TZ - India VIX Volatility ZonesTZ – India VIX Volatility Zones is a long-term volatility analysis indicator designed to visually map important India VIX regimes using clearly defined horizontal zones and labels.
The indicator highlights how market volatility cycles between complacency, normal conditions, elevated risk, and panic phases. These zones are based on historical behavior of India VIX and help traders understand when risk is underpriced or overstretched.
This tool is especially useful for:
Index traders
Options sellers and buyers
Risk management and regime filtering
Long-term volatility study
How It Works
The script plots static, historically significant volatility zones on the India VIX chart and visually separates them using shaded bands and labels.
Volatility Zones Explained
1.Extreme Low Volatility (VIX 8–10)
Indicates market complacency and underpriced risk. Often precedes volatility expansion.
2.Low Volatility (VIX 10–13)
Stable market conditions with controlled movement.
3.Normal Volatility (VIX 13–18)
Healthy market behavior and balanced risk.
4.High Volatility (VIX 18–25)
Rising uncertainty and increased intraday swings.
5.Panic Zone (VIX 25–35+)
High fear environment, usually during major events or crises.
How Traders Can Use This Indicator
Identify volatility regimes before choosing option strategies
Avoid aggressive short-volatility trades during extreme zones
Prepare for volatility expansion during low-VIX phases
Use as a market risk context tool alongside price action
This indicator does not provide buy/sell signals. It is designed for contextual analysis and decision support.
Best Usage
Apply on India VIX (NSE:INDIAVIX)
Works best on Weekly and Monthly timeframes
Can be combined with index charts for volatility-based risk assessment
Disclaimer
This indicator is for educational and analytical purposes only.
It does not constitute financial advice or trade recommendations.
Users should apply proper risk management and confirm signals using additional analysis.
Indicators and strategies
Fractal Swing Levels📊 Fractal Swing Levels — Indicator Description
Fractal Swing Levels is a lightweight, visual indicator that plots historical swing high and swing low reference levels using Williams Fractal logic. The indicator helps traders visually identify areas where price previously formed confirmed pivots. These levels can be used as contextual reference zones when analyzing price structure and market behavior.
🔍 What the Indicator Does
Detects confirmed swing highs and swing lows using a configurable fractal length. Draws horizontal levels at those swing points. Extends the levels to the right for ongoing visual reference. Limits the number of displayed levels to keep the chart clean
🎨 Visual Elements
Red lines represent historical swing high levels
Green lines represent historical swing low levels
These lines are drawn only after fractal confirmation and represent past price structure, not future projections.
⚙️ Settings Explained
Fractal Length : Controls how significant a swing must be to qualify as a level.
Higher values → fewer, more prominent levels
Lower values → more frequent levels
Max Levels Per Side : Limits how many swing high and swing low levels are displayed at one time, helping reduce chart clutter.
📈 How to Use
Use the levels as visual reference points for structure analysis. Combine with trend tools, moving averages, or other technical indicators. Useful across intraday, swing, and positional timeframes. This indicator is best used as a contextual aid, not as a standalone decision tool.
⚠️ Important Notes
This is a visual analysis tool only. It does not generate buy or sell signals. It does not predict future price movement. Levels are based solely on confirmed historical price data
🎯 Summary
Fractal Swing Levels provides a clean and minimal way to visualize historical swing structure on the chart, helping traders better understand where price has previously reacted.
HTF Accumulation Distribution Zones (Analysis)📌 Indicator Name
HTF Accumulation–Distribution Zones (Analysis)
This indicator highlights potential accumulation and distribution contexts on the price chart using a combination of volume behavior, volatility (ATR), momentum, and VWAP positioning.The script is designed to help traders understand market participation and positioning, especially on higher intraday and swing timeframes, where institutional activity tends to leave clearer footprints.
🔍 What the indicator shows
ACC (Accumulation) : Marks areas where controlled buying activity may be present, identified through:
Strong candle structure relative to volatility
Healthy or controlled volume participation
Improving momentum within defined ranges
DIST (Distribution) : Marks areas where selling pressure may be emerging, identified through:
Price stretching away from VWAP
Weakening momentum
Strong bearish candle structure
These labels represent contextual zones, not trade signals.
🧠 How to use it
Use ACC and DIST labels as market context, not as direct buy or sell instructions.
Best used as a confirmation layer alongside:
Trend filters (EMA, VWAP, structure)
Support & resistance
Breakout or pullback strategies
Works well on 15-minute, 30-minute, 1-hour, and higher timeframes
Suitable for indices, futures, and liquid stocks
⚠️ Important Notes
This indicator does not generate buy or sell signals. It does not predict future price movement. All outputs are based purely on historical data analysis. Always apply independent confirmation and proper risk management
Trend Regime Bands (EMA 50 / 150 / 200)📘 Trend Regime Bands – EMA 50·150·200
Overview
Trend Regime Bands is a visual trend-context indicator designed to help users quickly understand whether the market is in a bullish or bearish regime. The indicator uses the alignment of EMA 50, EMA 150, and EMA 200 to determine overall trend direction, while additional EMAs are used only to create color-based bands for visual context. No buy or sell signals are generated.
How Trend Direction Is Determined
Trend direction is derived exclusively from the relative positioning of: EMA 50 (short-term trend) , EMA 150 (medium-term trend) , EMA 200 (long-term trend) . Bullish regime: EMA 50 ≥ EMA 150 ≥ EMA 200 . Bearish regime: EMA 50 < EMA 150 < EMA 200. These three EMAs act as the decision framework for the indicator.
What the Color Bands Represent : The indicator displays two visual bands on the chart:
Fast Band (Momentum Context) - Built using faster EMAs, Represents short-term momentum and pullback behavior. Brighter color intensity reflects stronger momentum
Slow Band (Regime Context) - Built using slower EMAs. Represents broader trend structure and regime stability.Deeper color intensity reflects stronger trend alignment
The color of both bands follows the trend direction determined by EMA 50/150/200:
Green shades indicate a bullish regime. Red shades indicate a bearish regime. Color intensity increases or decreases smoothly based on trend strength.
How to Use This Indicator
Use the bands to understand market context, not as entry or exit signals. Strong, bright bands suggest a well-established trend. Lighter bands indicate weaker or transitioning trends. The indicator works across intraday, swing, and higher timeframes. This tool is best used alongside price action, support/resistance, or other confirmation methods.
Important Notes
This indicator does not provide buy or sell signals. It does not predict future price movement. It is intended solely as a visual trend-regime and context tool
Summary
Trend Regime Bands offers a clean, distraction-free way to visualize bullish and bearish market regimes using EMA structure and color intensity, helping traders maintain directional awareness and discipline.
Supply & Demand Zones (Volume-Based)📌 Supply & Demand Zones (Volume-Based) — Indicator Description
Overview
This indicator visually highlights potential supply and demand price zones using historical candle structure combined with relative volume behavior.The zones are intended to help users observe areas of increased market activity where price has previously reacted. This tool is designed for visual analysis only.
How the Zones Are Identified
Demand zones are highlighted when price shows a strong bullish reaction following a bearish candle.Supply zones are highlighted when price shows a strong bearish reaction following a bullish candle.Relative volume is used as context, not as a predictive input, to classify zones into higher or lower activity levels.Zones automatically invalidate when price structurally breaks them.
About the Percentage Display
The percentage shown on a zone represents normalized relative volume strength at the time the zone was formed.This value is not a probability, not a success rate, and not a performance metric.It should not be interpreted as a prediction or trading signal.Percentages are displayed only for active zones and are removed once a zone is invalidated.
How This Indicator Is Intended to Be Used
As a visual reference tool for identifying historical supply and demand areas.As a contextual overlay alongside other forms of technical analysis.To observe how price behaves when revisiting previously active zones.This indicator does not suggest trade direction, entry timing, or exit levels.
Important Notes & Limitations
All zones are derived from historical price and volume data.Market conditions change, and historical zones may lose relevance over time.No trading decisions should be made based solely on this indicator.Users are encouraged to apply their own analysis and risk management.
Disclaimer
This indicator is provided for educational and informational purposes only.It does not constitute trading, investment, or financial advice.The author assumes no responsibility for decisions made using this tool.
Custom Psych Levels V1.0 Theo SignalDesigned for Index Traders (US30, NAS100, SPX, etc.)
This script is especially effective on indices such as US30, where price reacts strongly to round numbers and psychological zones. By default, levels adapt to index volatility and scale, making them ideal for:
intraday bias
pullback reactions
breakout continuation
mean reversion back to balance
Key Features
Rolling 5-Level Structure: Always centered on current price, no chart clutter.
Market- Aware Magnitude: Automatically adjusts spacing for indices, forex, and crypto.
Higher- Timeframe Anchoring: Optionally anchor levels to 1H, 4H, or Daily closes while trading lower timeframes like 5m.
Session & Daily Resets: Re-anchor levels at New York session open or new trading day.
Center Line Emphasis: Highlight the equilibrium level with custom color, thickness, and style for balance or decision-making.
Clean Professional Display: Only relevant levels near price are shown.
Trading Use Cases
This indicator is best used as a framework, not a signal generator. It excels when combined with:
momentum confirmation
liquidity sweeps
volume expansion
break-and-retest structures
session highs/lows
Traders can use the center line as balance, outer levels as reaction or target zones, and band shifts as confirmation of expanding price acceptance.
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!
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.
Kalman Hull Kijun [BackQuant]Kalman Hull Kijun
A trend baseline that merges three ideas into one clean overlay, Kalman filtering for noise control, Hull-style responsiveness, and a Kijun-like Donchian midline for structure and bias.
Context and lineage
This indicator sits in the same family as two related scripts:
Kalman Price Filter
This is the foundational building block. It introduces the Kalman filter concept, a state-estimation algorithm designed to infer an underlying “true” signal from noisy measurements, originally used in aerospace guidance and later adopted across robotics, economics, and markets.
Kalman Hull Supertrend
This is the original script made, which people loved. So it inspired me to create this one.
Kalman Hull Kijun uses the same core philosophy as the Supertrend variant, but instead of building a Supertrend band system, it produces a single structural baseline that behaves like a Kijun-style reference line.
What this indicator is trying to solve
Most trend baselines sit on a bad trade-off curve:
If you smooth hard, the line reacts late and misses turns.
If you react fast, the line whipsaws and tracks noise.
Kalman Hull Kijun is designed to land closer to the middle:
Cleaner than typical fast moving averages in chop.
More responsive than slow averages in directional phases.
More “structure aware” than pure averages because the baseline is range-derived (Kijun-like) after filtering.
Core idea in plain language
The plotted line is a Kijun-like baseline, but it is not built from raw candles directly.
High level flow:
Start with a chosen price stream (source input).
Reduce measurement noise using Kalman-style state estimation.
Add Hull-style responsiveness so the filtered stream stays usable for trend work.
Build a Kijun-like baseline by taking a Donchian midpoint of that filtered stream over the base period.
So the output is a single baseline that is intended to be:
Less jittery than a simple fast MA.
Less laggy than a slow MA.
More “range anchored” than standard smoothing lines.
How to read it
1) Trend and bias (the primary use)
Price above the baseline, bullish bias.
Price below the baseline, bearish bias.
Clean flips across the baseline are regime changes, especially when followed by a hold or retest.
2) Retests and dynamic structure
Treat the baseline like dynamic S/R rather than a signal generator:
In uptrends, pullbacks that respect the baseline can act as continuation context.
In downtrends, reclaim failures around the baseline can act as continuation context.
Repeated back-and-forth around the line usually means compression or chop, not clean trend.
3) Extension vs compression (using the fill)
The fill is meant to communicate “distance” and “pressure” visually:
Large separation between price and baseline suggests expansion.
Price compressing into the baseline suggests rebalancing and decision points.
Inputs and what they change
Kijun Base Period
Controls the structural memory of the baseline.
Higher values track broader swings and reduce flips.
Lower values track tighter swings and react faster.
Kalman Price Source
Defines what data the filter is estimating.
Close is usually the cleanest default.
HL2 often “feels” smoother as an average price.
High/Low sources can become more reactive and less stable depending on the market.
Measurement Noise
Think of this as the main smoothness knob:
Higher values generally produce a calmer filtered stream.
Lower values generally produce a faster, more reactive stream.
Process Noise
Think of this as adaptability:
Higher values adapt faster to changing conditions but can get twitchy.
Lower values adapt slower but stay stable.
Plotting and UI (what you see on chart)
1) Adaptive line coloring
Baseline turns bullish color when price is above it.
Baseline turns bearish color when price is below it.
This makes the state readable without extra panels.
2) Gradient “energy” fill
Bull fill appears between price and baseline when above.
Bear fill appears between price and baseline when below.
The goal is clarity on separation and control, not decoration.
3) Rim effect
A subtle band around price that only appears on the active side.
Helps highlight directional control without hiding candles.
4) Candle painting (optional)
Candles can be colored to match the current bias.
Useful for scanning many charts quickly.
Disable if you prefer raw candles.
Alerts
Long state alert when price is above the baseline.
Short state alert when price is below the baseline.
Best used as a bias or regime notification, not a standalone entry trigger.
Where it fits in a workflow
This is a context layer, it pairs well with:
Market structure tools, BOS/MSB, OBs, FVGs.
Momentum triggers that need a regime filter.
Mean reversion tools that need “do not fade trends” context.
Limitations
No baseline eliminates chop whipsaws, tuning only manages the trade-off.
Settings should not be copy pasted across assets without checking behavior.
This does not forecast, it estimates and smooths state, then expresses it as a structural baseline.
Disclaimer
Educational and informational only, not financial advice.
Not a complete trading system.
If you use it in any trading workflow, do proper backtesting, forward testing, and risk management before any live execution.
Buying Opportunity Score V2.2Buying Opportunity Indicator V2.2
What This Indicator Does
This indicator identifies potential buying opportunities during market fear and pullbacks by combining multiple technical signals into a single composite score (0-100). Higher scores indicate more fear/oversold conditions are present simultaneously.
Why These Components?
Market bottoms typically occur when multiple fear signals align. This indicator combines five complementary measurements that each capture different aspects of market stress:
1. VIX Level (30 points) - Measures implied volatility/fear. VIX spikes during selloffs as traders buy protection. Thresholds based on historical percentiles (VIX 25+ is ~85th percentile historically).
2. Price Drawdown (30 points) - Distance from 52-week high. Larger drawdowns create better risk/reward for mean reversion entries. A 10%+ drawdown from highs historically presents better entry points than buying at all-time highs.
3. RSI 14 (12 points) - Classic momentum oscillator measuring oversold conditions. RSI below 30 indicates short-term selling exhaustion.
4. Bollinger Band Position (13 points) - Statistical measure of price extension. Price below the lower band (2 standard deviations) indicates statistically unusual weakness.
5. VIX Timing (15 points) - Bonus points when VIX is declining from a recent peak. This helps avoid catching falling knives by waiting for fear to subside.
How The Score Works
- Each component contributes points based on severity
- Components are weighted by predictive value from historical analysis
- Score of 70+ means multiple fear signals are present
- Score of 80+ means extreme fear across most components
How To Use
1. Apply to SPY, QQQ, or IWM on daily timeframe
2. Monitor the Current Score in the statistics table
3. Scores below 50 = normal conditions, no action needed
4. Scores 60-69 = elevated fear, monitor closely
5. Scores 70+ = consider entering long positions
6. Scores 80+ = strongest historical entry points
Important Limitations
- This is a research tool, not financial advice
- Past patterns may not repeat in the future
- Signals are infrequent (typically 2-4 per year reaching 70+)
- Works best on broad market ETFs; not validated for individual stocks
- Always use proper position sizing and risk management
- The indicator identifies conditions that have historically been favorable, but cannot predict future returns
Statistics Table
The table shows:
- Current Score with context message
- Chart Results: Rolling 1Y/3Y/5Y statistics from your loaded chart data
Alerts
Multiple alert options available for different score thresholds.
Open Source
Code is fully visible for review and educational purposes.
ATR-Normalized VWMA DeviationThis indicator measures how far price deviates from the Volume-Weighted Moving Average ( VWMA ), normalized by market volatility ( ATR ). It identifies significant price reversal points by combining price structure and volatility-adjusted deviation behavior.
The core idea is to use VWMA as a dynamic trend anchor, then measure how far price travels away from it relative to recent volatility . This helps highlight when price has stretched too far and may be due for a reversal or pullback.
How it works:
VWMA deviation is calculated as the difference between price and the VWMA.
That deviation is divided by ATR (Average True Range) to normalize for current volatility.
The script tracks the highest and lowest normalized deviations over the chosen lookback period.
It also tracks price structure (highest/lowest highs/lows) over the same period.
A reversal signal is generated when a historical extreme in deviation aligns with a price structure extreme, and a confirmed reversal candle forms.
You get visual signals and color highlights where these conditions occur.
Settings explained:
Lookback period defines how many bars the script uses to find recent extremes.
ATR length controls how volatility is measured.
VWMA length controls how the volume-weighted moving average is calculated.
Signal filters help refine entries based on price vs deviation behavior.
Display options let you customize how signals and levels appear on the chart.
This indicator is especially useful for spotting potential turning points where price has moved far from VWMA relative to volatility, suggesting possible exhaustion or overextension.
Tips for use:
Combine with broader trend context (higher timeframe support/resistance).
Use with risk management rules (position sizing, stops) — signals are guides, not guaranteed entries.
Adjust lookback and ATR settings based on your trading timeframe and asset volatility.
SVP + candle + Max volume [midst]
SVP + DALY CANDLE + MAX VOLUME
A comprehensive trading indicator that combines Session Volume Profile (SVP), Higher Timeframe (HTF) Candles, and Intrabar Max Volume Price Detection into one powerful tool. Perfect for traders who want to understand price action, volume distribution, and key levels all in one place.
KEY FEATURES
Session Volume Profile
• Real-time volume distribution across price levels for the current session
• Point of Control (POC) - identifies the price with the highest traded volume
• Value Area High (VAH) & Low (VAL) - shows where 70% of the volume occurred (customizable percentage)
• Color-coded volume bars - distinguish between up volume (bullish) and down volume (bearish)
• Value area highlighting - clearly see the most important price zones
Higher Timeframe Candle Display
• Visual daily (or custom timeframe) candle overlaid on your current chart
• OHLC labels - see Open, High, Low, and Close prices clearly marked
• Fully customizable colors - separate colors for bullish/bearish bodies, borders, and wicks
• Adjustable positioning - move the candle and labels to your preferred location
Max Volume Price Detection
• Identifies the exact price level with maximum volume within each bar
• Uses Lower Timeframe (LTF) data for precise volume analysis (Premium+ required)
• Simple mode fallback - works on all TradingView plans
• Previous max volume marker - displays previous bar's max volume as a reference dot
• Real-time calculation - updates as each bar forms
ATR Table
• Dynamic ATR-based stop levels - automatically calculates potential stop-loss levels
• Multiple smoothing methods - RMA, SMA, EMA, WMA
• Customizable multiplier - adjust for your risk tolerance
• Clean table display - shows ATR value, high stop, and low stop
PERFECT FOR
Day traders analyzing intrabar volume distribution
Swing traders wanting HTF context on lower timeframes
Volume profile traders looking for key support/resistance levels
Price action traders seeking high-probability entry zones
HOW TO USE
Volume Profile Analysis
POC often acts as a magnet for price. VAH/VAL are key support/resistance levels. High volume nodes indicate strong price acceptance, while low volume nodes suggest potential breakout zones.
HTF Candle Context
See daily range while trading on 5m-1h charts. Daily open often acts as pivot point. Daily high/low are key levels to watch.
Max Volume Price
Black line shows where most volume traded in each bar. Previous max volume (dot) helps identify institutional activity. Clusters of max volume create strong support/resistance. Can possibly indicate a Wick bounce
ATR Stops
Use ATR-based levels for logical stop placement. Adjust multiplier based on market volatility.
SETTINGS & CUSTOMIZATION
Positioning
Control the global offset to move both candle and profile together. Fine-tune with individual offsets for candle and profile spacing.
Volume Profile
Adjustable number of rows (50-500) for granular or simplified view. Customizable width and placement (left/right). Value Area percentage control. Full color customization for all volume components.
HTF Candle
Any timeframe selection (default: Daily). Full color customization for bull/bear candles. Adjustable candle width. Toggle OHLC labels on/off. Control label distance and line widths.
Max Volume Price
Choose between Simple (all plans) or LTF mode (Premium+). Auto or manual LTF resolution. Custom color and line width. Toggle current and previous markers independently.
TECHNICAL NOTES
Maximum 5000 bars lookback for volume calculations
Works on all timeframes
LTF max volume requires TradingView Premium or higher
Optimized for performance with efficient array operations
For best results, use on liquid instruments with reliable volume data
Most effective on intraday charts (5min-1hour) for day trading and scalping strategies
For Entertainment and information only
Created by midst
Futures Ultra CVD (Pure )Futures Ultra CVD (Pure)
Futures Ultra CVD (Pure) is a volume-driven Cumulative Volume Delta (CVD) indicator designed to expose real buying and selling pressure behind price movement. Unlike price-only indicators, this script analyzes how volume is distributed within each bar to determine whether aggressive buyers or sellers are in control, then tracks how that pressure evolves over time.
This version is intentionally pure and ungated: it does not rely on external symbols, market filters, session bias, or macro confirmation. All signals are derived strictly from price, volume, and delta behavior of the active chart, making it suitable for futures, equities, crypto, and FX.
Core Concept: How CVD Is Calculated
For each bar, volume is split into buying pressure and selling pressure using the bar’s price position:
Buying volume increases as price closes closer to the high
Selling volume increases as price closes closer to the low
The difference between buying and selling volume forms Delta:
Positive delta = net aggressive buying
Negative delta = net aggressive selling
This delta is then accumulated into Cumulative Volume Delta (CVD) using one of three user-selectable modes:
Total – running cumulative sum of all delta values
Periodic – rolling sum over a fixed lookback period
EMA – smoothed cumulative delta using an exponential average
This flexibility allows traders to choose between raw order-flow tracking or smoother, trend-like behavior depending on timeframe and instrument.
Visual Structure & Histogram Logic
The CVD is displayed as a column histogram, not a line, to emphasize momentum and pressure shifts.
Enhanced coloring provides additional context:
Brighter green/red bars indicate increasing momentum
Muted colors indicate stalling or weakening pressure
Optional footprint-style highlights appear when buy or sell volume overwhelms the opposite side by a user-defined imbalance factor
This allows traders to visually distinguish:
Strength vs weakness
Continuation vs exhaustion
Absorption and aggressive participation
Built-In Order Flow Signals
The script automatically detects and labels key order-flow events:
Strong Delta
Triggered when delta exceeds a user-defined threshold, highlighting unusually aggressive buying or selling.
Delta Surge
Detects sudden expansion in delta compared to the prior bar, often associated with breakout attempts or liquidation events.
Zero-Line Crosses
Marks transitions between net bullish and bearish participation as CVD crosses above or below zero.
CVD Continuation Logic (Trend Confirmation)
Beyond raw delta, the script evaluates CVD structure to identify continuation conditions:
A bullish continuation requires:
Positive and rising CVD
Strong buy delta
Confirmation from at least one of the following:
CVD above its EMA and SMA
Bullish price expansion
Sustained positive delta pressure
Bearish continuation follows the inverse logic.
These continuation signals are designed to confirm participation strength, not predict reversals.
Conflict Detection (Divergence Warning)
The indicator also flags conflict conditions, where:
Strong buying occurs while CVD remains negative
Strong selling occurs while CVD remains positive
These scenarios often precede failed breakouts, absorption zones, or short-term reversals and can be used as cautionary signals.
Alerts & Practical Use
All major events include built-in alerts:
Strong delta
Delta surge
CVD continuations
Zero-line crosses
Buy/sell imbalances
Conflict signals
Alerts can be set to trigger on bar close or intrabar in real time, depending on trader preference.
How Traders Typically Use This Indicator
Confirm breakouts with delta participation
Validate trends using CVD continuation instead of price alone
Identify absorption or exhaustion via conflicts and imbalances
Combine with price structure, VWAP, or market profile tools
This script is not a trading system by itself. It is a decision-support tool designed to reveal what price alone cannot: who is actually in control of the market.
On-Chart Symbols & What They Mean
This script uses a small number of visual symbols to communicate order-flow events clearly and consistently. All symbols are derived directly from the Cumulative Volume Delta calculations described above.
Δ+ (Green Up Arrow)
Strong Buy Delta
Indicates that buying pressure on the current bar exceeded the Strong Delta Threshold
Represents aggressive market buying dominating selling volume
Often appears during breakouts, trend acceleration, or initiative buying
This symbol does not imply direction by itself; it only confirms strong buyer participation.
Δ− (Red Down Arrow)
Strong Sell Delta
Indicates that selling pressure on the current bar exceeded the Strong Delta Threshold
Represents aggressive market selling dominating buying volume
Often appears during breakdowns, liquidation events, or initiative selling
Like Δ+, this symbol measures participation strength, not trade direction.
↑ (Green Label Up)
CVD Bullish Continuation
Appears when all of the following are present:
CVD is positive and increasing
Strong buy delta is detected
At least one confirmation condition is met:
CVD is above its EMA and SMA
Price shows bullish expansion
Consecutive positive delta bars (sustained buying pressure)
This symbol highlights trend continuation supported by volume, not a reversal signal.
↓ (Red Label Down)
CVD Bearish Continuation
Appears when:
CVD is negative and decreasing
Strong sell delta is detected
At least one confirmation condition is met:
CVD is below its EMA and SMA
Price shows bearish expansion
Consecutive negative delta bars (sustained selling pressure)
This indicates bearish continuation with participation confirmation.
Cyan / Orange Histogram Bars
Footprint-Style Volume Imbalance
Cyan bars indicate buy volume exceeds sell volume by the imbalance factor
Orange bars indicate sell volume exceeds buy volume by the imbalance factor
These bars highlight areas where one side is overwhelming the other, often associated with absorption, initiative moves, or failed auctions.
Bright vs Muted Histogram Colors
CVD Momentum State
Bright colors = CVD increasing in the direction of its current bias
Muted colors = CVD losing momentum or stalling
This allows quick visual identification of strengthening vs weakening participation.
Conflict Alerts (No Symbol by Default)
Delta vs CVD Disagreement
These conditions trigger alerts (but no fixed chart icon):
Strong buying while CVD remains negative
Strong selling while CVD remains positive
Conflicts often signal absorption, trap conditions, or short-term exhaustion.
Important Usage Notes
All symbols are informational, not trade entries.
Signals are calculated from price-based volume distribution, not true bid/ask data.
Results depend on the quality of volume data provided by the exchange and TradingView.
Risk Adjusted Geometric Exponent [VynthraQuant]RAGE Index (Risk-Adjusted Geometric Exponent)
Overview
The RAGE Index is a quantitative momentum oscillator that measures the efficiency and quality of an asset's price trend. Standing for Risk-Adjusted Geometric Exponent , this indicator goes beyond simple price action by evaluating the average logarithmic growth rate relative to the asset's volatility.
In institutional finance, it is not just about how much an asset moves, but how it moves. RAGE identifies trends that exhibit high compounding growth with minimal "noise" or volatility.
The Logic Behind RAGE
The indicator is built on two core quantitative pillars:
1. Geometric Exponent (GE): Instead of simple percentage changes, we calculate the geometric mean of log-returns. This represents the true compounding "velocity" of the price.
2. Volatility Normalization: We divide the GE by the standard deviation of returns (Volatility) over a specific lookback period.
How to Interpret the RAGE Index
* The Zero Line: The most critical level. When RAGE crosses above 0, the asset has entered a state of positive geometric growth. Below 0, the asset is in a state of efficient decay.
* Trend Quality: A rising RAGE value indicates that the trend is becoming more "efficient", growth is increasing while volatility is staying low or decreasing.
* Color-Coded Candles: The script features a `force_overlay` function that colors the candles on your main chart.
* Bullish Color: Efficient growth detected (Long bias).
* Bearish Color: Efficient decay detected (Short bias).
Key Features
* Logarithmic Accuracy: Uses log-returns to ensure time-additivity and eliminate the bias found in standard percentage calculations.
* Adaptive to Volatility: Unlike a standard RSI or MACD, RAGE penalizes "choppy" price action, helping you stay out of sideways markets.
* Optimized Performance: Written in Pine Script v6 with high-efficiency math to ensure fast loading even on lower timeframes.
Settings
* GE Lookback: The window used to calculate the average growth rate.
* Volatility Lookback: The window used to measure the "risk" or noise of the price action.
General Disclaimer
This indicator is for informational and educational purposes only. It does not constitute financial advice. The creator bears no responsibility for any financial decisions or losses resulting from its use. Past performance is not indicative of future results.
Islamic Disclaimer
All trading activity should be approached with awareness of halal and haram principles. Ensure your investments, instruments, and methods align with Islamic ethical standards. This tool does not promote speculative or impermissible practices.
Geometric Exponent [VynthraQuant]Overview
The Geometric Exponent is a specialized momentum and trend-strength indicator designed to quantify the average logarithmic growth rate of an asset over a specific lookback period. Unlike standard moving averages, this indicator focuses on the geometric mean of returns, providing a more accurate representation of compounded growth or decay.
By smoothing out the noise of daily price fluctuations through log-returns, the Geometric Exponent helps traders identify the underlying "velocity" of a trend.
How it Works
The indicator calculates the log-return for each bar within the user-defined GE Lookback period. It then computes the arithmetic mean of these log-returns, which mathematically represents the exponent of the geometric growth over that window.
Positive Values: Indicate a period of geometric growth (upward trend).
Negative Values: Indicate a period of geometric decay (downward trend).
Zero Line: Acts as the equilibrium point where there is no net growth.
Key Features
Log-Return Basis: Better suited for financial time series analysis than simple percentage changes, as log-returns are time-additive.
Customizable Lookback: Adjust the GE Lookback to fit your trading style, from fast-reacting scalping to long-term trend following.
Clean Visuals: An oscillator-style plot that makes it easy to spot momentum shifts and divergences.
How to Use
Trend Confirmation: Look for the Geometric Exponent to stay consistently above zero for long-term bullish trends and below zero for bearish trends.
Mean Reversion: Extreme peaks or valleys in the exponent may suggest that the current growth rate is unsustainable, potentially signaling an upcoming retracement.
Divergence: If price makes a new high but the Geometric Exponent makes a lower high, it suggests the "compounding power" of the trend is weakening.
General Disclaimer
This indicator is for informational and educational purposes only. It does not constitute financial advice. The creator bears no responsibility for any financial decisions or losses resulting from its use. Past performance is not indicative of future results.
Islamic Disclaimer
All trading activity should be approached with awareness of halal and haram principles. Ensure your investments, instruments, and methods align with Islamic ethical standards. This tool does not promote speculative or impermissible practices.
QuantLabs MASM Correlation TableThe Market is a graph. See the flows:
The QuantLabs MASM is not a standard correlation table. It is an Alpha-Grade Scanner architected to reveal the hidden "hydraulic" relationships between global macro assets in real-time.
Rebuilt from the ground up for Version 3, this engine pushes the absolute limits of the Pine Script™ runtime. It utilizes a proprietary Logarithmic Math Engine, Symmetric Compute Optimization, and a futuristic "Ghost Mode" interface to deliver a 15x15 real-time correlation matrix with zero lag.
Under the Hood: The Quant Architecture
We stripped away standard libraries to build a lean, high-performance engine designed for institutional-grade accuracy.
1. Alpha Math Engine (Logarithmic Returns) Most tools calculate correlation based on Price, which generates spurious signals (e.g., "Everything is correlated in a bull run").
The Solution: Our engine computes Logarithmic Returns (log(close/close )) by default. This measures the correlation of change (Velocity & Vector), not price levels.
The Result: A mathematically rigorous view of statistical relationships that filters out the noise of general market drift.
Dual-Core: Toggle seamlessly between "Alpha Mode" (Log Returns) for verified stats and "Visual Mode" (Price) for trend alignment.
Calculation Modes: Pearson (Standard), Euclidean (Distance), Cosine (Vector), Manhattan (Grid).
2. Symmetric Compute Optimization Calculating a 15x15 matrix requires evaluating 225 unique relationships per bar, which often crashes memory limits.
The Fix: The V3 Engine utilizes Symmetric Logic, recognizing that Correlation(A, B) == Correlation(B, A).
The Gain: By computing only the lower triangle of the matrix and mirroring pointers to the upper triangle, we reduced computational load by 50%, ensuring a lightning-fast data feed even on lower timeframes.
3. Context-Aware "Ghost Mode" The UI is designed for professional traders who need focus, not clutter.
Smart Detection: The matrix automatically detects your current chart's Ticker ID. If you are trading QQQ, the matrix will visually highlight the Nas100 row and column, making them opaque and bright while dimming the rest.
Dynamic Transparency: Irrelevant data ("Noise" < 0.3 correlation) fades into the background. Only significant "Alpha Signals" (> 0.7) glow with full Neon Saturation.
Key Features
Dominant Flow Scanner: The matrix scans all 105 unique pairs every tick and prints the #1 Strongest Correlation at the bottom of the pane (e.g., DOMINANT FLOW: Bitcoin ↔ Nas100 ).
Streak Counter: A "Stubbornness" metric that tracks how many consecutive days a strong correlation has persisted. Instantly identify if a move is a "flash event" or a "structural trend."
Neon Palette: Proprietary color mapping using Electric Blue (+1.0) for lockstep correlation and Deep Red (-1.0) for inverse hedging.
Usage Guide
Placement: Best viewed in a bottom pane (Footer).
Assets: Pre-loaded with the Essential 15 Macro Drivers (Indices, BTC, Gold, Oil, Rates, FX, Key Sectors). Fully editable via settings (Ticker|Name).
Reading the Grid:
🔵 Bright Blue: Assets moving in lockstep (Risk-On).
🔴 Bright Red: Assets moving perfectly opposite (Hedge/Risk-Off).
⚫ Faded/Black: No statistical relationship (Decoupled).
Key Improvements Made:
Formatting: Added clear bullet points and bolding to make it scannable.
Clarity: Clarified the "Logarithmic Returns" section to explain why it matters (Velocity vs. Price Levels).
Tone: Maintained the "high-tech/quant" vibe but removed slightly clunky phrases like "spurious signals" (unless you prefer that academic tone, in which case I left it in as it fits the persona).
Structure: Grouped the "Modes" under the Math Engine for better logic.
Created and designed by QuantLabs
Pivot Edge ProOverview
Smart Pivot Analytics is a highly accurate technical analysis tool designed to identify and validate significant price levels. Unlike standard pivot indicators that only mark recent highs, this tool backtests each identified pivot against thousands of historical candlesticks to calculate its real-world “success rate.”
Key Features
Historical Backtesting: The indicator scans up to 4,900 historical columns to find every instance where price interacted with a specific pivot level.
Strength Score (%): Each level is assigned a percentage score based on its reversal rate. It calculates how many times the price has successfully reached and rejected the level, providing a statistical “hit rate.”
Dynamic Hit Counter: Displays the exact number of times a level has been tested (hit), helping traders distinguish between new levels and established “old” levels.
Smart Filtering: To keep the chart clean, the indicator automatically filters out weak levels and prevents “clutter” by merging levels that are too close together.
Infinite Left Projection: Lines extend left to infinity, allowing traders to see the historical significance of a level across the entire price history at a glance.
How to Trade with It
Red Levels (High Power > 75%): These are “Top Reaction Zones”. Expect a strong price rejection or significant breakout when these levels are tested.
Orange Levels (Medium Power): Suitable for profit targets or as secondary confirmation for entering a trade.
Encounter: Use these levels in conjunction with your existing strategy. When a high power pivot aligns with your entry signal, the probability of a successful trade increases significantly.
Technical Parameters
Lookback Period: Defines how far back in history the script calculates power.
Touch Radius: The "sensitivity" of the level (how close the price has to get to be considered a "hit").
Minimum Strength: A filter to show only the most reliable levels.
Box Theory [Interactive Zones] PyraTimeThis script combines Nicholas Darvas’s "Box Theory" with modern Supply and Demand (Premium/Discount) concepts. It automatically identifies the most recent Swing High and Swing Low to delineate the current trading range.
The purpose of this tool is to visualize market structure and help traders identify when price is relatively expensive (Premium) or cheap (Discount) within a defined range.
Visual Guide: What You Are Seeing
The Box: Represents the active trading range defined by the most recent significant Swing High and Swing Low.
Red Zone (Premium): The top 25% of the range. Mathematically, prices here are considered "expensive" relative to the current structure.
Green Zone (Discount): The bottom 25% of the range. Prices here are considered "cheap" relative to the current structure.
Grey Zone (Equilibrium): The middle 50% of the range. This is the area of fair value where price often consolidates.
Dashed Line (EQ): The exact 50% midpoint of the range.
Tutorial: How to Trade Using This Indicator
Method 1: Mean Reversion (Range Trading) This method applies when the market is moving sideways.
Identify Structure: Wait for a box to form.
Wait for Extremes: Do not trade when price is in the middle (Grey/White area). Wait for price to enter the Red or Green zones.
Entry Trigger:
Shorts: When price enters the Red Zone, look for a rejection (wicks leaving the zone) or a lower timeframe breakdown. Target the EQ (Midline) as your first take profit.
Longs: When price enters the Green Zone, look for support formation. Target the EQ (Midline) as your first take profit.
Method 2: Trend Continuation (Breakouts) This method applies when the market is trending strongly.
Breakout: Monitor the alerts. A close outside the box indicates a potential shift in market structure.
Retest: After a breakout up, the old "Red Zone" (Resistance) often flips to become new Support. Wait for price to pull back to the top of the old box before entering.
Configuration Guide (Settings)
Pivot Left/Right Bars (Sensitivity):
Default (20/20): Best for Swing Trading. It filters out market noise and only draws boxes based on major structural points.
Lower (5/5): Best for Scalping. It will create smaller, more frequent boxes but increases the risk of false signals.
Zone Percentage:
Default (25%): Standard deviation for Supply/Demand zones.
Alternative (15%): Use this for "sniping" entries at the absolute extremes of the range.
Multi-Timeframe (MTF):
Enable "Use Higher Timeframe" to see Daily or Weekly ranges while trading on lower timeframes (like the 15m or 1H). This helps keep your intraday trades aligned with the major trend.
Technical Note on "Lag" This indicator uses Pivots to draw the box. A pivot is only confirmed after a certain number of bars have passed (the "Pivot Right Bars" setting).
Example: If "Pivot Right Bars" is set to 20, the box will update 20 bars after the actual high or low occurred. This is necessary to confirm that the point was indeed a Swing High/Low. Do not treat the box lines as predictive; they are reactive to confirmed structure.
Adaptive Scaled LevelsThis indicator allows users to manually define a list of price levels (e.g., round or psychological numbers) and automatically scales them to fit any asset's current price range using an intelligent anchor point. It then plots dynamic horizontal zones ideal for identifying potential supply/demand or reaction areas.
How It Works (Technical Methodology)
Manual Price List Input
Users enter a comma-separated list of price levels via a text area input (default example: 50,100,...,1400). These act as a "template" grid – often round numbers, psychological levels, or custom targets.
Auto-Scaling Logic (Core Innovation)
When enabled:
Calculates the average of the input list.
Determines a smart anchor price:
Default (Lock = 0): Close price of the highest-volume bar in the last user-defined lookback period (default 200 bars), fetched from a selectable timeframe (default Daily) via request.security().
Override: User can manually lock the anchor to any fixed price.
Computes a scale factor = Anchor / List Average.
Multiplies every input level by this factor to adapt the entire grid to the current market (e.g., scales low-price templates to BTC's 60k+ range).
Zone Construction
For each scaled level:
Creates a horizontal box centered on the level.
Height = Level × user-defined percentage (default 0.5%) for volatility-adjusted thickness.
Zones extend infinitely to the right for continuous reference.
Supply/Demand Coloring
Levels above current close: Supply color (default light gray) – potential resistance/overhead supply.
Levels below current close: Demand color (default cyan) – potential support/underlying demand.
Visual Elements
Transparent filled boxes with borders.
Optional labels showing "S" (Supply) or "D" (Demand) plus exact price.
Clean, non-cluttering design – redraws only on last bar for performance.
How to Use
This tool is perfect for plotting adaptive psychological/round number grids across any asset without manual adjustment.
Common Template: Use evenly spaced round numbers (e.g., 100 increments) as input – the script handles scaling.
BTC/ETH/Crypto: Enable auto-scaling with Daily timeframe anchor for high-volume alignment (often near fair value).
Forex/Stocks: Lower zone height % for tighter zones; use shorter lookback or lock anchor for stability.
Trading Applications:
Anticipate reactions/bounces at scaled levels (confluence with price action, volume, or order blocks).
Supply zones (above price): Potential short entries or take-profit targets.
Demand zones (below price): Potential long entries or stop-loss placement below.
Override anchor for specific analysis (e.g., lock to all-time high).
Best Practices: Combine with trend direction, higher-timeframe structure, or liquidity concepts for higher-probability setups.
Highly versatile – works on any timeframe/asset, especially volatile ones like cryptocurrencies where fixed levels quickly become irrelevant.
Disclaimer
This indicator is a technical analysis tool and should be used in conjunction with other forms of analysis. Past performance does not guarantee future results. Always use proper risk management.
Position Avg Line + P/L Table - SightLine LabsPosition Avg – SLL is a lightweight position-tracking indicator designed to display a persistent average price level on the chart along with a real-time position summary table.
This script is non-trading and does not generate signals, entries, or exits. It is intended strictly for position awareness and visual reference.
What this indicator does:
Plots a persistent horizontal average price line (dashed by default)
Displays a live position statistics table showing:
Shares owned
Average price
Current price
Unrealized profit/loss in dollars
Unrealized profit/loss in percent
Updates automatically as price changes
Works across all timeframes
Does not depend on broker integration or strategy logic
Key features:
Average Price Line:
User-defined average price input
Persistent across the entire chart
Adjustable color and width
Visibility toggle
Position Table:
Six selectable table positions:
Top Left, Top Center, Top Right, Bottom Left, Bottom Center, Bottom Right
Adjustable text size (Tiny through Huge)
Optional table background fill
Optional inner grid lines
Optional outer frame border
Independent color control for:
Header background
Header text
Value text
Positive and negative P/L values
Chart Overlay Options:
Optional chart background tint
Does not modify the global chart theme
Inputs overview:
Position Settings:
Shares Owned
Average Price
Visual Settings:
Show or hide average price line
Line color and width
Table Settings:
Table position
Table text size
Color Settings:
Header background and text colors
Value text color
Positive and negative P/L colors
Optional table background, grid, and frame colors
How to use:
Add the indicator to a chart
Open the settings panel
Enter the number of shares and the average price
Adjust table position, size, and colors as desired
Use the average price line and table as a visual reference for trade and risk management
Notes and limitations:
This indicator does not place trades
It does not connect to any broker
All values are manually entered
Unrealized P/L is calculated using the chart’s current price
Commissions, fees, and slippage are not included
Disclaimer:
This script is provided for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or trade signals. All trading decisions are the sole responsibility of the user.
Developed by SightLine Labs.
Option Price SR (csgnanam)## ⚖️ Disclaimer
This script is provided for **educational and analytical purposes only**.
It does not constitute financial advice.
Use proper risk management and trade responsibly.
---
## 📌 Indicator Concept & Trading Logic
This is a rule-based reference indicator designed to interpret **option price behavior** using **previous-day derived equilibrium levels**.
The indicator helps traders classify the market into **range-bound, breakout, or invalid trade zones** by observing how **ATM Call (CE) and Put (PE)** prices react around these levels.
All levels are **fixed for the trading day** and recalculated only on the next session.
---
## 📊 Core Levels Explained
The indicator plots the following **daily-anchored reference levels**:
* **PDH / PDL** – Previous Day High / Low of the option
* **PDC** – Previous Day Close
* **100% AVG (Breakout Zone)**
Average of previous-day CE and PE prices for the same strike
* **75% AVG (Midzone)**
Balance / decision zone
* **50% AVG (Support Zone)**
Lower acceptance / decay boundary
These levels act as **reaction zones**, not prediction lines.
---
## 🧠 Market Interpretation Logic
### 1️⃣ Range-Bound Market Condition
* When **both ATM CE and ATM PE** are **trading within the 100% AVG (Breakout) level**,
the market has a **high probability of remaining range-bound**.
* Premium expansion is limited on both sides.
* Ideal environment for **non-directional strategies**.
---
### 2️⃣ Breakout Validation
* A **true directional move** requires **asymmetry** between CE and PE.
* If **one side moves into breakout**, the **opposite side must stay suppressed**.
**Example:**
* If **CE breaks down below Midzone**,
then **PE must be above Breakout or at least above Midzone**.
* The same logic applies inversely for PE breakdowns.
This confirms **capital rotation**, not random premium decay.
---
### 3️⃣ Midzone (75%) – Reversal Watch Area
* The **Midzone** is a **high-probability reaction area**.
* Many intraday reversals initiate from this level.
* Price acceptance or rejection here defines:
* Continuation
* Mean reversion
* Failed breakout
This zone should be **closely monitored for structure and volume behavior**.
---
### 4️⃣ Support Zone (50%) – Trade Invalidation
* When an option price trades **below the Support (50%) level**:
* That option side becomes **non-tradable**
* Premium strength is lost
* Risk increases significantly
Trades **below support** are considered **low probability** and should be avoided.
---
## ⚠️ Important Usage Notes
* This indicator is **not a buy/sell signal generator**
* It is a **context and decision-filter tool**
* Best used in combination with:
* Price action
* Structure
* Spot/index behavior
* Time-of-day context
All levels are **session-anchored** and do **not repaint intraday**.
---
## 🎯 Intended Use Case
* Intraday option traders
* ATM / near-ATM focus
* Range vs directional market identification
* Premium behavior analysis
* Trade filtering and risk control
---
Trend Stress Quant [MarkitTick]💡This indicator combines a liquidity-based stress model with a dynamic linear regression channel to identify potential market exhaustion points and assess trend quality. By merging volume impact analysis with statistical deviation, this tool aims to highlight moments where price action may be overextended relative to the underlying liquidity conditions.
● Originality and Utility
Standard volatility indicators often rely solely on price range (like Bollinger Bands). This script introduces a Stress Engine that normalizes the relationship between Price Range (True Range) and Volume. This helps distinguish between healthy price movements and liquidity-stress events (illiquidity). Furthermore, instead of using a fixed-length channel, this tool offers a Dynamic Mode that anchors the regression channel to recent pivot points, ensuring the statistical analysis aligns with the current market structure rather than an arbitrary timeframe.
● Methodology
The script operates on two distinct mathematical models:
• Illiquidity Stress Engine
The core formula calculates a raw illiquidity metric based on the log-normal distribution of the ratio between True Range and Volume. A Z-Score (standard score) is then derived from this data over a specific lookback period. High Z-Scores indicate that price is moving disproportionately fast relative to the available volume, often a signature of panic selling or euphoric buying (exhaustion).
• Linear Regression Channel
The script calculates an Ordinary Least Squares (OLS) regression line (the line of best fit) to determine the mean price trend.
Standard Deviation Bands are plotted parallel to this mean.
Pearson Correlation Coefficient (R) is calculated to quantify the strength of the linear trend. Values closer to 1 or -1 indicate a strong trend, while values near 0 indicate a chaotic or ranging market.
📑 How to Use
Traders can utilize the visual outputs for mean reversion or trend continuation context:
• Exhaustion Signals (SE / BE Labels)
SE (Seller Exhaustion): Appears when the market is in a downtrend, but the Stress Engine detects a statistical anomaly (High Z-Score) on a down candle. This suggests panic selling may be peaking.
BE (Buyer Exhaustion): Appears when the market is in an uptrend, but the Stress Engine detects high stress on an up candle, suggesting a potential blow-off top.
• Regression Channel
The dashed middle line represents the fair value (mean) of the current trend.
The outer bands represent statistical extremes. Price interacting with the outer bands (default 2 Standard Deviations) while coincident with an Exhaustion Signal provides a high-confluence area of interest.
• Metrics Dashboard
A dashboard displays the current Trend Regime, Exhaustion Status, and Channel Width (volatility percentage).
● Settings
• Exhaustion Model
Trend Filter Length: Sets the baseline EMA to determine if the market is bullish or bearish.
Stress Threshold (Sigma): The Z-Score required to trigger an exhaustion signal (default is 2.0).
• Channel Configuration
Dynamic Pivot Mode: If enabled, automatically calculates the channel length based on recent pivots. If disabled, uses the Fixed Length.
Standard Deviations: Controls the width of the inner and outer channel bands.
📖This guide explains how to interpret and utilize signals for trading:
The script is designed primarily for Mean Reversion and Exhaustion trading strategies.
● The Core Strategy: Volatility Exhaustion
The script uses a "Stress Engine" to identify when price movement is statistically overextended relative to the available liquidity (Volume).
• Setup A: The "Seller Exhaustion" (Bullish Bounce)
Look for this setup during a downtrend to catch a temporary bottom or a reversal.
Trend Condition: The dashboard shows Bearish (Price is below the trend filter).
Trigger: The label SE (Seller Exhaustion) appears below a candle.
Why? This indicates that selling pressure was intense but likely panic-driven (High Z-Score/Stress) and may be drying up.
Confluence: Ideally, this signal appears when the price is touching or piercing the Lower Channel Band (dotted or solid lines).
Action: Traders often use this as a signal to close Short positions or enter a speculative Long (counter-trend) targeting the middle line.
• Setup B: The "Buyer Exhaustion" (Bearish Pullback)
Look for this setup during an uptrend to catch a local top.
Trend Condition: The dashboard shows Bullish .
Trigger: The label BE (Buyer Exhaustion) appears above a candle.
Why? This indicates euphoric buying on low liquidity or extreme volatility that is statistically unsustainable.
Confluence: Look for price rejection at the Upper Channel Band.
Action: Traders often use this to close Long positions or enter a Short targeting the mean.
● The Filter: Trend & Correlation
The script includes a Linear Regression Channel that quantifies the quality of the trend.
• Channel Slope
If the channel is angling steeply up or down, the trend is strong.
• Pearson R (Correlation)
The script calculates the Pearson R coefficient.
Weak Correlation: If the channel turns Gray/Neutral (or the fill becomes weak), it means the correlation is below the threshold (default 0.5).
Trading Rule: Avoid trading exhaustion signals when the channel is Gray/Neutral, as the market is likely chopping sideways with no clear direction.
● Risk Management & Targets
• Stop Loss
Since this is a volatility tool, a common technique is to place stops just outside the Outer Deviation Band (the widest line). If price expands beyond the outer band with no exhaustion signal, the trend may be entering a "runaway" phase.
• Take Profit
Target 1: The Middle Regression Line (The dashed center line). Prices tend to revert to this mean after an exhaustion event.
Target 2: The opposite channel band (e.g., if you bought at the bottom, hold until the top).
● Summary of Dashboard Metrics
The table on your chart provides a quick snapshot:
Trend Regime: Tells you if you should fundamentally look for Shorts (Bearish) or Longs (Bullish).
Seller/Buyer Status: Alerts you if the current bar is EXHAUSTED or Normal .
Channel Width %: Indicates volatility. If the width is very low (percentage is small), a breakout might be imminent (squeezing). If high, be careful of chop.
⚙️ Indicator settings
• Signal Parameters
Exhaustion & Stress Model: Controls signal sensitivity.
Trend Filter: Decides if the market is Bullish or Bearish.
Stress Threshold (Sigma): Higher values (e.g., 2.5) make the script stricter, showing fewer but potentially stronger signals.
• Channel Configuration
Dynamic Pivot Mode: If ON, the channel length auto-adjusts to recent market pivots. If OFF, it uses the Fixed Length you set.
Channel Bands: Adjusts the channel width.
Outer Deviation: The boundary for "extreme" moves. Price hitting this often signals a reversal.
• Quality Filter
Filter Weak Correlations: If enabled, the channel turns gray during choppy/sideways markets to warn you not to trust trend signals.
• Visuals
Display Options: Toggles the "Stats" dashboard and adjusts volatility coloring.
● Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
High-Probability Scalper (Market Open)Market open is where volatility is real, spreads are tight, and momentum shows itself early. This scalping strategy is built specifically to operate during that window, filtering out low-quality signals that usually appear later in the session.
Instead of trading all day, the logic is restricted to the first 90 minutes after market open, where continuation moves and fast pullbacks are more reliable.
What This Strategy Does
This script looks for short-term momentum alignment using:
Fast vs slow EMA structure
RSI confirmation to avoid chasing extremes
ATR-based risk control
Session-based filtering to trade only when volume matters
It’s designed for intraday scalping, not swing trading.
Core Trading Logic
1. Market Open Filter
Trades are allowed only between 09:30 – 11:00 exchange time.
This avoids low-liquidity chop and focuses on the period where most breakouts and reversals form.
2. Trend Confirmation
Bullish bias: 9 EMA crosses above 21 EMA
Bearish bias: 9 EMA crosses below 21 EMA
This keeps trades aligned with short-term direction instead of random entries.
3. Momentum Check (RSI)
RSI is used as a quality filter, not as an overbought/oversold signal.
Long trades only when RSI is strong but not extended
Short trades only when RSI shows weakness without exhaustion
This removes late entries and reduces whipsaws.
Entries & Exits
Entries
Executed only on confirmed candles
No intrabar repainting
One position at a time
Risk Management
Stop-loss based on ATR
Take-profit calculated using a fixed risk–reward ratio
Same structure for both long and short trades
This keeps risk consistent across different symbols and volatility levels.
Why This Strategy Works Better at Market Open
Volume is highest
False breakouts are fewer
EMA crosses have follow-through
RSI behaves more cleanly
By not trading all day, the strategy avoids most of the noise that kills scalpers.
Best Use Cases
Index futures
High-liquidity stocks
Major crypto pairs during active sessions
1m to 5m timeframes
What This Strategy Is NOT
Not a martingale
Not grid-based
Not designed for ranging markets
Not a “set and forget” system
It’s a controlled scalping template meant for disciplined execution.
How to Use It Properly
Test on multiple symbols
Adjust ATR length for volatility
Tune RSI ranges per market
Always forward-test before live alerts
Final Note
This strategy focuses on structure, timing, and risk, not indicator stacking.
If you trade the open, this gives you a clear framework instead of emotional entries.
If you want:
Alerts
Session customization
News filters
Partial exits
You can extend this logic without breaking the core system.
