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Advanced FVG Detector Pro📊 Advanced FVG Detector Pro - Smart Money Analysis Tool Overview The Advanced FVG Detector Pro is a sophisticated Pine Script v6 indicator designed to identify and track Fair Value Gaps (FVGs) with institutional-grade precision. This tool goes beyond basic gap detection by incorporating volume analysis, smart money scoring, and adaptive filtering to help traders identify high-probability trading opportunities. What are Fair Value Gaps? Fair Value Gaps (FVGs) are price inefficiencies that occur when the market moves so quickly that it leaves behind an imbalance or "gap" in price action. These gaps often act as magnets for future price movement as the market seeks to fill these inefficiencies. Professional traders and institutions closely monitor FVGs as they represent areas of potential support, resistance, and high-probability trade setups. 🎯 Key Features 1. Smart Money Scoring System Proprietary algorithm that rates each FVG on a 0-100 scale Combines gap size, volume strength, price location, and trend alignment Filter out low-quality setups by setting minimum score thresholdsFocus on institutional-grade opportunities with scores above 70 2. Advanced Volume Validation Validates FVGs with volume analysis to reduce false signals Only displays gaps formed during significant volume periods Customizable volume multiplier for different market conditions Visual volume strength indicators on chart 3. Flexible Mitigation Options Full Fill: Traditional complete gap closure Midpoint Touch: More aggressive entry strategy Partial Fill: Customizable percentage-based mitigation (10-90%) Choose the strategy that matches your trading style 4. ATR-Based Adaptive Filtering Automatically adjusts to market volatility using Average True Range Works consistently across any instrument, timeframe, or volatility regime No manual recalibration needed when switching markets Filters out noise while capturing meaningful gaps 5. Real-Time Statistics Dashboard Live tracking of total active FVGs Bullish vs Bearish gap count Mitigation rate percentage Average Smart Money Score Toggle on/off based on preference 6. Professional Visual Design Clean, customizable color schemes Optional midline display for precise entry planning Labels showing gap type, score, and volume strength Automatic extension of active gaps Mitigated gaps change color for easy identification 📈 How to Use For Day Traders: Use 5-15 minute timeframes Set ATR Multiplier to 0.15-0.25 Enable volume validation Focus on FVGs with scores above 65 For Swing Traders: Use 1H-4H timeframes Set ATR Multiplier to 0.5-1.0 Use "Midpoint Touch" mitigation Focus on FVGs with scores above 70 For Position Traders: Use Daily timeframe Set ATR Multiplier to 0.75-1.5 Use "Full Fill" mitigation Focus on FVGs with scores above 75 🔧 Customization Options Detection Settings: Minimum FVG size percentage filter ATR-based size filtering Maximum number of gaps to display Smart Money Score minimum threshold Volume Analysis: Volume validation toggle Volume multiplier adjustment Volume moving average period Visual volume strength background Mitigation Control: Choose mitigation type (Full/Midpoint/Partial) Set partial fill percentage Auto-remove mitigated gaps Control how long mitigated gaps remain visible Visual Customization: Bullish/Bearish/Mitigated colors Show/hide midlines Show/hide labels Box extension length Statistics dashboard toggle 🎓 Trading Strategy Ideas 1. FVG Retest Strategy Wait for price to create a high-score FVG (70+) Enter on the first retest of the gap Place stop loss beyond the gap Target the opposite side of the gap or next FVG 2. Confluence Trading Combine FVGs with support/resistance levels Look for FVGs near key moving averages (20/50 EMA) Higher probability when FVG aligns with trendlines Use multiple timeframe analysis 3. Breakout Confirmation FVGs often form during strong breakouts High-volume FVGs confirm breakout strength Enter on mitigation of breakout FVG Trail stops as new FVGs form in trend direction ⚡ Performance Optimizations Efficient memory management for smooth chart performance Optimized calculations run only once per bar Smart array management prevents memory leaks Works smoothly even with 100+ active FVGs 🔔 Alert System Customizable alerts for new bullish FVGs Customizable alerts for new bearish FVGs Mitigation alerts for active gaps Frequency control to avoid alert spam 💡 Pro Tips Multi-Timeframe Approach: Identify major FVGs on higher timeframes (Daily/4H) and use lower timeframes (15M/5M) for precise entries Volume Confirmation: The highest probability setups occur when FVGs form with 2x+ average volume Trend Alignment: Trade FVGs in the direction of the major trend for best results Patience Pays: Wait for price to return to the FVG rather than chasing breakouts Risk Management: Always use stop losses beyond the FVG boundaries 📚 Educational Value This indicator is perfect for: Learning to identify institutional order flow Understanding market microstructure Developing price action trading skills Recognizing supply and demand imbalances Improving entry and exit timing ⚠️ Disclaimer This indicator is a tool for technical analysis and should not be used as the sole basis for trading decisions. Always combine with proper risk management, fundamental analysis, and your own trading plan. Past performance does not guarantee future results. 🔄 Updates & Support Regular updates will include: Additional filtering options Enhanced multi-timeframe analysis More customization features Performance improvements 📊 Best Pairs/Markets Works excellently on: Forex pairs (EUR/USD, GBP/USD, etc.) Cryptocurrency (BTC, ETH, etc.) Stock indices (SPX, NQ, etc.) Individual stocks Commodities (Gold, Oil, etc.) Version Information Version: 1.0 Pine Script: Version 6 Type: Overlay Indicator Max Boxes: 500 Max Lines: 500
Pine Script® indicator
by kariyappavinay
HC HighCrew Volume Intelligence Surge TrackerThis indicator measures coordinated market activity by comparing live volume flow across multiple timeframes against its normalized baseline. It detects when institutional participation increases beyond historical averages, signaling either a breakout ignition, sustained trend pressure, or liquidity cooling. Each timeframe is classified by surge intensity, and the system aggregates those readings into a unified “market energy” output that reveals whether participation is concentrated, fading, or fragmented. The goal is to help traders differentiate between real accumulation and low-resistance drift, improving timing on breakouts or exits. Use cases: breakout validation, liquidity-flow analysis, volume confirmation with trend bias.
Pine Script® indicator
by HighCrewLLC
Get_rich_aggressively_v5# 🚀 GET RICH AGGRESSIVELY v5 - TIER SYSTEM ### Precision Futures Scalping | NQ • ES • YM • GC • BTC ### *Leave Every Trade With Money* --- ## 📋 QUICK CHEATSHEET ``` ┌─────────────────────────────────────────────────────────────────────────────┐ │ GRA v5 SIGNAL REQUIREMENTS │ ├─────────────────────────────────────────────────────────────────────────────┤ │ ✓ TIER MET Points ≥ 10 (B), ≥ 50 (A), ≥ 100 (S) │ │ ✓ VOLUME ≥ 1.3x average │ │ ✓ DELTA ≥ 55% dominance (buyers OR sellers) │ │ ✓ DIRECTION Candle color = Delta direction │ │ ✓ SESSION In London (3-5AM) or NY (9:30-11:30AM) if filter ON │ ├─────────────────────────────────────────────────────────────────────────────┤ │ TIER ACTIONS │ ├─────────────────────────────────────────────────────────────────────────────┤ │ 🥇 S-TIER (100+ pts) │ HOLD LONGER │ Big institutional move │ │ 🥈 A-TIER (50-99 pts) │ HOLD A BIT │ Medium move, trail to BE │ │ 🥉 B-TIER (10-49 pts) │ CLOSE QUICK │ Scalp 5-10 pts, exit fast │ │ ❌ NO TIER (< 10 pts) │ NO TRADE │ Not enough conviction │ ├─────────────────────────────────────────────────────────────────────────────┤ │ SESSION PRIORITY │ ├─────────────────────────────────────────────────────────────────────────────┤ │ 🔵 LONDON OPEN 03:00-05:00 ET │ IB forms 03:00-04:00 │ │ 🟢 NY OPEN 09:30-11:30 ET │ IB forms 09:30-10:30 │ │ 📊 IB BREAKOUT Close beyond IB + Impulse + 1.3x Vol = HIGH CONVICTION│ ├─────────────────────────────────────────────────────────────────────────────┤ │ VOLUME PROFILE ZONES │ ├─────────────────────────────────────────────────────────────────────────────┤ │ 🔵 HVN (Blue BG) High volume = Support/Resistance, expect consolidation │ │ 🟡 LVN (Yellow BG) Low volume = Breakout acceleration, fast moves │ │ 🟣 POC Point of Control = Institutional fair value │ │ 🟣 VAH/VAL Value Area edges = S/R zones │ ├─────────────────────────────────────────────────────────────────────────────┤ │ MARKET STATE DECODER │ ├─────────────────────────────────────────────────────────────────────────────┤ │ TREND UP │ Price > EMA20 + CVD rising │ Trade WITH the trend │ │ TREND DN │ Price < EMA20 + CVD falling │ Trade WITH the trend │ │ RETRACE │ Price/CVD diverging │ Pullback, prepare for entry │ │ RANGE │ No clear direction │ Reduce size or skip │ ├─────────────────────────────────────────────────────────────────────────────┤ │ 💎 HIGH CONVICTION UPGRADE │ ├─────────────────────────────────────────────────────────────────────────────┤ │ Purple diamond (◆) appears when: │ │ • Strong delta (≥65%) + Strong volume (≥2x) + Market in imbalance │ │ → Consider upgrading tier (B→A, A→S) for position sizing │ └─────────────────────────────────────────────────────────────────────────────┘ ``` --- ## 🎯 THE TIER SYSTEM The tier system classifies candles by **point movement** to determine trade management: | Tier | Points | Action | Expected R:R | |:----:|:------:|:------:|:------------:| | 🥇 **S-TIER** | 100+ | HOLD LONGER | 2:1+ | | 🥈 **A-TIER** | 50-99 | HOLD A BIT | 1.5:1 | | 🥉 **B-TIER** | 10-49 | CLOSE QUICK | 1:1 | | ❌ **NO TIER** | < 10 | NO TRADE | — | --- ## ✅ SIGNAL REQUIREMENTS **ALL conditions must be TRUE for a signal:** ``` SIGNAL = TIER + VOLUME + DELTA + DIRECTION + SESSION ☐ Points ≥ 10 (minimum B-tier) ☐ Volume ≥ 1.3x average ☐ Delta dominance ≥ 55% ☐ Candle direction = Delta direction ☐ In session (if filter ON) ANY FALSE = NO SIGNAL = NO TRADE ``` --- ## 📊 VOLUME DOMINANCE ANALYSIS This is the **core edge** of GRA v5. We use intrabar analysis to determine who is in control: ``` VOLUME ANALYSIS BREAKDOWN Total Volume = Buy Volume + Sell Volume Buy Volume: Who pushed price UP within the bar Sell Volume: Who pushed price DOWN within the bar Delta = Buy Volume - Sell Volume Buy Dominance = Buy Volume / Total Volume Sell Dominance = Sell Volume / Total Volume ≥ 55% = ONE SIDE IN CONTROL ≥ 65% = STRONG DOMINANCE (high conviction) ``` **Direction Confirmation Matrix:** | Candle | Delta | Signal | |:-------|:------|:-------| | 🟢 Bullish | 55%+ Buyers | ✅ LONG | | 🟢 Bullish | 55%+ Sellers | ❌ Trap | | 🔴 Bearish | 55%+ Sellers | ✅ SHORT | | 🔴 Bearish | 55%+ Buyers | ❌ Trap | --- ## 🕐 SESSION CONTEXT ### Initial Balance (IB) Framework The **first hour** of each session establishes the IB range. Institutions use this for the day's framework. ``` SESSION WINDOWS (Eastern Time): LONDON: ├── IB Period: 03:00 - 04:00 ← Range established ├── Trade Window: 03:00 - 05:00 ← Best signals └── Extension Targets: 1.5x, 2.0x NY: ├── IB Period: 09:30 - 10:30 ← Range established ├── Trade Window: 09:30 - 11:30 ← Best signals └── Extension Targets: 1.5x, 2.0x ``` ### IB Breakout Signals ``` L▲ / L▼ = London IB Breakout (Blue) N▲ / N▼ = NY IB Breakout (Orange) Confirmation Required: ☐ Close beyond IB level (not just wick) ☐ Impulse candle (body > 60% of range) ☐ Volume > 1.3x average ``` **IB Statistics:** - 97% of days break either IB high or low - 1.5x extension = first profit target - 2.0x extension = full range target - ~66% of London sessions sweep Asian high/low first --- ## 📈 VIRTUAL VOLUME PROFILE ZONES GRA v5 calculates volume profile zones **without drawing the profile**, giving you the key levels: ### Zone Types | Zone | Background | Meaning | Action | |:-----|:-----------|:--------|:-------| | **HVN** | 🔵 Blue | High Volume Node | S/R zone, expect consolidation | | **LVN** | 🟡 Yellow | Low Volume Node | Breakout zone, fast acceleration | | **POC** | 🟣 Purple dots | Point of Control | Institutional fair value | | **VAH/VAL** | 🟣 Purple lines | Value Area edges | S/R boundaries | ### How to Use ``` ENTERING A TRADE: At HVN: ├── Expect price to consolidate ├── Look for rejection/absorption └── Better for reversals At LVN: ├── Expect fast price movement ├── Don't fight the direction └── Better for breakouts Near POC: ├── Institutional fair value ├── Strong magnet effect └── Watch for volume at POC ``` --- ## 🔄 MARKET STATE DETECTION GRA v5 classifies the market into four states using **CVD + Price Action**: ``` CVD Direction ↑ Rising ↓ Falling ┌─────────────┬─────────────┐ Price > EMA20 │ TREND UP │ RETRACE │ │ (Go Long) │ (Pullback) │ ├─────────────┼─────────────┤ Price < EMA20 │ RETRACE │ TREND DN │ │ (Pullback) │ (Go Short) │ └─────────────┴─────────────┘ ``` | State | Meaning | Action | |:------|:--------|:-------| | **TREND UP** | Buyers in control | Trade long, follow signals | | **TREND DN** | Sellers in control | Trade short, follow signals | | **RETRACE** | Pullback against trend | Prepare for continuation entry | | **RANGE** | No clear direction | Reduce size or wait | --- ## 💎 HIGH CONVICTION UPGRADES When extra conditions align, GRA v5 marks the signal with a **purple diamond**: ``` HIGH CONVICTION = Base Signal + Strong Delta (65%+) + Strong Volume (2x+) + Imbalance State ``` **Action:** Consider upgrading tier for position sizing: - B-Tier → A-Tier management - A-Tier → S-Tier management --- ## 📋 TRADING BY TIER ### 🥇 S-TIER (100+ points) | | | |:--|:--| | **Entry** | Candle close | | **Target** | IB extension / Next S/R | | **Management** | HOLD LONGER | **Rules:** - Watch next candle - continues? HOLD - Same tier same direction? ADD - Opposite tier signal? EXIT on close - Never close early unless reversal signal ### 🥈 A-TIER (50-99 points) | | | |:--|:--| | **Entry** | Candle close | | **Target** | 1.5x initial risk minimum | | **Management** | HOLD A BIT | **Rules:** - Target 1.5:1 R:R minimum - Trail to breakeven after 1:1 - If stalls, take profit - Upgrade to S-tier management if high conviction ### 🥉 B-TIER (10-49 points) | | | |:--|:--| | **Entry** | Candle close | | **Target** | 5-10 points MAX | | **Management** | CLOSE QUICK | **Rules:** - Exit in 1-3 candles - DO NOT hold for more - Any doubt = EXIT - Quick scalp mentality --- ## ⚙️ SETTINGS BY INSTRUMENT | Setting | NQ/ES | YM | GC | BTC | |:--------|:-----:|:--:|:--:|:---:| | **Timeframe** | 1-5 min | 1-5 min | 5-15 min | 1-15 min | | **S-Tier** | 100 pts | 100 pts | 15 pts | 500 pts | | **A-Tier** | 50 pts | 50 pts | 8 pts | 250 pts | | **B-Tier** | 10 pts | 15 pts | 3 pts | 50 pts | | **Min Volume** | 1.3x | 1.3x | 1.5x | 1.3x | | **Delta %** | 55% | 55% | 58% | 55% | | **Best Time** | 9:30-11:30 ET | 9:30-11:30 ET | 3-5AM & 8:30-10:30 ET | 24/7 | --- ## 📊 TABLE LEGEND The info panel displays real-time market data: | Row | Shows | Colors | |:----|:------|:-------| | **Pts** | Candle points | Gold/Green/Yellow by tier | | **Tier** | S/A/B/X | Gold/Green/Yellow/White | | **Vol** | Volume ratio | Yellow (2x+) / Green (1.3x+) / Red | | **Delta** | Buy/Sell % | Green (buy) / Red (sell) / White | | **CVD** | Direction | Green ▲ / Red ▼ | | **State** | Market state | Green/Red/Orange/Gray | | **Sess** | Session | Yellow if active | | **Zone** | VP zone | Blue/Yellow/Purple | | **Sig** | Signal | Green/Red if active | --- ## 🔔 ALERTS | Alert | When | Action | |:------|:-----|:-------| | **S-TIER LONG/SHORT** | S-tier signal | Hold longer | | **A-TIER LONG/SHORT** | A-tier signal | Hold a bit | | **B-TIER LONG/SHORT** | B-tier signal | Close quick | | **LON IB BREAK UP/DN** | London IB breakout | Major session move | | **NY IB BREAK UP/DN** | NY IB breakout | Major session move | | **HIGH CONVICTION** | Upgraded signal | Consider larger size | | **LONDON/NY OPEN** | Session start | Get ready | --- ## 💰 THE GOLDEN RULE > ### **LEAVE EVERY TRADE WITH MONEY** > > | Situation | Rule | > |:----------|:-----| > | B-Tier | Small win > Small loss | > | A-Tier | Trail to BE, lock profit | > | S-Tier | Let it run to target | > | No Signal | NO TRADE | > | Wrong Side | EXIT immediately | > > **Capital preserved = Trade tomorrow** --- ## ⚠️ DISCLAIMER > Risk management is **YOUR** responsibility. > Never risk more than 1-2% per trade. > Paper trade until you understand the signals. > Past performance ≠ future results. --- ### Get Rich. Stay Rich. Trade Aggressively. 🚀 **Get Rich Aggressively v5** *Precision Futures Scalping*
Pine Script® indicator
by alexandrodisla
EMA 7/21 + SuperTrend DEFINITIVOhe Ultimate 7/21 Signal: Trend-Filtered by Supertrend 🚀Tired of signals that trade against the main trend? This powerful indicator features the 7/21 EMA Crossover as its core signal, but with a massive upgrade in confirmation:Trend Alignment: Only signals that move in the direction of the Supertrend are confirmed, drastically reducing false entries.Momentum Filter: The ADX DI ensures the move has directional strength.Conviction Check: A Volume Filter validates the signal with market participation.This multi-stage filter provides clean, high-conviction signals for the $7/21$ strategy. The intuitive Informative Panel clearly shows when all conditions are met for a BUY or SELL.Trade with the trend. Trade with conviction.
Pine Script® indicator
by acgcapital
EMA 7/21 + SuperTrend INDICADOR CREADO PARA MI ESTRATEGIA That sounds like a complex and multi-layered trading indicator you've developed! Combining an Exponential Moving Average (EMA) crossover with an Average Directional Index (ADX) filter, a Volume filter, and a Supertrend for overall trend confirmation can certainly help to filter out false signals and potentially increase the reliability of your entry and exit points.Here's a breakdown of the components you're using and why this combination can be powerful:📊 Indicator Components and Their Roles1. 7/21 EMA Crossover (Signal Generator)The $7$-period EMA and $21$-period EMA crossover is a common strategy used to generate initial buy or sell signals.Buy Signal: The short-term EMA (7) crosses above the long-term EMA (21).Sell Signal: The short-term EMA (7) crosses below the long-term EMA (21).2. ADX DI Filter (Momentum and Direction)The Average Directional Index (ADX) and its directional indicators ($+DI$ and $-DI$) are key to confirming the strength and direction of the move.Directional Confirmation: The EMA crossover must be confirmed by the appropriate directional index. For a buy, the $+DI$ should be above the $-DI$. For a sell, the $-DI$ should be above the $+DI$.Trend Strength ( NYSE:ADX $): A rising NYSE:ADX $ (typically above 20 or 25) suggests the current trend has sufficient momentum, making the signal more reliable.3. Volume Filter (Conviction)Adding a Volume filter ensures that the price movement accompanying the EMA crossover is supported by significant trading activity.Confirmation: A strong signal (buy or sell) is often accompanied by above-average volume. This suggests that market participants are actively supporting the move, adding conviction to the trade.4. Supertrend (Overall Trend Confirmation)The Supertrend indicator is based on the Average True Range (ATR) and is excellent for identifying the dominant market trend.Trend Alignment: The EMA crossover signal should align with the Supertrend's current signal. For a buy signal, the price should be above the Supertrend line (green). For a sell signal, the price should be below the Supertrend line (red). This helps ensure you are trading with the prevailing trend.📈 Why This is a Powerful CombinationYour indicator is essentially a multi-stage confirmation system:Speed (7/21 EMA): Generates a fast, responsive signal.Momentum (ADX DI): Confirms the direction and strength of the signal.Conviction (Volume): Validates the signal with market participation.Safety/Trend (Supertrend): Ensures the trade is in the direction of the long-term trend.The Informative Panel is a great feature, as it simplifies the decision-making process by summarizing the findings of all these components—e.g., "BUY: EMA Crossover $\checkmark$, +DI > -DI $\checkmark$, High Volume $\checkmark$, Supertrend Green $\checkmark$."💡 Next Steps for RefinementTo finalize and test this indicator, you may want to consider:Parameter Optimization: The best settings for the ADX level (e.g., 20 vs. 25) and the Supertrend ATR parameters may need to be optimized for the specific asset (e.g., stocks, forex) and timeframe you are using.Exit Strategy: Since this primarily focuses on entries, define clear Stop-Loss (perhaps based on the Supertrend line or a recent swing low/high) and Take-Profit (e.g., a fixed Risk/Reward ratio or previous resistance/support levels) rules.Would you like to explore specific parameters for any of these components or look into ways to backtest your strategy?
Pine Script® indicator
by acgcapital
LiquidityPulse RSI Candle Strength MomentumLiquidity-Pulse RSI Candle Strength Momentum is a multifunctional and original candle-analysis tool designed to highlight the potential internal strength of each candle using a combination of body size and volume. To view the candle-strength scores clearly: right-click on the chart, go to Settings, and in the Symbol tab untick Body, Borders and Wicks. Candle Strength Scores The indicator calculates the average body size and average volume over a user-defined lookback period. Each candle is then compared to these averages, and the indicator combines relative body expansion and relative volume expansion with a square-root calculation to create a (normalised) candle-strength score from 1 to 10. 10 – exceptionally strong compared to the lookback average (large body size and volume) 1 – very weak compared to the lookback average (small body size and volume) Bullish and bearish candles are evaluated independently, producing separate bull-strength and bear-strength scores. Optional ATR and volume floors can be enabled to restrict strength scoring to candles that exceed a minimum volatility or participation threshold. This helps users who prefer to filter out low-impact candles during quiet market periods. This option can be enabled or adjusted in the settings but is turned off by default. Candle Colours This tool also shows candles coloured based on the candle-strength scores (10 colours in each theme), which makes it easier to visualise the scores and see whether the candle score was high or not. There are several options in the 'colour theme' dropdown menu in the settings. Users can also customise all colours manually. RSI Candle Strength Arrows The Relative Strength Index is a long-established momentum tool that calculates the ratio of average upward moves to average downward moves over a defined period, allowing traders to identify potential overbought and oversold market conditions where momentum may be stretched. As well as this, strong early momentum and participation are often associated with more sustained moves. This indicator combines this methodology and provides optional arrows that appear only when candle strength and RSI conditions align: – A candle meets or exceeds a chosen strength threshold – RSI has recently reached an overbought or oversold level – The candle direction matches the expected momentum shift For example, if price has reached an oversold RSI level and a strong bullish candle forms (high candle-strength number), an upside arrow may plot. Users can customise the RSI oversold and overbought thresholds, the minimum candle-strength threshold, and how many bars back the RSI condition must have occurred in the settings. These arrows are not buy or sell signals but instead highlight rare moments where strong candle behaviour aligns with meaningful RSI extremes. This is useful to users because it allows the candle-strength logic to be applied only when momentum is genuinely stretched, filtering out noise and focusing attention on the most statistically significant market moves. This indicator brings together a quantitative candle-strength model and a momentum-based RSI filter to give users a clearer view of how individual candles behave relative to their recent environment, while also highlighting when those movements occur during meaningful shifts in market momentum. By combining both forms of analysis, the tool helps traders distinguish ordinary price changes from potentially significant structural behaviour. How traders can use this indicator – Stronger candle scores in the trend direction can confirm continuation pressure. – Powerful opposing candles appearing at RSI extremes may signal potential reversals or exhaustion points. – If breakouts occur with high candle scores, price may be more likely to follow through. – Weak candles with low scores help traders avoid false signals or low-quality setups. – Candle-strength scoring helps users quickly interpret both volume and candle-body behaviour without manual analysis. Open source, if anyone has any ideas on how to make the script better or have any questions please let me know :) Disclaimer This indicator is provided for educational and analytical purposes only and should not be interpreted as financial advice or a recommendation to buy or sell any asset. The candle-strength values displayed by this tool are not literal or definitive measures of market strength; they are derived from a custom mathematical model designed to highlight relative differences in candle behaviour. These values should be viewed as a simplified representation of candle dynamics, not as an objective or universal measure of strength. Users should be aware that this calculation does not replace the importance of analysing real traded volume, order flow, liquidity conditions, or broader market context. As with any technical tool, results should be considered alongside other forms of analysis, and past performance does not guarantee future outcomes. Use at your own discretion and risk.
Pine Script® indicator
by Liquidity-Pulse
Swift Algo X🧠 Swift Algo X - Adaptive Volume-Drift & Optimization System Swift Algo X is a sophisticated quantitative trading system designed to solve a big failure point in technical analysis: Parameter Inefficiency. While most indicators rely on static input settings that fail when market volatility shifts, Swift Algo X solves this by combining a Volume-Drift Model with an integrated Brute-Force Optimization Engine. The system does not just guess the trend or entry signals, it runs 24 parallel historical simulations in the background to mathematically identify the optimal settings for the asset you are currently trading. 🔍 How It Works The algorithm operates on a "Dual-Core" architecture: The Signal Engine generates possible trade setups, while the Optimization Engine validates and ranks them in real-time. 1. The Signal Engine: Volume-Drift Calculation Unlike standard indicators that rely on lagging price averages, Swift Algo X calculates the underlying "Volume Force". It applies a Z-Score Normalization to measure how far the current volume flow has drifted from its statistical mean. This creates a "Fair Value Estimate" derived purely from volume pressure rather than just price action. Signals are generated when price breaks out of the volatility bands surrounding this estimate. 2. The Macro Anchor To filter out lower-timeframe noise: The system anchors all logic to a dynamic Macro Baseline. Bullish Setups: Valid only when the Volume Estimate is sustaining above the Macro Baseline. Bearish Setups: Valid only when the Volume Estimate is sustaining below the Macro Baseline. 3. The Optimization Engine (The Core Innovation) This is the distinguishing feature of Swift Algo X. On every bar update, the script utilizes Pine Script to: - Simulate 24 different permutation sets of Volatility Factors and Periods. - Backtest every permutation against historical price action in real-time. - Rank them by Win Rate and display the most profitable mathematical fit on the dashboard. ⚙ Key Features 🚀 Live Strategy Tester: A built-in dashboard displays the Win Rate for your current settings vs. the calculated "Best Settings." 🧠 Self-Optimizing Logic: The system recommends the exact "Multiplier" and "Period" that have historically yielded the highest probability for the specific ticker. ✅ Volume-Weighted Signals: Entries are based on volume accumulation, offering a distinct advantage over price-only indicators. 🎯 Adaptive Bands: The volatility bands expand and contract based on the Z-Score drift, naturally filtering out chop during low-volume consolidation. 📘 How to Use 1) Apply to Chart: Load Swift Algo X on your preferred timeframe (e.g., 15m, 1H, 4H). 2) Consult the Dashboard: Look at the "Backtesting" table in the top right corner. Row 1 (Current): Shows how your current inputs are performing. Row 2 (Backtest): Shows the theoretical performance of the optimal settings found by the engine. 3) Align Parameters: If the "Backtest Setting" shows a significantly higher Win %, adjust your Multiplier and Period inputs to match the dashboard's recommendation. 4) Wait for BUY / SELL Labels to appear. Use these as confirmation or as tools within your own strategy. 5) Always complement signals with independent risk management and your own analysis. 💡 Originality & Concept Swift Algo X innovates by transforming the chart from a passive display into an active Simulation Environment. While the underlying concept of Trailing Stops is a familiar tool, Swift Algo X’s originality lies in its Permutation Engine. By leveraging complex array sorting and loop structures, the script performs a Historical Analysis inside the indicator itself. This effectively turns a standard script into a dynamic "Strategy Analyzer," allowing traders to adapt the Volume-Drift model to the specific volatility profile of any asset class (Crypto, Forex, or Indices) instantly without leaving the chart. ⚠ Disclaimer Swift Algo X is a quantitative analysis tool designed for educational purposes. The "Best Settings" are derived from historical data and do not guarantee future performance. Traders should always apply independent risk management.
Pine Script® indicator
by swiftalgo
69
Pure Wyckoff V50R [Region Based]Pure Wyckoff V50R — Regional Wyckoff Volume-Price Structure Scanner This script implements a semi-automatic Wyckoff volume–price analysis based purely on regional behaviour, not on single candles. Instead of trying to label every bar, it analyses the last N candles (default ≥ 50) and their volume distribution to estimate whether the market is in an accumulation, distribution or trend phase. Main features: 🔍 Region-based structure detection Scans the last regLen bars to find the trading range, then attempts to locate key Wyckoff points such as SC (Selling Climax), AR, ST, Spring, UT, LPSY, and draws the SC–AR band when a structure is active. ⚖️ Supply–demand balance Uses regional bullish vs bearish volume to show whether Demand > Supply, Supply > Demand, or Balanced for the current range. 🧠 Phase & decision panel For the current bar the panel summarises: overall structure (bullish / bearish / ranging), approximate Wyckoff phase (e.g. “A phase: SC→AR rally”, “B phase: top distribution zone”, “Bottom testing zone”), VSA-style bar reading (no supply, effort vs result, SOW, etc.), current key signal (Spring / UT / LPSY / ST / Trend), one-line short-term and long-term trading bias. 📊 Scoreboard Simple scores for structure, volume and trend to give a quick “bullish / bearish / neutral” overview. Recommended use: Designed mainly for higher timeframes (Daily / 4H) where Wyckoff structures are clearer. Parameters (window length, volume averages, multipliers) should be tuned to the instrument and timeframe. This is a structure helper, not an automatic signal provider – always combine it with your own discretion and risk management. Disclaimer: This script is for educational and analytical purposes only and does not constitute financial advice. Use at your own risk and feel free to share feedback or improvements.
Pine Script® indicator
by hello_zenshara
Maximus imbalance Maximus imbalance – Indicator Description Maximus Precision Arrows is an advanced directional signal tool designed for high-accuracy intraday trading. It detects early BUY and SELL shifts by combining: • Delta Imbalance Analysis • Volume-Normalized Pressure (Buy vs Sell Power) • Trend Confirmation (MA20 / MA50) • Signal Strength Ratio Filtering • Smart Gap Control to avoid over-signaling How it works The indicator measures real-time buying and selling pressure (Delta), normalizes it by volume, and filters it through trend direction and strength-ratio logic. Signals only appear when there is: • A strong directional imbalance • Confirmed trend alignment • Valid momentum breakout • Enough distance from the previous signal (noise reduction) What the arrows mean • Green Triangle (BUY): Strong positive delta shift + bullish imbalance + price aligned with trend. • Red Triangle (SELL): Strong negative delta shift + bearish imbalance + price aligned with downtrend. Best use • Intraday scalping (1m–15m) • Options trading (SPX, QQQ, NVDA, AAPL, futures) • Identifying early reversals & continuation spots • Filtering noise during consolidation Important notes • Signals are filtered to avoid choppy conditions. • Works on any market, including equities, indices, futures, and CFDs. • Not a repainting indicator.
Pine Script® indicator
by imfoudah
able zone# able zone ## 📋 Overview **able zone** is an advanced Support & Resistance zone detection indicator optimized for **15-minute timeframe trading**. It combines Price Action, Volume Profile, and intelligent zone analysis to identify high-probability trading areas with precise entry and exit points. ## 🎯 Core Features ### 1. **Zone Detection Methods** - **Auto Detect**: Automatically finds the best zones using combined analysis - **Price Action**: Based on pivot points and price structure - **Volume Profile**: Identifies High Volume Nodes (HVN) where most trading occurred - **Combined**: Uses all methods together for comprehensive analysis ### 2. **Zone Types & Colors** - 🟢 **Support Zones** (Green): Price tends to bounce up from these areas - 🔴 **Resistance Zones** (Red): Price tends to reverse down from these areas - 🟣 **HVN Zones** (Purple): High volume areas from Volume Profile - **Strong Zones**: Darker colors indicate zones with more touches (higher reliability) ### 3. **Zone Strength Indicators** - **Labels**: "S3" = Support with 3 touches, "R5" = Resistance with 5 touches - **Touch Count**: More touches = stronger zone - **Min Touch Count Setting**: Adjust to filter weak zones (default: 3) ## ⚙️ Settings Guide ### **Zone Detection Settings** - **Detection Method**: Choose your preferred analysis method - **Lookback Period** (50-500): How many bars to analyze (default: 200) - For 15min: 200 bars = ~50 hours of data - Shorter = Recent zones only - Longer = Historical zones included - **Min Touch Count** (2-10): Minimum touches to qualify as a zone (default: 3) - **Zone Thickness %** (0.1-2.0): How thick the zones appear (default: 0.5) - Based on ATR for dynamic sizing on 15min chart ### **Zone Colors** Fully customizable colors for: - Support Zone (default: Green) - Resistance Zone (default: Red) - Strong Support/Resistance (darker shades) - Volume Profile Zone (default: Purple) ### **Zone Touch Detection** - **Enable Touch Alerts**: Get notifications when price enters zones - **Touch Distance %** (0.1-1.0): How close to zone counts as "touch" (default: 0.3%) - On 15min chart, this gives early warning signals - **Show Touch Markers**: Visual indicators when price touches zones - 🔺 = Support touch (potential buy) - 🔻 = Resistance touch (potential sell) - 💎 = HVN touch (watch for breakout/rejection) ### **Volume Profile Integration** - **Show VP Zones**: Display high volume node zones - **VP Resolution** (20-50): Number of price levels analyzed (default: 30) - **POC Line** (orange): Point of Control - highest volume price level - **POC Width**: Line thickness (1-3) - **Show HVN**: Display High Volume Node zones - **HVN Threshold** (0.5-0.9): Volume % to qualify as HVN (default: 0.7) ### **Display Options** - **Zone Labels**: Show S/R labels with touch count - **Zone Border Lines**: Dotted lines at zone boundaries - **Extend Zones Right**: Project zones into future - **Max Visible Zones** (5-50): Maximum number of zones displayed (default: 20) - Adjust based on chart clarity needs - **Info Table**: Real-time information dashboard ## 📊 Info Table Explained The info table (top-right corner) provides real-time zone analysis: ### **Row 1: ZONE Header** - Shows current timeframe (15m) - Total active zones - "able" branding ### **Row 2: 🎯 TOUCH Status** - **RES**: Currently touching resistance (⚠️ potential reversal down) - **SUP**: Currently touching support (🚀 potential bounce up) - **HVN**: Currently in high volume area (⚡ watch for direction) - **FREE**: Not near any zone (⏳ wait for setup) - Progress bar shows proximity strength - Arrows indicate zone type ### **Row 3: 🟢 SUP - Support Zones** - Number of active support zones below current price - Progress bar shows relative quantity - More support = stronger floor ### **Row 4: 🔴 RES - Resistance Zones** - Number of active resistance zones above current price - Progress bar shows relative quantity - More resistance = stronger ceiling ### **Row 5: 🟣 HVN - High Volume Nodes** - Number of HVN zones (from Volume Profile) - These are areas where most trading activity occurred - Often act as magnets for price ### **Row 6: 📍 NEAR - Nearest Zone** - Shows closest zone type (SUP/RES/HVN) - Distance in % to nearest zone - Arrow shows if zone is above or below ### **Row 7: POSITION - Price Position** - **HIGH**: Price near range top (70%+) - watch for resistance - **MID**: Price in middle range (30-70%) - neutral zone - **LOW**: Price near range bottom (<30%) - watch for support - Shows exact position % in lookback range ### **Row 8: ═ SIGNAL ═** - **🚀 BUY**: Touching support zone (entry opportunity) - **⚠️ SELL**: Touching resistance zone (exit/short opportunity) - **⚡ WATCH**: At HVN (prepare for breakout or rejection) - **⏳ WAIT**: No clear setup (be patient) ## 🎓 Trading Strategy for 15-Minute Timeframe ### **Basic Setup** 1. Set timeframe to **15 minutes** 2. Use **Auto Detect** or **Combined** method 3. Set **Lookback Period**: 200 bars (~50 hours) 4. Set **Min Touch Count**: 3 (proven zones) ### **Entry Signals** #### **Long Entry (Buy)** - Price touches green support zone - Table shows "🚀 BUY" signal - Look for bullish candle pattern (hammer, engulfing) - Volume increases on bounce - **Best Entry**: Bottom of support zone - **Stop Loss**: Below support zone (1-2 ATR) - **Target**: Next resistance zone or 2:1 RR #### **Short Entry (Sell)** - Price touches red resistance zone - Table shows "⚠️ SELL" signal - Look for bearish candle pattern (shooting star, engulfing) - Volume increases on rejection - **Best Entry**: Top of resistance zone - **Stop Loss**: Above resistance zone (1-2 ATR) - **Target**: Next support zone or 2:1 RR #### **HVN Breakout Strategy** - Price approaches purple HVN zone - Table shows "⚡ WATCH" - Wait for breakout with strong volume - **If breaks up**: Go long, target next resistance - **If breaks down**: Go short, target next support ### **Zone Strength Rules** - **S5+ or R5+**: Very strong zones (high probability) - **S3-S4 or R3-R4**: Reliable zones (good setups) - **S2 or R2**: Weak zones (use caution) ### **Best Trading Times (15min)** - **London Open**: 08:00-12:00 GMT (high volume) - **NY Open**: 13:00-17:00 GMT (high volatility) - **Overlap**: 13:00-16:00 GMT (best setups) - **Avoid**: Asian session low volatility periods ### **Risk Management** - Never risk more than 1-2% per trade - Use stop loss ALWAYS (place outside zones) - Take partial profits at 1:1, let rest run to 2:1 or 3:1 - If price consolidates in zone > 3 candles, exit ## ⚠️ Important Notes ### **When Zones Work Best** ✅ Clear trending markets ✅ After significant price movements ✅ At session opens (London/NY) ✅ When multiple zones align ✅ Strong zone with 5+ touches ### **When to Be Cautious** ❌ During major news releases (use economic calendar) ❌ Very low volume periods ❌ Price consolidating inside zone ❌ Weak zones with only 2 touches ❌ Conflicting signals from multiple indicators ### **15-Minute Specific Tips** - **Lookback 200**: Captures 2-3 trading days of zones - **Touch Distance 0.3%**: Early signals on 15min moves - **Max Zones 20**: Keeps chart clean but comprehensive - **Watch POC**: Often acts as pivot on 15min - **Volume spike + zone touch** = high probability setup ## 🔧 Recommended Settings for 15min ### **Conservative Trader** - Detection Method: Combined - Min Touch Count: 4 - Max Zones: 15 - Touch Distance: 0.2% ### **Aggressive Trader** - Detection Method: Auto Detect - Min Touch Count: 2 - Max Zones: 25 - Touch Distance: 0.5% ### **Volume Profile Focused** - Detection Method: Volume Profile - Show HVN: Yes - HVN Threshold: 0.6 - Show POC: Yes ## 📈 Example Trade Scenario (15min) **Setup**: BTC/USD on 15-minute chart 1. Price approaching green support zone at $42,000 2. Zone label shows "S4" (touched 4 times) 3. Table shows "🚀 BUY" signal 4. Volume increasing on approach 5. Bullish hammer candle forms **Entry**: $42,050 (bottom of zone) **Stop Loss**: $41,900 (below zone) **Target 1**: $42,350 (2:1 RR) **Target 2**: Next resistance at $42,650 **Result**: Price bounces, hits Target 1 in 3 candles (~45min) ## 💡 Pro Tips 1. **Combine with trend**: Trade in direction of higher timeframe trend 2. **Multiple touches**: Zones with 5+ touches are highest probability 3. **Volume confirmation**: Always check volume on zone touch 4. **POC magnet**: Price often returns to POC line 5. **False breakouts**: If price barely breaks zone and returns = strong signal 6. **Zone-to-zone**: Trade from support to resistance, resistance to support 7. **Time of day**: Best setups occur during peak volume hours 8. **Chart timeframe**: Use 1H to confirm trend, 15min for entry 9. **News avoidance**: Close trades before high-impact news 10. **Zone clusters**: Multiple zones together = strong area --- **Created by able** | Optimized for 15-minute trading **Version**: 1.0 | Compatible with TradingView Pine Script v5 For support and updates, enable alerts and monitor the info table in real-time!
Pine Script® indicator
by Able-terminal
2
Kernel Market Dynamics [WFO - MAB]Kernel Market Dynamics ⚛️ CORE INNOVATION: KERNEL-BASED DISTRIBUTION ANALYSIS The Kernel Market Dynamics system represents a fundamental departure from traditional technical indicators. Rather than measuring price levels, momentum, or oscillator extremes, KMD analyzes the statistical distribution of market returns using advanced kernel methods from machine learning theory. This allows the system to detect when market behavior has fundamentally changed—not just when price has moved, but when the underlying probability structure has shifted. The Distribution Hypothesis: Traditional indicators assume markets move in predictable patterns. KMD assumes something more profound: markets exist in distinct distributional regimes , and profitable trading opportunities emerge during regime transitions . When the distribution of recent returns diverges significantly from the historical baseline, the market is restructuring—and that's when edge exists. Maximum Mean Discrepancy (MMD): At the heart of KMD lies a sophisticated statistical metric called Maximum Mean Discrepancy. MMD measures the distance between two probability distributions by comparing their representations in a high-dimensional feature space created by a kernel function. The Mathematics: Given two sets of normalized returns: • Reference period (X) : Historical baseline (default 100 bars) • Test period (Y) : Recent behavior (default 20 bars) MMD is calculated as: MMD² = E + E - 2·E Where: • E = Expected kernel similarity within reference period • E = Expected kernel similarity within test period • E = Expected cross-similarity between periods When MMD is low : Test period behaves like reference (stable regime) When MMD is high : Test period diverges from reference (regime shift) The final MMD value is smoothed with EMA(5) to reduce single-bar noise while maintaining responsiveness to genuine distribution changes. The Kernel Functions: The kernel function defines how similarity is measured. KMD offers four mathematically distinct kernels, each with different properties: 1. RBF (Radial Basis Function / Gaussian): • Formula: k(x,y) = exp(-d² / (2·σ²·scale)) • Properties: Most sensitive to distribution changes, smooth decision boundaries • Best for: Clean data, clear regime shifts, low-noise markets • Sensitivity: Highest - detects subtle changes • Use case: Stock indices, major forex pairs, trending environments 2. Laplacian: • Formula: k(x,y) = exp(-|d| / σ) • Properties: Medium sensitivity, robust to moderate outliers • Best for: Standard market conditions, balanced noise/signal • Sensitivity: Medium - filters minor fluctuations • Use case: Commodities, standard timeframes, general trading 3. Cauchy (Default - Most Robust): • Formula: k(x,y) = 1 / (1 + d²/σ²) • Properties: Heavy-tailed, highly robust to outliers and spikes • Best for: Noisy markets, choppy conditions, crypto volatility • Sensitivity: Lower - only major distribution shifts trigger • Use case: Cryptocurrencies, illiquid markets, volatile instruments 4. Rational Quadratic: • Formula: k(x,y) = (1 + d²/(2·α·σ²))^(-α) • Properties: Tunable via alpha parameter, mixture of RBF kernels • Alpha < 1.0: Heavy tails (like Cauchy) • Alpha > 3.0: Light tails (like RBF) • Best for: Adaptive use, mixed market conditions • Use case: Experimental optimization, regime-specific tuning Bandwidth (σ) Parameter: The bandwidth controls the "width" of the kernel, determining sensitivity to return differences: • Low bandwidth (0.5-1.5) : Narrow kernel, very sensitive - Treats small differences as significant - More MMD spikes, more signals - Use for: Scalping, fast markets • Medium bandwidth (1.5-3.0) : Balanced sensitivity (recommended) - Filters noise while catching real shifts - Professional-grade signal quality - Use for: Day/swing trading • High bandwidth (3.0-10.0) : Wide kernel, less sensitive - Only major distribution changes register - Fewer, stronger signals - Use for: Position trading, trend following Adaptive Bandwidth: When enabled (default ON), bandwidth automatically scales with market volatility: Effective_BW = Base_BW × max(0.5, min(2.0, 1 / volatility_ratio)) • Low volatility → Tighter bandwidth (0.5× base) → More sensitive • High volatility → Wider bandwidth (2.0× base) → Less sensitive This prevents signal flooding during wild markets and avoids signal drought during calm periods. Why Kernels Work: Kernel methods implicitly map data to infinite-dimensional space where complex, nonlinear patterns become linearly separable. This allows MMD to detect distribution changes that simpler statistics (mean, variance) would miss. For example: • Same mean, different shape : Traditional metrics see nothing, MMD detects shift • Same volatility, different skew : Oscillators miss it, MMD catches it • Regime rotation : Price unchanged, but return distribution restructured The kernel captures the entire distributional signature —not just first and second moments. 🎰 MULTI-ARMED BANDIT FRAMEWORK: ADAPTIVE STRATEGY SELECTION Rather than forcing one strategy on all market conditions, KMD implements a Multi-Armed Bandit (MAB) system that learns which of seven distinct strategies performs best and dynamically selects the optimal approach in real-time. The Seven Arms (Strategies): Each arm represents a fundamentally different trading logic: ARM 0 - MMD Regime Shift: • Logic: Distribution divergence with directional bias • Triggers: MMD > threshold AND direction_bias confirmed AND velocity > 5% • Philosophy: Trade the regime transition itself • Best in: Volatile shifts, breakout moments, crisis periods • Weakness: False alarms in choppy consolidation ARM 1 - Trend Following: • Logic: Aligned EMAs with strong ADX • Triggers: EMA(9) > EMA(21) > EMA(50) AND ADX > 25 • Philosophy: Ride established momentum • Best in: Strong trending regimes, directional markets • Weakness: Late entries, whipsaws at reversals ARM 2 - Breakout: • Logic: Bollinger Band breakouts with volume • Triggers: Price crosses BB outer band AND volume > 1.2× average • Philosophy: Capture volatility expansion events • Best in: Range breakouts, earnings, news events • Weakness: False breakouts in ranging markets ARM 3 - RSI Mean Reversion: • Logic: RSI extremes with reversal confirmation • Triggers: RSI < 30 with uptick OR RSI > 70 with downtick • Philosophy: Fade overbought/oversold extremes • Best in: Ranging markets, mean-reverting instruments • Weakness: Fails in strong trends, catches falling knives ARM 4 - Z-Score Statistical Reversion: • Logic: Price deviation from 50-period mean • Triggers: Z-score < -2 (oversold) OR > +2 (overbought) with reversal • Philosophy: Statistical bounds reversion • Best in: Stable volatility regimes, pairs trading • Weakness: Trend continuation through extremes ARM 5 - ADX Momentum: • Logic: Strong directional movement with acceleration • Triggers: ADX > 30 with DI+ or DI- strengthening • Philosophy: Momentum begets momentum • Best in: Trending with increasing velocity • Weakness: Late exits, momentum exhaustion ARM 6 - Volume Confirmation: • Logic: OBV trend + volume spike + candle direction • Triggers: OBV > EMA(20) AND volume > average AND bullish candle • Philosophy: Follow institutional money flow • Best in: Liquid markets with reliable volume • Weakness: Manipulated volume, thin markets Q-Learning with Rewards: Each arm maintains a Q-value representing its expected reward. After every bar, the system calculates a reward based on the arm's signal and actual price movement: Reward Calculation: If arm signaled LONG: reward = (close - close ) / close If arm signaled SHORT: reward = -(close - close ) / close If arm signaled NEUTRAL: reward = 0 Penalty multiplier: If loss > 0.5%, reward × 1.3 (punish big losses harder) Q-Value Update (Exponential Moving Average): Q_new = Q_old + α × (reward - Q_old) Where α (learning rate, default 0.08) controls adaptation speed: • Low α (0.01-0.05): Slow, stable learning • Medium α (0.06-0.12): Balanced (recommended) • High α (0.15-0.30): Fast, reactive learning This gradually shifts Q-values toward arms that generate positive returns and away from losing arms. Arm Selection Algorithms: KMD offers four mathematically distinct selection strategies: 1. UCB1 (Upper Confidence Bound) - Recommended: Formula: Select arm with max(Q_i + c·√(ln(t)/n_i)) Where: • Q_i = Q-value of arm i • c = exploration constant (default 1.5) • t = total pulls across all arms • n_i = pulls of arm i Philosophy: Balance exploitation (use best arm) with exploration (try uncertain arms). The √(ln(t)/n_i) term creates an "exploration bonus" that decreases as an arm gets more pulls, ensuring all arms get sufficient testing. Theoretical guarantee: Logarithmic regret bound - UCB1 provably converges to optimal arm selection over time. 2. UCB1-Tuned (Variance-Aware UCB): Formula: Select arm with max(Q_i + √(ln(t)/n_i × min(0.25, V_i + √(2·ln(t)/n_i)))) Where V_i = variance of rewards for arm i Philosophy: Incorporates reward variance into exploration. Arms with high variance (unpredictable) get less exploration bonus, focusing effort on stable performers. Better bounds than UCB1 in practice, slightly more conservative exploration. 3. Epsilon-Greedy (Simple Random): Algorithm: With probability ε: Select random arm (explore) With probability 1-ε: Select highest Q-value arm (exploit) Default ε = 0.10 (10% exploration, 90% exploitation) Philosophy: Simplest algorithm, easy to understand. Random exploration ensures all arms stay updated but may waste time on clearly bad arms. 4. Thompson Sampling (Bayesian): The most sophisticated selection algorithm, using true Bayesian probability. Each arm maintains Beta distribution parameters: • α (alpha) = successes + 1 • β (beta) = failures + 1 Selection Process: 1. Sample θ_i ~ Beta(α_i, β_i) for each arm using Marsaglia-Tsang Gamma sampler 2. Select arm with highest sample: argmax_i(θ_i) 3. After reward, update: - If reward > 0: α += |reward| × 100 (increment successes) - If reward < 0: β += |reward| × 100 (increment failures) Why Thompson Sampling Works: The Beta distribution naturally represents uncertainty about an arm's true win rate. Early on with few trials, the distribution is wide (high uncertainty), leading to more exploration. As evidence accumulates, it narrows around the true performance, naturally shifting toward exploitation. Unlike UCB which uses deterministic confidence bounds, Thompson Sampling is probabilistic—it samples from the posterior distribution of each arm's success rate, providing automatic exploration/exploitation balance without tuning. Comparison: • UCB1: Deterministic, guaranteed regret bounds, requires tuning exploration constant • Thompson: Probabilistic, natural exploration, no tuning required, best empirical performance • Epsilon-Greedy: Simplest, consistent exploration %, less efficient • UCB1-Tuned: UCB1 + variance awareness, best for risk-averse Exploration Constant (c): For UCB algorithms, this multiplies the exploration bonus: • Low c (0.5-1.0): Strongly prefer proven arms, rare exploration • Medium c (1.2-1.8): Balanced (default 1.5) • High c (2.0-3.0): Frequent exploration, diverse arm usage Higher exploration constant in volatile/unstable markets, lower in stable trending environments. 🔬 WALK-FORWARD OPTIMIZATION: PREVENTING OVERFITTING The single biggest problem in algorithmic trading is overfitting—strategies that look amazing in backtest but fail in live trading because they learned noise instead of signal. KMD's Walk-Forward Optimization system addresses this head-on. How WFO Works: The system divides time into repeating cycles: 1. Training Window (default 500 bars): Learn arm Q-values on historical data 2. Testing Window (default 100 bars): Validate on unseen "future" data Training Phase: • All arms accumulate rewards and update Q-values normally • Q_train tracks in-sample performance • System learns which arms work on historical data Testing Phase: • System continues using arms but tracks separate Q_test metrics • Counts trades per arm (N_test) • Testing performance is "out-of-sample" relative to training Validation Requirements: An arm is only "validated" (approved for live use) if: 1. N_test ≥ Minimum Trades (default 10): Sufficient statistical sample 2. Q_test > 0 : Positive out-of-sample performance Arms that fail validation are blocked from generating signals, preventing the system from trading strategies that only worked on historical data. Performance Decay: At the end of each WFO cycle, all Q-values decay exponentially: Q_new = Q_old × decay_rate (default 0.95) This ensures old performance doesn't dominate forever. An arm that worked 10 cycles ago but fails recently will eventually lose influence. Decay Math: • 0.95 decay after 10 periods → 0.95^10 = 0.60 (40% forgotten) • 0.90 decay after 10 periods → 0.90^10 = 0.35 (65% forgotten) Fast decay (0.80-0.90): Quick adaptation, forgets old patterns rapidly Slow decay (0.96-0.99): Stable, retains historical knowledge longer WFO Efficiency Metric: The key metric revealing overfitting: Efficiency = (Q_test / Q_train) for each validated arm, averaged • Efficiency > 0.8 : Excellent - strategies generalize well (LOW overfit risk) • Efficiency 0.5-0.8 : Acceptable - moderate generalization (MODERATE risk) • Efficiency < 0.5 : Poor - strategies curve-fitted to history (HIGH risk) If efficiency is low, the system has learned noise. Training performance was good but testing (forward) performance is weak—classic overfitting. The dashboard displays real-time WFO efficiency, allowing users to gauge system robustness. Low efficiency should trigger parameter review or reduced position sizing. Why WFO Matters: Consider two scenarios: Scenario A - No WFO: • Arm 3 (RSI Reversion) shows Q-value of 0.15 on all historical data • System trades it aggressively • Reality: It only worked during one specific ranging period • Live trading: Fails because market has trended since backtest Scenario B - With WFO: • Arm 3 shows Q_train = 0.15 (good in training) • But Q_test = -0.05 (loses in testing) with 12 test trades • N_test ≥ 10 but Q_test < 0 → Arm BLOCKED • System refuses to trade it despite good backtest • Live trading: Protected from false strategy WFO ensures only strategies that work going forward get used, not just strategies that fit the past. Optimal Window Sizing: Training Window: • Too short (100-300): May learn recent noise, insufficient data • Too long (1000-2000): May include obsolete market regimes • Recommended: 4-6× testing window (default 500) Testing Window: • Too short (50-80): Insufficient validation, high variance • Too long (300-500): Delayed adaptation to regime changes • Recommended: 1/5 to 1/4 of training (default 100) Minimum Trades: • Too low (5-8): Statistical noise, lucky runs validate • Too high (30-50): Many arms never validate, system rarely trades • Recommended: 10-15 (default 10) ⚖️ WEIGHTED CONFLUENCE SYSTEM: MULTI-FACTOR SIGNAL QUALITY Not all signals are created equal. KMD implements a sophisticated 100-point quality scoring system that combines eight independent factors with different importance weights. The Scoring Framework: Each potential signal receives a quality score from 0-100 by accumulating points from aligned factors: CRITICAL FACTORS (20 points each): 1. Bandit Arm Alignment (20 points): • Full points if selected arm's signal matches trade direction • Zero points if arm disagrees • Weight: Highest - the bandit selected this arm for a reason 2. MMD Regime Quality (20 points): • Requires: MMD > dynamic threshold AND directional bias confirmed • Scaled by MMD percentile (how extreme vs history) • If MMD in top 10% of history: 100% of 20 points • If MMD at 50th percentile: 50% of 20 points • Weight: Highest - distribution shift is the core signal HIGH IMPACT FACTORS (15 points each): 3. Trend Alignment (15 points): • Full points if EMA(9) > EMA(21) > EMA(50) for longs (inverse for shorts) • Scaled by ADX strength: - ADX > 25: 100% (1.0× multiplier) - strong trend - ADX 20-25: 70% (0.7× multiplier) - moderate trend - ADX < 20: 40% (0.4× multiplier) - weak trend • Weight: High - trend is friend, alignment increases probability 4. Volume Confirmation (15 points): • Requires: OBV > EMA(OBV, 20) aligned with direction • Scaled by volume ratio: vol_current / vol_average - Volume 1.5×+ average: 100% of points (institutional participation) - Volume 1.0-1.5× average: 67% of points (above average) - Volume below average: 0 points (weak conviction) • Weight: High - volume validates price moves MODERATE FACTORS (10 points each): 5. Market Structure (10 points): • Full points (10) if bullish structure (higher highs, higher lows) for longs • Partial points (6) if near support level (within 1% of swing low) • Similar logic inverted for bearish trades • Weight: Moderate - structure context improves entries 6. RSI Positioning (10 points): • For long signals: - RSI < 50: 100% of points (1.0× multiplier) - room to run - RSI 50-60: 60% of points (0.6× multiplier) - neutral - RSI 60-70: 30% of points (0.3× multiplier) - elevated - RSI > 70: 0 points (0× multiplier) - overbought • Inverse for short signals • Weight: Moderate - momentum context, not primary signal BONUS FACTORS (10 points each): 7. Divergence (10 points): • Full 10 points if bullish divergence detected for long (or bearish for short) • Zero points otherwise • Weight: Bonus - leading indicator, adds confidence when present 8. Multi-Timeframe Confirmation (10 points): • Full 10 points if higher timeframe aligned (HTF EMA trending same direction, RSI supportive) • Zero points if MTF disabled or HTF opposes • Weight: Bonus - macro context filter, prevents counter-trend disasters Total Maximum: 110 points (20+20+15+15+10+10+10+10) Signal Quality Calculation: Quality Score = (Accumulated_Points / Maximum_Possible) × 100 Where Maximum_Possible = 110 points if all factors active, adjusts if MTF disabled. Example Calculation: Long signal candidate: • Bandit Arm: +20 (arm signals long) • MMD Quality: +16 (MMD high, 80th percentile) • Trend: +11 (EMAs aligned, ADX = 22 → 70% × 15) • Volume: +10 (OBV rising, vol 1.3× avg → 67% × 15 = 10) • Structure: +10 (higher lows forming) • RSI: +6 (RSI = 55 → 60% × 10) • Divergence: +0 (none present) • MTF: +10 (HTF bullish) Total: 83 / 110 × 100 = 75.5% quality score This is an excellent quality signal - well above threshold (default 60%). Quality Thresholds: • Score 80-100 : Exceptional setup - all factors aligned • Score 60-80 : High quality - most factors supportive (default minimum) • Score 40-60 : Moderate - mixed confluence, proceed with caution • Score 20-40 : Weak - minimal support, likely filtered out • Score 0-20 : Very weak - almost certainly blocked The minimum quality threshold (default 60) is the gatekeeper. Only signals scoring above this value can trigger trades. Dynamic Threshold Adjustment: The system optionally adjusts the threshold based on historical signal distribution: If Dynamic Threshold enabled: Recent_MMD_Mean = SMA(MMD, 50) Recent_MMD_StdDev = StdDev(MMD, 50) Dynamic_Threshold = max(Base_Threshold × 0.5, min(Base_Threshold × 2.0, MMD_Mean + MMD_StdDev × 0.5)) This auto-calibrates to market conditions: • Quiet markets (low MMD): Threshold loosens (0.5× base) • Active markets (high MMD): Threshold tightens (2× base) Signal Ranking Filter: When enabled, the system tracks the last 100 signal quality scores and only fires signals in the top percentile. If Ranking Percentile = 75%: • Collect last 100 signal scores in memory • Sort ascending • Threshold = Score at 75th percentile position • Only signals ≥ this threshold fire This ensures you're only taking the cream of the crop —top 25% of signals by quality, not every signal that technically qualifies. 🚦 SIGNAL GENERATION: TRANSITION LOGIC & COOLDOWNS The confluence system determines if a signal qualifies , but the signal generation logic controls when triangles appear on the chart. Core Qualification: For a LONG signal to qualify: 1. Bull quality score ≥ signal threshold (default 60) 2. Selected arm signals +1 (long) 3. Cooldown satisfied (bars since last signal ≥ cooldown period) 4. Drawdown protection OK (current drawdown < pause threshold) 5. MMD ≥ 80% of dynamic threshold (slight buffer below full threshold) For a SHORT signal to qualify: 1. Bear quality score ≥ signal threshold 2. Selected arm signals -1 (short) 3-5. Same as long But qualification alone doesn't trigger a chart signal. Three Signal Modes: 1. RESPONSIVE (Default - Recommended): Signals appear on: • Fresh qualification (wasn't qualified last bar, now is) • Direction reversal (was qualified short, now qualified long) • Quality improvement (already qualified, quality jumps 25%+ during EXTREME regime) This mode shows new opportunities and significant upgrades without cluttering the chart with repeat signals. 2. TRANSITION ONLY: Signals appear on: • Fresh qualification only • Direction reversal only This is the cleanest mode - signals only when first qualifying or when flipping direction. Misses re-entries if quality improves mid-regime. 3. CONTINUOUS: Signals appear on: • Every bar that qualifies Testing/debugging mode - shows all qualified bars. Very noisy but useful for understanding when system wants to trade. Cooldown System: Prevents signal clustering and overtrading by enforcing minimum bars between signals. Base Cooldown: User-defined (default 5 bars) Adaptive Cooldown (Optional): If enabled, cooldown scales with volatility: Effective_Cooldown = Base_Cooldown × volatility_multiplier Where: ATR_Pct = ATR(14) / Close × 100 Volatility_Multiplier = max(0.5, min(3.0, ATR_Pct / 2.0)) • Low volatility (ATR 1%): Multiplier ~0.5× → Cooldown = 2-3 bars (tight) • Medium volatility (ATR 2%): Multiplier 1.0× → Cooldown = 5 bars (normal) • High volatility (ATR 4%+): Multiplier 2.0-3.0× → Cooldown = 10-15 bars (wide) This prevents excessive trading during wild swings while allowing more signals during calm periods. Regime Filter: Three modes controlling which regimes allow trading: OFF: Trade in any regime (STABLE, TRENDING, SHIFTING, ELEVATED, EXTREME) SMART (Recommended): • Regime score = 1.0 for SHIFTING, ELEVATED (optimal) • Regime score = 0.8 for TRENDING (acceptable) • Regime score = 0.5 for EXTREME (too chaotic) • Regime score = 0.2 for STABLE (too quiet) Quality scores are multiplied by regime score. A 70% quality signal in STABLE regime becomes 70% × 0.2 = 14% → blocked. STRICT: • Regime score = 1.0 for SHIFTING, ELEVATED only • Regime score = 0.0 for all others → hard block Only trades during optimal distribution shift regimes. Drawdown Protection: If current equity drawdown exceeds pause threshold (default 8%), all signals are blocked until equity recovers. This circuit breaker prevents compounding losses during adverse conditions or broken market structure. 🎯 RISK MANAGEMENT: ATR-BASED STOPS & TARGETS Every signal generates volatility-normalized stop loss and target levels displayed as boxes on the chart. Stop Loss Calculation: Stop_Distance = ATR(14) × ATR_Multiplier (default 1.5) For LONG: Stop = Entry - Stop_Distance For SHORT: Stop = Entry + Stop_Distance The stop is placed 1.5 ATRs away from entry by default, adapting automatically to instrument volatility. Target Calculation: Target_Distance = Stop_Distance × Risk_Reward_Ratio (default 2.0) For LONG: Target = Entry + Target_Distance For SHORT: Target = Entry - Target_Distance Default 2:1 risk/reward means target is twice as far as stop. Example: • Price: $100 • ATR: $2 • ATR Multiplier: 1.5 • Risk/Reward: 2.0 LONG Signal: • Entry: $100 • Stop: $100 - ($2 × 1.5) = $97.00 (-$3 risk) • Target: $100 + ($3 × 2.0) = $106.00 (+$6 reward) • Risk/Reward: $3 risk for $6 reward = 1:2 ratio Target/Stop Box Lifecycle: Boxes persist for a lifetime (default 20 bars) OR until an opposite signal fires, whichever comes first. This provides visual reference for active trade levels without permanent chart clutter. When a new opposite-direction signal appears, all existing boxes from the previous direction are immediately deleted, ensuring only relevant levels remain visible. Adaptive Stop/Target Sizing: While not explicitly coded in the current version, the shadow portfolio tracking system calculates PnL based on these levels. Users can observe which ATR multipliers and risk/reward ratios produce optimal results for their instrument/timeframe via the dashboard performance metrics. 📊 COMPREHENSIVE VISUAL SYSTEM KMD provides rich visual feedback through four distinct layers: 1. PROBABILITY CLOUD (Adaptive Volatility Bands): Two sets of bands around price that expand/contract with MMD: Calculation: Std_Multiplier = 1 + MMD × 3 Upper_1σ = Close + ATR × Std_Multiplier × 0.5 Lower_1σ = Close - ATR × Std_Multiplier × 0.5 Upper_2σ = Close + ATR × Std_Multiplier Lower_2σ = Close - ATR × Std_Multiplier • Inner band (±0.5× adjusted ATR) : 68% probability zone (1 standard deviation equivalent) • Outer band (±1.0× adjusted ATR) : 95% probability zone (2 standard deviation equivalent) When MMD spikes, bands widen dramatically, showing increased uncertainty. When MMD calms, bands tighten, showing normal price action. 2. MOMENTUM FLOW VECTORS (Directional Arrows): Dynamic arrows that visualize momentum strength and direction: Arrow Properties: • Length: Proportional to momentum magnitude (2-10 bars forward) • Width: 1px (weak), 2px (medium), 3px (strong) • Transparency: 30-100 (more opaque = stronger momentum) • Direction: Up for bullish, down for bearish • Placement: Below bars (bulls) or above bars (bears) Trigger Logic: • Always appears every 5 bars (regular sampling) • Forced appearance if momentum strength > 50 OR regime shift OR MMD velocity > 10% Strong momentum (>75%) gets: • Secondary support arrow (70% length, lighter color) • Label showing "75%" strength Very strong momentum (>60%) gets: • Gradient flow lines (thick vertical lines showing momentum vector) This creates a dynamic "flow field" showing where market pressure is pushing price. 3. REGIME ZONES (Distribution Shift Highlighting): Boxes drawn around price action during periods when MMD > threshold: Zone Detection: • System enters "in_regime" mode when MMD crosses above threshold • Tracks highest high and lowest low during regime • Exits "in_regime" when MMD crosses back below threshold • Draws box from regime_start to current bar, spanning high to low Zone Colors: • EXTREME regime: Red with 90% transparency (dangerous) • SHIFTING regime: Amber with 92% transparency (active) • Other regimes: Teal with 95% transparency (normal) Emphasis Boxes: When regime_shift occurs (MMD crosses above threshold that bar), a special 4-bar wide emphasis box highlights the exact transition moment with thicker borders and lower transparency. This visual immediately shows "the market just changed" moments. 4. SIGNAL CONNECTION LINES: Lines connecting consecutive signals to show trade sequences: Line Types: • Solid line : Same direction signals (long → long, short → short) • Dotted line : Reversal signals (long → short or short → long) Visual Purpose: • Identify signal clusters (multiple entries same direction) • Spot reversal patterns (system changing bias) • See average bars between signals • Understand system behavior patterns Connections are limited to signals within 100 bars of each other to avoid across-chart lines. 📈 COMPREHENSIVE DASHBOARD: REAL-TIME SYSTEM STATE The dashboard provides complete transparency into system internals with three size modes: MINIMAL MODE: • Header (Regime + WFO phase) • Signal Status (LONG READY / SHORT READY / WAITING) • Core metrics only COMPACT MODE (Default): • Everything in Minimal • Kernel info • Active bandit arm + validation • WFO efficiency • Confluence scores (bull/bear) • MMD current value • Position status (if active) • Performance summary FULL MODE: • Everything in Compact • Signal Quality Diagnostics: - Bull quality score vs threshold with progress bar - Bear quality score vs threshold with progress bar - MMD threshold check (✓/✗) - MMD percentile (top X% of history) - Regime fit score (how well current regime suits trading) - WFO confidence level (validation strength) - Adaptive cooldown status (bars remaining vs required) • All Arms Signals: - Shows all 7 arm signals (▲/▼/○) - Q-value for each arm - Indicates selected arm with ◄ • Thompson Sampling Parameters (if TS mode): - Alpha/Beta values for selected arm - Probability estimate (α/(α+β)) • Extended Performance: - Expectancy per trade - Sharpe ratio with star rating - Individual arm performance (if enough data) Key Dashboard Sections: REGIME: Current market regime (STABLE/TRENDING/SHIFTING/ELEVATED/EXTREME) with color-coded background SIGNAL STATUS: • "▲ LONG READY" (cyan) - Long signal qualified • "▼ SHORT READY" (red) - Short signal qualified • "○ WAITING" (gray) - No qualified signals • Signal Mode displayed (Responsive/Transition/Continuous) KERNEL: • Active kernel type (RBF/Laplacian/Cauchy/Rational Quadratic) • Current bandwidth (effective after adaptation) • Adaptive vs Fixed indicator • RBF scale (if RBF) or RQ alpha (if RQ) BANDIT: • Selection algorithm (UCB1/UCB1-Tuned/Epsilon/Thompson) • Active arm name (MMD Shift, Trend, Breakout, etc.) • Validation status (✓ if validated, ? if unproven) • Pull count (n=XXX) - how many times selected • Q-Value (×10000 for readability) • UCB score (exploration + exploitation) • Train Q vs Test Q comparison • Test trade count WFO: • Current period number • Progress through period (XX%) • Efficiency percentage (color-coded: green >80%, yellow 50-80%, red <50%) • Overfit risk assessment (LOW/MODERATE/HIGH) • Validated arms count (X/7) CONFLUENCE: • Bull score (X/7) with progress bar (███ full, ██ medium, █ low, ○ none) • Bear score (X/7) with progress bar • Color-coded: Green/red if ≥ minimum, gray if below MMD: • Current value (3 decimals) • Threshold (2 decimals) • Ratio (MMD/Threshold × multiplier, e.g. "1.5x" = 50% above threshold) • Velocity (+/- percentage change) with up/down arrows POSITION: • Status: LONG/SHORT/FLAT • Active indicator (● if active, ○ if flat) • Bars since entry • Current P&L percentage (if active) • P&L direction (▲ profit / ▼ loss) • R-Multiple (how many Rs: PnL / initial_risk) PERFORMANCE: • Total Trades • Wins (green) / Losses (red) breakdown • Win Rate % with visual bar and color coding • Profit Factor (PF) with checkmark if >1.0 • Expectancy % (average profit per trade) • Sharpe Ratio with star rating (★★★ >2, ★★ >1, ★ >0, ○ negative) • Max DD % (maximum drawdown) with "Now: X%" showing current drawdown 🔧 KEY PARAMETERS EXPLAINED Kernel Configuration: • Kernel Function : RBF / Laplacian / Cauchy / Rational Quadratic - Start with Cauchy for stability, experiment with others • Bandwidth (σ) (0.5-10.0, default 2.0): Kernel sensitivity - Lower: More signals, more false positives (scalping: 0.8-1.5) - Medium: Balanced (swing: 1.5-3.0) - Higher: Fewer signals, stronger quality (position: 3.0-8.0) • Adaptive Bandwidth (default ON): Auto-adjust to volatility - Keep ON for most markets • RBF Scale (0.1-2.0, default 0.5): RBF-specific scaling - Only matters if RBF kernel selected - Lower = more sensitive (0.3 for scalping) - Higher = less sensitive (1.0+ for position) • RQ Alpha (0.5-5.0, default 2.0): Rational Quadratic tail behavior - Only matters if RQ kernel selected - Low (0.5-1.0): Heavy tails, robust to outliers (like Cauchy) - High (3.0-5.0): Light tails, sensitive (like RBF) Analysis Windows: • Reference Period (30-500, default 100): Historical baseline - Scalping: 50-80 - Intraday: 80-150 - Swing: 100-200 - Position: 200-500 • Test Period (5-100, default 20): Recent behavior window - Should be 15-25% of Reference Period - Scalping: 10-15 - Intraday: 15-25 - Swing: 20-40 - Position: 30-60 • Sample Size (10-40, default 20): Data points for MMD - Lower: Faster, less reliable (scalping: 12-15) - Medium: Balanced (standard: 18-25) - Higher: Slower, more reliable (position: 25-35) Walk-Forward Optimization: • Enable WFO (default ON): Master overfitting protection - Always ON for live trading • Training Window (100-2000, default 500): Learning data - Should be 4-6× Testing Window - 1m-5m: 300-500 - 15m-1h: 500-800 - 4h-1D: 500-1000 - 1D-1W: 800-2000 • Testing Window (50-500, default 100): Validation data - Should be 1/5 to 1/4 of Training - 1m-5m: 50-100 - 15m-1h: 80-150 - 4h-1D: 100-200 - 1D-1W: 150-500 • Min Trades for Validation (5-50, default 10): Statistical threshold - Active traders: 8-12 - Position traders: 15-30 • Performance Decay (0.8-0.99, default 0.95): Old data forgetting - Aggressive: 0.85-0.90 (volatile markets) - Moderate: 0.92-0.96 (most use cases) - Conservative: 0.97-0.99 (stable markets) Multi-Armed Bandit: • Learning Rate (α) (0.01-0.3, default 0.08): Adaptation speed - Low: 0.01-0.05 (position trading, stable) - Medium: 0.06-0.12 (day/swing trading) - High: 0.15-0.30 (scalping, fast adaptation) • Selection Strategy : UCB1 / UCB1-Tuned / Epsilon-Greedy / Thompson - UCB1 recommended for most (proven, reliable) - Thompson for advanced users (best empirical performance) • Exploration Constant (c) (0.5-3.0, default 1.5): Explore vs exploit - Low: 0.5-1.0 (conservative, proven strategies) - Medium: 1.2-1.8 (balanced) - High: 2.0-3.0 (experimental, volatile markets) • Epsilon (0.0-0.3, default 0.10): Random exploration (ε-greedy only) - Only applies if Epsilon-Greedy selected - Standard: 0.10 (10% random) Signal Configuration: • MMD Threshold (0.05-1.0, default 0.15): Distribution divergence trigger - Low: 0.08-0.12 (scalping, sensitive) - Medium: 0.12-0.20 (day/swing) - High: 0.25-0.50 (position, strong signals) - Stocks/indices: 0.12-0.18 - Forex: 0.15-0.25 - Crypto: 0.20-0.35 • Confluence Filter (default ON): Multi-factor requirement - Keep ON for quality signals • Minimum Confluence (1-7, default 2): Factors needed - Very low: 1 (high frequency) - Low: 2-3 (active trading) - Medium: 4-5 (swing) - High: 6-7 (rare perfect setups) • Cooldown (1-20, default 5): Bars between signals - Short: 1-3 (scalping, allows rapid re-entry) - Medium: 4-7 (day/swing) - Long: 8-20 (position, ensures development) • Signal Mode : Responsive / Transition Only / Continuous - Responsive: Recommended (new + upgrades) - Transition: Cleanest (first + reversals) - Continuous: Testing (every qualified bar) Advanced Signal Control: • Minimum Signal Strength (30-90, default 60): Quality floor - Lower: More signals (scalping: 40-50) - Medium: Balanced (standard: 55-65) - Higher: Fewer signals (position: 70-80) • Dynamic MMD Threshold (default ON): Auto-calibration - Keep ON for adaptive behavior • Signal Ranking Filter (default ON): Top percentile only - Keep ON to trade only best signals • Ranking Percentile (50-95, default 75): Selectivity - 75 = top 25% of signals - 85 = top 15% of signals - 90 = top 10% of signals • Adaptive Cooldown (default ON): Volatility-scaled spacing - Keep ON for intelligent spacing • Regime Filter : Off / Smart / Strict - Off: Any regime (maximize frequency) - Smart: Avoid extremes (recommended) - Strict: Only optimal regimes (maximum quality) Risk Parameters: • Risk:Reward Ratio (1.0-5.0, default 2.0): Target distance multiplier - Conservative: 1.0-1.5 (higher WR needed) - Balanced: 2.0-2.5 (standard professional) - Aggressive: 3.0-5.0 (lower WR acceptable) • Stop Loss (ATR mult) (0.5-4.0, default 1.5): Stop distance - Tight: 0.5-1.0 (scalping, low vol) - Medium: 1.2-2.0 (day/swing) - Wide: 2.5-4.0 (position, high vol) • Pause After Drawdown (2-20%, default 8%): Circuit breaker - Aggressive: 3-6% (small accounts) - Moderate: 6-10% (most traders) - Relaxed: 10-15% (large accounts) Multi-Timeframe: • MTF Confirmation (default OFF): Higher TF filter - Turn ON for swing/position trading - Keep OFF for scalping/day trading • Higher Timeframe (default "60"): HTF for trend check - Should be 3-5× chart timeframe - 1m chart → 5m or 15m - 5m chart → 15m or 60m - 15m chart → 60m or 240m - 1h chart → 240m or D Display: • Probability Cloud (default ON): Volatility bands • Momentum Flow Vectors (default ON): Directional arrows • Regime Zones (default ON): Distribution shift boxes • Signal Connections (default ON): Lines between signals • Dashboard (default ON): Stats table • Dashboard Position : Top Left / Top Right / Bottom Left / Bottom Right • Dashboard Size : Minimal / Compact / Full • Color Scheme : Default / Monochrome / Warm / Cool • Show MMD Debug Plot (default OFF): Overlay MMD value - Turn ON temporarily for threshold calibration 🎓 PROFESSIONAL USAGE PROTOCOL Phase 1: Parameter Calibration (Week 1) Goal: Find optimal kernel and bandwidth for your instrument/timeframe Setup: • Enable "Show MMD Debug Plot" • Start with Cauchy kernel, 2.0 bandwidth • Run on chart with 500+ bars of history Actions: • Watch yellow MMD line vs red threshold line • Count threshold crossings per 100 bars • Adjust bandwidth to achieve desired signal frequency: - Too many crossings (>20): Increase bandwidth (2.5-3.5) - Too few crossings (<5): Decrease bandwidth (1.2-1.8) • Try other kernels to see sensitivity differences • Note: RBF most sensitive, Cauchy most robust Target: 8-12 threshold crossings per 100 bars for day trading Phase 2: WFO Validation (Weeks 2-3) Goal: Verify strategies generalize out-of-sample Requirements: • Enable WFO with default settings (500/100) • Let system run through 2-3 complete WFO cycles • Accumulate 50+ total trades Actions: • Monitor WFO Efficiency in dashboard • Check which arms validate (green ✓) vs unproven (yellow ?) • Review Train Q vs Test Q for selected arm • If efficiency < 0.5: System overfitting, adjust parameters Red Flags: • Efficiency consistently <0.4: Serious overfitting • Zero arms validate after 2 cycles: Windows too short or thresholds too strict • Selected arm never validates: Investigate arm logic relevance Phase 3: Signal Quality Tuning (Week 4) Goal: Optimize confluence and quality thresholds Requirements: • Switch dashboard to FULL mode • Enable all diagnostic displays • Track signals for 100+ bars Actions: • Watch Bull/Bear quality scores in real-time • Note quality distribution of fired signals (are they all 60-70% or higher?) • If signal ranking on, check percentile cutoff appropriateness • Adjust "Minimum Signal Strength" to filter weak setups • Adjust "Minimum Confluence" if too many/few signals Optimization: • If win rate >60%: Lower thresholds (capture more opportunities) • If win rate <45%: Raise thresholds (improve quality) • If Profit Factor <1.2: Increase minimum quality by 5-10 points Phase 4: Regime Awareness (Week 5) Goal: Understand which regimes work best Setup: • Track performance by regime using notes/journal • Dashboard shows current regime constantly Actions: • Note signal quality and outcomes in each regime: - STABLE: Often weak signals, low confidence - TRENDING: Trend-following arms dominate - SHIFTING: Highest signal quality, core opportunity - ELEVATED: Good signals, moderate success - EXTREME: Mixed results, high variance • Adjust Regime Filter based on findings • If losing in EXTREME consistently: Use "Smart" or "Strict" filter Phase 5: Micro Live Testing (Weeks 6-8) Goal: Validate forward performance with minimal capital Requirements: • Paper trading shows: WR >45%, PF >1.2, Efficiency >0.6 • Understand why signals fire and why they're blocked • Comfortable with dashboard interpretation Setup: • 10-25% intended position size • Focus on ML-boosted signals (if any pattern emerges) • Keep detailed journal with screenshots Actions: • Execute every signal the system generates (within reason) • Compare your P&L to shadow portfolio metrics • Track divergence between your results and system expectations • Review weekly: What worked? What failed? Any execution issues? Red Flags: • Your WR >20% below paper: Execution problems (slippage, timing) • Your WR >20% above paper: Lucky streak or parameter mismatch • Dashboard metrics drift significantly: Market regime changed Phase 6: Full Scale Deployment (Month 3+) Goal: Progressively increase to full position sizing Requirements: • 30+ micro live trades completed • Live WR within 15% of paper WR • Profit Factor >1.0 live • Max DD <15% live • Confidence in parameter stability Progression: • Months 3-4: 25-50% intended size • Months 5-6: 50-75% intended size • Month 7+: 75-100% intended size Maintenance: • Weekly dashboard review for metric drift • Monthly WFO efficiency check (should stay >0.5) • Quarterly parameter re-optimization if market character shifts • Annual deep review of arm performance and kernel relevance Stop/Reduce Rules: • WR drops >20% from baseline: Reduce to 50%, investigate • Consecutive losses >12: Reduce to 25%, review parameters • Drawdown >20%: Stop trading, reassess system fit • WFO efficiency <0.3 for 2+ periods: System broken, retune completely 💡 DEVELOPMENT INSIGHTS & KEY BREAKTHROUGHS The Kernel Discovery: Early versions used simple moving average crossovers and momentum indicators—they captured obvious moves but missed subtle regime changes. The breakthrough came from reading academic papers on two-sample testing and kernel methods. Applying Maximum Mean Discrepancy to financial returns revealed distribution shifts 10-20 bars before traditional indicators signaled. This edge—knowing the market had fundamentally changed before it was obvious—became the core of KMD. Testing showed Cauchy kernel outperformed others by 15% win rate in crypto specifically because its heavy tails ignored the massive outlier spikes (liquidation cascades, bot manipulation) that fooled RBF into false signals. The Seven Arms Revelation: Originally, the system had one strategy: "Trade when MMD crosses threshold." Performance was inconsistent—great in ranging markets, terrible in trends. The insight: different market structures require different strategies. Creating seven distinct arms based on different market theories (trend-following, mean-reversion, breakout, volume, momentum) and letting them compete solved the problem. The multi-armed bandit wasn't added as a gimmick—it was the solution to "which strategy should I use right now?" The system discovers the answer automatically through reinforcement learning. The Thompson Sampling Superiority: UCB1 worked fine, but Thompson Sampling empirically outperformed it by 8% over 1000+ trades in backtesting. The reason: Thompson's probabilistic selection naturally hedges uncertainty. When two arms have similar Q-values, UCB1 picks one deterministically (whichever has slightly higher exploration bonus). Thompson samples from both distributions, sometimes picking the "worse" one—and often discovering it's actually better in current conditions. Implementing true Beta distribution sampling (Box-Muller + Marsaglia-Tsang) instead of fake approximations was critical. Fake Thompson (using random with bias) underperformed UCB1. Real Thompson with proper Bayesian updating dominated. The Walk-Forward Necessity: Initial backtests showed 65% win rate across 5000 trades. Live trading: 38% win rate over first 100 trades. Crushing disappointment. The problem: overfitting. The training data included the test data (look-ahead bias). Implementing proper walk-forward optimization with out-of-sample validation dropped backtest win rate to 51%—but live performance matched at 49%. That's a system you can trust. WFO efficiency metric became the North Star. If efficiency >0.7, live results track paper. If efficiency <0.5, prepare for disappointment. The Confluence Complexity: First signals were simple: "MMD high + arm agrees." This generated 200+ signals on 1000 bars with 42% win rate—not tradeable. Adding confluence (must have trend + volume + structure + RSI) reduced signals to 40 with 58% win rate. The math clicked: fewer, better signals outperform many mediocre signals . The weighted system (20pt critical factors, 15pt high-impact, 10pt moderate/bonus) emerged from analyzing which factors best predicted wins. Bandit arm alignment and MMD quality were 2-3× more predictive than RSI or divergence, so they got 2× the weight. This isn't arbitrary—it's data-driven. The Dynamic Threshold Insight: Fixed MMD threshold failed across different market conditions. 0.15 worked perfectly on ES but fired constantly on Bitcoin. The adaptive threshold (scaling with recent MMD mean + stdev) auto-calibrated to instrument volatility. This single change made the system deployable across forex, crypto, stocks without manual tuning per instrument. The Signal Mode Evolution: Originally, every qualified bar showed a triangle. Charts became unusable—dozens of stacked triangles during trending regimes. "Transition Only" mode cleaned this up but missed re-entries when quality spiked mid-regime. "Responsive" mode emerged as the optimal balance: show fresh qualifications, reversals, AND significant quality improvements (25%+) during extreme regimes. This captures the signal intent ("something important just happened") without chart pollution. 🚨 LIMITATIONS & CRITICAL ASSUMPTIONS What This System IS NOT: • NOT Predictive : KMD doesn't forecast prices. It identifies when the current distribution differs from historical baseline, suggesting regime transition—but not direction or magnitude. • NOT Holy Grail : Typical performance is 48-56% win rate with 1.3-1.8 avg R-multiple. This is a probabilistic edge, not certainty. Expect losing streaks of 8-12 trades. • NOT Universal : Performs best on liquid, auction-driven markets (futures, major forex, large-cap stocks, BTC/ETH). Struggles with illiquid instruments, thin order books, heavily manipulated markets. • NOT Hands-Off : Requires monitoring for news events, earnings, central bank announcements. MMD cannot detect "Fed meeting in 2 hours" or "CEO stepping down"—it only sees statistical patterns. • NOT Immune to Regime Persistence : WFO helps but cannot predict black swans or fundamental market structure changes (pandemic, war, regulatory overhaul). During these events, all historical patterns may break. Core Assumptions: 1. Return Distributions Exhibit Clustering : Markets alternate between relatively stable distributional regimes. Violation: Permanent random walk, no regime structure. 2. Distribution Changes Precede Price Moves : Statistical divergence appears before obvious technical signals. Violation: Instantaneous regime flips (gaps, news), no statistical warning. 3. Volume Reflects Real Activity : Volume-based confluence assumes genuine participation. Violation: Wash trading, spoofing, exchange manipulation (common in crypto). 4. Past Arm Performance Predicts Future Arm Performance : The bandit learns from history. Violation: Fundamental strategy regime change (e.g., market transitions from mean-reverting to trending permanently). 5. ATR-Based Stops Are Rational : Volatility-normalized risk management avoids premature exits. Violation: Flash crashes, liquidity gaps, stop hunts precisely targeting ATR multiples. 6. Kernel Similarity Maps to Economic Similarity : Mathematical similarity (via kernel) correlates with economic similarity (regime). Violation: Distributions match by chance while fundamentals differ completely. Performs Best On: • ES, NQ, RTY (S&P 500, Nasdaq, Russell 2000 futures) • Major forex pairs: EUR/USD, GBP/USD, USD/JPY, AUD/USD • Liquid commodities: CL (crude oil), GC (gold), SI (silver) • Large-cap stocks: AAPL, MSFT, GOOGL, TSLA (>$10M avg daily volume) • Major crypto on reputable exchanges: BTC, ETH (Coinbase, Kraken) Performs Poorly On: • Low-volume stocks (<$1M daily volume) • Exotic forex pairs with erratic spreads • Illiquid crypto altcoins (manipulation, unreliable volume) • Pre-market/after-hours (thin liquidity, gaps) • Instruments with frequent corporate actions (splits, dividends) • Markets with persistent one-sided intervention (central bank pegs) Known Weaknesses: • Lag During Instantaneous Shifts : MMD requires (test_window) bars to detect regime change. Fast-moving events (5-10 bar crashes) may bypass detection entirely. • False Positives in Choppy Consolidation : Low-volatility range-bound markets can trigger false MMD spikes from random noise crossing threshold. Regime filter helps but doesn't eliminate. • Parameter Sensitivity : Small bandwidth changes (2.0→2.5) can alter signal frequency by 30-50%. Requires careful calibration per instrument. • Bandit Convergence Time : MAB needs 50-100 trades per arm to reliably learn Q-values. Early trades (first 200 bars) are essentially random exploration. • WFO Warmup Drag : First WFO cycle has no validation data, so all arms start unvalidated. System may trade rarely or conservatively for first 500-600 bars until sufficient test data accumulates. • Visual Overload : With all display options enabled (cloud, vectors, zones, connections), chart can become cluttered. Disable selectively for cleaner view. ⚠️ RISK DISCLOSURE Trading futures, forex, stocks, options, and cryptocurrencies involves substantial risk of loss and is not suitable for all investors. Leveraged instruments can result in losses exceeding your initial investment. Past performance, whether backtested or live, is not indicative of future results. The Kernel Market Dynamics system, including its multi-armed bandit and walk-forward optimization components, is provided for educational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any security or instrument. The adaptive learning algorithms optimize based on historical data—there is no guarantee that learned strategies will remain profitable or that kernel-detected regime changes will lead to profitable trades. Market conditions change, correlations break, and distributional regimes shift in ways that historical data cannot predict. Black swan events occur. Walk-forward optimization reduces but does not eliminate overfitting risk. WFO efficiency metrics indicate likelihood of forward performance but cannot guarantee it. A system showing high efficiency on one dataset may show low efficiency on another timeframe or instrument. The dashboard shadow portfolio simulates trades under idealized conditions: instant fills, no slippage, no commissions, perfect execution. Real trading involves slippage (often 1-3 ticks per trade), commissions, latency, partial fills, rejected orders, requotes, and liquidity constraints that significantly reduce performance below simulated results. Maximum Mean Discrepancy is a statistical distance metric—high MMD indicates distribution divergence but does not indicate direction, magnitude, duration, or profitability of subsequent moves. MMD can spike during sideways chop, producing signals with no directional follow-through. Users must independently validate system performance on their specific instruments, timeframes, broker execution, and market conditions before risking capital. Conduct extensive paper trading (minimum 100 trades) and start with micro position sizing (10-25% intended size) for at least 50 trades before scaling up. Never risk more capital than you can afford to lose completely. Use proper position sizing (1-2% risk per trade maximum). Implement stop losses on every trade. Maintain adequate margin/capital reserves. Understand that most retail traders lose money. Algorithmic systems do not change this fundamental reality—they systematize decision-making but do not eliminate risk. The developer makes no warranties regarding profitability, suitability, accuracy, reliability, or fitness for any particular purpose. Users assume all responsibility for their trading decisions, parameter selections, risk management, and outcomes. By using this indicator, you acknowledge that you have read and understood these risk disclosures and accept full responsibility for all trading activity and potential losses. 📁 SUGGESTED TRADINGVIEW CATEGORIES PRIMARY CATEGORY: Statistics The Kernel Market Dynamics system is fundamentally a statistical learning framework . At its core lies Maximum Mean Discrepancy—an advanced two-sample statistical test from the academic machine learning literature. The indicator compares probability distributions using kernel methods (RBF, Laplacian, Cauchy, Rational Quadratic) that map data to high-dimensional feature spaces for nonlinear similarity measurement. The multi-armed bandit framework implements reinforcement learning via Q-learning with exponential moving average updates. Thompson Sampling uses true Bayesian inference with Beta posterior distributions. Walk-forward optimization performs rigorous out-of-sample statistical validation with train/test splits and efficiency metrics that detect overfitting. The confluence system aggregates multiple statistical indicators (RSI, ADX, OBV, Z-scores, EMAs) with weighted scoring that produces a 0-100 quality metric. Signal ranking uses percentile-based filtering on historical quality distributions. The dashboard displays comprehensive statistics: win rates, profit factors, Sharpe ratios, expectancy, drawdowns—all computed from trade return distributions. This is advanced statistical analysis applied to trading: distribution comparison, kernel methods, reinforcement learning, Bayesian inference, hypothesis testing, and performance analytics. The statistical sophistication distinguishes KMD from simple technical indicators. SECONDARY CATEGORY: Volume Volume analysis plays a crucial role in KMD's signal generation and validation. The confluence system includes volume confirmation as a high-impact factor (15 points): signals require above-average volume (>1.2× mean) for full points, with scaling based on volume ratio. The OBV (On-Balance Volume) trend indicator determines directional bias for Arm 6 (Volume Confirmation strategy). Volume ratio (current / 20-period average) directly affects confluence scores—higher volume strengthens signal quality. The momentum flow vectors scale width and opacity based on volume momentum relative to average. Energy particle visualization specifically marks volume burst events (>2× average volume) as potential market-moving catalysts. Several bandit arms explicitly incorporate volume: • Arm 2 (Breakout): Requires volume confirmation for Bollinger Band breaks • Arm 6 (Volume Confirmation): Primary logic based on OBV trend + volume spike The system recognizes volume as the "conviction" behind price moves—distribution changes matter more when accompanied by significant volume, indicating genuine participant behavior rather than noise. This volume-aware filtering improves signal reliability in liquid markets. TERTIARY CATEGORY: Volatility Volatility measurement and adaptation permeate the KMD system. ATR (Average True Range) forms the basis for all risk management: stops are placed at ATR × multiplier, targets are scaled accordingly. The adaptive bandwidth feature scales kernel bandwidth (0.5-2.0×) inversely with volatility—tightening during calm markets, widening during volatile periods. The probability cloud (primary visual element) directly visualizes volatility: bands expand/contract based on (1 + MMD × 3) multiplier applied to ATR. Higher MMD (distribution divergence) + higher ATR = dramatically wider uncertainty bands. Adaptive cooldown scales minimum bars between signals based on ATR percentage: higher volatility = longer cooldown (up to 3× base), preventing overtrading during whipsaw conditions. The gamma parameter in the tensor calculation (from related indicators) and volatility ratio measurements influence MMD sensitivity. Regime classification incorporates volatility metrics: high volatility with ranging price action produces "RANGE⚡" regime, while volatility expansion with directional movement produces trending regimes. The system adapts its behavior to volatility regimes—tighter requirements during extreme volatility, looser requirements during stable periods. ATR-based risk management ensures position sizing and exit levels automatically adapt to instrument volatility, making the system deployable across instruments with different average volatilities (stocks vs crypto) without manual recalibration. ══════════════════════════════════════════ CLOSING STATEMENT ══════════════════════════════════════════ Kernel Market Dynamics doesn't just measure price—it measures the probability structure underlying price. It doesn't just pick one strategy—it learns which strategies work in which conditions. It doesn't just optimize on history—it validates on the future. This is machine learning applied correctly to trading: not curve-fitting oscillators to maximize backtest profit, but implementing genuine statistical learning algorithms (kernel methods, multi-armed bandits, Bayesian inference) that adapt to market evolution while protecting against overfitting through rigorous walk-forward testing. The seven arms compete. The Thompson sampler selects. The kernel measures. The confluence scores. The walk-forward validates. The signals fire. Most indicators tell you what happened. KMD tells you when the game changed. "In the space between distributions, where the kernel measures divergence and the bandit learns from consequence—there, edge exists." — KMD-WFO-MAB v2 Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Pine Script® indicator
by DskyzInvestments
2
New York Session Volume Momentum SystemNew York Session Volume Momentum System This indicator is specifically designed for stock trading during New York market hours on the 1-hour timeframe. It combines volume spike detection with adaptive volatility bands and directional momentum filtering to identify high-probability entry points during the most liquid trading sessions. Optimal Usage: Timeframe: 1-Hour chart (critical for proper signal generation) Market: U.S. stocks during New York open (9:30 AM - 4:00 PM EST) Asset Class: Equities with sufficient volume characteristics Technical Methodology: Volume Spike Detection: Continuously monitors volume relative to a 14-period moving average Identifies abnormal volume events (threshold: 1.0x average) which typically occur at market open and during significant price moves Volume confirmation reduces false signals during low-liquidity periods Adaptive Volatility Bands: Uses an 8-period volatility measurement (Average True Range) to create dynamic upper and lower bands Bands automatically tighten during volume spikes (0.8x multiplier) to capture early momentum shifts Trailing mechanism adjusts based on price action to lock in directional bias Directional Momentum Filter: Employs dual exponential moving averages (8-period fast, 21-period slow) to determine market bias When fast MA > slow MA: System only generates buy signals (bullish environment) When fast MA < slow MA: System only generates sell signals (bearish environment) Filter can be toggled off for range-bound markets Signal Generation Logic: VOL BUY/SELL: High-confidence signals requiring both momentum shift AND volume confirmation TREND FLIP: All momentum reversals (green to red or red to green) regardless of volume Signals only trigger on candle close to eliminate intra-bar repainting Visual labels placed dynamically using volatility-based spacing for clarity Risk Management Framework: This system is designed around a fixed risk-reward ratio methodology: Required Target: 2R (2x your initial risk) Stop Loss Placement: Place stops beyond the green/red momentum line (not the candle wick). This line represents the validated support/resistance level based on volatility and volume dynamics. Position Sizing: Calculate risk per trade based on distance from entry to stop loss Example: If your stop loss is $1 away from entry, your profit target should be $2 away The 2R target aligns with the statistical distribution of price moves following volume-confirmed momentum shifts on the 1-hour timeframe. Historical testing shows this ratio provides optimal balance between achievable targets and favorable win rates. Critical Entry Rules: AVOID EARNINGS REPORTS: Never trade signals on stocks during their earnings announcement days or the immediate session following earnings releases. Earnings volatility creates unpredictable price action that invalidates the volume/momentum relationship this system relies upon. Always check the earnings calendar before taking positions. Large Opening Candle Strategy: If the first 1-hour candle after New York open (9:30-10:30 AM EST) shows an unusually large range: DO NOT enter immediately on the signal WAIT for the second candle to form a pullback toward the momentum line Enter on the pullback candle when price approaches the green (for buys) or red (for sells) momentum line Benefit: This gives you a much tighter stop loss placement directly below/above the colored line, improving your risk-reward ratio significantly Why it works: Large opening candles often retrace before continuing, allowing better entry positioning without changing your 2R target Why 1-Hour and New York Open? The 1-hour timeframe captures institutional order flow without the noise of lower timeframes while remaining responsive enough for intraday position management. New York market hours provide the highest volume and liquidity for U.S. equities, making volume spike signals more statistically significant and reliable. Settings Overview: Volatility Period: 8 (optimized for 1H) Volatility Multiplier: 3.0 Volume MA Period: 14 Volume Spike Threshold: 1.0 Fast/Slow MA: 8/21 (responsive for hourly trading) Trend Filter: Enabled by default Alert options for both VOL signals and all trend flips Important Disclaimers: This indicator does not predict future price movements. It identifies historical patterns and volume anomalies based on mathematical calculations. The 2R target is a risk management guideline, not a performance guarantee. Market conditions vary, and not all setups will reach their targets. Proper position sizing, stop loss discipline, and understanding of market context are essential. This tool is most effective when combined with broader market analysis, sector rotation awareness, and sound trading psychology. Past signal accuracy does not guarantee future results. All trading involves risk of loss. Users should paper trade and backtest on their specific instruments before risking capital.
Pine Script® indicator
by RB_T
Cumulative Volume Delta CandlesCVD Trend Candles Visualize buying and selling pressure directly on your price candles. This indicator colors your candlesticks based on Cumulative Volume Delta (CVD), helping you see the underlying order flow driving price action. WHAT IS CVD? Cumulative Volume Delta estimates the difference between aggressive buying and selling volume on each bar. Positive delta indicates more aggressive buying; negative delta indicates more aggressive selling. COLOR METHODS ▸ CVD Raw The simplest view—candles are colored based purely on the raw delta of each bar. • Cyan = Positive delta (net buying) • Red = Negative delta (net selling) ▸ Rule-Based (Default) Uses Heikin Ashi-smoothed CVD candles with intensity based on trend strength: • Bright colors = Strong conviction (larger body + continuation) • Medium colors = Moderate conviction (continuation) • Dark colors = Weak/indecision (inside candles, hesitation) ▸ Size-Based Colors intensity based on z-score of delta changes: • Bright colors = Statistically significant delta (above strong threshold) • Medium colors = Moderate delta (above moderate threshold) • Dark colors = Normal/quiet delta KEY FEATURES ◆ Kalman Filter Smoothing Adaptive filtering reduces noise while staying responsive to genuine shifts in order flow. Adjust sensitivity with the Responsiveness and Kalman Gain settings. ◆ Inside Candle Rule When enabled, prevents false signals from inside candles that show a direction change but lack conviction. The candle retains the previous trend's color (dimmed) instead of flipping. ◆ Session Anchoring Optionally reset cumulative delta at a specific time (e.g., market open) for intraday analysis. ◆ Z-Score Thresholds Fine-tune what constitutes "strong" vs "moderate" delta activity for Size-Based coloring. HOW TO USE 1. Add the indicator to your chart 2. Set your chart type to "Line" or bring the indicator to front via Visual Order → Bring to Front 3. Select your preferred Color Method 4. Look for: • Sequences of bright cyan candles → Strong buying pressure / bullish momentum • Sequences of bright red candles → Strong selling pressure / bearish momentum • Fading colors → Weakening conviction, potential reversal or consolidation • Color flips → Shift in order flow dominance Notes • This indicator estimates delta from OHLCV data. For true order flow analysis, consider using tick or trade data from your broker/exchange. • Works on all timeframes and instruments with volume data. • Best used in conjunction with support/resistance levels, market structure, or other confluence factors.
Pine Script® indicator
by B3AR_Trades
Physics Visualizer [RSI + Vol] bars ( educational Purpose only )This code is a TradingView Pine Script (Version 6) for a custom indicator named "Physics Visualizer ". Here is a breakdown of what it does: 1. What It Is: It is a visual tool designed to show you the relationship between Price Momentum (RSI) and Volume (Fuel) in a single, easy-to-read panel. It tries to answer the question: "Is this price move supported by real volume, or is it fake?" 2. How It Works (The "Physics"): It calculates the "Slope" (direction) of both the RSI and Volume over a short period (3 bars). Explosion (Lime Green): RSI is going UP + Volume is going UP. This is a strong, healthy move. Fakeout (Orange): RSI is going UP (Price rising) + Volume is going DOWN. This warns of a weak move that might reverse. Churn (Maroon): RSI is going DOWN (Price falling) + Volume is going UP. This suggests heavy selling or absorption (fighting). 3. Visuals: It draws a "Bar in Bar" chart: Background (Gray Bar): Represents the Volume (scaled 0-100). Wide and transparent. Foreground (Colored Stick): Represents the RSI (Momentum). Thin and colored based on the "Physics State" (Green/Orange/Maroon). Can we use it as a confirmation? Yes. This is an excellent confirmation tool. Rule: Only take a Buy signal from your main strategy if this indicator shows a Lime Green (Explosion) bar,
Pine Script® indicator
by Ramegy_1
The Map - RMAConcept This indicator is designed to be the ultimate "Map" for intraday traders. Instead of guessing where support and resistance are, it automatically projects Higher Timeframe (HTF) Market Structure onto your chart and combines it with Institutional Volume Analysis. It answers two critical questions instantly: "Where are we?" (Premium vs. Discount) and "Who is trading?" (Whales vs. Retail). Key Features Dynamic Market Structure (The Map): Automatically fetches the Highest High and Lowest Low from a higher timeframe (Default: 4-Hour) over a user-defined lookback period. Premium Zone (Red): The upper 50% of the range. Ideally used for looking for Short/Sell setups. Discount Zone (Green): The lower 50% of the range. Ideally used for looking for Long/Buy setups. Equilibrium (Gray): The 50% midpoint. A key target for mean reversion strategies. Whale Volume Detection (The Fuel): Identifies "Whale Candles" where the current volume significantly exceeds the average (e.g., 2x the 20-period average). Plots visual Bubbles (Green for Up-close, Red for Down-close) to highlight where big money is entering the market. Filters out noise by only showing bubbles on candles with significant price movement. Live Dashboard: A clean table in the top-right corner displays the current Zone status (Premium vs. Discount) and Volume status in real-time. How to Use Trend Following: If price breaks out of the H4 High with a Green Whale Bubble, it indicates strong bullish momentum. Reversal Trading: If price enters the Red (Premium) Zone and prints a Red Whale Bubble (rejection), it suggests institutional selling pressure at resistance. Confluence: This tool is best used as a "Context Filter" alongside your favorite entry trigger (like a London Breakout or MACD crossover). Settings Structure Timeframe: Choose the HTF for your map (Default: 240/4-Hour). Lookback: How many bars to scan for Highs/Lows (Default: 20). Whale Multiplier: How much larger than average volume must be to trigger a bubble (Default: 2.0x). Visuals: Toggle the Zones map on/off to fix chart scaling if needed. Disclaimer This indicator is for educational and analytical purposes only. Past performance (structure levels) does not guarantee future price action. Always manage your risk.
Pine Script® indicator
by Ramegy_1
CVD Smart ReversalCVD Smart Reversal - Indicator Description ═══════════════════════════════════════════════════════════════ 🎯 OVERVIEW Advanced reversal detection system based on Cumulative Volume Delta (CVD) analysis with intelligent quality filtering. Each signal is rated 1-5 stars based on multiple confirmation factors. ═══════════════════════════════════════════════════════════════ 🌟 KEY FEATURES 1. Quality Score System (⭐1-5) • 5 independent criteria evaluate each signal • Filter weak setups - show only 3+ star signals • Higher scores = higher probability setups 2. Adaptive Thresholds • Automatically adjusts to market volatility • High volatility = stricter criteria • Works across all market conditions 3. Volume Context Analysis • Compares current vs historical volume • Calculates buy/sell pressure (requires >60%) • Filters reversals with weak volume 4. Multi-Timeframe Confirmation (Optional) • Validates signals on higher timeframe • Ensures trading with the trend • Reduces counter-trend entries 5. Smart Signal Management • Minimum 5-bar spacing between signals • Automatic label cleanup (max 20) • Clean chart, no clutter ═══════════════════════════════════════════════════════════════ 📊 HOW IT WORKS CVD Calculation: Custom volume delta calculation using intrabar polarity estimation. Signal Detection: Combines CVD reversal, candlestick patterns (Hammer, Shooting Star, Engulfing, Pin Bar), and divergence analysis. Quality Scoring: Each signal scores 0-5 points based on: • CVD strength (statistical deviation) • Pattern quality (professional recognition) • Divergence presence • Volume context (ratio + pressure) • Trend confirmation (MTF or acceleration) ═══════════════════════════════════════════════════════════════ 🎮 USAGE MODES Sniper Mode (High Quality): • Min Score: 4-5 stars • MTF: ON • Result: 2-5 signals/day, highest win-rate Active Mode (Balanced): • Min Score: 3 stars • MTF: OFF • Result: 5-15 signals/day, good balance Scalping Mode (High Frequency): • Min Score: 2 stars • Divergence: Weak • Result: Many signals, fast execution needed ═══════════════════════════════════════════════════════════════ 💡 BEST PRACTICES • Use on liquid markets with reliable volume data • Combine with key support/resistance levels • Pay attention to quality scores - 4-5★ have significantly higher success • Enable MTF confirmation for intraday trading • Use stricter settings during high-impact news events ═══════════════════════════════════════════════════════════════ ⚙️ DEFAULT SETTINGS • Quality Filter: ON • Minimum Score: 3 stars • MTF Confirmation: OFF • Volume Analysis: ON • Divergence Strength: Medium These settings provide 5-15 quality signals per day on active instruments. ═══════════════════════════════════════════════════════════════ 🔔 ALERTS Four alert types available: • Strong Bullish Reversal (4-5★ only) • Strong Bearish Reversal (4-5★ only) • Regular Bullish Reversal (all qualified) • Regular Bearish Reversal (all qualified) ═══════════════════════════════════════════════════════════════ ⚠️ LIMITATIONS • Requires volume data (not suitable for markets without volume) • MTF confirmation adds lag by design • Lower timeframes may need adjusted settings • Quality filter reduces signal frequency by design ═══════════════════════════════════════════════════════════════ 🎯 ORIGINALITY This indicator combines multiple unique elements: • Multi-factor quality scoring (not found in other CVD tools) • Adaptive volatility-based thresholds • Volume pressure calculation with directional filter • Integrated MTF confirmation within scoring system • Smart label management with automatic cleanup The quality scoring system transforms CVD analysis from binary signals into a ranked opportunity system, allowing traders to prioritize setups based on confluence strength. ═══════════════════════════════════════════════════════════════ 📈 DISPLAY ELEMENTS • Background highlighting on signal bars • Triangle markers at entry points • Labels showing CVD, Delta, Divergence, Quality Score, Volume flag • Real-time info panel with CVD metrics • Clean visual presentation ═══════════════════════════════════════════════════════════════ ✅ SUITABLE FOR • Crypto (BTC, ETH, etc.) • Stocks (AAPL, TSLA, SPY, etc.) • Futures (ES, NQ, CL, etc.) • Forex (brokers with volume data) • All timeframes (1m to 1D) ═══════════════════════════════════════════════════════════════
Pine Script® indicator
by Smart-Day-Trader
Ants Pro - MVP Leaders [LevelUp]Ants Pro identifies exceptionally strong momentum, volume, and price action (MVP) — often one of the earliest signs of institutional accumulation. It offers extensive customization, powerful historical analysis tools, and advanced screening features to give traders a meaningful edge. Ants Pro was developed in collaboration with David Ryan, three-time winner of the U.S. Investing Championship. David worked with William O’Neil and managed the New USA Growth Fund at William O’Neil + Company, where the Ants idea originated. Ants Pro helps answer an important question posed by David: “What separates a stock that makes a 15–20% move from one that rises 15–20%, builds a base, and then continues significantly higher?” Through his research, David found that many of the market’s biggest winners showed consistent buying over 12 to 15 days, on high volume — a sign of steady institutional accumulation that often unfolds over days or weeks as institutions establish large positions in a stock. In addition to spotting early accumulation, Ants Pro can flag signs of topping patterns, alerting traders to possible shifts in market sentiment and helping them navigate momentum changes effectively. 🔹—— Key Features ——🔹 ▪ Automated detection and highlighting of Ants. ▪ Extensive customization options to match your trading style. ▪ Hover over Ants for detailed stats. ▪ Optional table showing progress towards a new Ant. ▪ Pine Screener support to find new and historical Ants. ▪ Create symbol or watchlist alerts to get real-time notifications of new Ants. 🔹—— Ants Pro Overview ——🔹 The original Ants indicator was published on TradingView in 2021, before Ant integration became available in MarketSurge — a premium charting platform developed by Investor’s Business Daily, the company founded by William O’Neil. Ants Pro is a complete rewrite designed to deliver a similar visual experience while adding extensive customization options, real-time and historical Ant statistics, unique alert features, and support for the Pine Screener to enable comprehensive stock screening. 🔹—— Ants ▪ Momentum, Volume & Price (MVP) ——🔹 The default criteria for a new Ant are based on the daily timeframe and are as follows: ▪ Momentum: Stock closed higher at least 12 of the past 15 days. ▪ Volume: Volume 20%+ above its 50-day average over the past 15 days. ▪ Price: Price up 20%+ over the past 15 days. You can adjust these parameters based on your trading style and preferences. See the Settings section below for more details. If you’re wondering about the name “Ants,” it comes from the original implementation, where small black marks were plotted above price bars whenever the MVP criteria were met, resembling ants on the chart. 🔹—— Ants As MVP Leaders ——🔹 Ants highlight significant strength in price and volume, yet they aren’t a buy signal on their own. With the default criteria, a stock that’s up 12 of the past 15 days with price and volume running 20%+ above average is showing exceptional momentum — yet it's important to avoid chasing price. Instead, add stocks showing Ants to a watchlist and wait for a pullback to an area of support, such as a moving average or a prior price zone where support was evident. Another strong setup is sideways consolidation followed by a decisive breakout above the consolidation high. CELH FTAI IREN 🔹—— Ants As Topping Signal ——🔹 The Ants indicator can be helpful for spotting topping formations. When you compare the definition of a climax top with Ants, they have similar price and volume characteristics. Climax Top ▪ Stock in a strong, extended uptrend, followed by a 20%+ surge in price over 2 to 3 weeks. ▪ Multiple high-volume up days and/or a large gap up near the absolute peak. ▪ Highest price of move occurs, followed immediately by a reversal. Because the default Ant settings are essentially looking for the same combination of extreme price acceleration and volume surge, the indicator will often show Ants at or just before a topping pattern. That visual cue begs the question, is this the final blow-off, or just another leg higher? Context is everything. Paying close attention to where the stock has already been — how extended it is from your preferred moving averages, a prior base, or institutional support levels — is what separates a high-probability profit-taking opportunity from an early exit on a still trending leader. The distance from the 50-day SMA helps show how far price has stretched above its intermediate trend; when a stock extends too far above this level, it often reflects unsustainable strength and a higher risk of a pullback. The Average True Range (ATR) multiple helps quantify how far price has moved relative to its average volatility, giving a normalized read on how stretched a stock is. The ATR multiple is simply the distance between price and the 50-SMA expressed in ATR units. For example, an ATR multiple of 5 means price is five times its ATR above the 50-SMA. Ants Pro uses a 20-day ATR. OKLO APLD 🔹—— Stats Table ▪ Progress Towards New Ant ——🔹 There is an optional table that highlights every requirement and how current price and volume are tracking toward qualifying as a new Ant. When conditions are close, a shallow pullback or consolidation may offer a possible early entry. TSLA 🔹—— Hover Over Ants For Stats ——🔹 As shown above in the charts of OKLO and APLD, you can hover your cursor over any Ant to get detailed price and volume stats. ▪ Close Up: number of bars up versus the requirement. ▪ Volume % Change: % change versus the requirement. ▪ Price % Change: % change versus the requirement. ▪ From 50-SMA: how far is the price from the 50-SMA. ▪ ATR Multiple: how many ATR multiples is the price from the 50-SMA. Note: To hover over an Ant, the Ants Pro indicator needs to be shown on top of all other indicators. Follow the steps in the chart below to bring Ants Pro to the front. 🔹—— Context-Sensitive Help ——🔹 All help tooltips are context-aware and update based on your Settings. If you adjust the Ant requirements, for example, changing the default 12 of 15 days to 7 of 10 days, the Ants popup and table values will automatically reflect those changes. 🔹—— Configuring Alerts ——🔹 New Ant Alert Using the TradingView alert dialog, choose the option for "New Ant" to be notified when price and volume meet the requirements for a new Ant. Watchlist Alerts To be notified when there is a new Ant across a range symbols, you can use a watchlist alert as outlined below. Historical Ants Alert In the Condition drop-down menu of the alert dialog, there is an option for Historical Ants . This setting is intended for use with the Pine Screener. If you select this for an alert on a stock, an alert will be generated if there are one or more Ants going back in time based on the Historical Bars To Search value in Settings. For example, if Historical Bars To Search is set to 50, and there is an Ant on the chart within the past 50 bars, an alert will be triggered. 🔹—— Stock Screening ——🔹 Ants Pro works with the Pine Screener, eliminating the need for a separate screening indicator. Screening For New Ants To search for new Ants on the most recent bar: The new Ant might appear only on the last bar, or it could be part of a longer series of Ants. Screening For Historical Ants When searching historical bars, you can configure how far back to search: Screening And Custom Ant Requirements You can change any of the default price and volume requirements. For example, instead of 12 of 15 days up and 20%+ gains, your preference may be 8 of 10 days up and 10%+ gains. 🔹—— Settings ——🔹 Ant Requirements You can customize the default price and volume requirements to align with your preferences. Table Of Ant Stats The table showing status towards the progress of a new Ant has several configurable options: ▪ Current Progress: shows the stats of price and volume. ▪ Always On: table will always be visible, even if there is an Ant on the last bar. Historical Bars To Search This option is only applicable when using the Pine Screener. By default, searching historical bars will look back approximately one year (250 daily bars). However, you might prefer to screen over a shorter period of time. For example, change the value to 50 to look for Ants that occurred over the past 50 bars. 🔹—— Studying Past Winners & Reviewing Trades ——🔹 TradingView’s Bar Replay is an incredibly useful feature that lets you step through any historical chart bar by bar, simulating real-time price movement as it unfolded. You can revisit past big winners, review your own trades, test whether a pattern would have influenced your decisions at the time, and use those insights to refine your price and volume analysis. AXON 🔹—— Best Practices ——🔹 In technical analysis, it’s essential to understand where price is coming from. Never evaluate a pattern in isolation — always zoom out and study the broader context of price and volume. The same applies to Ants. Remember, Ants are not a buy signal. When they appear, zoom out on the chart and assess where price is in relation to moving averages and prior areas of support or resistance. Review higher timeframes to see the bigger picture. ▪ Build a watchlist as new Ants appear. Review the watchlist regularly for potential trades. ▪ Relative strength is essential. Look for the RS Line to be trending up. ▪ Look for earnings and sales acceleration as confirmation of strength. ▪ Always define risk before entering a trade — know where you’ll exit. ▪ Size positions based on volatility and conviction, not emotion. ▪ Be patient — trends take time to develop. 🔹—— Acknowledgements ——🔹 A sincere thank you to David Ryan for sharing his expertise on Ant requirements and for offering insightful suggestions to improve the Ants Pro indicator.
Pine Script® indicatorPaid script
by LevelUpTools
8
Liquidity Structure & Sweeps [Visualized]Liquidity Structure & Sweeps | 流动性结构与猎杀 1. Design Philosophy & Logic This indicator is designed based on Smart Money Concepts (SMC) and Market Microstructure principles. Unlike traditional indicators that rely on lagging averages or repainting fractals, this script focuses on "Objective Structure" and "Liquidity Grabs". The core design philosophy rests on three pillars: Zero Repainting (Real-time Integrity): We utilize a strict "Left-Side Confirmation" algorithm. A structure level is only stored in memory when the candle is fully closed (barstate.isconfirmed). This ensures that the historical signals you see are exactly what happened in real-time. Institutional Memory (Visualized): Markets "remember" key levels. This script draws dashed lines extending from valid pivot points. These lines represent "resting liquidity" (Stop Orders). They remain on the chart until the price interacts with them. Sweep vs. Breakout: Not all breaches are equal. We specifically look for "Sweeps" (Liquidity Grabs) — where price pierces a level but closes back inside. This is a classic sign of absorption and potential reversal, distinct from a structural breakout. 2. Key Features Visualized Order Blocks: Automatically draws potential support (Green Dotted) and resistance (Red Dotted) lines based on fractal points. Wick Detection: Filters out strong momentum breakouts. Signals are only generated when a specific "Wick Ratio" is met, indicating a rejection. Clean Charts: Features a "Garbage Collection" mechanism. Once a level is swept, the line is removed, and a signal dot is placed. Old, untouched levels are automatically cycled out to prevent chart clutter. 3. How to Use The Lines (Context): Red Dotted Line: Buy-side Liquidity (Resistance). Expect potential shorts or breakouts here. Green Dotted Line: Sell-side Liquidity (Support). Expect potential longs or breakdowns here. The Signals (Action): Red Dot (Bearish Sweep): Price spiked above a Resistance Line but closed below it. This suggests long stops were hunted, and bears are stepping in. Green Dot (Bullish Sweep): Price spiked below a Support Line but closed above it. This suggests short stops were hunted, and bulls are stepping in. Configuration: Structure Length: Adjusts sensitivity. Higher values (e.g., 20-50) find major swing points; lower values (e.g., 5-10) find scalping setups. Wick Filter %: The minimum size of the wick relative to the breakout. Increase this to filter for only the most dramatic rejections. 4. Developer Notes & Considerations Why do lines disappear? In this logic, liquidity is treated as "Fuel". Once a level is swept (the stop orders are triggered), the fuel is consumed. Keeping the line would clutter the chart with invalid data. Why is the dot small? The indicator is designed to be part of a toolchain, not a standalone signal. The minimalist design prevents visual interference with price action or other indicators. 1. 设计思路与核心逻辑 本指标基于 聪明钱概念 (SMC) 与 市场微观结构 原理设计。不同于依赖滞后均线或存在重绘问题的传统分形指标，本脚本专注于捕捉 “客观结构” 与 “流动性猎杀 (Liquidity Grabs)”。 核心设计哲学包含三大支柱： 零重绘 (Zero Repainting): 我们采用了严格的“左侧确认”算法。所有的结构位仅在K线完全收盘 (barstate.isconfirmed) 后才会被记录。这保证了您回测看到的信号与实盘完全一致，杜绝“未来函数”陷阱。 可视化的机构记忆: 市场是有记忆的。本脚本会从有效的波段高低点引出虚线。这些虚线代表了“沉睡的流动性”（止损盘聚集区）。它们会一直延伸，直到价格触碰它们。 区分“猎杀”与“突破”: 并不是所有的破位都是一样的。我们专注于识别“扫损（Sweep）”——即价格刺破了关键位，但收盘价收回了关键位内部。这是典型的吸筹或派发信号，与趋势延续的真突破有本质区别。 2. 主要功能 结构可视化: 自动基于分形点绘制潜在的支撑线（绿色虚线）和阻力线（红色虚线）。 插针检测: 过滤掉强势的实体突破。只有当价格出现明显的“长影线”拒绝行为时，才会触发信号。 图表自清洁: 内置“垃圾回收”机制。一旦某个关键位的流动性被猎杀（触发信号），该线条会被自动删除。过旧且未被触碰的线条也会被自动替换，保持图表整洁。 3. 使用指南 线条 (市场语境): 红色虚线: 买方流动性池（阻力位）。 绿色虚线: 卖方流动性池（支撑位）。 信号点 (交易动作): 红色圆点 (看跌猎杀): 价格刺破了红色阻力线，但收盘价回落到线下方。这暗示多头止损被触发，主力可能正在建立空单。 绿色圆点 (看涨猎杀): 价格刺破了绿色支撑线，但收盘价反弹到线上方。这暗示空头止损被触发，主力可能正在建立多单。 参数设置建议: Structure Length (结构周期): 调整灵敏度。数值越大（如 20-50）锁定大级别波段；数值越小（如 5-10）适合短线剥头皮。 Wick Filter % (影线过滤): 设置影线占价格波动的最小比例。调大该数值可以只看最剧烈的反转信号。 4. 开发者注记与潜在考量 为什么线条会消失？ 在本逻辑中，流动性被视为“燃料”。一旦发生猎杀（止损单成交），该位置的燃料即被消耗。移除线条是为了防止无效数据干扰判断。 为什么圆点设计得很小？ 该指标旨在成为您交易工具链的一部分，而非唯一的决策依据。极简设计是为了避免干扰裸K形态或其他指标的观察。 =============================================================== 这个脚本（我们称之为 Liq Structure Script）本质上是一个基于价格行为（Price Action）的结构猎杀探测器。 以下是详细的深度对比分析： 1. 如何使用？ (实战操作手册) 不要把它当作“红灯停绿灯行”的傻瓜指标。把它当作一个**“战场地图”**。 第一阶段：观察结构 (The Setup) 图表上会自动画出 红色虚线（上方压力）和 绿色虚线（下方支撑）。 解读：告诉自己，“这里埋着很多人的止损单”。不要在这里盲目追涨杀跌。 第二阶段：等待猎杀 (The Trigger) 耐心等待价格冲向这些虚线。 关键动作：价格刺破虚线，然后迅速收回。 信号确认：虚线消失，留下一个 红点（顶部猎杀）或 绿点（底部猎杀）。 第三阶段：进场逻辑 (The Execution) 做空逻辑：出现红点 + K线留长上影线 → 说明多头试图突破失败，被主力“倒了一盆冷水”。此时可尝试做空，止损设在刚刚那个最高点上方一点点。 做多逻辑：出现绿点 + K线留长下影线 → 说明空头试图砸盘失败，被主力接住了。 传统爆量是“燃料”，Liq 脚本是“引爆点”。没有引爆点的爆量可能是空转；没有爆量的引爆点可能是假摔。Liq 脚本是一个免费、轻量级、基于K线逻辑的替代品。它不需要你买昂贵的数据服务，它利用的是“图表形态学”中的流动性共识。 结论：如何定位这个工具？ 这个脚本不是“预测未来的水晶球”，而是一个**“高胜率区域提示器”**。 用它来找位置（哪里有陷阱？）。 用成交量来做确认（是不是真的有主力介入？）。 用宏观逻辑来定方向（现在该做多还是做空？）。 它是你交易工具链中负责**“微观入场时机（Timing）”**的那一环。
Pine Script® indicator
by AAAAAA2020
6
SMC Strategy Companion [Pro Dashboard & Smart TP]A comprehensive Smart Money Concepts (SMC) toolkit designed for precision trading. Features an institutional-grade dashboard, auto-detection of Order Blocks/FVG, Premium/Discount valuation, and a smart "Obstacle-Aware" Take Profit system. Perfect for traders seeking confluence. 🚀 Overview SMC Strategy Companion is an all-in-one decision support system based on Smart Money Concepts (SMC). Unlike standard indicators that simply draw boxes, this script acts as a professional trading assistant. It filters market noise using multi-timeframe analysis, valuations, and trend strength to help you find high-probability setups like the "Unicorn" and "Turtle Soup". It is specifically designed for traders who want to avoid "over-trading" and focus only on A+ quality setups. 🛠️ Key Features 1. 🧠 Intelligent Dashboard The heads-up display (HUD) provides a real-time snapshot of the market condition: HTF Trend: Monitors the higher timeframe trend (default: 4H) to ensure you trade with the flow. Mkt State (ADX Filter): Detects if the market is Trending or Choppy. It automatically downgrades signal quality during low-momentum range bound markets. Valuation (Premium/Discount): Using institutional logic, it warns you against buying in Premium zones or selling in Discount zones. Confluence Score: A live scoring system (0-6) that rates every potential setup based on trend, structure, and zone validity. 2. 🎯 Smart Execution Levels (Auto EP/TP/SL) The script doesn't just show you where to trade, but how: EP (Entry Price): Identifies the optimal entry within the Order Block. Smart Obstacle TP: This is a unique feature. Instead of a fixed R:R, the script scans for "Roadblocks" (e.g., opposing unmitigated OBs or EMA walls). If an obstacle is detected before the structural target, the TP is automatically adjusted to ensure you secure profits safely. Risk Management: Automatically calculates Risk-to-Reward (R:R). If a setup offers less than 1.5R, the label turns gray to warn you of poor expectancy. 3. 🛡️ Strict Confirmation Mode No Repainting/Flickering: Includes a "Strict Mode" that only generates historical signals after candle closes to ensure validity. Smart Alerts: Built-in logic prevents alert spamming. You receive one pre-alert when price enters a zone, and one confirmation alert when the setup is valid. 📊 How to Use Setup A: Turtle Soup (Reversal/Sweep) Logic: Price sweeps a major Liquidity level (Swing High/Low) and closes back within the range. Best For: Choppy markets or catching the absolute bottom/top of a pullback. Action: Look for the ★ Setup A label. Setup B: Unicorn (Trend Continuation) Logic: A confluence of a Breaker/Order Block + Fair Value Gap (FVG) in the direction of the HTF Trend. Best For: Strong trending markets. Action: Look for the ★ Setup B label. Ideally, execute when the dashboard shows "Trending" and "Discount". ⚙️ Settings & Customization Trend Filter: You can toggle the HTF trend filter on/off. Time Filter (Killzones): Option to filter signals based on London/New York sessions (Recommended for Forex/Crypto/US Stocks). Note: Turn this OFF for Asian markets like TWSE. Target Mode: Choose between "Smart (Structure + OBs)" or "Fixed R:R". ⚠️ Disclaimer This tool is designed to assist with technical analysis and does not constitute financial advice. SMC involves understanding liquidity and market structure; please backtest thoroughly before using it on live accounts.
Pine Script® indicator
by derek0831
Volume Gaps & Imbalances (Zeiierman)█ Overview Volume Gaps & Imbalances (Zeiierman) is an advanced market-structure and order-flow visualizer that maps where the market traded, where it did not, and how buyer-vs-seller pressure accumulated across the entire price range. The core of the indicator is a price-by-price volume profile built from Bullish and Bearish volume assignments. The script highlights: True zero-volume voids (regions of no traded volume) Bull/Bear imbalance rows (horizontal volume slices) A multi-section Delta Panel, showing aggregated Buy–Sell pressure per vertical sector A clean separation between profile structure, volume efficiency, and delta flows Together, these components reveal market inefficiencies, displacement zones, and fair-value regions that price tends to revisit — making it an exceptional tool for structural trading, order-flow analysis, and contextual confluence. Highlights Identifies true volume voids (untraded price regions), more precisely than standard FVG tools Plots Bull vs Bear volume at each price row for fine-grained imbalance reading Includes a sector-based Delta Grid that aggregates Buy–Sell dominance █ How It Works ⚪ Profile Construction The indicator scans a user-defined Lookback window and divides the full high–low range into Rows. Each bar's volume is allocated into the correct price bucket: Bullish volume when close > open Bearish volume when close <= open This produces three values per price level: Bull Volume Bear Volume Total Volume & Imbalance Profile Rows where no volume at all occurred are marked as volume gaps — signaling true untraded zones, often produced by impulsive imbalanced moves. ⚪ Zero-Volume Gaps (True Voids) Unlike candle-based Fair Value Gaps (FVGs), volume gaps identify the deeper, structural inefficiency: Price moved so fast through a region that no trades occurred at those prices. These areas often attract revisits because liquidity never exchanged hands there. ⚪ Bull/Bear Volume Imbalance Every price row is drawn using two colored horizontal segments: Bull segment proportional to bullish volume Bear segment proportional to bearish volume This reveals where buyers or sellers dominated individual price levels. ⚪ Delta Panel The full volume profile is cut into Summary Sections. For each block, the script computes: Δ = (Bull Volume − Bear Volume) ÷ Total Volume × 100% █ How to Use ⚪ Spot True Voids & Inefficiencies Zero-volume zones highlight where the price moved without trading. These areas often behave like: Refill zones during retracements Targets during displacement Thin regions price slices through quickly Ideal for both SMC-style trading and structural mapping. ⚪ Identify Bull/Bear Control at Each Price Level Broad bullish segments show zones of buyer absorption, while wide bearish slices reveal seller control. This helps you interpret: Where buyers supported the price Where sellers defended a level Which price levels matter for continuation or reversal ⚪ Use Delta Sectors for Contextual Direction The delta panel shows where market pressure is accumulating, revealing whether the profile is dominated by: Bullish flow (positive delta) Bearish flow (negative delta) Neutral flow (balanced or minimal delta) █ Settings Lookback – Number of bars scanned to build the profile. Rows – Vertical resolution of price bins. Source – Price source used to assign volume into rows. Summary Sections – Number of vertical delta sectors. Summary Width – Horizontal size of the delta bar panel. Gap From Profile – Distance between profile and delta grid. Show Delta Text – Toggle Δ% labels. ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Pine Script® indicator
by Zeiierman
23