Concept
Chermane's ATM ModelChermane's ATM Model Indicator
Designed For:
ICT-style trading (liquidity runs, time-based models)
NY session scalping and day trading
Precision execution near institutional levels
Concept by: ChermaneTrades
The model operates around the New York trading day, focusing on liquidity formed during the pre-market hours (7:00-9:30 AM EST) with trade execution opportunities after the market open. The system identifies significant highs and lows, tracks their interaction with price, and provides visual tools for potential reversal scenarios.
Core Strategy Rules
Identify Key Levels: Find the highest high and lowest low formed between 7:00-9:30am EST
Wait for Sweep: Observe if price sweeps either the highest high or lowest low
Look for Reversal Signs: Seek confirmation patterns suggesting potential reversal
Trade Execution: Enter trades targeting the opposing liquidity zone after 7am
Time Window: Valid entry period is strictly 9:30-10:30am EST
Indicator Components
1. Opening Price Reference Lines
Midnight (00:00) and 8:30am Opening Prices: Key reference levels
Customizable display options (visibility, labels, colors, styles)
2. Vertical Session Markers
7:00am EST Line: Marks start of observation period
00:00 Line: Optional midnight marker
3. Liquidity Sweep Detection
Buyside (Highest High): Tracked between 7:00-9:29am
Sellside (Lowest Low): Tracked between 7:00-9:29am
Visual alerts when levels are broken (with customizable line styles)
4. Session Highlighting
9:30-10:00am: First potential entry window
10:00-11:30am: Extended observation period
5. Dealing Range (Quadrants)
Automatically draws Fibonacci-based levels (0%, 25%, 50%, 75%, 100%) after liquidity break
Levels extend dynamically as price moves beyond initial range
Customizable display options for each level
6. FVG/IFVG Detection
Identifies Fair Value Gaps (FVGs) and Inverted Fair Value Gaps (IFVGs)
Configurable minimum gap size and extension period
Color-coded boxes for bullish FVGs (green), bearish FVGs (red), and IFVGs (yellow)
Enhancement Factors
Model works best when considering the relationship to midnight and 8:30 opening prices
Opening range gaps provide additional confirmation
Works particularly well when price is above both opening prices and takes out the highest high
When the Model Fails
Strong trending days
High resistance/consolidation days
Best to avoid trading or use lower leverage during these conditions
Practical Implementation
The indicator provides visual tools to:
Identify key liquidity levels formed in the early session
Track how price interacts with these levels
Highlight optimal trading windows
Provide reference points for trade decisions
The Pine Script code handles all the time-based calculations automatically, adjusting for the New York timezone and properly marking the relevant sessions and price levels.
Backtesting Recommendation
As suggested in the rules, traders should:
Review past 2 months of morning sessions
Annotate charts as if trading live
Identify successful and unsuccessful setups
Build confidence by observing the model's behavior in different market conditions
2:30 V2 [LuciTech] 2:30 v2
🔑 Core Features Explained
This indicator is divided into several distinct sections, each with a specific analytical purpose.
1. Time-Based Liquidity (BSL/SSL)
What it does: This feature automatically identifies and draws the Buyside Liquidity (BSL) and Sellside Liquidity (SSL) for three major trading sessions: Asia, London, and Pre-Market (the hour before the New York open). It also places vertical lines to mark the open of each session for easy visual reference.
How it works:
At the start of a defined session (e.g., 8:00 AM for London), the indicator marks the high and low of the first candle. These become the initial BSL and SSL levels.
It then monitors price action throughout the session. A new BSL is only established when a candle closes above the current BSL. The new level is then drawn at the high of that confirming candle.
Similarly, a new SSL is established only when a candle closes below the current SSL. The new level is drawn at the low of that confirming candle.
This "close-confirmation" logic prevents simple wick-grabs from redrawing the liquidity levels, focusing instead on confirmed breaks of structure. All lines stop drawing at the 3:30 PM cutoff time to keep the chart clean.
2. Fair Value Gap (FVG) with 50% Level
What it does: This tool automatically detects and highlights the first Fair Value Gap (imbalance) that occurs within the critical 2:30 PM to 3:30 PM (UTC+1) window. It draws a box around the FVG and plots a dashed line at its 50% equilibrium point, also known as the "Consequent Encroachment."
How it works:
The script actively scans for a three-candle FVG pattern only between 2:30 PM and 3:30 PM.
A Bullish FVG is identified if the high of the first candle is below the low of the third candle.
A Bearish FVG is identified if the low of the first candle is above the high of the third candle.
Once the first FVG of the day is found, it is drawn and no others will appear, preventing chart clutter. The box and its 50% line stop extending at 3:30 PM.
3. 2:30 PM Candle Color
What it does: This simple but effective feature highlights the 2:30 PM candle, which is often significant as it represents the initial price action following the New York Stock Exchange open.
How it works: The script checks the timestamp of each bar. If the bar's time falls between 14:30 and 14:31 (UTC+1), it is colored purple (or a user-defined color) to make it stand out instantly.
4. Last 3 Daily Highs/Lows
What it does: This feature plots horizontal lines at the high and low of the previous three trading days. These are major long-term liquidity levels that often act as significant support or resistance.
How it works: Using a request.security() call, the indicator fetches the high and low data from the daily timeframe for the three preceding days (high , low , etc.). At the start of each new trading day, it draws these six levels across the chart, extending them to the right.
5. NY Midnight Open
What it does: It draws a clean horizontal line representing the opening price at midnight New York time (00:00 GMT-4). This level is often used as a benchmark for daily bias.
How it works: The script identifies the first bar of the new day in the New York timezone and captures its open price. It then draws a line at this price level, providing a stable reference point throughout the trading day.
6. EMA-Based Candle Coloring
What it does: This feature colors the candles based on their position relative to a short-term Exponential Moving Average (EMA). It helps to quickly visualize momentum and the prevailing short-term trend.
How it works: It calculates an EMA (default length of 3). If the close of a candle is above the EMA, the candle is colored with the "up" color (default grey). If the close is below the EMA, it's colored with the "down" color (default dark grey).
Auto Zones + DashboardAuto Zones + Dashboard
This indicator is an all-in-one trade planning toolkit.
It automatically maps Entry/SL/TP zones, shows dynamic support/resistance levels, and gives a clear market overview through a smart Meter and a compact Dashboard.
🔧 Features
Auto Zones (Entry/SL/TP)
Automatically plots Entry, Stop-Loss, and three Take-Profit levels (TP1/TP2/TP3 based on Fib multipliers).
Relative Levels
Dynamic support/resistance lines around the 50-SMA base with optional auto-hide when too far from price.
Labeled as: Deep Support, Support, Resistance, Psychological, Key Level, Target 1, Target 2.
Dashboard (top-right)
Compact panel showing:
RSI & Divergence (Bull/Bear/None)
Volume state (High/Low/Neutral vs. SMA)
MACD histogram
Signal (LONG / SHORT / WAIT)
Trend strength (via SMA50 slope & price relation)
Meter Score (0–100) and Recommendation
Probabilities P(Long) / P(Short)
Smart Meter (HTF filter + multi-factor score)
Uses RSI, MACD, EMA alignment, RVOL, ATR%, ADX, EMA gap, and breakout conditions to calculate a weighted score and directional recommendation.
Bars can be highlighted when Score ≥ 70 in breakout trend conditions.
MA50 (SMA)
Optional trend filter line with customizable color and width.
✅ How to use
Zones: Plan trades with Entry/SL/TP boxes automatically plotted.
Levels: Watch relative support/resistance for confluence.
Dashboard + Meter: Quickly assess momentum, volume, trend strength, and probabilities.
⚠️ Disclaimer: This tool is for educational and analytical purposes only. Not financial advice. Always use your own strategy and risk management.
Short tagline:
Auto Entry/SL/TP zones, dynamic support/resistance, and a smart Dashboard with Meter — all in one.
08:30 & 09:30 Manipulation-Expansion - AlgoliqDescription:
The 08:30 & 09:30 Manipulation-Expansion indicator identifies key market levels at two critical times during the trading session: 08:30 (Manipulation) and 09:30 (Expansion). It visually marks the high and low of these bars and provides real-time alerts when price breaks these levels.
Features:
08:30 Manipulation: Highlights high and low with dotted lines and a label. Alerts trigger when levels are broken.
09:30 Expansion: Highlights high and low with dotted lines and a label. Alerts trigger when levels are broken.
Customizable: Set hours, minutes, line colors, widths, and lengths to fit your trading style.
Alert System: Real-time notifications whenever price breaks key levels.
Usage:
Ideal for traders looking to monitor early session price action, detect potential manipulations, and plan breakout trades.
NG MOEX (TF 1 MIN) api NG MOEX (TF 1 MIN) api
Intraday strategy strictly for gas trading on the Moscow Exchange with the ability to trade via API channel directly to the broker. For all questions, write to telegram @yury020481
with respect, Yuri
FXHacker Ultimate buy sell SignalHow It Works:
The indicator identifies predefined trading session blocks based on Kenya time.
During each session, it tracks the highest high and lowest low.
After the session ends, it monitors price action for sweeps beyond these levels.
A confirmed CHoCH (close above previous high or below previous low) triggers a BUY or SELL signal.
Ideal For:
Traders who want session-based signals for intraday strategies.
Swing and day traders looking for reversal opportunities.
Users who prefer clean charts with minimal clutter and clear entry signals.
PA BuySell By Josh – PRODisplay: ถ้าอยากดูเรียบ ๆ ใช้ Icon; ถ้าอยากอ่านเหตุผลสั้น ๆ ใช้ Both.
No-repaint: เปิด รอปิดแท่งก่อน (waitClose=true) ตามค่ามาตรฐานอยู่แล้ว ✅
เข้า BUY/SELL: รอให้มีแพทเทิร์นฝั่งนั้น และ คะแนน ≥ minScore (ค่าเริ่มต้น 50)
เพิ่มน้ำหนักถ้าเห็นบรรทัด “(ยืนยันโซน RSI&BB)” ใต้ข้อความ (ราคาลงถึง BB ล่าง + RSI≤OS สำหรับฝั่งซื้อ / ตรงข้ามสำหรับขาย)
Display: Use Icon for a clean view, or Both if you want short reasons on the chart.
No-repaint: Keep waitClose = true (default) ✅
Take entries when a pattern appears and its score ≥ minScore (default 50).
Extra weight if you see “(Confirmed RSI&BB zone)” under the label.
For study/visualization only. Not financial advice; no performance guarantees.
First Window Box + Asia Open HourFirst Window Box + Asia Open Hour is an indicator which marks the High and Low of the Asia Open First hour along with the range marking of First Four Hour and its lenght comparing to the length of last 10 days first four hour range.
Optimized SMC Dashboard - by MinkyJuiceSMC - all in one
all SMC confluences are included, fully automated and customisable
enjoy, made by MinkyJuice
No Turd Burglars, please
DG SNIPER SIGNAL OVERLAYwww.tradingview.com DG SNIPER SIGNAL OVERLAY
This overlay provides long and short signals based on trend strength and breaks of the current trend.
Signals are highly precise and filtered with a carefully selected set of indicators.
Features include:
• Automatic trendline extensions of the trend channel
• Real-time trend strength measurement on every bar
• Automatic stop-loss plotting above/below every signal
• Clean and visually clear candle coloring
There is no predefined take-profit target — each trader manages exits according to their own strategy.
✅ Backtested for 6 months – showing very high efficiency and strong win rate.
📩 For more information or access inquiries, contact: DeniGardina@gmail.com
[DEM] Klinger Signal (With Backtesting) Klinger Signal (With Backtesting) is designed to generate buy and sell signals based on the Klinger Volume Oscillator, which combines price movement direction with volume flow to identify potential trend changes and momentum shifts. It also includes a comprehensive backtesting framework to evaluate the historical performance of these signals. The indicator overlays directly on the price chart, plotting signals and displaying performance statistics in a table. The strategy calculates signed volume (positive when HLC3 rises, negative when it falls), applies dual EMA smoothing with configurable fast and slow periods (default 34 and 55), creates a signal line using additional EMA smoothing (default 13 periods), then generates buy signals when the signal line crosses above its own EMA-smoothed version and sell signals on the opposite crossover, combining volume analysis with price momentum to identify institutional money flow changes while tracking signal accuracy, average returns, and frequency through integrated backtesting metrics.
SOLACE PROSOLACE PRO is a confirmation-based trend/breakout indicator that computes on the previous candle to cut intrabar noise and repainting. It plots VWAP, Bollinger Bands (20,2), and SMA50/200, and signals BUY when the prior bar closed above the upper band and above VWAP/SMA50/SMA200 with MACD > signal; SELL when it closed below the lower band and below VWAP/SMAs with MACD < signal. Labels are stamped on the prior bar (offset −1), duplicate same-side signals are suppressed, and alert conditions are included for instant notifications.
KeyLevel - AOCKeyLevel - AOC
✨ Features📈 Session Levels: Tracks high, low, and open prices for Asian, London, and New York sessions.📅 Multi-Timeframe Levels: Plots previous day, week, month, quarter, and yearly open/high/low levels.⚙️ Preset Modes: Choose Scalp, Intraday, or Swing presets for tailored level displays.🎨 Customizable Visuals: Adjust colors, line styles, and label abbreviations for clarity.🖼️ Legend Table: Displays a color-coded legend for quick reference to session and period levels.🔧 Flexible Settings: Enable/disable specific sessions or levels and customize UTC offsets.
🛠️ How to Use
Add to Chart: Apply the "KeyLevel - AOC" indicator on TradingView.
Configure Inputs:
Preset: Select Scalp, Intraday, or Swing, or use custom settings.
Session Levels: Toggle Asian, London, NY sessions and their open/high/low lines.
Period Levels: Enable/disable previous day, week, month, quarter, or yearly levels.
Visuals: Adjust colors, line widths, and label abbreviations.
Legend: Show/hide the legend table for level identification.
Analyze: Monitor key levels for support/resistance and session-based price action.
Track Trends: Use levels to identify breakouts, reversals, or consolidation zones.
🎯 Why Use It?
Dynamic Levels: Tracks critical price levels across multiple timeframes for comprehensive analysis.
Session Focus: Highlights key session price points for intraday trading strategies.
Customizable: Tailor displayed levels and visuals to match your trading style.
User-Friendly: Clear lines, labels, and legend table simplify price level tracking.
📝 Notes
Ensure timeframe compatibility (e.g., avoid daily charts for session levels).
Use M5 or higher timeframes for accurate session tracking; some levels disabled on M5.
Combine with indicators like RSI or MACD for enhanced trading signals.
Adjust UTC offset if session times misalign with your broker’s timezone.
NQ Open Playbook (with Toggles)marks out asain,london.ny high and lows on 4h,1h,15m simple little stradGY FOER BEGINERS TO GET A FEEL FOR THE MARKET.
ATEŞ ÇOKLU TARAMA)My educational scanning efforts are ongoing. I'll make adjustments based on your feedback. I look forward to your feedback if there are any incorrect data. Each group contains 40 stocks. The entire bid is attached. You can create your own custom list of 40+40.
Ордер блок көлемі FREE | BuzzaraOrder Block Volume Indicator
This indicator automatically detects major order blocks on the chart and highlights them with their corresponding trading volume. Unlike standard order block tools, it not only identifies potential supply and demand zones but also shows the relative strength of each block based on volume.
🔹 Key Features:
Detects large bullish and bearish order blocks
Displays volume inside each block to measure strength
Helps identify high-probability reversal and continuation zones
Works on any market and timeframe
This tool is designed for traders who want to combine price action with volume to better understand institutional footprints and market imbalances.
Smart Money Concepts Probability (Expo) RitSmart Money Concepts Probability (Expo) — v2
Overview
This indicator maps market structure using confirmed swing pivots and quantifies the follow-through of SMC events—CHoCH, SMS, and BMS—as real-time probabilities. It adds robust filters (ATR swing size, multi-timeframe bias) and statistically honest display (Laplace smoothing and Wilson confidence bands) to reduce noise and make the stats you see on the chart closer to what actually plays out.
How it works
Detects confirmed swing highs/lows with ta.pivothigh/ta.pivotlow.
Tracks a structure state machine: bias flips to CHoCH (±1), confirms to SMS (±2), then BMS/continuations (>|±2|).
Logs every transition as a success (continuation) or failure (reversion) and computes: Raw Win%, Laplace-smoothed probability, and Wilson confidence interval.
Draws Premium/Discount/Mid zones between the latest swing high/low and shows contextual probability labels at the extremes.
Filters & Upgrades
ATR swing filter: ignores tiny breaks; only counts pivots that exceed a user-set multiple of ATR.
MTF bias gate: only allows bullish sequences when price is above an HTF moving average (and vice-versa).
Label throttle: minimum bar spacing between plotted events to keep charts readable.
Response vs. Period: choose short-term or long-term structure resolution.
Outputs & Visuals
On-chart labels/lines for CHoCH/SMS/BMS (bull/bear colors).
Top-right table with Wins, Losses, Profitability, Laplace p̂, and Wilson CI (with sample-size guard).
Probability labels near current Up/Dn extremes.
Optional alerts containing ticker, timeframe, and the current probability summary.
Using the stats
Profitability = all-time raw follow-through rate.
Laplace p̂ stabilizes small-N swings.
Wilson CI shows a conservative range; the lower bound is a practical “floor.”
For best results, align entries with MTF bias, ensure swings pass the ATR filter, and favor entries in Discount (for longs) / Premium (for shorts) when the structure agrees.
Notes
This is an analytical tool, not a signal service. Always validate on your markets/timeframes and combine with risk management.
𝙵𝚛𝚊𝚖𝚎𝚠𝚘𝚛𝚔|[𝙰|𝛺]This indicator was designed and coded by me, providing a clean and efficient adaptation of the teachings from Inner Circle Trading (ICT). The tool is intended to display various data points that help streamline and simplify your trading process. However, it does not generate signals or recommendations for trade execution.
It is designed to automatically display different components according to the timeframe you are analyzing. From the Hourly chart down to the seconds, you will be able to visualize a wide range of time-based data points in one indicator.
On the Hourly timeframe, the indicator begins with the Weekly Profile using the True Day . You will be able to visualize Monday’s price extended throughout the entire week, as well as each individual day of the week separately.
You can also visualize the equilibrium and quadrants of each individual day, if desired.
ICT 3-Day Protocol: This feature extends the highs and lows of the previous two days up to the current candle. These levels can serve as potential draws on liquidity or reference points for identifying opportunities on lower timeframes.
M15 Timeframe
On this timeframe, you will be able to visualize the previously mentioned elements, with the addition of the Asian and London sessions. These are included to help outline the potential intraday profile, as well as the highs and lows of these sessions, since they represent relevant data points.
You will also have the option to display projections of these ranges. These projections are useful for anticipating potential price manipulation and distribution levels, using Midnight Open as the reference point for the Daily PO3 .
You will also be able to visualize different Opens , including:
• 00:00
• 08:30
• 09:30
• 13:30
• Previous day’s Settlement Price
These levels represent relevant data points that can be used to frame implied discount or premium conditions relative to the Time of Day .
M1 and Seconds
On this timeframe, you will be able to see the previously mentioned elements, along with additional features.
Market Session Dividers: These are included to provide a clear and organized visual reference of which session the market is currently in, as well as the separation between one session and another.**
Opening Ranges: This feature allows you to visualize the Opening Range of the AM and PM sessions, along with their respective projections. You can also choose whether to extend these ranges over time or keep them limited to their formation period.
First Presentations: This feature allows you to visualize the initial imbalance of the Regular Trading Hours session, including both the AM and PM sessions.
Additionally, an option is included in the menu to indicate if the current day has high-impact news before the 09:30 open, allowing you to consider including the formation of the First Presented Gap from 09:29, as recommended by ICT.
You can also enable alerts to be notified each time a First Presentation is formed.
Table: This feature displays a table with the various Openings mentioned earlier. It shows the price and indicates whether the market is at a Discount or Premium relative to these levels using an arrow.
The table also displays the size of the Opening Range Gap and, with an arrow, indicates whether it is a Premium or Discount Gap.
It provides different possible protocols based on the gap size and other elements taught by ICT to help anticipate certain market scenarios.
Additionally, it shows the current time and changes the color of the time indicator depending on whether you are within a macro session or not. This keeps your chart clean while still allowing you to know if the market is in a macro session.
All elements of the indicator are customizable . You can personalize virtually every component to suit your preferences.
The Engineer.
Savitzky-Golay Hampel Filter | AlphaNattSavitzky-Golay Hampel Filter | AlphaNatt
A revolutionary indicator combining NASA's satellite data processing algorithms with robust statistical outlier detection to create the most scientifically advanced trend filter available on TradingView.
"This is the same mathematics that processes signals from the Hubble Space Telescope and analyzes data from the Large Hadron Collider - now applied to financial markets."
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🚀 SCIENTIFIC PEDIGREE
Savitzky-Golay Filter Applications:
NASA: Satellite telemetry and space probe data processing
CERN: Particle physics data analysis at the LHC
Pharmaceutical: Chromatography and spectroscopy analysis
Astronomy: Processing signals from radio telescopes
Medical: ECG and EEG signal processing
Hampel Filter Usage:
Aerospace: Cleaning sensor data from aircraft and spacecraft
Manufacturing: Quality control in precision engineering
Seismology: Earthquake detection and analysis
Robotics: Sensor fusion and noise reduction
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🧬 THE MATHEMATICS
1. Savitzky-Golay Filter
The SG filter performs local polynomial regression on data points:
Fits a polynomial of degree n to a sliding window of data
Evaluates the polynomial at the center point
Preserves higher moments (peaks, valleys) unlike moving averages
Maintains derivative information for true momentum analysis
Originally published in Analytical Chemistry (1964)
Mathematical Properties:
Optimal smoothing in the least-squares sense
Preserves statistical moments up to polynomial order
Exact derivative calculation without additional lag
Superior frequency response vs traditional filters
2. Hampel Filter
A robust outlier detector based on Median Absolute Deviation (MAD):
Identifies outliers using robust statistics
Replaces spurious values with polynomial-fitted estimates
Resistant to up to 50% contaminated data
MAD is 1.4826 times more robust than standard deviation
Outlier Detection Formula:
|x - median| > k × 1.4826 × MAD
Where k is the threshold parameter (typically 3 for 99.7% confidence)
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
💎 WHY THIS IS SUPERIOR
vs Moving Averages:
Preserves peaks and valleys (critical for catching tops/bottoms)
No lag penalty for smoothness
Maintains derivative information
Polynomial fitting > simple averaging
vs Other Filters:
Outlier immunity (Hampel component)
Scientifically optimal smoothing
Preserves higher-order features
Used in billion-dollar research projects
Unique Advantages:
Feature Preservation: Maintains market structure while smoothing
Spike Immunity: Ignores false breakouts and stop hunts
Derivative Accuracy: True momentum without additional indicators
Scientific Validation: 60+ years of academic research
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚙️ PARAMETER OPTIMIZATION
1. Polynomial Order (2-5)
2 (Quadratic): Maximum smoothing, gentle curves
3 (Cubic): Balanced smoothing and responsiveness (recommended)
4-5 (Higher): More responsive, preserves more features
2. Window Size (7-51)
Must be odd number
Larger = smoother but more lag
Formula: 2×(desired smoothing period) + 1
Default 21 = analyzes 10 bars each side
3. Hampel Threshold (1.0-5.0)
1.0: Aggressive outlier removal (68% confidence)
2.0: Moderate outlier removal (95% confidence)
3.0: Conservative outlier removal (99.7% confidence) (default)
4.0+: Only extreme outliers removed
4. Final Smoothing (1-7)
Additional WMA smoothing after filtering
1 = No additional smoothing
3-5 = Recommended for most timeframes
7 = Ultra-smooth for position trading
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📊 TRADING STRATEGIES
Signal Recognition:
Cyan Line: Bullish trend with positive derivative
Pink Line: Bearish trend with negative derivative
Color Change: Trend reversal with polynomial confirmation
1. Trend Following Strategy
Enter when price crosses above cyan filter
Exit when filter turns pink
Use filter as dynamic stop loss
Best in trending markets
2. Mean Reversion Strategy
Enter long when price touches filter from below in uptrend
Enter short when price touches filter from above in downtrend
Exit at opposite band or filter color change
Excellent for range-bound markets
3. Derivative Strategy (Advanced)
The SG filter preserves derivative information
Acceleration = second derivative > 0
Enter on positive first derivative + positive acceleration
Exit on negative second derivative (momentum slowing)
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📈 PERFORMANCE CHARACTERISTICS
Strengths:
Outlier Immunity: Ignores stop hunts and flash crashes
Feature Preservation: Catches tops/bottoms better than MAs
Smooth Output: Reduces whipsaws significantly
Scientific Basis: Not curve-fitted or optimized to markets
Considerations:
Slight lag in extreme volatility (all filters have this)
Requires odd window sizes (mathematical requirement)
More complex than simple moving averages
Best with liquid instruments
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🔬 SCIENTIFIC BACKGROUND
Savitzky-Golay Publication:
"Smoothing and Differentiation of Data by Simplified Least Squares Procedures"
- Abraham Savitzky & Marcel Golay
- Analytical Chemistry, Vol. 36, No. 8, 1964
Hampel Filter Origin:
"Robust Statistics: The Approach Based on Influence Functions"
- Frank Hampel et al., 1986
- Princeton University Press
These techniques have been validated in thousands of scientific papers and are standard tools in:
NASA's Jet Propulsion Laboratory
European Space Agency
CERN (Large Hadron Collider)
MIT Lincoln Laboratory
Max Planck Institutes
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
💡 ADVANCED TIPS
News Trading: Lower Hampel threshold before major events to catch spikes
Scalping: Use Order=2 for maximum smoothness, Window=11 for responsiveness
Position Trading: Increase Window to 31+ for long-term trends
Combine with Volume: Strong trends need volume confirmation
Multiple Timeframes: Use daily for trend, hourly for entry
Watch the Derivative: Filter color changes when first derivative changes sign
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚠️ IMPORTANT NOTICES
Not financial advice - educational purposes only
Past performance does not guarantee future results
Always use proper risk management
Test settings on your specific instrument and timeframe
No indicator is perfect - part of complete trading system
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🏆 CONCLUSION
The Savitzky-Golay Hampel Filter represents the pinnacle of scientific signal processing applied to financial markets. By combining polynomial regression with robust outlier detection, traders gain access to the same mathematical tools that:
Guide spacecraft to other planets
Detect gravitational waves from black holes
Analyze particle collisions at near light-speed
Process signals from deep space
This isn't just another indicator - it's rocket science for trading .
"When NASA needs to separate signal from noise in billion-dollar missions, they use these exact algorithms. Now you can too."
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Developed by AlphaNatt
Version: 1.0
Release: 2025
Pine Script: v6
"Where Space Technology Meets Market Analysis"
Not financial advice. Always DYOR
Laguerre-Kalman Adaptive Filter | AlphaNattLaguerre-Kalman Adaptive Filter |AlphaNatt
A sophisticated trend-following indicator that combines Laguerre polynomial filtering with Kalman optimal estimation to create an ultra-smooth, low-lag trend line with exceptional noise reduction capabilities.
"The perfect trend line adapts to market conditions while filtering out noise - this indicator achieves both through advanced mathematical techniques rarely seen in retail trading."
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🎯 KEY FEATURES
Dual-Filter Architecture: Combines two powerful filtering methods for superior performance
Adaptive Volatility Adjustment: Automatically adapts to market conditions
Minimal Lag: Laguerre polynomials provide faster response than traditional moving averages
Optimal Noise Reduction: Kalman filtering removes market noise while preserving trend
Clean Visual Design: Color-coded trend visualization (cyan/pink)
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📊 THE MATHEMATICS
1. Laguerre Filter Component
The Laguerre filter uses a cascade of four all-pass filters with a single gamma parameter:
4th order IIR (Infinite Impulse Response) filter
Single parameter (gamma) controls all filter characteristics
Provides smoother output than EMA with similar lag
Based on Laguerre polynomials from quantum mechanics
2. Kalman Filter Component
Implements a simplified Kalman filter for optimal estimation:
Prediction-correction algorithm from aerospace engineering
Dynamically adjusts based on estimation error
Provides mathematically optimal estimate of true price trend
Reduces noise while maintaining responsiveness
3. Adaptive Mechanism
Monitors market volatility in real-time
Adjusts filter parameters based on current conditions
More responsive in trending markets
More stable in ranging markets
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚙️ INDICATOR SETTINGS
Laguerre Gamma (0.1-0.99): Controls filter smoothness. Higher = smoother but more lag
Adaptive Period (5-100): Lookback for volatility calculation
Kalman Noise Reduction (0.1-2.0): Higher = more noise filtering
Trend Threshold (0.0001-0.01): Minimum change to register trend shift
Recommended Settings:
Scalping: Gamma: 0.6, Period: 10, Noise: 0.3
Day Trading: Gamma: 0.8, Period: 20, Noise: 0.5 (default)
Swing Trading: Gamma: 0.9, Period: 30, Noise: 0.8
Position Trading: Gamma: 0.95, Period: 50, Noise: 1.2
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📈 TRADING SIGNALS
Primary Signals:
Cyan Line: Bullish trend - price above filter and filter ascending
Pink Line: Bearish trend - price below filter or filter descending
Color Change: Potential trend reversal point
Entry Strategies:
Trend Continuation: Enter on pullback to filter line in trending market
Trend Reversal: Enter on color change with volume confirmation
Breakout: Enter when price crosses filter with momentum
Exit Strategies:
Exit long when line turns from cyan to pink
Exit short when line turns from pink to cyan
Use filter as trailing stop in strong trends
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
✨ ADVANTAGES OVER TRADITIONAL INDICATORS
Vs. Moving Averages:
Significantly less lag while maintaining smoothness
Adaptive to market conditions
Better noise filtering
Vs. Standard Filters:
Dual-filter approach provides optimal estimation
Mathematical foundation from signal processing
Self-adjusting parameters
Vs. Other Trend Indicators:
Cleaner signals with fewer whipsaws
Works across all timeframes
No repainting or lookahead bias
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🎓 MATHEMATICAL BACKGROUND
The Laguerre filter was developed by John Ehlers, applying Laguerre polynomials (used in quantum mechanics) to financial markets. These polynomials provide an elegant solution to the lag-smoothness tradeoff that plagues traditional moving averages.
The Kalman filter, developed by Rudolf Kalman in 1960, is used in everything from GPS systems to spacecraft navigation. It provides the mathematically optimal estimate of a system's state given noisy measurements.
By combining these two approaches, this indicator achieves what neither can alone: a smooth, responsive trend line that adapts to market conditions while filtering out noise.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
💡 TIPS FOR BEST RESULTS
Confirm with Volume: Strong trends should have increasing volume
Multiple Timeframes: Use higher timeframe for trend, lower for entry
Combine with Momentum: RSI or MACD can confirm filter signals
Market Conditions: Adjust noise parameter based on market volatility
Backtesting: Always test settings on your specific instrument
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚠️ IMPORTANT NOTES
No indicator is perfect - always use proper risk management
Best suited for trending markets
May produce false signals in choppy/ranging conditions
Not financial advice - for educational purposes only
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🚀 CONCLUSION
The Laguerre-Kalman Adaptive Filter represents a significant advancement in technical analysis, bringing institutional-grade mathematical techniques to retail traders. Its unique combination of polynomial filtering and optimal estimation provides a clean, reliable trend-following tool that adapts to changing market conditions.
Whether you're scalping on the 1-minute chart or position trading on the daily, this indicator provides clear, actionable signals with minimal false positives.
"In the world of technical analysis, the edge comes from using better mathematics. This indicator delivers that edge."
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Developed by AlphaNatt | Professional Quantitative Trading Tools
Version: 1.0
Last Updated: 2025
Pine Script: v6
License: Open Source
Not financial advice. Always DYOR
Sinyal Gabungan Lengkap (TWAP + Vol + Waktu)Sinyal Gabungan Lengkap (TWAP + Vol + Waktu) volume btc dan total3 dan ema
Liquidity Levels (Buyside/Sellside , EQH/EQL , PDH/PDL ,PWH/PWL)Unlock the Hidden Market Structure with Advanced Liquidity Detection.
The Liquidity Concept indicator is a sophisticated, all-in-one toolkit designed for traders . It automatically identifies and visualizes key liquidity zones, equal highs/lows, and multi-timeframe levels, providing a significant edge in anticipating potential market movements and breakouts.
🔍 Core Features:
Smart Liquidity Zones:
Buyside Liquidity (BSL ): Detects and marks significant high clusters where stop losses are likely clustered. A break above these levels often triggers a rapid move to capture liquidity.
Sellside Liquidity (SSL) : Pinpoints significant low clusters. A break below can signal a sweep of liquidity before a potential reversal or continuation.
Customizable Sensitivity: Adjust the detection length and margin to fine-tune the indicator for any asset or timeframe.
Liquidity Voids:
Visualizes price gaps that represent a lack of trading activity (liquidity voids). These zones often act as magnets for price, filling in before a trend continues.
Equal Highs & Lows (EQH/EQL):
Automatically draws and labels significant equal highs and lows, which are crucial for identifying breakout and rejection points. Includes options to clear levels once they are breached.
Multi-Timeframe Perspective:
Overlays key levels from higher timeframes (Daily, Weekly, Monthly) directly onto your chart, including Previous Highs (PDH/PWH/PMH) and Previous Lows (PDL/PWL/PML)
⚙️ Fully Customizable:
Tailor every aspect of the indicator to fit your trading style and chart aesthetics:
Control the colors, transparency, and visibility of all elements.
Choose between "Present" mode for active levels or "Historical" mode for analysis.
Adjust line styles and text for perfect chart integration.
Gain a deeper understanding of where the market is likely to go next. Add the Liquidity Concept indicator to your chart today and start trading the hidden levels that move the market.
