Get started

Volatility

Market ContextMarket Context is a context-based trading indicator designed to evaluate entry conditions , not to blindly follow signals. The indicator combines: trend momentum strength of movement volatility volume multi-timeframe context and presents them in a clear and structured decision-making table. What the indicator does analyzes the market across multiple dimensions separates valid trading conditions from noise and chop shows when an entry is justified and when it is better to stay out does not repaint suitable for manual trading and as a foundation for algorithmic logic Core idea Context first — entry second. The indicator does not say “buy” or “sell” without conditions. It shows how prepared the market is for continuation. Table modes Data Mode shows the current market state: active signal (Strong / Early / Neutral) ADX and its dynamics momentum (Oscillator) DI dominance AI Bias (aggregated assessment) volume and volatility HTF context multi-timeframe Supertrend grid Help Mode displays a checklist of entry conditions: separate rules for LONG and SHORT what allows an entry what blocks an entry visual representation without formulas or overload This mode is designed primarily for learning and beginners. Multi-timeframe context The indicator takes into account: the local timeframe higher timeframe (HTF) direction and alignment between timeframes This helps avoid entries: against the higher-timeframe trend during low-liquidity / night chop in weakening momentum Important This indicator is not a trading recommendation. It is not intended for one-click automated trading. Best results are achieved when combined with: market structure key levels understanding of time-of-day and liquidity conditions Who this indicator is for traders tired of noisy signal-based indicators those who trade context rather than individual signals beginners who need a clear checklist experienced traders — as a filter and confirmation tool Settings All key parameters (thresholds, weights, HTF settings) are configurable and can be adapted to the instrument and trading style.
Pine Script® indicator
by DruidOnchain
RSI Momentum Signal & O59 Elite QuantRSI Momentum Signal is a technical analysis indicator designed to highlight potential momentum-based reversal points using the Relative Strength Index (RSI). This script combines short-term RSI momentum behavior with basic candle structure to visualize possible bullish and bearish reaction zones directly on the chart. How It Works A fast RSI-based momentum calculation is used to color price bars when short-term momentum reaches extreme levels. Buy and Sell signals are generated when momentum conditions align with RSI overbought or oversold levels and basic candle direction. All signals are plotted visually on the chart to support discretionary analysis. Intended Use This indicator is not a standalone trading system. It is designed to be used as a supportive analytical tool together with other technical analysis methods such as trend structure, price action, and support/resistance levels. Dynamic Trendline (Filtered Price Tracking) The trendline within the indicator uses a calculation structure that smooths and tracks price data. This structure aims to reduce the visual impact of short-term fluctuations and make the overall direction of the price more readable. The trendline changes color depending on the direction of movement to visually distinguish directional changes. This color difference is for informational purposes only and makes it easier to track the trend direction on the chart. Dashboard The dashboard, which can be opened and closed optionally, contains: The symbol being traded Time period Indicator information The dashboard is for informational purposes only and does not impair the readability of the graph. Disclaimer This script does not provide financial advice and does not guarantee any trading results. All trading decisions remain the sole responsibility of the user. Use this indicator for educational and analytical purposes only.
Pine Script® indicator
by olcaybilgu32
AIO Banker Momentum VolatilityOVERVIEW A professional institutional momentum indicator that tracks banker (big player) participation combined with volatility expansion detection. This tool identifies high-probability entry zones where institutional money enters the market by measuring momentum distribution and validating with price volatility expansion. The dual-signal approach provides confluence zones that align with professional order flow. What Makes This Different: Momentum Analysis - Separates market participants into Banker with independent RSI calculations Integrated Volatility Detection - Volatility oscillator confirms institutional participation with expansion signals Smart Confluence Zones - Combines quality banker signals + volatility > 0 to highlight institutional entry areas Quality Filtering System - Minimum range thresholds eliminate noise and show only significant signals Visual Priority System - Color-coded columns (green/red), shape arrows, and background highlights for instant recognition CORE FEATURES 1. BANKER MOMENTUM DETECTION SYSTEM Base RSI: 50 (default) - High threshold captures only strong moves Period: 50 bars - Longer timeframe for position accumulation Sensitivity: 2.0× - Amplifies institutional momentum signals When Present: Market shows directional conviction with large capital backing How Momentum is Calculated: Get independent RSI calculation with custom base/period/sensitivity RSI values are normalized: (RSI - Base) / (100 - Base) Sensitivity multiplier amplifies the normalized value Values are converted to percentages of total momentum Result: Shows what % of current momentum comes from big player Understanding the Columns: 🟢 GREEN COLUMNS (Banker Buy Zones): What it shows: Banker % of total momentum (upward column) Height meaning: Taller = stronger institutional buying pressure Quality threshold: Must exceed "Min Range Buy" setting (default 10%) Best signals: When column first appears after being absent Trading implication: Institutions accumulating - consider long positions 🔴 RED COLUMNS (Banker Sell Zones): What it shows: Banker sell pressure when above Medium Threshold (default 50%) Height calculation: (Total% - Medium Threshold) + Sell Offset Quality threshold: Must exceed "Min Range Sell" setting (default 5%) Trading implication: Institutions distributing - consider short positions or exits Quality Filters (Remove Noise): Min Range Buy (10% default): Green columns must be at least 10% tall to display Min Range Sell (5% default): Red columns must be at least 5% tall to display Purpose: Filters out weak, insignificant signals - only shows conviction moves 2. VOLATILITY EXPANSION INDICATOR Volatility measures how fast price is moving. When volatility expands (volatility > 0), it signals: Fast price movement - Price breaking out or accelerating Big player entry - Institutions entering with size, causing price expansion Liquidity injection - Increased volume and participation Momentum confirmation - Validates that moves are real, not just noise 🔵 BLUE LINE = Chaikin Volatility Oscillator: Calculation method: - Measures High-Low range expansion - Smoothed with 10-period EMA (default) - 12-period Rate of Change applied (default) - Result: Oscillator showing volatility acceleration Interpretation: - Above Zero (>0): Volatility expanding - price moving fast, big players active - Below Zero (<0): Volatility contracting - price consolidating, low participation - Cross Above Zero: Expansion begins - HIGH PRIORITY SIGNAL for entries - Cross Below Zero: Expansion ends - potential exit or pause signal Why Volatility > 0 is Critical: When institutions enter the market with large orders, they MUST move price quickly to fill positions. This creates: Rapid price expansion (volatility spikes) Breaking through resistance/support levels Volume surges as orders get filled Clear directional bias established Trading this means: When you see volatility cross above zero, especially WITH banker columns present, institutions are actively building positions RIGHT NOW. This is your entry window. Optional Confirmation Filters: Volume Confirmation (enabled by default): - Requires: Volume > 1.5× 20-period SMA - Purpose: Ensures real participation, not just price noise - When active: Only shows volatility signals backed by volume - Why it matters: Big players need volume to fill orders Price Above MA Filter (disabled by default): - Requires: Price > 50-period MA for bullish signals - Purpose: Confirms broader trend alignment - Prevents counter-trend volatility signals - Use when: You only want trend-following setups ADX Trend Strength Filter (disabled by default): - Requires: ADX > 20 (default threshold) - Purpose: Validates trend strength, not just volatility - Ensures momentum is building with direction - Higher threshold (25+): More selective, stronger trends only Visual Feedback Options: Column Highlight: Colors banker columns AQUA when volatility crosses up (confluence visual) Background Color: Light blue background on first volatility cross (marks entry zone timing) Area Fill: Yellow fill between zero and volatility line when > 0 (easy recognition) 3. CONFLUENCE ZONES - THE POWER COMBINATION A confluence zone occurs when TWO conditions align simultaneously: Quality Banker Column Present - Green (buy) or Red (sell) column exceeds minimum range filter Volatility > 0 - Price expansion confirmed, oscillator above zero line Why This Combination is Powerful: Banker Column alone: Shows institutional presence, but could be slow accumulation Volatility > 0 alone: Shows price moving fast, but could be retail panic or noise BOTH TOGETHER: Institutions entering WITH SIZE, moving price aggressively → This is smart money ACTIVELY building positions → Highest probability entry zone for traders Visual Recognition of Confluence: 🔼 GREEN ARROW AT BOTTOM: Trigger conditions: - Green banker column > Min Range Buy (quality filter) - Volatility > 0 (expansion confirmed) - Not Saturday (if filter enabled) What this means: - Institutions actively BUYING with size - Price expanding upward with momentum - High probability LONG entry zone Trading strategy: - Enter long immediately or on slight pullback - Stop loss below recent low/structure - Expect continuation with institutional backing 🔽 RED ARROW AT TOP: Mirror logic. 🔵 AQUA COLUMN HIGHLIGHT: Appears when: Volatility crosses above zero AND banker column present Purpose: Visual emphasis on confluence - "This bar is special" Color change: Green/Red banker column becomes AQUA Action: Prioritize these signals over regular green/red columns Reference Lines on Chart: Purple line at zero: Volatility baseline - above = expansion, below = contraction Gray dotted (25%): Low threshold - minimum banker presence Gray dashed (50%): Medium threshold - strong banker level, red column trigger Gray dotted (75%): High threshold - banker dominance level Upper/Lower limits: Y-axis max/min bounds (adjustable for chart scaling) ALERTS SYSTEM 1. Volatility Cross Up Alert: Message: "✅ Volatility: crossed above 0" Trigger: Volatility oscillator crosses above zero with all enabled filters passing Frequency: Once per bar (no repainting) Use case: Get notified when price expansion begins (institutional entry phase) 2. Banker Column Appears Alert: Messages: - "🟢 Banker Green Column Appears" - For long setups - "🔴 Banker Red Column Appears" - For short setups Trigger: First occurrence of quality banker column (exceeds min range filter) Frequency: Once per bar, only on first appearance after absence Use case: Know when institutions enter or exit positions 3. Banker + Volatility Cross Alert (HIGHEST PRIORITY): Messages: - "🟢 Banker Green + Volatility > 0" - LONG CONFLUENCE ZONE - "🔴 Banker Red + Volatility > 0" - SHORT CONFLUENCE ZONE Trigger: First occurrence of quality banker column + volatility > 0 together Frequency: Once per bar, only on first confluence appearance Use case: BEST SIGNALS - institutions entering with aggressive size WHAT MAKES THIS UNIQUE This indicator combines institutional momentum tracking with volatility expansion confirmation to identify the exact moments when big players enter the market with size. The confluence zone detection (banker columns + volatility > 0) provides high-probability entry points that align with professional order flow, while quality filtering and comprehensive alert system ensure traders only act on significant signals. Unlike standard momentum indicators that show generic overbought/oversold levels, this tool SEPARATES institutional activity from retail noise and CONFIRMS participation with price expansion, creating an institutional-grade market participation analyzer.
Pine Script® indicator
by tranholenguyen
High Breakout PRO - Huy Hoang Trader # High Breakout PRO - Huy Hoang Trader - Strategy Description ## 🚀 Overview **High Breakout PRO** is a professional-grade Trend Following strategy designed to capture major market moves while strictly managing risk. Built on the core philosophy of "Price Action Breakouts," this script enhances the classic Donchian Channel breakout method with modern risk management tools like the **Hybrid Exit** and **EMA Trend Filter**. This strategy is optimized for **Gold (XAUUSD)**, **Bitcoin (BTC)**, and **Major Stocks (AAPL, AMZN)** on **H4 and Daily** timeframes. ## 💎 Key Features 1. **Trend Filter (EMA):** Only takes long positions when the price is above the 200-period EMA. This filters out counter-trend noise and significantly improves winning probability. 2. **Hybrid Exit Mechanism ("Holy Grail"):** A unique dynamic trailing stop that combines: * **Price Structure:** Uses the lowest low of the last Y bars (Donchian Support). * **Volatility:** Uses ATR-based trailing (Chandelier Exit logic). * *Logic:* The system automatically chooses the **tighter** (higher) stop level between the two, ensuring you lock in profits rapidly during strong volatility while giving the trade room to breathe during accumulation. 3. **Professional Visuals:** A refined "Wealth & Earth" themes (Gold/Silver/Brown) specifically designed to reduce eye strain and provide clear, professional signal visibility without chart clutter. ## 🛠 Strategy Logic ### entry rules * **Breakout:** Price closes above the Highest High of the last `X` bars (Default: 20). * **Trend Confirmation:** Closing Price > EMA 200 (Configurable). ### Exit Rules * **Dynamic Stop Loss:** The trade is closed when price breaches the **Hybrid Trailing Stop**. * The Trailing Stop never moves down. It only moves up as price increases. * It effectively adapts to both slow-grinding trends and explosive spikes. ## ⚙️ Best Settings (Recommended) * **Timeframe:** H4 (Swing Trading) or Daily (Position Trading). * **Entry Period (X):** 20 * **Exit Period (Y):** 10 * **Trend Filter:** ON (EMA 200) * **Risk Management:** Hybrid Mode (ATR Multiplier 3.0) ## ⚠️ Disclaimer This strategy follows trends. It may experience drawdowns during choppy/sideways markets. Always use proper risk management (position sizing) and backtest on your specific asset before live trading. --- *Developed by Antigravity. Empowering traders with institutional-grade tools.* Contact for work: www.facebook.com
Pine Script® strategy
by ngohuyhoanghcm
ORB + Smart Level Manager [FINAL V9.2 - CD Universal Cycle]Professional Intraday Level Manager for Indian Indices: Overview Index Smart Levels is a comprehensive technical suite designed for Nifty 50, Bank Nifty, and Sensex traders. Unlike standard pivot indicators, this script uses a mathematical "ladder" logic and multi-timeframe ORB analysis to identify high-probability institutional support and resistance zones. 🚀 Key Features Bulletproof Stability Logic (6HR Auto-Hold): Engineered to handle special trading sessions (like Muhurat or Budget days). The script locks strikes to the previous settlement price and only "flips" to new data 6 hours after market close (09:30 PM IST), ensuring your levels remain static and updates the revised settlement price reliable during live trading. Mathematical T & L Series Ladders: Uses ORB to project dynamic "Target" (T) and "Level" (L) series support/resistance lines. Sure targets. Shows only current day. Hybrid Option Cross-Plotting: Automatically detects the correct ATM strike for both CALL and PUT, which will decide the market moving levels and shown as dashed reference lines. This concept works most efficiently. Smart Market Status Table: A real-time dashboard tracking Trend (Day/2H/1H/15M), RSI, ADX Trend Strength, SMC (Break of Structure), and Momentum in one compact view. It will show in first 15 mins, whether the market is trending bullish/bearish or Range. 📖 How to Use Opening Range: Watch for price action relative to ORB. Mostly MID lines will confirm the direction, if the first 15 mins is above MID then it may be bullish then watch for the Targets and if the first 15 mins is below MID then it may be bearish then watch for the negative Targets. Side ways, refer to day trend status in the market status table for trending or range. Ladder Targets: Use the T-Series for short-term scalp targets and the L-Series for major intraday reversals. if the Target lines been broken strongly then it will reach next target for sure except, if L series lines are not before the target lines. Even market can go multiple targets, this script will automatically show the next targets/levels. Cross-Plot Confirmation: Use the dashed purple/red/green lines to see where the market is trapped or finding strength. If any Low has been broken then it has high probability to reach or break the high.
Pine Script® indicator
by balastockz
stoploss-levels[t90]This indicator provides a unified solution for visualizing stop-loss levels using four distinct technical methodologies. It is designed to assist with risk management by calculating and displaying the exact monetary and percentage risk for both Long and Short positions in real-time. Key Features Multi-Mode Logic: Switch instantly between four calculation methods to suit different market conditions: ATR: Volatility-based stops using the Average True Range. Low/High: Price channel stops based on the highest/lowest prices over a user-defined lookback. Percentage: Fixed percentage distance from the current price. Swing: Price structure stops based on confirmed (non-repainting) Pivot High/Low points. Dynamic Risk Calculator: Input your Account Balance in the settings. The indicator automatically calculates the distance from the current Close price to the stop lines. Labels display the potential loss in both currency and percentage (e.g., -$150 (1.5%)) directly next to the stop lines. Disclaimer This tool is for information and risk management visualization only. It does not execute trades. Past performance of stop-loss levels does not guarantee future results.
Pine Script® indicator
by traderninezero
Commodity Market Structure SuiteThe Commodity Market Structure Suite is a unified indicator combining three powerful analytical frameworks into one comprehensive tool for analyzing commodity markets. It integrates term structure analysis, spot-futures spread dynamics, and Commitment of Traders positioning data into a scientifically-weighted composite score. This indicator consolidates the functionality of three separate tools into one: 1. Futures Basis Suite (term structure, contango/backwardation) 2. Spot-Futures Spread (premium/discount, arbitrage) 3. Commodity Crowded Trade Suite (COT positioning) The composite score is calculated using weights derived from academic research on commodity futures returns. SCIENTIFIC FOUNDATION The indicator is built on established financial theory and recent academic research. THEORY OF STORAGE (Working 1933, Kaldor 1939) The Theory of Storage explains the relationship between spot and futures prices through the cost-of-carry model. The futures price equals the spot price plus storage costs, insurance, and financing costs, minus the convenience yield. The convenience yield represents the benefit of holding physical inventory, which increases when supplies are tight. When convenience yield exceeds carrying costs, the market enters backwardation. When carrying costs dominate, the market is in contango. This relationship provides fundamental signals about physical supply and demand conditions. TERM STRUCTURE TRADING STRATEGIES (Erb and Harvey 2006, Gorton and Rouwenhorst 2006) Academic research has documented significant risk premiums associated with futures term structure. A 2011 study in the Journal of Banking and Finance found that combining momentum signals with term structure signals generated annualized returns of 21 percent, significantly outperforming single-signal strategies. The strategy involves buying commodities in backwardation and selling commodities in contango. LIMITS TO ARBITRAGE Recent academic work reveals that arbitrage does not fully eliminate pricing distortions in commodity futures markets. Institutional investors and index traders introduce persistent distortions, especially in distant expiration contracts. This creates exploitable inefficiencies that the indicator helps identify. CONVENIENCE YIELD AND INVENTORY Empirical studies confirm that convenience yield is inversely related to physical inventory levels across 21 different commodities. Low inventory correlates with backwardation and high convenience yield. High inventory correlates with contango and low convenience yield. Price volatility decreases as inventory increases, with this effect being more pronounced in backwardated markets. COT POSITIONING AND PRICE PREDICTION Research shows that commercial hedger positions provide valuable information about future price direction. Commercials tend to be net buyers before price increases and net sellers before decreases. Extreme speculator positioning often precedes reversals, as crowded trades unwind. DATA ARCHITECTURE The indicator fetches data from multiple sources: TERM STRUCTURE DATA Compares front month futures (e.g., GC1!) with second month futures (e.g., GC2!) to determine the shape of the futures curve. Positive spread (front > back) indicates backwardation. Negative spread (front < back) indicates contango. SPOT-FUTURES DATA Compares spot or cash market prices (e.g., XAUUSD) with front month futures to determine premium or discount. Positive spread indicates futures premium. Negative spread indicates futures discount. COT DATA Uses TradingView LibraryCOT to fetch Commitment of Traders data including commercial positions, speculator positions, and open interest. Supports Legacy, Disaggregated, and Financial report types. COMPOSITE SCORE CALCULATION The composite score combines four normalized signals using configurable weights: Composite = (TermSignal x W1) + (SpotFutSignal x W2) + (COTSignal x W3) + (PhysicalSignal x W4) Default weights based on research: Term=0.25, SpotFut=0.30, COT=0.30, Physical=0.15 TERM SIGNAL The z-score of the term structure spread. Flattening contango (higher z-score) is bullish. Deepening contango (lower z-score) is bearish. Backwardation is bullish. SPOT-FUTURES SIGNAL The inverted z-score of the spot-futures spread. Futures discount (physical demand) is bullish. Futures premium is bearish. COT SIGNAL The z-score of commercial net positioning. Commercial buying (positive z-score) is bullish. Commercial selling is bearish. PHYSICAL STRESS SIGNAL Triggered when spread volatility or spread extremes exceed thresholds. Adds to signal in direction of other indicators when physical market stress is detected. ANALYSIS MODES 1. MARKET STRUCTURE COMPOSITE The default mode showing the weighted composite score. Positive values indicate bullish market structure. Negative values indicate bearish structure. Values beyond plus or minus 2 sigma indicate extreme conditions. 2. TERM STRUCTURE Shows the z-score of the futures curve spread. Visualizes whether the market is in contango or backwardation relative to historical norms. 3. SPOT-FUTURES PREMIUM Shows the z-score of the spot-futures spread. Visualizes whether futures trade at premium or discount to spot. 4. COT POSITIONING Shows the z-score of commercial net positioning. Visualizes whether commercials are accumulating or distributing. 5. PHYSICAL STRESS INDEX Shows combined stress indicators from spread volatility and extremes. Alerts when physical delivery conditions become strained. 6. DIVERGENCE SCANNER Detects price-positioning divergences. Bullish divergence occurs when price makes new lows but positioning improves. Bearish divergence occurs when price makes new highs but positioning deteriorates. 7. RAW DEBUG Shows underlying calculations for troubleshooting. SIGNAL INTERPRETATION The dashboard provides automatic signal interpretation based on the combination of readings: PHYSICAL SQUEEZE Occurs when backwardation coincides with futures discount. This is the strongest bullish signal, indicating severe physical supply tightness. Historically associated with significant price rallies. ACCUMULATION Occurs when contango is flattening and commercials are buying (positive commercial z-score). Indicates smart money accumulation. DISTRIBUTION Occurs when contango is deepening and speculator positioning is extremely long. Indicates potential distribution phase before decline. REGIME CHANGE Occurs when multiple z-scores reach extreme levels simultaneously. Indicates high probability of significant market shift. BULLISH SETUP Occurs when composite score exceeds plus 1 sigma without extreme conditions. Favorable market structure for long positions. BEARISH SETUP Occurs when composite score falls below minus 1 sigma without extreme conditions. Unfavorable market structure for long positions. INTERPRETING FOR PRECIOUS METALS Gold and silver are almost always in contango. This is normal and expected. The key signals for precious metals are: FLATTENING CONTANGO When the term structure spread becomes less negative, physical supply is tightening. This is bullish. The z-score will rise toward positive territory. DEEPENING CONTANGO When the term structure spread becomes more negative, supply is ample. This is neutral to bearish. The z-score will fall toward negative territory. BACKWARDATION Extremely rare for precious metals. When it occurs, it signals severe physical market stress and is strongly bullish. Historical examples include the Hunt Brothers silver squeeze in 1980 and the October 2025 silver squeeze. FUTURES DISCOUNT When futures trade below spot, physical demand exceeds paper market supply. This is bullish and indicates real buying pressure. SETTINGS GUIDE SYMBOL SELECTION Auto-Detect reads the chart symbol and configures all data sources automatically. Dropdown provides preset configurations for common commodities. Manual allows custom symbol entry. DATA SOURCES Individual data sources can be enabled or disabled. Disabling a source removes its contribution from the composite score. COMPOSITE WEIGHTS Adjust the relative importance of each signal. Weights should sum to approximately 1.0 for proper scaling, though the indicator normalizes automatically. STATISTICAL ENGINE Z-Score Length determines the lookback period for normalization. Default of 52 represents approximately one year on daily charts. Extreme Z-Score sets the threshold for flagging extreme conditions. Physical Stress Z sets the threshold for physical market stress alerts. ALERTS COMPOSITE FLIP Triggers when the composite score crosses zero, indicating a shift from bullish to bearish structure or vice versa. PHYSICAL STRESS Triggers when physical market stress is first detected, indicating potential delivery squeeze conditions. REGIME CHANGE Triggers when the market shifts between contango and backwardation. COT EXTREME Triggers when commercial or speculator positioning reaches historical extremes, indicating elevated reversal risk. DIVERGENCE ALERTS Triggers when price-positioning divergences are detected. SUPPORTED COMMODITIES Gold: Spot OANDA:XAUUSD, Futures COMEX:GC1!, CFTC 088691 Silver: Spot OANDA:XAGUSD, Futures COMEX:SI1!, CFTC 084691 Crude Oil: Spot TVC:USOIL, Futures NYMEX:CL1!, CFTC 067651 Natural Gas: Futures NYMEX:NG1!, CFTC 023651 Copper: Futures COMEX:HG1!, CFTC 085692 Wheat: Futures CBOT:ZW1!, CFTC 001602 Corn: Futures CBOT:ZC1!, CFTC 002602 Soybeans: Futures CBOT:ZS1!, CFTC 005602 PRACTICAL APPLICATION For best results, use this indicator on daily or weekly timeframes. Commodity data, especially COT data, is updated weekly and works best on longer timeframes. When analyzing a commodity: 1. Check the composite score for overall market structure 2. Review the signal interpretation for context 3. Examine individual components (term structure, spot-futures, COT) for confirmation 4. Watch for physical stress alerts indicating delivery conditions 5. Monitor divergences for potential reversal signals Combine this indicator with price action analysis and fundamental research for complete market analysis. LIMITATIONS The indicator relies on multiple data sources that may have different update frequencies. COT data is updated weekly. Some spot price sources may have gaps during certain hours. Term structure and spot-futures spreads work best for commodities with liquid continuous futures contracts. Very short timeframes may produce noisy signals. REFERENCES Working, H. (1933). Price Relations between July and September Wheat Futures at Chicago since 1885. Wheat Studies. Kaldor, N. (1939). Speculation and Economic Stability. Review of Economic Studies. Erb, C. and Harvey, C. (2006). The Strategic and Tactical Value of Commodity Futures. Financial Analysts Journal. Gorton, G. and Rouwenhorst, K. (2006). Facts and Fantasies about Commodity Futures. Financial Analysts Journal. Miffre, J. and Rallis, G. (2007). Momentum Strategies in Commodity Futures Markets. Journal of Banking and Finance. Various (2024). Limits to Arbitrage in Commodity Futures Markets. SSRN Working Paper. VERSION HISTORY Version 1 released as unified indicator combining term structure, spot-futures spread, and COT positioning analysis with scientifically-weighted composite score. CREDITS Developed by Robinhodl21. Released under Mozilla Public License 2.0.
Pine Script® indicator
by Robinhodl21
Bit Secure - Index Structure Engine (ST protected)Bit Secure – Index Structure Engine ( RSI Caution + No-Trade Range) is now with ST protection Bit Secure – Index Structure Engine is a structure-first intraday indicator designed for index traders (NIFTY / BANKNIFTY / FINNIFTY) who want clarity, discipline, and noise-free execution. This tool focuses on EMA structure, VWAP context, priority opening moves, and intelligent RSI caution signals — without blocking valid trades. 🔹 Core Philosophy “Trade structure first, momentum second, confirmation last.” The indicator separates: Trend entries (CORE & FAST) Opening opportunity (PRIORITY) Early reversal awareness (RSI Caution) Sideways / no-trade zones (Manual Range Filter) 🚀 FEATURES ✅ EMA STRUCTURE ENGINE EMA 9 & EMA 21 for core trend detection EMA 5–21 fast entries (optional) Clean crossover-based logic (no repaint) ⚡ CORE & FAST SIGNALS BUY / SELL CORE → Main trend confirmation FAST signals → Early continuation entries Fully optional, toggle-controlled 🎯 PRIORITY OPENING ENTRY (09:15–09:45) One-time high-probability retest / crossover entry Designed for first 30 minutes volatility Automatically resets every trading day 📉 VWAP NOISE FILTER (Optional) Blocks trades when price is too close to VWAP Helps avoid choppy & mean-reversion zones ⚠️ RSI CAUTION SIGNALS (NON-BLOCKING) ⚠️ These are alerts, NOT trade entries RSI caution appears only when: Cross happens inside OB / OS Cross on zone exit Cross just after zone exit ❌ No random mid-zone RSI noise ❌ No sideways false alerts Perfect for: Spotting early trend exhaustion Managing open trades Avoiding over-trading in trends 🚫 MANUAL NO-TRADE RANGE (Power Feature) Manually define price range ALL signals blocked inside this zone (CORE / FAST / PRIORITY / RSI) Range is visually highlighted on chart Best use cases: Event days Option decay zones Choppy consolidation areas 🎛️ FULL CONTROL Every module is independently switchable: FAST EMA PRIORITY Entry VWAP Filter RSI Caution Manual No-Trade Range 👉 Trade your style, not forced logic. 📊 BEST TIMEFRAMES 5-minute (Recommended) Works on Index charts only NIFTY BANKNIFTY FINNIFTY ⚠️ IMPORTANT NOTE This is NOT a buy/sell recommendation RSI signals are caution alerts, not entries Use with proper risk management 💡 WHO IS THIS FOR? ✔️ Serious intraday traders ✔️ Price-action + structure followers ✔️ Traders tired of over-signals ✔️ Those who want clarity over complexity 🔒 Built for discipline. 🔥 Designed for structure. 🎯 Powered by context, not noise.
Pine Script® indicator
by devh697
LC Candle Size (Avg of Last 5)Candle Size (Avg of Last 5) is a lightweight volatility tool that measures the size of each candle and plots it as a histogram. It also calculates the average candle size of the last 5 bars to help identify expanding or contracting volatility. Users can choose between: • High–Low Range • Candle Body (Open–Close) • True Range Ideal for scalpers and intraday traders who want a quick visual of momentum and candle strength.
Pine Script® indicator
by leswin_trades
Defect Warrior Premium: Non-Engulf Signal + MTF Bias + Plan & DaOverview Defect Warrior Premium is a closed-source indicator that generates confirmed buy/sell signals on a selected signal timeframe (default: H1) and provides an integrated trade plan (Entry/SL/TP) plus a monthly points dashboard. It is designed to reduce noisy signals by combining a proprietary “non-engulf” candle condition with multi-timeframe bias, adaptive VIDYA bands, and supply/demand proximity. Core Concept (How it works) This script builds a signal only when all layers align: Defect Candle Condition (Signal TF) Candle body ratio must be within a defined range. Candle must be non-engulfing vs the previous candle (the body does not fully cover the previous body range). Direction is based on candle close vs open (bull/bear). Market Bias Filters (Optional) MTF EMA bias: price vs EMA on higher timeframes (HTF1/HTF2). VIDYA bias: adaptive VIDYA trend state (price relative to VIDYA) with dynamic band width (ATR/Stdev). Supply/Demand Zone Proximity (Optional) Demand/Supply zones are derived from pivot structure on the signal timeframe. Entry is allowed only when price is near the relevant zone using a proximity buffer (Points or ATR-multiple). Confirmed & De-duplicated Signals Signals can be restricted to signal-timeframe bar close (non-repainting execution style). Includes protection against repeated alerts when Signal TF ≠ chart TF (one signal per new Signal TF bar). Trade Plan (Entry / SL / TP) When a signal triggers, the script can plot a plan with: Entry: Close or Mid-Body Stop-loss modes: Candle-based / Zone-based / ATR-multiple / Fixed points / Fixed % Take-profit targets: TP1/TP2/TP3 using configurable risk-reward (R:R) multipliers Visual plan lines and a compact plan card label (Entry/SL/TP + R:R) Dashboard (Monthly, Points-based, Net PnL) The OrcaTrade Dashboard tracks monthly performance in points: A trade is counted only after price touches the Entry. A “Win” is counted only when price touches TP1 after Entry has been touched. Net PnL is calculated in points and deducts SL hits (wins are not reduced by SL logic). Point conversion is configurable (Point Value). Alerts & Automation Built-in alert conditions for confirmed BUY/SELL. Optional JSON alert output for automation workflows (e.g., webhooks / scripts). How to use Apply on any chart timeframe. Set Signal TF (default H1). Keep the chart clean and use the plan labels/lines to understand Entry/SL/TP. Enable/disable filters (Zones, EMA bias, VIDYA bias) depending on your market and risk preference. Notes & Limitations This is an analytical tool, not financial advice. Signals are based on candle/structure confirmation; fast news spikes may cause slippage-like behavior on back-analysis. Zone proximity is pivot-based and depends on historical swing structure.
Pine Script® indicator
by orcaxvt
BTC Physical Probability// ╔═══════════════════════════════════════════════════════════════════════ ════╗ // ║ ║ // ║ ██████╗ ███████╗██╗ ██╗████████╗ █████╗ ██████╗ ██████╗ ███████╗████████╗ ║ // ║ ██╔═══██╗╚══███╔╝╚██╗ ██╔╝╚══██╔══╝██╔══██╗██╔══██╗██╔════╝ ██╔════╝╚══██╔══╝ ║ // ║ ██║ ██║ ███╔╝ ╚████╔╝ ██║ ███████║██████╔╝██║ ███╗█████╗ ██║ ║ // ║ ██║ ██║ ███╔╝ ╚██╔╝ ██║ ██╔══██║██╔══██╗██║ ██║██╔══╝ ██║ ║ // ║ ╚██████╔╝███████╗ ██║ ██║ ██║ ██║██║ ██║╚██████╔╝███████╗ ██║ ║ // ║ ╚═════╝ ╚══════╝ ╚═╝ ╚═╝ ╚═╝ ╚═╝╚═╝ ╚═╝ ╚═════╝ ╚══════╝ ╚═╝ ║ // ║ ║ // ║ ║ // ║ Advanced Multi-Format Data Parser & Visualization System ║ // ║ ║ // ║ © 2026 - OzyTarget Systems ║ // ║ Classified Level: PROFESSIONAL GRADE ║ // ║ ║ // ╚═══════════════════════════════════════════════════════════════════════════ ╝ This indicator analyzes Bitcoin market regimes using a physical cost-based approach, not sentiment or news. It models BTC as an energy-intensive system, where price behavior is constrained by: A long-term cost proxy (200-week moving average), Normalized volatility (stress vs normal conditions), Drawdown pressure (structural damage). The script outputs three probability curves: Downside Probability (red): risk of continued downside due to physical and volatility stress. Floor / Capitulation Probability (orange): likelihood that price is near a transitional or capitulation zone. Upside Probability (green): probability of a sustainable upside regime, not a short-term bounce. A single status label on the right summarizes the current regime: BUY: upside probability dominates while downside risk is controlled. SELL: downside probability dominates while upside is weak. WAIT: no clear edge; transitional or high-noise conditions. How to use Best used on 1D or 1W timeframes. Use BUY / SELL / WAIT as a regime filter, not as exact entries. WAIT zones are intentionally frequent and represent periods of uncertainty where risk/reward is asymmetric. Why this model Bitcoin is not analyzed here as a traditional financial asset, but as a physical system constrained by cost, energy, and volatility. The goal is to identify high-probability environments, not to predict exact tops or bottoms. Educational use only. This indicator does not predict future prices and is not financial advice.
Pine Script® indicator
by Ozy_Target
CISD - [CT] Private Algorithm that is invite only. It is only spread through word of mouth and is not available on any website. This algorithm will give you the best chance at being green and is even better when following specific plays of someone or yourself. This is not supposed to guarantee profit and the team are not financial advisors. Please always manage your own risk according to your risk tolerance . CISD – Institutional Structure, Displacement & IPDA Framework by calmstrades Overview CISD – Change In State of Delivery is an institutional-grade market structure and displacement framework designed to objectively identify state transitions in price delivery, validated pullbacks, and IPDA-based expansion targets across all timeframes. This tool is built for traders who operate using institutional market structure, displacement logic, and probabilistic expansion models, not lagging indicators or retail oscillators. CISD does not repaint, does not rely on hindsight pivots, and is designed to be used in real-time execution environments. Core Concepts Behind CISD 1. Change in State of Delivery (CISD) A CISD event occurs when: Price breaks structure A valid pullback is formed Price displaces and closes beyond the pullback origin This represents a true shift in orderflow, not a simple liquidity raid or wick. The indicator automatically detects and plots: Bullish CISD levels (+CISD) Bearish CISD levels (−CISD) Each CISD level acts as: A state boundary A bias confirmation level A high-probability continuation or failure reference 2. Institutional Pullback Validation Unlike basic BOS tools, CISD: Tracks real pullbacks, not arbitrary candle counts Uses open/close logic, not just highs and lows Invalidates weak structure breaks automatically This eliminates: Fake breakouts Liquidity-only moves Retail “structure spam” 3. CISD Level Management Each CISD level is: Extended forward dynamically Tracked until invalidated by a close Optionally removed or preserved using Keep Old CISD Levels Once a CISD is completed: The market state flips Bullish ↔ Bearish A new opposing CISD sequence begins Fractal IPDA Standard Deviation Engine This script also includes a multi-timeframe IPDA deviation framework, inspired by institutional expansion models. What It Plots: 0 and 1 anchors Custom deviation levels (user-defined) Expansion targets above and below structure Monthly, Weekly, Daily, and Intraday fractals How It Works: Automatically detects swing highs/lows Anchors deviations from true displacement legs Supports fractal alignment across timeframes This allows traders to: Project probable delivery ranges Identify premium/discount expansion zones Align CISD with measured institutional objectives Market Structure (ICT-Style Swing Framework) Included is a multi-tier swing labeling system: Short-Term (ST) Intermediate-Term (IT) Long-Term (LT) This helps visualize: Structural progression Liquidity ladders Higher timeframe narrative vs execution timeframe Time-Based Institutional Markers The script draws vertical session markers aligned to key institutional timing windows (timezone selectable), including: Asia open/close transitions London & New York inflection points Killzone reference timing These are time-based context tools, not trade signals. Alerts (Optional) You may enable alerts for: Bullish CISD confirmation (close above −CISD) Bearish CISD confirmation (close below +CISD) Alerts only trigger on confirmed closes, never intrabar noise. How to Use CISD (Step-by-Step) Step 1 – Define the Narrative Use higher timeframes (HTF): Identify current market state Note the most recent CISD level Align with IPDA deviation targets Step 2 – Wait for CISD Confirmation A valid setup requires: Structure break Pullback formation Close beyond CISD level No close = no confirmation. Step 3 – Use CISD as Bias & Risk Reference Once confirmed: CISD acts as directional bias CISD level acts as risk boundary Entries are refined using: Lower timeframe structure Liquidity interaction Time-of-day alignment Step 4 – Target IPDA Deviations Use deviation levels as: Partial take-profit zones Full delivery objectives Trailing bias checkpoints What This Indicator Is NOT ❌ A buy/sell signal generator ❌ A scalping shortcut ❌ A repainting structure tool ❌ A retail oscillator strategy This is a context and execution framework. Best Use Cases Futures (ES, NQ, YM, RTY) FX majors Indices & high-liquidity assets ICT / Smart Money models Intraday to swing trading Final Notes CISD is designed for traders who: Understand market structure Respect displacement Trade with narrative, not indicators If you don’t wait for confirmation, CISD will not save you. If you do, it will keep you aligned with true institutional delivery. — calmstrades
Pine Script® indicator
by calmstrades
CapitalFlowsResearch: Vol RangesCapitalFlowsResearch: Vol Ranges — Multi-Timeframe ATR Expansion Map CapitalFlowsResearch: Vol Ranges creates a structured volatility “roadmap” by projecting expected price extensions across multiple timeframes using ATR-based ranges. Instead of relying on a single ATR reading, the tool pulls in higher-timeframe volatility measures—such as daily and monthly expansions—and uses them to build a set of reference levels that anchor the current market against where it should trade under normal volatility conditions. The script does two things simultaneously: Projects volatility-derived target bands It computes a set of upper and lower expansion levels (e.g., +100%, +50%, –50%, –100%) around prior closing levels on different timeframes. These levels act as structural markers for expected movement, allowing traders to quickly recognise when price is behaving within typical bounds or pressing into statistically stretched territory. Displays a live dashboard for interpretation A fully configurable on-chart table displays: Recent volatility readings Today's reference ranges Distance from current price to each expansion level Whether today's movement is expanding or contracting relative to prior volatility This gives traders a compact situational summary without cluttering the price chart. Optional high-timeframe projection lines can also be plotted directly on the chart, updating once per new day or new month, making it easy to visually align intraday price action with broader volatility structure. In practical terms, Vol Ranges functions as a multi-timeframe volatility compass—highlighting when markets are trading inside normal ranges, when they are beginning to stretch, and when they may be entering conditions supportive of momentum or reversal behaviour. All core mechanics remain abstracted, preserving the proprietary nature of the volatility framework.
Pine Script® indicator
by Capital_Flows_Dev
CapitalFlowResearch: N-ATRCapitalFlowsResearch: N-ATR — Normalised Volatility Regime Indicator CapitalFlowsResearch: N-ATR transforms ATR into a normalised, directional volatility signal that oscillates within a fixed range. Instead of treating ATR as an absolute number—which varies widely across assets and market regimes—the tool rescales volatility into a consistent framework, allowing traders to compare conditions across instruments and timeframes without recalibrating settings. The indicator identifies two core attributes simultaneously: Volatility level relative to its recent environment By normalising ATR, the script shows whether current volatility is high or low relative to its own historical context, not in arbitrary terms. The direction of volatility pressure A smoothing layer helps determine whether volatility is rising or falling, enabling a four-state volatility map (high → rising, high → falling, low → rising, low → falling). These states are displayed via subtle background shading, giving a clear view of shifts in volatility regime without cluttering the chart. A color-coded line plots the smoothed volatility signal itself, making transitions easy to spot and track over time. Together, these features turn N-ATR into an effective volatility-regime compass—highlighting periods of compression, expansion, and volatility trend changes that often precede important market behaviour—while preserving the confidentiality of the underlying calculations.
Pine Script® indicator
by Capital_Flows_Dev
LC crypto Hybrid Ribbon v5 A+ Auto by Symbol Signals and AlertsA hybrid trend + retest trading indicator designed for crypto scalping and intraday trading. This script combines a multi-EMA ribbon for trend direction, higher-timeframe confirmation, and a 15-minute break & retest model to highlight high-probability A+ entries. Core Features Color-changing EMA ribbon to visualize bullish vs bearish trend Auto-tuned retest tolerance by symbol (BTC, ETH, SOL, BNB, LINK, XRP) Optional 4H higher-timeframe trend filter 15-minute break above/below anchor EMA to arm setups Anchor EMA retest + rejection for precise entries Clear BUY / SELL labels and optional arrows Ribbon area fill to visually confirm trend strength Best Use Works well on lower timeframes (1m–15m) for entries while using HTF confirmation for directional bias. Disclaimer For educational purposes only. Always manage risk and confirm with price action.
Pine Script® indicator
by leswin_trades
6:00 PM Open [FocusBro] @MaxMaserati MMM 18:00 OPEN @FocusBro @MaxMaserati is a specialized institutional trading tool derived directly from the proven Max Maserati Model (MMM) framework. This indicator was built to execute the specific strategy used by Focus Bro, a top MMM student who generated over $200,000 from PropFirms by mastering the critical dynamics of the 18:00 ET session. Unlike standard session indicators, this tool focuses on the "Anchor Point" of the futures trading day, providing the exact context needed to replicate high-probability setups in the post-market and overnight sessions. 🚀 Key Features 1. The Focus Bro "Anchor" System Session Box: Automatically draws a customizable range box for the 18:00 ET opening candle, extending forward to visualize the session's initial balance. OHLC Lines: Projects Open, High, Low, and Close lines from the 18:00 candle into the future, acting as the key pivots for the strategy. Settlement Line: Projects the previous day's Settlement Price forward (+5 bars) to instantly spot the "Gap & Go" plays that are central to the Focus Bro approach. Bias Coloring: Dynamic coloring (Green/Red) based on whether the 18:00 candle was Bullish or Bearish. 2. Institutional Gap Analysis (13:00 - 20:00 Window) Detects specific "Fair Value" anomalies during the critical PM session window (1:00 PM – 8:00 PM ET): UPG (Unfair Pricing Gaps): Highlights rapid moves that skipped price discovery. OG (Opening Gaps): Marks gaps formed specifically at the open of new candles. VI (Volume Imbalances): Identifies overlapping candle wicks/bodies that indicate unfinished business. Auto-Cleanup: Features an optional "Hide Filled" mode to keep your chart clean by removing gaps once price has rebalanced them. 3. Higher Timeframe (HTF) Integration Multi-Timeframe Gaps: Displays UPGs from higher timeframes (default 15m) directly on your lower timeframe chart. Contextual Labels: Clearly labels gaps with their timeframe origin (e.g., "UPG 15", "UPG 60"). 4. Professional Analysis Table A sleek, deep-black data table provides real-time institutional metrics: Open Price & Bias: Instant read on whether the market is Bullish or Bearish relative to the 18:00 Open. Gap Context: Analyzes the gap between the 17:00 Close and 18:00 Open (Gap Up/Down/Flat) and current price position relative to it. Settlement Status: Tracks if price is holding above or below the official Settlement level. Volume Momentum: Compares 18:00 volume vs. 16:59 volume to gauge institutional participation strength. Initial Balance: Tracks the 18:00–19:00 range status (Forming vs. Done). 🛠️ Customization Fully Modular: Toggle every element On/Off (Box, Individual OHLC Lines, Gaps). Smart Styling: Control colors, line styles (Solid/Dotted), widths, and text sizes for every component. MMM Candle Logic: Optional candle coloring based on "MMM Concepts" (Neutral/Expanders) to visualize market state.
Pine Script® indicator
by MaxMaserati
CapitalFlowsResearch: Returns Regime MapCapitalFlowsResearch: Returns Regime Map — Two-Asset Behaviour & Correlation Lens CapitalFlowsResearch: Returns Regime Map is a two-asset regime overlay that shows how a primary market and a linked macro series are really moving together over short rolling windows. Instead of just eyeballing two separate charts, the tool classifies each bar into one of four states based on the combined direction of recent returns: Up / Up Up / Down Down / Up Down / Down These states are calculated from aggregated, windowed returns (using configurable return definitions for each asset), then painted directly onto the price chart as background regimes. On top of that, the indicator monitors the correlation of the same return streams and can optionally tint periods where correlation sits within a user-defined “low-correlation” band—highlighting moments when the usual relationship between the two series is weak, unstable, or breaking down. In practice, this turns the chart into a compact co-movement map: you can see at a glance whether price and rates (or any two chosen markets) are trending together, diverging in a meaningful way, or moving in choppy, low-conviction fashion. It’s especially powerful for macro traders who need to frame trades in terms of “risk asset vs. rates,” “index vs. volatility,” or similar pairs—while keeping the actual construction details of the regime logic abstracted.
Pine Script® indicator
by Capital_Flows_Dev