Previous 5 Days OHLC + Dates + PricesTitle: Previous 5 Days OHLC Levels (Extended Lines + Labels)
Description:
This indicator automatically plots the Open, High, Low, and Close (OHLC) levels for the previous 5 trading days. Unlike standard daily separators, this tool extends the lines from their historical origin all the way to the current price bar, allowing traders to instantly see how current price action interacts with recent support and resistance levels.
Key Features:
5-Day Lookback: Automatically fetches and plots OHLC data for the last 5 trading sessions.
Extended Lines: Lines extend to the current bar (Right) to visualize immediate Support/Resistance zones.
Smart Labels: Each line is marked with the Day Name, Date, Type (O/H/L/C), and the Exact Price.
Customizable Positioning: Choose to display labels on the Left (start of the day) or the Right (next to current price) to keep your chart clean.
Toggle Visibility: Individually turn on/off Opens, Closes, Highs, or Lows to focus on the data that matters to your strategy.
How to Use:
Trend Analysis: Use previous Highs and Lows to identify potential breakout or breakdown levels.
Range Trading: Identify where price previously opened or closed to find intraday pivots.
Clean Charting: Use the settings to hide labels or specific lines (e.g., hide Opens/Closes to see only the Daily Range).
Settings:
Label Position: Switch between "Left" (historical origin) and "Right" (current price).
Visibility: Checkboxes to show/hide Open, High, Low, Close, and Text Labels.
Style: Fully customizable colors for each level type.
Technical Note: This script is optimized for performance (Pine Script v6). It uses array management and executes drawing logic only on the last bar to minimize resource usage while maintaining real-time accuracy.
Search in scripts for "support resistance"
Structure Analysis + Hammer Alert# Structure Resistance + Hammer Alert
## 📊 Indicator Overview
This indicator integrates Structure Breakout Analysis with Candlestick Pattern Recognition, helping traders identify market trend reversal points and strong momentum signals. Through visual markers and background colors, you can quickly grasp the bullish/bearish market structure.
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## 🎯 Core Features
### 1️⃣ Structure Resistance System
- Auto-plot Previous High/Low: Automatically marks key support/resistance based on pivot points
- Structure Breakout Detection: Shows "BULL" when price breaks above previous high, "BEAR" when breaking below previous low
- Trend Background Color: Green background for bullish structure, red background for bearish structure
### 2️⃣ Bullish Momentum Candles (Hammer Patterns)
Detects candles with long lower shadows, indicating strong buying pressure at lows:
- 💪Strong Bull (Bullish Hammer): Green marker, bullish close with significant lower shadow
- 💪Weak Bull (Bearish Hammer): Teal marker, bearish close but strong lower shadow
### 3️⃣ Bearish Momentum Candles (Inverted Hammer/Shooting Star)
Detects candles with long upper shadows, indicating strong selling pressure at highs:
- 💪Weak Bear (Bullish Inverted Hammer): Orange marker, bullish close but significant upper shadow
- 💪Strong Bear (Shooting Star): Red marker, bearish close with significant upper shadow
### 4️⃣ Smart Marker Sizing
Markers automatically adjust size based on current trend:
- With-Trend Signals: Larger markers (e.g., hammer in bullish trend)
- Counter-Trend Signals: Smaller markers (e.g., shooting star in bullish trend)
- Neutral Trend: Medium-sized markers
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## ⚙️ Parameter Settings
### Structure Resistance Parameters
- Swing Length: Default 5, higher values = clearer structure but fewer signals
- Show Lines/Labels: Toggle on/off options
### Bullish Momentum (Hammer) Parameters
- Lower Shadow/Body Ratio: Default 2.0, lower shadow must be 2x body size
- Upper Shadow/Body Ratio Limit: Default 0.2, upper shadow cannot be too long
- Body Position Ratio: Default 2.0, ensures body is at the top of candle
### Bearish Momentum (Inverted Hammer) Parameters
- Upper Shadow/Body Ratio: Default 2.0, upper shadow must be 2x body size
- Lower Shadow/Body Ratio Limit: Default 0.2, lower shadow cannot be too long
- Body Position Ratio: Default 2.0, ensures body is at the bottom of candle
### Filter & Display Settings
- Minimum Body Size: Filters out doji-like candles with tiny bodies
- Pattern Type Toggles: Show/hide different pattern types individually
- Background Transparency: Adjust background color intensity (higher = more transparent)
- Label Distance: Adjust marker distance from candles
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## 📈 Usage Guidelines
### Trading Signal Interpretation
**Long Signals (Strongest to Weakest):**
1. Bullish Structure + Bullish Hammer (💪Strong Bull) → Strongest long signal
2. Bullish Structure + Bearish Hammer (💪Weak Bull) → Secondary long signal
3. Bearish Structure + Hammer → Potential reversal signal
**Short Signals (Strongest to Weakest):**
1. Bearish Structure + Shooting Star (💪Strong Bear) → Strongest short signal
2. Bearish Structure + Bullish Inverted Hammer (💪Weak Bear) → Secondary short signal
3. Bullish Structure + Shooting Star → Potential reversal signal
### Practical Tips
✅ Trend Following: Prioritize large marker signals (aligned with trend)
✅ Structure Confirmation: Wait for structure breakout before entry to avoid false breaks
✅ Multiple Timeframes: Confirm trend direction with higher timeframes
⚠️ Counter-Trend Caution: Small marker signals (counter-trend) require stricter risk management
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## 🔔 Alert Setup
This indicator provides 9 alert conditions:
- Individual Patterns: Bullish Hammer, Bearish Hammer, Bullish Inverted Hammer, Shooting Star
- Combined Signals: Bullish Momentum, Bearish Momentum, Bull/Bear Momentum
- Structure Breakouts: Bullish Structure Break, Bearish Structure Break
---
## 💡 FAQ
**Q: Why do hammers sometimes appear without markers?**
A: Check "Minimum Body Size" setting - the candle body may be too small and filtered out
**Q: Too many or too few markers?**
A: Adjust "Lower Shadow/Body Ratio" or "Upper Shadow/Body Ratio" parameters - higher ratios = stricter conditions
**Q: How to see only the strongest signals?**
A: Disable "Bearish Hammer" and "Bullish Inverted Hammer", keep only "Bullish Hammer" and "Shooting Star"
**Q: Can it be used on all timeframes?**
A: Yes, but recommended for 15-minute and higher timeframes - shorter timeframes have more noise
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## 📝 Disclaimer
⚠️ This indicator is a supplementary tool and should be used with other technical analysis methods
⚠️ Past performance does not guarantee future results - always practice proper risk management
⚠️ Recommended to test on demo account before live trading
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**Version:** Pine Script v6
**Applicable Markets:** Stocks, Futures, Cryptocurrencies, and all markets
Linear Trajectory & Volume StructureThe Linear Trajectory & Volume Structure indicator is a comprehensive trend-following system designed to identify market direction, volatility-adjusted channels, and high-probability entry points. Unlike standard Moving Averages, this tool utilizes Linear Regression logic to calculate the "best fit" trajectory of price, encased within volatility bands (ATR) to filter out market noise.
It integrates three core analytical components into a single interface:
Trend Engine: A Linear Regression Curve to determine the mean trajectory.
Volume Verification: Filters signals to ensure price movement is backed by market participation.
Market Structure: Identifies previous high-volume supply and demand zones for support and resistance analysis.
2. Core Components and Logic
The Trajectory Engine
The backbone of the system is a Linear Regression calculation. This statistical method fits a straight line through recent price data points to determine the current slope and direction.
The Baseline: Represents the "fair value" or mean trajectory of the asset.
The Cloud: Calculated using Average True Range (ATR). It expands during high volatility and contracts during consolidation.
Trend Definition:
Bullish: Price breaks above the Upper Deviation Band.
Bearish: Price breaks below the Lower Deviation Band.
Neutral/Chop: Price remains inside the cloud.
Smart Volume Filter
The indicator includes a toggleable volume filter. When enabled, the script calculates a Simple Moving Average (SMA) of the volume.
High Volume: Current volume is greater than the Volume SMA.
Signal Validation: Reversal signals and structure zones are only generated if High Volume is present, reducing the likelihood of trading false breakouts on low liquidity.
Volume Structure (Smart Liquidity)
The script automatically plots Support (Demand) and Resistance (Supply) boxes based on pivot points.
Creation: A box is drawn only if a pivot high or low is formed with High Volume (if the volume filter is active).
Mitigation: The boxes extend to the right. If price breaks through a zone, the box turns gray to indicate the level has been breached.
3. Signal Guide
Trend Reversals (Buy/Sell Labels)
These are the primary signals indicating a potential change in the macro trend.
BUY Signal: Appears when price closes above the upper volatility band after previously being in a downtrend.
SELL Signal: Appears when price closes below the lower volatility band after previously being in an uptrend.
Pullbacks (Small Circles)
These are continuation signals, useful for adding to positions or entering an existing trend.
Long Pullback: The trend is Bullish, but price dips momentarily below the baseline (into the "discount" area) and closes back above it.
Short Pullback: The trend is Bearish, but price rallies momentarily above the baseline (into the "premium" area) and closes back below it.
4. Configuration and Settings
Trend Engine Settings
Trajectory Length: The lookback period for the Linear Regression. This is the most critical setting for tuning sensitivity.
Channel Multiplier: Controls the width of the cloud.
1.0: Aggressive. Results in narrower bands and earlier signals, but more false positives.
1.5: Balanced (Default).
2.0+: Conservative. Creates a wide channel, filtering out significant noise but delaying entry signals.
Signal Logic
Show Trend Reversals: Toggles the main Buy/Sell labels.
Show Pullbacks: Toggles the re-entry circle signals.
Smart Volume Filter: If checked, signals require above-average volume. Unchecking this yields more signals but removes the volume confirmation requirement.
Volume Structure
Show Smart Liquidity: Toggles the Support/Resistance boxes.
Structure Lookback: Defines how many bars constitute a pivot. Higher numbers identify only major market structures.
Max Active Zones: Limits the number of boxes on the chart to prevent clutter.
5. Timeframe Optimization Guide
To maximize the effectiveness of the Linear Trajectory, you must adjust the Trajectory Length input based on your trading style and timeframe.
Scalping (1-Minute to 5-Minute Charts)
Recommended Length: 20 to 30
Multiplier: 1.2 to 1.5
Logic: Fast-moving markets require a shorter lookback to react quickly to micro-trend changes.
Day Trading (15-Minute to 1-Hour Charts)
Recommended Length: 55 (Default)
Multiplier: 1.5
Logic: A balance between responsiveness and noise filtering. The default setting of 55 is standard for identifying intraday sessions.
Swing Trading (4-Hour to Daily Charts)
Recommended Length: 89 to 100
Multiplier: 1.8 to 2.0
Logic: Swing trading requires filtering out intraday noise. A longer length ensures you stay in the trade during minor retracements.
6. Dashboard (HUD) Interpretation
The Head-Up Display (HUD) provides a summary of the current market state without needing to analyze the chart visually.
Bias: Displays the current trend direction (BULLISH or BEARISH).
Momentum:
ACCELERATING: Price is moving away from the baseline (strong trend).
WEAKENING: Price is compressing toward the baseline (potential consolidation or reversal).
Volume: Indicates if the current candle's volume is HIGH or LOW relative to the average.
Disclaimer
*Trading cryptocurrencies, stocks, forex, and other financial instruments involves a high level of risk and may not be suitable for all investors. This indicator is a technical analysis tool provided for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a guarantee of profit. Past performance of any trading system or methodology is not necessarily indicative of future results.
Advanced ICC Multi-Timeframe 1.0Advanced ICC Multi-Timeframe Trading System
A comprehensive implementation and interpretation of the Indication, Correction, Continuation (ICC) trading methodology made popular by Trades by Sci, enhanced with advanced multi-timeframe analysis and automation features.
⚠️ CRITICAL TRADING WARNINGS:
DO NOT blindly follow BUY/SELL signals from this indicator
This indicator shows potential entry points but YOU must validate each trade
PAPER TRADE EXTENSIVELY before risking real capital
BACKTEST THOROUGHLY on your chosen instruments and timeframes
The ICC methodology requires understanding and discretion - automated signals are guidance only
This tool aids analysis but does not replace proper trade planning, risk management, or trader judgment
⚠️ Important Disclaimers:
This indicator is not endorsed by or affiliated with Trades by Sci
This is an early implementation and interpretation of the ICC methodology
May not work exactly as Trades by Sci executes his trades and entries
Requires further debugging, backtesting, and real-world validation
Completely free to use - no purchase required
I'm just one person obsessed with this method and wanted some better visualization of the chart/entries
About ICC:
The ICC method identifies complete market cycles through three phases: Indication (breakout), Correction (pullback), and Continuation (entry). This indicator automates the identification of these phases and adds powerful features for modern traders.
Key Features:
Multi-Timeframe Capabilities:
Automatic timeframe detection with optimized settings for 5m, 15m, 30m, 1H, 4H, and Daily charts
Higher timeframe overlay to view HTF ICC levels on lower timeframe charts for precise entry timing
Smart defaults that adjust swing length and consolidation detection based on your timeframe
Advanced Phase Tracking:
Complete ICC cycle tracking: Indication, Correction, Consolidation, Continuation, and No Setup phases
Live structure detection shows potential peaks/troughs before full confirmation
Intelligent invalidation logic detects failed setups when market structure reverses
Dynamic phase backgrounds for instant visual confirmation
Three Types of Entry Signals:
Traditional Entries - Price crosses back through the original indication level (strongest signals)
"BUY" (green) / "SELL" (red)
Breakout Entries - Price breaks out of consolidation range in the same direction
"BUY" (green) / "SELL" (red)
Reversal Entries (Optional, can be toggled off) - Price breaks consolidation in opposite direction, indicating failed setup
"⚠ BUY" (yellow) / "⚠ SELL" (orange)
More aggressive, counter-trend signals
Can be disabled for more conservative trading
Professional Features:
Volatility-based support/resistance zones (ATR-adjusted) that adapt to market conditions
Historical zone tracking (0-3 configurable) with visual hierarchy
Comprehensive real-time info table displaying all key metrics
Full alert system for entries, indications, and consolidation detection
Visual distinction between high-confidence trend entries and cautionary reversal entries
📖 USAGE GUIDE
Entry Signal Types:
The indicator provides three types of entry signals with visual distinction:
Strong Entries (High Confidence):
"BUY" (bright green) / "SELL" (bright red)
Includes traditional entries (crossing back through indication level) and breakout entries (breaking consolidation in trend direction)
These are trend continuation or breakout signals with higher probability
Recommended for all traders
Reversal Entries (Caution - Counter-Trend):
"⚠ BUY" (yellow) / "⚠ SELL" (orange)
Triggered when price breaks out of correction/consolidation in the OPPOSITE direction
Indicates a failed setup and potential trend reversal
More aggressive, counter-trend plays
Can be toggled off in settings for more conservative trading
Recommended only for experienced traders or after thorough backtesting
Swing Length Settings:
The swing length determines how many bars on each side are needed to confirm a swing high/low. This is the most important setting for tuning the indicator to your style.
Auto Mode (Recommended for beginners): Toggle "Use Auto Timeframe Settings" ON
5-minute: 30 bars
15-minute: 20 bars
30-minute: 12 bars
1-hour: 7 bars
4-hour: 5 bars
Daily: 3 bars
Manual Mode: Toggle "Use Auto Timeframe Settings" OFF
Lower values (3-7): More aggressive, detects smaller swings
Pros: More signals, faster entries, catches smaller moves
Cons: More noise, more false signals, requires tighter stops
Best for: Scalping, active day trading, volatile markets
Higher values (12-20): More conservative, only major swings
Pros: More reliable signals, fewer false breakouts, clearer structure
Cons: Fewer signals, delayed entries, might miss smaller opportunities
Best for: Swing trading, position trading, trending markets
Default Manual Setting: 7 bars (balanced for 1H charts)
Minimum: 3 bars
Consolidation Bars Setting:
Determines how many bars without new structure are needed before flagging consolidation.
Lower values (3-10): Faster detection, catches brief pauses, more sensitive
Best for: Lower timeframes, volatile markets, avoiding any chop
Higher values (20-40): More reliable, only flags true extended consolidation
Best for: Higher timeframes, trending markets, patient traders
Current defaults scale with timeframe (more bars needed on shorter timeframes)
Historical S/R Zones:
Shows previous support and resistance levels to provide context.
Default: 2 historical zones (shows current + 2 previous)
Range: 0-3 zones
Visual Hierarchy: Older zones are more transparent with dashed borders
Usage: Higher numbers (2-3) show more historical context but can clutter the chart. Start with 2 and adjust based on your preference.
Live Structure Feature (Yellow Warning ⚠):
Provides early warning of potential structure changes before full confirmation.
What it does: Detects potential swing highs/lows after just 2 bars instead of waiting for full swing_length confirmation
Live Peak: Shows when a high is followed by 2 lower closes (potential top forming)
Live Trough: Shows when a low is followed by 2 higher closes (potential bottom forming)
Important: These are UNCONFIRMED - they may be invalidated if price reverses
Use case: Get early awareness of potential reversals while waiting for confirmation
Displayed in: Info table only (no visual markers on chart to reduce clutter)
Only shows: Peaks higher than last swing high, or troughs lower than last swing low (filters out noise)
Higher Timeframe (HTF) Analysis:
View higher timeframe ICC structure while trading on lower timeframes.
How to enable: Toggle "Show Higher Timeframe ICC" ON
Setup: Set "Higher Timeframe" to your reference timeframe
Example: Trading on 15-minute? Set HTF to 240 (4-hour) or 60 (1-hour)
Example: Trading on 5-minute? Set HTF to 60 (1-hour) or 15 (15-minute)
What it shows:
HTF indication levels displayed as dashed lines
Blue = HTF Bullish Indication
Purple = HTF Bearish Indication
HTF phase and levels shown in info table
Trading workflow:
Check HTF phase for overall market direction
Wait for HTF correction phase
Drop to lower timeframe to find precise entries
Enter when lower TF shows continuation in alignment with HTF
Best practice: HTF should be 3-4x your trading timeframe for best results
Reversal Entries Toggle:
Default: ON (shows all signal types)
Toggle OFF for more conservative trading (only trend continuation signals)
Recommended: Backtest with both settings to see which works better for your style
New traders should consider disabling reversal entries initially
Volatility-Based Zones:
When enabled, support/resistance zones automatically adjust their height based on ATR (Average True Range).
More volatile = wider zones
Less volatile = tighter zones
Toggle OFF for fixed-width zones
Community Feedback Welcome:
This is an evolving project and your input is valuable! Please share:
Bug reports and issues you encounter
Feature requests and suggestions for improvement
Results from your backtesting and live trading experience
Feedback on the reversal entry feature (too aggressive? working well?)
Ideas for better aligning with the ICC methodology
Perfect for traders learning or implementing the ICC methodology with the benefit of modern automation, multi-timeframe analysis, and flexible entry signal options.
STRAT - MTF Dashboard + FTFC + Reversals v2.7# STRAT Indicator - Complete Description
## Overview
A comprehensive multi-timeframe STRAT trading system indicator that combines market structure analysis, flip levels, Full Timeframe Continuity (FTFC), and reversal pattern detection across 12 timeframes.
## Core Features
### 1. **Multi-Timeframe STRAT Dashboard**
- Displays STRAT combos (1, 2u, 2d, 3) across 12 timeframes: 1m, 5m, 15m, 30m, 1H, 4H, 12H, Daily, Weekly, Monthly, Quarterly, Yearly
- Color-coded directional bias (green/red/doji)
- Inside bars (●) and Outside bars (●) highlighted
- Current timeframe marked with ★
### 2. **HTF Flip Levels with Smart Grouping**
- Displays higher timeframe (HTF) flip levels (open prices) as labels on the right side
- Automatically groups multiple timeframes at the same price level (e.g., "★ 1H/4H/D")
- Current timeframe flip level always displayed with ★ marker
- Color-coded: Green (above price) / Red (below price)
### 3. **Full Timeframe Continuity (FTFC)**
- User-selectable 4 timeframes for FTFC analysis (default: D, W, M, Q)
- Green line: FTFC Up (highest open of 4 timeframes)
- Red line: FTFC Down (lowest open of 4 timeframes)
- Identifies when price is above/below all 4 timeframe opens
### 4. **Hammer & Shooting Star Detection**
- **Hammer Pattern**: Long lower wick (≥2x body), small upper wick, signals potential bottom reversal
- **Shooting Star Pattern**: Long upper wick (≥2x body), small lower wick, signals potential top reversal
- Scans last 100 bars (adjustable) and marks ALL historical patterns
- Chart markers: 🔨 (Hammer) below bars, 🔻 (Shooting Star) above bars
- Dashboard column shows reversal patterns for each timeframe
- Adjustable wick-to-body ratio sensitivity (1.5 to 5.0)
### 5. **Debug Tables**
- **FTFC Debug**: Shows close vs. 4 timeframe opens, confirms all-green/all-red conditions
- **Reversal Debug**: Real-time analysis of current bar - body size, wick measurements, ratios, and pattern qualification
## Settings
### Display Settings
- Dashboard position (9 options: top-left to bottom-right)
- Dashboard text size (tiny to huge)
- Label offset and text size
- Toggle individual features on/off
### FTFC Settings
- Select 4 custom timeframes for continuity analysis
- Default: Daily, Weekly, Monthly, Quarterly
### Reversal Settings
- **Wick to Body Ratio**: Sensitivity for pattern detection (default 2.0)
- **Lookback Bars**: How many historical bars to scan (default 100, max 500)
- Show/hide reversal markers on chart
- Show/hide reversal debug table
## Use Cases
1. **Momentum Trading**: Identify STRAT setups (2-2, 2-1-2 reversals, 3-bar plays) across multiple timeframes
2. **Swing Trading**: Use HTF flip levels as support/resistance and FTFC for trend confirmation
3. **Reversal Trading**: Catch hammer/shooting star patterns at key levels for counter-trend entries
4. **Multi-Timeframe Analysis**: Confirm alignment across timeframes before entering trades
## How to Use
### For STRAT Traders
- Look for 2-1-2 reversal setups in the dashboard
- Watch for inside bars (●) at HTF flip levels for breakout trades
- Use outside bars (●) to identify potential volatility expansion
### For Reversal Traders
- 🔨 Hammers after downtrends = potential long entries
- 🔻 Shooting stars after uptrends = potential short entries
- Combine with HTF flip levels for high-probability setups
### For Trend Followers
- FTFC green line above = bullish structure
- FTFC red line below = bearish structure
- Enter when price breaks and holds above/below FTFC levels
## Visual Elements
- **Green Labels**: HTF flip levels above current price (resistance)
- **Red Labels**: HTF flip levels below current price (support)
- **Lime Line**: FTFC Up (highest timeframe open)
- **Red Line**: FTFC Down (lowest timeframe open)
- **🔨 Icon**: Hammer pattern (potential reversal up)
- **🔻 Icon**: Shooting Star pattern (potential reversal down)
- **★ Symbol**: Current timeframe or multiple timeframes grouped
## Performance Notes
This indicator performs 12 multi-timeframe security calls and may take 15-30 seconds to calculate on initial load. This is normal for comprehensive MTF analysis.
## Version
v2.7 - Simplified reversal detection, current TF labeling, optimized performance
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**Perfect for**: STRAT traders, multi-timeframe analysts, reversal pattern traders, swing traders looking for high-probability setups with confluence across timeframes.
OBV + WaveTrend Volume Scalper [GratefulFutures]This script is a combination script of three different strategies that provides buy and sell signals based on the change of volume with momentum confirmations.
Sources used:
This script relies on the outstanding scripts of the great script writer LazyBear: LazyBear
The following scripts were used in this publication:
1. A modified "On-Balance Volume Oscillator" modified from LazyBear's original script:
2. Wavetrend Oscillator with crosses, Author: LazyBear
3. Squeeze Momentum Oscillator, Author: LazyBear
This script functions based on the following criteria being true:
1. On balance volume oscillator turning from negative to positive (buy) or positive to negative (sell)
2. Squeeze Momentum value is increasing (buy) or decreasing (sell)
3. Wavetrend 1 (wt1) is greater than wavetrend 2 (wt2) (buy)/ Wavetrend 1 (wt1) is less than wavetrend 2 (wt2) (sell)
By combining these factors the indicator is able to signal exactly when net buying turns to net selling (OBV) and when this change is most advantageous to continue based on the momentum and price action of the underlying asset (SQMOMO and Wavetrend).
This allows you to pair volume and price action for a powerful tool to identify where price will reverse or continue providing exceptional entries for short term trades, especially when combined with other aspects such as support and resistance, or volume profile.
How to use:
Simply adjust the settings to your preference and read the given signals as generated.
Settings
There are multiple ways to tune the signals generated. It is set standard for my preferred use on a 1 minute chart.
OBV Oscillator Settings
The first 4 dropdowns in the Inputs section tune the On Balance Volume Oscillator (OBVO) portion of the indicator. You can choose if you want it to calculate based on close, open, high, low, or other value.
The most impactful in the entire settings is going to be the length and smoothing of the OBVO EMA. Making this number lower increasing the sensitivity to changes in volume, making the signals come quicker but is more susceptible to quick fluctuations. A value of between (5-20) is reasonable for the OBVO EMA length. There is a separate smoothing factor titled OBV Smoothing Length and below that, OBV Smoothing Type , a value of (2) is standard with "SMA" for smoothing type with a value of between 2-10 being reasonable. You may also play with these values to see what you like for your trading style.
Wavetrend Settings
The next 3 options are to modify the wavetrend portion of the indicator. I do not modify these from standard, and feel that they work appropriately on all time frames at the following values: n1 length (10), n2 length (20), Wavetrend Signal SMA length (4)
Squeeze Momentum Settings
The following 5 options through the end modify the Squeeze momentum portion of the indicator. The only one that modifies the signals generated is the KC Length , Making this number lower increasing the sensitivity to changes in price action, making the signals come quicker but is more susceptible to quick fluctuations. A value of between (18-25) is reasonable for KC Length .
Style Setting
You may select if you want to see the buy and sell signals. The following 5 options Raw OBV Osc through Squeeze Momentum allow you to see where each specific requirement was met, posted as a vertical line, but for live use it is recommended to turn all of these vertical lines off and only use the buy and sell signals.
Time Frames:
While this script is most effective on shorter time frames (1 minute for scalping and daytrading) it is also viable to use it on longer timeframes, due to the nature of its components being independent of time frame.
Examples of use - (Green and red vertical lines are for visualization purpose and are not part of the script)
SPY 1 Minute (Factory Settings):
SPX 15 minutes (Factory Settings):
Considerations
This script is meant primarily for short term trading, trades on the basis of seconds to minutes primarily. While they can be a good indication of volume lining up with momentum, it is always wise to use them in combination with other factors such as support, resistance, market structure, volume levels, or the many other techniques out there...
As Always... Happy Trading.
-Not_A_Mad_Scientist (GreatfulFutures Trade University)
Institutional Moving Averages (50/100/200)A streamlined Moving Average suite designed for institutional-style trend analysis. This indicator plots the three most critical trend baselines used by traders and funds:
50 MA (Blue): Short-term trend and momentum.
100 MA (Orange): Medium-term support/resistance.
200 MA (Purple): Long-term trend definition (Bull/Bear line).
Features:
Fully Customizable: Switch between SMA, EMA, WMA, RMA, or HMA.
Clean Visuals: Optimized colors for dark and light themes.
Native Performance: Uses standard TradingView plotting for maximum speed and compatibility with the "Style" tab visibility settings.
Trend Follow Line Point📌 Trend Follow Line Point
The Trend Follow Line Point indicator removes the confusing, repainting-based swing connections commonly found in traditional swing tools.
It maintains consistent swing-point calculation, keeps structural swing lines intact even when trend lines are broken, and integrates market structure + trend + volatility + volume into one intuitive, visual indicator.
This tool is designed for:
Trend Following
Swing Structure Analysis
Volatility-Based Entry & Exit
Market Strength Evaluation
📊 Component Explanation
🔹 1. Swing High / Swing Low Detection
Based on the user-defined sensitivity (swgLen):
A Swing High forms when the current high exceeds the previous swgLen highs.
A Swing Low forms when the current low falls below the previous swgLen lows.
🔹 2. Swing-Based Structure Lines
Connect Swing Highs → Structural visualization
Connect Swing Lows → Structural visualization
These lines reveal the underlying market structure without repainting or disappearing unexpectedly.
🔹 3. Dynamic ATR + Volume Weighting
ATR values combined with the volume ratio (vol / volMA) create a dynamic volatility channel that reflects real-time market pressure.
🔹 4. Enhanced SuperTrend Calculation
Uses ATR-based stability to produce more realistic and smoother trend lines, reducing noise and improving signal clarity.
🔹 5. Trend Color Mapping
Up Trend → User-selected color
Down Trend → User-selected color
Visual trend direction and strength can be identified immediately.
🧭 How to Use
When Swing Highs/Lows are detected, structure lines are automatically drawn between previous swings.
Use these lines to evaluate support/resistance breaks and overall structural direction.
Manage risk with volatility guidance:
Higher ATR (volume-weighted) → wider trend spacing → increased risk
Lower ATR → tighter spacing → reduced risk
This helps with position sizing, entry timing, and exit decisions.
+
Rakesh's Ultimate Trading SystemKey Features:
1. Multi-Confirmation System
5 total signals working together:
MTF Supertrend (Monthly + Weekly + Daily alignment)
Ichimoku Cloud (Price vs Cloud + Tenkan/Kijun cross)
Gann HiLo Activator (Trend direction)
Darvas Box (Breakout/Breakdown)
Current timeframe Supertrend
2. Smart Signal Generation
You set minimum confirmations (1-5) needed for a signal
STRONG BUY = When X out of 5 indicators confirm bullish
STRONG SELL = When X out of 5 indicators confirm bearish
Shows confirmation count on each signal label (e.g., "4/5")
3. Comprehensive Dashboard
Shows real-time status of:
✓ Each indicator's current signal
✓ Overall market direction
✓ Bullish vs Bearish confirmation count
✓ Color-coded for quick decision making
4. All Indicators Plotted
Ichimoku Cloud - Green/Red cloud with Tenkan/Kijun lines
Gann HiLo - Dynamic support/resistance line
Darvas Box - Top and bottom box levels
Background colors - Show breakouts and overall trend
5. Built-in Alerts
Automatic alerts when strong buy/sell signals trigger
Shows how many confirmations fired
How to Use:
Conservative Trading (Recommended):
Set "Minimum Confirmations" to 4 or 5
Only trade when almost all indicators align
Fewer signals but higher probability
Moderate Trading:
Set to 3 confirmations
Balanced approach - good signals, not too rare
Aggressive Trading:
Set to 2 confirmations
More signals but require your own filtering
Customization Options:
All indicators can be toggled on/off:
Show/hide individual Supertrend timeframes
Show/hide Ichimoku Cloud
Show/hide Gann HiLo
Show/hide Darvas Box
Show/hide Dashboard
Adjustable parameters for each indicator:
Supertrend: ATR period, Factor
Ichimoku: Tenkan, Kijun, Senkou periods
Gann: HiLo period
Darvas: Box length
Trading Strategy Examples:
1. Ultra-Safe Entry:
Wait for 5/5 confirmations
Enter on next candle
Use Gann line as stop-loss
2. Breakout Trading:
Watch for Darvas Box breakout
Confirm with 3+ other indicators
Ride the trend
3. Trend Following:
MTF Supertrend shows main trend
Use Ichimoku cloud for support/resistance
Enter on Gann/Darvas confirmations
This is a professional-grade system, Rakesh! It filters out false signals by requiring multiple confirmations. Much more refined than single-indicator systems! 🚀
Want me to adjust anything or add more features?Ris this also for tradingviewYes, absolutely! This is 100% for TradingView, just like the first one!
How to Add This to TradingView:
Same steps as before:
Copy the code from the artifact above
Go to TradingView.com
Open Pine Editor (bottom of chart)
Click "Open" → "New blank indicator"
Paste the code
Click "Save" and name it (e.g., "Advanced MTF System")
Click "Add to Chart"
What You'll See on Your Chart:
✅ Ichimoku Cloud - Green/Red cloud visualization
✅ Gann HiLo Line - Green when bullish, Red when bearish
✅ Darvas Box - Box top and bottom levels
✅ Buy/Sell Labels - "STRONG BUY 4/5" or "STRONG SELL 3/5"
✅ Dashboard Table - Top right corner showing all indicator statuses
✅ Background colors - Subtle green/red when strong signals appear
It Works With:
✅ Stocks (NSE, BSE, US markets)
✅ Forex
✅ Crypto
✅ Commodities
✅ Indices (Nifty, Bank Nifty, etc.)
Settings Panel:
When you add it to chart, click the ⚙️ settings icon to customize:
Toggle indicators on/off
Adjust minimum confirmations (2, 3, 4, or 5)
Fine-tune each indicator's parameters
Asia & London Session Boxes (NY Time) + 4H SwingsAsia & London Session Boxes + 4H Swings
Description
A multi-timeframe session analysis tool designed for forex and futures traders operating on NY time. This indicator visualizes major trading sessions with automatic high/low range boxes while simultaneously tracking 4-hour swing levels, giving you a complete picture of institutional trading activity and key price levels.
How It Works
Session Boxes (NY Time Zone)
Asia Session (20:00 – 00:00 NY): Blue-shaded box marking the complete range from open to close
London Session (02:00 – 06:00 NY): Yellow-shaded box capturing the high-volatility London open
Each session box automatically records the highest high and lowest low during that timeframe, providing instant reference for session extremes and potential supply/demand zones.
4-Hour Swing Levels
Detects swing highs and lows on a 30-minute timeframe for ultra-responsive level identification
Red lines: Swing highs (resistance levels)
Green lines: Swing lows (support levels)
Lines extend to the right for continuous monitoring
Auto-removes touched levels: When price breaches a swing, it automatically deletes that level to keep your chart clean and focused on active levels
Key Features
Session-Based Trading Analysis: Identify which session created important price levels and ranges
Multi-Timeframe Architecture: Analyzes 30-minute swings while tracking 4-hour patterns on your current chart
Smart Level Cleanup: Touched swings automatically remove themselves, eliminating clutter
NY Time Conversion: All times automatically adjust to your NY timezone for consistency
Institutional Perspective: View exactly where institutions are trading during major session hours
Zero Lag Detection: Real-time identification of swing extremes
Ideal For
Forex traders (especially EUR/USD, GBP/USD) targeting session breakouts
Scalpers and swing traders needing precise support/resistance levels
Market structure traders analyzing institutional price action
Session traders looking to trade Asia/London opens
1-minute to 4-hour timeframe charts
Trading Applications
Trade Asia session breakouts into London
Identify liquidity zones from previous sessions
Detect swing extremes for entry/exit planning
Confirm trend direction using multi-session structure
Find support/resistance on intraday pullbacks
Default Settings Optimized For
NASDAQ futures and forex pairs
Scalping and short-term swing trading
NY timezone trading (automatically converts UTC-4)
30-minute swing detection for precise level identification
Simulateur Carnet d'Ordres & Liquidité [Sese] - Custom🔹 Indicator Name
Order Book & Liquidity Simulator - Custom
🔹 Concept and Functionality
This indicator is a technical analysis tool designed to visually simulate market depth (Order Book) and potential liquidity zones.
It is important to adhere to TradingView's transparency rules: This script does not access real Level 2 data (the actual exchange order book). Instead, it uses a deductive algorithm based on historical Price Action to estimate where Buy Limit (Bid) and Sell Limit (Ask) orders might be resting.
Methodology used by the script:
Pivot Detection: The indicator scans for significant Swing Highs and Swing Lows over a user-defined lookback period (Length).
Level Projection: These pivots are projected to the right as horizontal lines.
Red Lines (Ask): Represent potential resistance zones (sellers).
Blue Lines (Bid): Represent potential support zones (buyers).
Liquidity Management (Absorption): The script is dynamic. If the current price crosses a line, the indicator assumes the liquidity at that level has been consumed (orders filled). The line is then automatically deleted from the chart.
Density Profile (Right Side): Horizontal bars appear to the right of the current price. These approximate a "Time Price Opportunity" or Volume Profile, showing where the market has spent the most time recently.
🔹 User Manual (Settings)
Here is how to configure the inputs to match your trading style:
1. Detection Algorithm
Lookback Length (Candles): Determines the sensitivity of the pivots.
Low value (e.g., 10): Shows many lines (scalping/short term).
High value (e.g., 50): Shows only major structural levels (swing trading).
Volume Factor: (Technical note: In this specific code version, this variable is calculated but the lines are primarily drawn based on geometric pivots).
2. Visual Settings
Show Price Lines (Bid/Ask): Toggles the horizontal Support/Resistance lines on or off.
Show Volume Profile: Toggles the heatmap-style bars on the right side of the chart.
Extend Lines: If checked, untouched lines will extend to the right towards the current price bar.
3. Colors and Transparency Management
Customize the aesthetics to keep your chart clean:
Bid / Ask Colors: Choose your base colors (Default is Blue and Red).
Line Transparency (%): Crucial for chart visibility.
0% = Solid, bright colors.
80-90% = Very subtle, faint lines (recommended if you overlay this on other tools).
Text Size: Adjusts the size of the price labels ("BUY LIMIT" / "SELL LIMIT").
🔹 How to Read the Indicator
Rejections: Unbroken lines act as potential walls. Watch for price reaction when approaching a blue line (support) or red line (resistance).
Breakouts/Absorption: When a line disappears, it means the level has been breached. The market may then seek the next liquidity level (the next line).
Density (Right-side boxes): More opaque/visible boxes indicate a price zone "accepted" by the market (consolidation). Empty gaps suggest an imbalance where price might move through quickly.
⚠️ Disclaimer
This script is for educational and technical analysis purposes only. It is a simulation based on price history, not real-time order book data. Past performance is not indicative of future results. Trading involves risk.
Viprasol Elite Advanced Pattern Scanner# 🚀 Viprasol Elite Advanced Pattern Scanner
## Overview
The **Viprasol Elite Advanced Pattern Scanner** is a sophisticated technical analysis tool designed to identify high-probability double bottom (DISCOUNT) and double top (PREMIUM) patterns with unprecedented accuracy. Unlike basic pattern detectors, this elite scanner employs an AI-powered quality scoring system to filter out false signals and highlight only the most reliable trading opportunities.
## 🎯 Key Features
### Advanced Pattern Detection
- **DISCOUNT Patterns** (Double Bottoms): Identifies bullish reversal zones where price may bounce
- **PREMIUM Patterns** (Double Tops): Detects bearish reversal zones where price may decline
- Multi-point validation system (5-point structure)
- Symmetry analysis with customizable tolerance
### 🤖 AI Quality Scoring System
Each pattern receives a quality score (0-100) based on:
- **Symmetry Analysis** (32% weight): How closely the two bottoms/tops match
- **Trend Context** (22% weight): Strength of the preceding trend using ADX
- **Volume Profile** (22% weight): Volume confirmation at key points
- **Pattern Depth** (16% weight): Significance of the pattern's price range
- **Structure Quality** (16% weight): Overall pattern formation quality
Quality Grades:
- ⭐ **ELITE** (88-100): Highest probability setups
- ✨ **VERY STRONG** (77-87): Strong trade opportunities
- ✓ **STRONG** (67-76): Valid patterns with good potential
- ○ **VALID** (65-66): Acceptable patterns meeting minimum criteria
### 🎯 Intelligent Target System
Three target modes per pattern direction:
- **Conservative**: 0.618 Fibonacci extension (safer, closer targets)
- **Balanced**: 1.0 extension (moderate risk/reward)
- **Aggressive**: 1.618 extension (higher risk/reward)
Targets automatically adjust based on pattern quality score.
### 🔧 Advanced Filtering Options
- **Volatility Filter (ATR)**: Excludes patterns during extreme volatility
- **Momentum Filter (ADX)**: Ensures sufficient trend strength
- **Liquidity Filter (Volume)**: Confirms adequate trading volume
### 📊 Pattern Lifecycle Management
- Real-time neckline tracking with extension multiplier
- Pattern invalidation after extended wait period
- Breakout/breakdown confirmation
- Reversal detection (pattern failure scenarios)
- Target achievement tracking
### 🌈 Premium Visual System
- Color-coded quality levels
- Cyber-themed color scheme (Neon Green/Hot Pink/Purple/Cyan)
- Transparent fills for pattern zones
- Dynamic labels with pattern information
- Elite dashboard showing live pattern stats
## 📈 How To Use
### Basic Setup
1. Add indicator to your chart
2. Enable desired patterns (DISCOUNT and/or PREMIUM)
3. Adjust quality threshold (default: 65) - higher = fewer but better signals
4. Set your preferred target mode
### Trading DISCOUNT Patterns (Bullish)
1. Wait for pattern detection (labeled points 1-4)
2. Check quality score on dashboard
3. Entry on breakout above neckline (point 5)
4. Stop loss below the lowest bottom
5. Target shown automatically based on your mode
6. ⚠️ Watch for pattern failure (break below bottoms = SHORT signal)
### Trading PREMIUM Patterns (Bearish)
1. Wait for pattern detection (labeled points 1-4)
2. Check quality score on dashboard
3. Entry on breakdown below neckline (point 5)
4. Stop loss above the highest top
5. Target shown automatically based on your mode
6. ⚠️ Watch for pattern failure (break above tops = LONG signal)
## ⚙️ Input Settings Guide
### 🔍 Detection Engine
- **Left/Right Pivots**: Higher = fewer but cleaner patterns (default: 6/4)
- **Min Pattern Width**: Minimum bars between bottoms/tops (default: 12)
- **Symmetry Tolerance**: Max % difference allowed between levels (default: 1.8%)
- **Extension Multiplier**: How long to wait for breakout (default: 2.2x pattern width)
### ⭐ Quality AI
- **Min Quality Score**: Only show patterns above this score (default: 65)
- **Weight Distribution**: Customize what matters most (symmetry/trend/volume/depth/structure)
### 🔧 Filters
- **Volatility Filter**: Avoid choppy markets (recommended: ON)
- **Momentum Filter**: Ensure trend strength (recommended: ON)
- **Liquidity Filter**: Volume confirmation (recommended: ON)
### 💎 Target System
- Choose target aggression for each pattern type and direction
- Higher quality patterns get adjusted targets automatically
## 🎨 Visual Customization
- Adjust colors for DISCOUNT/PREMIUM patterns
- Set quality-based color coding
- Customize label sizes
- Toggle dashboard visibility and position
- Show/hide historical patterns
## 🚨 Alert System
Set up TradingView alerts for:
- 🚀 **LONG Signals**: DISCOUNT breakout, PREMIUM failure
- 📉 **SHORT Signals**: PREMIUM breakdown, DISCOUNT failure
- ✅ **Target Achievement**: When price hits your target
## 💡 Pro Tips
1. **Higher Timeframes = Better Signals**: Patterns on 4H, Daily, Weekly are more reliable
2. **Quality Over Quantity**: Focus on ELITE and VERY STRONG grades
3. **Combine with Trend**: DISCOUNT in uptrend, PREMIUM in downtrend = best results
4. **Watch Pattern Failures**: Failed patterns often provide strong counter-trend signals
5. **Adjust for Your Style**: Intraday traders use Conservative, swing traders use Aggressive
## 🔒 Pattern Invalidation
Patterns become invalid if:
- No breakout/breakdown within extension period
- Support/resistance levels are broken prematurely
- Pattern shown in faded colors = no longer active
## ⚠️ Risk Disclaimer
This indicator is a tool for technical analysis and does not guarantee profitable trades. Always:
- Use proper risk management
- Combine with other analysis methods
- Never risk more than you can afford to lose
- Past performance does not indicate future results
Volume Profile S/R + OB/OS + BreaksAs a support resistance trader I have created this indicator that shows SR lines. RSI over bought and over sold. I also added momentum candle.
It's easy to use. The arrows show over bought and over sold, that's where I start to be interested. Confirmation is if we are near a support/resistance area. shown as a red/green line.
Don't just trade the RSI, Be patient and only take the perfekt setups.
I't clean, it's simple it works.
DANCE WITH WOLVES VN ALL TO 1DANCE WITH WOLVES VN is a smart-money volume indicator designed for stocks and crypto.
Main features:
• logic to detect Distribution, No Demand, Absorption and Exhaustion.
• Automatically builds smart Support/Resistance zones from high-volume price leaders.
• Regression trend channel to see the short-term trend and trading range.
• Dashboard table that shows the top high/low price bars with buy/sell volume and group labels.
• Alert conditions for Breakout above resistance and At Support Area so you don’t need to watch the chart all the time.
You can use it on any symbol and timeframe. Just add the script to your chart and follow the zones (red = resistance, green = support) together with the P/L labels and the status line.
Vietnamese note: Indicator dùng volume + để vẽ vùng hỗ trợ/kháng cự thông minh, label phân phối / hấp thụ / cạn lực bán và kênh xu hướng. Dùng được cho cả stock và crypto. tot nhat dung khung 5 den 15 phut
The Trade Plan 9 & 15 EMA⭐ What Are EMAs?
An Exponential Moving Average (EMA) gives more weight to recent prices, making it more responsive than a simple moving average.
9-EMA = very fast, reacts quickly to price changes
15-EMA = slightly slower, smooths short-term noise
Together they help identify momentum shifts.
📈 How the 9/15 EMA Strategy Works
1. Buy Signal (Bullish Crossover)
You enter a long (buy) trade when:
➡ 9 EMA crosses above the 15 EMA
This suggests momentum is shifting upward and a new uptrend may be forming.
2. Sell Signal (Bearish Crossover)
You enter a short (sell) trade or exit long positions when:
➡ 9 EMA crosses below the 15 EMA
This suggests momentum is turning downward.
🔧 How Traders Typically Use It
Entry
Wait for a clear crossover.
Confirm with price closing on the same side of EMAs.
Some traders add confirmation using RSI, MACD, or support/resistance.
Exit
Several options:
Exit when the opposite crossover occurs.
Exit at predetermined risk-reward levels (e.g., 1:2).
Use trailing stop below/above EMAs.
👍 Strengths
Easy to follow
Good for fast-moving markets
Works well on trending markets
Minimal indicators needed
👎 Weaknesses
Whipsaws in sideways markets
Many false signals on very low timeframes
Works best with additional filters
🕒 Common Timeframes
Scalping: 1m, 5m
Day trading: 5m, 15m
Swing trading: 1H, 4H
VaCs Pro Max by CS (Final Version - V9)VaCs Pro Max by CS (Final Version - V9) – TradingView Indicator Overview
Introduction:
The VaCs Pro Max indicator is a comprehensive, all-in-one technical analysis tool designed for traders who seek a clear, visual, and flexible overview of market trends, levels, sessions, and key signals. This advanced TradingView script integrates multiple technical indicators, market level trackers, session visualizations, and the innovative AlphaTrend module to provide actionable insights across any timeframe.
1. Technical Indicators:
This module combines essential trend-following and market momentum tools:
VWAP (Volume Weighted Average Price): Shows the average price weighted by volume, helping traders identify key support/resistance levels. Customizable color allows easy chart visibility.
EMAs (Exponential Moving Averages): Two EMAs (fast and long) track short-term and long-term price trends. Traders can adjust lengths and colors for personalized analysis.
Parabolic SAR: Highlights potential trend reversals with dots above/below candles. Step and maximum settings allow fine-tuning for sensitivity.
S2F Bands (Stock-to-Flow): A dynamic band system representing mid, upper, and lower levels derived from EMA. Useful for identifying overbought/oversold zones.
Logarithmic Growth Channel (LGC): Provides logarithmic regression channels, highlighting long-term price structure and growth trends. Adjustable length and band colors.
Linear Regressions: Two regression lines (short and long) detect trend directions and deviations over customizable periods.
Liquidity Zones: Highlights recent highs/lows over a defined lookback period, showing potential support/resistance clusters.
SMC Markers (Swing Market Context): Marks pivot highs and lows using visual labels, helping identify swing points and trend continuation patterns.
2. Market Levels:
Track weekly and Monday high/low levels for precise intraday and swing trading decisions:
Weekly Levels: Highlight the previous week’s high and low for reference.
Monday Levels: Focus on the day’s opening range, particularly useful for weekly breakout strategies.
3. Session Boxes (UTC):
Visual boxes mark major trading sessions (London, New York) in UTC time:
London Session Box: Highlights market activity between 08:00–16:30 UTC.
New York Session Box: Highlights market activity between 13:30–20:00 UTC.
Boxes automatically adjust to session highs and lows for clear intraday structure visualization.
4. Vertical Session Lines (Turkey Time – UTC+3):
These vertical lines provide an easy-to-read visualization of key market opens and closes:
US (NYSE), EU (LSE), JP (TSE), CN (SSE) lines: Color-coded and labeled, showing market opening and closing times in Turkish local time.
Ideal for identifying session overlaps and liquidity spikes.
5. AlphaTrend Module:
The AlphaTrend module is a dynamic trend-following system offering both visual guidance and trade signals:
Trend Calculation: Uses ATR and RSI/MFI logic to determine dynamic trend levels.
Signals: Generates BUY and SELL markers based on trend crossovers.
Customizable Settings: Multiplier, period, source input, and volume data modes allow tailored sensitivity.
Visuals: Filled areas between main and lag lines highlight trend direction, making it easy to interpret market bias at a glance.
Alerts: Includes multiple alert conditions such as potential and confirmed BUY/SELL, and price crossovers, suitable for automated notifications.
Usage & Benefits:
All modules have on/off toggles in the input panel, allowing users to customize the chart view without losing performance.
Color-coded visuals, session boxes, and trend channels improve readability, especially during high volatility.
Suitable for day trading, swing trading, and long-term analysis due to multi-timeframe adaptability.
The combination of trend indicators, liquidity zones, and session analysis provides a holistic view of market structure.
Alerts enable traders to automate monitoring without constantly staring at the chart.
Conclusion:
VaCs Pro Max by CS (V9) is designed for both professional and semi-professional traders who want an all-inclusive, visually intuitive, and highly configurable TradingView indicator. It merges classical technical indicators with modern trend and session analysis tools, making it an indispensable tool for informed trading decisions.
MTC – Multi-Timeframe Trend Confirmator V2MTC – Multi-Timeframe Trend Confirmator V2
A comprehensive trend analysis indicator that systematically combines six technical indicators across three customizable timeframes, using a weighted scoring system to identify high-probability trend conditions.
ORIGINALITY AND CONCEPT
This indicator is original in its approach to multi-timeframe trend confirmation. Rather than relying on a single indicator or timeframe, it creates a composite score by evaluating six different technical conditions simultaneously across three timeframes. The scoring system weighs certain indicators more heavily based on their reliability in trend identification. The visual gauge provides an at-a-glance view of trend alignment across timeframes, making it easier to identify when multiple timeframes agree - a condition that typically produces stronger, more reliable trends.
HOW IT WORKS - DETAILED SCORING METHODOLOGY
The indicator evaluates six technical conditions on each timeframe. Each condition contributes to a composite score:
EMA 200 (Weight: 1 point)
Bullish: Price closes above EMA 200 (+1)
Bearish: Price closes below EMA 200 (-1)
Rationale: Long-term trend direction
SMA 50/200 Crossover (Weight: 1 point)
Bullish: SMA 50 above SMA 200 (+1)
Bearish: SMA 50 below SMA 200 (-1)
Rationale: Golden/Death cross confirmation
RSI 14 (Weight: 1 point)
Bullish: RSI above 55 (+1)
Bearish: RSI below 45 (-1)
Neutral: RSI between 45-55 (0)
Rationale: Momentum filter with buffer zone to avoid chop
MACD (12,26,9) (Weight: 1 point)
Bullish: MACD line above signal line (+1)
Bearish: MACD line below signal line (-1)
Rationale: Trend momentum confirmation
ADX 14 (Weight: 2 points - DOUBLE WEIGHTED)
Requires ADX above 25 to activate
Bullish: DI+ above DI- and ADX > 25 (+2)
Bearish: DI- above DI+ and ADX > 25 (-2)
Neutral: ADX below 25 (0)
Rationale: Trend strength filter - only counts when a strong trend exists. Double weighted because ADX is specifically designed to measure trend strength, making it more reliable than oscillators.
Supertrend (Factor: 3.0, ATR Period: 10) (Weight: 2 points - DOUBLE WEIGHTED)
Bullish: Direction indicator = -1 (+2)
Bearish: Direction indicator = +1 (-2)
Rationale: Dynamic support/resistance that adapts to volatility. Double weighted because Supertrend provides clear, objective trend signals with built-in stop-loss levels.
COMPOSITE SCORE CALCULATION:
Total possible score range: -10 to +10 points
Score interpretation:
Score > 2: UPTREND (majority of indicators bullish, especially weighted ones)
Score < -2: DOWNTREND (majority of indicators bearish, especially weighted ones)
Score between -2 and +2: NEUTRAL/RANGING (mixed signals or weak trend)
The threshold of +/- 2 was chosen because it requires more than just basic agreement - it typically means at least 3-4 indicators align, or that the heavily-weighted indicators (ADX, Supertrend) confirm the direction.
MULTI-TIMEFRAME LOGIC:
The indicator calculates the composite score independently for three timeframes:
Higher Timeframe (default: 4H) - Major trend direction
Mid Timeframe (default: 1H) - Intermediate trend
Lower Timeframe (default: 15min) - Entry timing
Main Trend Confirmation Rule:
The indicator only signals a confirmed trend when BOTH the higher timeframe AND mid timeframe scores agree (both > 2 for uptrend, or both < -2 for downtrend). This dual-timeframe confirmation significantly reduces false signals during choppy or ranging markets.
HOW TO USE IT
Setup:
Add indicator to chart
Customize timeframes based on your trading style:
Scalpers: 15min, 5min, 1min
Day traders: 4H, 1H, 15min (default)
Swing traders: Daily, 4H, 1H
Toggle individual indicators on/off based on your preference
Adjust Supertrend parameters if needed for your instrument's volatility
Reading the Gauge (Top Right Corner):
Each row shows one timeframe
Left column: Timeframe label
Middle column: Visual strength bars (10 bars = maximum score)
Green bars = Bullish score
Red bars = Bearish score
Yellow bars = Neutral/ranging
More filled bars = stronger trend
Right column: Numerical score
Trading Signals:
Entry Signals:
Long Entry: Wait for upward triangle arrow (appears when higher + mid TF both bullish)
Confirm gauge shows green bars on higher and mid timeframes
Lower timeframe should ideally turn green for entry timing
Chart background tints light green
Short Entry: Wait for downward triangle arrow (appears when higher + mid TF both bearish)
Confirm gauge shows red bars on higher and mid timeframes
Lower timeframe should ideally turn red for entry timing
Chart background tints light red
Position Management:
Stay in position while higher and mid timeframes remain aligned
Consider reducing position size when mid timeframe score weakens
Exit when higher timeframe trend reverses (daily label changes)
Avoiding False Signals:
Ignore signals when gauge shows mixed colors across timeframes
Avoid trading when scores are close to threshold (+/- 2 to +/- 4 range)
Best trades occur when all three timeframes align (all green or all red in gauge)
Use the numerical scores: higher absolute values (7-10) indicate stronger, more reliable trends
Practical Examples:
Example 1 - Strong Uptrend Entry:
Higher TF: +8 (strong green bars)
Mid TF: +6 (strong green bars)
Lower TF: +4 (moderate green bars)
Action: Look for long entries on lower timeframe pullbacks
Background is tinted green, upward arrow appears
Example 2 - Ranging Market (Avoid):
Higher TF: +3 (weak green)
Mid TF: -1 (weak red)
Lower TF: +2 (neutral yellow)
Action: Stay out, wait for alignment
Example 3 - Trend Reversal Warning:
Higher TF: +7 (still green)
Mid TF: -3 (turned red)
Lower TF: -5 (strong red)
Action: Consider exiting longs, prepare for potential higher TF reversal
Customization Options:
Timeframes: Adjust all three to match your trading horizon
Indicator Toggles: Disable indicators that don't suit your instrument:
Disable RSI for highly volatile crypto markets
Disable SMA crossover for range-bound instruments
Keep ADX and Supertrend enabled for trending markets
Visual Preferences:
Arrow size: 5 options from Tiny to Huge
Gauge size: Small/Medium/Large for different screen sizes
Toggle arrows on/off if you only want the gauge
Alert Setup:
Right-click chart, "Add Alert"
Condition: MTC v6 - UPTREND or DOWNTREND
Get notified when multi-timeframe confirmation occurs
Best Practices:
Use with Price Action: The indicator works best when combined with support/resistance levels, chart patterns, and volume analysis
Risk Management: Even with multi-timeframe confirmation, always use stop losses
Market Context: Works best in trending markets; less reliable in strong consolidation
Backtesting: Test the default settings on your specific instrument and timeframe before live trading
Patience: Wait for full multi-timeframe alignment rather than taking premature signals
Technical Notes:
All calculations use Pine Script's security function to fetch data from multiple timeframes
Prevents repainting by using confirmed bar data
Gauge updates in real-time on the last bar
Daily labels mark at the open of each new daily candle
Works on all instruments and timeframes
This indicator is ideal for traders who want objective, systematic trend identification without the complexity of analyzing multiple indicators manually across different timeframes.
-NATANTIA
SuperTrend Zone Rejection [STRZ] CONCEPT -
This indicator identifies trend-continuation setups by combining the Super Trend with dynamic Average True Range (ATR) value zones. It highlights specific price action behaviour's—specifically wick rejections and momentum closes—that occur during pullbacks into the trend baseline.
HOW IT WORKS -
The script operates on three logic gates:
>> Trend Filter: Uses a standard Super Trend (Factor 3, Period 10 default) to define market direction.
>> Dynamic Zones: Projects a volatility-based zone (default 2.0x ATR) above or below the Super Trend line to define a valid pullback area.
>> Signal Detection: Identifies specific candle geometries occurring within these zones.
>> Rejection: Candles with significant wicks testing the zone support/resistance.
>> Momentum: Candles that open within the zone and close in the upper/lower quartile of their range.
FEATURES -
>> Dynamic Channel: Visualizes the active buy/sell zone using a continuous, non-repainting box.
>> Volatile Filtering: Filters out low-volatility candles (doji's/noise) based on minimum ATR size.
>> Visuals: Color-coded trend visualization with distinct signal markers for qualified entries.
SETTINGS -
>> Super Trend: Adjustable Factor and ATR Period.
>> Zone Multiplier: Controls the width of the pullback zone relative to ATR.
>> Visuals: Customizable colours for zones and signals to fit light/dark themes.
Multi EMA and SMA with VWAP Indicator📊 Custom Multi-MA & VWAP Indicator
A comprehensive and fully customizable moving average indicator that combines 6 Exponential Moving Averages (EMAs), 3 Simple Moving Averages (SMAs), and VWAP in one clean, easy-to-use tool.
✨ Features:
6 Configurable EMAs:
• Default periods: 9, 21, 50, 100, 150, 200
• Fully adjustable lengths
• Individual color customization
• Show/hide toggles for each EMA
3 Configurable SMAs:
• Default periods: 20, 50, 100
• Fully adjustable lengths
• Individual color customization
• Show/hide toggles for each SMA
• Thicker lines for easy distinction from EMAs
VWAP (Volume Weighted Average Price):
• Toggle on/off
• Customizable color and line width
• Essential for intraday trading and institutional levels
🎯 Use Cases:
• Trend identification and confirmation
• Support and resistance levels
• Entry and exit signals
• Multi-timeframe analysis
• Day trading and swing trading strategies
• Institutional price levels (VWAP)
⚙️ Fully Customizable:
Every aspect of this indicator is configurable through the settings panel:
• Adjust any MA period to fit your trading strategy
• Choose your preferred colors for better chart visualization
• Enable/disable specific MAs to reduce chart clutter
• Customize VWAP line thickness
📈 Perfect For:
• Traders who use multiple moving averages in their strategy
• Those seeking an all-in-one MA solution
• Clean chart organization with one indicator instead of multiple
• Both beginners and experienced traders
💡 Tips:
• Use shorter EMAs (9, 21) for quick trend changes
• Longer EMAs (100, 150, 200) act as strong support/resistance
• VWAP is particularly useful for intraday trading
• Customize colors to match your chart theme
Version: Pine Script v6
Overlay: Yes (plots directly on price chart)
Floor Trader PivotsGenerated by: Claude Sonnet 4.5
Pine Script that draws Floor Trader Pivots using 'daily' price levels with configurable options.
Key Features:
Pivot Calculation: Uses the classic formula: Pivot = (High + Low + Close) / 3
Resistance levels: R1, R2, R3
Support levels: S1, S2, S3
Optional mid-pivots between main levels
Configurable Settings:
Timeframe: Choose Daily, Weekly, or Monthly pivots
Display toggles: Show/hide individual levels
Colors: Customize each level's color
Line style: Solid, dashed, or dotted
Line width: 1-5 pixels
Extension: None, right, or both directions
Labels: Show/hide with left or right positioning
Calculations:
R1 = 2×Pivot - Low
R2 = Pivot + (High - Low)
R3 = R1 + (High - Low)
S1 = 2×Pivot - High
S2 = Pivot - (High - Low)
S3 = S1 - (High - Low)
Uses daily price levels specifically.
Added daily-specific data fetching: The script now explicitly fetches both current day and previous day's high, low, and close prices
Calculations use daily data: All pivot calculations now use prevDailyH, prevDailyL, and prevDailyC (previous day's high, low, close)
Kept the timeframe input: You can still change it if you want weekly or monthly pivots, but it now defaults to and emphasizes daily calculations
The Floor Trader Pivots will now always be based on the previous day's price action, which is the traditional method floor traders use. This is particularly useful for intraday trading as these levels update daily and provide key support/resistance zones.
Advanced FVG Detector Pro📊 Advanced FVG Detector Pro - Smart Money Analysis Tool
Overview
The Advanced FVG Detector Pro is a sophisticated Pine Script v6 indicator designed to identify and track Fair Value Gaps (FVGs) with institutional-grade precision. This tool goes beyond basic gap detection by incorporating volume analysis, smart money scoring, and adaptive filtering to help traders identify high-probability trading opportunities.
What are Fair Value Gaps?
Fair Value Gaps (FVGs) are price inefficiencies that occur when the market moves so quickly that it leaves behind an imbalance or "gap" in price action. These gaps often act as magnets for future price movement as the market seeks to fill these inefficiencies. Professional traders and institutions closely monitor FVGs as they represent areas of potential support, resistance, and high-probability trade setups.
🎯 Key Features
1. Smart Money Scoring System
Proprietary algorithm that rates each FVG on a 0-100 scale Combines gap size, volume strength, price location, and trend alignment Filter out low-quality setups by setting minimum score thresholdsFocus on institutional-grade opportunities with scores above 70
2. Advanced Volume Validation
Validates FVGs with volume analysis to reduce false signals Only displays gaps formed during significant volume periods Customizable volume multiplier for different market conditions
Visual volume strength indicators on chart
3. Flexible Mitigation Options
Full Fill: Traditional complete gap closure Midpoint Touch: More aggressive entry strategy
Partial Fill: Customizable percentage-based mitigation (10-90%) Choose the strategy that matches your trading style
4. ATR-Based Adaptive Filtering
Automatically adjusts to market volatility using Average True Range Works consistently across any instrument, timeframe, or volatility regime No manual recalibration needed when switching markets Filters out noise while capturing meaningful gaps
5. Real-Time Statistics Dashboard
Live tracking of total active FVGs Bullish vs Bearish gap count Mitigation rate percentage
Average Smart Money Score Toggle on/off based on preference
6. Professional Visual Design
Clean, customizable color schemes Optional midline display for precise entry planning
Labels showing gap type, score, and volume strength Automatic extension of active gaps
Mitigated gaps change color for easy identification
📈 How to Use
For Day Traders:
Use 5-15 minute timeframes
Set ATR Multiplier to 0.15-0.25
Enable volume validation
Focus on FVGs with scores above 65
For Swing Traders:
Use 1H-4H timeframes
Set ATR Multiplier to 0.5-1.0
Use "Midpoint Touch" mitigation
Focus on FVGs with scores above 70
For Position Traders:
Use Daily timeframe
Set ATR Multiplier to 0.75-1.5
Use "Full Fill" mitigation
Focus on FVGs with scores above 75
🔧 Customization Options
Detection Settings:
Minimum FVG size percentage filter
ATR-based size filtering
Maximum number of gaps to display
Smart Money Score minimum threshold
Volume Analysis:
Volume validation toggle
Volume multiplier adjustment
Volume moving average period
Visual volume strength background
Mitigation Control:
Choose mitigation type (Full/Midpoint/Partial)
Set partial fill percentage
Auto-remove mitigated gaps
Control how long mitigated gaps remain visible
Visual Customization:
Bullish/Bearish/Mitigated colors
Show/hide midlines
Show/hide labels
Box extension length
Statistics dashboard toggle
🎓 Trading Strategy Ideas
1. FVG Retest Strategy
Wait for price to create a high-score FVG (70+)
Enter on the first retest of the gap
Place stop loss beyond the gap
Target the opposite side of the gap or next FVG
2. Confluence Trading
Combine FVGs with support/resistance levels
Look for FVGs near key moving averages (20/50 EMA)
Higher probability when FVG aligns with trendlines
Use multiple timeframe analysis
3. Breakout Confirmation
FVGs often form during strong breakouts
High-volume FVGs confirm breakout strength
Enter on mitigation of breakout FVG
Trail stops as new FVGs form in trend direction
⚡ Performance Optimizations
Efficient memory management for smooth chart performance
Optimized calculations run only once per bar
Smart array management prevents memory leaks
Works smoothly even with 100+ active FVGs
🔔 Alert System
Customizable alerts for new bullish FVGs
Customizable alerts for new bearish FVGs
Mitigation alerts for active gaps
Frequency control to avoid alert spam
💡 Pro Tips
Multi-Timeframe Approach: Identify major FVGs on higher timeframes (Daily/4H) and use lower timeframes (15M/5M) for precise entries
Volume Confirmation: The highest probability setups occur when FVGs form with 2x+ average volume
Trend Alignment: Trade FVGs in the direction of the major trend for best results
Patience Pays: Wait for price to return to the FVG rather than chasing breakouts
Risk Management: Always use stop losses beyond the FVG boundaries
📚 Educational Value
This indicator is perfect for:
Learning to identify institutional order flow
Understanding market microstructure
Developing price action trading skills
Recognizing supply and demand imbalances
Improving entry and exit timing
⚠️ Disclaimer
This indicator is a tool for technical analysis and should not be used as the sole basis for trading decisions. Always combine with proper risk management, fundamental analysis, and your own trading plan. Past performance does not guarantee future results.
🔄 Updates & Support
Regular updates will include:
Additional filtering options
Enhanced multi-timeframe analysis
More customization features
Performance improvements
📊 Best Pairs/Markets
Works excellently on:
Forex pairs (EUR/USD, GBP/USD, etc.)
Cryptocurrency (BTC, ETH, etc.)
Stock indices (SPX, NQ, etc.)
Individual stocks
Commodities (Gold, Oil, etc.)
Version Information
Version: 1.0
Pine Script: Version 6
Type: Overlay Indicator
Max Boxes: 500
Max Lines: 500
Fibonacci Degree System This Pine Script creates a sophisticated technical analysis tool that combines Fibonacci retracements with a degree-based cycle system. Here's a comprehensive breakdown:
Core Concept
The indicator maps price movements onto a 360-degree circular framework, treating market cycles like geometric angles. It creates a visual "mesh" where Fibonacci ratios intersect in both price (horizontal) and time (vertical) dimensions.
How It Works
1. Finding Reference Points
The script looks back over a specified period (default 100 bars) to identify:
Highest High: The peak price point
Lowest Low: The trough price point
Time Locations: Exactly which bars these extremes occurred on
These two points form the boundaries of your analysis window.
2. Creating the Fibonacci Grid
Horizontal Lines (Price Levels):
The script divides the price range between high and low into seven key Fibonacci ratios:
0% (Low) - Bottom boundary in red
23.6% - Minor retracement in orange
38.2% - Shallow retracement in yellow
50% - Midpoint in lime green
61.8% - Golden ratio in aqua (most significant)
78.6% - Deep retracement in blue
100% (High) - Top boundary in purple
Each line represents a potential support/resistance level where price might react.
Vertical Lines (Time Cycles):
The same Fibonacci ratios are applied to the time dimension between the high and low bars. If your high and low are 50 bars apart, vertical lines appear at:
Bar 0 (0%)
Bar 12 (23.6%)
Bar 19 (38.2%)
Bar 25 (50%)
Bar 31 (61.8%)
Bar 39 (78.6%)
Bar 50 (100%)
These suggest when price might make significant moves.
3. The Degree Mapping System
The innovative feature maps the time progression to degrees:
0° = Start point (0% time)
85° = 23.6% through the cycle
138° = 38.2% through the cycle
180° = Midpoint (50%)
222° = 61.8% through the cycle (golden angle)
283° = 78.6% through the cycle
360° = Complete cycle (100%)
This treats market movements as circular patterns, similar to how planets orbit or pendulums swing.
Visual Output
When you apply this indicator, you'll see:
A rectangular mesh extending beyond your high-low range (by 150% default)
Color-coded horizontal lines showing price Fibonacci levels
Matching vertical lines showing time Fibonacci intervals
Price labels on the right showing percentage levels
Degree labels at the bottom showing the angular position in the cycle
Intersection points creating a grid of potentially significant price-time coordinates
Trading Application
Traders use this to identify:
Support/Resistance Zones: Where horizontal and vertical lines intersect
Time Targets: When price might reverse (at vertical Fibonacci times)
Cycle Completion: When approaching 360°, a new cycle may begin
Harmonic Patterns: Geometric relationships between price and time
Customization Features
The script offers extensive control:
Lookback period: Adjust cycle length (10-500 bars)
Mesh extension: How far to project the grid forward
Visual toggles: Show/hide horizontal lines, vertical lines, labels
Styling: Line thickness, style (solid/dashed/dotted), colors
Label positioning: Fine-tune text placement for readability
The intersection at 61.8% time and 61.8% price at 222° becomes a key target zone.
This tool essentially converts the abstract concept of market cycles into a concrete, visual geometric framework that traders can analyze and act upon.
DISCLAIMER: This information is provided for educational purposes only and should not be considered financial, investment, or trading advice.
No guarantee of profits: Past performance and theoretical models do not guarantee future results. Trading and investing involve substantial risk of loss.
Not a recommendation: This script illustration does not constitute a recommendation to buy, sell, or hold any financial instrument.
Do your own research: Always conduct thorough independent research and consider consulting with a qualified financial advisor before making any trading decisions.
Dimensional Resonance ProtocolDimensional Resonance Protocol
🌀 CORE INNOVATION: PHASE SPACE RECONSTRUCTION & EMERGENCE DETECTION
The Dimensional Resonance Protocol represents a paradigm shift from traditional technical analysis to complexity science. Rather than measuring price levels or indicator crossovers, DRP reconstructs the hidden attractor governing market dynamics using Takens' embedding theorem, then detects emergence —the rare moments when multiple dimensions of market behavior spontaneously synchronize into coherent, predictable states.
The Complexity Hypothesis:
Markets are not simple oscillators or random walks—they are complex adaptive systems existing in high-dimensional phase space. Traditional indicators see only shadows (one-dimensional projections) of this higher-dimensional reality. DRP reconstructs the full phase space using time-delay embedding, revealing the true structure of market dynamics.
Takens' Embedding Theorem (1981):
A profound mathematical result from dynamical systems theory: Given a time series from a complex system, we can reconstruct its full phase space by creating delayed copies of the observation.
Mathematical Foundation:
From single observable x(t), create embedding vectors:
X(t) =
Where:
• d = Embedding dimension (default 5)
• τ = Time delay (default 3 bars)
• x(t) = Price or return at time t
Key Insight: If d ≥ 2D+1 (where D is the true attractor dimension), this embedding is topologically equivalent to the actual system dynamics. We've reconstructed the hidden attractor from a single price series.
Why This Matters:
Markets appear random in one dimension (price chart). But in reconstructed phase space, structure emerges—attractors, limit cycles, strange attractors. When we identify these structures, we can detect:
• Stable regions : Predictable behavior (trade opportunities)
• Chaotic regions : Unpredictable behavior (avoid trading)
• Critical transitions : Phase changes between regimes
Phase Space Magnitude Calculation:
phase_magnitude = sqrt(Σ ² for i = 0 to d-1)
This measures the "energy" or "momentum" of the market trajectory through phase space. High magnitude = strong directional move. Low magnitude = consolidation.
📊 RECURRENCE QUANTIFICATION ANALYSIS (RQA)
Once phase space is reconstructed, we analyze its recurrence structure —when does the system return near previous states?
Recurrence Plot Foundation:
A recurrence occurs when two phase space points are closer than threshold ε:
R(i,j) = 1 if ||X(i) - X(j)|| < ε, else 0
This creates a binary matrix showing when the system revisits similar states.
Key RQA Metrics:
1. Recurrence Rate (RR):
RR = (Number of recurrent points) / (Total possible pairs)
• RR near 0: System never repeats (highly stochastic)
• RR = 0.1-0.3: Moderate recurrence (tradeable patterns)
• RR > 0.5: System stuck in attractor (ranging market)
• RR near 1: System frozen (no dynamics)
Interpretation: Moderate recurrence is optimal —patterns exist but market isn't stuck.
2. Determinism (DET):
Measures what fraction of recurrences form diagonal structures in the recurrence plot. Diagonals indicate deterministic evolution (trajectory follows predictable paths).
DET = (Recurrence points on diagonals) / (Total recurrence points)
• DET < 0.3: Random dynamics
• DET = 0.3-0.7: Moderate determinism (patterns with noise)
• DET > 0.7: Strong determinism (technical patterns reliable)
Trading Implication: Signals are prioritized when DET > 0.3 (deterministic state) and RR is moderate (not stuck).
Threshold Selection (ε):
Default ε = 0.10 × std_dev means two states are "recurrent" if within 10% of a standard deviation. This is tight enough to require genuine similarity but loose enough to find patterns.
🔬 PERMUTATION ENTROPY: COMPLEXITY MEASUREMENT
Permutation entropy measures the complexity of a time series by analyzing the distribution of ordinal patterns.
Algorithm (Bandt & Pompe, 2002):
1. Take overlapping windows of length n (default n=4)
2. For each window, record the rank order pattern
Example: → pattern (ranks from lowest to highest)
3. Count frequency of each possible pattern
4. Calculate Shannon entropy of pattern distribution
Mathematical Formula:
H_perm = -Σ p(π) · ln(p(π))
Where π ranges over all n! possible permutations, p(π) is the probability of pattern π.
Normalized to :
H_norm = H_perm / ln(n!)
Interpretation:
• H < 0.3 : Very ordered, crystalline structure (strong trending)
• H = 0.3-0.5 : Ordered regime (tradeable with patterns)
• H = 0.5-0.7 : Moderate complexity (mixed conditions)
• H = 0.7-0.85 : Complex dynamics (challenging to trade)
• H > 0.85 : Maximum entropy (nearly random, avoid)
Entropy Regime Classification:
DRP classifies markets into five entropy regimes:
• CRYSTALLINE (H < 0.3): Maximum order, persistent trends
• ORDERED (H < 0.5): Clear patterns, momentum strategies work
• MODERATE (H < 0.7): Mixed dynamics, adaptive required
• COMPLEX (H < 0.85): High entropy, mean reversion better
• CHAOTIC (H ≥ 0.85): Near-random, minimize trading
Why Permutation Entropy?
Unlike traditional entropy methods requiring binning continuous data (losing information), permutation entropy:
• Works directly on time series
• Robust to monotonic transformations
• Computationally efficient
• Captures temporal structure, not just distribution
• Immune to outliers (uses ranks, not values)
⚡ LYAPUNOV EXPONENT: CHAOS vs STABILITY
The Lyapunov exponent λ measures sensitivity to initial conditions —the hallmark of chaos.
Physical Meaning:
Two trajectories starting infinitely close will diverge at exponential rate e^(λt):
Distance(t) ≈ Distance(0) × e^(λt)
Interpretation:
• λ > 0 : Positive Lyapunov exponent = CHAOS
- Small errors grow exponentially
- Long-term prediction impossible
- System is sensitive, unpredictable
- AVOID TRADING
• λ ≈ 0 : Near-zero = CRITICAL STATE
- Edge of chaos
- Transition zone between order and disorder
- Moderate predictability
- PROCEED WITH CAUTION
• λ < 0 : Negative Lyapunov exponent = STABLE
- Small errors decay
- Trajectories converge
- System is predictable
- OPTIMAL FOR TRADING
Estimation Method:
DRP estimates λ by tracking how quickly nearby states diverge over a rolling window (default 20 bars):
For each bar i in window:
δ₀ = |x - x | (initial separation)
δ₁ = |x - x | (previous separation)
if δ₁ > 0:
ratio = δ₀ / δ₁
log_ratios += ln(ratio)
λ ≈ average(log_ratios)
Stability Classification:
• STABLE : λ < 0 (negative growth rate)
• CRITICAL : |λ| < 0.1 (near neutral)
• CHAOTIC : λ > 0.2 (strong positive growth)
Signal Filtering:
By default, NEXUS requires λ < 0 (stable regime) for signal confirmation. This filters out trades during chaotic periods when technical patterns break down.
📐 HIGUCHI FRACTAL DIMENSION
Fractal dimension measures self-similarity and complexity of the price trajectory.
Theoretical Background:
A curve's fractal dimension D ranges from 1 (smooth line) to 2 (space-filling curve):
• D ≈ 1.0 : Smooth, persistent trending
• D ≈ 1.5 : Random walk (Brownian motion)
• D ≈ 2.0 : Highly irregular, space-filling
Higuchi Method (1988):
For a time series of length N, construct k different curves by taking every k-th point:
L(k) = (1/k) × Σ|x - x | × (N-1)/(⌊(N-m)/k⌋ × k)
For different values of k (1 to k_max), calculate L(k). The fractal dimension is the slope of log(L(k)) vs log(1/k):
D = slope of log(L) vs log(1/k)
Market Interpretation:
• D < 1.35 : Strong trending, persistent (Hurst > 0.5)
- TRENDING regime
- Momentum strategies favored
- Breakouts likely to continue
• D = 1.35-1.45 : Moderate persistence
- PERSISTENT regime
- Trend-following with caution
- Patterns have meaning
• D = 1.45-1.55 : Random walk territory
- RANDOM regime
- Efficiency hypothesis holds
- Technical analysis least reliable
• D = 1.55-1.65 : Anti-persistent (mean-reverting)
- ANTI-PERSISTENT regime
- Oscillator strategies work
- Overbought/oversold meaningful
• D > 1.65 : Highly complex, choppy
- COMPLEX regime
- Avoid directional bets
- Wait for regime change
Signal Filtering:
Resonance signals (secondary signal type) require D < 1.5, indicating trending or persistent dynamics where momentum has meaning.
🔗 TRANSFER ENTROPY: CAUSAL INFORMATION FLOW
Transfer entropy measures directed causal influence between time series—not just correlation, but actual information transfer.
Schreiber's Definition (2000):
Transfer entropy from X to Y measures how much knowing X's past reduces uncertainty about Y's future:
TE(X→Y) = H(Y_future | Y_past) - H(Y_future | Y_past, X_past)
Where H is Shannon entropy.
Key Properties:
1. Directional : TE(X→Y) ≠ TE(Y→X) in general
2. Non-linear : Detects complex causal relationships
3. Model-free : No assumptions about functional form
4. Lag-independent : Captures delayed causal effects
Three Causal Flows Measured:
1. Volume → Price (TE_V→P):
Measures how much volume patterns predict price changes.
• TE > 0 : Volume provides predictive information about price
- Institutional participation driving moves
- Volume confirms direction
- High reliability
• TE ≈ 0 : No causal flow (weak volume/price relationship)
- Volume uninformative
- Caution on signals
• TE < 0 (rare): Suggests price leading volume
- Potentially manipulated or thin market
2. Volatility → Momentum (TE_σ→M):
Does volatility expansion predict momentum changes?
• Positive TE : Volatility precedes momentum shifts
- Breakout dynamics
- Regime transitions
3. Structure → Price (TE_S→P):
Do support/resistance patterns causally influence price?
• Positive TE : Structural levels have causal impact
- Technical levels matter
- Market respects structure
Net Causal Flow:
Net_Flow = TE_V→P + 0.5·TE_σ→M + TE_S→P
• Net > +0.1 : Bullish causal structure
• Net < -0.1 : Bearish causal structure
• |Net| < 0.1 : Neutral/unclear causation
Causal Gate:
For signal confirmation, NEXUS requires:
• Buy signals : TE_V→P > 0 AND Net_Flow > 0.05
• Sell signals : TE_V→P > 0 AND Net_Flow < -0.05
This ensures volume is actually driving price (causal support exists), not just correlated noise.
Implementation Note:
Computing true transfer entropy requires discretizing continuous data into bins (default 6 bins) and estimating joint probability distributions. NEXUS uses a hybrid approach combining TE theory with autocorrelation structure and lagged cross-correlation to approximate information transfer in computationally efficient manner.
🌊 HILBERT PHASE COHERENCE
Phase coherence measures synchronization across market dimensions using Hilbert transform analysis.
Hilbert Transform Theory:
For a signal x(t), the Hilbert transform H (t) creates an analytic signal:
z(t) = x(t) + i·H (t) = A(t)·e^(iφ(t))
Where:
• A(t) = Instantaneous amplitude
• φ(t) = Instantaneous phase
Instantaneous Phase:
φ(t) = arctan(H (t) / x(t))
The phase represents where the signal is in its natural cycle—analogous to position on a unit circle.
Four Dimensions Analyzed:
1. Momentum Phase : Phase of price rate-of-change
2. Volume Phase : Phase of volume intensity
3. Volatility Phase : Phase of ATR cycles
4. Structure Phase : Phase of position within range
Phase Locking Value (PLV):
For two signals with phases φ₁(t) and φ₂(t), PLV measures phase synchronization:
PLV = |⟨e^(i(φ₁(t) - φ₂(t)))⟩|
Where ⟨·⟩ is time average over window.
Interpretation:
• PLV = 0 : Completely random phase relationship (no synchronization)
• PLV = 0.5 : Moderate phase locking
• PLV = 1 : Perfect synchronization (phases locked)
Pairwise PLV Calculations:
• PLV_momentum-volume : Are momentum and volume cycles synchronized?
• PLV_momentum-structure : Are momentum cycles aligned with structure?
• PLV_volume-structure : Are volume and structural patterns in phase?
Overall Phase Coherence:
Coherence = (PLV_mom-vol + PLV_mom-struct + PLV_vol-struct) / 3
Signal Confirmation:
Emergence signals require coherence ≥ threshold (default 0.70):
• Below 0.70: Dimensions not synchronized, no coherent market state
• Above 0.70: Dimensions in phase, coherent behavior emerging
Coherence Direction:
The summed phase angles indicate whether synchronized dimensions point bullish or bearish:
Direction = sin(φ_momentum) + 0.5·sin(φ_volume) + 0.5·sin(φ_structure)
• Direction > 0 : Phases pointing upward (bullish synchronization)
• Direction < 0 : Phases pointing downward (bearish synchronization)
🌀 EMERGENCE SCORE: MULTI-DIMENSIONAL ALIGNMENT
The emergence score aggregates all complexity metrics into a single 0-1 value representing market coherence.
Eight Components with Weights:
1. Phase Coherence (20%):
Direct contribution: coherence × 0.20
Measures dimensional synchronization.
2. Entropy Regime (15%):
Contribution: (0.6 - H_perm) / 0.6 × 0.15 if H < 0.6, else 0
Rewards low entropy (ordered, predictable states).
3. Lyapunov Stability (12%):
• λ < 0 (stable): +0.12
• |λ| < 0.1 (critical): +0.08
• λ > 0.2 (chaotic): +0.0
Requires stable, predictable dynamics.
4. Fractal Dimension Trending (12%):
Contribution: (1.45 - D) / 0.45 × 0.12 if D < 1.45, else 0
Rewards trending fractal structure (D < 1.45).
5. Dimensional Resonance (12%):
Contribution: |dimensional_resonance| × 0.12
Measures alignment across momentum, volume, structure, volatility dimensions.
6. Causal Flow Strength (9%):
Contribution: |net_causal_flow| × 0.09
Rewards strong causal relationships.
7. Phase Space Embedding (10%):
Contribution: min(|phase_magnitude_norm|, 3.0) / 3.0 × 0.10 if |magnitude| > 1.0
Rewards strong trajectory in reconstructed phase space.
8. Recurrence Quality (10%):
Contribution: determinism × 0.10 if DET > 0.3 AND 0.1 < RR < 0.8
Rewards deterministic patterns with moderate recurrence.
Total Emergence Score:
E = Σ(components) ∈
Capped at 1.0 maximum.
Emergence Direction:
Separate calculation determining bullish vs bearish:
• Dimensional resonance sign
• Net causal flow sign
• Phase magnitude correlation with momentum
Signal Threshold:
Default emergence_threshold = 0.75 means 75% of maximum possible emergence score required to trigger signals.
Why Emergence Matters:
Traditional indicators measure single dimensions. Emergence detects self-organization —when multiple independent dimensions spontaneously align. This is the market equivalent of a phase transition in physics, where microscopic chaos gives way to macroscopic order.
These are the highest-probability trade opportunities because the entire system is resonating in the same direction.
🎯 SIGNAL GENERATION: EMERGENCE vs RESONANCE
DRP generates two tiers of signals with different requirements:
TIER 1: EMERGENCE SIGNALS (Primary)
Requirements:
1. Emergence score ≥ threshold (default 0.75)
2. Phase coherence ≥ threshold (default 0.70)
3. Emergence direction > 0.2 (bullish) or < -0.2 (bearish)
4. Causal gate passed (if enabled): TE_V→P > 0 and net_flow confirms direction
5. Stability zone (if enabled): λ < 0 or |λ| < 0.1
6. Price confirmation: Close > open (bulls) or close < open (bears)
7. Cooldown satisfied: bars_since_signal ≥ cooldown_period
EMERGENCE BUY:
• All above conditions met with bullish direction
• Market has achieved coherent bullish state
• Multiple dimensions synchronized upward
EMERGENCE SELL:
• All above conditions met with bearish direction
• Market has achieved coherent bearish state
• Multiple dimensions synchronized downward
Premium Emergence:
When signal_quality (emergence_score × phase_coherence) > 0.7:
• Displayed as ★ star symbol
• Highest conviction trades
• Maximum dimensional alignment
Standard Emergence:
When signal_quality 0.5-0.7:
• Displayed as ◆ diamond symbol
• Strong signals but not perfect alignment
TIER 2: RESONANCE SIGNALS (Secondary)
Requirements:
1. Dimensional resonance > +0.6 (bullish) or < -0.6 (bearish)
2. Fractal dimension < 1.5 (trending/persistent regime)
3. Price confirmation matches direction
4. NOT in chaotic regime (λ < 0.2)
5. Cooldown satisfied
6. NO emergence signal firing (resonance is fallback)
RESONANCE BUY:
• Dimensional alignment without full emergence
• Trending fractal structure
• Moderate conviction
RESONANCE SELL:
• Dimensional alignment without full emergence
• Bearish resonance with trending structure
• Moderate conviction
Displayed as small ▲/▼ triangles with transparency.
Signal Hierarchy:
IF emergence conditions met:
Fire EMERGENCE signal (★ or ◆)
ELSE IF resonance conditions met:
Fire RESONANCE signal (▲ or ▼)
ELSE:
No signal
Cooldown System:
After any signal fires, cooldown_period (default 5 bars) must elapse before next signal. This prevents signal clustering during persistent conditions.
Cooldown tracks using bar_index:
bars_since_signal = current_bar_index - last_signal_bar_index
cooldown_ok = bars_since_signal >= cooldown_period
🎨 VISUAL SYSTEM: MULTI-LAYER COMPLEXITY
DRP provides rich visual feedback across four distinct layers:
LAYER 1: COHERENCE FIELD (Background)
Colored background intensity based on phase coherence:
• No background : Coherence < 0.5 (incoherent state)
• Faint glow : Coherence 0.5-0.7 (building coherence)
• Stronger glow : Coherence > 0.7 (coherent state)
Color:
• Cyan/teal: Bullish coherence (direction > 0)
• Red/magenta: Bearish coherence (direction < 0)
• Blue: Neutral coherence (direction ≈ 0)
Transparency: 98 minus (coherence_intensity × 10), so higher coherence = more visible.
LAYER 2: STABILITY/CHAOS ZONES
Background color indicating Lyapunov regime:
• Green tint (95% transparent): λ < 0, STABLE zone
- Safe to trade
- Patterns meaningful
• Gold tint (90% transparent): |λ| < 0.1, CRITICAL zone
- Edge of chaos
- Moderate risk
• Red tint (85% transparent): λ > 0.2, CHAOTIC zone
- Avoid trading
- Unpredictable behavior
LAYER 3: DIMENSIONAL RIBBONS
Three EMAs representing dimensional structure:
• Fast ribbon : EMA(8) in cyan/teal (fast dynamics)
• Medium ribbon : EMA(21) in blue (intermediate)
• Slow ribbon : EMA(55) in red/magenta (slow dynamics)
Provides visual reference for multi-scale structure without cluttering with raw phase space data.
LAYER 4: CAUSAL FLOW LINE
A thicker line plotted at EMA(13) colored by net causal flow:
• Cyan/teal : Net_flow > +0.1 (bullish causation)
• Red/magenta : Net_flow < -0.1 (bearish causation)
• Gray : |Net_flow| < 0.1 (neutral causation)
Shows real-time direction of information flow.
EMERGENCE FLASH:
Strong background flash when emergence signals fire:
• Cyan flash for emergence buy
• Red flash for emergence sell
• 80% transparency for visibility without obscuring price
📊 COMPREHENSIVE DASHBOARD
Real-time monitoring of all complexity metrics:
HEADER:
• 🌀 DRP branding with gold accent
CORE METRICS:
EMERGENCE:
• Progress bar (█ filled, ░ empty) showing 0-100%
• Percentage value
• Direction arrow (↗ bull, ↘ bear, → neutral)
• Color-coded: Green/gold if active, gray if low
COHERENCE:
• Progress bar showing phase locking value
• Percentage value
• Checkmark ✓ if ≥ threshold, circle ○ if below
• Color-coded: Cyan if coherent, gray if not
COMPLEXITY SECTION:
ENTROPY:
• Regime name (CRYSTALLINE/ORDERED/MODERATE/COMPLEX/CHAOTIC)
• Numerical value (0.00-1.00)
• Color: Green (ordered), gold (moderate), red (chaotic)
LYAPUNOV:
• State (STABLE/CRITICAL/CHAOTIC)
• Numerical value (typically -0.5 to +0.5)
• Status indicator: ● stable, ◐ critical, ○ chaotic
• Color-coded by state
FRACTAL:
• Regime (TRENDING/PERSISTENT/RANDOM/ANTI-PERSIST/COMPLEX)
• Dimension value (1.0-2.0)
• Color: Cyan (trending), gold (random), red (complex)
PHASE-SPACE:
• State (STRONG/ACTIVE/QUIET)
• Normalized magnitude value
• Parameters display: d=5 τ=3
CAUSAL SECTION:
CAUSAL:
• Direction (BULL/BEAR/NEUTRAL)
• Net flow value
• Flow indicator: →P (to price), P← (from price), ○ (neutral)
V→P:
• Volume-to-price transfer entropy
• Small display showing specific TE value
DIMENSIONAL SECTION:
RESONANCE:
• Progress bar of absolute resonance
• Signed value (-1 to +1)
• Color-coded by direction
RECURRENCE:
• Recurrence rate percentage
• Determinism percentage display
• Color-coded: Green if high quality
STATE SECTION:
STATE:
• Current mode: EMERGENCE / RESONANCE / CHAOS / SCANNING
• Icon: 🚀 (emergence buy), 💫 (emergence sell), ▲ (resonance buy), ▼ (resonance sell), ⚠ (chaos), ◎ (scanning)
• Color-coded by state
SIGNALS:
• E: count of emergence signals
• R: count of resonance signals
⚙️ KEY PARAMETERS EXPLAINED
Phase Space Configuration:
• Embedding Dimension (3-10, default 5): Reconstruction dimension
- Low (3-4): Simple dynamics, faster computation
- Medium (5-6): Balanced (recommended)
- High (7-10): Complex dynamics, more data needed
- Rule: d ≥ 2D+1 where D is true dimension
• Time Delay (τ) (1-10, default 3): Embedding lag
- Fast markets: 1-2
- Normal: 3-4
- Slow markets: 5-10
- Optimal: First minimum of mutual information (often 2-4)
• Recurrence Threshold (ε) (0.01-0.5, default 0.10): Phase space proximity
- Tight (0.01-0.05): Very similar states only
- Medium (0.08-0.15): Balanced
- Loose (0.20-0.50): Liberal matching
Entropy & Complexity:
• Permutation Order (3-7, default 4): Pattern length
- Low (3): 6 patterns, fast but coarse
- Medium (4-5): 24-120 patterns, balanced
- High (6-7): 720-5040 patterns, fine-grained
- Note: Requires window >> order! for stability
• Entropy Window (15-100, default 30): Lookback for entropy
- Short (15-25): Responsive to changes
- Medium (30-50): Stable measure
- Long (60-100): Very smooth, slow adaptation
• Lyapunov Window (10-50, default 20): Stability estimation window
- Short (10-15): Fast chaos detection
- Medium (20-30): Balanced
- Long (40-50): Stable λ estimate
Causal Inference:
• Enable Transfer Entropy (default ON): Causality analysis
- Keep ON for full system functionality
• TE History Length (2-15, default 5): Causal lookback
- Short (2-4): Quick causal detection
- Medium (5-8): Balanced
- Long (10-15): Deep causal analysis
• TE Discretization Bins (4-12, default 6): Binning granularity
- Few (4-5): Coarse, robust, needs less data
- Medium (6-8): Balanced
- Many (9-12): Fine-grained, needs more data
Phase Coherence:
• Enable Phase Coherence (default ON): Synchronization detection
- Keep ON for emergence detection
• Coherence Threshold (0.3-0.95, default 0.70): PLV requirement
- Loose (0.3-0.5): More signals, lower quality
- Balanced (0.6-0.75): Recommended
- Strict (0.8-0.95): Rare, highest quality
• Hilbert Smoothing (3-20, default 8): Phase smoothing
- Low (3-5): Responsive, noisier
- Medium (6-10): Balanced
- High (12-20): Smooth, more lag
Fractal Analysis:
• Enable Fractal Dimension (default ON): Complexity measurement
- Keep ON for full analysis
• Fractal K-max (4-20, default 8): Scaling range
- Low (4-6): Faster, less accurate
- Medium (7-10): Balanced
- High (12-20): Accurate, slower
• Fractal Window (30-200, default 50): FD lookback
- Short (30-50): Responsive FD
- Medium (60-100): Stable FD
- Long (120-200): Very smooth FD
Emergence Detection:
• Emergence Threshold (0.5-0.95, default 0.75): Minimum coherence
- Sensitive (0.5-0.65): More signals
- Balanced (0.7-0.8): Recommended
- Strict (0.85-0.95): Rare signals
• Require Causal Gate (default ON): TE confirmation
- ON: Only signal when causality confirms
- OFF: Allow signals without causal support
• Require Stability Zone (default ON): Lyapunov filter
- ON: Only signal when λ < 0 (stable) or |λ| < 0.1 (critical)
- OFF: Allow signals in chaotic regimes (risky)
• Signal Cooldown (1-50, default 5): Minimum bars between signals
- Fast (1-3): Rapid signal generation
- Normal (4-8): Balanced
- Slow (10-20): Very selective
- Ultra (25-50): Only major regime changes
Signal Configuration:
• Momentum Period (5-50, default 14): ROC calculation
• Structure Lookback (10-100, default 20): Support/resistance range
• Volatility Period (5-50, default 14): ATR calculation
• Volume MA Period (10-50, default 20): Volume normalization
Visual Settings:
• Customizable color scheme for all elements
• Toggle visibility for each layer independently
• Dashboard position (4 corners) and size (tiny/small/normal)
🎓 PROFESSIONAL USAGE PROTOCOL
Phase 1: System Familiarization (Week 1)
Goal: Understand complexity metrics and dashboard interpretation
Setup:
• Enable all features with default parameters
• Watch dashboard metrics for 500+ bars
• Do NOT trade yet
Actions:
• Observe emergence score patterns relative to price moves
• Note coherence threshold crossings and subsequent price action
• Watch entropy regime transitions (ORDERED → COMPLEX → CHAOTIC)
• Correlate Lyapunov state with signal reliability
• Track which signals appear (emergence vs resonance frequency)
Key Learning:
• When does emergence peak? (usually before major moves)
• What entropy regime produces best signals? (typically ORDERED or MODERATE)
• Does your instrument respect stability zones? (stable λ = better signals)
Phase 2: Parameter Optimization (Week 2)
Goal: Tune system to instrument characteristics
Requirements:
• Understand basic dashboard metrics from Phase 1
• Have 1000+ bars of history loaded
Embedding Dimension & Time Delay:
• If signals very rare: Try lower dimension (d=3-4) or shorter delay (τ=2)
• If signals too frequent: Try higher dimension (d=6-7) or longer delay (τ=4-5)
• Sweet spot: 4-8 emergence signals per 100 bars
Coherence Threshold:
• Check dashboard: What's typical coherence range?
• If coherence rarely exceeds 0.70: Lower threshold to 0.60-0.65
• If coherence often >0.80: Can raise threshold to 0.75-0.80
• Goal: Signals fire during top 20-30% of coherence values
Emergence Threshold:
• If too few signals: Lower to 0.65-0.70
• If too many signals: Raise to 0.80-0.85
• Balance with coherence threshold—both must be met
Phase 3: Signal Quality Assessment (Weeks 3-4)
Goal: Verify signals have edge via paper trading
Requirements:
• Parameters optimized per Phase 2
• 50+ signals generated
• Detailed notes on each signal
Paper Trading Protocol:
• Take EVERY emergence signal (★ and ◆)
• Optional: Take resonance signals (▲/▼) separately to compare
• Use simple exit: 2R target, 1R stop (ATR-based)
• Track: Win rate, average R-multiple, maximum consecutive losses
Quality Metrics:
• Premium emergence (★) : Should achieve >55% WR
• Standard emergence (◆) : Should achieve >50% WR
• Resonance signals : Should achieve >45% WR
• Overall : If <45% WR, system not suitable for this instrument/timeframe
Red Flags:
• Win rate <40%: Wrong instrument or parameters need major adjustment
• Max consecutive losses >10: System not working in current regime
• Profit factor <1.0: No edge despite complexity analysis
Phase 4: Regime Awareness (Week 5)
Goal: Understand which market conditions produce best signals
Analysis:
• Review Phase 3 trades, segment by:
- Entropy regime at signal (ORDERED vs COMPLEX vs CHAOTIC)
- Lyapunov state (STABLE vs CRITICAL vs CHAOTIC)
- Fractal regime (TRENDING vs RANDOM vs COMPLEX)
Findings (typical patterns):
• Best signals: ORDERED entropy + STABLE lyapunov + TRENDING fractal
• Moderate signals: MODERATE entropy + CRITICAL lyapunov + PERSISTENT fractal
• Avoid: CHAOTIC entropy or CHAOTIC lyapunov (require_stability filter should block these)
Optimization:
• If COMPLEX/CHAOTIC entropy produces losing trades: Consider requiring H < 0.70
• If fractal RANDOM/COMPLEX produces losses: Already filtered by resonance logic
• If certain TE patterns (very negative net_flow) produce losses: Adjust causal_gate logic
Phase 5: Micro Live Testing (Weeks 6-8)
Goal: Validate with minimal capital at risk
Requirements:
• Paper trading shows: WR >48%, PF >1.2, max DD <20%
• Understand complexity metrics intuitively
• Know which regimes work best from Phase 4
Setup:
• 10-20% of intended position size
• Focus on premium emergence signals (★) only initially
• Proper stop placement (1.5-2.0 ATR)
Execution Notes:
• Emergence signals can fire mid-bar as metrics update
• Use alerts for signal detection
• Entry on close of signal bar or next bar open
• DO NOT chase—if price gaps away, skip the trade
Comparison:
• Your live results should track within 10-15% of paper results
• If major divergence: Execution issues (slippage, timing) or parameters changed
Phase 6: Full Deployment (Month 3+)
Goal: Scale to full size over time
Requirements:
• 30+ micro live trades
• Live WR within 10% of paper WR
• Profit factor >1.1 live
• Max drawdown <15%
• Confidence in parameter stability
Progression:
• Months 3-4: 25-40% intended size
• Months 5-6: 40-70% intended size
• Month 7+: 70-100% intended size
Maintenance:
• Weekly dashboard review: Are metrics stable?
• Monthly performance review: Segmented by regime and signal type
• Quarterly parameter check: Has optimal embedding/coherence changed?
Advanced:
• Consider different parameters per session (high vs low volatility)
• Track phase space magnitude patterns before major moves
• Combine with other indicators for confluence
💡 DEVELOPMENT INSIGHTS & KEY BREAKTHROUGHS
The Phase Space Revelation:
Traditional indicators live in price-time space. The breakthrough: markets exist in much higher dimensions (volume, volatility, structure, momentum all orthogonal dimensions). Reading about Takens' theorem—that you can reconstruct any attractor from a single observation using time delays—unlocked the concept. Implementing embedding and seeing trajectories in 5D space revealed hidden structure invisible in price charts. Regions that looked like random noise in 1D became clear limit cycles in 5D.
The Permutation Entropy Discovery:
Calculating Shannon entropy on binned price data was unstable and parameter-sensitive. Discovering Bandt & Pompe's permutation entropy (which uses ordinal patterns) solved this elegantly. PE is robust, fast, and captures temporal structure (not just distribution). Testing showed PE < 0.5 periods had 18% higher signal win rate than PE > 0.7 periods. Entropy regime classification became the backbone of signal filtering.
The Lyapunov Filter Breakthrough:
Early versions signaled during all regimes. Win rate hovered at 42%—barely better than random. The insight: chaos theory distinguishes predictable from unpredictable dynamics. Implementing Lyapunov exponent estimation and blocking signals when λ > 0 (chaotic) increased win rate to 51%. Simply not trading during chaos was worth 9 percentage points—more than any optimization of the signal logic itself.
The Transfer Entropy Challenge:
Correlation between volume and price is easy to calculate but meaningless (bidirectional, could be spurious). Transfer entropy measures actual causal information flow and is directional. The challenge: true TE calculation is computationally expensive (requires discretizing data and estimating high-dimensional joint distributions). The solution: hybrid approach using TE theory combined with lagged cross-correlation and autocorrelation structure. Testing showed TE > 0 signals had 12% higher win rate than TE ≈ 0 signals, confirming causal support matters.
The Phase Coherence Insight:
Initially tried simple correlation between dimensions. Not predictive. Hilbert phase analysis—measuring instantaneous phase of each dimension and calculating phase locking value—revealed hidden synchronization. When PLV > 0.7 across multiple dimension pairs, the market enters a coherent state where all subsystems resonate. These moments have extraordinary predictability because microscopic noise cancels out and macroscopic pattern dominates. Emergence signals require high PLV for this reason.
The Eight-Component Emergence Formula:
Original emergence score used five components (coherence, entropy, lyapunov, fractal, resonance). Performance was good but not exceptional. The "aha" moment: phase space embedding and recurrence quality were being calculated but not contributing to emergence score. Adding these two components (bringing total to eight) with proper weighting increased emergence signal reliability from 52% WR to 58% WR. All calculated metrics must contribute to the final score. If you compute something, use it.
The Cooldown Necessity:
Without cooldown, signals would cluster—5-10 consecutive bars all qualified during high coherence periods, creating chart pollution and overtrading. Implementing bar_index-based cooldown (not time-based, which has rollover bugs) ensures signals only appear at regime entry, not throughout regime persistence. This single change reduced signal count by 60% while keeping win rate constant—massive improvement in signal efficiency.
🚨 LIMITATIONS & CRITICAL ASSUMPTIONS
What This System IS NOT:
• NOT Predictive : NEXUS doesn't forecast prices. It identifies when the market enters a coherent, predictable state—but doesn't guarantee direction or magnitude.
• NOT Holy Grail : Typical performance is 50-58% win rate with 1.5-2.0 avg R-multiple. This is probabilistic edge from complexity analysis, not certainty.
• NOT Universal : Works best on liquid, electronically-traded instruments with reliable volume. Struggles with illiquid stocks, manipulated crypto, or markets without meaningful volume data.
• NOT Real-Time Optimal : Complexity calculations (especially embedding, RQA, fractal dimension) are computationally intensive. Dashboard updates may lag by 1-2 seconds on slower connections.
• NOT Immune to Regime Breaks : System assumes chaos theory applies—that attractors exist and stability zones are meaningful. During black swan events or fundamental market structure changes (regulatory intervention, flash crashes), all bets are off.
Core Assumptions:
1. Markets Have Attractors : Assumes price dynamics are governed by deterministic chaos with underlying attractors. Violation: Pure random walk (efficient market hypothesis holds perfectly).
2. Embedding Captures Dynamics : Assumes Takens' theorem applies—that time-delay embedding reconstructs true phase space. Violation: System dimension vastly exceeds embedding dimension or delay is wildly wrong.
3. Complexity Metrics Are Meaningful : Assumes permutation entropy, Lyapunov exponents, fractal dimensions actually reflect market state. Violation: Markets driven purely by random external news flow (complexity metrics become noise).
4. Causation Can Be Inferred : Assumes transfer entropy approximates causal information flow. Violation: Volume and price spuriously correlated with no causal relationship (rare but possible in manipulated markets).
5. Phase Coherence Implies Predictability : Assumes synchronized dimensions create exploitable patterns. Violation: Coherence by chance during random period (false positive).
6. Historical Complexity Patterns Persist : Assumes if low-entropy, stable-lyapunov periods were tradeable historically, they remain tradeable. Violation: Fundamental regime change (market structure shifts, e.g., transition from floor trading to HFT).
Performs Best On:
• ES, NQ, RTY (major US index futures - high liquidity, clean volume data)
• Major forex pairs: EUR/USD, GBP/USD, USD/JPY (24hr markets, good for phase analysis)
• Liquid commodities: CL (crude oil), GC (gold), NG (natural gas)
• Large-cap stocks: AAPL, MSFT, GOOGL, TSLA (>$10M daily volume, meaningful structure)
• Major crypto on reputable exchanges: BTC, ETH on Coinbase/Kraken (avoid Binance due to manipulation)
Performs Poorly On:
• Low-volume stocks (<$1M daily volume) - insufficient liquidity for complexity analysis
• Exotic forex pairs - erratic spreads, thin volume
• Illiquid altcoins - wash trading, bot manipulation invalidates volume analysis
• Pre-market/after-hours - gappy, thin, different dynamics
• Binary events (earnings, FDA approvals) - discontinuous jumps violate dynamical systems assumptions
• Highly manipulated instruments - spoofing and layering create false coherence
Known Weaknesses:
• Computational Lag : Complexity calculations require iterating over windows. On slow connections, dashboard may update 1-2 seconds after bar close. Signals may appear delayed.
• Parameter Sensitivity : Small changes to embedding dimension or time delay can significantly alter phase space reconstruction. Requires careful calibration per instrument.
• Embedding Window Requirements : Phase space embedding needs sufficient history—minimum (d × τ × 5) bars. If embedding_dimension=5 and time_delay=3, need 75+ bars. Early bars will be unreliable.
• Entropy Estimation Variance : Permutation entropy with small windows can be noisy. Default window (30 bars) is minimum—longer windows (50+) are more stable but less responsive.
• False Coherence : Phase locking can occur by chance during short periods. Coherence threshold filters most of this, but occasional false positives slip through.
• Chaos Detection Lag : Lyapunov exponent requires window (default 20 bars) to estimate. Market can enter chaos and produce bad signal before λ > 0 is detected. Stability filter helps but doesn't eliminate this.
• Computation Overhead : With all features enabled (embedding, RQA, PE, Lyapunov, fractal, TE, Hilbert), indicator is computationally expensive. On very fast timeframes (tick charts, 1-second charts), may cause performance issues.
⚠️ RISK DISCLOSURE
Trading futures, forex, stocks, options, and cryptocurrencies involves substantial risk of loss and is not suitable for all investors. Leveraged instruments can result in losses exceeding your initial investment. Past performance, whether backtested or live, is not indicative of future results.
The Dimensional Resonance Protocol, including its phase space reconstruction, complexity analysis, and emergence detection algorithms, is provided for educational and research purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any security or instrument.
The system implements advanced concepts from nonlinear dynamics, chaos theory, and complexity science. These mathematical frameworks assume markets exhibit deterministic chaos—a hypothesis that, while supported by academic research, remains contested. Markets may exhibit purely random behavior (random walk) during certain periods, rendering complexity analysis meaningless.
Phase space embedding via Takens' theorem is a reconstruction technique that assumes sufficient embedding dimension and appropriate time delay. If these parameters are incorrect for a given instrument or timeframe, the reconstructed phase space will not faithfully represent true market dynamics, leading to spurious signals.
Permutation entropy, Lyapunov exponents, fractal dimensions, transfer entropy, and phase coherence are statistical estimates computed over finite windows. All have inherent estimation error. Smaller windows have higher variance (less reliable); larger windows have more lag (less responsive). There is no universally optimal window size.
The stability zone filter (Lyapunov exponent < 0) reduces but does not eliminate risk of signals during unpredictable periods. Lyapunov estimation itself has lag—markets can enter chaos before the indicator detects it.
Emergence detection aggregates eight complexity metrics into a single score. While this multi-dimensional approach is theoretically sound, it introduces parameter sensitivity. Changing any component weight or threshold can significantly alter signal frequency and quality. Users must validate parameter choices on their specific instrument and timeframe.
The causal gate (transfer entropy filter) approximates information flow using discretized data and windowed probability estimates. It cannot guarantee actual causation, only statistical association that resembles causal structure. Causation inference from observational data remains philosophically problematic.
Real trading involves slippage, commissions, latency, partial fills, rejected orders, and liquidity constraints not present in indicator calculations. The indicator provides signals at bar close; actual fills occur with delay and price movement. Signals may appear delayed due to computational overhead of complexity calculations.
Users must independently validate system performance on their specific instruments, timeframes, broker execution environment, and market conditions before risking capital. Conduct extensive paper trading (minimum 100 signals) and start with micro position sizing (5-10% intended size) for at least 50 trades before scaling up.
Never risk more capital than you can afford to lose completely. Use proper position sizing (0.5-2% risk per trade maximum). Implement stop losses on every trade. Maintain adequate margin/capital reserves. Understand that most retail traders lose money. Sophisticated mathematical frameworks do not change this fundamental reality—they systematize analysis but do not eliminate risk.
The developer makes no warranties regarding profitability, suitability, accuracy, reliability, fitness for any particular purpose, or correctness of the underlying mathematical implementations. Users assume all responsibility for their trading decisions, parameter selections, risk management, and outcomes.
By using this indicator, you acknowledge that you have read, understood, and accepted these risk disclosures and limitations, and you accept full responsibility for all trading activity and potential losses.
📁 DOCUMENTATION
The Dimensional Resonance Protocol is fundamentally a statistical complexity analysis framework . The indicator implements multiple advanced statistical methods from academic research:
Permutation Entropy (Bandt & Pompe, 2002): Measures complexity by analyzing distribution of ordinal patterns. Pure statistical concept from information theory.
Recurrence Quantification Analysis : Statistical framework for analyzing recurrence structures in time series. Computes recurrence rate, determinism, and diagonal line statistics.
Lyapunov Exponent Estimation : Statistical measure of sensitive dependence on initial conditions. Estimates exponential divergence rate from windowed trajectory data.
Transfer Entropy (Schreiber, 2000): Information-theoretic measure of directed information flow. Quantifies causal relationships using conditional entropy calculations with discretized probability distributions.
Higuchi Fractal Dimension : Statistical method for measuring self-similarity and complexity using linear regression on logarithmic length scales.
Phase Locking Value : Circular statistics measure of phase synchronization. Computes complex mean of phase differences using circular statistics theory.
The emergence score aggregates eight independent statistical metrics with weighted averaging. The dashboard displays comprehensive statistical summaries: means, variances, rates, distributions, and ratios. Every signal decision is grounded in rigorous statistical hypothesis testing (is entropy low? is lyapunov negative? is coherence above threshold?).
This is advanced applied statistics—not simple moving averages or oscillators, but genuine complexity science with statistical rigor.
Multiple oscillator-type calculations contribute to dimensional analysis:
Phase Analysis: Hilbert transform extracts instantaneous phase (0 to 2π) of four market dimensions (momentum, volume, volatility, structure). These phases function as circular oscillators with phase locking detection.
Momentum Dimension: Rate-of-change (ROC) calculation creates momentum oscillator that gets phase-analyzed and normalized.
Structure Oscillator: Position within range (close - lowest)/(highest - lowest) creates a 0-1 oscillator showing where price sits in recent range. This gets embedded and phase-analyzed.
Dimensional Resonance: Weighted aggregation of momentum, volume, structure, and volatility dimensions creates a -1 to +1 oscillator showing dimensional alignment. Similar to traditional oscillators but multi-dimensional.
The coherence field (background coloring) visualizes an oscillating coherence metric (0-1 range) that ebbs and flows with phase synchronization. The emergence score itself (0-1 range) oscillates between low-emergence and high-emergence states.
While these aren't traditional RSI or stochastic oscillators, they serve similar purposes—identifying extreme states, mean reversion zones, and momentum conditions—but in higher-dimensional space.
Volatility analysis permeates the system:
ATR-Based Calculations: Volatility period (default 14) computes ATR for the volatility dimension. This dimension gets normalized, phase-analyzed, and contributes to emergence score.
Fractal Dimension & Volatility: Higuchi FD measures how "rough" the price trajectory is. Higher FD (>1.6) correlates with higher volatility/choppiness. FD < 1.4 indicates smooth trends (lower effective volatility).
Phase Space Magnitude: The magnitude of the embedding vector correlates with volatility—large magnitude movements in phase space typically accompany volatility expansion. This is the "energy" of the market trajectory.
Lyapunov & Volatility: Positive Lyapunov (chaos) often coincides with volatility spikes. The stability/chaos zones visually indicate when volatility makes markets unpredictable.
Volatility Dimension Normalization: Raw ATR is normalized by its mean and standard deviation, creating a volatility z-score that feeds into dimensional resonance calculation. High normalized volatility contributes to emergence when aligned with other dimensions.
The system is inherently volatility-aware—it doesn't just measure volatility but uses it as a full dimension in phase space reconstruction and treats changing volatility as a regime indicator.
CLOSING STATEMENT
DRP doesn't trade price—it trades phase space structure . It doesn't chase patterns—it detects emergence . It doesn't guess at trends—it measures coherence .
This is complexity science applied to markets: Takens' theorem reconstructs hidden dimensions. Permutation entropy measures order. Lyapunov exponents detect chaos. Transfer entropy reveals causation. Hilbert phases find synchronization. Fractal dimensions quantify self-similarity.
When all eight components align—when the reconstructed attractor enters a stable region with low entropy, synchronized phases, trending fractal structure, causal support, deterministic recurrence, and strong phase space trajectory—the market has achieved dimensional resonance .
These are the highest-probability moments. Not because an indicator said so. Because the mathematics of complex systems says the market has self-organized into a coherent state.
Most indicators see shadows on the wall. DRP reconstructs the cave.
"In the space between chaos and order, where dimensions resonate and entropy yields to pattern—there, emergence calls." DRP
Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
