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CME Quarterly ShiftsCME Quarterly Shifts - Institutional Quarter Levels Overview: The CME Quarterly Shifts indicator tracks price action based on actual CME futures contract rollover dates, not calendar quarters. This indicator plots the Open, High, Low, and Close (OHLC) for each quarter, with quarters defined by the third Friday of March, June, September, and December - the exact dates when CME quarterly futures contracts expire and roll over. Why CME Contract Dates Matter: Institutional traders, hedge funds, and large market participants typically structure their positions around futures contract expiration cycles. By tracking quarters based on CME rollover dates rather than calendar months, this indicator aligns with how major institutional players view quarterly timeframes and position their capital. Key Features: ✓ Automatic CME contract rollover date calculation (3rd Friday of Mar/Jun/Sep/Dec) ✓ Displays Quarter Open, High, Low, and Close levels ✓ Vertical break lines marking the start of each new quarter ✓ Quarter labels (Q1, Q2, Q3, Q4) for easy identification ✓ Adjustable history - show up to 20 previous quarters ✓ Fully customizable colors and line widths ✓ Works on any instrument and timeframe ✓ Toggle individual OHLC levels on/off How to Use: Quarter Open: The opening price when the new quarter begins (at CME rollover) Quarter High: The highest price reached during the current quarter Quarter Low: The lowest price reached during the current quarter Quarter Close: The closing price from the previous quarter These levels often act as key support/resistance zones as institutions reference them for quarterly performance, rebalancing, and position management. Settings: Display Options: Toggle quarterly break lines, OHLC levels, and labels Max Quarters: Control how many historical quarters to display (1-20) Colors: Customize colors for each level and break lines Styles: Adjust line widths for OHLC levels and quarterly breaks Best Practices: Combine with other Smart Money Concepts (liquidity, order blocks, FVGs) Watch for price reactions at quarterly Open levels Monitor quarterly highs/lows as potential targets or stop levels Use on higher timeframes (4H, Daily, Weekly) for clearer institutional perspective Pairs well with monthly and yearly levels for multi-timeframe confluence Perfect For: ICT (Inner Circle Trader) methodology followers Smart Money Concepts traders Swing and position traders Institutional-focused technical analysis Traders tracking quarterly performance levels Works on all markets: Forex, Indices, Commodities, Crypto, Stocks
Pine Script® indicator
by TSA_TimeSpaceAlgorithm
Futures Psychological Levels PROFutures Psychological Levels PRO – Professional Usage Guide Indicator Overview This elite psychological levels tool dynamically plots the most institutionally relevant round-number clusters across futures markets (ES, NQ, YM, CL, GC, SI, BTC, and custom instruments). It separates levels into three hierarchical tiers — Major, Tradable, and Sniper — while intelligently filtering distant levels using an ATR-based proximity engine. The result is a clean, adaptive overlay that scales perfectly from scalping precision on 1-minute charts to big-picture context on daily/weekly timeframes. Core Philosophy Psychological levels are where order flow clusters: stops, limits, and institutional positioning accumulate around round numbers. This indicator turns static round numbers into a dynamic decision framework by: Prioritizing confluence zones Reducing clutter in ranging or low-volatility environments Highlighting only price-relevant levels in real time Key Features Instrument Presets – One-click optimized spacing for major futures contracts Three-Tier Hierarchy – Major (institutional anchors), Tradable (active defense zones), Sniper (precise entry/exit triggers) ATR Proximity Filter – Automatically hides irrelevant distant levels Zones or Lines – Visual magnet areas or clean horizontal lines Price Labels & Summary Table – Instant reference for next major levels above/below Full Customization – Colors, thickness, styles, and manual overrides How to Best Use This Indicator (Professional Workflow) Select the Correct Instrument Preset Start with the built-in preset matching your chart (e.g., "ES (S&P 500)" for /ES or MES). This instantly applies battle-tested increments. Use "Custom" only for non-standard assets (forex pairs, micros with different tick values, or crypto alts). Match Settings to Your Trading Style & Timeframe Reading the Levels – Decision Framework Major Levels (thick red by default): Highest probability reaction zones. Expect strong reversals, breakouts with volume, or liquidity sweeps. Treat as primary support/resistance. Tradable Levels (orange): Active trader defense zones. Excellent for limit order placement, partial profit taking, or fading weak moves. Sniper Levels (thin gray): Precision entries/exits, stop runs, and scalping targets. Confluence with order blocks or volume profile nodes dramatically increases edge. Trade Setup Examples Rejection Play: Price approaches a Major level from below → long wick rejection + close back inside → enter in direction of rejection with stop beyond wick extremity. Break & Retest: Clean breakout through Tradable/Major → retest as new support/resistance → enter on confirmation candle. Liquidity Sweep: Price briefly breaches Sniper/Major (stop hunt) → rapid reclaim → aggressive counter-trend entry. Confluence Boost: When a level aligns with daily/weekly open, VWAP, or prior high/low volume node → dramatically increase position size or conviction. Risk Management Integration Always place stops just beyond the next logical level (typically a Sniper or Tradable beyond your entry zone). Use the summary table to quickly identify invalidation points. Target the next level in the direction of your bias for minimum 1:2 risk-reward (often 1:3–1:5 achievable at Major levels). Pro Optimization Tips High-volatility sessions (NY open, FOMC, NFP): Increase ATR Multiplier slightly to avoid excessive clutter. Low-volatility Asian/range sessions: Decrease ATR Multiplier for tighter precision. Combine with Volume Profile (Fixed Range or Session) to confirm high-volume nodes at psych levels. Pair with anchored/session VWAP for additional confluence layers. On higher timeframes, disable Sniper levels and zones entirely for minimalist structural analysis. Important Disclaimer This indicator is a professional decision-support tool, not a standalone trading system. All trading involves substantial risk of loss. Past performance is not indicative of future results. Always conduct your own analysis, manage risk appropriately, and consider your financial situation before placing trades. Mastering psychological levels is one of the highest-edge concepts in institutional trading. Used correctly, this indicator gives you the same reference framework that prop desks and market makers watch every day. Trade smart, stay disciplined, and let price action at these levels guide your executions.
Pine Script® indicator
by Manifesting_Gains
3
BTC - StableFlow: Pit-Stop & Refuel EngineBTC – StableFlow: Pit-Stop & Refuel Engine | RM Strategic Context: The Institutional Gas Station In the high-speed race of the crypto markets, Stablecoins (USDT, USDC, DAI) represent the Fuel, and Bitcoin is the Race Car. Most traders only look at the car's speed (Price), but they ignore the gas tank. The StableFlow Engine is a telemetry dashboard designed to monitor the "Fuel Pressure" within the ecosystem, identifying exactly when the car is being refueled and when it is running on empty. The Telemetry Logic: How to Read the Race The indicator operates on a Relative Velocity model. We aren't just looking at how many Stablecoins exist; we are measuring the Acceleration of Stablecoin Market Cap relative to the Acceleration of BTC Price. 1. The Fuel Reservoir (The Histogram) • Cyan Zones (Refuel): The gas station is open. Institutional "Dry Powder" is flowing into stables faster than it is being spent on BTC. The tank is filling up. • Orange Zones (Exhaust): The "Overdrive." The car is driving faster than the gas can be pumped. Price is outperforming the stablecoin supply—this is unsustainable and usually precedes a stall. 2. Lap Transitions (The Grey Lines) These vertical markers signify a Regime Shift . They trigger the moment the momentum crosses the zero-axis, visually distinguishing the transition between a "Net-Refueling" period and a "Net-Exhaustion" period. While not used as direct entry signals, they define the Macro Lap we are currently in. Operational Playbook: The Pit-Stop Signals We don't just buy because the tank is full; we buy when the car exits the pits and begins to accelerate. This is captured by our proprietary Pit-Stop Pips. • Blue Pip (Pit-Stop Buy): Triggered when the Refuel momentum has peaked and is now rotating back into the market. The refuel is complete; the car is rejoining the race with a full tank. • Red Pip (Exhaust Sell): Triggered when the price acceleration has overextended relative to its fuel source and begins to "roll over." The tank is near empty; time for a tactical pull-back. Settings & Calibration: The Pit Wall Dashboard Signal Mode & Logic The engine features a dual-mode signaling system to adapt to different market conditions (or your personal preferred logic): • Consecutive Mode: Best for high-velocity trends. Fires a pip after n bars of momentum reversal (Default: 2 bars). • Percentage (%) Mode: Best for structural fades. Fires a pip when the momentum retraces by a specific percentage (e.g., 15%) from its local peak, regardless of the bar count. Recommended Calibration While the engine is versatile across various timeframes, the Weekly (1W) chart is the preferred setting for identifying high-conviction macro signals. Lower timeframes provide tactical speed, but the 1W frame offers significantly cleaner signals by filtering out the daily market noise. Weekly (1W) — The Macro Signal (Preferred): * Velocity Lookback: 20 | Smoothing: 5. Peak Lookback: 25 (Represents roughly half a year of telemetry data). This is a good starting point for identifying major cycle rotations. Daily (1D) — The Tactical Pulse: * Velocity Lookback: 20 | Smoothing: 5. Peak Lookback: 25 (Represents one trading month of telemetry). Useful for active swing traders looking for entry/exit timing within an established macro trend. Technical Documentation Data Sourcing & Aggregation The script utilizes request.security to aggregate a "Big Three" Stablecoin Market Cap (USDT + USDC + DAI). This prevents "False Exhaustion" signals caused by capital simply migrating between different stablecoin assets. Mathematical Foundation The core engine calculates the Rate of Change (ROC) for the Aggregate Stablecoin Supply and BTC Price over a synchronized lookback window. Formula Logic: Fuel Pressure = EMA ( ROC(Stables) - ROC(BTC) ) The Pit-Stop Pips utilize a local peak-finding algorithm via ta.highest and ta.lowest within a rolling 25-bar window to calculate the Relative Retracement Magnitude . This ensures signals are mathematically tied to the volatility of the current market regime. The Dual-Fuel Framework: StableFlow x Liquisync The StableFlow Engine is designed to function as the tactical counterpart to the Liquisync: Macro Pulse Engine . While Liquisync monitors the Global Supply Line (the "Tanker Truck" of M2 Liquidity moving from Central Banks toward the track with a 60-day lead), StableFlow measures the Immediate Fuel Pressure (the "Dry Powder" already in the pit lane, ready to be pumped into the car). By using both indicators in tandem, you can follow the Dual-Fuel Strategy: Liquisync identifies the fundamental macro regime, while StableFlow identifies the specific "Refuel" and "Exhaustion" pivots within that regime. We will be providing a comprehensive breakdown of this synchronized telemetry in our upcoming Substack Masterclass: The Dual-Fuel Architecture. Risk Disclaimer & Credits The StableFlow is a thematic macro tool tracking on-chain liquidity proxies. Stablecoin data is subject to exchange reporting delays. This is not financial advice; it is a telemetry model for institutional education. Rob Maths is not liable for losses incurred via use of this model. Tags: indicator, bitcoin, btc, stablecoins, usdt, flow, liquidity, macro, refuel, institutional, robmaths, Rob Maths
Pine Script® indicator
by Rob_Maths
Hookes Kinetics | IkkeOmarHooke's Kinetics: A Physics-Based Volatility System This indicator applies the principles of Hooke's Law to financial time series data to model market volatility as a system of potential and kinetic energy. Theoretical Foundation: Hooke's Law In physics, Hooke's Law states that the force (F) needed to extend or compress a spring by some distance (x) scales linearly with respect to that distance: F = -kx, where k is the spring constant. Potential Energy (PE): PE = 0.5 * k * x^2 Kinetic Energy (KE): Energy possessed due to motion. In this system, we treat Price Action as a spring. Compression (Potential Energy): When price consolidates, volatility compresses. The "spring" is being wound up. Energy is accumulated, not released. Release (Kinetic Energy): When price breaks out of compression, potential energy transforms into kinetic energy. The spring snaps back, driving price motion. Indicator Mechanics The Hooke's Kinetics oscillator visualizes this energy transfer cycle to identify trend origins and exhaustion points. Accumulating Energy (Potential): The Blue Area represents the buildup of Potential Energy. This occurs during periods of low volatility (consolidation). The algorithm detects when price variance drops below a threshold (representing spring compression) and aggregates this "stored force" over time. As long as the price remains compressed, the Blue potential energy grows. Energy Conversion (Kinetic Release): The Red Histogram represents Kinetic Energy. When volatility expands significantly (a breakout), the system triggers a release event. The accumulated Blue potential energy is discharged and converted into the Red kinetic spike. This marks the moment the "spring" is released. Trend Direction & Decay: Once the Kinetic Energy (Red spike) appears, the "explosive" phase is active. As the Red histogram decays (lowers back to zero), the market enters a coasting phase. The trend direction is established by the price movement during the initial Kinetic release. Traders observe the price vector as the Red energy dissipates to confirm the prevailing trend. Reversion Signals (Bonus): Extreme peaks in Kinetic Energy (exceptionally high Red spikes) indicate a maximum extension of the spring. Just as a physical spring oscillates, extreme kinetic release often precedes a mean reversion. If price action opposes the direction of the Kinetic decay, it signals a likely reversal. Visual Reference Referencing the chart above: Blue Ramp: Note the linear buildup of the blue area during sideways price action. This is the "loading" phase. Red Spike: Note the immediate drop in Blue and spike in Red coinciding with the green highlight circles on the chart. These are the breakout points. Green Circles: These highlight the specific candles where Potential converted to Kinetic, marking the optimal entry or decision points. Code Description The system defines market state using a composite variable "k" (Stiffness), which combines Price Volatility (NATR) and Relative Volume (RVOL). k_price = range_natr != 0 ? 1.0 - ((natr - lowest_natr) / range_natr) : 0 k = (k_price * price_weight) + (k_vol * vol_weight) Here, we normalize volatility relative to a historical lookback. High values of "k" indicate high compression—this is the "winding" of the spring. if is_compressed potential_energy := potential_energy + k kinetic_energy := kinetic_energy * DECAY_RATE When the market is tighter than the user-defined "stiff_thresh", the system accumulates Potential Energy. Note that Kinetic Energy actively decays during this phase, simulating friction or inertia slowing down price movement. else drain_factor = (1.0 - k) transfer = potential_energy * drain_factor potential_energy := potential_energy - transfer kinetic_energy := (kinetic_energy * DECAY_RATE) + (transfer * ENERGY_MULT) This acts as the conservation of energy. We do not reset Potential to zero instantly; we drain it. The "drain_factor" ensures that a violent expansion (low k) drains potential energy faster than a mild move. This transferred energy is scaled up and added to the Kinetic state. Note - AMPLITUDE MATTERS! Observe the amplitude of the Kinetic Energy - higher peaks are more significant. Lower values are usually artifacts, but they can indicate mean reversion on a smaller scale while price remains within a range.
Pine Script® indicator
by IkkeOmar
Smart Money Zones (FVG + OB) + MTF Trend Panel## Overview Professional-grade institutional trading zones indicator that identifies **Fair Value Gaps (FVG)** and **Order Blocks (OB)** - key price inefficiencies where smart money operates. Includes a comprehensive **Multi-Timeframe Trend Panel** for complete market context at a glance. ## Core Features ### 🎯 Fair Value Gaps (FVG) Fair Value Gaps occur when price moves so aggressively that it leaves an "imbalance" or "gap" in the market structure. These zones often act as magnets where price returns to find liquidity. **Detection Logic:** - **Bullish FVG**: When current candle's low is above the high of the candle 2 bars ago - **Bearish FVG**: When current candle's high is below the low of the candle 2 bars ago - Requires strong impulse candle (configurable body percentage threshold) - Color-coded zones: Green for bullish, Red for bearish ### 📦 Order Blocks (OB) Order Blocks represent the last opposite candle before a significant price move - the zone where institutional orders were placed before the breakout. **Detection Logic:** - Identifies the last bearish candle before a strong bullish breakout (Bullish OB) - Identifies the last bullish candle before a strong bearish breakout (Bearish OB) - Validates breakout strength using ATR multiplier (1.2x default) - Color-coded zones: Blue for bullish, Orange for bearish ### 📊 Multi-Timeframe Trend Panel Real-time trend analysis across **7 timeframes** displayed in an elegant dashboard: - **1 Minute** - Ultra short-term scalping - **5 Minutes** - Short-term momentum - **15 Minutes** - Intraday swings - **30 Minutes** - Session trends - **1 Hour** - Multi-session trends - **4 Hours** - Daily structure - **Daily** - Long-term direction **Visual Indicators:** - 🟢 Green circle = Bullish trend - 🔴 Red circle = Bearish trend - Clean, professional table design with customizable position and size ## Intelligence Features ### 🧠 Zone Strength Rating Every zone is automatically classified by strength based on size relative to ATR: - **VERY STRONG** - 2.0x ATR or more (major institutional zones) - **STRONG** - 1.5x to 2.0x ATR (significant zones) - **MEDIUM** - 1.0x to 1.5x ATR (moderate zones) - **WEAK** - Below 1.0x ATR (minor zones) Strength rating helps you prioritize which zones to trade from! ### 📉 Smart Mitigation Tracking Zones automatically track how much they've been "filled" or mitigated: - Calculates penetration percentage as price enters the zone - Zones turn **gray** when 50%+ mitigated or fully filled - Option to **auto-delete** mitigated zones to keep chart clean - Live zones extend dynamically with price action ### 🎨 Trend Filter (Optional) When enabled, only shows zones aligned with the current trend: - Uses customizable MA period (default 50) - Bullish zones only appear in uptrend - Bearish zones only appear in downtrend - Reduces noise and false signals significantly ## Customization Options ### Display Settings - Toggle FVGs and OBs independently - Adjust max zones per type (5-200) - Choose to remove or gray out mitigated zones - Color customization for all zone types ### Detection Parameters - **Min Impulse Body %**: Controls how strong the impulse candle must be (0.3-1.0) - **Order Block Lookback**: How many bars to look back for OB validation (5-50) - **ATR Length**: Period for ATR calculation (5-50) ### Trend Filter - Enable/disable trend filtering - Adjustable MA period for trend determination ### MTF Panel - Show/hide the trend panel - 4 position options: Top Right, Top Left, Bottom Right, Bottom Left - 3 size options: Small, Normal, Large - Customizable MA period for trend calculation across all timeframes ## Trading Applications ### 1. **Liquidity Grab Entries** Wait for price to sweep a zone (50%+ mitigation) then enter on reversal. Smart money often "hunts" these zones before the real move begins. ### 2. **Confluence Trading** Look for zones that align with: - Multiple timeframe trends showing same direction - Multiple FVGs/OBs stacking in same area - Key support/resistance levels ### 3. **Breakout Confirmation** Use Order Blocks to confirm the strength of breakouts. Strong OBs indicate institutional participation. ### 4. **Retracement Entries** Enter when price returns to a fresh, unmitigated zone in the direction of the higher timeframe trend. ### 5. **Range Trading** Identify FVG zones at range extremes - price often reverses at these inefficiencies. ## How It Works **Fair Value Gaps** form when the middle candle creates such aggressive movement that it leaves a price gap between the high/low of surrounding candles. Institutional traders know these gaps get filled. **Order Blocks** mark the origin of major moves. The last opposite-colored candle before a breakout is where large orders were placed. Price often returns to these zones for "retests" before continuing. **Mitigation** happens when price returns to fill these zones. The indicator tracks this automatically, showing you which zones are still "fresh" and which have been used up. ## Best Practices ✅ **Use higher timeframe trends** - Always check the MTF panel before taking trades ✅ **Trade fresh zones** - Unmitigated zones (not gray) have the highest probability ✅ **Combine with price action** - Look for rejection wicks and engulfing candles at zones ✅ **Respect zone strength** - VERY STRONG and STRONG zones are most reliable ✅ **Use trend filter** - Especially on lower timeframes to reduce false signals ❌ **Don't overtrade** - Not every zone will react, wait for confirmation ❌ **Don't ignore context** - Check the MTF panel for conflicting trends ❌ **Don't chase** - Wait for price to come to the zone, don't enter mid-zone ## Technical Details - **Non-repainting**: All zones are drawn on confirmed candles only - **Performance optimized**: Uses efficient array management with per-type caps - **Real-time updates**: Zones extend and track mitigation as price moves - **Universal compatibility**: Works on all markets and timeframes ## Recommended Settings by Style **Scalping (1m-5m charts):** - Max zones: 10-15 - Use trend filter: ON - MTF Panel: Focus on 1m-15m trends - Remove mitigated: ON (keep chart clean) **Day Trading (5m-1H charts):** - Max zones: 15-20 - Use trend filter: ON - MTF Panel: Focus on 15m-4H trends - Remove mitigated: OFF (track zone history) **Swing Trading (1H-D charts):** - Max zones: 20+ - Use trend filter: Optional - MTF Panel: Focus on 1H-1D trends - Remove mitigated: OFF (important zones persist) --- ## Perfect For - Smart Money Concept (SMC) traders - ICT methodology followers - Institutional order flow traders - Price action traders seeking key zones - Multi-timeframe analysis enthusiasts **Compatible with all markets:** Forex, Crypto, Stocks, Indices, Commodities, Futures *Trade where the institutions trade. Follow the smart money.*
Pine Script® indicator
by mikecruz0407
Smart Money Zones (FVG + OB) + MTF Trend Panel## Overview Professional-grade institutional trading zones indicator that identifies **Fair Value Gaps (FVG)** and **Order Blocks (OB)** - key price inefficiencies where smart money operates. Includes a comprehensive **Multi-Timeframe Trend Panel** for complete market context at a glance. ## Core Features ### 🎯 Fair Value Gaps (FVG) Fair Value Gaps occur when price moves so aggressively that it leaves an "imbalance" or "gap" in the market structure. These zones often act as magnets where price returns to find liquidity. **Detection Logic:** - **Bullish FVG**: When current candle's low is above the high of the candle 2 bars ago - **Bearish FVG**: When current candle's high is below the low of the candle 2 bars ago - Requires strong impulse candle (configurable body percentage threshold) - Color-coded zones: Green for bullish, Red for bearish ### 📦 Order Blocks (OB) Order Blocks represent the last opposite candle before a significant price move - the zone where institutional orders were placed before the breakout. **Detection Logic:** - Identifies the last bearish candle before a strong bullish breakout (Bullish OB) - Identifies the last bullish candle before a strong bearish breakout (Bearish OB) - Validates breakout strength using ATR multiplier (1.2x default) - Color-coded zones: Blue for bullish, Orange for bearish ### 📊 Multi-Timeframe Trend Panel Real-time trend analysis across **7 timeframes** displayed in an elegant dashboard: - **1 Minute** - Ultra short-term scalping - **5 Minutes** - Short-term momentum - **15 Minutes** - Intraday swings - **30 Minutes** - Session trends - **1 Hour** - Multi-session trends - **4 Hours** - Daily structure - **Daily** - Long-term direction **Visual Indicators:** - 🟢 Green circle = Bullish trend - 🔴 Red circle = Bearish trend - Clean, professional table design with customizable position and size ## Intelligence Features ### 🧠 Zone Strength Rating Every zone is automatically classified by strength based on size relative to ATR: - **VERY STRONG** - 2.0x ATR or more (major institutional zones) - **STRONG** - 1.5x to 2.0x ATR (significant zones) - **MEDIUM** - 1.0x to 1.5x ATR (moderate zones) - **WEAK** - Below 1.0x ATR (minor zones) Strength rating helps you prioritize which zones to trade from! ### 📉 Smart Mitigation Tracking Zones automatically track how much they've been "filled" or mitigated: - Calculates penetration percentage as price enters the zone - Zones turn **gray** when 50%+ mitigated or fully filled - Option to **auto-delete** mitigated zones to keep chart clean - Live zones extend dynamically with price action ### 🎨 Trend Filter (Optional) When enabled, only shows zones aligned with the current trend: - Uses customizable MA period (default 50) - Bullish zones only appear in uptrend - Bearish zones only appear in downtrend - Reduces noise and false signals significantly ## Customization Options ### Display Settings - Toggle FVGs and OBs independently - Adjust max zones per type (5-200) - Choose to remove or gray out mitigated zones - Color customization for all zone types ### Detection Parameters - **Min Impulse Body %**: Controls how strong the impulse candle must be (0.3-1.0) - **Order Block Lookback**: How many bars to look back for OB validation (5-50) - **ATR Length**: Period for ATR calculation (5-50) ### Trend Filter - Enable/disable trend filtering - Adjustable MA period for trend determination ### MTF Panel - Show/hide the trend panel - 4 position options: Top Right, Top Left, Bottom Right, Bottom Left - 3 size options: Small, Normal, Large - Customizable MA period for trend calculation across all timeframes ## Trading Applications ### 1. **Liquidity Grab Entries** Wait for price to sweep a zone (50%+ mitigation) then enter on reversal. Smart money often "hunts" these zones before the real move begins. ### 2. **Confluence Trading** Look for zones that align with: - Multiple timeframe trends showing same direction - Multiple FVGs/OBs stacking in same area - Key support/resistance levels ### 3. **Breakout Confirmation** Use Order Blocks to confirm the strength of breakouts. Strong OBs indicate institutional participation. ### 4. **Retracement Entries** Enter when price returns to a fresh, unmitigated zone in the direction of the higher timeframe trend. ### 5. **Range Trading** Identify FVG zones at range extremes - price often reverses at these inefficiencies. ## How It Works **Fair Value Gaps** form when the middle candle creates such aggressive movement that it leaves a price gap between the high/low of surrounding candles. Institutional traders know these gaps get filled. **Order Blocks** mark the origin of major moves. The last opposite-colored candle before a breakout is where large orders were placed. Price often returns to these zones for "retests" before continuing. **Mitigation** happens when price returns to fill these zones. The indicator tracks this automatically, showing you which zones are still "fresh" and which have been used up. ## Best Practices ✅ **Use higher timeframe trends** - Always check the MTF panel before taking trades ✅ **Trade fresh zones** - Unmitigated zones (not gray) have the highest probability ✅ **Combine with price action** - Look for rejection wicks and engulfing candles at zones ✅ **Respect zone strength** - VERY STRONG and STRONG zones are most reliable ✅ **Use trend filter** - Especially on lower timeframes to reduce false signals ❌ **Don't overtrade** - Not every zone will react, wait for confirmation ❌ **Don't ignore context** - Check the MTF panel for conflicting trends ❌ **Don't chase** - Wait for price to come to the zone, don't enter mid-zone ## Technical Details - **Non-repainting**: All zones are drawn on confirmed candles only - **Performance optimized**: Uses efficient array management with per-type caps - **Real-time updates**: Zones extend and track mitigation as price moves - **Universal compatibility**: Works on all markets and timeframes ## Recommended Settings by Style **Scalping (1m-5m charts):** - Max zones: 10-15 - Use trend filter: ON - MTF Panel: Focus on 1m-15m trends - Remove mitigated: ON (keep chart clean) **Day Trading (5m-1H charts):** - Max zones: 15-20 - Use trend filter: ON - MTF Panel: Focus on 15m-4H trends - Remove mitigated: OFF (track zone history) **Swing Trading (1H-D charts):** - Max zones: 20+ - Use trend filter: Optional - MTF Panel: Focus on 1H-1D trends - Remove mitigated: OFF (important zones persist) --- ## Perfect For - Smart Money Concept (SMC) traders - ICT methodology followers - Institutional order flow traders - Price action traders seeking key zones - Multi-timeframe analysis enthusiasts **Compatible with all markets:** Forex, Crypto, Stocks, Indices, Commodities, Futures *Trade where the institutions trade. Follow the smart money.*
Pine Script® indicator
by mikecruz0407
Confluence Execution Engine (2of3)The Confluence Execution Engine is a high-performance logic gate designed to filter out market noise and identify high-probability "Golden" entries. It moves beyond simple indicator signals by acting as a mathematical validator for price action. This engine is designed for the Systematic Trader. It removes the "guesswork" of whether a move is real or an exhaustion pump by requiring a mathematical confluence of volume, multi-timeframe momentum, and volatility-adjusted space. Why This Tool is Unique: Multi-Dimensional Scoring, Momentum-Adjusted Stretch, Institutional Fingerprint (RVOL + Spike) Unlike a standard MACD or RSI, this engine uses a weighted scoring matrix. It pulls a "Bundle" of data (WaveTrend, RSI, ROC) from four different timeframes simultaneously. It doesn't give a signal unless the mathematical weight of all four timeframes crosses your "Hurdle" (Base Threshold). Standard "overbought" indicators are often wrong during strong trends. This engine uses Dynamic Z-Score logic. The Logic: If the price moves away from the mean, it checks the Rate of Change (ROC). The Result: If momentum is massive, the "Stretch" limit expands. It understands that a "stretched" price is actually a sign of strength in a breakout, not a reason to exit. It only warns of a TRAP RISK when the price is far from the mean but momentum is starting to stall. The engine is gated by Relative Volume. If the market is "sleepy," the engine stays in "PATIENCE" mode. It specifically hunts for Volume Spikes (default 2.5x average). A signal is only upgraded to "HIGH CONVICTION" when an institutional volume spike occurs, confirming that "Big Money" is participating. How to Operate the Engine Define Your Hurdle: Set your Confluence Hurdle. A higher number (e.g., 14+) requires more agreement across timeframes, leading to fewer but higher-quality trades. Monitor the Z/Dynamic Ratio: In the HUD, watch the Z: X.XX / Y.YY. When X approaches Y, you are reaching the edge of the momentum-adjusted move. The Entry Trigger: Wait for a "LOOK FOR..." advice to turn into a "HIGH CONVICTION" signal (marked by a triangle shape). This confirms that the MTF scoring, Volume, and HTF Trend are all aligned. Execute the Lines: Use the red and green "Ghost Lines" to set your orders. These are ATR-based, meaning they widen during high volatility to give your trade room to breathe. For holistic trading system, pair with Volatility Shield Pro and Session Levels
Pine Script® indicator
by Crypt0Curious
Session Volume Analyzer [JOAT] Session Volume Analyzer — Global Trading Session and Volume Intelligence System This indicator addresses the analytical challenge of understanding market participation patterns across global trading sessions. It combines precise session detection with comprehensive volume analysis to provide insights into when and how different market participants are active. The tool recognizes that different trading sessions exhibit distinct characteristics in terms of participation, volatility, and volume patterns. Why This Combination Provides Unique Analytical Value Traditional session indicators typically only show time boundaries, while volume indicators show raw volume data without session context. This creates analytical gaps: 1. **Session Context Missing**: Volume spikes without session context provide incomplete information 2. **Participation Patterns Hidden**: Different sessions have different participant types (retail, institutional, algorithmic) 3. **Comparative Analysis Lacking**: No easy way to compare volume patterns across sessions 4. **Timing Intelligence Absent**: Understanding WHEN volume occurs is as important as HOW MUCH volume occurs This indicator's originality lies in creating an integrated session-volume analysis system that: **Provides Session-Aware Volume Analysis**: Volume data is contextualized within specific trading sessions **Enables Cross-Session Comparison**: Compare volume patterns between Asian, London, and New York sessions **Delivers Participation Intelligence**: Understand which sessions are showing above-normal participation **Offers Real-Time Session Tracking**: Know exactly which session is active and how current volume compares Technical Innovation and Originality While session detection and volume analysis exist separately, the innovation lies in: 1. **Integrated Session-Volume Architecture**: Simultaneous tracking of session boundaries and volume statistics creates comprehensive market participation analysis 2. **Multi-Session Volume Comparison System**: Real-time calculation and comparison of volume statistics across different global sessions 3. **Adaptive Volume Threshold Detection**: Automatic identification of above-average volume periods within session context 4. **Comprehensive Visual Integration**: Session backgrounds, volume highlights, and statistical dashboards provide complete market participation picture How Session Detection and Volume Analysis Work Together The integration creates a sophisticated market participation analysis system: **Session Detection Logic**: Uses Pine Script's time functions to identify active sessions // Session detection based on exchange time bool inAsian = not na(time(timeframe.period, asianSession)) bool inLondon = not na(time(timeframe.period, londonSession)) bool inNY = not na(time(timeframe.period, nySession)) // Session transition detection bool asianStart = inAsian and not inAsian bool londonStart = inLondon and not inLondon bool nyStart = inNY and not inNY **Volume Analysis Integration**: Volume statistics are calculated within session context // Session-specific volume accumulation if asianStart asianVol := 0.0 asianBars := 0 if inAsian asianVol += volume asianBars += 1 // Real-time session volume analysis float asianAvgVol = asianBars > 0 ? asianVol / asianBars : 0 **Relative Volume Assessment**: Current volume compared to session-specific averages float volMA = ta.sma(volume, volLength) float volRatio = volMA > 0 ? volume / volMA : 1 // Volume classification within session context bool isHighVol = volRatio >= 1.5 and volRatio < 2.5 bool isVeryHighVol = volRatio >= 2.5 This creates a system where volume analysis is always contextualized within the appropriate trading session, providing more meaningful insights than raw volume data alone. Comprehensive Session Analysis Framework **Default Session Definitions** (customizable based on broker timezone): - **Asian Session**: 1800-0300 (exchange time) - Represents Asian market participation including Tokyo, Hong Kong, Singapore - **London Session**: 0300-1200 (exchange time) - Represents European market participation - **New York Session**: 0800-1700 (exchange time) - Represents North American market participation **Session Overlap Analysis**: The system recognizes and highlights overlap periods: - **London/New York Overlap**: 0800-1200 - Typically the highest volume period - **Asian/London Overlap**: 0300-0300 (brief) - Transition period - **New York/Asian Overlap**: 1700-1800 (brief) - End of NY, start of Asian **Volume Intelligence Features**: 1. **Session-Specific Volume Accumulation**: Tracks total volume within each session 2. **Cross-Session Volume Comparison**: Compare current session volume to other sessions 3. **Relative Volume Detection**: Identify when current volume exceeds historical averages 4. **Participation Pattern Analysis**: Understand which sessions show consistent high/low participation Advanced Volume Analysis Methods **Relative Volume Calculation**: float volMA = ta.sma(volume, volLength) // Volume moving average float volRatio = volMA > 0 ? volume / volMA : 1 // Current vs average ratio // Multi-tier volume classification bool isNormalVol = volRatio < 1.5 bool isHighVol = volRatio >= 1.5 and volRatio < 2.5 bool isVeryHighVol = volRatio >= 2.5 bool isExtremeVol = volRatio >= 4.0 **Session Volume Tracking**: // Cumulative session volume with bar counting if londonStart londonVol := 0.0 londonBars := 0 if inLondon londonVol += volume londonBars += 1 // Average volume per bar calculation float londonAvgVol = londonBars > 0 ? londonVol / londonBars : 0 **Cross-Session Volume Comparison**: The system maintains running totals for each session, enabling real-time comparison of participation levels across different global markets. What the Display Shows Session Backgrounds — Colored backgrounds indicating which session is active - Pink: Asian session - Blue: London session - Green: New York session Session Open Lines — Horizontal lines at each session's opening price Session Markers — Labels (AS, LN, NY) when sessions begin Volume Highlights — Bar coloring when volume exceeds thresholds - Orange: High volume (1.5x+ average) - Red: Very high volume (2.5x+ average) Dashboard — Current session, cumulative volume, and averages Color Scheme Asian — #E91E63 (pink) London — #2196F3 (blue) New York — #4CAF50 (green) High Volume — #FF9800 (orange) Very High Volume — #F44336 (red) Inputs Session Times: Asian Session window (default: 1800-0300) London Session window (default: 0300-1200) New York Session window (default: 0800-1700) Volume Settings: Volume MA Length (default: 20) High Volume threshold (default: 1.5x) Very High Volume threshold (default: 2.5x) Visual Settings: Session colors (customizable) Show/hide backgrounds, lines, markers Background transparency How to Read the Display Background color shows which session is currently active Session open lines show where each session started Orange/red bars indicate above-average volume Dashboard shows cumulative volume for each session today Alerts Session opened (Asian, London, New York) High volume bar detected Very high volume bar detected Important Limitations and Realistic Expectations Session times are approximate and depend on your broker's server timezone—manual adjustment may be required for accuracy Volume data quality varies significantly by broker, instrument, and market type Cryptocurrency and some forex markets trade continuously, making traditional session boundaries less meaningful High volume indicates participation level only—it does not predict price direction or market outcomes Session participation patterns can change over time due to market structure evolution, holidays, and economic conditions This tool displays historical and current market participation data—it cannot predict future volume or price movements Volume spikes can occur for numerous reasons unrelated to directional price movement (news, algorithmic trading, etc.) Different instruments exhibit different session sensitivity and volume patterns Market holidays and special events can significantly alter normal session patterns Appropriate Use Cases This indicator is designed for: - Market participation pattern analysis - Session-based trading schedule planning - Volume context and comparison across sessions - Educational study of global market structure - Supplementary analysis for session-based strategies This indicator is NOT designed for: - Standalone trading signal generation - Volume-based price direction prediction - Automated trading system triggers - Guaranteed session pattern repetition - Replacement of fundamental or sentiment analysis Understanding Session Analysis Limitations Session analysis provides valuable context but has inherent limitations: - Session patterns can change due to economic conditions, holidays, and market structure evolution - Volume patterns may not repeat consistently across different market conditions - Global events can override normal session characteristics - Different asset classes respond differently to session boundaries - Technology and algorithmic trading continue to blur traditional session distinctions — Made with passion by officialjackofalltrades
Pine Script® indicator
by officialjackofalltrades
Verified Astro-Table SimplifiedThis script, titled the **Financial Astrological Ephemeris Table**, is designed to be a high-precision astronomical dashboard for TradingView. Unlike standard indicators that rely on price formulas, this script serves as a **digital bridge** between professional Swiss Ephemeris data and your trading chart. Here is a detailed breakdown of what the script provides and how to maximize its utility. --- **1. What the Script Provides** **A. 100% Ephemeris Synchronization** Most "Astro" indicators in TradingView use "mean motion" math, which drifts over time. This script uses **Static Switch Logic**. By hard-coding the data from the Swiss Ephemeris, the script ensures that the degrees you see on your chart match the physical reality of the sky. * **Sun & Moon**: Accurate to the degree for the current period. * **Saturn & Outer Planets**: Corrects the "sign drift" found in other scripts, keeping Saturn in its true position (late Pisces for 2025). **B. Sign & Degree Tracking** The script translates raw longitude (0–360°) into the traditional 12-sign zodiac format (`Sign` + `Degree`). This allows you to immediately identify where planets are transiting relative to key price levels. **C. The Sun-Relative House System** The script calculates an **Equal House System** based on the Sun's current position. * This treats the Sun as the "Rising" point for the day's dashboard, showing you how other planets are "angled" relative to the Sun's current solar light. **D. Stability and Performance** Because the script uses `barstate.islast`, it only calculates for the most recent candle. This prevents "Runtime Errors" and ensures your TradingView platform remains fast and responsive, even on low-powered laptops. --- **2. How to Use it Effectively** **A. Identifying Confluence with Price** Watch for "Degree Hits." If the table shows **Saturn at 25° Pisces** and your asset is hitting a major resistance level at a number ending in **25** (or a harmonic like 2.50), it signifies a moment of "Astro-Price Confluence." These are often high-probability reversal points. **B. Customizing the Visual Experience** You can tailor the dashboard to your specific chart layout via the **Settings (Gear Icon)**: * **Position**: Move the table to any corner (Top Right, Bottom Left, etc.) so it doesn't block your price action. * **Transparency**: Adjust the "Background Color" to make the table more subtle or more prominent. * **Text Size**: If you trade on a mobile device, set the text to "Normal." If you use a 4K monitor, set it to "Tiny" to save space. **C. Managing the "Switch" Data** To keep the script accurate for the long term, I will update the `get_pdf_lon` block once a month (or once a year) with the new coordinates from the Swiss Ephemeris. **D. Directional Trading (The "Dir" Column)** The script includes a "Direction" column. Use this to track if a planet is **Direct (D)** or **Retrograde (Rx)**. **Strategy**: If a planet is listed as "D," its influence is considered "forward-moving" and predictable. If you update the code to show "Rx," expect the market sectors associated with that planet to experience "re-evaluations" or delays. --- ### Summary of Benefits for the User 1. **Eliminates Guesswork**: You no longer have to flip between an Ephemeris and TradingView; the data is on your screen. 2. **Historical Analysis**: You can manually change the data in the script to a historical date to see exactly how the "Astro-Weather" looked during a previous market crash or rally.
Pine Script® indicator
by Patiently_Pippin_
MA Crossover with R SquaredThis indicator enhances the classic Moving Average (MA) crossover strategy with statistical filtering and prediction capabilities. Let me explain what it does: Instead of just showing when a fast MA crosses above/below a slow MA, this indicator adds R² (R-squared) filtering to identify higher-quality crossovers and predicts future crossovers. What is R²? R² (Coefficient of Determination) is a statistical measure that shows how well one variable explains the movement of another variable. In simpler terms: R² = 1.0: Perfect relationship - 100% of the movement in one MA is explained by the other MA R² = 0.8: Strong relationship - 80% R² = 0.5: Moderate relationship - 50% R² = 0.0: No relationship - 0% Imagine two cars driving on a highway: High R² (0.9): Both cars are in the same lane, moving together consistently Low R² (0.3): One car is weaving between lanes while the other stays straight - poor coordination. Traditional MA crossovers often generate false signals during: Choppy markets (price bouncing around) Sideways/ranging markets Low volatility periods News events causing temporary spikes The R² Solution: R² acts as a "quality filter" that answers: "How meaningful this crossover is?" What this means: Before R² filtering: Every crossover generates a signal After R² filtering: Only crossovers with R² > threshold generate signals Result: Fewer but higher-quality signals. MARKET REGIME DETECTION High R² (> 0.7): Strong trending market - MA crossovers are reliable Medium R² (0.4-0.7): Moderate trending - use with caution Low R² (< 0.4): Choppy/range-bound market - avoid MA crossover signals Increasing R²: MAs are converging/moving together more closely Decreasing R²: MAs are diverging/losing coordination Sudden R² drop: Potential market regime change. Why Square the Correlation? Correlation: Measures direction AND strength (-1 to +1) R²: Measures strength ONLY (0 to 1) In trading: We care about relationship strength, not direction Direction is already indicated by crossover type (bullish/bearish) Real-World Interpretation: If R² = 0.64, it means: 64% of the variation in the fast MA is explained by the slow MA 36% is "noise" or unexplained movement The MAs are moderately coordinated. R² Trend Confirmation: Entry: When crossover occurs AND R² is above threshold Confirmation: R² continues rising after entry Exit: R² drops below threshold (relationship weakening) Multi-Timeframe R² Analysis Check R² on higher timeframe for trend context Use current timeframe for entry signals Example: Daily R² > 0.7 gives bullish bias, use 1-hour for entries. R² LIMITATIONS & CAUTIONS 1. Lagging Nature R² is calculated from past data By the time R² is high, the trend may already be established 2. Not a Standalone Indicator R² should confirm other signals, not generate them alone Always combine with price action, volume, support/resistance 3. Curve Fitting Risk Don't over-optimize R² thresholds on historical data What worked in the past may not work in the future Use R² as a filter, not a predictor 4. Market-Specific Behavior R² thresholds that work in trending stocks may fail in Forex Cryptocurrencies may require different R² settings than commodities Always test on your specific market/instrument Before Taking Any Signal: ✅ Does the crossover have a colored circle? (R² > threshold) ✅ What's the R² number shown? (Higher = better) ✅ Is R² rising or falling? (Rising = strengthening relationship) ✅ Check history table - what happened with similar R² values? ✅ Consider prediction - does it align with current signal? Simple R² Rules of Thumb: R² > 0.8: Excellent signal quality R² 0.6-0.8: Good signal quality R² 0.4-0.6: Moderate - use additional confirmation R² < 0.4: Poor - avoid or use extreme caution Think of R² as: A quality control inspector for MA crossovers A relationship therapist for your moving averages A statistical bouncer that only lets strong signals through Higher win rate + Better risk/reward = More profitable trading This script transforms the basic "when lines cross" approach into a sophisticated, statistically-validated trading system. R² is the secret sauce that separates random crossovers (Golden/Death) from meaningful trend changes. DISCLAIMER: This information is provided for educational purposes only and should not be considered financial, investment, or trading advice. Please do boost if you like it. Happy Trading.
Pine Script® indicator
by kingshukghosh71
BTC - Liquisync: Macro Pulse & Desync EngineLiquisync: Macro Pulse & Desync Engine | RM Strategic Context: The Macro Fuel Tank Why compare Global Liquidity to Bitcoin? Because Bitcoin acts as a "Global M2 Sponge." As central banks expand their balance sheets, this "Fuel" filters into the system, taking roughly 56 to 70 days to reach Bitcoin's price. Liquisync measures this lead-lag relationship to determine if the "Engine" (Price) is properly supported by the "Fuel" (M2). How the Model Differs: Liquisync vs. Standard Macro Composites Many existing macro scripts focus on a Linear Sum of indicators—adding up M2, Spread, and Copper/Gold into a single Z-score. While useful for general sentiment, these "Composite" models often suffer from Directional Blindness. They tell you if the environment is "Risk-On," but they cannot tell you if the Price is currently lying about the Liquidity. The Liquisync Edge: • Conflict Detection: Unlike composites that simply turn red or green, Liquisync identifies Desync. • Velocity Normalization: Instead of Z-scoring absolute values, we measure the Acceleration (Slope) of the move, allowing us to see "Decay" before the trend actually flips. How the Model Works 1. Pulse Velocity Mapping (The Dual-Slope Architecture) The engine utilizes a Dual-Slope Architecture to measure the "Dynamic Force" behind the market. By calculating the Linear Regression Slope for both Global Liquidity and BTC Price, we are measuring Acceleration. • Liquidity Slope (The Fuel): Measures the speed at which central banks are expanding or contracting the money supply. • Price Slope (The Engine): Measures the speed at which the market is repricing Bitcoin in response to that money (or due to other factors). The Mathematical Bridge: We don't just plot these lines independently; we normalize them. Because Global M2 is measured in Trillions and BTC in Thousands of Dollars, we transform both into a unified Relative Pulse Score (-100 to +100). Liquisync: The 4 Macro Scenarios (Directional Matrix) By measuring the interconnectivity of these two pulses, the engine identifies four distinct market regimes: Scenario A: Institutional Expansion (Harmony) Liquidity Slope (+ rising) | Price Slope (+ rising) Harmony. The trend is "True." The price increase is fully supported by global money. (Scenario Jan 2023) Scenario B: The Bear Trap (Desync / "Open Mouth") Liquidity Slope (+ rising) | Price Slope (- falling) The Core Edge. Liquidity is filling up, but price is dropping due to short-term panic. Because the fuel is there, the price must eventually snap upward to catch up with the liquidity reality. (Scenario Jun 2020) Scenario C: The Bull Trap (Desync / "Open Mouth") Liquidity Slope (- falling) | Price Slope (+ rising) The Danger Zone. Price is climbing on "Empty Fuel." Retail FOMO is driving the market while liquidity is being pulled. Highly unstable. (Scenario Jul 2022) Scenario D: Macro Contraction (Harmony) Liquidity Slope (- falling) | Price Slope (- falling) The Drain. Global liquidity is shrinking and price is following. A fundamental bear market. (Scenario Nov/Dec 2021) 2. Directional Desync (The Conflict Filter) Liquisync is a Conflict Filter. It ignores "Synchronous" phases where both lines move together and focuses 100% of its visual energy on the Desync scenarios (Bear Trap or Bull Trap). When the lines travel in opposite directions, the indicator generates Cyan Columns. The height of these columns tells you the intensity of the conflict. When the pulses move in Harmony (Scenario A & D), the desync value remains at zero. This creates a 'Visual Silence' on the chart, signaling that the current price trend is structurally healthy and macro-supported. 3. Liquisync Extreme (The Snap-Back Star ✦) This triggers when the "Open Mouth" (the Liquidity Pulse (Golden Line) and the Price Pulse (White Area) pull in diametrically opposite directions) desync reaches 85% of its 1-year historical record. This is a generational signal identifying the absolute limits of market irrationality relative to the macro reality (Price up, M2 down or vice versa). How to Read the Chart • Golden Pulse: The Liquidity Slope • White Area: The Price Slope • Harmony (No Columns): Price and Liquidity are in sync. Trend-following is safe. • Open Mouth (Cyan Columns): These are not momentum bars; they are Conflict Bars . They only appear when the Price and Liquidity are traveling in opposite directions. The taller the column, the more "stretched" the macro rubber band has become. • Magenta Stars: The desync is at a statistical limit. Expect a violent Macro Snap-Back toward the Golden Liquidity line. The 60-Day Lead-Lag Principle: Why the Delay? The Liquisync engine utilizes a specific forward-lag (defaulted to 60–80 days or 9 weeks, to be parametrized by the user) based on the Monetary Transmission Mechanism. Research into global liquidity cycles shows that central bank injections (M2 expansion) do not impact high-beta risk assets instantaneously. Capital follows a "Waterfall Effect": it moves first into primary dealer banks, then into credit markets and equities, and finally—once the "liquidity tide" has sufficiently risen—into the cryptocurrency ecosystem. Statistical correlation studies confirm that the peak relationship between Global M2 and Bitcoin historically occurs with a 56 to 63-day delay. By shifting the liquidity data forward, we align the "Macro Cause" with its "Market Effect," revealing a clearer predictive map that standard, unlagged indicators miss. Settings & Calibration: Tuning the Liquisync Engine The Liquisync engine is a precision instrument that requires specific calibration to align the "Macro Fuel" with the "Price Engine." Slope Lookback defines the sensitivity of our acceleration measurement; a setting of 6 (Weekly) or 30 (Daily) ensures we capture structural shifts while filtering out intraday noise Liquidity Lag is perhaps the most critical setting, as it shifts the M2 data forward to account for the standard 60–80 day (or 9-week) transmission delay—the time it takes for central bank liquidity to actually hit the crypto order books. Extreme Window establishes our statistical benchmark; by default, this is set to 52 (representing one full year on the Weekly timeframe), allowing the engine to identify "Magenta Star" signals by comparing the current directional desync against the highest records of the last 365 days. Recommended Calibration : • Daily (1D): Set Lag to 60–80 and Lookback to 30 . • Weekly (1W): Set Lag to 9 (9 weeks) and Lookback to 6 . The 1W chart is the preferred filter for macro cycles. Detailed Script Calculations The script aggregates liquidity from the FED, RRP, TGA, PBoC, ECB, and BoJ using request.security. We calculate the ta.linreg slope of this aggregate, normalize it via EMA-smoothed RSI mapping (-100 to +100), and apply a ta.change filter to identify directional opposition. The "Extreme" signal is derived from a rolling ta.highest window of the desync intensity. The Liquisync engine calculates the Linear Regression Slope (m) over a user-defined window: m = Where: • Δy = The distance between the current linear regression end-point and the previous bar. • Δx = The defined bar-count (Lookback). Risk Disclaimer & Credits The Liquisync is a thematic macro tool. Global liquidity data is subject to reporting delays (Note: Because central bank M2 data is typically reported with a lag, the Golden Pulse represents the most recently available macro data, not a real-time high-frequency feed.). This is not financial advice; it is a statistical model for institutional education. Rob Maths is not liable for losses incurred via use of this model. Tags: indicator, bitcoin, btc, macro, liquidity, desync, liquisync, institutional, m2, robmaths, Rob Maths
Pine Script® indicator
by Rob_Maths
ATR Based SL & TP Targets from Entry (Long/Short)ATR-based target helper for manual trade planning. Plots a single entry level plus ATR-based stop loss and take-profit targets on the price scale. The script uses a standard ATR (default 14) and lets you select the position side (Long or Short). For Long positions, it places the stop loss 1× ATR below the entry and take-profit levels at 1, 2, 3, and 4× ATR above. For Short positions, it mirrors this logic, placing the stop 1× ATR above the entry and targets 1–4× ATR below. You can adjust the entry price and ATR multipliers from the settings, and all levels update instantly, giving a clean visual of your risk and reward targets on the price scale. ------------------- Tip: After entry, and after I set my SL & TP levels, I hide the indicator until it's needed again. ​
Pine Script® indicator
by ThomasPg
ZLT - Date and Time MarkerPine Script v5 indicator called “DateTime Marker” that overlays on the chart and marks bars whose timestamp matches a user-defined schedule. When a bar “matches,” it can draw: a vertical line through the bar, a label with a time/date string, and a triangle marker below the bar (always plotted on matches). What you can configure Marker Type (the matching rule) You choose one of five modes: Every Minute Inputs: everyNMinutes (default 15), minuteOffset (default 0) Match condition: minute % everyNMinutes == minuteOffset Example with defaults: marks bars at :00, :15, :30, :45 each hour. Hourly Inputs: everyNHours (default 4), hourlyMinute (default 0) Match condition: hour % everyNHours == 0 AND minute == hourlyMinute Example with defaults: marks bars at 00:00, 04:00, 08:00, 12:00, 16:00, 20:00 (at minute 00). Daily Time Inputs: dailyHour (default 10), dailyMinute (default 0) Match condition: hour == dailyHour AND minute == dailyMinute Example with defaults: marks 10:00 every day. Weekly Day & Time Inputs: weekDay (default Tuesday), weeklyHour (default 16), weeklyMinute (default 0) It converts the weekday name to Pine’s dayofweek number via getDayNumber(). Match condition: dayofweek == targetDay AND hour == weeklyHour AND minute == weeklyMinute Example with defaults: marks Tuesday 16:00. Monthly Date & Time Inputs: monthlyDay (default 2), monthlyHour (default 23), monthlyMinute (default 0) Match condition: dayofmonth == monthlyDay AND hour == monthlyHour AND minute == monthlyMinute Example with defaults: marks the 2nd day of each month at 23:00. Visual settings showLine: whether to draw the vertical line. lineStyle: Solid/Dashed/Dotted (mapped to Pine line styles by getLineStyle()). lineColor, lineWidth: styling for the line (width is rounded to an integer because Pine line width is integer). showLabel: whether to draw a label. labelColor: background color of the label (text is forced white). What happens when a bar matches When isMatch becomes true on a bar: Vertical line: line.new() at that bar’s bar_index, from low to high, extended extend.both (so it spans the full chart vertically). Label: label.new() at the bar’s high, with mode-specific text: Minute/Hourly/Daily: "HH:mm" Weekly: "Tuesday HH:mm" (or whatever day selected) Monthly: "Day 2 - HH:mm" (or chosen day) Triangle marker: plotshape() draws a triangle up below the bar on every match (this happens regardless of showLine / showLabel). Important practical implications This uses the bar’s exchange/chart time (TradingView’s time, hour, minute, etc.), so results depend on the symbol/session and chart timezone settings. On timeframes coarser than 1 minute, “Every Minute” still checks only the bar’s timestamp minute value; it won’t mark intra-bar minutes that don’t exist as separate bars. Because it can create many objects (lines/labels), it sets max_labels_count=500. Lines are not capped here, so very dense marking can still clutter the chart. If you tell me your intended use (e.g., “mark NY open,” “mark every 15m candle close,” “mark macro events weekly”), I can point out whether the current matching logic fits that precisely or needs adjustments (sessions, timezones, avoiding duplicates, limiting lines, etc.).
Pine Script® indicator
by Kaeya
NQ Pro Dashboard (Master Fix)This indicator is a "Head-Up Display" designed specifically for trading NQ (Nasdaq-100 Futures). It aggregates data from the broader market (volatility) and the specific stocks that drive the Nasdaq index (The "Magnificent 7") to give you a single Trend Power Score. Here is a breakdown of how the logic works under the hood: 1. The Inputs (Data Feed) The script watches 9 specific assets in real-time (daily timeframe data): Fear Gauges: VIX: The volatility index for the S&P 500. VXN: The volatility index specifically for the Nasdaq-100. The Engine (Mag 7): NVDA, AAPL, MSFT, AMZN, GOOGL, META, TSLA. 2. The Logic: "Weighted" Market Strength Instead of treating every stock equally, the script applies a Weighting Multiplier to the Mag 7 stocks based on their approximate impact on the Nasdaq-100 index. Heavyweights (1.5x): NVDA, AAPL, MSFT (These move the market the most). Middleweights (1.0x): AMZN, GOOGL, META. Lightweight (0.7x): TSLA (Has the least pull of the group). It calculates a single percentage number (MAG 7 (W)) representing the combined push or pull of these stocks. 3. The "Trend Power" Score (0-100) This is the core signal. It starts at a neutral 50 and adds/subtracts points based on market conditions. Fear Factor: If VIX or VXN drops > 2% (Fear dying), it adds points (Bullish). If VIX or VXN spikes > 2% (Fear rising), it subtracts points (Bearish). Stock Strength: If the Weighted Mag 7 Average is > 1.0% (Strong Rally), it adds a massive 30 points. If it's negative (Sell-off), it subtracts points. The Score Breakdown: 80 - 100 (Green): STRONG BULL. The engines are firing (stocks up) and the brakes are off (VIX down). Do not short. 0 - 20 (Red): STRONG BEAR. Panic selling is occurring. Do not buy. 40 - 60 (Orange): CHOP / RANGE. Conflicting signals (e.g., stocks are up but VIX is also up). Be careful. 4. The "Exhaustion" Meter (ATR) The RANGE row tells you if the market has "gas left in the tank." It compares Today's Range (High - Low) to the 14-Day Average Range (ATR). < 50% (Yellow): Compressed. The market hasn't moved much yet. Expect a breakout soon. > 120% (Purple): Extended. The market has moved massive amounts today. A reversal or pause is statistically likely (mean reversion). 5. The Visuals (Leaders Row) The bottom row gives you a quick visual scan of the individual stocks: N▲ (Green): Nvidia is up. T▼ (Red): Tesla is down. This helps you spot "divergences"—for example, if the Trend Score is high but NVDA is Red, the rally might be fragile.
Pine Script® indicator
by day_trade_mind
Ultimate MACD [captainua]Ultimate MACD - Comprehensive MACD Trading System Overview This indicator combines traditional MACD calculations with advanced features including divergence detection, volume analysis, histogram analysis tools, regression forecasting, strong top/bottom detection, and multi-timeframe confirmation to provide a comprehensive MACD-based trading system. The script calculates MACD using configurable moving average types (EMA, SMA, RMA, WMA) and applies various smoothing methods to reduce noise while maintaining responsiveness. The combination of these features creates a multi-layered confirmation system that reduces false signals by requiring alignment across multiple indicators and timeframes. Core Calculations MACD Calculation: The script calculates MACD using the standard formula: MACD Line = Fast MA - Slow MA, Signal Line = Moving Average of MACD Line, Histogram = MACD Line - Signal Line. The default parameters are Fast=12, Slow=26, Signal=9, matching the traditional MACD settings. The script supports four moving average types: - EMA (Exponential Moving Average): Standard and most responsive, default choice - SMA (Simple Moving Average): Equal weight to all periods - RMA (Wilder's Moving Average): Smoother, less responsive - WMA (Weighted Moving Average): Recent prices weighted more heavily The price source can be configured as Close (standard), Open, High, Low, HL2, HLC3, or OHLC4. Alternative sources provide different sensitivity characteristics for various trading strategies. Configuration Presets: The script includes trading style presets that automatically configure MACD parameters: - Scalping: Fast/Responsive settings (8,18,6 with minimal smoothing) - Day Trading: Balanced settings (10,22,7 with minimal smoothing) - Swing Trading: Standard settings (12,26,9 with moderate smoothing) - Position Trading: Smooth/Conservative settings (15,35,12 with higher smoothing) - Custom: Full manual control over all parameters Histogram Smoothing: The histogram can be smoothed using EMA to reduce noise and filter minor fluctuations. Smoothing length of 1 = raw histogram (no smoothing), higher values (3-5) = smoother histogram. Increased smoothing reduces noise but may delay signals slightly. Percentage Mode: MACD values can be converted to percentage of price (MACD/Close*100) for cross-instrument comparison. This is useful when comparing MACD signals across instruments with different price levels (e.g., BTC vs ETH). The percentage mode normalizes MACD values, making them comparable regardless of instrument price. MACD Scale Factor: A scale factor multiplier (default 1.0) allows adjusting MACD display size for better visibility. Use 0.3-0.5 if MACD appears too compressed, or 2.0-3.0 if too small. Dynamic Overbought/Oversold Levels: Overbought and oversold levels are calculated dynamically based on MACD's mean and standard deviation over a lookback period. The formula: OB = MACD Mean + (StdDev × OB Multiplier), OS = MACD Mean - (StdDev × OS Multiplier). This adapts to current market conditions, widening in volatile markets and narrowing in calm markets. The lookback period (default 20) controls how quickly the levels adapt: longer periods (30-50) = more stable levels, shorter (10-15) = more responsive. OB/OS Background Coloring: Optional background coloring can highlight the entire panel when MACD enters overbought or oversold territory, providing prominent visual indication of extreme conditions. The background colors are drawn on top of the main background to ensure visibility. Divergence Detection Regular Divergence: The script uses the MACD line (not histogram) for divergence detection, which provides more reliable signals. Bullish divergence: Price makes a lower low while MACD line makes a higher low. Bearish divergence: Price makes a higher high while MACD line makes a lower high. Divergences often precede reversals and are powerful reversal signals. Pivot-Based Divergence: The divergence detection uses actual pivot points (pivotlow/pivothigh) instead of simple lowest/highest comparisons. This provides more accurate divergence detection by identifying significant pivot lows/highs in both price and MACD line. The pivot-based method compares two recent pivot points: for bullish divergence, price makes a lower low while MACD makes a higher low at the pivot points. This method reduces false divergences by requiring actual pivot points rather than just any low/high within a period. The pivot lookback parameters (left and right) control how many bars on each side of a pivot are required for confirmation. Higher values = more conservative pivot detection. Hidden Divergence: Continuation patterns that signal trend continuation rather than reversal. Bullish hidden divergence: Price makes a higher low but MACD makes a lower low. Bearish hidden divergence: Price makes a lower high but MACD makes a higher high. These patterns indicate the trend is likely to continue in the current direction. Zero-Line Filter: The "Don't Touch Zero Line" option ensures divergences occur in proper context: for bullish divergence, MACD must stay below zero; for bearish divergence, MACD must stay above zero. This filters out divergences that occur in neutral zones. Range Filtering: Minimum and maximum lookback ranges control the time window between pivots to consider for divergence. This helps filter out divergences that are too close together (noise) or too far apart (less relevant). Volume Confirmation System Volume threshold filtering requires current volume to exceed the volume SMA multiplied by the threshold factor. The formula: Volume Confirmed = Volume > (Volume SMA × Threshold). If the threshold is set to 1.0 or lower, volume confirmation is effectively disabled (always returns true). This allows you to use the indicator without volume filtering if desired. Volume confirmation significantly increases divergence and signal reliability. Volume Climax and Dry-Up Detection: The script can mark bars with extremely high volume (volume climax) or extremely low volume (volume dry-up). Volume climax indicates potential reversal points or strong momentum continuation. Volume dry-up indicates low participation and may produce unreliable signals. These markers use standard deviation multipliers to identify extreme volume conditions. Zero-Line Cross Detection MACD zero-line crosses indicate momentum shifts: above zero = bullish momentum, below zero = bearish momentum. The script includes alert conditions for zero-line crosses with cooldown protection to prevent alert spam. Zero-line crosses can provide early warning signals before MACD crosses the signal line. Histogram Analysis Tools Histogram Moving Average: A moving average applied to the histogram itself helps identify histogram trend direction and acts as a signal line for histogram movements. Supports EMA, SMA, RMA, and WMA types. Useful for identifying when histogram momentum is strengthening or weakening. Histogram Bollinger Bands: Bollinger Bands are applied to the MACD histogram instead of price. The calculation: Basis = SMA(Histogram, Period), StdDev = stdev(Histogram, Period), Upper = Basis + (StdDev × Deviation Multiplier), Lower = Basis - (StdDev × Deviation Multiplier). This creates dynamic zones around the histogram that adapt to histogram volatility. When the histogram touches or exceeds the bands, it indicates extreme conditions relative to recent histogram behavior. Stochastic MACD (StochMACD): Stochastic MACD applies the Stochastic oscillator formula to the MACD histogram instead of price. This normalizes the histogram to a 0-100 scale, making it easier to identify overbought/oversold conditions on the histogram itself. The calculation: %K = ((Histogram - Lowest Histogram) / (Highest Histogram - Lowest Histogram)) × 100. %K is smoothed, and %D is calculated as the moving average of smoothed %K. Standard thresholds are 80 (overbought) and 20 (oversold). Regression Forecasting The script includes advanced regression forecasting that predicts future MACD values using mathematical models. This helps anticipate potential MACD movements and provides forward-looking context for trading decisions. Regression Types: - Linear: Simple trend line (y = mx + b) - fastest, works well for steady trends - Polynomial: Quadratic curve (y = ax² + bx + c) - captures curvature in MACD movement - Exponential Smoothing: Weighted average with more weight on recent values - responsive to recent changes - Moving Average: Uses difference between short and long MA to estimate trend - stable and smooth Forecast Horizon: Number of bars to forecast ahead (default 5, max 50 for linear/MA, max 20 for polynomial due to performance). Longer horizons predict further ahead but may be less accurate. Confidence Bands: Optional upper/lower bands around forecast show prediction uncertainty based on forecast error (standard deviation of prediction vs actual). Wider bands = higher uncertainty. The confidence level multiplier (default 1.5) controls band width. Forecast Display: Forecast appears as dotted lines extending forward from current bar, with optional confidence bands. All forecast values respect percentage mode and scale factor settings. Strong Top/Bottom Signals The script detects strong recovery from extreme MACD levels, generating "sBottom" and "sTop" signals. These identify significant reversal potential when MACD recovers substantially from overbought/oversold extremes. Strong Bottom (sBottom): Triggered when: 1. MACD was at or near its lowest point in the bottom period (default 10 bars) 2. MACD was in or near the oversold zone 3. MACD has recovered by at least the threshold amount (default 0.5) from the lowest point 4. Recovery persists for confirmation bars (default 2 consecutive bars) 5. MACD has moved out of the oversold zone 6. Volume is above average 7. All enabled filters pass 8. Minimum bars have passed since last signal (reset period, default 5 bars) Strong Top (sTop): Triggered when: 1. MACD was at or near its highest point in the top period (default 7 bars) 2. MACD was in or near the overbought zone 3. MACD has declined by at least the threshold amount (default 0.5) from the highest point 4. Decline persists for confirmation bars (default 2 consecutive bars) 5. MACD has moved out of the overbought zone 6. Volume is above average 7. All enabled filters pass 8. Minimum bars have passed since last signal (reset period, default 5 bars) Label Placement: sTop/sBottom labels appear on the historical bar where the actual extreme occurred (not on current bar), showing the exact MACD value at that extreme. Labels respect the unified distance checking system to prevent overlaps with Buy/Sell Strength labels. Signal Strength Calculation The script calculates a composite signal strength score (0-100) based on multiple factors: - MACD distance from signal line (0-50 points): Larger separation indicates stronger signal - Volume confirmation (0-15 points): Volume above average adds points - Secondary timeframe alignment (0-15 points): Higher timeframe agreement adds points - Distance from zero line (0-20 points): Closer to zero can indicate stronger reversal potential Higher scores (70+) indicate stronger, more reliable signals. The signal strength is displayed in the statistics table and can be used as a filter to only accept signals above a threshold. Smart Label Placement System The script includes an advanced label placement system that tracks MACD extremes and places Buy/Sell Strength labels at optimal locations: Label Placement Algorithm: - Labels appear on the current bar at confirmation (not on historical extreme bars), ensuring they're visible when the signal is confirmed - The system tracks pending signals when MACD enters OB/OS zones or crosses the signal line - During tracking, the system continuously searches for the true extreme (lowest MACD for buys, highest MACD for sells) within a configurable historical lookback period - Labels are only finalized when: (1) MACD exits the OB/OS zone, (2) sufficient bars have passed (2x minimum distance), (3) MACD has recovered/declined by a configurable percentage from the extreme (default 15%), and (4) tracking has stopped (no better extreme found) Label Spacing and Overlap Prevention: - Minimum Bars Between Labels: Base distance requirement (default 5 bars) - Label Spacing Multiplier: Scales the base distance (default 1.5x) for better distribution. Higher values = more spacing between labels - Effective distance = Base Distance × Spacing Multiplier (e.g., 5 × 1.5 = 7.5 bars minimum) - Unified distance checking prevents overlaps between all label types (Buy Strength, Sell Strength, sTop, sBottom) Strength-Based Filtering: - Label Strength Minimum (%): Only labels with strength at or above this threshold are displayed (default 75%) - When multiple potential labels are close together, the system automatically compares strengths and keeps only the strongest one - This ensures only the most significant signals are displayed, reducing chart clutter Zero Line Polarity Enforcement: - Enforce Zero Line Polarity (default enabled): Ensures labels follow traditional MACD interpretation - Buy Strength labels only appear when the tracked extreme MACD value was below zero (negative territory) - Sell Strength labels only appear when the tracked extreme MACD value was above zero (positive territory) - This prevents counter-intuitive labels (e.g., Buy labels above zero line) and aligns with standard MACD trading principles Recovery/Decline Confirmation: - Recovery/Decline Confirm (%): Percent move away from the extreme required before finalizing (default 15%) - For Buy labels: MACD must recover by at least this percentage from the tracked bottom - For Sell labels: MACD must decline by at least this percentage from the tracked top - Higher values = more confirmation required, fewer but more reliable labels Historical Lookback: - Historical Lookback for Label Placement: Number of bars to search for true extremes (default 20) - The system searches within this period to find the actual lowest/highest MACD value - Higher values analyze more history but may be slower; lower values are faster but may miss some extremes Cross Quality Score The script calculates a MACD cross quality score (0-100) that rates crossover quality based on: - Cross angle (0-50 points): Steeper crosses = stronger signals - Volume confirmation (0-25 points): Volume above average adds points - Distance from zero line (0-25 points): Crosses near zero line are stronger This score helps identify high-quality crossovers and can be used as a filter to only accept signals meeting minimum quality threshold. Filtering System Histogram Filter: Requires histogram to be above zero for buy signals, below zero for sell signals. Ensures momentum alignment before generating signals. Signal Strength Filter: Requires minimum signal strength score for signals. Higher threshold = only strongest signals pass. This combines multiple confirmation factors into a single filter. Cross Quality Filter: Requires minimum cross quality score for signals. Rates crossover quality based on angle, volume, momentum, and distance from zero. Only signals meeting minimum quality threshold will be generated. All filters use the pattern: filterResult = not filterEnabled OR conditionMet. This means if a filter is disabled, it always passes (returns true). Filters can be combined, and all must pass for a signal to fire. Multi-Timeframe Analysis The script can display MACD from a secondary (higher) timeframe and use it for confirmation. When secondary timeframe confirmation is enabled, signals require the higher timeframe MACD to align (bullish/bearish) with the signal direction. This ensures signals align with the larger trend context, reducing counter-trend trades. Secondary Timeframe MACD: The secondary timeframe MACD uses the same calculation parameters (fast, slow, signal, MA type) as the main MACD but from a higher timeframe. This provides context for the current timeframe's MACD position relative to the larger trend. The secondary MACD lines are displayed on the chart when enabled. Noise Filtering Noise filtering hides small histogram movements below a threshold. This helps focus on significant moves and reduces chart clutter. When enabled, only histogram movements above the threshold are displayed. Typical threshold values are 0.1-0.5 for most instruments, depending on the instrument's price range and volatility. Signal Debounce Signal debounce prevents duplicate MACD cross signals within a short time period. Useful when MACD crosses back and forth quickly, creating multiple signals. Debounce ensures only one signal per period, reducing signal spam during choppy markets. This is separate from alert cooldown, which applies to all alert types. Background Color Modes The script offers three background color modes: - Dynamic: Full MACD heatmap based on OB/OS conditions, confidence, and momentum. Provides rich visual feedback. - Monotone: Soft neutral background but still allows overlays (OB/OS zones). Keeps the chart clean without overpowering candles. - Off: No MACD background (only overlays and plots). Maximum chart cleanliness. When OB/OS background colors are enabled, they are drawn on top of the main background to ensure visibility. Statistics Table A real-time statistics table displays current MACD values, signal strength, distance from zero line, secondary timeframe alignment, volume confirmation status, and all active filter statuses. The table dynamically adjusts to show only enabled features, keeping it clean and relevant. The table position can be configured (Top Left, Top Right, Bottom Left, Bottom Right). Performance Statistics Table An optional performance statistics table shows comprehensive filter diagnostics: - Total buy/sell signals (raw crossover count before filters) - Filtered buy/sell signals (signals that passed all filters) - Overall pass rates (percentage of signals that passed filters) - Rejected signals count - Filter-by-filter rejection diagnostics showing which filters rejected how many signals This table helps optimize filter settings by showing which filters are most restrictive and how they impact signal frequency. The diagnostics format shows rejections as "X B / Y S" (X buy signals rejected, Y sell signals rejected) or "Disabled" if the filter is not active. Alert System The script includes separate alert conditions for each signal type: - MACD Cross: MACD line crosses above/below Signal line (with or without secondary confirmation) - Zero-Line Cross: MACD crosses above/below zero - Divergence: Regular and hidden divergence detections - Secondary Timeframe: Higher timeframe MACD crosses - Histogram MA Cross: Histogram crosses above/below its moving average - Histogram Zero Cross: Histogram crosses above/below zero - StochMACD: StochMACD overbought/oversold entries and %K/%D crosses - Histogram BB: Histogram touches/breaks Bollinger Bands - Volume Events: Volume climax and dry-up detections - OB/OS: MACD entry/exit from overbought/oversold zones - Strong Top/Bottom: sTop and sBottom signal detections Each alert type has its own cooldown system to prevent alert spam. The cooldown requires a minimum number of bars between alerts of the same type, reducing duplicate alerts during volatile periods. Alert types can be filtered to only evaluate specific alert types (All, MACD Cross, Zero Line, Divergence, Secondary Timeframe, Histogram MA, Histogram Zero, StochMACD, Histogram BB, Volume Events, OB/OS, Strong Top/Bottom). How Components Work Together MACD crossovers provide the primary signal when the MACD line crosses the Signal line. Zero-line crosses indicate momentum shifts and can provide early warning signals. Divergences identify potential reversals before they occur. Volume confirmation ensures signals occur with sufficient market participation, filtering out low-volume false breakouts. Histogram analysis tools (MA, Bollinger Bands, StochMACD) provide additional context for signal reliability and identify significant histogram zones. Signal strength combines multiple confirmation factors into a single score, making it easy to filter for only the strongest signals. Cross quality score rates crossover quality to identify high-quality setups. Multi-timeframe confirmation ensures signals align with higher timeframe trends, reducing counter-trend trades. Usage Instructions Getting Started: The default configuration shows MACD(12,26,9) with standard EMA calculations. Start with default settings and observe behavior, then customize settings to match your trading style. You can use configuration presets for quick setup based on your trading style. Customizing MACD Parameters: Adjust Fast Length (default 12), Slow Length (default 26), and Signal Length (default 9) based on your trading timeframe. Shorter periods (8,17,7) for faster signals, longer (15,30,12) for smoother signals. You can change the moving average type: EMA for responsiveness, RMA for smoothness, WMA for recent price emphasis. Price Source Selection: Choose Close (standard), or alternative sources (HL2, HLC3, OHLC4) for different sensitivity. HL2 uses the midpoint of the high-low range, HLC3 and OHLC4 incorporate more price information. Histogram Smoothing: Set smoothing to 1 for raw histogram (no smoothing), or increase (3-5) for smoother histogram that reduces noise. Higher smoothing reduces false signals but may delay signals slightly. Percentage Mode: Enable percentage mode when comparing MACD across instruments with different price levels. This normalizes MACD values, making them directly comparable. Dynamic OB/OS Levels: The dynamic thresholds automatically adapt to volatility. Adjust the multipliers (default 1.5) to fine-tune sensitivity: higher values (2.0-3.0) = more extreme thresholds (fewer signals), lower (1.0-1.5) = more frequent signals. Adjust the lookback period to control how quickly levels adapt. Enable OB/OS background colors for visual indication of extreme conditions. Volume Confirmation: Set volume threshold to 1.0 (default, effectively disabled) or higher (1.2-1.5) for standard confirmation. Higher values require more volume for confirmation. Set to 0.1 to completely disable volume filtering. Filters: Enable filters gradually to find your preferred balance. Start with histogram filter for basic momentum alignment, then add signal strength filter (threshold 50+) for moderate signals, then cross quality filter (threshold 50+) for high-quality crossovers. Combine filters for highest-quality signals but expect fewer signals. Divergence: Enable divergence detection and adjust pivot lookback parameters. Pivot-based divergence provides more accurate detection using actual pivot points. Hidden divergence is useful for trend-following strategies. Adjust range parameters to filter divergences by time window. Zero-Line Crosses: Zero-line cross alerts are automatically available when alerts are enabled. These provide early warning signals for momentum shifts. Histogram Analysis Tools: Enable Histogram Moving Average to see histogram trend direction. Enable Histogram Bollinger Bands to identify extreme histogram zones. Enable Stochastic MACD to normalize histogram to 0-100 scale for overbought/oversold identification. Multi-Timeframe: Enable secondary timeframe MACD to see higher timeframe context. Enable secondary confirmation to require higher timeframe alignment for signals. Signal Strength: Signal strength is automatically calculated and displayed in the statistics table. Use signal strength filter to only accept signals above a threshold (e.g., 50 for moderate, 70+ for strong signals only). Smart Label Placement: Configure label placement settings to control label appearance and quality: - Label Strength Minimum (%): Set threshold (default 75%) to show only strong signals. Higher = fewer, stronger labels - Label Spacing Multiplier: Adjust spacing (default 1.5x) for better distribution. Higher = more spacing between labels - Recovery/Decline Confirm (%): Set confirmation requirement (default 15%). Higher = more confirmation, fewer labels - Enforce Zero Line Polarity: Enable (default) to ensure Buy labels only appear when tracked extreme was below zero, Sell labels only when above zero - Historical Lookback: Adjust search period (default 20 bars) for finding true extremes. Higher = more history analyzed Cross Quality: Cross quality score is automatically calculated for crossovers. Use cross quality filter to only accept high-quality crossovers (threshold 50+ for moderate, 70+ for high quality). Alerts: Set up alerts for your preferred signal types. Enable alert cooldown (default enabled, 5 bars) to prevent alert spam. Use alert type filter to only evaluate specific alert types (All, MACD Cross, Zero Line, Divergence, Secondary Timeframe, Histogram MA, Histogram Zero, StochMACD, Histogram BB, Volume Events, OB/OS, Strong Top/Bottom). Each signal type has its own alert condition, so you can be selective about which signals trigger alerts. Visual Elements and Signal Markers The script uses various visual markers to indicate signals and conditions: - MACD Line: Green when above signal (bullish), red when below (bearish) if dynamic colors enabled. Optional black outline for enhanced visibility - Signal Line: Orange line with optional black outline for enhanced visibility - Histogram: Color-coded based on direction and momentum (green for bullish rising, lime for bullish falling, red for bearish falling, orange for bearish rising) - Zero Line: Horizontal reference line at MACD = 0 - Fill to Zero: Green/red semi-transparent fill between MACD line and zero line showing bullish/bearish territory - Fill Between OB/OS: Blue semi-transparent fill between overbought/oversold thresholds highlighting neutral zone - OB/OS Background Colors: Background coloring when MACD enters overbought/oversold zones - Background Colors: Dynamic or monotone backgrounds indicating MACD state, or custom chart background - Divergence Labels: "🐂" for bullish, "🐻" for bearish, "H Bull" for hidden bullish, "H Bear" for hidden bearish - Divergence Lines: Colored lines connecting pivot points when divergences are detected - Volume Climax Markers: ⚡ symbol for extremely high volume - Volume Dry-Up Markers: 💧 symbol for extremely low volume - Buy/Sell Strength Labels: Show signal strength percentage (e.g., "Buy Strength: 75%") - Strong Top/Bottom Labels: "sTop" and "sBottom" for extreme level recoveries - Secondary MACD Lines: Purple lines showing higher timeframe MACD - Histogram MA: Orange line showing histogram moving average - Histogram BB: Blue bands around histogram showing extreme zones - StochMACD Lines: %K and %D lines with overbought/oversold thresholds - Regression Forecast: Dotted blue lines extending forward with optional confidence bands Signal Priority and Interpretation Signals are generated independently and can occur simultaneously. Higher-priority signals generally indicate stronger setups: 1. MACD Cross with Multiple Filters - Highest priority: Requires MACD crossover plus all enabled filters (histogram, signal strength, cross quality) and secondary timeframe confirmation if enabled. These are the most reliable signals. 2. Zero-Line Cross - High priority: Indicates momentum shift. Can provide early warning signals before MACD crosses the signal line. 3. Divergence Signals - Medium-High priority: Pivot-based divergence is more reliable than simple divergence. Hidden divergence indicates continuation rather than reversal. 4. MACD Cross with Basic Filters - Medium priority: MACD crosses signal line with basic histogram filter. Less reliable alone but useful when combined with other confirmations. Best practice: Wait for multiple confirmations. For example, a MACD crossover combined with divergence, volume confirmation, and secondary timeframe alignment provides the strongest setup. Chart Requirements For proper script functionality and compliance with TradingView requirements, ensure your chart displays: - Symbol name: The trading pair or instrument name should be visible - Timeframe: The chart timeframe should be clearly displayed - Script name: "Ultimate MACD " should be visible in the indicator title These elements help traders understand what they're viewing and ensure proper script identification. The script automatically includes this information in the indicator title and chart labels. Performance Considerations The script is optimized for performance: - Calculations use efficient Pine Script functions (ta.ema, ta.sma, etc.) which are optimized by TradingView - Conditional execution: Features only calculate when enabled - Label management: Old labels are automatically deleted to prevent accumulation - Array management: Divergence label arrays are limited to prevent memory accumulation The script should perform well on all timeframes. On very long historical data with many enabled features, performance may be slightly slower, but it remains usable. Known Limitations and Considerations - Dynamic OB/OS levels can vary significantly based on recent MACD volatility. In very volatile markets, levels may be wider; in calm markets, they may be narrower. - Volume confirmation requires sufficient historical volume data. On new instruments or very short timeframes, volume calculations may be less reliable. - Higher timeframe MACD uses request.security() which may have slight delays on some data feeds. - Stochastic MACD requires the histogram to have sufficient history. Very short periods on new charts may produce less reliable StochMACD values initially. - Divergence detection requires sufficient historical data to identify pivot points. Very short lookback periods may produce false positives. Practical Use Cases The indicator can be configured for different trading styles and timeframes: Swing Trading: Use MACD(12,26,9) with secondary timeframe confirmation. Enable divergence detection. Use signal strength filter (threshold 50+) and cross quality filter (threshold 50+) for higher-quality signals. Enable histogram analysis tools for additional context. Day Trading: Use MACD(8,17,7) or use "Day Trading" preset with minimal histogram smoothing for faster signals. Enable zero-line cross alerts for early signals. Use volume confirmation with threshold 1.2-1.5. Enable histogram MA for momentum tracking. Trend Following: Use MACD(12,26,9) or longer periods (15,30,12) for smoother signals. Enable secondary timeframe confirmation for trend alignment. Hidden divergence signals are useful for trend continuation entries. Use cross quality filter to identify high-quality crossovers. Reversal Trading: Focus on divergence detection (pivot-based for accuracy) combined with zero-line crosses. Enable volume confirmation. Use histogram Bollinger Bands to identify extreme histogram zones. Enable StochMACD for overbought/oversold identification. Multi-Timeframe Analysis: Enable secondary timeframe MACD to see context from larger timeframes. For example, use daily MACD on hourly charts to understand the larger trend context. Enable secondary confirmation to require higher timeframe alignment for signals. Practical Tips and Best Practices Getting Started: Start with default settings and observe MACD behavior. The default configuration (MACD 12,26,9 with EMA) is balanced and works well across different markets. After observing behavior, customize settings to match your trading style. Consider using configuration presets for quick setup. Reducing Repainting: All signals are based on confirmed bars, minimizing repainting. The script uses confirmed bar data for all calculations to ensure backtesting accuracy. Signal Quality: MACD crosses with multiple filters provide the highest-quality signals because they require alignment across multiple indicators. These signals have lower frequency but higher reliability. Use signal strength scores to identify the strongest signals (70+). Use cross quality scores to identify high-quality crossovers (70+). Filter Combinations: Start with histogram filter for basic momentum alignment, then add signal strength filter for moderate signals, then cross quality filter for high-quality crossovers. Combining all filters significantly reduces false signals but also reduces signal frequency. Find your balance based on your risk tolerance. Volume Filtering: Set volume threshold to 1.0 (default, effectively disabled) or lower to effectively disable volume filtering if you trade instruments with unreliable volume data or want to test without volume confirmation. Standard confirmation uses 1.2-1.5 threshold. MACD Period Selection: Standard MACD(12,26,9) provides balanced signals suitable for most trading. Shorter periods (8,17,7) for faster signals, longer (15,30,12) for smoother signals. Adjust based on your timeframe and trading style. Consider using configuration presets for optimized settings. Moving Average Type: EMA provides balanced responsiveness with smoothness. RMA is smoother and less responsive. WMA gives more weight to recent prices. SMA gives equal weight to all periods. Choose based on your preference for responsiveness vs. smoothness. Divergence: Pivot-based divergence is more reliable than simple divergence because it uses actual pivot points. Hidden divergence indicates continuation rather than reversal, useful for trend-following strategies. Adjust pivot lookback parameters to control sensitivity. Dynamic Thresholds: Dynamic OB/OS thresholds automatically adapt to volatility. In volatile markets, thresholds widen; in calm markets, they narrow. Adjust the multipliers to fine-tune sensitivity. Enable OB/OS background colors for visual indication. Zero-Line Crosses: Zero-line crosses indicate momentum shifts and can provide early warning signals before MACD crosses the signal line. Enable alerts for zero-line crosses to catch these early signals. Alert Management: Enable alert cooldown (default enabled, 5 bars) to prevent alert spam. Use alert type filter to only evaluate specific alert types. Signal debounce (default enabled, 3 bars) prevents duplicate MACD cross signals during choppy markets. Technical Specifications - Pine Script Version: v6 - Indicator Type: Non-overlay (displays in separate panel below price chart) - Repainting Behavior: Minimal - all signals are based on confirmed bars, ensuring accurate backtesting results - Performance: Optimized with conditional execution. Features only calculate when enabled. - Compatibility: Works on all timeframes (1 minute to 1 month) and all instruments (stocks, forex, crypto, futures, etc.) - Edge Case Handling: All calculations include safety checks for division by zero, NA values, and boundary conditions. Alert cooldowns and signal debounce handle edge cases where conditions never occurred or values are NA. Technical Notes - All MACD values respect percentage mode conversion when enabled - Volume confirmation uses cached volume SMA for performance - Label arrays (divergence) are automatically limited to prevent memory accumulation - Background coloring: OB/OS backgrounds are drawn on top of main background to ensure visibility - All calculations are optimized with conditional execution - features only calculate when enabled (performance optimization) - Signal strength calculation combines multiple factors into a single score for easy filtering - Cross quality calculation rates crossover quality based on angle, volume, and distance from zero - Secondary timeframe MACD uses request.security() for higher timeframe data access - Histogram analysis features (Bollinger Bands, MA, StochMACD) provide additional context beyond basic MACD signals - Statistics table dynamically adjusts to show only enabled features, keeping it clean and relevant - Divergence detection uses MACD line (not histogram) for more reliable signals - Configuration presets automatically optimize MACD parameters for different trading styles - Smart label placement: Labels appear on current bar at confirmation, using strength from tracked extreme point - Label spacing uses effective distance (base distance × spacing multiplier) for better distribution - Zero line polarity enforcement ensures Buy labels only appear when tracked extreme MACD < 0, Sell labels only when tracked extreme MACD > 0 - Label finalization requires MACD exit from OB/OS zone, sufficient bars passed, and recovery/decline percentage confirmation - Strength-based filtering automatically compares and keeps only the strongest label when multiple signals are close together - Enhanced visualization: Line outlines drawn behind main lines for superior visibility (black default, configurable) - Enhanced visualization: Fill between MACD and zero line provides instant visual feedback (green above, red below) - Enhanced visualization: Fill between OB/OS thresholds highlights neutral zone when dynamic levels are active - Custom chart background overrides background mode when enabled, allowing theme-consistent indicator panels
Pine Script® indicator
by captain_ua
2
15M Swing Sweep Lines + SMT (ES vs NQ)15M Swing Sweep Lines (NY Killzones)Visualize liquidity sweeps of 15-minute swing highs/lows exclusively during high-impact London & New York killzones.This ICT-inspired indicator detects when price sweeps (wicks beyond) the most recent confirmed 15-minute swing high or low — classic signs of liquidity raids or stop hunts — but only if the sweep happens during key "killzone" sessions where institutional activity is typically highest.Key Features15M Swing Detection: Uses confirmed pivot highs/lows (length 2) on the 15-minute timeframe for reliable structure points. Killzone Filters (New York time):London Killzone: 3:00 AM – 4:59 AM New York Killzone: 9:30 AM – 10:59 AM (captures the high-volatility NY open overlap) Sweep Visualization:Bearish Sweep (high > last 15M swing high): Thick red horizontal line from the swing point to the sweep bar. Bullish Sweep (low < last 15M swing low): Thick green horizontal line from the swing point to the sweep bar. Lines use xloc.bar_time for precise placement and extend only to the bar where the sweep occurs. No duplicates: Prevents multiple lines for the same swing sweep. Non-repainting logic with lookahead_off for clean, trustworthy signals. Why Killzones MatterMany ICT/SMC traders focus on these windows because they often feature aggressive manipulation, equal highs/lows sweeps, and the setup for strong directional moves. This tool helps you instantly spot when buy-side or sell-side liquidity has been raided on the 15M structure during these prime times.Ideal ForConfirming potential reversals or inducements after liquidity grabs. Adding confluence to entries during London or NY sessions. Futures traders (ES, NQ, etc.) looking for clean visual cues of smart money engineering. Lightweight, overlay-friendly, and focused — add it to your chart for clearer insight into 15M liquidity sweeps when it matters most. Perfect companion for killzone-based strategies!
Pine Script® indicator
by gthomasperth
tncylyv - Improved Delta Volume BubbleThis script is a specialized modification and structural upgrade of the excellent "Delta Volume Bubble " by tncylyv. While the original tool provided a fantastic foundation for statistical volume analysis, this "Zero Float" Edition was built to solve specific visual challenges faced by active traders—specifically the issue of indicators "floating" or disconnecting from price when zooming in on lower timeframes. The Straight Improvements This version turns a "Signal Indicator" into a complete "Trading System" with five specific upgrades: 1. Visual Stability (The "Zero Float" Fix) Original: Used complex coordinates that could desynchronize, causing bubbles to drift or float away from candles on fast charts (1m/5m). My Upgrade: Implemented "Magnetic Anchoring." Labels and bubbles are now physically locked to the candle wicks. They never drift, overlap, or float, no matter how much you zoom or resize the chart. 2. Cognitive Load (The HUD) Original: Displayed raw numbers inside colored circles, requiring you to memorize color codes. My Upgrade: Replaced numbers with Semantic Text Labels (e.g., "ABSORB", "SQUEEZE", "MOMENTUM"). You can read the market intent instantly without decoding it. 3. Regime Adaptation (AI Engine) Original: Used a fixed threshold (e.g., Z-Score > 2.0). My Upgrade: Added an Adaptive Learning Window. The script scans recent volatility to automatically raise the threshold during choppy markets (filtering noise) and lower it during quiet sessions (catching subtle entries). 4. Market Memory (Smart Structure) Original: Signals disappeared into history. My Upgrade: Draws Support/Resistance Rails extending from major volume events. This helps you visualize exactly where institutions are defending their positions. 5. Robust Data Handling My Upgrade: Added a Hybrid Fallback Engine. If granular 1-minute data isn't available (e.g., on historical charts), the script seamlessly switches to an estimation model so the indicator never "breaks" or disappears. Core Logic Z-Score Normalization: We don't look at raw volume; we look at statistical anomalies (Standard Deviations). Absorption: Detects "Effort vs. Result"—high volume with tiny price movement (Trapped Traders). Squeeze: Highlights areas where a breakout is imminent due to volatility compression. Credits Original Concept & Code: tncylyv (Delta Volume Bubble ). This script would not exist without his brilliant groundwork. Modifications: Visual Anchoring, HUD Text System, AI Thresholding, and Structure Rails added in this edition. This script is open-source to keep the spirit of the original author alive. Use it to understand the "Why" behind the move.
Pine Script® indicator
by CustomQuantLabs
2
Sector Flow AnalysisSector Flow Analysis - Track market leadership and rotation across 11 major sector ETFs with real-time performance rankings. Key Features: Monitors all 11 S&P sector ETFs (XLK, XLF, XLI, XLU, XLV, XLP, XLY, XLB, XLRE, XLC, XLE) Configurable lookback period (5-60 days) for performance calculation Color-coded risk indicators: 🟢 Risk-On sectors leading (bullish), 🟠 Risk-Off sectors leading (defensive), 🟡 Neutral sectors Display top N sectors (1-11) to declutter your chart Fully customizable positioning, text size, and color Clean, minimal table overlay that won't obstruct your chart Use Cases: Identify sector rotation patterns and market leadership changes Gauge market sentiment (risk-on vs risk-off behavior) Find opportunities by tracking which sectors are gaining/losing momentum Confirm trend strength when your stock's sector is leading Perfect companion to comprehensive market analysis tools for a complete picture of sector dynamics.
Pine Script® indicator
by danny_dahan