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Volatility

stelaraX - Keltner ChannelstelaraX – Keltner Channel stelaraX – Keltner Channel is a volatility-based price channel indicator that combines an exponential moving average with the Average True Range to define dynamic upper and lower boundaries around price. The indicator is designed to highlight trend direction, volatility expansion, and potential breakout or mean reversion zones. For advanced AI-based chart analysis and automated volatility interpretation, visit stelarax.com Core logic The indicator calculates the Keltner Channel using three components: * an exponential moving average as the central basis line * an upper band defined as EMA plus a multiple of ATR * a lower band defined as EMA minus a multiple of ATR Both the EMA period and ATR period are user-configurable, as well as the ATR multiplier, allowing precise control over channel width and sensitivity. Visualization The script plots: * the EMA basis line * the upper Keltner Channel band * the lower Keltner Channel band The area between the upper and lower bands can be filled with a semi-transparent color to clearly visualize the active volatility range. All colors are fully customizable for clean chart integration. Use case This indicator is intended for: * trend-following and channel-based strategies * identifying volatility expansion and contraction * breakout and pullback analysis * dynamic support and resistance evaluation * combining volatility with trend direction For a fully automated AI-driven chart analysis solution, additional tools and insights are available at stelarax.com Disclaimer This indicator is provided for educational and technical analysis purposes only and does not constitute financial advice or trading recommendations. All trading decisions and risk management remain the responsibility of the user.
Pine Script® indicator
by stelaraX_official
stelaraX - ATRstelaraX – ATR stelaraX – ATR is a volatility indicator based on the Average True Range (ATR). It measures the average price movement over a defined period and provides a clear view of current market volatility independent of price direction. For advanced AI-based chart analysis and automated volatility evaluation, visit stelarax.com Core logic The indicator calculates the Average True Range using a user-defined period. ATR is derived from the true range, which considers: * current high minus current low * absolute difference between current high and previous close * absolute difference between current low and previous close The ATR value reflects the average volatility over the selected lookback window. Visualization The script plots a single ATR line in a separate indicator pane: * smooth volatility line * configurable period length * customizable line color * clean and minimal visual design The indicator does not generate signals and is intended purely for volatility assessment. Use case This indicator is intended for: * measuring market volatility * defining dynamic stop loss and take profit distances * position sizing and risk management * identifying volatility expansion or contraction * filtering trades based on market conditions For a fully automated AI-driven chart analysis solution, additional tools and insights are available at stelarax.com Disclaimer This indicator is provided for educational and technical analysis purposes only and does not constitute financial advice or trading recommendations. All trading decisions and risk management remain the responsibility of the user.
Pine Script® indicator
by stelaraX_official
Mean Absolute Error | Lyro RSOverview This indicator is a closed-source, invite-only analytical framework built around Mean Absolute Error as a way to measure market dispersion, pressure, and structural imbalance. Instead of treating price movement purely as direction or momentum, it evaluates how far price deviates from its evolving reference state and converts that deviation into actionable contextual signals. The indicator is modular by design, allowing traders to analyze continuation, strength, and valuation through multiple coordinated modes without switching tools. Originality The originality of this indicator comes from how Mean Absolute Error is used as a core market metric rather than a secondary statistical output. MAE is not treated as a passive volatility measure; it becomes an active signal driver that adapts to trend persistence, internal strength, and exhaustion. By combining MAE-weighted price behavior, directional counting logic, and stochastic normalization, the script creates a multi-perspective model that differs fundamentally from traditional volatility bands, oscillators, or momentum indicators. Modes The indicator operates through three distinct modes, each producing signals using a different interpretation of MAE-based behavior: Cloud mode Signals are generated when price expands beyond adaptive MAE-derived envelopes, highlighting directional continuation and structural break conditions. For Loop mode Signals are generated by evaluating directional dominance over a configurable historical window, focusing on sustained pressure rather than single-bar events. StochTrend mode Signals are generated through a normalized trend oscillator built from MAE-weighted price, emphasizing trend alignment, valuation zones, and divergence behavior. Methodology The script is built around the concept that meaningful market information is found in how price deviates from its own adaptive baseline, not simply in price direction alone. To achieve this, the indicator constructs internal reference structures and evaluates price behavior relative to them across multiple layers. The core framework can be understood through the following conceptual components: An adaptive benchmark that represents the evolving reference state of price using selectable smoothing models. A Mean Absolute Error engine that measures average deviation from the benchmark and scales dynamically with market conditions. A directional persistence model that evaluates how consistently price favors one side of its historical range over time. A normalization layer that converts MAE-weighted behavior into bounded trend and valuation signals. A state-based visualization system that reflects regime changes, strength shifts, and imbalance conditions rather than isolated signals. Traders interact with the indicator by selecting a mode that aligns with their objective. Cloud mode is typically used to frame continuation and expansion phases, For Loop mode emphasizes internal strength and dominance, and StochTrend mode focuses on trend alignment, valuation extremes, and divergence context. The indicator is intended to be read as a state model, where color, position, and transitions matter more than any single plotted value. Why this works This methodology works because it evaluates price action relative to its own adaptive error structure, allowing the indicator to remain context-aware across changing volatility and regime conditions. Summary This protected, invite-only indicator provides a structured and original approach to market analysis by transforming Mean Absolute Error into a multi-functional analytical engine. Through its modular modes, traders can assess continuation, internal strength, trend alignment, valuation extremes, and divergence within one coherent framework. The script emphasizes contextual interpretation and regime awareness while intentionally abstracting its internal mechanics. ⚠️Disclaimer This indicator is a tool for technical analysis and does not provide guaranteed results. It should be used in conjunction with other analysis methods and proper risk management practices. The creators of this indicator are not responsible for any financial decisions made based on its signals.
Pine Script® indicator
by LyroRS
stelaraX - Donchian BreakoutstelaraX – Donchian Breakout stelaraX – Donchian Breakout is a breakout-focused indicator based on the Donchian Channel concept. It identifies bullish and bearish breakouts when price closes outside the previous high–low range, providing clear and rule-based breakout signals. For advanced AI-based chart analysis and automated breakout evaluation, visit stelarax.com Core logic The indicator calculates a Donchian Channel using a user-defined lookback period: * upper band is the highest high of the previous period * lower band is the lowest low of the previous period * middle line represents the midpoint of the channel Breakout conditions are defined as: * bullish breakout when price closes above the upper band * bearish breakout when price closes below the lower band Using the previous period values avoids repainting and ensures confirmed breakout signals. Visualization The script plots: * upper and lower Donchian Channel boundaries * a midpoint line for range context * a filled channel area to visualize the active range Breakout signals are marked directly on the chart: * upward triangle for bullish breakouts * downward triangle for bearish breakouts All colors are fully customizable. Alerts Alert conditions are included for: * bullish Donchian breakout * bearish Donchian breakout Alerts reference the active ticker and trigger only on confirmed breakout conditions. Use case This indicator is intended for: * breakout and trend-following strategies * identifying range expansions * systematic Donchian channel trading * momentum-based entry signals * multi-timeframe breakout analysis For a fully automated AI-driven chart analysis solution, additional tools and insights are available at stelarax.com Disclaimer This indicator is provided for educational and technical analysis purposes only and does not constitute financial advice or trading recommendations. All trading decisions and risk management remain the responsibility of the user.
Pine Script® indicator
by stelaraX_official
stelaraX - Donchian ChannelstelaraX – Donchian Channel stelaraX – Donchian Channel is a classic price channel indicator designed to track market extremes over a defined lookback period. The indicator highlights the highest high and lowest low, providing a clear view of price range, breakout levels, and trend strength. For advanced AI-based chart analysis and automated range interpretation, visit stelarax.com Core logic The indicator calculates the Donchian Channel using a user-defined period: * upper band represents the highest high over the selected period * lower band represents the lowest low over the selected period * middle line represents the midpoint between upper and lower bands This structure allows traders to quickly identify range boundaries and directional bias. Visualization The script plots: * the upper Donchian Channel line * the lower Donchian Channel line * a central midpoint line The area between the upper and lower bands can be filled with a semi-transparent color to clearly visualize the active trading range. All colors are fully customizable. Use case This indicator is intended for: * breakout and trend-following strategies * identifying support and resistance ranges * volatility and range expansion analysis * channel-based trade management * multi-timeframe range evaluation For a fully automated AI-driven chart analysis solution, additional tools and insights are available at stelarax.com Disclaimer This indicator is provided for educational and technical analysis purposes only and does not constitute financial advice or trading recommendations. All trading decisions and risk management remain the responsibility of the user.
Pine Script® indicator
by stelaraX_official
stelaraX - Bollinger BandsstelaraX – Bollinger Bands stelaraX – Bollinger Bands is a classic volatility-based indicator designed to visualize price dispersion around a moving average. The script plots the Bollinger Bands directly on the chart, allowing traders to assess volatility, potential mean reversion zones, and dynamic support and resistance levels. For advanced AI-based chart analysis and automated volatility interpretation, visit stelarax.com Core logic The indicator calculates Bollinger Bands using three core components: * a simple moving average as the basis line * an upper band calculated by adding a multiple of standard deviation * a lower band calculated by subtracting a multiple of standard deviation The period length and standard deviation multiplier are fully configurable, allowing adaptation to different markets and timeframes. Visualization The script plots: * the basis moving average line * the upper Bollinger Band * the lower Bollinger Band The area between the upper and lower bands can be filled with a semi-transparent color to clearly highlight the active volatility range. All colors are customizable for optimal chart integration. Use case This indicator is intended for: * volatility analysis and expansion or contraction detection * identifying overextended price conditions * mean reversion and breakout strategies * dynamic support and resistance analysis * multi-timeframe volatility assessment For a fully automated AI-driven chart analysis solution, additional tools and insights are available at stelarax.com Disclaimer This indicator is provided for educational and technical analysis purposes only and does not constitute financial advice or trading recommendations. All trading decisions and risk management remain the responsibility of the user.
Pine Script® indicator
by stelaraX_official
ATR Structure Trail Pro & Range Filter (v6)📌 ATR Structure Trail Pro & Range Filter (v6) Multi-purpose trend-following and consolidation detection tool 🔍 Overview This indicator combines structure pivots, an ATR-based trailing stop, range detection, and clean visual signals to identify trend shifts and potential trade zones. It is designed for traders who want simple, clean structure reading without unnecessary chart noise. This indicator does not guarantee profit and is intended for educational and analytical purposes only, serving as a visual aid for reading price action. ⚙️ Main Components 1️⃣ Structure Pivot Flip (Trend Change Detection) The indicator uses Pivot High / Pivot Low structure to detect when price creates: Higher High → BUY bias Lower Low → SELL bias When a structural flip occurs: a green arrow appears (potential bullish setup) or a red arrow appears (potential bearish setup) These arrows are not trade signals, but visual markers highlighting a shift in market context. 2️⃣ ATR Trail Stop (Adaptive Trend Line) The ATR trail line automatically adapts to market volatility: green during bullish phases red during bearish phases The ATR multiplier determines how far the dynamic trail is placed relative to price. The trail line is not a guaranteed exit level — it acts as a dynamic structural reference. 3️⃣ Range/Box Zones (Consolidation Filter) When the indicator detects that price is entering a tight consolidation range based on ATR and recent volatility, it draws a box zone: blue in bullish context purple in bearish context Range zones indicate low-risk/no-trade areas where entries are typically avoided according to price action logic. 🎯 Trading Logic (Non-Signaling) This indicator is not a trading system. It visually highlights: ✔ structure ✔ trend ✔ volatility ✔ consolidation ✔ potential reversals Users make trading decisions independently of these visual elements. 🧩 Inputs & Customization You can fully customize: ATR length & multiplier Pivot sensitivity Box fill and border colors ATR trail color, width, and style (solid/dashed/dotted) Visibility of all components individually The indicator works across all timeframes and instruments. 💡 How to Use Use arrows as informational markers of structure change Use the ATR trail as a dynamic guide for current trend Use range boxes to avoid entries during consolidation Combine it with your own price action analysis, EMA/Kijun lines, session opens, or volume levels ⚠️ Important Notes This indicator provides no performance guarantees Not financial advice or a trading signal Users are responsible for their own testing and application Intended strictly for educational and analytical use in compliance with TradingView’s rules 📬 Author Notes If you find this indicator useful, feel free to leave a comment or suggestion for future improvements. All inputs are open for expansion and further development.
Pine Script® indicator
by Aleksin_Aleksandar
11
LeXa LeXa is a quantitative trading algorithm designed to filter market noise and identify high-probability trend reversals. Unlike standard indicators, LeXa incorporates a Jensen's Alpha logic to compare the asset's performance against a Benchmark (e.g., Index) and Risk-Free Rate. Key Features: Alpha Calculation: Filters out assets that underperform the benchmark. Dynamic Trendlines: Uses ATR-based logic to determine trend direction. Smart Exit: Provides dynamic trailing stop levels to protect profits. Disclaimer: This tool is for educational and analytical purposes only. Not financial advice.
Pine Script® indicator
by Kocaeren
Macro by TURTLE TVICT Macro Time Windows Indicator This indicator automatically highlights the 5 key ICT (Inner Circle Trader) macro periods where institutional algorithmic activity is highest. Perfect for traders using Smart Money Concepts and ICT methodology. Features: Visual background shading during active macro windows Clear labels marking the start of each macro period Toggle each macro window on/off individually Customizable colors for backgrounds and text Multi-timezone support (NY, London, Tokyo, UTC) Small indicator dots at chart top for quick reference The 5 Macro Windows (New York Time): 02:33-03:00 - Asian Session Macro 08:50-09:10 - London Open Macro 09:50-10:10 - London Macro 10:50-11:10 - New York AM Macro 14:50-15:10 - New York PM Macro How to Use: Add indicator to your chart Adjust timezone in settings to match your preference Enable/disable specific macro windows as needed Customize colors to match your chart theme These macro periods typically see increased volatility and liquidity sweeps, making them prime times for price reversals and manipulation moves. Use alongside your ICT strategy for optimal timing.
Pine Script® indicator
by Turtle_TV
[src] [uxo, @envyisntfake] accurate strike -> futures conversioni accidetnally clicked protected script and not open source the script lolololol no trader should ever fear a tool that they rely on to be hidden unless its a niche concept check out @envyisntfake discord / github, i used his convertor as a base, i only improved the porting to make this live, and added smoothing to make the conversions better rather than manually inputting it into his calculator
Pine Script® indicator
by jellomonster265
Profile volume deviationThis indicator calculates the width of the 70% Value Area of a moving volume profile over a defined number of candles. It begins by identifying the highest and lowest points of the period under review, then divides this price range into several segments. For each candle, the volume is added to the segment corresponding to the closing price, which allows a volume profile to be constructed. Once the total volume is known, the indicator identifies the most traded segment, called the Point of Control. From this central point, it gradually widens the area upwards and downwards by adding the most voluminous adjacent segments until it covers 70% of the total volume: this is the Value Area. The lower and upper limits of this area are then converted into prices, and their difference gives the width of the Value Area. This width can be displayed directly as a price value or as a percentage of the current price. The indicator is mainly used to assess the state of the market: a narrow Value Area suggests a phase of compression or range, while a wide Value Area indicates a period of expansion and strong activity.
Pine Script® indicator
by NTX_Plasma
Sakalau02 - 10 SessionsThis Pine Script indicator, "Market Sessions - 10 Sessions", is a professional-grade visualization tool designed to map the temporal structure of the financial markets directly onto your chart. It acts as a "chronological compass," helping traders identify volatility cycles and the institutional "changing of the guard" across global financial hubs. Here is a breakdown of its core features and why it is ideal for highlighting market phases: ## Comprehensive Global Coverage While most indicators only track the "Big Three" (London, New York, Tokyo), this script provides support for up to 10 customizable sessions. Standard Sessions: Tokyo, London, New York, and Sydney. Extended Hubs: Includes Frankfurt, Hong Kong, Singapore, Shanghai, Toronto, and Mumbai. Why it matters: This allows you to track specific liquidity pockets, such as the Frankfurt open (which often front-runs London) or the crucial Asian-Pacific overlaps. ## Visualizing Market Phases The indicator uses a Box-based visual system to encapsulate price action within specific timeframes. This helps in identifying: Accumulation Phases: Typically seen during lower-volume sessions (like late Sydney or early Tokyo) where price moves sideways in a tight box. Expansion/Trend Phases: Easily identified when a new session (like London or NY) breaks out of the previous session’s high or low. Distribution/Reversals: Indicated when price reaches the upper or lower boundaries of a session box and fails to sustain the move. ## Key Technical Insights The script doesn't just draw boxes; it provides "internal" session data to refine your entries: Open/Close Lines: Highlights the session's starting price versus its current trajectory, helping you see if a session is "bullish" or "bearish" at a glance. 0.5 Median Level: Automatically plots the mid-point (50% level) of each session's range, which often acts as a significant "fair value" support or resistance area. Pips & Percentage Tracking: Built-in hooks to calculate the volatility (range) of each session. ## Advanced Customization & Cleanliness Overlap Management: Includes a "Merge Overlaps" feature to keep the chart clean during periods where multiple major markets are open simultaneously. Lookback Control: To prevent chart lag, you can limit the history (e.g., last 150 days), ensuring the script runs smoothly even on lower timeframes. Multi-Display Modes: Choose between Boxes, Zones (background highlights), or Timeline views depending on your preference for price action clarity. ## Summary for Trading Strategy This indicator is perfect for Power of 3 (PO3) or ICT-style traders who rely on "Time and Price." By highlighting exactly when New York opens relative to London, or where the "London Lunch" stagnation occurs, it helps you avoid "choppy" low-liquidity periods and focus on high-probability volatility windows. Alții caută confirmări, eu desenez zonele. ✍️ Sakalau02: Semnat, Andrei. (Nu uitați să verificați 0.5-ul!)
Pine Script® indicator
by Aa002
3 Days Volatility 3 Days Volatility (Final) is a price-action based volatility indicator designed to measure the true market movement over the last 3 trading days. It helps traders quickly understand whether the market is in consolidation, expansion, or high-risk volatility. The indicator always uses daily (D) timeframe data, so it works consistently on intraday, swing, and positional charts without repainting. 🔍 What does this indicator measure? This indicator calculates three different types of volatility, each serving a specific trading purpose: 1️⃣ Close Range % Calculated using Highest Close – Lowest Close of the last 3 days Measures close-to-close price movement Useful for identifying trend smoothness and controlled movement 👉 Best suited for swing traders who focus on closing prices. 2️⃣ Body Range % (NO WICKS) Calculated using the highest and lowest candle bodies of the last 3 daily candles Completely ignores wicks and spikes Shows real buying and selling strength 👉 This is the most important component of the indicator, as it reflects pure price acceptance rather than noise. 3️⃣ High–Low % Calculated using Highest High – Lowest Low of the last 3 days Measures total volatility including wicks, news moves, and extreme spikes 👉 Very useful for risk assessment, options trading, and volatility awareness. 🎨 Smart Colour Coding System Each volatility value is automatically highlighted using a three-level colour system: 🟢 Green → Low volatility (tight range, consolidation phase) 🟠 Orange → Medium volatility (expansion, active market) 🔴 Red → High volatility (breakout, strong momentum, or high risk) This allows traders to instantly read market conditions without manual calculations. 📊 Visual Output Clean table-based display Updates only on the latest bar Does not clutter the chart Non-repainting and safe for analysis 💡 Best Use Cases Identifying consolidation before breakouts Measuring volatility expansion in futures trading Understanding risk levels for options buying/selling Filtering trades based on market volatility conditions ⚠️ Important Disclaimer This indicator does NOT provide buy or sell signals It is designed as a volatility and market condition tool Always use it with your own trading strategy and proper risk management
Pine Script® indicator
by RamSethi88
Double Trisectional Volatility BandsDouble Trisectional Volatility Bands (DTVB) | MisinkoMaster Double Trisectional Volatility Bands (DTVB) is a volatility-based trend indicator designed to create smooth yet adaptive price envelopes capable of tracking trend structure while reacting to volatility expansion. The indicator emphasizes stability during consolidation while clearly highlighting strong price moves beyond normal market behavior. This makes DTVB particularly suitable for traders seeking structured volatility envelopes that remain stable during noise yet clearly identify breakout and trend continuation phases. Key Features Double-layer trisectional smoothing for stable trend structure Adaptive volatility bands responding to changing market conditions Clear breakout detection through band expansion and price crossings Dynamic candle coloring for immediate trend visualization Automatic Long and Short markers on confirmed trend shifts Designed to balance smooth structure with volatility responsiveness Suitable for both breakout and trend-following strategies How It Works DTVB uses a multi-stage smoothing process that divides price behavior into layered components, allowing the central structure to remain smooth while still reacting to changing volatility conditions. Instead of relying on a single smoothing pass, the indicator blends multiple smoothing layers to maintain structural consistency across varying market environments. A volatility component then measures how far price deviates from this smoothed structure, and adaptive bands are constructed around the central value. When price moves outside these envelopes, it signals abnormal movement or potential trend continuation. The result is a band system that stays stable during sideways markets yet expands when volatility increases, helping traders detect meaningful price transitions. Inputs Overview Source — Selects the price data used for calculations Lookback Period — Controls the primary smoothing length used in the band structure Factor — Adjusts the volatility multiplier controlling band width Volatility Lookback — Defines the smoothing period applied to volatility calculations Usage Notes Designed for traders seeking smooth volatility envelopes Breakouts occur when price crosses outside the bands Band expansions often accompany strong trend movements Works well for trend continuation and breakout confirmation Best used alongside price structure or confirmation indicators Parameters should be tuned according to asset volatility and timeframe Summary Double Trisectional Volatility Bands provide a smooth yet adaptive volatility envelope designed to highlight abnormal price movements while maintaining stable structure during consolidation. It is well suited for traders seeking structured breakout and volatility-aware trend analysis tools.
Pine Script® indicator
by MisinkoMaster
stelaraX - Fair Value GapstelaraX – Fair Value Gap stelaraX – Fair Value Gap is a technical analysis indicator designed to detect, visualize, and manage Fair Value Gaps (FVGs) using a strict three-candle imbalance model. The script identifies bullish and bearish gaps, draws them as zones on the chart, and tracks their mitigation status over time. For advanced AI-based chart analysis and automated structure interpretation, visit stelarax.com Core logic The indicator detects Fair Value Gaps using a three-bar condition: * bullish FVG when the current low is above the high from two bars ago * bearish FVG when the current high is below the low from two bars ago Detected gaps are filtered using minimum size requirements: * minimum size in ticks * minimum size as a percentage of price Each FVG stores its top and bottom boundaries, its midpoint level (Consequent Encroachment), the creation bar, and its current state. Consequent Encroachment and mitigation The script can optionally plot the Consequent Encroachment (CE) level, defined as the midpoint of the gap. Mitigation tracking is supported and can be defined as: * Touch * 50 percent retracement to the CE level * Full fill of the gap When mitigation occurs, the FVG can: * remain visible in a mitigated state * be deleted automatically * stop extending and close at the mitigation bar Mitigation styling uses a dedicated color scheme to clearly separate active and mitigated gaps. Visualization FVGs are drawn directly on the chart as colored zones: * bullish FVGs are displayed in green tones * bearish FVGs are displayed in red tones Optional features include: * CE level line with configurable line style * FVG labels * automatic extension of active gaps * configurable maximum age and maximum number of displayed gaps All colors and display settings are fully customizable. Dashboard An optional on-chart dashboard provides a real-time overview of: * total bullish and bearish FVGs * mitigated bullish and bearish FVGs * active (unmitigated) FVGs * mitigation percentages Dashboard position and text size are configurable. Alerts Alert conditions are available for: * newly detected bullish FVGs * newly detected bearish FVGs Additional real-time alerts can be triggered when an FVG is mitigated. Use case This indicator is intended for: * imbalance and fair value gap mapping * identifying potential reaction zones and retracement areas * tracking gap mitigation behavior over time * multi-timeframe confluence analysis For a fully automated AI-driven chart analysis solution, additional tools and insights are available at stelarax.com Disclaimer This indicator is provided for educational and technical analysis purposes only and does not constitute financial advice or trading recommendations. All trading decisions and risk management remain the responsibility of the user.
Pine Script® indicator
by stelaraX_official
stelaraX - BSL/SSL LiquiditystelaraX – BSL/SSL Liquidity stelaraX – BSL/SSL Liquidity is a technical analysis indicator that identifies and tracks buy-side and sell-side liquidity levels based on swing highs and swing lows. The script uses pivot detection to mark potential liquidity pools, then monitors price action to highlight when those levels are swept. The indicator is designed to visualize liquidity as either lines, zones, or both, and to keep the chart clean through configurable level limits and optional extensions. Core logic Swing highs and swing lows are detected using ta.pivothigh and ta.pivotlow with a user-defined swing length. Each detected swing high creates a BSL level, and each detected swing low creates an SSL level. For every created level, the script stores: * the price * the bar index where the swing formed * sweep status and sweep bar * optional drawn objects (line, zone box, label) A level is considered swept when: * BSL is swept if high trades above the stored swing high price * SSL is swept if low trades below the stored swing low price When a sweep occurs, the corresponding visuals are updated to a “swept” style (higher transparency and dashed line), and the level is stopped/closed at the sweep bar. Display and styling The indicator supports three display modes: * Lines: horizontal liquidity lines * Zones: rectangular zones with adjustable width in percent * Both: lines and zones together Additional options: * extend levels forward by a fixed amount if not swept * show labels at creation (BSL / SSL) * optional swept marker at the sweep bar * customizable colors for active and swept states * maximum number of levels to keep on chart (older levels are removed automatically) Dashboard An optional dashboard summarizes: * total BSL levels and swept BSL levels * total SSL levels and swept SSL levels * sweep rate percentages for both sides The dashboard position and text size are configurable. Alerts The script provides: * alert conditions for new BSL and SSL levels (new pivot high / new pivot low) * optional real-time alert messages when a sweep is detected (BSL swept or SSL swept) Disclaimer This indicator is intended for technical analysis purposes only and does not provide financial advice or trade recommendations. Trading decisions and risk management remain the responsibility of the user.
Pine Script® indicator
by stelaraX_official
Asia London NY Probability Map [ES/NQ] Session StatisticsA data-driven probability overlay built on 2,800+ days of NQ and ES session data (2015–2025). This indicator classifies the current day into one of 72 unique market contexts based on Asia range, London open location, London sweep behavior, and NY open position — then displays the historical probabilities for that exact setup. Unlike typical session indicators that only draw boxes, this tool answers the question every NY session trader actually asks: "Given what Asia and London have already done today — what is statistically likely to happen next?" ═══════════════════════════════════════════════════════════════════ █ HOW IT WORKS The indicator operates in three phases: 1 — Session Detection Automatically detects Asia (20:00–02:00 ET), London (02:00–08:00 ET), and NY (08:00–16:00 ET) sessions. Session boxes are drawn on the chart with customizable colors and transparency. 2 — Context Classification At NY open, the indicator classifies the day across 4 axes: Asia Range — Below or Above average (rolling 14-session average, adapts to current volatility) London Open vs Asia — Below, Near, or Above Asia midpoint (±15% threshold) London Sweep — No sweep, Swept High only, Swept Low only, or Both NY Open vs London — Below, Near, or Above London midpoint (±15% threshold) This produces 2 × 3 × 4 × 3 = 72 distinct contexts. Each context maps to a pre-calculated set of statistics drawn from the full dataset. 3 — Probability Display Once the context is identified, the indicator displays the relevant statistics through a comprehensive panel and chart overlay. ═══════════════════════════════════════════════════════════════════ █ PANEL SECTIONS The information panel contains 6 toggleable sections: SETUP Shows the current context classification, sample size, and a confidence grade (A+ through D) based on directional clarity, sample reliability, hit rate confirmation, and sweep-both risk. PREDICTION Hit High First / Hit Low First — directional probability Sweep Both — probability that price hits both London High and Low Median Time — median minutes to first level touch Fail H→L / Fail L→H — reversal failure rates HIT RATES Independent probabilities of price reaching each key level during the NY window: London High / London Low Asia High / Asia Low PENETRATION TARGETS After a level break, how far does price typically travel beyond? Shows Median and 75th percentile penetration distances in points for both upside and downside. RANGE INFO Today's Asia and London ranges with their historical percentile ranking (e.g., "95th" means today's range is larger than 95% of historical days). LIVE STATUS Real-time tracking of: first sweep direction, sweep-both status, and actual penetration distances. Updates as NY session progresses. ═══════════════════════════════════════════════════════════════════ █ CHART OVERLAY Session Boxes Subtle outline boxes for Asia (orange), London (blue), and NY (green) with centered labels. Non-intrusive design that doesn't obscure price action. Key Levels London High / Low — solid lines with context-specific hit rate percentages London Mid — dotted reference line Asia High / Low — dashed lines with hit rate percentages Checkmarks (✓) appear next to each level as price reaches it during the NY session Penetration Targets Dynamic dotted lines that appear only after a level break, showing the Median and P75 expected penetration distances above London High or below London Low. Bias Arrow A directional indicator (▲ or ▼) showing the dominant probability with percentage. Positioned near the relevant London level for quick visual reference. ═══════════════════════════════════════════════════════════════════ █ CONFIDENCE GRADING Each context receives a score (0–100) and letter grade based on: Directional Clarity (30 pts) — How skewed is the Hit High First / Hit Low First split Sample Size (25 pts) — Larger samples = more reliable statistics Hit Rate Confirmation (25 pts) — Do the level hit rates align with the directional bias Sweep-Both Risk (20 pts) — Lower sweep-both probability = cleaner setups Grades: A+ (80+), A (65+), B (50+), C (35+), D (below 35) ═══════════════════════════════════════════════════════════════════ █ INSTRUMENTS & WINDOWS Symbols: NQ (Nasdaq futures) and ES (S&P 500 futures) Windows: AM (8:00–12:00), PM (12:00–16:00), or Full (8:00–16:00) Select your instrument and time window via the dropdown inputs. All statistics update automatically — each of the 6 configurations has its own embedded dataset. Sample sizes: NQ AM: 2,839 days | NQ PM: 982 days | NQ Full: 2,839 days ES AM: 2,692 days | ES PM: 1,036 days | ES Full: 2,692 days ═══════════════════════════════════════════════════════════════════ █ SETTINGS All visual elements are independently toggleable: Show/hide Statistics Panel, Key Levels, Session Boxes, Penetration Targets, Bias Arrow Customize colors for all session boxes and level lines Adjust label sizes (tiny / small / normal) ═══════════════════════════════════════════════════════════════════ █ ALERTS Three built-in alerts: Broke London High — price exceeds London session high Broke London Low — price breaks below London session low Sweep Both Sides — price has now touched both London High and Low ═══════════════════════════════════════════════════════════════════ █ METHODOLOGY & DATA All statistics are pre-calculated from historical tick-level session data and embedded directly in the Pine Script as arrays. No external data feeds or API calls — everything runs natively on TradingView. The context classification methodology uses fixed thresholds (±15% of range for open location) applied consistently across the entire dataset. The Asia Range classification uses a rolling 14-session average rather than a fixed historical median — this adapts to current market volatility, making the "Below/Above Average" determination relevant to recent conditions rather than a decade-old baseline. Hit rates use inclusive operators (≥ / ≤) for level touches. Note that some contexts have smaller sample sizes (under 40 days). The confidence grading system accounts for this — lower-sample contexts receive lower grades. Always consider the sample size when interpreting probabilities. ═══════════════════════════════════════════════════════════════════ █ LIMITATIONS Designed specifically for NQ and ES futures — other instruments are not supported Best used on 1–5 minute timeframes during active session hours Historical probabilities are not guarantees of future outcomes Context windows with small sample sizes (shown in panel) should be interpreted with caution Data covers 2015–2025; market regime changes may affect relevance of older data ═══════════════════════════════════════════════════════════════════ █ DISCLAIMER This indicator is a statistical research tool, not a trading signal generator. It provides historical context to support your own analysis and decision-making. Past performance does not guarantee future results. Always use proper risk management.
Pine Script® indicator
by btcLeft
Outlier Catching Moving AverageOutlier Catching Moving Average (OCMA) | MisinkoMaster Outlier Catching Moving Average (OCMA) is a volatility-adaptive trend indicator designed to react quickly to abnormal price movements while maintaining smooth behavior during normal market conditions. The indicator aims to capture sudden price expansions without sacrificing overall trend clarity. This makes OCMA suitable for traders who want faster adaptation to unusual market activity while still preserving stable trend structure across varying volatility regimes. Key Features Volatility-adaptive moving average designed to react to price outliers Multiple moving average bases supported for flexible smoothing behavior Optional ATR-based adaptive bands for volatility envelopes Configurable trend logic for earlier signals or stronger confirmations Dynamic candle coloring for intuitive trend visualization Automatic Long and Short markers on confirmed trend transitions Designed to balance responsiveness and smoothness across market conditions How It Works OCMA builds on traditional moving average concepts but incorporates adaptive smoothing that adjusts according to changing market volatility. Rather than behaving uniformly across all conditions, the average becomes more responsive when price behavior deviates strongly from recent structure and smoother when markets return to normal activity. Optional ATR bands expand and contract with volatility, helping identify when price moves significantly away from its adaptive equilibrium. The result is a moving average that remains stable in calm markets yet quickly adapts when price action becomes irregular or impulsive. Inputs Overview Source — Selects the price data used in calculations Moving Average Length — Controls the main smoothing period ATR Length — Sets the volatility measurement period used for band calculations Base Moving Average — Selects which moving average type is used as the foundation Trend Logic — Chooses whether trends are detected via band crossover, average direction change, or both Use ATR Bands — Enables or disables adaptive volatility bands Factor — Controls ATR band width sensitivity ALMA Offset & Sigma — Parameters used only when ALMA smoothing is selected Usage Notes Designed to detect abnormal price expansions while preserving overall trend structure Suitable for breakout traders and volatility-aware trend strategies Band crossovers can signal potential trend transitions Average direction changes may confirm continuation or reversal Works well when combined with market structure or confirmation tools Adjust parameters according to asset volatility and timeframe Summary Outlier Catching Moving Average provides a volatility-aware alternative to standard moving averages, helping traders capture unusual price behavior while maintaining smooth and readable trend signals. It is well suited for traders seeking adaptive trend tools capable of responding when markets move outside normal conditions.
Pine Script® indicator
by MisinkoMaster
Outlier Resistant Moving AverageOutlier Resistant Moving Average (ORMA) | MisinkoMaster Outlier Resistant Moving Average (ORMA) is a trend-following moving average designed to reduce the impact of abnormal price spikes while preserving responsiveness to real market moves. The goal is to provide a smoother and more stable trend reference that remains usable even during volatile or erratic price behavior. Unlike traditional moving averages that react strongly to sudden price shocks, ORMA adapts its behavior to volatility conditions, helping traders follow trends without being constantly misled by temporary price extremes. Key Features Moving average designed to resist distortion from price outliers Adaptive smoothing behavior that reacts to volatility conditions Optional ATR-based dynamic bands for trend confirmation Multiple moving average types supported as the calculation base Flexible trend detection logic options Automatic trend coloring and signal labeling Candle coloring for intuitive trend visualization How It Works ORMA builds upon a selectable base moving average and modifies its behavior to reduce the influence of abnormal price movements. Instead of reacting equally to all price changes, the calculation adjusts its responsiveness according to changing volatility conditions. When market volatility expands, the indicator becomes more conservative, preventing sudden spikes from distorting the average. During calmer conditions, responsiveness increases, allowing the average to track price action more closely. Optional ATR-based bands can be applied around the average, allowing traders to use band breakouts as confirmation of trend strength rather than relying solely on slope changes. The result is a moving average that remains stable in noisy markets while still adapting during real trend movements. Inputs Overview Source — Selects the price source used in calculations Moving Average Length — Controls smoothing and calculation sensitivity ATR Length — Controls volatility measurement used for adaptive behavior Base Moving Average — Selects which MA type forms the calculation foundation Trend Logic — Determines whether trend is detected via crossover, slope change, or both Use ATR Bands — Enables or disables dynamic ATR bands ATR Factor — Controls band distance from the average ALMA Offset & Sigma — Parameters used only when ALMA smoothing is selected Floored Offset — Optional ALMA configuration affecting smoothing behavior Usage Notes Useful for filtering noise during volatile or choppy markets ATR bands can help confirm stronger breakouts or trend continuation Trend logic modes allow adaptation to different trading styles Suitable for swing trading, trend-following, and position trading approaches Can act as dynamic support or resistance in trending markets Works well when combined with momentum or volume confirmation tools Summary Outlier Resistant Moving Average offers a volatility-aware trend reference that helps traders remain aligned with broader price movement while minimizing disruptions from sudden price spikes. It is especially useful for traders seeking smoother trend identification without sacrificing adaptability.
Pine Script® indicator
by MisinkoMaster
2
CPR by Traders HedgeKey features of the indicator. Central Pivot Range: The indicator automatically calculates the central pivot range and the possible dynamic support and resistance levels based on the current volatility of the time frame selected. Key Support and Resistance Band: The indicator plots the immediate key support and resistance zones for the time frame selected. Higher Time Frame Pivots: This feature plots the one time frame higher central pivot range and the higher time frame support and resistance zones which helps to visually analyze multi time frame trend on a single chart. Plot Next Session Pivots: Helps to analyze the trades before the next session starts. Multi time frame VWAP: Helps to plot multi time frame VWAP (Daily, Weekly, Monthly, Yearly) on the chart PEMA: Plots the pivot based moving average band which helps to visually identify the trend and this band acts as dynamic support and resistance. Based on the trading style choose the below time based, then the pivots and respective supports and resistances are auto calculated and plotted. Suggested Trade Type: 5 min - Intraday 30min/60 min - Micro Swing Daily - Swing Trading Weekly - Positional Monthly - Investment Please feel free to leave your feedback.
Pine Script® indicator
by RaviChandran_Rajkumar
2
Neural Probability Channel [AlgoPoint]The Neural Probability Channel (NPC) is a next-generation volatility and trend analysis tool designed to overcome the limitations of traditional bands (like Bollinger Bands) and smoothing filters (like standard Moving Averages). Unlike traditional indicators that rely on linear deviation or simple averages, the NPC utilizes a Rational Quadratic Kernel—a concept derived from machine learning regression models—to calculate a non-repainting, highly adaptive baseline (Fair Value). This allows the indicator to distinguish between market noise and genuine trend shifts with superior accuracy. The volatility bands are dynamically calculated using a hybrid of Standard Error (Mean Deviation) and ATR, ensuring the channels adapt organically to market conditions—expanding during high-impact moves and contracting during consolidation. How It Works - The Neural Baseline (Center Line): Instead of a standard Moving Average, the NPC uses a Rational Quadratic Kernel weighting system. This assigns "importance" to price data based on both recency and similarity. It acts as a "Center of Gravity" for price, providing a smoother yet responsive trend detection line without the lag associated with SMAs or EMAs. Crucially, the math is causal (no lookahead), meaning it does not repaint. - Adaptive Volatility Bands: The channel width is not fixed. It uses a Hybrid Volatility Model: - Inner Channel: Represents the "Probability Zone" (approx. 70% confidence). Price staying here indicates a stable trend. - Outer Channel: Represents "Extreme Deviation" (Statistical Anomalies). When price touches or breaches these outer bands, it is statistically overextended (Overbought/Oversold). Signal Generation: - Reversion Signals: Generated when price breaches the Outer Bands and closes back inside. This suggests a "Snap-back" or Mean Reversion event. - Trend Confirmation: The color of the baseline and the fill zones changes based on the slope of the Kernel, giving an instant visual read on market bias. How to Use It - Mean Reversion Strategy: Look for price action extending beyond the Outer Bands (Thinner lines). If price leaves a wick and closes back inside, it signals a high-probability reversal toward the Neural Baseline. - Green Signal: Potential Long (Reversal from Lows). - Red Signal: Potential Short (Reversal from Highs). - Trend Following: Use the Neural Baseline (Thick Center Line) as a dynamic support/resistance level. If price is holding above the baseline and the cloud is green, the trend is Bullish. If price is holding below the baseline and the cloud is red, the trend is Bearish. - Squeeze Detection: When the Inner and Outer bands compress significantly, it indicates low volatility and often precedes an explosive breakout. Settings - Lookback Window: Determines the depth of the Kernel analysis. - Smoothness (Bandwidth): Higher values create a smoother baseline (better for trends), while lower values make it more reactive (better for scalping). - Regression Alpha: Controls the weight distribution of the Kernel. - Channel Multipliers: Adjust the width of the Inner and Outer bands to fit your specific asset's volatility profile.
Pine Script® indicator
by Iamalala
10