Adaptive CE-VWAP Breakout Framework [KedArc Quant]Description
A structured framework that unites three complementary systems into one charting engine:
Chandelier Exit (CE) – ATR-based trailing logic that defines trend direction, stop placement, and risk/reward overlays.
Swing-Anchored VWAP (SWAV) – a dynamically anchored VWAP that re-starts from each confirmed swing and adapts its smoothness to volatility.
Pivot S/R with Volume Breaks – confirmed horizontal levels with alerts when broken on expanding volume.
This script builds a single workflow for bias → trigger → managementwithout mixing unrelated indicators. Each module is internally linked rather than layered cosmetically, making it a true analytical framework—not.
Acknowledgment
Special thanks to Dynamic Swing Anchored VWAP by Zeiierman, whose swing-anchoring concept inspired a part of the SWAV module’s implementation and adaptation logic.
Support and Resistance Levels with Breaks by LuxAlgo for S/R breakout logic.
How this helps traders
Trend clarity – CE color-codes direction and provides evolving stops.
Context value – SWAV traces adaptive mean paths so traders see where price is heavy or light.
Action filter – Pivot+volume logic highlights true structural breaks, filtering false moves.
Discipline tool – Optional R:R boxes visualize risk and target zones to enforce planning.
Entry / Exit guidelines (for study purposes only)
Bias Use CE direction: green = long bias red = short bias
Entry
1. Breakout method– Trade in CE direction when a pivot level breaks on valid volume.
2. VWAP confirmation– Prefer breaks occurring around the nearest SWAV path (fair-value cross or re-test).
Exit
Stop = CE line / recent swing HL / ATR × (multiplier)
Target = R-multiple × risk (default 2 R)
Optional live update keeps SL/TP aligned with current CE state.
Core formula concepts
ATR Stop: Stop = High/Low – ATR × multiplier
VWAP calc: Σ(price × vol) / Σ(vol) anchored at swing pivot, adapted by APT (Adaptive Price Tracking) ratio ∝ ATR volatility.
Volume oscillator: 100 × (EMA₅ – EMA₁₀)/EMA₁₀; valid break when threshold %.
Input configuration (high-level)
Master Controls
Show CE / SWAV modules Theme & Fill opacity
CE Section
ATR period & multiplier Use Close for extremums
Show buy/sell labels Await bar confirmation
Risk-Reward overlay: R-multiple, Stop basis (CE/Swing/ATR×), Live update toggle
SWAV Section
Swing period Adaptive Price Tracking length Volatility bias (ATR-based adaptation) Line width
Pivot & Volume Breaks
Left/Right bar windows Volume threshold % Show Break labels and alerts
Best timeframes
Intraday: 5 m – 30 m for breakout confirmation
Swing: 1 h – 4 h for trend context
Settings scale with instrument volatility—adjust ATR period and volume threshold to match liquidity.
Glossary
ATR: Average True Range (volatility metric)
CE: Chandelier Exit (trailing stop/trend filter)
SWAV: Swing-Anchored VWAP (anchored mean price path)
Pivot H/L: Confirmed local extrema using left/right bar windows
R-multiple: Profit target as a multiple of initial risk
FAQ
Q: Does it repaint? A: No—pivots wait for confirmation and VWAP updates forward-only.
Q: Can modules be disabled? A: Yes—each section has its own toggle.
Q: Can it trade automatically? A: This is an indicator/study, not an auto-strategy.
Q: Is this financial advice? A: No—educational use only.
Disclaimer
This script is for educational and analytical purposes only.
It is not financial advice. Trading involves risk of loss. Past performance does not guarantee future results. Always apply sound risk management.
Volatility
BB SPY Mean Reversion Investment StrategySummary
Mean reversion first, continuation second. This strategy targets equities and ETFs on daily timeframes. It waits for price to revert from a Bollinger location with candle and EMA agreement, then manages risk with ATR based exits. Uniqueness comes from two elements working together. One, an adaptive band multiplier driven by volatility of volatility that expands or contracts the envelope as conditions change. Two, a bias memory that re arms the same direction after any stop, target, or time exit until a true opposite signal appears. Add it to a clean chart, use the markers and levels, and select on bar close for conservative alerts. Shapes can move while the bar is open and settle on close.
Scope and intent
• Markets. Currently adapted for SPY, needs to be optimized for other assets
• Timeframes. Daily primary. Other frames are possible but not the default
• Default demo. SPY on daily
• Purpose. Trade mean reversion entries that can chain into a longer swing by splitting holds into ATR or time segments
Originality and usefulness
• Novelty. Adaptive band width from volatility of volatility plus a persistent bias array that keeps the original direction alive across sequential entries until an opposite setup is confirmed
• Failure modes mitigated. False starts in chop are reduced by candle color and EMA location. Missed continuation after a take profit or stop is addressed by the re arm engine. Oversized envelopes during quiet regimes are avoided by the adaptive multiplier
• Testability. Every module has Inputs and visible levels so users can see why a suggestion appears
• Portable yardstick. All risk and targets are expressed in ATR units
Method overview in plain language
The engine measures where price sits relative to Bollinger bands, confirms with candle color and EMA location, requires ADX for shorts(in our case long close since we use it currently as long only), and optionally requires a trend or mean reversion regime using band width percent rank and basis slope. Risk uses ATR for stop, target, and optional breakeven. A small array stores the last confirmed direction. While flat, the engine keeps a pending order in that direction. The array flips only when a true opposite setup appears.
Base measures
• Range basis. True Range smoothed over a user defined ATR Length
• Return basis. Not required
Components
• Bollinger envelope. SMA length and standard deviation multiplier. Entry is based on cross of close through the band with location bias
• Candle and EMA filter. Close relative to open and close relative to EMA align direction
• ADX gate for shorts. Requires minimum trend strength for short trades
• Adaptive multiplier. Band width scales using volatility of volatility so envelopes breathe with conditions
• Regime gate optional. Band width percent rank and basis slope identify trend or mean reversion regimes
• Risk manager. ATR stop, ATR target, optional breakeven, optional time exit
• Bias memory. Array stores last confirmed direction and re arms entries while flat
Fusion rule
Minimum satisfied gates count style. All required gates must be true. Optional gates are controlled in Inputs. Bias memory never overrides an opposite confirmed setup.
Signal rule
• Long setup when close crosses up through the lower band, the bar closes green, and close is above the long EMA
• Short setup when close crosses down through the upper band, the bar closes red, close is below the short EMA, and ADX is above the minimum
• While flat the model keeps a pending order in the stored direction until a true opposite setup appears
• IN LONG or IN SHORT describes states between entry and exit
What you will see on the chart
• Markers for Long and Short setups
• Exit markers from ATR or time rules
• Reference levels for entry, stop, and target
• Bollinger bands and optional adaptive bands
Inputs with guidance
Setup
• Signal timeframe. Uses the chart timeframe
• Invert direction optional. Flips long and short
Logic
• BB Length. Typical 10 to 50. Higher smooths more
• BB Mult. Typical 1.0 to 2.5. Higher widens entries
• EMA Length long. Typical 10 to 50
• EMA Length short. Typical 5 to 30
• ADX Minimum for short. Typical 15 to 35
Filters
• Regime Type. none or trend or mean reversion
• Rank Lookback. Typical 100 to 300
• Basis Slope Length and Threshold. Larger values reduce false trends
Risk
• ATR Length. Typical 10 to 21
• ATR Stop Mult. Typical 1.0 to 3.0
• ATR Take Profit Mult. Typical 2.0 to 5.0
• Breakeven Trigger R. Move stop to entry after the chosen multiple
• Time Exit. Minimum bars and extension when profit exceeds a fraction of ATR
Bias and rearm
• Bias flips kept. Array depth
• Keep rearm when flat. Maintain a pending order while flat
UI
• Show markers and levels. Clean defaults
Usage recipes
Alerts update in real time and can change while the bar forms. Select on bar close for conservative workflows.
Properties visible in this publication
• Initial capital 25000
• Base currency USD
• If any higher timeframe calls are enabled, request.security uses lookahead off
• Commission 0.03 percent
• Slippage 3 ticks
• Default order size method Percent of equity with value 5
• Pyramiding 0
• Process orders on close On
• Bar magnifier Off
• Recalculate after order is filled Off
• Calc on every tick Off
Realism and responsible publication
No performance claims. Costs and fills vary by venue. Shapes can move intrabar and settle on close. Strategies use standard candles only.
Honest limitations and failure modes
High impact releases and thin liquidity can break assumptions. Gap heavy symbols may require larger ATR. Very quiet regimes can reduce contrast in the mean reversion signal. If stop and target can both be touched inside one bar, outcome follows the TradingView order model for that bar path.
Regimes with extreme one sided trend and very low volatility can reduce mean reversion edges. Results vary by symbol and venue. Past results never guarantee future outcomes.
Open source reuse and credits
None.
Backtest realism
Costs are realistic for liquid equities. Sizing does not exceed five percent per trade by default. Any departure should be justified by the user.
If you got any questions please le me know
ROC & Momentum FusionROC & Momentum Fusion
(by HabibiTrades ©)
Purpose:
“ROC & Momentum Fusion” combines the Rate of Change (ROC) with a MACD-style signal engine to identify early momentum reversals, confirmed trend shifts, and low-volatility choppy zones.
It’s built for traders who want early momentum detection with the clarity of trend persistence — adaptable to any instrument and timeframe.
⚙️ How It Works
Rate of Change (ROC):
Measures the percentage speed of price change over time, showing the raw momentum strength.
Signal Line (EMA):
A short EMA of the ROC — responds faster to new directional shifts, similar to a MACD signal line.
Histogram:
Displays acceleration and deceleration between the ROC and its signal line.
Persistent Trend States:
When the ROC crosses the signal line or zero, the indicator enters a new momentum regime
(bullish or bearish) and stays in that color until another flip occurs.
Dynamic Choppy Zone:
When ROC momentum fades within the zero buffer zone, the indicator turns orange, signaling a sideways or indecisive market.
🟢 Visual Regimes
Regime Description Color
Bullish Momentum ROC above zero or signal line 🟢 Neon Green
Bearish Momentum ROC below zero or signal line 🔴 Neon Red
Choppy / Neutral ROC hovering within ±threshold range 🟠 Neon Orange
This color system makes it visually effortless to see whether the market is trending, reversing, or consolidating.
🧭 Adaptive Intelligence
The script automatically adjusts to market type and session for consistent accuracy:
Session Adaptive: Adjusts smoothing based on global sessions (Asian, London, New York, Sydney).
Instrument Adaptive: Fine-tunes sensitivity automatically for major assets — NASDAQ (NQ), S&P 500 (ES), Gold (GC), Oil (CL), Bitcoin (BTC).
Volatility Normalization: Optionally divides ROC by its own standard deviation to stabilize noisy assets and maintain consistent scaling.
🔔 Signals & Alerts
Bullish Reversal:
ROC crosses above its signal or zero line — early momentum flip.
Bearish Reversal:
ROC crosses below its signal or zero line — downward momentum flip.
Alerts:
Both reversal conditions include built-in alert triggers for automation and notifications.
🎨 Visual Features
Main ROC Line: Adaptive EMA of ROC, color-coded by trend regime.
Signal Line: Optional white EMA overlay for MACD-style crossovers.
Histogram: Visual burst display of acceleration (green/red).
Reversal Markers: Optional triangles marking exact crossover points.
Threshold Lines: Highlight the zero and buffer zones for visual clarity.
🧩 Best Use Cases
Identify early momentum shifts before price confirms them.
Confirm trend continuation or exhaustion with color persistence.
Detect choppy / low-volatility periods instantly.
Works across all timeframes — from 1-minute scalping to weekly swings.
Combine with structure, EMAs, or volume for confirmation.
⚙️ Recommended Settings
Setting Default Description
ROC Period 6 Core momentum length (lower = faster response).
Signal EMA Length 3 MACD-style responsiveness (lower = more reactive).
Zero Buffer Threshold 0.15 Defines the width of the neutral zone around zero.
Choppy Zone Multiplier 1.0 Expands or tightens the orange zone sensitivity.
These defaults have been optimized through real-market testing to balance responsiveness and smoothness across different asset classes.
⚠️ Notes
The color regime is persistent, meaning once the line turns bullish or bearish, it remains in that state until momentum structurally flips.
The orange zone represents momentum uncertainty and helps avoid false entries in range-bound markets.
Works seamlessly on any timeframe and with any asset.
TTM Squeeze MTF DashboardThis indicator is a multi-timeframe (MTF) powerhouse for spotting breakout trades: It blends TTM Squeeze volatility, momentum oscillator (MOM), EMA trend stacks, MACD histogram expansion, and a "Green Count" (GC) tracker for post-squeeze timing. Perfect for day traders hunting confluence across TFs (e.g., 5m/15m/1H) to enter longs on lower timeframes (LTF) when signals align bullish.1. Quick OverviewCore Features:Dashboard Table: Real-time status for 3 user-defined TFs (defaults: 5m, 15m, 1H).
Rows: MOM (momentum), EMA (trend stack), MACD (histogram expansion), SQZ (volatility), GC (breakout counter), + optional GC MOM.
Plots: MOM histogram + GC line below price for visual confirmation.
Alerts: Triggers on full bullish/bearish alignment (positive/negative MOM + EMA stack + GC ≤3).
Edge: Filters noise with MTF alignment—wait for the table to "light up" (2+ TFs green/aqua) for high-conviction entries.
Best Use: Liquid markets (stocks, forex, crypto). Chart on LTF (e.g., 5m) for entries, use HTF for bias.
2. Installation & AccessOpen TradingView > Load a chart (e.g., AAPL on 5m).
Click Indicators (top toolbar) > Search "TTM Squeeze MTF Dashboard".
Add to chart—table appears top-right (customizable).
Pro Tip: Pin to favorites for quick access. Save chart layouts to preserve settings.
If editing: Right-click indicator > "Edit Pine Script" (open-source code available).3. Customizing SettingsGear icon (next to indicator name) > Adjust groups:Multi-Timeframe SettingsTF1/2/3: Set your scales (e.g., 1m/5m/15m for scalps; 15m/1H/4H for swings).
EMA SettingsLengths: 8/21/55/200 (Fib-tuned for trend).
Colors: Green (bull stack), Red (bear), Gray (neutral).
MACD SettingsLengths: 12/26/9 (standard).
Colors: Green (up-expansion: bull building), Red (down: bear building), Gray (retracting: pause).
Table Colors & DisplayGC Colors: Customize highlights for low GC + momentum.
Histogram Color: MOM shades (aqua/blue positive; red/yellow negative).
Squeeze Dot Color: Green (no squeeze), Black (low), Red/Orange (compression).
Toggles: Show/hide rows (e.g., disable SQZ for cleaner view).
Position/Size: Top-right default; tweak text color/size.
OtherSqueeze Length: 20 (BB/KC base).
Multipliers: BB=2.0, KC=1.0/1.5/2.0 (vol bands).
Hit OK—updates live. Defaults work great out-of-box.4. Reading the Table5 columns: Label | TF1 | TF2 | TF3 | Spacer.
Colors = signals; text = TF labels or GC numbers. Default order: MOM > EMA > MACD > SQZ > GC MOM > GC.Row
Purpose
Bullish (Green/Aqua)
Bearish (Red/Yellow)
Neutral (Gray)
MOM
Momentum flow.
Aqua (rising positive: strong bull).
Blue (falling positive: bull slowing).
Red (rising negative: bear easing).
Yellow (falling negative: deep bear).
N/A.
EMA
Trend stack (short > long EMAs).
Green: Ascending (with trend).
Red: Descending (against).
Mixed.
MACD
Histogram expansion.
Green: Positive & growing (momentum surge).
Red: Negative & shrinking (bear surge).
Flat/retracting (avoid).
SQZ
Volatility compression.
Green: No squeeze (expanding).
Black: Low (mild coil).
N/A.
Red: Medium.
Orange: High (wait).
GC MOM (Opt.)
GC ≤3 + positive MOM.
Aqua/Blue: Entry sweet spot.
N/A.
No match.
GC
Bars since last red squeeze.
MOM color if ≤3 (breakout now!). Text: Count (e.g., "2").
N/A.
>3 (wait).
Bullish Light-Up: 2+ TFs green/aqua on MOM/EMA/MACD + SQZ green/black + GC ≤3 = Long setup.5. Chart PlotsMOM Histogram: Colored bars (aqua = buy pressure)—confirms table.
GC Line: Purple, rising from 0—≤3 signals volatility release.
6. Alerts SetupRight-click chart > Add Alert > Select indicator.
Pick: "Bullish Alignment TF1" (e.g., for 5m).
Message: "Long {{ticker}}—MOM+/EMA Up/GC≤3 on TF1!"
Once Per Bar to avoid noise.
Bullish: Positive MOM + up EMA + low GC (long entry).
Bearish: Negative MOM + down EMA + low GC (short).
7. Trading FrameworkBias Check: HTF EMA green + SQZ release.
Confluence: Table aligns bullish (alert fires).
LTF Entry: On 5m, buy close above EMA8 (or dip to it). SL below swing low (1-2% risk).
Manage: Trail on MACD gray or GC reset. TP: 1.5-2:1 RR.
Avoid: Choppy news; <2 TF alignment.
Example: Alert on TF2 (15m). Switch to 5m: MOM aqua, price bounces EMA—long.Backtest Tip: Convert to strategy script for stats (55-65% win rate on aligns).
Stacked EMAs with Background & AlertsStacked EMAs with Background & AlertsThis indicator plots 5 customizable Exponential Moving Averages (EMAs) on your chart, perfect for spotting trend strength and reversals. Key Features:Flexible EMAs: Set lengths (defaults: 8, 21, 50, 100, 200), toggle visibility, and color each line individually for a clean, personalized ribbon.
Stack Detection: Highlights when all EMAs align—bullish (shortest > longest) or bearish (shortest < longest).
Dynamic Background: Fills the chart with a semi-transparent green tint on bullish stacks (trend up) or red on bearish (trend down), making alignment pop at a glance.
Smart Alerts: Get notified on stack formations/changes, plus key crossovers (e.g., short EMA over long for bull signals, medium over long for trend shifts).
How It Works for Trading: Use the stack backgrounds as your trend filter—go long on green fills with rising price, short on red. Alerts catch entries/exits early, reducing noise. Ideal for swing/day trading on any timeframe; pair with volume for confluence. Simple, no-repaint, and fully customizable!
Risk-On / Risk-Off Toolkit [SB1] (NQ, RTY, YM) VIXDescription:
The Risk-On / Risk-Off Toolkit is a professional-grade market context indicator designed to help traders quickly identify broad market sentiment shifts and gauge risk appetite. By combining major US equity futures (NQ, RTY, YM) with VIX dynamics, this toolkit provides clear visual signals of “Risk-On” (bullish, lower volatility environment) and “Risk-Off” (bearish, higher volatility environment) conditions. This is ideal for traders using discretionary analysis, swing strategies, intraday scalping, or portfolio positioning decisions.
My Personal Thoughts: Utilize all 3 charts to Identify which is Leading and who is lagging between the 3 (NQ, RTY, YM) Key Features:
Futures Trend Analysis:
Monitors the Nasdaq 100 (NQ), Russell 2000 (RTY), and Dow Jones (YM) futures in real-time.
Determines bullish/bearish bias based on each futures contract’s current close relative to its open.
Identifies when all three indices are moving in sync, highlighting broad market directional alignment.
VIX Confirmation:
Integrates the CBOE Volatility Index (VIX) to gauge market risk sentiment.
Confirms Risk-On conditions when VIX is falling while all three futures are bullish.
Confirms Risk-Off conditions when VIX is rising while all three futures are bearish.
Optional background shading visually highlights Risk-On (green) and Risk-Off (red) conditions for quick, intuitive assessment.
Strong Body Candle Signals:
Detects high conviction candlestick moves where the body represents at least 85% of the total range.
Confirms whether the candle closes near its extreme (top for bullish, bottom for bearish) within 15% of the range.
Plots arrows for strong bullish or bearish candles:
Green triangle-up for bullish strong candles
Red triangle-down for bearish strong candles
Provides a visual cue for intraday or swing traders to confirm trend momentum without cluttering the chart with labels.
Alert System:
Alerts can be set for Risk-On alignment: all monitored futures are bullish and VIX is falling.
Alerts can also be set for Risk-Off alignment: all monitored futures are bearish and VIX is rising.
Ensures traders never miss shifts in broad market sentiment, suitable for both intraday and end-of-day review.
Table Summary:
Provides a top-right summary table of each monitored market and VIX:
Displays Index Name and Current Bias (Bullish/Bearish/Neutral).
Highlights bullish conditions in green and bearish conditions in red.
Includes VIX status as “↓ Falling”, “↑ Rising”, or “Flat”, providing a quick visual reference of volatility trends.
Customizable Visuals:
Control the visibility of strong candle arrows.
Maintains dynamic bar coloring for strong candle moves (green for bullish, red for bearish).
How to Use the Risk-On / Risk-Off Toolkit:
Trend Confirmation: Use the alignment of NQ, RTY, and YM to determine whether the overall market environment is bullish or bearish.
Risk Sentiment Filter: Use VIX confirmation to identify if traders are in a risk-on or risk-off sentiment. This is especially useful for adjusting position sizing, hedging, or timing entries.
Momentum Validation: Strong candle arrows indicate decisive moves, providing additional confirmation for trade entries, breakouts, or trend continuation.
Alerts & Visual Cues: Set alerts to be notified whenever Risk-On or Risk-Off conditions are met, helping you act in real-time.
Quick Reference: Use the summary table for a bird’s-eye view of market alignment across indices and VIX, avoiding the need to track multiple charts simultaneously.
Why This Indicator is Unique:
Combines three major US indices with volatility confirmation to identify true macro market sentiment shifts.
Provides both visual and alert-based signals for actionable insights.
The inclusion of strong candle arrows gives intraday and swing traders a clear, low-latency cue for high-probability moves.
Perfect for multi-timeframe analysis and adaptable to both short-term and long-term strategies.
Indicator Name Justification:
The name “Risk-On / Risk-Off Toolkit ” accurately reflects the core function: identifying broad market risk appetite and sentiment alignment across key indices with volatility confirmation. It communicates instantly that the tool helps traders understand when the market is favoring risk-taking (Risk-On) versus risk-aversion (Risk-Off).
Dashboard — Vol & PriceDashboard for traders
Indicator Description
1. Prev Day High
What it shows: the previous trading day's high.
Why it shows: a resistance level. Many traders watch to see if the price will hold above or below this level. A breakout can signal buying strength.
2. Prev Day Low
What it shows: the previous day's low.
Why it shows: a support level. If the price breaks downwards, it signals weakness and a possible continuation of the decline.
3. Today
What it shows:
The difference between the current price and yesterday's close (in absolute values and as a percentage).
Color: green for an increase, red for a decrease.
Why it shows: immediately shows how strong a gap or movement is today relative to yesterday. This is an indicator of current momentum.
4. ADR, % (Average Daily Range)
What it shows: Average daily range (High – Low), expressed as a percentage of the closing price, for the selected period (default 7 days).
Why it's useful: To understand the "normal" volatility of an instrument. For example, if the ADR is 3%, then a 1% move is small, while a 6% move is very large.
5. ATR (Average True Range)
What it shows: Average fluctuation range (including gaps), in absolute points, for the specified period (default 7 days).
Why it's useful: A classic volatility indicator. Useful for setting stops, calculating position sizes, and identifying "noise" movements.
6. ATR (Today), %
What it shows: How much the current movement today (from yesterday's close to the current price) represents in % of the average ATR.
Why it shows: Shows whether the instrument has "played out" its average range. If the value is already >100%, there is a high probability that the movement will begin to slow.
7. Vol (Today)
What it shows:
Current trading volume for the day (in millions/billions).
Comparison with yesterday as a percentage (for example: 77.32M (-52.78%)).
Color: green if the volume is higher than yesterday; red if lower.
Why it shows:Quickly shows whether the market is active today. Volume = fuel for price movement.
8. Avg Vol (20d)
What it shows: Average daily volume over the last 20 trading days.
Why it's useful:"normal" activity level. It's a convenient backdrop for assessing today's turnover.
9. Rel. Vol (Today), % (Relative Volume)
What it shows: Deviation of the current volume from the average (20 days).
Formula: `(today / average - 1)` * 100`.
+30% = volume 30% above average, -40% = 40% below average.
Color: green for +, red for –.
Why it's useful:A key indicator for a trader. If RelVol > 100% (green), the market is "charged," and the movement is more significant. If low, activity is weak and movements are less reliable.
10. Normalized RS (Relative Strength)
What it shows: the relative strength of a stock to a selected benchmark (e.g., SPY), normalized by the period (default 7 days).
100 = same result as the market.
> 100 = the stock is stronger than the index.
<100 = weaker than the index.
Why it's needed: filtering ideas. Strong stocks rise faster when the market rises, weak stocks fall more sharply. This helps trade in the direction of the trend and select the best candidates.
In summary:
Prev High / Low — key support and resistance levels.
Today — an instant understanding of the current momentum.
ADR and ATR — volatility and potential movement.
ATR (Today) — how much the instrument has already "run."
Vol + Rel.Vol — activity and confirmation of the movement's strength.
RS — selecting strong/weak leaders against the market.
ATR/ADX Trend Table - Compact & Positionable (Fixed init)Table to determine qualified ATR & ADX DI for follow trend entry
super trader Prosuper trader Pro
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ATR SL/TP Precision Zones (Dots)ATR SL/TP Precision Zones (Dots) is a volatility-based tool designed to help traders set accurate Stop Loss and Take Profit levels based on real market volatility — not fixed pips or emotion.
This indicator uses ATR (Average True Range) multiplied by 1.2 to calculate dynamic distance bands.
Instead of drawing a ribbon or channel, it places simple dots above and below each candle:
Upper Dot (Green) → Suggested Take Profit / Price Stretch Zone
Lower Dot (Red) → Suggested Stop Loss Cushion / Support Expansion Zone
Because ATR measures market volatility, these dots expand during high volatility and tighten during slow markets, helping traders avoid stop-loss hunts and premature exits.
Why This Works
Most traders lose because:
They set SL too close → stopped out by noise
They set TP too far → price never reaches it
This tool calibrates those distances automatically based on real price movement behavior.
ATR = volatility
Volatility = market breathing room
This indicator ensures your trade has room to breathe, increasing win consistency.
Best Use Cases
Scalping
Swing trading
Trend continuation entries
Reversal confirmations with support/resistance
Works on Crypto / Forex / Stocks / Futures
kapanış yüzdeleri Closing percentage indicator was created to trade with closing percentage, you can increase the historical data by changing the input
Inter-symmetric Forecast (ISF)Concept:
The Inter-Symmetric Forecast (ISF) is a physics-inspired price projection tool that visualizes both trend-continuation and mean-reversion scenarios in one dynamic structure. It extends the classic ADAM Projection by introducing a regime-sensitive weighting based on the Market Reynolds Number (Reₘ), a dimensionless ratio of market momentum × liquidity to volatility-derived “viscosity.”
Mechanism:
ISF mirrors past price action around the current close (the continuation path) while also forward-pasting the same pattern unreflected (the anti-trend path). It then blends these paths bar-by-bar using time-reflected Reₘ values — meaning the liquidity-momentum regime of each past segment determines how much its future mirror leans toward continuation or reversion.
Interpretation:
High Reₘ → strong inertia/liquidity, favors trend continuation.
Low Reₘ → high friction/volatility, favors mean reversion.
The yellow blended forecast shows the regime-weighted midpoint between both outcomes.
Use:
ISF offers traders a visual probability corridor rather than a fixed prediction — illustrating how far a move might extend if momentum persists, or fade if conditions become viscous. It’s best used as a contextual forecasting overlay for discretionary or systematic analysis.
News & Liquidity -4 UTC [CLEVER]📊 “News & Liquidity -4 UTC ” — written in TradingView Pine Script v6:
🧠 Indicator Overview
This indicator is designed to help traders avoid high-risk trading periods — such as during news releases or unusually high liquidity spikes — while still identifying safe buy and sell opportunities using a simple moving average (SMA) crossover system.
It works best
🧠 Purpose
This indicator helps traders:
Avoid trading during high-risk times — such as scheduled news events or sudden liquidity spikes (unusually high volume).
Identify potential trade opportunities based on a simple moving average (SMA) crossover strategy.
It’s designed for traders who want to trade safely and efficiently by combining technical analysis (SMA signals) with market awareness (news and liquidity).
⚙️ Technical Description
1. **News Events Detection (UTC- OANDA:XAUUSD CRYPTO:BTCUSD TVC:DXY TVC:USOIL
tradingview_momentum_Hull-Suite-W-FVSO-NO-WeekendMomentum no weekend trades. It uses FVZO and Hull suite.
This strategy has low win rate but successfully catches trends. Works well on ETH in High Time Frame multi-year.
Hindenburg OmenThe Hindenburg Omen highlights periods of internal market stress — when both new 52-week highs and new lows expand while the NYSE remains in an uptrend.
This condition often precedes major corrections or volatility spikes by revealing divergence beneath the surface of an advancing market.
The indicator triggers when four classic breadth rules align: elevated highs and lows, a positive trend, a negative McClellan Oscillator, and a highs-to-lows ratio under 2:1.
Use it on broad indices (NYSE, S&P 500) as an early-warning context tool, NOT a standalone sell signal.
Quantura - Supply & Demand Zone DetectionIntroduction
“Quantura – Supply & Demand Zone Detection” is an advanced indicator designed to automatically detect and visualize institutional supply and demand zones, as well as breaker blocks, directly on the chart. The tool helps traders identify key areas of market imbalance and potential reversal or continuation zones, based on price structure, volume, and ATR dynamics.
Originality & Value
This indicator provides a unique and adaptive method of zone detection that goes beyond simple pivot or candle-based logic. It merges multiple layers of confirmation—volume sensitivity, ATR filters, and swing structure—while dynamically tracking how zones evolve as the market progresses. Unlike traditional supply and demand indicators, this script also detects and plots Breaker Zones when previous imbalances are violated, giving traders an extra layer of market context.
The key values of this tool include:
Automated detection of high-probability supply and demand zones.
Integration of both volume and ATR filters for precision and adaptability.
Dynamic zone merging and updating based on price evolution.
Identification of breaker blocks (invalidated zones) to visualize market structure shifts.
Optional bullish and bearish trade signals when zones are retested.
Clear, visually optimized plotting for efficient chart interpretation.
Functionality & Core Logic
The indicator continuously scans recent price data for swing highs/lows and combines them with optional volume and ATR conditions to validate potential zones.
Demand Zones are formed when price action indicates accumulation or a strong bullish rejection from a low area.
Supply Zones are created when distribution or strong bearish rejection occurs near local highs.
Breaker Blocks appear when existing zones are invalidated by price, helping traders visualize potential market structure shifts.
Bullish and bearish signals appear when price re-enters an active zone or breaks through a breaker block.
Parameters & Customization
Demand Zones / Supply Zones: Enable or disable each individually.
Breaker Zones: Activate breaker block detection for invalidated zones.
Volume Filter: Optional filter to only confirm zones when volume exceeds its long-term average by a user-defined multiplier.
ATR Filter: Optional filter for volatility confirmation, ensuring zones form under strong momentum conditions.
Swing Length: Controls the number of bars used to detect structural pivots.
Sensitivity Controls: Adjustable ATR and volume multipliers to fine-tune detection responsiveness.
Signals: Toggle for on-chart bullish (▲) and bearish (▼) signal plotting when price interacts with zones.
Color Customization: User-defined bullish and bearish colors for both standard and breaker zones.
Core Calculations
Zones are detected using pivot highs and lows with a defined lookback and lookahead period.
Additional filters apply if ATR and volume are enabled, requiring conditions like “ATR > average * multiplier” and “Volume > average * multiplier.”
Detected zones are merged if overlapping, keeping the chart clean and logical.
When price breaks through a zone, the original box is closed, and a new breaker zone is plotted automatically.
Bullish and bearish markers appear when zones are retested from the opposite side.
Visualization & Display
Demand zones are shaded in semi-transparent bullish color (default: blue).
Supply zones are shaded in semi-transparent bearish color (default: red).
Breaker zones appear when previous imbalances are broken, helping to spot structural shifts.
Optional arrows (▲ / ▼) indicate potential buy or sell reactions on zone interaction.
Use Cases
Identify institutional areas of accumulation (demand) or distribution (supply).
Detect potential breakout traps and market structure shifts using breaker zones.
Combine with other tools such as volume profile, EMA, or liquidity indicators for deeper confirmation.
Observe retests and reactions of zones to anticipate possible reversals or continuations.
Apply multi-timeframe analysis to align higher timeframe zones with lower timeframe entries.
Limitations & Recommendations
The indicator does not predict future price movement; it highlights structural imbalances only.
Performance depends on chosen swing length and sensitivity—users should optimize parameters for each market.
Works best in volatile markets where supply and demand imbalances are clearly expressed.
Should be used as part of a broader trading framework, not as a standalone signal generator.
Markets & Timeframes
The “Quantura – Supply & Demand Zone Detection” indicator is suitable for all asset classes including cryptocurrencies, Forex, indices, commodities, and equities. It performs reliably across multiple timeframes, from intraday scalping to higher timeframe swing analysis.
Author & Access
Developed 100% by Quantura. Published as a Open-source script indicator. Access is free.
Important
This description complies with TradingView’s Script Publishing and House Rules. It clearly explains the indicator’s originality, underlying logic, functionality, and intended use without unrealistic claims or performance guarantees.
Sigma Trinity ModelAbstract
Sigma Trinity Model is an educational framework that studies how three layers of market behavior interact within the same trend: (1) structural momentum (Rasta), (2) internal strength (RSI), and (3) continuation/compounding structure (Pyramid). The model deliberately combines bar-close momentum logic with intrabar, wick-aware strength checks to help users see how reversals form, confirm, and extend. It is not a signal service or automation tool; it is a transparent learning instrument for chart study and backtesting.
Why this is not “just a mashup”
Many scripts merge indicators without explaining the purpose. Sigma Trinity is a coordinated, three-engine study designed for a specific learning goal:
Rasta (structure): defines when momentum actually flips using a dual-line EMA vs smoothed EMA. It gives the entry/exit framework on bar close for clean historical study.
RSI (energy): measures internal strength with wick-aware triggers. It uses RSI of LOW (for bottom touches/reclaims) and RSI of HIGH (for top touches/exhaustion) so users can see intrabar strength/weakness that the close can hide.
Pyramid (progression): demonstrates how continuation behaves once momentum and strength align. It shows the logic of adds (compounding) as a didactic layer, also on bar close to keep historical alignment consistent.
These three roles are complementary, not redundant: structure → strength → progression.
Architecture Overview
Execution model
Rasta & Pyramid: bar close only by default (historically stable, easy to audit).
RSI: per tick (realtime) with bar-close backup by default, using RSI of LOW for entries and RSI of HIGH for exits. This makes the module sensitive to intra-bar wicks while still giving a close-based safety net for backtests.
Stops (optional in strategy builds): wick-accurate: trail arms/ratchets on HIGH; stop hit checks with LOW (or Close if selected) with a small undershoot buffer to avoid micro-noise hits.
Visual model
Dual lines (EMA vs smoothed EMA) for Rasta + color fog to see direction and compression/expansion.
Rungs (small vertical lines) drawn between the two Rasta lines to visualize wave spacing and rhythm.
Clean labels for Entry/Exit/Pyramid Add/RSI events. Everything is state-locked to avoid spamming.
Module 1 — Rasta (Structural Momentum Layer)
Goal: Identify structural momentum reversals and maintain a consistent, replayable backbone for study.
Method:
Compute an EMA of a chosen price source (default Close), and a smoothed version (SMA/EMA/RMA/WMA/None selectable).
Flip points occur when the EMA line crosses the smoothed line.
Optional EMA 8/21 trend filter can gate entries (long-bias when EMA8 > EMA21). A small “adaptive on flip” option lets an entry fire when the filter itself flips to ON and the EMA is already above the smoothed line—useful for trend resumption.
Why bar close only?
Bar-close Rasta gives a stable, auditable timeline for the structure of the trend. It teaches users to separate “structure” (close-resolved) from “energy” (intrabar, via RSI).
Visuals:
Fog between the lines (green/red) to show regime.
Rungs between lines to show spread (compression vs expansion).
Optional plotting of EMA8/EMA21 so users can see the gating effect.
Module 2 — RSI (Internal Strength / Energy Layer)
Goal: Reveal the intrabar strength/weakness that often precedes or confirms structural flips.
Method:
Standard RSI with adjustable length and signal smoothing for the panel view.
Logic uses wick-aware sources:
Entry trigger: RSI of LOW (same RSI length) touching or below a lower band (default 15). Think of it as intraband reactivation from the bottom, using the candle’s deepest excursion.
Exit trigger: RSI of HIGH touching or above an upper band (default 85). Think of it as exhaustion at the top, using the candle’s highest excursion.
Realtime + Close Backup: fires intrabar on tick, but if the realtime event was missed, the close backup will note it at bar end.
Cooldown control: optional bars-between-signals to avoid rapid re-triggers on choppy sequences.
Why wick-aware RSI?
A close-only RSI can miss the true micro-extremes that cause reversals. Using LOW/HIGH for triggers captures the behavior that traders actually react to during the bar, while the bar-close backup preserves historical reproducibility.
Module 3 — Pyramid (Continuation / Compounding Layer)
Goal: Teach how continuation behaves once a trend is underway, and how adds can be structured.
Method:
Same dual-line logic as Rasta (EMA vs smoothed EMA), but only fires when already in a position (or after prior entry conditions).
Supports the same EMA 8/21 filter and optional adaptive-on-flip behavior.
Bar close only to maintain historical cohesion.
What it teaches:
Adds tend to cluster when momentum persists.
Students can experiment with add spacing and compare “one-shot entries” vs “laddered adds” during strong regimes.
How the Pieces Work Together
Rasta establishes the structural frame (when the wave flip is real enough to record at close).
RSI validates or challenges that structure by tracking intrabar energy at the extremes (low/high touches).
Pyramid shows what sustained continuation looks like once (1) and (2) align.
This produces a layered view: Structure → Energy → Progression. Users can see when all three line up (strongest phases) and when they diverge (riskier phases or transitions).
How to Use It (Step-by-Step)
Quick Start
Apply script to any symbol/timeframe.
In Strategy/Indicator Properties:
Enable On every tick (recommended).
If available, enable Using bar magnifier and choose a lower resolution (e.g., 1m) to simulate intrabar fills more realistically.
Keep On bar close unchecked if you want to observe realtime logic in live charts (strategies still place orders on close by platform design).
Default behavior: Rasta & Pyramid = bar close; RSI = per tick with close backup.
Reading the Chart
Watch for Rasta Entry/Exit labels: they define clean structural turns on close.
Watch RSI Entry (LOW touch at/below lower band) and RSI Exit (HIGH touch at/above upper band) to gauge internal energy extremes.
Pyramid Add labels reveal continuation phases once a move is already in progress.
Tuning
Rasta smoothing: choose SMA/EMA/RMA/WMA or None. Higher smoothing → later but cleaner flips; lower smoothing → earlier but choppier.
RSI bands: a common educational setting is 15/85 for strong extremes; 20/80 is a bit looser.
Cooldown: increase if you see too many RSI re-fires in chop.
EMA 8/21 filter: toggle ON to study “trend-gated” entries, OFF to study raw momentum flips.
Backtesting Notes (for Strategy Builds)
Stops (optional): trail is armed when price advances by a trigger (default D–F₀), ratchets only upward from HIGH, and hits from LOW (or Close if chosen) with a tiny undershoot buffer to avoid micro-wicks.
Order sequencing per bar (mirrors the script’s code comments):
Trail ratchet via HIGH
Intrabar stop hit via LOW/CLOSE → immediate close
If still in position at bar close: process exits (Rasta/RSI)
If still in position at bar close: process Pyramid Add
If flat at bar close: process entries (Rasta/RSI)
Platform reality: strategies place orders at bar close in historical testing; the intrabar logic improves realism for stops and event marking but final order timestamps are still close-resolved.
Inputs Reference (common)
Modules: enable/disable RSI and Pyramid learning layers.
Rasta: EMA length, smoothing type/length, EMA8/21 filter & adaptive flip, fog opacity, rungs on/off & limit.
RSI: RSI length, signal MA length (panel), Entry band (LOW), Exit band (HIGH), cooldown bars, labels.
Pyramid: EMA length, smoothing, EMA8/21 filter & adaptive adds.
Execution: toggle Bar Close Only for Rasta/Pyramid; toggle Realtime + Close Backup for RSI.
Stops (strategy): Fixed Stop % (first), Fixed Stop % (add), Trail Distance %, Trigger rule (auto D–F₀ or custom), undershoot buffer %, and hit source (LOW/CLOSE).
What to Study With It
Convergence: how often RSI-LOW entry touches precede the next Rasta flip.
Divergence: cases where RSI screams exhaustion (HIGH >= upper band) but Rasta hasn’t flipped yet—often transition zones.
Continuation: how Pyramid adds cluster in strong moves; how spacing changes with smoothing/filter choices.
Regime changes: use EMA8/21 filter toggles to see what happens at macro turns vs chop.
Limitations & Scope
This is a learning tool, not a trade copier. It does not provide financial advice or automated execution.
Intrabar results depend on data granularity; bar magnifier (when available) can help simulate lower-resolution ticks, but true tick-by-tick fills are a platform-level feature and not guaranteed across all symbols.
Suggested Publication Settings (Strategy)
Initial capital: 100
Order size: 100 USD (cash)
Pyramiding: 10
Commission: 0.25%
Slippage: 3 ticks
Recalculate: ✓ On every tick
Fill orders: ✓ Using bar magnifier (choose 1m or similar); leave On bar close unchecked for live viewing.
Educational License
Released under the Michael Culpepper Gratitude License (2025).
Use and modify freely for education and research with attribution. No resale. No promises of profitability. Purpose is understanding, not signals.
Quantura - Trendchange ZonesIntroduction
“Quantura – Trendchange Zones” is an advanced technical indicator that identifies and visualizes potential market reversal zones using dynamic RSI-based logic. It highlights areas of overbought and oversold conditions, marking them as visual zones directly on the price chart, and generates corresponding bullish and bearish signals when the RSI exits these extremes. The tool helps traders anticipate possible trend change regions and confirm momentum shifts in a clean, intuitive way.
Originality & Value
Unlike traditional RSI indicators that only show a static oscillator, this tool transforms RSI behavior into on-chart visual zones that represent structural overbought and oversold phases. It converts RSI threshold breaches into price-based regions (boxes) and marks reversal signals at the moment of momentum change.
The indicator’s originality and usefulness come from its:
Direct visualization of RSI overbought and oversold areas as dynamic chart zones.
Automatic detection of potential reversal regions where momentum exhaustion is likely.
Integration of RSI-based signals and visual cues without requiring users to monitor the RSI window.
Adjustable sensitivity for RSI length and upper/lower levels.
Clear color-coded separation of bullish and bearish phases.
Functionality & Core Logic
The indicator continuously monitors RSI values relative to the user-defined thresholds.
When RSI moves above the upper level, an Overbought Zone is created and extends until RSI falls back below that threshold.
When RSI moves below the lower level, an Oversold Zone is generated and extends until RSI returns above that level.
When RSI exits one of these zones, a corresponding Trendchange Signal (▲ bullish or ▼ bearish) appears at the transition point.
Each zone dynamically adjusts its high and low levels during formation, representing the complete range of the exhaustion phase.
Parameters & Customization
RSI Length: Defines the sensitivity of RSI calculation. Shorter lengths make signals more responsive; longer lengths filter noise.
Upper Level / Lower Level: Set thresholds for overbought and oversold conditions (default 70 / 30).
Signals: Toggle on/off for displaying bullish (▲) and bearish (▼) reversal signals.
Zones: Toggle the visualization of shaded RSI-based zones.
Colors: Fully customizable bullish and bearish colors for both signals and zones.
Visualization & Display
Bullish reversal zones (oversold exits) are shaded using the chosen bullish color (default: blue).
Bearish reversal zones (overbought exits) are shaded using the chosen bearish color (default: red).
Each completed zone is outlined and filled with transparent shading for better clarity.
Reversal arrows (▲ for bullish, ▼ for bearish) are displayed at the bar where RSI exits the extreme level.
Clean overlay design ensures compatibility with any chart style or color scheme.
Use Cases
Identify overbought and oversold periods directly on the price chart without switching to the RSI window.
Anticipate potential market reversals or exhaustion points based on RSI momentum shifts.
Combine with trend indicators, moving averages, or volume tools for confirmation.
Apply across multiple timeframes to align short-term reversal signals with higher timeframe momentum.
Use zone width and duration to assess the strength and persistence of overbought/oversold conditions.
Limitations & Recommendations
The indicator is not a standalone trading system but a visual confirmation tool.
False signals may occur in strongly trending markets where RSI remains overextended.
Optimal RSI settings may differ between assets (e.g., crypto vs. equities).
Combining this indicator with additional trend or structure filters can enhance accuracy.
Markets & Timeframes
The “Quantura – Trendchange Zones” indicator works across all markets and timeframes, including cryptocurrencies, Forex, stocks, and commodities. It is suitable for both short-term scalping and long-term swing analysis.
Author & Access
Developed 100% by Quantura. Published as a Open-source script indicator. Access is free.
Important
This description complies with TradingView’s Script Publishing and House Rules. It provides a clear explanation of the indicator’s originality, logic, and function while avoiding unrealistic performance or predictive claims.
Quantura - Fair Value GapIntroduction
“Quantura – Fair Value Gap” is a precision-engineered institutional concept indicator designed to automatically identify, visualize, and manage Fair Value Gaps (FVGs) across any market or timeframe. It enables traders to observe price inefficiencies, potential liquidity voids, and retracement areas that often act as magnets for price rebalancing.
Originality & Value
Unlike many public FVG scripts that only highlight candle gaps, this indicator integrates dynamic filters and adaptive logic to determine the strength and reliability of each gap. It merges overlapping zones intelligently and optionally extends valid imbalances forward for ongoing reference.
Its value lies in:
Dynamic statistical filtering based on gap standard deviation.
Optional volume confirmation for high-confidence FVGs.
Automatic merging of overlapping or adjacent gaps for clean visualization.
Support for both bullish and bearish imbalances.
Signal alerts when gaps are filled or rebalanced by price.
Functionality & Core Logic
Detects Fair Value Gaps by comparing candle-to-candle price displacement.
Applies a Gap Filter (standard deviation-based) to qualify valid gaps.
Optionally validates gaps formed under significant volume conditions.
Draws color-coded boxes to mark bullish (discount) and bearish (premium) inefficiencies.
Monitors each FVG until price fills the gap, at which point the box is visually closed.
Provides optional signal markers (“▲” or “▼”) when rebalancing occurs.
Parameters & Customization
Gap Filter: Sets the minimum statistical deviation required for a valid FVG. Higher values detect fewer, stronger gaps.
Volume Filter: Toggles additional validation using relative volume strength.
Volume Sensitivity: Adjusts how much above-average volume must be present to confirm a gap.
Bullish/Bearish Colors: Customize color schemes for imbalance zones.
Extend Gaps: Optionally extend open gaps forward for better confluence tracking.
Signals: Enables or disables gap-fill signal markers.
Visualization & Display
Bullish FVGs: Appear in blue-tinted boxes, indicating potential demand-side inefficiencies.
Bearish FVGs: Appear in red-tinted boxes, representing potential supply-side inefficiencies.
Overlapping zones are merged automatically to maintain clarity.
Filled gaps remain visible for historical context, allowing for post-event analysis.
Optional signal arrows display when price returns to rebalance an FVG.
Use Cases
Identify institutional inefficiencies and liquidity voids.
Detect premium and discount levels in trending markets.
Combine with market structure or order block indicators for confluence.
Track when price rebalances inefficiencies to refine entry/exit points.
Build FVG-based algorithmic strategies that rely on structural imbalance resolution.
Limitations & Recommendations
The indicator detects structural imbalances but does not predict future direction or guarantee profitability.
Volume filters may behave differently across brokers due to data-source differences.
Use alongside structure or liquidity tools for enhanced decision-making.
Extreme volatility or illiquid assets may generate temporary invalid gaps.
Markets & Timeframes
Compatible with all markets (crypto, forex, equities, indices, futures) and all timeframes. Recommended for multi-timeframe confluence analysis — e.g., detecting higher-timeframe FVGs and refining lower-timeframe entries.
Author & Access
Developed 100% by Quantura. Published as a Open-source script indicator. Access is free.
Compliance Note
This description adheres fully to TradingView’s House Rules and Script Publishing Requirements . It provides a detailed explanation of originality, core logic, limitations, and appropriate use — with no unrealistic or misleading performance claims.
ATR + High/Lows//@version=6
indicator('ATR + Values', overlay = true)
// ========================
// === User Inputs ===
// ========================
showATR = input.bool(true, 'Show ATR/Move Table')
showHLR = input.bool(true, 'Show HL/R Table')
atrLength = input.int(14, 'ATR Period')
textColor = input.color(color.rgb(247, 242, 242), 'Default Text Color')
backgroundCol = input.color(color.rgb(0, 0, 0), 'Background Color')
rowOffset = input.int(0, 'Vertical Offset (rows)', minval = 0, maxval = 10)
colOffset = input.int(0, 'Horizontal Offset (columns)', minval = 0, maxval = 100)
var string tz = 'America/New_York'
// ========================
// === ATR / Move Logic ===
// ========================
dailyATRseries = request.security(syminfo.tickerid, 'D', ta.atr(atrLength), lookahead = barmerge.lookahead_off)
dailyATRprev = dailyATRseries
newDayID = year(time, tz) * 10000 + month(time, tz) * 100 + dayofmonth(time, tz)
var int lastDayID = na
var float dayHigh = na
var float dayLow = na
var float fixedATR = na
isNewSession = na(lastDayID) or newDayID != lastDayID
after4am = hour(time, tz) >= 4
firstBarAfter4 = isNewSession and after4am and not(hour(time , tz) >= 4 and newDayID == year(time , tz) * 10000 + month(time , tz) * 100 + dayofmonth(time , tz))
if firstBarAfter4
dayHigh := high
dayLow := low
lastDayID := newDayID
fixedATR := dailyATRprev
else
dayHigh := math.max(dayHigh, high)
dayLow := math.min(dayLow, low)
intradayRange = dayHigh - dayLow
moveBg = intradayRange > fixedATR ? color.new(color.red, 77) : color.new(color.teal, 74)
// ========================
// === ATR + Move Table ===
// ========================
var table atrTable = table.new(position.top_right, 1, 2, border_width = 1, border_color = color.rgb(255, 255, 255))
if barstate.islast and showATR
table.clear(atrTable, 0, 0)
// Row 0: ATR Value
table.cell(atrTable, 0, 0, str.tostring(fixedATR, format.mintick),
bgcolor=color.rgb(0, 0, 0),
text_color=color.rgb(247, 242, 242),
text_halign=text.align_center)
// Row 1: Move Value (colored)
table.cell(atrTable, 0, 1, str.tostring(intradayRange, format.mintick),
bgcolor=moveBg,
text_color=color.rgb(247, 242, 242),
text_halign=text.align_center)
else
table.clear(atrTable, 0, 0)
// ========================
// === HL / Range Logic ===
// ========================
prevHigh = high
prevLow = low
currHigh = high
currLow = low
rangeHL = currHigh - currLow
rangeHL1 = prevHigh - prevLow
col1Text = str.tostring(rangeHL1, '0.00')
col2Text = str.tostring(prevHigh, '0.00') + ' ' + str.tostring(prevLow, '0.00')
col3Text = str.tostring(currHigh, '0.00') + ' ' + str.tostring(currLow, '0.00')
col4Text = str.tostring(rangeHL, '0.00')
prevColor = close > open ? color.rgb(64, 224, 208) : color.rgb(253, 143, 100)
currColor = close > open ? color.rgb(64, 224, 208) : color.rgb(253, 143, 100)
// ========================
// === HL / Range Table ===
// ========================
var table hlTable = table.new(position.top_center, 4 + colOffset, rowOffset + 1)
if barstate.islast and showHLR
for row = 0 to rowOffset by 1
for col = 0 to 3 + colOffset by 1
table.cell(hlTable, col, row, '', bgcolor = na)
row = rowOffset
colStart = colOffset
table.cell(hlTable, colStart + 0, row, col1Text, text_color = textColor, bgcolor = backgroundCol, text_halign = text.align_center, text_size = size.large)
table.cell(hlTable, colStart + 1, row, col2Text, text_color = prevColor, bgcolor = backgroundCol, text_halign = text.align_center, text_size = size.normal)
table.cell(hlTable, colStart + 2, row, col3Text, text_color = currColor, bgcolor = backgroundCol, text_halign = text.align_center, text_size = size.normal)
table.cell(hlTable, colStart + 3, row, col4Text, text_color = textColor, bgcolor = backgroundCol, text_halign = text.align_center, text_size = size.large)
else
table.clear(hlTable, 0, 0)
Cloud and Table - Ostinato TradingMain indicator of Ostinato Trading, the moving averages cloud and table. You can superpose various moving averages, bollinger bands and their color fill. Additionaly the table is used to plot the distance from the price to moving averages, the ATR value, the stop loss ... You can also plot a bulls eyes of SL and TP in points to visualise it on the chart.
PSAR with ATR Trailing Stop + SMA Filter📈 Strategy Overview: PSAR + 6×ATR Trailing Stop with SMA Filter
This strategy is built around the principle of “Cut the losers, let the winners run” — a disciplined, trend-following approach that combines the Parabolic SAR indicator with dynamic risk management and a Simple Moving Average (SMA) trend filter.
🔍 Strategy Logic
Trend Filter Trades are only taken in the direction of the prevailing trend, defined by a user-selected SMA (default: 100).
✅ Long trades only when price is above the SMA
✅ Short trades only when price is below the SMA
Entry Signal: A trade is triggered when the Parabolic SAR flips to the opposite side of the price bars, signaling a potential trend reversal.
Stop Loss: The stop loss is dynamically set at 6×ATR from the entry price. This adapts to market volatility and is recalculated every bar — effectively acting as a trailing stop.
Exit Logic: There is no fixed take profit. The trade remains open until the trailing stop is hit — allowing winners to run and losers to be cut quickly.
Risk Management: Each trade risks 0.5% of total equity, ensuring consistent position sizing and capital preservation.
📊 Visual Elements
PSAR dots mark trend direction changes
SMA line shows the broader trend filter
Trailing stop crosses (with 50% opacity) indicate the current stop level without cluttering the chart
⚙️ Customizable Inputs
PSAR parameters: Start, Increment, Maximum
ATR length and multiplier
SMA length
Risk percentage per trade
This strategy is ideal for traders who want to stay aligned with the trend, automate disciplined exits, and avoid emotional decision-making. Clean, simple, and powerful.
Wishing you calm and successful trades!
