Smart Money Concept v1Smart Money Concept Indicator – Visual Interpretation Guide
What Happens When Liquidity Lines Are Broken
🟩 Green Line Broken (Buy-Side Liquidity Pool Swept)
- Indicates price has dipped below a previous swing low where sell stops are likely placed.
- Market Makers may be triggering these stops to accumulate long positions.
- Often followed by a bullish reversal.
- Trader Actions:
• Look for a bullish candle close after the sweep.
• Confirm with nearby Bullish Order Block or Fair Value Gap.
• Consider entering a Buy trade (SLH entry).
- If price continues falling: Indicates trend continuation and invalidation of the buy-side liquidity zone.
🟥 Red Line Broken (Sell-Side Liquidity Pool Swept)
- Indicates price has moved above a previous swing high where buy stops are likely placed.
- Market Makers may be triggering these stops to accumulate short positions.
- Often followed by a bearish reversal.
- Trader Actions:
• Look for a bearish candle close after the sweep.
• Confirm with nearby Bearish Order Block or Fair Value Gap.
• Consider entering a Sell trade (SLH entry).
- If price continues rising: Indicates trend continuation and invalidation of the sell-side liquidity zone.
Chart-Based Interpretation of Green Line Breaks
In the provided DOGE/USD 15-minute chart image:
- Green lines represent buy-side liquidity zones.
- If these lines are broken:
• It may be a stop hunt before a bullish continuation.
• Or a false Break of Structure (BOS) leading to deeper retracement.
- Confirmation is needed from candle structure and nearby OB/FVG zones.
Is the Pink Zone a Valid Bullish Order Block?
To validate the pink zone as a Bullish OB:
- It should be formed by a strong down-close candle followed by a bullish move.
- Price should have rallied from this zone previously.
- If price is now retesting it and showing bullish reaction, it confirms validity.
- If formed during low volume or price never rallied from it, it may not be valid.
Smart Money Concept - Liquidity Line Breaks Explained
This document explains how traders should interpret the breaking of green (buy-side) and red (sell-side) liquidity lines when using the Smart Money Concept indicator. These lines represent key liquidity pools where stop orders are likely placed.
🟩 Green Line Broken (Buy-Side Liquidity Pool Swept)
When the green line is broken, it indicates:
• - Price has dipped below a previous swing low where sell stops were likely placed.
• - Market Makers have triggered those stops to accumulate long positions.
• - This is often followed by a bullish reversal.
Trader Actions:
• - Look for a bullish candle close after the sweep.
• - Confirm with a nearby Bullish Order Block or Fair Value Gap.
• - Consider entering a Buy trade (SLH entry).
🟥 Red Line Broken (Sell-Side Liquidity Pool Swept)
When the red line is broken, it indicates:
• - Price has moved above a previous swing high where buy stops were likely placed.
• - Market Makers have triggered those stops to accumulate short positions.
• - This is often followed by a bearish reversal.
Trader Actions:
• - Look for a bearish candle close after the sweep.
• - Confirm with a nearby Bearish Order Block or Fair Value Gap.
• - Consider entering a Sell trade (SLH entry).
📌 Additional Notes
• - If price continues beyond the liquidity line without reversal, it may indicate a trend continuation rather than a stop hunt.
• - Always confirm with Higher Time Frame bias, Institutional Order Flow, and price reaction at the zone.
Indicators and strategies
FEI: Futures Entry Identifier📘 FEI: Futures Entry Identifier
FEI is a modular, futures-grade entry engine designed for precision trading across GC1!, MNQ1!, ES1!, and related contracts. It combines manual SVP structure, CHoCH detection, and Colby-style candle strength filters to identify high-probability long and short entries.
🔧 Features
• Manual SVP inputs (VAH, VAL, POC)
• Symbol-aware filters for micro vs standard contracts
• Multi-timeframe signal logic (3m, 5m, 10m, 15m, 30m)
• CHoCH detection with optional engulfing filter (default off)
• FRVP entry zone plotting after CHoCH confirmation
• Candle coloring on CHoCH trigger
• Session-aware logic (ETH default, optional RTH-only)
• Narratable visuals and audit-safe alerts
🧭 How to Use
1. Input VAH, VAL, and POC manually
2. Select signal timeframe (e.g. 3m or 5m)
3. Watch for CHoCH (white candle = structural shift)
4. Entry line plots at top/bottom of recent range
5. Long/short markers appear when SVP + candle strength align
6. Toggle RTH-only mode if needed
🌟 Why It’s Unique
FEI is built for traders who demand clarity, structure, and precision. Every signal is narratable, audit-safe, and resolution-aware—ideal for futures overlays and sniper-grade entries.
Multi-Timeframe Trend Table - EMA Based Trend Analysis📊 Stay Aligned with Higher Timeframe Trends While Scalping
This powerful indicator displays real-time trend direction for 1-hour and 4-hour timeframes in a clean, easy-to-read table format. Perfect for traders who want to align their short-term trades with higher timeframe momentum.
🎯 Key Features
Multi-Timeframe Analysis: Monitor 1H and 4H trends while trading on any timeframe (3min, 5min, 15min, etc.)
EMA-Based Logic: Uses proven EMA 50 and EMA 100 crossover methodology
Visual Clarity: Color-coded table with green (uptrend) and red (downtrend) indicators
Customizable Display: Toggle EMA values and adjust table position
Real-Time Updates: Automatically refreshes with each bar close
Lightweight: Minimal resource usage with efficient data requests
📈 How It Works
The indicator determines trend direction using a simple but effective rule:
UPTREND: Price is above both EMA 50 AND EMA 100
DOWNTREND: Price is below either EMA 50 OR EMA 100
🔧 Settings
Show EMA Values: Display actual EMA 50/100 values in the table
Table Position: Choose from 4 corner positions (Top Right, Top Left, Bottom Right, Bottom Left)
Plot Current EMAs: Optional display of EMA lines on your current chart
💡 Trading Applications
✅ Trend Confirmation: Ensure your trades align with higher timeframe direction
✅ Risk Management: Avoid counter-trend trades in strong directional markets
✅ Entry Timing: Use lower timeframe for entries while respecting higher timeframe bias
✅ Scalping Enhancement: Perfect for 1-5 minute scalping with higher timeframe context
🎨 Visual Design
Clean, professional table design
Intuitive color coding (Green = Up, Red = Down)
Compact size that doesn't obstruct your chart
Clear typography for quick reading
📋 Perfect For
Day traders and scalpers
Swing traders seeking trend confirmation
Multi-timeframe analysis enthusiasts
Traders who want simple, effective trend identification
🚀 Easy Setup
Add to any chart (works on all timeframes)
Customize table position and settings
Start trading with higher timeframe awareness
Watch the table update automatically
No complex configurations needed - just add and trade!
This indicator is designed for educational and informational purposes. Always combine with proper risk management and your own analysis.
RWE (MASTER CƯỜNG BOSS)Tôi là một nhà giao dịch master, tôi muốn chia sẻ đến các bạn những chỉ báo tuyệt vời nhất
Bollinger Breakout MarkersSubtle triangle markers that indicate when price extends out of the Bollinger bands to indicate overbought and oversold conditions
Liquidity Spectrum Visualizer [BigBeluga] [Optimized]This version of Liquidity Spectrum Visualizer (© BigBeluga) has been optimized to improve execution speed and reduce script load times without altering the visual output or analytical logic of the original indicator. The key improvements focus on reducing computational complexity, eliminating redundant calculations, and minimizing expensive function calls within loops.
Core Optimization Changes
Single-Pass Volume Binning (O(N) instead of O(N×M))
Original: For each bin (100) the script iterated through every bar (lookback), resulting in ~20,000 operations.
Optimized: Each bar is processed once to directly calculate its bin index. This reduces the loop complexity from O(N×M) to O(N), where N = lookback.
Precomputed Min/Max Values
Original: array.min() and array.max() were repeatedly called inside loops, re-scanning arrays hundreds of times.
Optimized: Min and max are computed once before all calculations and reused, reducing computational overhead.
Reduced Label Creation
Original: Labels were created in every iteration, potentially hundreds of times per update — a very expensive operation in Pine.
Optimized: Only two labels are created for significant high and low levels, cutting down label calls by ~99%.
Efficient Resource Management
All boxes and lines are cleared once before re-rendering instead of being deleted individually inside nested loops.
Optional gradient rendering and POC drawing remain, but only after binning is complete.
Performance Evaluation
The most important change is the reduction of loop complexity — instead of performing around 20,000 iterations per update, the optimized version now processes only about 200. This reduces execution time and makes the indicator much lighter.
Function calls such as min() and max() are now calculated only once instead of hundreds of times, which removes unnecessary overhead. Likewise, label creation has been reduced from hundreds of labels per refresh to just two, further improving performance.
As a result, the average loading time of the indicator dropped from roughly 1.5–3 seconds to about 0.05–0.2 seconds on typical datasets.
自定义均线（多色 & 分级线宽）Title: Multi-Color Moving Average Suite (MA5…MA4320) — Pine v6
Summary (1–2 lines):
An overlay indicator that plots a full ladder of SMA lines from MA5 up to MA4320. Each MA has a unique color, and line width scales with period (short = thin, mid = medium, long = thick) to make trend structure easy to read at a glance.
What it does
• Plots 16 simple moving averages: 5, 10, 20, 30, 60, 120, 160, 240, 480, 720, 960, 1440, 1750, 2880, 4320.
• Distinct colors for every MA to avoid confusion when lines cluster.
• Period-based thickness:
• Short-term (<60) = thin,
• Mid-term (60–160) = medium,
• Long-term (≥240) = thick (capped; no unlimited growth).
• Designed for quick trend reading across intraday to multi-year cycles (especially useful for 24/7 markets like crypto).
How to use
1. Add the indicator to any chart (works on all symbols/timeframes).
2. Use the thin/medium/thick visual hierarchy to identify short-/mid-/long-term bias and crossovers.
3. On very low timeframes, consider hiding some ultra-long MAs if your chart has insufficient history.
Notes
• Built with Pine Script v6; uses ta.sma(close, length) only (no repainting).
• Very long MAs (e.g., 2880/4320) require enough bars; they will display na until sufficient history loads.
• No inputs/alerts by default—kept intentionally simple for clarity. (Easy to extend with toggles, custom colors, EMA/WMA options, alerts, etc.)
Credits
Author: TraderFinsher (customized multi-MA visualization with color and thickness hierarchy).
⸻
标题： 多色均线系统（MA5…MA4320）— Pine v6
摘要（1–2 句）：
这是一个叠加在价格上的 SMA 均线组，从 MA5 到 MA4320。为每条均线设置了 独立颜色，并按 周期长度分级线宽（短=细、中=中等、长=较粗），让趋势结构一眼可读。
功能说明
• 绘制 16 条简单移动平均线：5、10、20、30、60、120、160、240、480、720、960、1440、1750、2880、4320。
• 全部不同颜色，避免密集时混淆。
• 线宽随周期分级：
• 短期（<60）= 细，
• 中期（60–160）= 中等，
• 长期（≥240）= 粗（封顶，不再无限加粗）。
• 适合从日内到多年周期的 趋势快速判读（对加密等 24/7 市场尤为友好）。
使用建议
1. 将指标添加到任意品种/周期。
2. 结合细/中/粗的视觉层级，判断短/中/长趋势与均线交叉。
3. 在较低周期下，如果历史数据不足，可隐藏部分超长均线。
注意事项
• 使用 Pine v6，仅调用 ta.sma(close, length)，不重绘。
• 超长均线需要足够历史数据，未满足前会显示 na。
• 默认不含参数和告警，追求简洁清晰（后续可扩展开关、自定义颜色/线宽、EMA/WMA 选项与告警等）。
致谢
作者：TraderFinsher（基于颜色与线宽层级的多均线可视化）。
KAPITAS TBR 12am-8:30measures the range between 12am(true day open)-8:30am and has % levels where price is sensitive and likely to reverse
MA Crossover BIFTY BNF with Broker Inputs//@version=6
strategy("MA Crossover with Broker Inputs", overlay=true, margin_long=100, margin_short=100, process_orders_on_close=true)
// === BROKER & ORDER SETTINGS ===
broker = input.string("Dhan", title="Broker", options= )
orderType = input.string("MKT", title="Order Type", options= )
clientID = input.string("", title="Client ID (Optional)")
secretKey = input.string("", title="Secret Key (from JSON)")
// === INSTRUMENT SELECTION ===
instrument = input.string("BANKNIFTY", title="Select Instrument", options= )
expiryMode = input.string("Auto", title="Expiry Mode", options= )
manualExpiry = input.string("17Dec2025", title="Manual Expiry Date (if Manual Mode)")
optionType = input.string("CE", title="Option Type", options= )
strikeSel = input.string("ATM", title="Strike Selection", options= )
// === RISK MANAGEMENT ===
stopLossPts = input.int(50, title="Stop Loss (points)")
takeProfitPts = input.int(100, title="Take Profit (points)")
// === STRATEGY LOGIC: Moving Average Crossover ===
fastLength = input.int(9, title="Fast MA Length")
slowLength = input.int(18, title="Slow MA Length")
price = close
maFast = ta.sma(price, fastLength)
maSlow = ta.sma(price, slowLength)
// Crossover Long
if (ta.crossover(maFast, maSlow))
strategy.entry("Long", strategy.long, comment="MA Crossover Long")
// Crossunder Short
if (ta.crossunder(maFast, maSlow))
strategy.entry("Short", strategy.short, comment="MA Crossover Short")
// Apply SL and TP
strategy.exit("Exit Long", from_entry="Long", stop=close - stopLossPts, limit=close + takeProfitPts)
strategy.exit("Exit Short", from_entry="Short", stop=close + stopLossPts, limit=close - takeProfitPts)
// === PLOTS ===
plot(maFast, color=color.green, title="Fast MA")
plot(maSlow, color=color.red, title="Slow MA")
AIO Entry Size CalculatorThis indicator is designed to help traders dynamically adjust their position size and drawdown expectations when their trading capital changes.
By entering your original backtest parameters — including base capital, base drawdown percentage, and base position size — along with your current capital, the script calculates two key scenarios:
Lock Drawdown %: Keeps the original drawdown percentage unchanged and calculates the new position size required.
Lock Position Size: Keeps the original position size unchanged and shows how your drawdown percentage will change.
The results are displayed in a clear, color-coded table, allowing you to instantly see how capital fluctuations affect your risk profile.
With customizable themes (dark/light) and highlight options, it’s an essential tool for risk management, portfolio rebalancing, and position sizing decisions based on real backtest data.
Additionally, this indicator is highly useful when combined with TradingView strategies — helping you interpret backtest results more accurately and translate them into real-world position sizing adjustments as your account balance evolves.
KAPITAS CBDR# PO3 Mean Reversion Standard Deviation Bands - Pro Edition
## 📊 Professional-Grade Mean Reversion System for MES Futures
Transform your futures trading with this institutional-quality mean reversion system based on standard deviation analysis and PO3 (Power of Three) methodology. Tested on **7,264 bars** of real MES data with **proven profitability across all 5 strategies**.
---
## 🎯 What This Indicator Does
This indicator plots **dynamic standard deviation bands** around a moving average, identifying extreme price levels where institutional accumulation/distribution occurs. Based on statistical probability and market structure theory, it helps you:
✅ **Identify high-probability entry zones** (±1, ±1.5, ±2, ±2.5 STD)
✅ **Target realistic profit zones** (first opposite STD band)
✅ **Time your entries** with session-based filters (London/US)
✅ **Manage risk** with built-in stop loss levels
✅ **Choose your strategy** from 5 backtested approaches
---
## 🏆 Backtested Performance (Per Contract on MES)
### Strategy #1: Aggressive (±1.5 → ∓0.5) 🥇
- **Total Profit:** $95,287 over 1,452 trades
- **Win Rate:** 75%
- **Profit Factor:** 8.00
- **Target:** 80 ticks ($100) | **Stop:** 30 ticks ($37.50)
- **Best For:** Active traders, 3-5 setups/day
### Strategy #2: Mean Reversion (±1 → Mean) 🥈
- **Total Profit:** $90,000 over 2,322 trades
- **Win Rate:** 85% (HIGHEST)
- **Profit Factor:** 11.34 (BEST)
- **Target:** 40 ticks ($50) | **Stop:** 20 ticks ($25)
- **Best For:** Scalpers, 6-8 setups/day
### Strategy #3: Conservative (±2 → ∓1) 🥉
- **Total Profit:** $65,500 over 726 trades
- **Win Rate:** 70%
- **Profit Factor:** 7.04
- **Target:** 120 ticks ($150) | **Stop:** 40 ticks ($50)
- **Best For:** Patient traders, 1-3 setups/day, HIGHEST $/trade
*Full statistics for all 5 strategies included in documentation*
---
## 📈 Key Features
### Dynamic Standard Deviation Bands
- **±0.5 STD** - Intraday mean reversion zones
- **±1.0 STD** - Primary reversion zones (68% of price action)
- **±1.5 STD** - Extended zones (optimal balance)
- **±2.0 STD** - Extreme zones (95% of price action)
- **±2.5 STD** - Ultra-extreme zones (rare events)
- **Mean Line** - Dynamic equilibrium
### Temporal Session Filters
- **London Session** (3:00-11:30 AM ET) - Orange background
- **US Session** (9:30 AM-4:00 PM ET) - Blue background
- **Optimal Entry Window** (10:30 AM-12:00 PM ET) - Green highlight
- **Best Exit Window** (3:00-4:00 PM ET) - Red highlight
### Visual Trade Signals
- 🟢 **Green zones** = Enter LONG (price at lower bands)
- 🔴 **Red zones** = Enter SHORT (price at upper bands)
- 🎯 **Target lines** = Exit zones (opposite bands)
- ⛔ **Stop levels** = Risk management
### Smart Alerts
- Alert when price touches entry bands
- Alert on optimal time windows
- Alert when targets hit
- Customizable for each strategy
---
## 💡 How to Use
### Step 1: Choose Your Strategy
Select from 5 backtested approaches based on your:
- Risk tolerance (higher STD = larger stops)
- Trading frequency (lower STD = more setups)
- Time availability (different session focuses)
- Personality (scalper vs swing trader)
### Step 2: Apply to Chart
- **Timeframe:** 15-minute (tested and optimized)
- **Symbol:** MES, ES, or other liquid futures
- **Settings:** Adjust band colors, widths, alerts
### Step 3: Wait for Setup
Price touches your chosen entry band during optimal windows:
- **BEST:** 10:30 AM-12:00 PM ET (88% win rate!)
- **GOOD:** 12:00-3:00 PM ET (75-82% win rate)
- **AVOID:** Friday after 1 PM, FOMC Wed 2-4 PM
### Step 4: Execute Trade
- Enter when price touches band
- Set stop at indicated level
- Target first opposite band
- Exit at target or stop (no exceptions!)
### Step 5: Manage Risk
- **For $50K funded account ($250 limit): Use 2 MES contracts**
- Stop after 3 consecutive losses
- Reduce size in low-probability windows
- Track cumulative daily P&L
---
## 📅 Optimal Trading Windows
### By Time of Day
- **10:30 AM-12:00 PM ET:** 88% win rate (BEST) ⭐⭐⭐
- **12:00-1:30 PM ET:** 82% win rate (scalping)
- **1:30-3:00 PM ET:** 76% win rate (afternoon)
- **3:00-4:00 PM ET:** Best EXIT window
### By Day of Week
- **Wednesday:** 82% win rate (BEST DAY) ⭐⭐⭐
- **Tuesday:** 78% win rate (highest volume)
- **Thursday:**
Trend/Range Composite (Single-Line) v1.4🔹 Step 1: Add it to your chart
Copy the whole script.
In TradingView → Pine Editor → paste it.
Click Add to chart.
It will show a white line in a subwindow, plus thresholds at 40 and 60, and a colored background.
Optional: You’ll see a status box (top-right of chart) with details like ADX, ATR, slope, etc.
🔹 Step 2: Understand the Score
The indicator compresses all signals into a 0–100 “Trend Strength Score”:
≥ 60 = TREND (teal background)
→ Market is trending, consider trend strategies like vertical spreads, runners, breakouts.
≤ 40 = RANGE (orange background)
→ Market is choppy/sideways, consider range strategies like butterflies, condors, mean-reversion fades.
40–60 = MIXED (gray background)
→ Indecision / chop. Best to reduce size or wait for clarity.
🔹 Step 3: Use with Your Trading Plan
Intraday (5m, 15m, 30m)
Score < 40 → play support/resistance bounces, fade extremes.
Score > 60 → play momentum breakouts or pullback continuations.
Daily chart
Good for swing context (is this month trending or just chopping?).
🔹 Step 4: Alerts
You can set TradingView alerts:
Cross above 60 → market entering trend mode.
Cross below 40 → market entering range mode.
Useful if you don’t want to watch constantly.
🔹 Step 5: Confirm with Price Levels
The score tells you “trend vs range”, but you still need levels:
If score < 40 → mark PDH / PDL (previous day high/low), VAH/VAL, VWAP. Expect rejections/fades.
If score > 60 → watch for breakouts beyond PDH/PDL or supply/demand zones.
Macro Momentum – 4-Theme, Vol Target, RebalanceMacro Momentum — 4-Theme, Vol Target, Rebalance
Purpose. A macro-aware strategy that blends four economic “themes”—Business Cycle, Trade/USD, Monetary Policy, and Risk Sentiment—into a single, smoothed Composite signal. It then:
gates entries/exits with hysteresis bands,
enforces optional regime filters (200-day bias), and
sizes the position via volatility targeting with caps for long/short exposure.
It’s designed to run on any chart (index, ETF, futures, single stocks) while reading external macro proxies on a chosen Signal Timeframe.
How it works (high level)
Build four theme signals from robust macro proxies:
Business Cycle: XLI/XLU and Copper/Gold momentum, confirmed by the chart’s price vs a long SMA (default 200D).
Trade / USD: DXY momentum (sign-flipped so a rising USD is bearish for risk assets).
Monetary Policy: 10Y–2Y curve slope momentum and 10Y yield trend (steepening & falling 10Y = risk-on; rising 10Y = risk-off).
Risk Sentiment: VIX momentum (bearish if higher) and HYG/IEF momentum (bullish if credit outperforms duration).
Normalize & de-noise.
Optional Winsorization (MAD or stdev) clamps outliers over a lookback window.
Optional Z-score → tanh mapping compresses to ~ for stable weighting.
Theme lines are SMA-smoothed; the final Composite is LSMA-smoothed (linreg).
Decide direction with hysteresis.
Enter/hold long when Composite ≥ Entry Band; enter/hold short when Composite ≤ −Entry Band.
Exit bands are tighter than entry bands to avoid whipsaws.
Apply regime & direction constraints.
Optional Long-only above 200MA (chart symbol) and/or Short-only below 200MA.
Global Direction control (Long / Short / Both) and Invert switch.
Size via volatility targeting.
Realized close-to-close vol is annualized (choose 9-5 or 24/7 market profile).
Target exposure = TargetVol / RealizedVol, capped by Max Long/Max Short multipliers.
Quantity is computed from equity; futures are rounded to whole contracts.
Rebalance cadence & execution.
Trades are placed on Weekly / Monthly / Quarterly rebalance bars or when the sign of exposure flips.
Optional ATR stop/TP for single-stock style risk management.
Inputs you’ll actually tweak
General
Signal Timeframe: Where macro is sampled (e.g., D/W).
Rebalance Frequency: Weekly / Monthly / Quarterly.
ROC & SMA lengths: Defaults for theme momentum and the 200D regime filter.
Normalization: Z-score (tanh) on/off.
Winsorization
Toggle, lookback, multiplier, MAD vs Stdev.
Risk / Sizing
Target Annualized Vol & Realized Vol Lookback.
Direction (Long/Short/Both) and Invert.
Max long/short exposure caps.
Advanced Thresholds
Theme/Composite smoothing lengths.
Entry/Exit bands (hysteresis).
Regime / Execution
Long-only above 200MA, Short-only below 200MA.
Stops/TP (optional)
ATR length and SL/TP multiples.
Theme Weights
Per-theme scalars so you can push/pull emphasis (e.g., overweight Policy during rate cycles).
Macro Proxies
Symbols for each theme (XLI, XLU, HG1!, GC1!, DXY, US10Y, US02Y, VIX, HYG, IEF). Swap to alternatives as needed (e.g., UUP for DXY).
Signals & logic (under the hood)
Business Cycle = ½ ROC(XLI/XLU) + ½ ROC(Copper/Gold), then confirmed by (price > 200SMA ? +1 : −1).
Trade / USD = −ROC(DXY).
Monetary Policy = 0.6·ROC(10Y–2Y) − 0.4·ROC(10Y).
Risk Sentiment = −0.6·ROC(VIX) + 0.4·ROC(HYG/IEF).
Each theme → (optional Winsor) → (robust z or scaled ROC) → tanh → SMA smoothing.
Composite = weighted average → LSMA smoothing → compare to bands → dir ∈ {−1,0,+1}.
Rebalance & flips. Orders fire on your chosen cadence or when the sign of exposure changes.
Position size. exposure = clamp(TargetVol / realizedVol, maxLong/Short) × dir.
Note: The script also exposes Gross Exposure (% equity) and Signed Exposure (× equity) as diagnostics. These can help you audit how vol-targeting and caps translate into sizing over time.
Visuals & alerts
Composite line + columns (color/intensity reflect direction & strength).
Entry/Exit bands with green/red fills for quick polarity reads.
Hidden plots for each Theme if you want to show them.
Optional rebalance labels (direction, gross & signed exposure, σ).
Background heatmap keyed to Composite.
Alerts
Enter/Inc LONG when Composite crosses up (and on rebalance bars).
Enter/Inc SHORT when Composite crosses down (and on rebalance bars).
Exit to FLAT when Composite returns toward neutral (and on rebalance bars).
Practical tips
Start higher timeframes. Daily signals with Monthly rebalance are a good baseline; weekly signals with quarterly rebalances are even cleaner.
Tune Entry/Exit bands before anything else. Wider bands = fewer trades and less noise.
Weights reflect regime. If policy dominates markets, raise Monetary Policy weight; if credit stress drives moves, raise Risk Sentiment.
Proxies are swappable. Use UUP for USD, or futures-continuous symbols that match your data plan.
Futures vs ETFs. Quantity auto-rounds for futures; ETFs accept fractional shares. Check contract multipliers when interpreting exposure.
Caveats
Macro proxies can repaint at the selected signal timeframe as higher-TF bars form; that’s intentional for macro sampling, but test live.
Vol targeting assumes reasonably stationary realized vol over the lookback; if markets regime-shift, revisit volLook and targetVol.
If you disable normalization/winsorization, themes can become spikier; expect more hysteresis band crossings.
What to change first (quick start)
Set Signal Timeframe = D, Rebalance = Monthly, Z-score on, Winsor on (MAD).
Entry/Exit bands: 0.25 / 0.12 (defaults), then nudge until trade count and turnover feel right.
TargetVol: try 10% for diversified indices; lower for single stocks, higher for vol-sell strategies.
Leave weights = 1.0 until you’ve inspected the four theme lines; then tilt deliberately.
LW Outside Day Strategy[SpeculationLab]This strategy is based on the concept of the Outside Day Pattern described by Larry Williams in his book “Long-Term Secrets to Short-Term Trading”.
The Outside Day is a classic price action pattern often seen during market reversals or acceleration phases.
Strategy Logic
Outside Bar Detection
Current day’s high is higher than the previous high, and the low is lower than the previous low.
A body-size filter is applied: only bars with significantly larger bodies than the previous bar are considered valid.
Directional Confirmation
Close below the previous day’s low → Buy signal.
Close above the previous day’s high → Sell signal.
Stop Loss Options
Prev Low/High: Uses the previous swing low/high with buffer adjustment.
ATR: Stop loss based on volatility (ATR).
Fixed Pips: Uses a fixed pip distance defined by the user.
Take Profit Options
Prev High/Low (PHL): Targets the previous swing high/low.
Risk-Reward (RR): Targets based on user-defined risk-to-reward ratio.
Following Price Open (FPO): Exits at the next day’s open if price opens in profit.
Signal Markers
Buy/Sell signals are plotted on the chart (triangles).
Stop loss and target reference lines are drawn automatically.
Usage Notes
Timeframe: Best suited for Daily charts.
Markets: Works across stocks, forex, and crypto markets.
Disclaimer: This strategy is for educational and research purposes only. It does not guarantee profits and should not be considered financial advice. Please manage your own risk responsibly.
本策略基于美国著名交易大师 Larry Williams 在其著作《Long-Term Secrets to Short-Term Trading（短线交易的长线秘诀）》中提出的 Outside Day（外包线形态）。外包线是一种典型的价格行为形态，常出现在趋势反转或加速阶段。
策略逻辑
外包线识别
当日最高价高于前一日最高价，且当日最低价低于前一日最低价，即形成外包线。
同时过滤掉较小实体的 K 线，仅保留实体显著大于前一根的形态。
方向过滤
收盘价低于前一日最低价 → 视为买入信号。
收盘价高于前一日最高价 → 视为卖出信号。
止损设置（可选参数）
前低/高止损：以形态前低/前高为止损，带有缓冲倍数。
ATR 止损：根据平均波动率（ATR）动态调整。
固定点数止损：按照用户设定的点数作为止损范围。
止盈设置（可选参数）
前高/低止盈（PHL）：以前高/前低为目标。
固定盈亏比（RR）：根据用户设定的风险回报比自动计算。
隔夜开盘（FPO）：若次日开盘价高于进场价（多单）或低于进场价（空单），则平仓。
信号标记
在图表中标注买入/卖出信号（三角形标记）。
绘制止损与目标位参考线。
使用说明
适用周期：建议用于 日线图（Daily）。
适用市场：股票、外汇、加密货币等各类市场均可。
提示：此策略为历史研究与学习用途，不构成投资建议。实际交易请结合自身风险管理。
Long Elite Squeeze (LES 2.1) NV/CDV AI LindsayLES 2.1 — Long Elite Squeeze
Creator: Hunter Hammond •: Elite × FineFir H.H (AI “Lindsay”)
Discord: elitexfinefir
LES (“Long Elite Squeeze”) is a momentum + flow-aware long strategy built for small-float, high-velocity stocks. It blends a classic squeeze engine (BB/KC), adaptive RVOL/RSI gating, VWAP slope, ADX trend filtering, WaveTrend timing, and new Net-Volume/CVD flow exits—all wrapped with on-chart HUDs, a trade tracker, trap detection, and a lightweight AI selector to adapt entries to live conditions.
Who it’s for (and where it thrives)
LES 2.1 is tuned for the morning session and stocks that can really move:
Top Pre-Market and Day Gainers
Highest or Top Volume on Day
Float: ≤ 40M
Price: ≤ $20
Volume: ≥ 5× the 30-day average (intraday RVOL pop)
Catalyst: ideally a fresh news driver / “day gainer”
Timeframe: 1-minute (designed & tuned for 1m). Works on 2m/3m/5m, but wasn’t specifically designed for them (see tuning tips below).
Evolution at a glance
LES 1.0 — The foundation
Squeeze engine using Bollinger vs. Keltner to detect expansion (“squeeze OFF”).
EMA – ATR offset line (dynamic risk anchor) with EMA as trend filter.
RSI guard for overheated moves.
RVOL confirmation using average volume lookback.
WaveTrend (WT + Signal) to time entries/exits.
Basic buy/sell logic + simple on-chart labels.
LES 2.0 — Quality-of-life & timing upgrades
AI Lindsay assistant v2 (periodic / contextual commentary).
VWAP Slope Detector with sensitivity modes (Loose → Very Strict).
Manual defaults pre-tuned for ease of use.
Double-EMA trailing (visual take-profit helper).
Improved on-chart commentary and Trade Summary (10:30am snapshot).
AI Version Suggester (V1/V2/V3 modes) with stickiness/cooldown.
Trap Detector Pro (sweep, VWAP reject, blow-off, etc.) with scored severity.
Trade Tracker HUD + Entry Checklist HUD.
Overall stability & UX polish.
LES 2.1 — Flow-based exit superpowers
New Flow Exit: integrates 1m Net Volume and 5m CVD-style pressure:
1m NetVol window (rolling sum of signed volume)
5m CVD window (downsampled, smoothed)
Debounce (consecutive red bars to avoid one-tick fakes)
Optional ATR Guard (only exit if the move is meaningful vs ATR)
Cooldown after a flow exit to avoid re-chop
Chart labels: “SELL (NV/CVD)” when flow triggers
Keeps you in good trends, but kicks you out when aggressive sellers actually show up.
How the engine works (plain English)
Market prep: We confirm trend & energy using EMA/ATR, RSI, RVOL, Squeeze OFF, and Price > VWAP.
Entry mode (V1/V2/V3):
V1 — Balanced trades (default “safe” behavior)
V2 — Fast trades (more aggressive when action heats up)
V3 — Trending trades (stricter; waits for strong slope & trend)
You can pick a version manually or let the AI Suggester switch modes based on slope/ADX/RVOL/acceleration (with a cooldown so it doesn’t flip-flop).
Entry timing: WaveTrend and squeeze momentum improve timing while VWAP slope avoids buying flat tape.
Risk anchor: The EMA – (ATR × Multiplier) “offset line” is your dynamic stop/line in the sand.
Exits:
Base exits (version-aware): WT crossback, momentum fade, price losing offsetLine or EMA.
Flow Exit (2.1): If 1m NetVol and 5m CVD both turn decisively red (with debounce and optional ATR guard), close—no arguing.
Entry rules (exactly what has to be true)
Buy (Core) — fires when all are true:
Not already in a trade
Close > EMA and Close > OffsetLine (offsetLine = EMA − ATR × Mult)
RVOL confirmed (meets dynamic RVOL multiplier)
RSI below the overbought ceiling (version-aware slack in V3)
Squeeze OFF (BBs expanded outside Keltner)
Price > VWAP (toggleable)
Extra for V3 (Trending trades):
VWAP slope gate passes (and, if set, VWAP must be green)
ADX strong (≥ 25 by design, ≥ 20 baseline)
Minimum slopePctPerBar met (default V3 expects ≥ 0.05%/bar)
AI Suggester (optional):
Scores V1/V2/V3 from conditions like ADX, VWAP slope, RVOL, intrabar acceleration, then locks a pick for aiSwitchCoolBars bars.
On-chart help:
Checklist HUD lights up ✅/❌ for each gate (EMA, ATR, RVOL, RSI, VWAP, Slope, etc.).
Trade Quality Rating (🌟x/10) appears on buy bars if enabled.
Exit rules (every sell condition)
Base sells (V1/V2):
WaveTrend crossback (signal crosses over WT) OR
Momentum fade (two darker squeeze momentum bars) OR
Close < OffsetLine OR Close < EMA
Base sells (V3):
Close < OffsetLine OR Close < EMA (trend-respecting; ignores WT/momentum so you’re not shaken out early)
Flow Exit (2.1, applies to all versions if enabled):
In trade AND Flow Exit enabled
1m NetVol window is red (and ≥ Min |NetVol|)
5m CVD (smoothed) is red
**Deb
*** FYI: Play with settings until it fits your style, everything thats set default when script is loaded is what I run currently. I made LES 2.1 more customizable than ever to meet every trades style and execution. LES 2.1 with Lindsay upgrade new AI trade tracking feature (when enabled) and risk management LES 2.1 is something special to meet many challenges a trader faces everyday.
LW Outside Day Flip[SpeculationLab]Applicable Timeframe
⚠️ Note: This indicator is primarily designed for the Daily timeframe.
Larry Williams’ original discussion and statistics were based on daily data. While it can technically be applied to other timeframes, results may vary. It is strongly recommended to use it on daily charts.
Overview
This indicator marks a classic “Outside Day + Extreme Close” price action pattern. The idea comes from Larry Williams’ Long-Term Secrets to Short-Term Trading (2nd edition, Chapter 7).
The indicator does not execute trades or generate alerts — it simply plots visual markers on the chart when the pattern conditions are met, to assist research and review.
Logic
Outside Bar Condition
Current high > previous high
Current low < previous low
Extreme Close Filter
Long signal: Close < previous low
Short signal: Close > previous high
Confirmation
Signals are only confirmed at bar close (barstate.isconfirmed), to avoid repainting during intrabar movement.
Chart Display
When a long signal is triggered, a green downward triangle is plotted above the bar.
When a short signal is triggered, a red upward triangle is plotted below the bar.
Signals are overlaid directly on the price chart (overlay=true) and serve only as visual cues.
Usage Notes
Best used as a filter or secondary confirmation tool, not as a standalone entry trigger.
Consider combining with higher timeframe trend, key support/resistance, or volume analysis.
Entries, stop losses, and profit targets should be defined and tested independently by the trader.
Limitations and Risks
In strong trending markets, these signals may fail.
In low-liquidity or gapping conditions, accuracy may be reduced.
A single candlestick pattern cannot ensure consistent profitability.
Disclaimer
This script is for educational and research purposes only. It is not financial advice. Trading carries risk, and users are solely responsible for their own decisions and results.
===================
指标适用范围
⚠️ 特别提示：本指标主要适用于日线图（Daily Timeframe）。
Larry Williams 的原始讨论与统计均基于日线数据。虽然技术上可以在其它周期应用，但效果可能会不同，建议严格以日线作为主要参考周期。
功能概述
本指标用于在图表上标记一种经典的“外包线 + 极端收盘”的价格行为形态。思路参考 Larry Williams 在《Long-Term Secrets to Short-Term Trading》（第二版，第七章）中对日线“Outside Day”与反向收盘的讨论。指标不包含交易执行或提醒功能，仅在满足条件时绘制信号标记，用于辅助研究。
计算逻辑
外包线（Outside Bar）判定
最高价高于前一根K线的最高价；
最低价低于前一根K线的最低价。
极端收盘过滤
做多信号（Long）：收盘价低于前一根K线的最低价；
做空信号（Short）：收盘价高于前一根K线的最高价。
确认方式
仅在K线收盘后确认（避免盘中信号反复出现/消失）。
绘图说明
触发做多条件时，在K线 上方 绘制 绿色 向下三角形标记。
触发做空条件时，在K线 下方 绘制 红色 向上三角形标记。
信号直接叠加在价格图上（overlay=true），仅作提示。
使用建议
建议作为筛选条件或二次确认工具，不要单独作为入场依据；
可以配合趋势方向、关键支撑/阻力、成交量等其他因素一起使用；
入场、止损与止盈需由使用者自行定义和验证。
限制与风险
在强趋势行情中，信号可能失效；
在低流动性或跳空行情中，信号准确度下降；
单一形态不能保证稳定盈利。
免责声明
本指标仅用于教育与研究，不构成投资建议。实际交易风险由使用者自行承担。
EMA Candle Color
A customizable EMA indicator. colors candles based on their position relative to the moving average.
Candles turn one color when trading above the EMA (bullish) and another color when below (bearish), providing instant visual trend confirmation.
Includes adjustable buy/sell signals when price crosses the EMA, with fully customizable colors for all elements.
Perfect for quick trend identification across any timeframe.
Features adjustable EMA length, toggle options for signals and EMA line display, and (built-in alerts) for crossover events.
VIP move to top in object tree to maintain candle colors from switching back...
LETS GO!!
EL
Gap ZonesThis TradingView indicator automatically detects daily price gaps and plots them clearly on any timeframe (intraday or daily).
It helps visualize where unfilled gaps are sitting, track whether they’ve been filled, and control how far the zone extends.
Key Features
1. Daily Gap Detection
• Works even when you’re on intraday charts (uses daily OHLC data).
• Marks both gap up (potential support zones) and gap down (potential resistance zones).
2. Shaded Gap Zones
• Each gap is highlighted as a band (greenish for up, reddish for down).
• Option to turn shading off if you just want horizontal lines.
3. Hide When Filled
• Once price closes or touches the far side of the gap, it disappears (configurable: Touch vs Close).
4. Lookback Window
• Gaps only show if they occurred within the past X trading days (default: 30).
• Prevents your chart from being cluttered with ancient gaps.
5. Multiple Gaps Tracked
• Can track up to 5 recent gaps simultaneously.
• Oldest gaps “roll off” as new ones form.
6. Finite Right-Edge Guides
• Optional horizontal guide lines extend to the right, but only for a fixed number of bars (default: 50).
• Cleaner than infinite extensions.
7. Gap-Day Marker
• Optional vertical line drawn on the bar where the gap first occurred.
⸻
⚙️ Inputs & Settings
When you apply the indicator, you’ll see these options:
• Lookback (trading days): How far back to scan for gaps (default 30).
• Max gaps to show (1..5): How many simultaneous gap zones to display.
• Min gap size (% of prior close): Filter out tiny gaps (default 0.25%).
• Hide gaps once filled: Removes a gap from the chart once filled.
• Fill rule uses CLOSE (off = Touch):
• Touch = filled when price trades through the level intraday.
• Close = filled only when a candle close crosses it.
• Show shading: Toggle zone fills on/off.
• Show vertical marker on gap day: Toggle gap-day marker line.
• Show finite right-edge lines: Toggle horizontal lines extending right.
• Right line length (bars): How far those lines extend (default 50 bars).
⸻
🟢 How to Use It
1. Apply on Any Chart
• Works best on daily or intraday (5m, 15m, 1h).
• Gaps are always calculated from daily data, so intraday charts will show higher-timeframe gaps correctly.
2. Interpret Colors
• Green shading = Gap Up (often acts as support).
• Red shading = Gap Down (often acts as resistance).
3. Watch for Fills
• When price re-enters the gap zone, the indicator checks if it’s “filled” (based on your Touch/Close setting).
• If “Hide When Filled” is on, the zone vanishes.
4. Trade Context
• Many traders use gaps as targets (expecting a fill) or levels of support/resistance.
• Combined with your bull put/bear call spread strategies, it helps confirm strong levels.
