and resistance trendlines / ่ชๅจ็ปๅถๆฏๆ้ปๅ่ถๅฟ็บฟ
Real-time extension to current bar / ๅฎๆถๅปถไผธ่ณๅฝๅK็บฟ
Slope-filtered for accuracy / ๆ็่ฟๆปค็กฎไฟๅ็กฎๆง
๐๏ธ Multi-Timeframe Analysis / ๅคๆถ้ดๆกๆถๅๆ
Higher timeframe trend filter (default 4H) / ๅคงๅจๆ่ถๅฟ่ฟๆปค๏ผ้ป่ฎค4ๅฐๆถ๏ผ
Prevents counter-trend trades / ้ฒๆญข้ๅฟไบคๆ
Configurable timeframe / ๅฏ้
็ฝฎๆถ้ดๅจๆ
๐ Volume Confirmation / ๆไบค้็กฎ่ฎค
Filters signals based on volume strength / ๅบไบๆไบค้ๅผบๅบฆ่ฟๆปคไฟกๅท
20-period volume MA comparison / ไธ20ๆๆไบค้ๅ็บฟๅฏนๆฏ
High-volume bars highlighted / ้ซๆไบค้K็บฟ้ซไบฎๆพ็คบ
๐ฏ Risk Management Tools / ้ฃ้ฉ็ฎก็ๅทฅๅ
ท
Automatic SL/TP calculation and display / ่ชๅจ่ฎก็ฎๅนถๆพ็คบๆญขๆๆญข็
Visual stop loss and take profit lines / ๅฏ่งๅๆญขๆๆญข็็บฟๆก
Risk percentage and R:R ratio display / ๆพ็คบ้ฃ้ฉ็พๅๆฏๅ็ไบๆฏ
Dynamic stop loss sizing (0.3% - 1.5%) / ๅจๆๆญขๆ่ๅด๏ผ0.3% - 1.5%๏ผ
๐ฑ Real-Time Alerts / ๅฎๆถ่ญฆๆฅ
Instant notifications on H2/L2 signals / H2/L2ไฟกๅทๅณๆถ้็ฅ
Webhook support for automation / ๆฏๆWebhook่ชๅจๅ
Mobile, email, and popup alerts / ๆๆบใ้ฎไปถๅๅผน็ช่ญฆๆฅ
๐ Professional Dashboard / ไธไธไปช่กจ็
Real-time market state (CHANNEL/RANGE/BREAKOUT) / ๅฎๆถๅธๅบ็ถๆ
Local and MTF trend indicators / ๆฌๅฐๅๅคงๅจๆ่ถๅฟๆๆ
Order flow status (HIGH VOL / LOW VOL) / ่ฎขๅๆต็ถๆ
Last signal tracker / ๆๆฐไฟกๅท่ฟฝ่ธช
๐ง ๅๆฐ่ฎพ็ฝฎ / Parameter Settings
Structure Settings / ็ปๆ่ฎพ็ฝฎ
Parameter Default Range Description
Swing Length / ๆๅจ้ฟๅบฆ 5 2-20 Pivot detection sensitivity / ๆข่ฝด็นๆฃๆต็ตๆๅบฆ
Trend Confirm Bars / ่ถๅฟ็กฎ่ฎคๆ นๆฐ 3 2-10 Consecutive bars for breakout / ็ช็ ดๆ้่ฟ็ปญK็บฟๆฐ
Channel ATR Mult / ้้ATRๅๆฐ 2.0 1.0-5.0 Range detection threshold / ๅบ้ดๆฃๆต้ๅผ
Signal Settings / ไฟกๅท่ฎพ็ฝฎ
Parameter Default Description
Enable H2 Longs / ๅฏ็จH2ๅๅค โ
Toggle long signals / ๅผๅ
ณๅๅคไฟกๅท
Enable L2 Shorts / ๅฏ็จL2ๅ็ฉบ โ
Toggle short signals / ๅผๅ
ณๅ็ฉบไฟกๅท
Micro Range Length / ๅพฎๅนณๅฐ้ฟๅบฆ 3 Breakout detection bars / ็ช็ ดๆฃๆตK็บฟๆฐ
Close Strength / ๆถ็ๅผบๅบฆ 0.6 Minimum close position in bar / K็บฟๅ
ๆๅฐๆถ็ไฝ็ฝฎ
Filter Settings / ่ฟๆปค่ฎพ็ฝฎ
Parameter Default Description
Use MTF Filter / ๅคงๅจๆ่ฟๆปค โ
Enable higher timeframe filter / ๅฏ็จๅคงๅจๆ่ฟๆปค
MTF Timeframe / ๅคงๅจๆๆถ้ดๆกๆถ 240 (4H) Higher timeframe period / ๅคงๅจๆๆถ้ด
Use Volume Filter / ๆไบค้่ฟๆปค โ
Require high volume confirmation / ้่ฆ้ซๆไบค้็กฎ่ฎค
Volume MA Length / ๆไบค้ๅ็บฟๅจๆ 20 Volume comparison period / ๆไบค้ๅฏนๆฏๅจๆ
Fast EMA / ๅฟซ้EMA 20 Short-term trend / ็ญๆ่ถๅฟ
Slow EMA / ๆ
ข้EMA 50 Long-term trend / ้ฟๆ่ถๅฟ
Risk Management / ้ฃ้ฉ็ฎก็
Parameter Default Description
Risk % / ้ฃ้ฉ็พๅๆฏ 1.0% Risk per trade / ๆฏ็ฌไบคๆ้ฃ้ฉ
R:R Ratio / ็ไบๆฏ 2.0 Reward to risk ratio / ็ไบๆฏ็
Max SL ATR / ๆๅคงๆญขๆATR 3.0 Maximum stop loss in ATR / ๆๅคงๆญขๆATRๅๆฐ
Min SL % / ๆๅฐๆญขๆ็พๅๆฏ 0.3% Minimum stop loss percentage / ๆๅฐๆญขๆ็พๅๆฏ
Max SL % / ๆๅคงๆญขๆ็พๅๆฏ 1.5% Maximum stop loss percentage / ๆๅคงๆญขๆ็พๅๆฏ
๐ ไฝฟ็จๆนๆณ / How to Use
1. ๅบ็ก่ฎพ็ฝฎ / Basic Setup
For Day Trading (5-15 min charts) / ๆฅๅ
ไบคๆ๏ผ5-15ๅ้ๅพ๏ผ
text
Swing Length: 5
MTF Timeframe: 240 (4H)
Risk %: 1.0%
R:R: 2.0
For Swing Trading (1-4H charts) / ๆณขๆฎตไบคๆ๏ผ1-4ๅฐๆถๅพ๏ผ
text
Swing Length: 8
MTF Timeframe: D (Daily)
Risk %: 0.5%
R:R: 3.0
For Scalping (1-5 min charts) / ๅฅๅคด็ฎ๏ผ1-5ๅ้ๅพ๏ผ
text
Swing Length: 3
MTF Timeframe: 60 (1H)
Risk %: 0.5%
R:R: 1.5
Use Volume Filter: โ
2. ไฟกๅท่ฏๅซ / Signal Identification
Long Entry / ๅๅคๅ
ฅๅบ
โ
Dashboard shows "Local Trend: BULL" / ไปช่กจ็ๆพ็คบ"ๆฌๅฐ่ถๅฟ๏ผๅคๅคด"
โ
MTF Trend shows "BULLISH" / ๅคงๅจๆ่ถๅฟๆพ็คบ"็ๆถจ"
โ
Green circle (H1) appears below bar / ็ปฟ่ฒๅ็น(H1)ๅบ็ฐๅจK็บฟไธๆน
โณ Wait for H2 signal (green triangle โฒ) / ็ญๅพ
H2ไฟกๅท๏ผ็ปฟ่ฒไธ่งโฒ๏ผ
๐ Check volume bar is cyan (HIGH VOL) / ๆฃๆฅๆไบค้ๆฑไธบ้่ฒ๏ผ้ซๆไบค้๏ผ
๐ฏ Enter at close of H2 bar / ๅจH2 K็บฟๆถ็ไปทๅ
ฅๅบ
๐ก๏ธ Set SL at red dashed line / ๆญขๆ่ฎพๅจ็บข่ฒ่็บฟไฝ็ฝฎ
๐ Set TP at green dashed line / ๆญข็่ฎพๅจ็ปฟ่ฒ่็บฟไฝ็ฝฎ
Short Entry / ๅ็ฉบๅ
ฅๅบ
โ
Dashboard shows "Local Trend: BEAR" / ไปช่กจ็ๆพ็คบ"ๆฌๅฐ่ถๅฟ๏ผ็ฉบๅคด"
โ
MTF Trend shows "BEARISH" / ๅคงๅจๆ่ถๅฟๆพ็คบ"็่ท"
โ
Red circle (L1) appears above bar / ็บข่ฒๅ็น(L1)ๅบ็ฐๅจK็บฟไธๆน
โณ Wait for L2 signal (red triangle โผ) / ็ญๅพ
L2ไฟกๅท๏ผ็บข่ฒๅไธ่งโผ๏ผ
๐ Check volume bar is cyan (HIGH VOL) / ๆฃๆฅๆไบค้ๆฑไธบ้่ฒ๏ผ้ซๆไบค้๏ผ
๐ฏ Enter at close of L2 bar / ๅจL2 K็บฟๆถ็ไปทๅ
ฅๅบ
๐ก๏ธ Set SL at red dashed line / ๆญขๆ่ฎพๅจ็บข่ฒ่็บฟไฝ็ฝฎ
๐ Set TP at green dashed line / ๆญข็่ฎพๅจ็ปฟ่ฒ่็บฟไฝ็ฝฎ
3. ่ญฆๆฅ่ฎพ็ฝฎ / Alert Setup
Step-by-Step / ๅๆญฅๆไฝ
Click the "โฐ" alert icon on chart / ็นๅปๅพ่กจไธ็"โฐ"่ญฆๆฅๅพๆ
Select "PA System - Indicator Version" / ้ๆฉ"PA System (V1.1) - Indicator Version"
Condition: "Any alert() function call" / ๆกไปถ๏ผ้ๆฉ"Any alert() function call"
Choose notification method: / ้ๆฉ้็ฅๆนๅผ๏ผ
๐ฑ Mobile Push / ๆๆบๆจ้
๐ง Email / ้ฎไปถ
๐ Webhook URL (for automation) / Webhook็ฝๅ๏ผ็จไบ่ชๅจๅ๏ผ
Set frequency: "Once Per Bar Close" / ้ข็๏ผ้ๆฉ"Once Per Bar Close"
Click "Create" / ็นๅป"ๅๅปบ"
Webhook Example for IBKR API / IBKR API็Webhook็คบไพ
json
{
"signal": "{{strategy.order.action}}",
"ticker": "{{ticker}}",
"entry": {{close}},
"stop_loss": {{plot_0}},
"take_profit": {{plot_1}},
"timestamp": "{{timenow}}"
}
4. ไบคๆ็ฎก็ / Trade Management
Position Sizing / ไปไฝ่ฎก็ฎ
text
Account: $10,000
Risk per Trade: 1% = $100
Entry Price: $690.45
Stop Loss: $687.38
Risk per Share: $690.45 - $687.38 = $3.07
Position Size: $100 / $3.07 = 32 shares
Partial Profit Taking / ้จๅๆญข็
Close 50% position at 1:1 R:R / ๅจ1:1็ไบๆฏๆถๅนณไป50%
Move SL to breakeven / ็งปๅจๆญขๆ่ณไฟๆฌไฝ
Let remaining 50% run to 2R target / ่ฎฉๅฉไฝ50%่ทๅ2R็ฎๆ
๐จ ่ง่งๅ
็ด ่ฏดๆ / Visual Elements Guide
Chart Markers / ๅพ่กจๆ ่ฎฐ
Symbol Color Meaning
โซ Small Circle / ๅฐๅ็น ๐ข Green / ็ปฟ่ฒ H1 - First bullish pullback / ้ฆๆฌกๅคๅคดๅ่ฐ
โฒ Triangle / ไธ่งๅฝข ๐ข Green / ็ปฟ่ฒ H2 - Confirmed long entry / ็กฎ่ฎคๅๅคๅ
ฅๅบ
โซ Small Circle / ๅฐๅ็น ๐ด Red / ็บข่ฒ L1 - First bearish bounce / ้ฆๆฌก็ฉบๅคดๅๅผน
โผ Inverted Triangle / ๅไธ่ง ๐ด Red / ็บข่ฒ L2 - Confirmed short entry / ็กฎ่ฎคๅ็ฉบๅ
ฅๅบ
Structure Labels / ็ปๆๆ ็ญพ
Label Position Meaning
HH Above high / ้ซ็นไธๆน Higher High - Bullish / ๆด้ซ็้ซ็น-็ๆถจ
HL Below low / ไฝ็นไธๆน Higher Low - Bullish / ๆด้ซ็ไฝ็น-็ๆถจ
LH Above high / ้ซ็นไธๆน Lower High - Bearish / ๆดไฝ็้ซ็น-็่ท
LL Below low / ไฝ็นไธๆน Lower Low - Bearish / ๆดไฝ็ไฝ็น-็่ท
BoS/CHoCH Lines / ็ ดไฝ็บฟๆก
Type Color Width Meaning
BoS ๐ต Teal / ้่ฒ 2px Break of Structure - Trend continues / ็ปๆ็ช็ ด-่ถๅฟๅปถ็ปญ
CHoCH ๐ด Red / ็บข่ฒ 2px Change of Character - Trend reversal / ๆง่ดจๆนๅ-่ถๅฟๅ่ฝฌ
Trendlines / ่ถๅฟ็บฟ
Type Color Style Meaning
Bullish / ็ๆถจ ๐ต Teal / ้่ฒ Solid / ๅฎ็บฟ Uptrend support / ไธๅ่ถๅฟๆฏๆ
Bearish / ็่ท ๐ด Red / ็บข่ฒ Solid / ๅฎ็บฟ Downtrend resistance / ไธ้่ถๅฟ้ปๅ
Risk Lines / ้ฃ้ฉ็บฟๆก
Type Color Style Meaning
Stop Loss / ๆญขๆ ๐ด Red / ็บข่ฒ Dashed / ่็บฟ Suggested stop loss level / ๅปบ่ฎฎๆญขๆไฝ
Take Profit / ๆญข็ ๐ข Green / ็ปฟ่ฒ Dashed / ่็บฟ Suggested take profit level / ๅปบ่ฎฎๆญข็ไฝ
Dashboard Colors / ไปช่กจ็้ข่ฒ
Status Color Meaning
BULL / ๅคๅคด ๐ข Green / ็ปฟ่ฒ Bullish trend / ็ๆถจ่ถๅฟ
BEAR / ็ฉบๅคด ๐ด Red / ็บข่ฒ Bearish trend / ็่ท่ถๅฟ
NEUTRAL / ไธญๆง โช Gray / ็ฐ่ฒ No clear trend / ๆ ๆ็กฎ่ถๅฟ
BREAKOUT / ็ช็ ด ๐ก Lime / ้ป็ปฟ Strong momentum / ๅผบๅฒๅจ่ฝ
HIGH VOL / ้ซๆไบค้ ๐ต Cyan / ้่ฒ High volume confirmation / ้ซๆไบค้็กฎ่ฎค
๐ก ไบคๆ็ญ็ฅๅปบ่ฎฎ / Trading Strategy Tips
โ
High Probability Setups / ้ซๆฆ็่ฎพ็ฝฎ
Trend Alignment / ่ถๅฟไธ่ด
Local Trend = BULL + MTF Trend = BULLISH / ๆฌๅฐๅคๅคด + ๅคงๅจๆ็ๆถจ
Or: Local Trend = BEAR + MTF Trend = BEARISH / ๆ๏ผๆฌๅฐ็ฉบๅคด + ๅคงๅจๆ็่ท
Volume Confirmation / ๆไบค้็กฎ่ฎค
H2/L2 signal appears with cyan volume bar / H2/L2ไฟกๅทไผด้้่ฒๆไบค้ๆฑ
Volume > 20-period MA / ๆไบค้ > 20ๆๅ็บฟ
Trendline Support / ่ถๅฟ็บฟๆฏๆ
H2 appears near bullish trendline / H2ๅบ็ฐๅจ็ๆถจ่ถๅฟ็บฟ้่ฟ
L2 appears near bearish trendline / L2ๅบ็ฐๅจ็่ท่ถๅฟ็บฟ้่ฟ
BoS Confirmation / BoS็กฎ่ฎค
Recent BoS in same direction / ๆ่ฟๅๆนๅ็BoS
No CHoCH against the trade / ๆ ้ๅ็CHoCH
โ Avoid These Setups / ้ฟๅ
่ฟไบๆ
ๅต
Conflicting Trends / ่ถๅฟๅฒ็ช
Local BULL but MTF BEARISH / ๆฌๅฐๅคๅคดไฝๅคงๅจๆ็่ท
Market State = RANGE / ๅธๅบ็ถๆ = ๅบ้ด
Low Volume / ไฝๆไบค้
Order Flow shows "LOW VOL" / ่ฎขๅๆตๆพ็คบ"ไฝๆไบค้"
Volume bar is red (below MA) / ๆไบค้ๆฑไธบ็บข่ฒ๏ผไฝไบๅ็บฟ๏ผ
Against Trendline / ้่ถๅฟ็บฟ
Shorting at bullish trendline support / ๅจ็ๆถจ่ถๅฟ็บฟๆฏๆๅคๅ็ฉบ
Buying at bearish trendline resistance / ๅจ็่ท่ถๅฟ็บฟ้ปๅๅคๅๅค
Recent CHoCH / ่ฟๆCHoCH
CHoCH appeared within 10 bars / 10ๆ นK็บฟๅ
ๅบ็ฐCHoCH
Potential trend reversal zone / ๆฝๅจ่ถๅฟๅ่ฝฌๅบๅ
๐ ไผๅๅปบ่ฎฎ / Optimization Tips
For Different Markets / ้ๅฏนไธๅๅธๅบ
Stocks / ่ก็ฅจ
text
Swing Length: 5-8
MTF: 240 (4H) or D (Daily)
Risk %: 0.5-1.0%
Best on: SPY, QQQ, AAPL, TSLA
Forex / ๅคๆฑ
text
Swing Length: 5
MTF: 240 (4H)
Risk %: 1.0-2.0%
Best on: EUR/USD, GBP/USD, USD/JPY
Use Volume Filter: OFF (Forex volume is unreliable)
Crypto / ๅ ๅฏ่ดงๅธ
text
Swing Length: 3-5
MTF: 240 (4H)
Risk %: 0.5-1.0% (high volatility)
Max SL %: 2.0-3.0%
Best on: BTC, ETH, SOL
Futures / ๆ่ดง
text
Swing Length: 5
MTF: 240 (4H)
Risk %: 1.0-1.5%
Best on: ES, NQ, RTY, CL
๐ค ่ชๅจๅ้ๆ / Automation Integration
Python + IBKR API Example / Python + IBKR API็คบไพ
python
import requests
from ib_insync import *
def handle_tradingview_alert(alert_data):
"""
Receives webhook from TradingView alert
ๆฅๆถๆฅ่ชTradingView่ญฆๆฅ็webhook
"""
signal = alert_data # "H2 LONG" or "L2 SHORT"
ticker = alert_data # "SPY"
entry = alert_data # 690.45
stop_loss = alert_data # 687.38
take_profit = alert_data # 696.59
# Connect to IBKR
ib = IB()
ib.connect('127.0.0.1', 7497, clientId=1)
# Create contract
contract = Stock(ticker, 'SMART', 'USD')
# Calculate position size (1% risk)
account_value = ib.accountValues() .value
risk_amount = float(account_value) * 0.01
risk_per_share = abs(entry - stop_loss)
quantity = int(risk_amount / risk_per_share)
# Place order
if "LONG" in signal:
order = MarketOrder('BUY', quantity)
else:
order = MarketOrder('SELL', quantity)
trade = ib.placeOrder(contract, order)
# Set stop loss and take profit
ib.placeOrder(contract, StopOrder('SELL', quantity, stop_loss))
ib.placeOrder(contract, LimitOrder('SELL', quantity, take_profit))
ib.disconnect()
TradersPost Integration / TradersPost้ๆ
Create TradersPost account / ๅๅปบTradersPost่ดฆๆท
Connect IBKR broker / ่ฟๆฅIBKRๅธๅ
Get Webhook URL / ่ทๅWebhook็ฝๅ
Add to TradingView alert / ๆทปๅ ๅฐTradingView่ญฆๆฅ
Test with paper trading / ็จๆจกๆ่ดฆๆทๆต่ฏ
๐ ๆง่ฝๆๆ / Performance Metrics
Expected Performance (Backtested) / ้ขๆ่กจ็ฐ๏ผๅๆต๏ผ
Metric Value Notes
Win Rate / ่็ 60-75% With all filters enabled / ๅฏ็จๆๆ่ฟๆปคๅจ
Avg R:R / ๅนณๅ็ไบๆฏ 1.8-2.2 Using 2R target / ไฝฟ็จ2R็ฎๆ
Max Drawdown / ๆๅคงๅๆค 8-12% 1% risk per trade / ๆฏ็ฌ1%้ฃ้ฉ
Profit Factor / ็ๅฉๅ ๅญ 1.8-2.5 Trend-following bias / ่ถๅฟ่ท้ๅๅ
Best Markets / ๆไฝณๅธๅบ Trending Avoid ranging markets / ้ฟๅ
ๅบ้ดๅธๅบ
โ ๏ธ Disclaimer: Past performance does not guarantee future results. Always test in paper trading first.
โ ๏ธ ๅ
่ดฃๅฃฐๆ๏ผๅๅฒ่กจ็ฐไธไฟ่ฏๆชๆฅ็ปๆใ่ฏทๅ
ๅจๆจกๆ่ดฆๆทๆต่ฏใ
๐ ๏ธ ๆ
้ๆ้ค / Troubleshooting
Problem: No signals appearing / ้ฎ้ข๏ผๆฒกๆไฟกๅทๅบ็ฐ
Solution / ่งฃๅณๆนๆก:
Disable MTF Filter temporarily / ๆๆถๅ
ณ้ญๅคงๅจๆ่ฟๆปค
Disable Volume Filter / ๅ
ณ้ญๆไบค้่ฟๆปค
Reduce Swing Length to 3 / ๅฐๆๅจ้ฟๅบฆ้่ณ3
Check if market is ranging (no clear trend) / ๆฃๆฅๅธๅบๆฏๅฆๅคไบๅบ้ด๏ผๆ ๆ็กฎ่ถๅฟ๏ผ
Problem: Too many signals / ้ฎ้ข๏ผไฟกๅทๅคชๅค
Solution / ่งฃๅณๆนๆก:
Enable MTF Filter / ๅฏ็จๅคงๅจๆ่ฟๆปค
Enable Volume Filter / ๅฏ็จๆไบค้่ฟๆปค
Increase Swing Length to 8 / ๅฐๆๅจ้ฟๅบฆๅข่ณ8
Enable Break Filter / ๅฏ็จ็ ดไฝ่ฟๆปค
Problem: Alerts not working / ้ฎ้ข๏ผ่ญฆๆฅไธๅทฅไฝ
Solution / ่งฃๅณๆนๆก:
Check "Enable Alerts" is ON / ๆฃๆฅ"ๅฏ็จ่ญฆๆฅ"ๅทฒๅผๅฏ
Verify alert condition is "Any alert() function call" / ็กฎ่ฎค่ญฆๆฅๆกไปถไธบ"Any alert() function call"
Check notification settings in TradingView / ๆฃๆฅTradingView้็ฅ่ฎพ็ฝฎ
Test alert with "Test" button / ็จ"ๆต่ฏ"ๆ้ฎๆต่ฏ่ญฆๆฅ
Problem: SL/TP lines not showing / ้ฎ้ข๏ผๆญขๆๆญข็็บฟไธๆพ็คบ
Solution / ่งฃๅณๆนๆก:
Enable "Show SL/TP Labels" in settings / ๅจ่ฎพ็ฝฎไธญๅฏ็จ"ๆพ็คบๆญขๆๆญข็ๆ ็ญพ"
Check if signal is recent (lines expire after 10 bars) / ๆฃๆฅไฟกๅทๆฏๅฆ่ฟๆ๏ผ็บฟๆกๅจ10ๆ นK็บฟๅๆถๅคฑ๏ผ
Zoom in to see lines more clearly / ๆพๅคงๅพ่กจไปฅๆดๆธ
ๆฅๅฐ็ๅฐ็บฟๆก
๐ ๅธธ่ง้ฎ้ข FAQ
Q1: Can I use this on any timeframe? / ๅฏไปฅๅจไปปไฝๆถ้ดๆกๆถไฝฟ็จๅ๏ผ
A: Yes, but works best on 5min-4H charts. Recommended: 15min (day trading), 1H (swing trading).
ๅฏไปฅ๏ผไฝๅจ5ๅ้-4ๅฐๆถๅพ่กจๆๆๆไฝณใๆจ่๏ผ15ๅ้๏ผๆฅๅ
ไบคๆ๏ผ๏ผ1ๅฐๆถ๏ผๆณขๆฎตไบคๆ๏ผใ
Q2: Do I need to enable all filters? / ้่ฆๅฏ็จๆๆ่ฟๆปคๅจๅ๏ผ
A: No. Start with all enabled, then disable based on your risk tolerance. MTF filter is highly recommended.
ไธ้่ฆใไปๅ
จ้จๅฏ็จๅผๅง๏ผ็ถๅๆ นๆฎ้ฃ้ฉๆฟๅ่ฝๅ็ฆ็จใๅผบ็ๆจ่MTF่ฟๆปคๅจใ
Q3: Can I automate this with IBKR? / ๅฏไปฅไธIBKR่ชๅจๅๅ๏ผ
A: Yes! Use TradingView alerts + Webhook + Python script + IBKR API. See automation example above.
ๅฏไปฅ๏ผไฝฟ็จTradingView่ญฆๆฅ + Webhook + Python่ๆฌ + IBKR APIใๅ่งไธๆน่ชๅจๅ็คบไพใ
Q4: What's the difference between Strategy and Indicator version? / ็ญ็ฅ็ๅๆๆ ็ๆไปไนๅบๅซ๏ผ
A: Strategy = backtesting only. Indicator = real-time alerts + automation. Use both: backtest with strategy, trade with indicator.
็ญ็ฅ็=ไป
ๅๆตใๆๆ ็=ๅฎๆถ่ญฆๆฅ+่ชๅจๅใไธค่
็ปๅไฝฟ็จ๏ผ็จ็ญ็ฅ็ๅๆต๏ผ็จๆๆ ็ไบคๆใ
Q5: Why does H2 appear but no trade? / ไธบไปไนๅบ็ฐH2ไฝๆฒกๆไบคๆ๏ผ
A: This is an indicator, not a strategy. You need to manually place orders or use automation via alerts.
่ฟๆฏๆๆ ๏ผไธๆฏ็ญ็ฅใไฝ ้่ฆๆๅจไธๅๆ้่ฟ่ญฆๆฅไฝฟ็จ่ชๅจๅใ
โ๏ธ ๅ
่ดฃๅฃฐๆ / Disclaimer
IMPORTANT / ้่ฆๆ็คบ:
This indicator is for educational purposes only. Trading involves substantial risk of loss. Past performance does not guarantee future results. Always:
ๆฌๆๆ ไป
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Test in paper trading first / ๅ
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Use proper risk management (1-2% max per trade) / ไฝฟ็จ้ๅฝ้ฃ้ฉ็ฎก็๏ผๆฏ็ฌๆๅค1-2%๏ผ
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Never risk more than you can afford to lose / ๆฐธ่ฟไธ่ฆๅ่ถ
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Understand the strategy before using / ไฝฟ็จๅ็่งฃ็ญ็ฅๅ็
Not financial advice. Trade at your own risk.
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Quantum Flow [JOAT]Quantum Flow Nexus - Advanced Multi-Dimensional Flow Analysis
Overview
Quantum Flow Nexus is an open-source overlay indicator that combines custom EMA-based flow calculations with order flow analysis, multi-timeframe correlation, and liquidity zone detection. It provides traders with a structured framework for analyzing market momentum and identifying potential entry points based on multiple confirming factors.
What This Indicator Does
The indicator calculates several analytical components:
Quantum Flow Oscillator - A custom oscillator built from multiple EMA layers at different depths
Flow Momentum - Rate of change of the flow oscillator
Order Flow Delta - Buy vs sell volume pressure estimation
Smart Money Index - Volume-weighted directional bias metric
Multi-Timeframe Entanglement - Price correlation across 15m and 60m timeframes
Liquidity Zones - Historical swing high/low levels with volume significance
Wave Function State - Momentum-based decisiveness detection
How It Works
The core quantum oscillator uses a custom EMA calculation with depth layering:
quantumOscillator(series float src, simple int len, simple int depth) =>
float osc = 0.0
for i = 1 to depth
int fastLen = len / i
int slowLen = len * i
float emaFast = quantumEMA(src, fastLen)
float emaSlow = quantumEMA(src, slowLen)
osc += (emaFast - emaSlow) / depth
osc
This creates a multi-layered view of momentum by comparing EMAs at progressively different speeds.
Signal Generation
Basic signals occur when:
Bullish: Flow crosses above lower band + positive momentum + positive order flow delta
Bearish: Flow crosses below upper band + negative momentum + negative order flow delta
Strong signals require additional confirmation:
Smart Money Index above/below threshold (50/-50)
Entanglement score above 50%
Wave function in collapsed state (decisive momentum)
Confluence Score Calculation
The indicator combines multiple factors into a single confluence percentage:
float confluenceScore = (flowStrength * 20 + entanglementScore * 0.3 + math.abs(orderFlowDelta) * 0.5) / 3
Dashboard Panel (Top-Right)
Flow Strength - Distance from center line normalized by standard deviation
Momentum - Current rate of change of flow
Trend - BULLISH/BEARISH/NEUTRAL based on flow vs EMA
Confluence Score - Combined factor percentage
Order Flow Delta - Buy/sell pressure percentage
Entanglement - Multi-timeframe correlation score
Wave State - COLLAPSED or SUPERPOSITION
Signal - Current actionable status
Visual Elements
Flow Lines - Center flow line with upper/lower bands
Quantum Zones - Filled areas between bands showing bullish/bearish zones
3D Quantum Field - Five oscillating layers creating depth visualization
Order Flow Blocks - Boxes highlighting significant order flow imbalances
Liquidity Heatmap - Dashed lines at significant historical levels
Signal Markers - Triangles for basic signals, labels for strong signals
Input Parameters
Flow Period (default: 21) - Base period for flow calculations
Quantum Depth (default: 3) - Number of EMA layers
Sensitivity (default: 1.5) - Band width multiplier
Liquidity Max Levels (default: 8) - Maximum liquidity zones displayed
Liquidity Min Strength Ratio (default: 0.10) - Minimum volume significance
Suggested Use Cases
Identify momentum direction using flow oscillator position
Confirm entries with order flow and smart money readings
Use liquidity zones as potential support/resistance areas
Wait for strong signals with multiple factor confirmation
Timeframe Recommendations
Effective on 15m to Daily charts. Lower timeframes may produce more signals with higher noise levels.
Limitations
Order flow is estimated from candle structure, not actual order book data
Multi-timeframe requests add processing time
Liquidity zones are based on historical pivots and may not reflect current market structure
Open-Source and Disclaimer
This script is published as open-source under the Mozilla Public License 2.0 for educational purposes. It does not constitute financial advice. Past performance does not guarantee future results. Always use proper risk management.
- Made with passion by officialjackofalltrades
Ocean Master [JOAT]Ocean Master QE - Advanced Oceanic Market Analysis with Quantum Flow Dynamics
Overview
Ocean Master QE is an open-source overlay indicator that combines multiple analytical techniques into a unified market analysis framework. It uses ATR-based dynamic channels, volume-weighted order flow analysis, multi-timeframe correlation (quantum entanglement concept), and harmonic oscillator calculations to provide traders with a comprehensive view of market conditions.
What This Indicator Does
The indicator calculates and displays several key components:
Dynamic Price Channels - ATR-adjusted upper, middle, and lower channels that adapt to current volatility conditions
Order Flow Analysis - Separates buying and selling volume pressure to calculate a directional delta
Smart Money Index - Volume-weighted order flow metric that highlights potential institutional activity
Harmonic Oscillator - Weighted combination of 10 Fibonacci-period EMAs (5, 8, 13, 21, 34, 55, 89, 144, 233, 377) to identify trend direction
Multi-Timeframe Correlation - Measures price correlation across 1H, 4H, and Daily timeframes
Wave Function Analysis - Momentum-based state detection that identifies when price action becomes decisive
How It Works
The core channel calculation uses ATR with a configurable quantum sensitivity factor:
float atr = ta.atr(i_atrLength)
float quantumFactor = 1.0 + (i_quantumSensitivity * 0.1)
float quantumATR = atr * quantumFactor
upperChannel := ta.highest(high, i_length) - (quantumATR * 0.5)
lowerChannel := ta.lowest(low, i_length) + (quantumATR * 0.5)
midChannel := (upperChannel + lowerChannel) * 0.5
Order flow is calculated by separating volume into buy and sell components based on candle direction:
The harmonic oscillator weights shorter EMAs more heavily using inverse weighting (1/1, 1/2, 1/3... 1/10), creating a responsive yet smooth trend indicator.
Signal Generation
Confluence signals require multiple conditions to align:
Bullish: Harmonic oscillator crosses above zero + positive Smart Money Index + positive Order Flow Delta
Bearish: Harmonic oscillator crosses below zero + negative Smart Money Index + negative Order Flow Delta
Dashboard Panel (Top-Right)
Bias - Current market direction based on price vs mid-channel
Entanglement - Multi-timeframe correlation score (0-100%)
Wave State - COLLAPSED (decisive) or SUPERPOSITION (uncertain)
Volume - Current volume relative to 20-period average
Volatility - ATR as percentage of price
Smart Money - Volume-weighted order flow reading
Visual Elements
Ocean Depth Layers - Gradient fills between channel levels representing different price zones
Channel Lines - Upper (surface), middle, and lower (seabed) dynamic levels
Divergence Markers - Triangle shapes when harmonic oscillator crosses zero
Confluence Labels - BULL/BEAR labels when multiple factors align
Suggested Use Cases
Identify trend direction using the harmonic oscillator and channel position
Monitor order flow for potential institutional activity
Use multi-timeframe correlation to confirm trade direction across timeframes
Watch for confluence signals where multiple factors align
Input Parameters
Length (default: 14) - Base period for channel and indicator calculations
ATR Length (default: 14) - Period for ATR calculation
Quantum Depth (default: 3) - Complexity factor for calculations
Quantum Sensitivity (default: 1.5) - Channel width multiplier
Timeframe Recommendations
Works on all timeframes. Higher timeframes (4H, Daily) provide smoother signals; lower timeframes require faster reaction times and may produce more noise.
Limitations
Multi-timeframe requests add processing overhead
Order flow estimation is based on candle direction, not actual order book data
Correlation calculations require sufficient historical data
Open-Source and Disclaimer
This script is published as open-source under the Mozilla Public License 2.0 for educational purposes. It does not constitute financial advice. Past performance does not guarantee future results. Always use proper risk management and conduct your own analysis before trading.
- Made with passion by officialjackofalltrades
Ultimate MACD [captainua]Ultimate MACD - Comprehensive MACD Trading System
Overview
This indicator combines traditional MACD calculations with advanced features including divergence detection, volume analysis, histogram analysis tools, regression forecasting, strong top/bottom detection, and multi-timeframe confirmation to provide a comprehensive MACD-based trading system. The script calculates MACD using configurable moving average types (EMA, SMA, RMA, WMA) and applies various smoothing methods to reduce noise while maintaining responsiveness. The combination of these features creates a multi-layered confirmation system that reduces false signals by requiring alignment across multiple indicators and timeframes.
Core Calculations
MACD Calculation:
The script calculates MACD using the standard formula: MACD Line = Fast MA - Slow MA, Signal Line = Moving Average of MACD Line, Histogram = MACD Line - Signal Line. The default parameters are Fast=12, Slow=26, Signal=9, matching the traditional MACD settings. The script supports four moving average types:
- EMA (Exponential Moving Average): Standard and most responsive, default choice
- SMA (Simple Moving Average): Equal weight to all periods
- RMA (Wilder's Moving Average): Smoother, less responsive
- WMA (Weighted Moving Average): Recent prices weighted more heavily
The price source can be configured as Close (standard), Open, High, Low, HL2, HLC3, or OHLC4. Alternative sources provide different sensitivity characteristics for various trading strategies.
Configuration Presets:
The script includes trading style presets that automatically configure MACD parameters:
- Scalping: Fast/Responsive settings (8,18,6 with minimal smoothing)
- Day Trading: Balanced settings (10,22,7 with minimal smoothing)
- Swing Trading: Standard settings (12,26,9 with moderate smoothing)
- Position Trading: Smooth/Conservative settings (15,35,12 with higher smoothing)
- Custom: Full manual control over all parameters
Histogram Smoothing:
The histogram can be smoothed using EMA to reduce noise and filter minor fluctuations. Smoothing length of 1 = raw histogram (no smoothing), higher values (3-5) = smoother histogram. Increased smoothing reduces noise but may delay signals slightly.
Percentage Mode:
MACD values can be converted to percentage of price (MACD/Close*100) for cross-instrument comparison. This is useful when comparing MACD signals across instruments with different price levels (e.g., BTC vs ETH). The percentage mode normalizes MACD values, making them comparable regardless of instrument price.
MACD Scale Factor:
A scale factor multiplier (default 1.0) allows adjusting MACD display size for better visibility. Use 0.3-0.5 if MACD appears too compressed, or 2.0-3.0 if too small.
Dynamic Overbought/Oversold Levels:
Overbought and oversold levels are calculated dynamically based on MACD's mean and standard deviation over a lookback period. The formula: OB = MACD Mean + (StdDev ร OB Multiplier), OS = MACD Mean - (StdDev ร OS Multiplier). This adapts to current market conditions, widening in volatile markets and narrowing in calm markets. The lookback period (default 20) controls how quickly the levels adapt: longer periods (30-50) = more stable levels, shorter (10-15) = more responsive.
OB/OS Background Coloring:
Optional background coloring can highlight the entire panel when MACD enters overbought or oversold territory, providing prominent visual indication of extreme conditions. The background colors are drawn on top of the main background to ensure visibility.
Divergence Detection
Regular Divergence:
The script uses the MACD line (not histogram) for divergence detection, which provides more reliable signals. Bullish divergence: Price makes a lower low while MACD line makes a higher low. Bearish divergence: Price makes a higher high while MACD line makes a lower high. Divergences often precede reversals and are powerful reversal signals.
Pivot-Based Divergence:
The divergence detection uses actual pivot points (pivotlow/pivothigh) instead of simple lowest/highest comparisons. This provides more accurate divergence detection by identifying significant pivot lows/highs in both price and MACD line. The pivot-based method compares two recent pivot points: for bullish divergence, price makes a lower low while MACD makes a higher low at the pivot points. This method reduces false divergences by requiring actual pivot points rather than just any low/high within a period.
The pivot lookback parameters (left and right) control how many bars on each side of a pivot are required for confirmation. Higher values = more conservative pivot detection.
Hidden Divergence:
Continuation patterns that signal trend continuation rather than reversal. Bullish hidden divergence: Price makes a higher low but MACD makes a lower low. Bearish hidden divergence: Price makes a lower high but MACD makes a higher high. These patterns indicate the trend is likely to continue in the current direction.
Zero-Line Filter:
The "Don't Touch Zero Line" option ensures divergences occur in proper context: for bullish divergence, MACD must stay below zero; for bearish divergence, MACD must stay above zero. This filters out divergences that occur in neutral zones.
Range Filtering:
Minimum and maximum lookback ranges control the time window between pivots to consider for divergence. This helps filter out divergences that are too close together (noise) or too far apart (less relevant).
Volume Confirmation System
Volume threshold filtering requires current volume to exceed the volume SMA multiplied by the threshold factor. The formula: Volume Confirmed = Volume > (Volume SMA ร Threshold). If the threshold is set to 1.0 or lower, volume confirmation is effectively disabled (always returns true). This allows you to use the indicator without volume filtering if desired. Volume confirmation significantly increases divergence and signal reliability.
Volume Climax and Dry-Up Detection:
The script can mark bars with extremely high volume (volume climax) or extremely low volume (volume dry-up). Volume climax indicates potential reversal points or strong momentum continuation. Volume dry-up indicates low participation and may produce unreliable signals. These markers use standard deviation multipliers to identify extreme volume conditions.
Zero-Line Cross Detection
MACD zero-line crosses indicate momentum shifts: above zero = bullish momentum, below zero = bearish momentum. The script includes alert conditions for zero-line crosses with cooldown protection to prevent alert spam. Zero-line crosses can provide early warning signals before MACD crosses the signal line.
Histogram Analysis Tools
Histogram Moving Average:
A moving average applied to the histogram itself helps identify histogram trend direction and acts as a signal line for histogram movements. Supports EMA, SMA, RMA, and WMA types. Useful for identifying when histogram momentum is strengthening or weakening.
Histogram Bollinger Bands:
Bollinger Bands are applied to the MACD histogram instead of price. The calculation: Basis = SMA(Histogram, Period), StdDev = stdev(Histogram, Period), Upper = Basis + (StdDev ร Deviation Multiplier), Lower = Basis - (StdDev ร Deviation Multiplier). This creates dynamic zones around the histogram that adapt to histogram volatility. When the histogram touches or exceeds the bands, it indicates extreme conditions relative to recent histogram behavior.
Stochastic MACD (StochMACD):
Stochastic MACD applies the Stochastic oscillator formula to the MACD histogram instead of price. This normalizes the histogram to a 0-100 scale, making it easier to identify overbought/oversold conditions on the histogram itself. The calculation: %K = ((Histogram - Lowest Histogram) / (Highest Histogram - Lowest Histogram)) ร 100. %K is smoothed, and %D is calculated as the moving average of smoothed %K. Standard thresholds are 80 (overbought) and 20 (oversold).
Regression Forecasting
The script includes advanced regression forecasting that predicts future MACD values using mathematical models. This helps anticipate potential MACD movements and provides forward-looking context for trading decisions.
Regression Types:
- Linear: Simple trend line (y = mx + b) - fastest, works well for steady trends
- Polynomial: Quadratic curve (y = axยฒ + bx + c) - captures curvature in MACD movement
- Exponential Smoothing: Weighted average with more weight on recent values - responsive to recent changes
- Moving Average: Uses difference between short and long MA to estimate trend - stable and smooth
Forecast Horizon:
Number of bars to forecast ahead (default 5, max 50 for linear/MA, max 20 for polynomial due to performance). Longer horizons predict further ahead but may be less accurate.
Confidence Bands:
Optional upper/lower bands around forecast show prediction uncertainty based on forecast error (standard deviation of prediction vs actual). Wider bands = higher uncertainty. The confidence level multiplier (default 1.5) controls band width.
Forecast Display:
Forecast appears as dotted lines extending forward from current bar, with optional confidence bands. All forecast values respect percentage mode and scale factor settings.
Strong Top/Bottom Signals
The script detects strong recovery from extreme MACD levels, generating "sBottom" and "sTop" signals. These identify significant reversal potential when MACD recovers substantially from overbought/oversold extremes.
Strong Bottom (sBottom):
Triggered when:
1. MACD was at or near its lowest point in the bottom period (default 10 bars)
2. MACD was in or near the oversold zone
3. MACD has recovered by at least the threshold amount (default 0.5) from the lowest point
4. Recovery persists for confirmation bars (default 2 consecutive bars)
5. MACD has moved out of the oversold zone
6. Volume is above average
7. All enabled filters pass
8. Minimum bars have passed since last signal (reset period, default 5 bars)
Strong Top (sTop):
Triggered when:
1. MACD was at or near its highest point in the top period (default 7 bars)
2. MACD was in or near the overbought zone
3. MACD has declined by at least the threshold amount (default 0.5) from the highest point
4. Decline persists for confirmation bars (default 2 consecutive bars)
5. MACD has moved out of the overbought zone
6. Volume is above average
7. All enabled filters pass
8. Minimum bars have passed since last signal (reset period, default 5 bars)
Label Placement:
sTop/sBottom labels appear on the historical bar where the actual extreme occurred (not on current bar), showing the exact MACD value at that extreme. Labels respect the unified distance checking system to prevent overlaps with Buy/Sell Strength labels.
Signal Strength Calculation
The script calculates a composite signal strength score (0-100) based on multiple factors:
- MACD distance from signal line (0-50 points): Larger separation indicates stronger signal
- Volume confirmation (0-15 points): Volume above average adds points
- Secondary timeframe alignment (0-15 points): Higher timeframe agreement adds points
- Distance from zero line (0-20 points): Closer to zero can indicate stronger reversal potential
Higher scores (70+) indicate stronger, more reliable signals. The signal strength is displayed in the statistics table and can be used as a filter to only accept signals above a threshold.
Smart Label Placement System
The script includes an advanced label placement system that tracks MACD extremes and places Buy/Sell Strength labels at optimal locations:
Label Placement Algorithm:
- Labels appear on the current bar at confirmation (not on historical extreme bars), ensuring they're visible when the signal is confirmed
- The system tracks pending signals when MACD enters OB/OS zones or crosses the signal line
- During tracking, the system continuously searches for the true extreme (lowest MACD for buys, highest MACD for sells) within a configurable historical lookback period
- Labels are only finalized when: (1) MACD exits the OB/OS zone, (2) sufficient bars have passed (2x minimum distance), (3) MACD has recovered/declined by a configurable percentage from the extreme (default 15%), and (4) tracking has stopped (no better extreme found)
Label Spacing and Overlap Prevention:
- Minimum Bars Between Labels: Base distance requirement (default 5 bars)
- Label Spacing Multiplier: Scales the base distance (default 1.5x) for better distribution. Higher values = more spacing between labels
- Effective distance = Base Distance ร Spacing Multiplier (e.g., 5 ร 1.5 = 7.5 bars minimum)
- Unified distance checking prevents overlaps between all label types (Buy Strength, Sell Strength, sTop, sBottom)
Strength-Based Filtering:
- Label Strength Minimum (%): Only labels with strength at or above this threshold are displayed (default 75%)
- When multiple potential labels are close together, the system automatically compares strengths and keeps only the strongest one
- This ensures only the most significant signals are displayed, reducing chart clutter
Zero Line Polarity Enforcement:
- Enforce Zero Line Polarity (default enabled): Ensures labels follow traditional MACD interpretation
- Buy Strength labels only appear when the tracked extreme MACD value was below zero (negative territory)
- Sell Strength labels only appear when the tracked extreme MACD value was above zero (positive territory)
- This prevents counter-intuitive labels (e.g., Buy labels above zero line) and aligns with standard MACD trading principles
Recovery/Decline Confirmation:
- Recovery/Decline Confirm (%): Percent move away from the extreme required before finalizing (default 15%)
- For Buy labels: MACD must recover by at least this percentage from the tracked bottom
- For Sell labels: MACD must decline by at least this percentage from the tracked top
- Higher values = more confirmation required, fewer but more reliable labels
Historical Lookback:
- Historical Lookback for Label Placement: Number of bars to search for true extremes (default 20)
- The system searches within this period to find the actual lowest/highest MACD value
- Higher values analyze more history but may be slower; lower values are faster but may miss some extremes
Cross Quality Score
The script calculates a MACD cross quality score (0-100) that rates crossover quality based on:
- Cross angle (0-50 points): Steeper crosses = stronger signals
- Volume confirmation (0-25 points): Volume above average adds points
- Distance from zero line (0-25 points): Crosses near zero line are stronger
This score helps identify high-quality crossovers and can be used as a filter to only accept signals meeting minimum quality threshold.
Filtering System
Histogram Filter:
Requires histogram to be above zero for buy signals, below zero for sell signals. Ensures momentum alignment before generating signals.
Signal Strength Filter:
Requires minimum signal strength score for signals. Higher threshold = only strongest signals pass. This combines multiple confirmation factors into a single filter.
Cross Quality Filter:
Requires minimum cross quality score for signals. Rates crossover quality based on angle, volume, momentum, and distance from zero. Only signals meeting minimum quality threshold will be generated.
All filters use the pattern: filterResult = not filterEnabled OR conditionMet. This means if a filter is disabled, it always passes (returns true). Filters can be combined, and all must pass for a signal to fire.
Multi-Timeframe Analysis
The script can display MACD from a secondary (higher) timeframe and use it for confirmation. When secondary timeframe confirmation is enabled, signals require the higher timeframe MACD to align (bullish/bearish) with the signal direction. This ensures signals align with the larger trend context, reducing counter-trend trades.
Secondary Timeframe MACD:
The secondary timeframe MACD uses the same calculation parameters (fast, slow, signal, MA type) as the main MACD but from a higher timeframe. This provides context for the current timeframe's MACD position relative to the larger trend. The secondary MACD lines are displayed on the chart when enabled.
Noise Filtering
Noise filtering hides small histogram movements below a threshold. This helps focus on significant moves and reduces chart clutter. When enabled, only histogram movements above the threshold are displayed. Typical threshold values are 0.1-0.5 for most instruments, depending on the instrument's price range and volatility.
Signal Debounce
Signal debounce prevents duplicate MACD cross signals within a short time period. Useful when MACD crosses back and forth quickly, creating multiple signals. Debounce ensures only one signal per period, reducing signal spam during choppy markets. This is separate from alert cooldown, which applies to all alert types.
Background Color Modes
The script offers three background color modes:
- Dynamic: Full MACD heatmap based on OB/OS conditions, confidence, and momentum. Provides rich visual feedback.
- Monotone: Soft neutral background but still allows overlays (OB/OS zones). Keeps the chart clean without overpowering candles.
- Off: No MACD background (only overlays and plots). Maximum chart cleanliness.
When OB/OS background colors are enabled, they are drawn on top of the main background to ensure visibility.
Statistics Table
A real-time statistics table displays current MACD values, signal strength, distance from zero line, secondary timeframe alignment, volume confirmation status, and all active filter statuses. The table dynamically adjusts to show only enabled features, keeping it clean and relevant. The table position can be configured (Top Left, Top Right, Bottom Left, Bottom Right).
Performance Statistics Table
An optional performance statistics table shows comprehensive filter diagnostics:
- Total buy/sell signals (raw crossover count before filters)
- Filtered buy/sell signals (signals that passed all filters)
- Overall pass rates (percentage of signals that passed filters)
- Rejected signals count
- Filter-by-filter rejection diagnostics showing which filters rejected how many signals
This table helps optimize filter settings by showing which filters are most restrictive and how they impact signal frequency. The diagnostics format shows rejections as "X B / Y S" (X buy signals rejected, Y sell signals rejected) or "Disabled" if the filter is not active.
Alert System
The script includes separate alert conditions for each signal type:
- MACD Cross: MACD line crosses above/below Signal line (with or without secondary confirmation)
- Zero-Line Cross: MACD crosses above/below zero
- Divergence: Regular and hidden divergence detections
- Secondary Timeframe: Higher timeframe MACD crosses
- Histogram MA Cross: Histogram crosses above/below its moving average
- Histogram Zero Cross: Histogram crosses above/below zero
- StochMACD: StochMACD overbought/oversold entries and %K/%D crosses
- Histogram BB: Histogram touches/breaks Bollinger Bands
- Volume Events: Volume climax and dry-up detections
- OB/OS: MACD entry/exit from overbought/oversold zones
- Strong Top/Bottom: sTop and sBottom signal detections
Each alert type has its own cooldown system to prevent alert spam. The cooldown requires a minimum number of bars between alerts of the same type, reducing duplicate alerts during volatile periods. Alert types can be filtered to only evaluate specific alert types (All, MACD Cross, Zero Line, Divergence, Secondary Timeframe, Histogram MA, Histogram Zero, StochMACD, Histogram BB, Volume Events, OB/OS, Strong Top/Bottom).
How Components Work Together
MACD crossovers provide the primary signal when the MACD line crosses the Signal line. Zero-line crosses indicate momentum shifts and can provide early warning signals. Divergences identify potential reversals before they occur.
Volume confirmation ensures signals occur with sufficient market participation, filtering out low-volume false breakouts. Histogram analysis tools (MA, Bollinger Bands, StochMACD) provide additional context for signal reliability and identify significant histogram zones.
Signal strength combines multiple confirmation factors into a single score, making it easy to filter for only the strongest signals. Cross quality score rates crossover quality to identify high-quality setups. Multi-timeframe confirmation ensures signals align with higher timeframe trends, reducing counter-trend trades.
Usage Instructions
Getting Started:
The default configuration shows MACD(12,26,9) with standard EMA calculations. Start with default settings and observe behavior, then customize settings to match your trading style. You can use configuration presets for quick setup based on your trading style.
Customizing MACD Parameters:
Adjust Fast Length (default 12), Slow Length (default 26), and Signal Length (default 9) based on your trading timeframe. Shorter periods (8,17,7) for faster signals, longer (15,30,12) for smoother signals. You can change the moving average type: EMA for responsiveness, RMA for smoothness, WMA for recent price emphasis.
Price Source Selection:
Choose Close (standard), or alternative sources (HL2, HLC3, OHLC4) for different sensitivity. HL2 uses the midpoint of the high-low range, HLC3 and OHLC4 incorporate more price information.
Histogram Smoothing:
Set smoothing to 1 for raw histogram (no smoothing), or increase (3-5) for smoother histogram that reduces noise. Higher smoothing reduces false signals but may delay signals slightly.
Percentage Mode:
Enable percentage mode when comparing MACD across instruments with different price levels. This normalizes MACD values, making them directly comparable.
Dynamic OB/OS Levels:
The dynamic thresholds automatically adapt to volatility. Adjust the multipliers (default 1.5) to fine-tune sensitivity: higher values (2.0-3.0) = more extreme thresholds (fewer signals), lower (1.0-1.5) = more frequent signals. Adjust the lookback period to control how quickly levels adapt. Enable OB/OS background colors for visual indication of extreme conditions.
Volume Confirmation:
Set volume threshold to 1.0 (default, effectively disabled) or higher (1.2-1.5) for standard confirmation. Higher values require more volume for confirmation. Set to 0.1 to completely disable volume filtering.
Filters:
Enable filters gradually to find your preferred balance. Start with histogram filter for basic momentum alignment, then add signal strength filter (threshold 50+) for moderate signals, then cross quality filter (threshold 50+) for high-quality crossovers. Combine filters for highest-quality signals but expect fewer signals.
Divergence:
Enable divergence detection and adjust pivot lookback parameters. Pivot-based divergence provides more accurate detection using actual pivot points. Hidden divergence is useful for trend-following strategies. Adjust range parameters to filter divergences by time window.
Zero-Line Crosses:
Zero-line cross alerts are automatically available when alerts are enabled. These provide early warning signals for momentum shifts.
Histogram Analysis Tools:
Enable Histogram Moving Average to see histogram trend direction. Enable Histogram Bollinger Bands to identify extreme histogram zones. Enable Stochastic MACD to normalize histogram to 0-100 scale for overbought/oversold identification.
Multi-Timeframe:
Enable secondary timeframe MACD to see higher timeframe context. Enable secondary confirmation to require higher timeframe alignment for signals.
Signal Strength:
Signal strength is automatically calculated and displayed in the statistics table. Use signal strength filter to only accept signals above a threshold (e.g., 50 for moderate, 70+ for strong signals only).
Smart Label Placement:
Configure label placement settings to control label appearance and quality:
- Label Strength Minimum (%): Set threshold (default 75%) to show only strong signals. Higher = fewer, stronger labels
- Label Spacing Multiplier: Adjust spacing (default 1.5x) for better distribution. Higher = more spacing between labels
- Recovery/Decline Confirm (%): Set confirmation requirement (default 15%). Higher = more confirmation, fewer labels
- Enforce Zero Line Polarity: Enable (default) to ensure Buy labels only appear when tracked extreme was below zero, Sell labels only when above zero
- Historical Lookback: Adjust search period (default 20 bars) for finding true extremes. Higher = more history analyzed
Cross Quality:
Cross quality score is automatically calculated for crossovers. Use cross quality filter to only accept high-quality crossovers (threshold 50+ for moderate, 70+ for high quality).
Alerts:
Set up alerts for your preferred signal types. Enable alert cooldown (default enabled, 5 bars) to prevent alert spam. Use alert type filter to only evaluate specific alert types (All, MACD Cross, Zero Line, Divergence, Secondary Timeframe, Histogram MA, Histogram Zero, StochMACD, Histogram BB, Volume Events, OB/OS, Strong Top/Bottom). Each signal type has its own alert condition, so you can be selective about which signals trigger alerts.
Visual Elements and Signal Markers
The script uses various visual markers to indicate signals and conditions:
- MACD Line: Green when above signal (bullish), red when below (bearish) if dynamic colors enabled. Optional black outline for enhanced visibility
- Signal Line: Orange line with optional black outline for enhanced visibility
- Histogram: Color-coded based on direction and momentum (green for bullish rising, lime for bullish falling, red for bearish falling, orange for bearish rising)
- Zero Line: Horizontal reference line at MACD = 0
- Fill to Zero: Green/red semi-transparent fill between MACD line and zero line showing bullish/bearish territory
- Fill Between OB/OS: Blue semi-transparent fill between overbought/oversold thresholds highlighting neutral zone
- OB/OS Background Colors: Background coloring when MACD enters overbought/oversold zones
- Background Colors: Dynamic or monotone backgrounds indicating MACD state, or custom chart background
- Divergence Labels: "๐" for bullish, "๐ป" for bearish, "H Bull" for hidden bullish, "H Bear" for hidden bearish
- Divergence Lines: Colored lines connecting pivot points when divergences are detected
- Volume Climax Markers: โก symbol for extremely high volume
- Volume Dry-Up Markers: ๐ง symbol for extremely low volume
- Buy/Sell Strength Labels: Show signal strength percentage (e.g., "Buy Strength: 75%")
- Strong Top/Bottom Labels: "sTop" and "sBottom" for extreme level recoveries
- Secondary MACD Lines: Purple lines showing higher timeframe MACD
- Histogram MA: Orange line showing histogram moving average
- Histogram BB: Blue bands around histogram showing extreme zones
- StochMACD Lines: %K and %D lines with overbought/oversold thresholds
- Regression Forecast: Dotted blue lines extending forward with optional confidence bands
Signal Priority and Interpretation
Signals are generated independently and can occur simultaneously. Higher-priority signals generally indicate stronger setups:
1. MACD Cross with Multiple Filters - Highest priority: Requires MACD crossover plus all enabled filters (histogram, signal strength, cross quality) and secondary timeframe confirmation if enabled. These are the most reliable signals.
2. Zero-Line Cross - High priority: Indicates momentum shift. Can provide early warning signals before MACD crosses the signal line.
3. Divergence Signals - Medium-High priority: Pivot-based divergence is more reliable than simple divergence. Hidden divergence indicates continuation rather than reversal.
4. MACD Cross with Basic Filters - Medium priority: MACD crosses signal line with basic histogram filter. Less reliable alone but useful when combined with other confirmations.
Best practice: Wait for multiple confirmations. For example, a MACD crossover combined with divergence, volume confirmation, and secondary timeframe alignment provides the strongest setup.
Chart Requirements
For proper script functionality and compliance with TradingView requirements, ensure your chart displays:
- Symbol name: The trading pair or instrument name should be visible
- Timeframe: The chart timeframe should be clearly displayed
- Script name: "Ultimate MACD " should be visible in the indicator title
These elements help traders understand what they're viewing and ensure proper script identification. The script automatically includes this information in the indicator title and chart labels.
Performance Considerations
The script is optimized for performance:
- Calculations use efficient Pine Script functions (ta.ema, ta.sma, etc.) which are optimized by TradingView
- Conditional execution: Features only calculate when enabled
- Label management: Old labels are automatically deleted to prevent accumulation
- Array management: Divergence label arrays are limited to prevent memory accumulation
The script should perform well on all timeframes. On very long historical data with many enabled features, performance may be slightly slower, but it remains usable.
Known Limitations and Considerations
- Dynamic OB/OS levels can vary significantly based on recent MACD volatility. In very volatile markets, levels may be wider; in calm markets, they may be narrower.
- Volume confirmation requires sufficient historical volume data. On new instruments or very short timeframes, volume calculations may be less reliable.
- Higher timeframe MACD uses request.security() which may have slight delays on some data feeds.
- Stochastic MACD requires the histogram to have sufficient history. Very short periods on new charts may produce less reliable StochMACD values initially.
- Divergence detection requires sufficient historical data to identify pivot points. Very short lookback periods may produce false positives.
Practical Use Cases
The indicator can be configured for different trading styles and timeframes:
Swing Trading:
Use MACD(12,26,9) with secondary timeframe confirmation. Enable divergence detection. Use signal strength filter (threshold 50+) and cross quality filter (threshold 50+) for higher-quality signals. Enable histogram analysis tools for additional context.
Day Trading:
Use MACD(8,17,7) or use "Day Trading" preset with minimal histogram smoothing for faster signals. Enable zero-line cross alerts for early signals. Use volume confirmation with threshold 1.2-1.5. Enable histogram MA for momentum tracking.
Trend Following:
Use MACD(12,26,9) or longer periods (15,30,12) for smoother signals. Enable secondary timeframe confirmation for trend alignment. Hidden divergence signals are useful for trend continuation entries. Use cross quality filter to identify high-quality crossovers.
Reversal Trading:
Focus on divergence detection (pivot-based for accuracy) combined with zero-line crosses. Enable volume confirmation. Use histogram Bollinger Bands to identify extreme histogram zones. Enable StochMACD for overbought/oversold identification.
Multi-Timeframe Analysis:
Enable secondary timeframe MACD to see context from larger timeframes. For example, use daily MACD on hourly charts to understand the larger trend context. Enable secondary confirmation to require higher timeframe alignment for signals.
Practical Tips and Best Practices
Getting Started:
Start with default settings and observe MACD behavior. The default configuration (MACD 12,26,9 with EMA) is balanced and works well across different markets. After observing behavior, customize settings to match your trading style. Consider using configuration presets for quick setup.
Reducing Repainting:
All signals are based on confirmed bars, minimizing repainting. The script uses confirmed bar data for all calculations to ensure backtesting accuracy.
Signal Quality:
MACD crosses with multiple filters provide the highest-quality signals because they require alignment across multiple indicators. These signals have lower frequency but higher reliability. Use signal strength scores to identify the strongest signals (70+). Use cross quality scores to identify high-quality crossovers (70+).
Filter Combinations:
Start with histogram filter for basic momentum alignment, then add signal strength filter for moderate signals, then cross quality filter for high-quality crossovers. Combining all filters significantly reduces false signals but also reduces signal frequency. Find your balance based on your risk tolerance.
Volume Filtering:
Set volume threshold to 1.0 (default, effectively disabled) or lower to effectively disable volume filtering if you trade instruments with unreliable volume data or want to test without volume confirmation. Standard confirmation uses 1.2-1.5 threshold.
MACD Period Selection:
Standard MACD(12,26,9) provides balanced signals suitable for most trading. Shorter periods (8,17,7) for faster signals, longer (15,30,12) for smoother signals. Adjust based on your timeframe and trading style. Consider using configuration presets for optimized settings.
Moving Average Type:
EMA provides balanced responsiveness with smoothness. RMA is smoother and less responsive. WMA gives more weight to recent prices. SMA gives equal weight to all periods. Choose based on your preference for responsiveness vs. smoothness.
Divergence:
Pivot-based divergence is more reliable than simple divergence because it uses actual pivot points. Hidden divergence indicates continuation rather than reversal, useful for trend-following strategies. Adjust pivot lookback parameters to control sensitivity.
Dynamic Thresholds:
Dynamic OB/OS thresholds automatically adapt to volatility. In volatile markets, thresholds widen; in calm markets, they narrow. Adjust the multipliers to fine-tune sensitivity. Enable OB/OS background colors for visual indication.
Zero-Line Crosses:
Zero-line crosses indicate momentum shifts and can provide early warning signals before MACD crosses the signal line. Enable alerts for zero-line crosses to catch these early signals.
Alert Management:
Enable alert cooldown (default enabled, 5 bars) to prevent alert spam. Use alert type filter to only evaluate specific alert types. Signal debounce (default enabled, 3 bars) prevents duplicate MACD cross signals during choppy markets.
Technical Specifications
- Pine Script Version: v6
- Indicator Type: Non-overlay (displays in separate panel below price chart)
- Repainting Behavior: Minimal - all signals are based on confirmed bars, ensuring accurate backtesting results
- Performance: Optimized with conditional execution. Features only calculate when enabled.
- Compatibility: Works on all timeframes (1 minute to 1 month) and all instruments (stocks, forex, crypto, futures, etc.)
- Edge Case Handling: All calculations include safety checks for division by zero, NA values, and boundary conditions. Alert cooldowns and signal debounce handle edge cases where conditions never occurred or values are NA.
Technical Notes
- All MACD values respect percentage mode conversion when enabled
- Volume confirmation uses cached volume SMA for performance
- Label arrays (divergence) are automatically limited to prevent memory accumulation
- Background coloring: OB/OS backgrounds are drawn on top of main background to ensure visibility
- All calculations are optimized with conditional execution - features only calculate when enabled (performance optimization)
- Signal strength calculation combines multiple factors into a single score for easy filtering
- Cross quality calculation rates crossover quality based on angle, volume, and distance from zero
- Secondary timeframe MACD uses request.security() for higher timeframe data access
- Histogram analysis features (Bollinger Bands, MA, StochMACD) provide additional context beyond basic MACD signals
- Statistics table dynamically adjusts to show only enabled features, keeping it clean and relevant
- Divergence detection uses MACD line (not histogram) for more reliable signals
- Configuration presets automatically optimize MACD parameters for different trading styles
- Smart label placement: Labels appear on current bar at confirmation, using strength from tracked extreme point
- Label spacing uses effective distance (base distance ร spacing multiplier) for better distribution
- Zero line polarity enforcement ensures Buy labels only appear when tracked extreme MACD < 0, Sell labels only when tracked extreme MACD > 0
- Label finalization requires MACD exit from OB/OS zone, sufficient bars passed, and recovery/decline percentage confirmation
- Strength-based filtering automatically compares and keeps only the strongest label when multiple signals are close together
- Enhanced visualization: Line outlines drawn behind main lines for superior visibility (black default, configurable)
- Enhanced visualization: Fill between MACD and zero line provides instant visual feedback (green above, red below)
- Enhanced visualization: Fill between OB/OS thresholds highlights neutral zone when dynamic levels are active
- Custom chart background overrides background mode when enabled, allowing theme-consistent indicator panels
Order Blocks & ImbalanceThis indicator automatically identifies and plots Order Blocks (also known as Fair Value Gaps or Imbalances) based on Smart Money Concepts (SMC) and ICT methodology. It detects significant price inefficiencies (gaps between candles) that often act as institutional supply or demand zones.
How It Works (Technical Methodology)
1. Fair Value Gap (FVG) Detection
The indicator identifies classic 3-candle imbalances:
- Bullish Order Block (Demand): When the low of the current candle is significantly below the high of the candle two bars ago (low - high ).
- Bearish Order Block (Supply): When the high of the current candle is significantly above the low of the candle two bars ago (low - high ).
A minimum size threshold is enforced using ATR(14) ร user-defined multiplier (default 0.5) to filter out minor gaps and focus on meaningful inefficiencies.
2. Zone Creation
- Bullish zones are created at the candle two bars ago (the "origin" candle where inefficiency occurred).
- Bearish zones use the same origin candle.
- Zone boundaries:
Top = high of origin candle
Bottom = low of origin candle
This captures the full range where price moved aggressively, leaving an imbalance that institutions may later revisit.
3. Mitigation Detection
Zones can be mitigated in two ways (user-selectable):
- "Close": Zone is considered touched only if the close price enters the zone.
- "Wick": Zone is touched if any wick (high/low) enters the zone (more sensitive).
When mitigated:
- Background becomes more transparent
- Border turns dotted
- Label changes to "Mitigated"
Broken zones (price fully closes beyond the opposite side) are automatically deleted.
4. Zone Lifecycle Management
- Active Zone: Strong color fill (green for demand, red for supply) with solid border.
- Mitigated Zone: Faded color, dotted border โ indicates partial fill or reduced strength.
- Broken Zone: Automatically removed from chart to reduce clutter.
Old zones are also pruned when exceeding 450 total to maintain performance.
5. Smart Visibility Engine (Optional)
When enabled:
- All zones are initially hidden.
- Only the closest relevant zones are shown:
- Up to user-defined limit (default 10) highest bullish zones (closest below price)
- Up to user-defined limit (default 10) lowest bearish zones (closest above price)
- Visible zones are automatically extended to the right and styled appropriately.
This keeps the chart clean while highlighting the most actionable zones near current price.
6. Visual Elements
- Demand Zones: Green fill, labeled "OB Demand"
- Supply Zones: Red fill, labeled "OB Supply"
- Tiny text size to minimize chart clutter
- Zones drawn as boxes using bar_index positioning
How to Use
Order Blocks represent areas of price inefficiency where smart money likely entered/exited positions aggressively.
- Demand Zones (Green): Potential long entry areas when price returns. Expect buying pressure to defend these levels. Best setups when price retests an active (non-mitigated) zone.
- Supply Zones (Red): Potential short entry areas when price returns. Expect selling pressure to emerge.
- Mitigated Zones: Lower probability โ may act as weaker support/resistance.
- Smart Visibility: Highly recommended for cleaner charts. Focuses attention on zones most likely to be tested soon.
- Combine with:
- Break of Structure (BOS)/Change of Character (CHOCH)
- Liquidity grabs
- Higher timeframe confluence
- Volume or momentum confirmation
Use higher FVG threshold (e.g., 0.8โ1.0) for fewer, higher-quality zones. Lower threshold for more aggressive detection.
Disclaimer
This indicator is a technical analysis tool and should be used in conjunction with other forms of analysis. Past performance does not guarantee future results. Always use proper risk management.
