Double Cross Strategy - directional color plus golden crossCandle color changes to dark green when opening below 9/20 SMAs when 9 is below the 20 and closes above.
Candle color changes to dark red when opening above the 9/20 SMAs when the 9 is above the 20 and closes below.
Candle color changes to yellow when either of the above occurs plus crosses the vwap.
Indicators and strategies
MRX_M7 777//@version=5
indicator("MRX_M7 777 MTF ALERT (jgar)", overlay=true)
// === SOZLAMALAR ===
tfInput = input.timeframe("15", "Qaysi TF")
showZone = input.bool(true, "Zonani ko‘rsat / o‘chirish")
zoneColor = color.new(color.lime, 75)
// === MTF DATA (BITTA QATORDA!) ===
= request.security(syminfo.tickerid, tfInput, )
// === ENGULF ===
engulf = mtfHigh > mtfHigh and mtfLow < mtfLow
// === ZONA ===
zoneHigh = mtfHigh
zoneLow = mtfLow
// === CHARTGA CHIZISH ===
if engulf and showZone
box.new(bar_index - 1, zoneHigh, bar_index, zoneLow, bgcolor = zoneColor, border_color = color.lime)
label.new(bar_index, zoneHigh, "ENGULF " + tfInput, style = label.style_label_down, textcolor = color.white, bgcolor = color.lime)
// === ALERT ===
alertcondition(engulf, title="MTF ENGULF", message="ENGULF " + tfInput + " timeframe da sodir bo‘ldi")
MA20 Dual Color Line IndicatorMA20 Dual Color Line Indicator
The MA20 Dual Color Line is a simple yet effective moving average indicator designed to help traders quickly visualize price trends and potential reversal points. It plots a 20-period Simple Moving Average (SMA) that changes color based on the relationship between the current closing price and the moving average itself.
🔶 How It Works
When the close price is above the MA20, the moving average line turns green, suggesting a potential bullish trend.
When the close price is below the MA20, the line turns red, indicating a possible bearish trend.
If the price is exactly at the MA20, the line remains white, highlighting a neutral or decision point.
📈 Ideal For
Identifying trend direction at a glance
Spotting support and resistance levels around the MA20
Enhancing visual analysis without cluttering the chart
🛠 Features
Clean and customizable line width
Real-time color switching based on price action
Overlay display to keep charts organized
This indicator is perfect for traders who prefer a clear, color-coded visual aid to complement their trading strategy. Whether you’re a beginner or an experienced trader, the MA20 Dual Color Line helps you stay aligned with the short-term trend.
History Trading SessionsThis indicator helps visually structure the trading day by highlighting custom time zones on the chart.
It is designed for historical analysis, trading discipline, and clear separation between analysis time, active trading, and no-trade periods.
Recommended to use on 4h and below time frames.
Liquidity Sweep Guardian-NQ versionThis indicator is only optimized for CME future NQ or MNQ. If you want to use for other product, adjust your own setting.
The indicator is used as a visual aid for warning trader do not fade trend before PDL or PDH liquidity sweep. The box wrapper around PDH and PDL is a warning box. Liquidity can be super thin when price is approaching the box, so do not fade the trend (counter trend trading when you are near the box before PDH or PDL sweep.
There is no universal strategy if you should go long or short when PDL or PDH is reached, but this indicator is designed for trader to avoid get caught when fading a trend that is going to sweep PDL or PDH.
example here
Here is the Full guide:
# Liquidity Sweep Guardian
## Overview
A visual warning system that helps traders avoid premature counter-trend entries near key liquidity levels (Previous Day High/Low). The indicator displays danger zones centered on PDH/PDL and tracks when these levels have been swept and reclaimed.
**This is a WARNING system, not a trade signal generator.**
---
## The Problem It Solves
One of the most common trading mistakes:
> Price is falling toward PDL. You see a bullish candle 40 points above PDL and think "maybe it reverses here." You enter long. Price then accelerates DOWN, sweeps PDL, and your stop gets hit. The reversal you wanted happens AFTER the sweep—without you.
This indicator prevents that mistake by:
1. Showing you when you're in the "danger zone" near a key level
2. Warning you NOT to fade until the level has been swept
3. Unlocking fade consideration only AFTER sweep + reclaim
---
## How It Works
### Danger Zone (Red Box)
- Centered on PDH and PDL
- Default: ±75 points (150 point total zone)
- When price is in this zone and the level hasn't been swept → **avoid counter-trend trades**
### Critical Zone (Inner Red Box)
- Tighter zone around the level
- Default: ±25 points
- Highest risk area for premature entries
### Sweep Detection
When price penetrates beyond the level:
- **SWEEP** (10-25 pts): Normal liquidity grab, watch for reclaim
- **EXTENDED** (25-50 pts): Deeper than typical, use caution
- **CONTINUATION** (50+ pts): Likely trend continuation, not a sweep
### Unlock Condition
**"🔓 LONG UNLOCKED"** or **"🔓 SHORT UNLOCKED"** appears when:
1. The level has been swept (price went beyond it)
2. Price has reclaimed back through the level
3. Sweep depth was NOT in continuation territory (50+ pts)
**UNLOCKED means you MAY now consider a fade setup. It is NOT an entry signal.**
---
## Visual Elements
| Element | Description |
|---------|-------------|
| **Red Box** | Danger zone - avoid fading until swept |
| **Inner Red Box** | Critical zone - highest trap risk |
| **Green Box** | Zone is unlocked - sweep complete |
| **"SWEEP" Label** | Level has been penetrated |
| **"🔓 UNLOCKED" Label** | Sweep complete + reclaim - may consider fade |
| **"⚠️ CONTINUATION?" Label** | Deep penetration (50+ pts) - likely not a reversal |
---
## Settings
### Danger Zone Settings
- **Danger Zone Size**: Distance above AND below level (default: 75 pts)
- **Critical Zone Size**: Inner high-risk zone (default: 25 pts)
### Sweep Classification
- **Real Sweep Min/Max**: Point range for normal sweep (default: 10-25 pts)
- **Fake Sweep / Continuation**: Depth that suggests continuation (default: 50 pts)
- **Max Bars for Reclaim**: How quickly price should reclaim (default: 5 bars)
---
## How to Use
### ❌ DON'T
- Enter long when price is in PDL danger zone and PDL hasn't been swept
- Enter short when price is in PDH danger zone and PDH hasn't been swept
- Fade immediately when you see the "SWEEP" label
- Treat "UNLOCKED" as a buy/sell signal
### ✅ DO
- Wait for the SWEEP label before considering a fade
- Wait for the UNLOCKED label before looking for entry setups
- Use your own entry criteria AFTER unlock (consolidation, reclaim, patterns, etc.)
- Respect deep penetrations (50+ pts) as potential continuation, not reversal
---
## The Core Concept
**Price often accelerates INTO liquidity sweeps.**
That bullish candle you see 40 points above PDL? It's often the last gasp before the sweep, not the reversal. Smart money needs to:
1. Sweep the lows (trigger stops)
2. Grab liquidity
3. THEN reverse
By waiting for the sweep + reclaim, you align with this flow instead of getting trapped.
---
## Alerts
- **Entering Danger Zone**: Price entering PDH/PDL zone
- **Swept**: Level has been penetrated
- **Unlocked**: Sweep complete + reclaim
- **Deep Continuation**: 50+ point penetration warning
---
## Best Practices
1. **Patience over prediction**: Don't anticipate the sweep—wait for it
2. **Unlock ≠ Entry**: Unlocked means you can START looking for setups
3. **Respect continuation**: 50+ point penetration often means trend continues
4. **Use with your system**: This is a filter/warning, not a strategy
---
## Notes
- Designed for NQ/ES futures but works on any instrument
- Adjust point values for different instruments (e.g., ES uses smaller values)
- Session resets at 6PM ET (CME futures session)
- Works on any timeframe
---
## Summary
> **Don't fade until swept. Don't enter until unlocked. Unlocked ≠ Entry signal.**
The indicator's job is to keep you OUT of bad trades, not get you INTO trades. Your job is to find quality entries AFTER the indicator gives you permission to look.
---
*"The reversal you want comes AFTER the sweep. Every time. And when it doesn't? It wasn't a reversal—it was continuation. Either way, waiting was the right choice."*
EMA12/50 如果放空後趨勢由背景紅轉綠可以考慮常抱
抱到背景再次翻紅而比較不被雜訊洗掉
現階段指標合併在一起會出BUG
If the trend changes from red to green after shorting, consider holding for a longer period.
Hold until the background turns red again to avoid being washed out by noise.
Currently, merging them together will cause bugs.
AI PRE-MARKET PRO - True/Fake Gap Classification-Version 1.0## **AI PRE-MARKET PRO: QUICK START GUIDE**
This indicator classifies market gaps by comparing the **Current Price** to yesterday’s **High (PDH)**, **Low (PDL)**, and **Close (PDC)**.
### **1. GAP CLASSIFICATIONS**
* **🔥 TRUE GAPS (High Momentum)**
* **True Gap Up:** Price is above PDH. The market is in "Discovery Mode." High probability of trend continuation.
* **True Gap Down:** Price is below PDL. Significant bearish sentiment. High probability of further selling.
* **⚠️ FAKE GAPS (Mean Reversion)**
* **Fake Gap Up:** Above PDC but below PDH. Price is "trapped" in yesterday's value. Often reverts to the Close (PDC).
* **Fake Gap Down:** Below PDC but above PDL. Price is "trapped." Often bounces back toward the Close (PDC).
### **2. TRADING STRATEGY CHEAT SHEET**
| Scenario | Primary Play | Entry Logic |
| --- | --- | --- |
| **True Gap Up** | **Continuation** | Wait for a pullback to **PDH**; buy the hold. |
| **True Gap Down** | **Continuation** | Wait for a rally to **PDL**; short the rejection. |
| **Fake Gap Up** | **Fade/Range** | Short the rejection of **PDH** or **ONH**; target **PDC**. |
| **Fake Gap Down** | **Fade/Range** | Buy the bounce at **PDL** or **ONL**; target **PDC**. |
### **3. CRITICAL LEVELS ON YOUR CHART**
* **PDH / PDL:** The "Line in the Sand." Breaking these turns a Fake Gap into a True Gap.
* **ONH / ONL:** Overnight High/Low. These are your immediate support/resistance targets for the first 30 minutes of trading.
* **PDC:** Previous Day Close. The "Magnet." If the market doesn't trend, it usually returns here.
### **4. HOW TO READ THE AI TABLES**
* **Left Table:** Shows real-time distance (RT Δ) to key levels and whether they have been hit yet (**Mitigated**).
* **Bottom Tables:** Provide a probability-based "Game Plan" and specific execution rules (e.g., "Wait for 15-minute confirmation").
---
**Next Step:** Would you like me to show you how to set up an alert for when the price crosses the **PDH** or **PDL** to catch a True Gap breakout?
HSI Long & Short: BG + EMA330Strategy: HSI 5-min mean-reversion with EMA10/20 crossover and EMA330 filter.
Background green (EMA10 > EMA20) or red (EMA10 < EMA20).
Long entry: Background turns green AND price below EMA330.
Short entry: Background turns red AND price above EMA330.
Exit long: Background turns red.
Exit short: Background turns green.
No new entries 15:01–16:00 HKT.
Reverses position on signals; 100% equity per trade.
Tradegrill: Dollar Value TradedTraditional volume shows the number of shares/contracts traded, but it doesn't account for price differences. A $100 stock trading 1 million shares represents far more capital commitment than a $10 stock trading the same amount.
RSI Distribution [Kodexius]RSI Distribution is a statistics driven visualization companion for the classic RSI oscillator. In addition to plotting RSI itself, it continuously builds a rolling sample of recent RSI values and projects their distribution as a forward drawn histogram, so you can see where RSI has spent most of its time over the selected lookback window.
The indicator is designed to add context to oscillator readings. Instead of only treating RSI as a single point estimate that is either “high” or “low”, you can evaluate the current RSI level relative to its own recent history. This makes it easier to recognize when the market is operating inside a familiar regime, and when RSI is pushing into rarer tail conditions that tend to appear during momentum bursts, exhaustion, or volatility expansion.
To complement the histogram, the script can optionally overlay a Gaussian curve fitted to the sample mean and standard deviation. It also runs a Jarque Bera normality check, based on skewness and excess kurtosis, and surfaces the result both visually and in a compact dashboard. On the oscillator panel itself, RSI is presented with a clean gradient line and standard overbought and oversold references, with fills that become more visible when RSI meaningfully extends beyond key thresholds.
🔹 Features
1. Distribution Histogram of Recent RSI Values
The script stores the last N RSI values in an internal sample and uses that rolling window to compute a frequency distribution across a user selected number of bins. The histogram is drawn into the future by a configurable width in bars, which keeps it readable and prevents it from colliding with the active RSI plot. The result is a compact visual summary of where RSI clusters most often, whether it is spending more time near the center, or shifting toward higher or lower regimes.
2. Gaussian Overlay for Shape Intuition
If enabled, a fitted bell curve is drawn on top of the histogram using the sample mean and standard deviation. This overlay is not intended as a direct trading signal. Its purpose is to provide a fast visual comparator between the empirical RSI distribution and a theoretical normal shape. When the histogram diverges strongly from the curve, you can quickly spot skew, heavy tails, or regime changes that often occur when market structure or volatility conditions shift.
3. Jarque Bera Normality Check With Clear PASS/FAIL Feedback
The script computes skewness and excess kurtosis from the RSI sample, then forms the Jarque Bera statistic and compares it to a fixed 95% critical value. When the distribution is closer to normal under this test, the status is marked as PASS, otherwise it is marked as FAIL. This result is displayed in the dashboard and can also influence the histogram styling, giving immediate feedback about whether the recent RSI behavior resembles a bell shaped distribution or a more distorted, regime driven profile.
Jarque Bera is a goodness of fit test that evaluates whether a dataset looks consistent with a normal distribution by checking two shape properties: skewness (asymmetry) and kurtosis (tail heaviness, expressed here as excess kurtosis where a perfect normal has 0). Under the null hypothesis of normality, skewness should be near 0 and excess kurtosis should be near 0. The test combines deviations in both into a single statistic, which is then compared to a chi square threshold. A PASS in this script means the sample does not show strong evidence against normality at the chosen threshold, while a FAIL means the sample is meaningfully skewed, heavy tailed, or both. In practical trading terms, a FAIL often suggests RSI is behaving in a regime where extremes and asymmetry are more common, which is typical during strong trends, volatility expansions, or one sided market pressure. It is still a statistical diagnostic, not a prediction tool, and results can vary with lookback length and market conditions.
4. Integrated Stats Dashboard
A compact table in the top right summarizes key distribution moments and the normality result: Mean, StdDev, Skewness, Kurtosis, and the JB statistic with PASS/FAIL text. Skewness is color coded by sign to quickly distinguish right skew (more time at higher RSI) versus left skew (more time at lower RSI), which can be helpful when diagnosing trend bias and momentum persistence.
5. RSI Visual Quality and Context Zones
RSI is plotted with a gradient color scheme and standard overbought and oversold reference lines. The overbought and oversold areas are filled with a smart gradient so visual emphasis increases when RSI meaningfully extends beyond the 70 and 30 regions, improving readability without overwhelming the panel.
🔹 Calculations
This section summarizes the main calculations and transformations used internally.
1. RSI Series
RSI is computed from the selected source and length using the standard RSI function:
rsi_val = ta.rsi(rsi_src, rsi_len)
2. Rolling Sample Collection
A float array stores recent RSI values. Each bar appends the newest RSI, and if the array exceeds the configured lookback, the oldest value is removed. Conceptually:
rsi_history.push(rsi_val)
if rsi_history.size() > lookback
rsi_history.shift()
This maintains a fixed size window that represents the most recent RSI behavior.
3. Mean, Variance, and Standard Deviation
The script computes the sample mean across the array. Variance is computed as sample variance using (n - 1) in the denominator, and standard deviation is the square root of that variance. These values serve both the dashboard display and the Gaussian overlay parameters.
4. Skewness and Excess Kurtosis
Skewness is calculated from the standardized third central moment with a small sample correction. Kurtosis is computed as excess kurtosis (kurtosis minus 3), so the normal baseline is 0. These two metrics summarize asymmetry and tail heaviness, which are the core ingredients for the Jarque Bera statistic.
5. Jarque Bera Statistic and Decision Rule
Using skewness S and excess kurtosis K, the Jarque Bera statistic is computed as:
JB = (n / 6.0) * (S^2 + 0.25 * K^2)
Normality is flagged using a fixed critical value:
is_normal = JB < 5.991
This produces a simple PASS/FAIL classification suitable for fast chart interpretation.
6. Histogram Binning and Scaling
The RSI domain is treated as 0 to 100 and divided into a configurable number of bins. Bin size is:
bin_size = 100.0 / bins
Each RSI sample maps to a bin index via floor(rsi / bin_size), with clamping to ensure the index stays within valid bounds. The script counts occurrences per bin, tracks the maximum frequency, and normalizes each bar height by freq/max_freq so the histogram remains visually stable and comparable as the window updates.
7. Gaussian Curve Overlay (Optional)
The Gaussian overlay uses the normal probability density function with mu as the sample mean and sigma as the sample standard deviation:
normal_pdf(x) = (1 / (sigma * sqrt(2*pi))) * exp(-0.5 * ((x - mu)/sigma)^2)
For drawing, the script samples x across the histogram width, evaluates the PDF, and normalizes it relative to its peak so the curve fits within the same visual height scale as the histogram.
QUANT TRADING ENGINE [PointAlgo]Quant Trading Engine is a quantitative market-analysis indicator that combines multiple statistical factors to study trend behavior, mean reversion, volatility, execution efficiency, and market stability.
The indicator converts raw price behavior into standardized signals to help evaluate directional bias and risk conditions in a systematic way.
This script focuses on factor alignment and regime awareness, not prediction certainty.
Design Philosophy
Markets move through different regimes such as trending, ranging, volatile expansion, and instability.
This indicator attempts to model these regimes by blending:
Momentum strength
Mean-reversion pressure
Volatility risk
Trend filtering
Execution context (VWAP)
Correlation structure
Each component is normalized and combined into a single Quant Alpha framework.
Factor Construction
1. Momentum Factor
Measures directional strength using percentage price change over a rolling window.
Standardized using mean and standard deviation.
Represents trend continuation pressure.
2. Mean Reversion Factor
Measures deviation from a longer moving average.
Standardized to identify stretched conditions.
Designed to capture counter-trend behavior.
Directional Clamping
Mean-reversion signals are dynamically restricted:
No counter-trend buying during downtrends.
No counter-trend selling during uptrends.
Allows both sides only in neutral regimes.
This prevents conflicting signals in strong trends.
3. Volatility Factor
Uses realized volatility derived from price changes.
Penalizes environments where volatility deviates significantly from its norm.
Acts as a risk adjustment rather than a directional driver.
4. Composite Quant Alpha
The final Quant Alpha is a weighted blend of:
Momentum
Mean reversion (trend-clamped)
Volatility risk
The composite is standardized into a Z-score, allowing consistent interpretation across instruments and timeframes.
Signal Logic
Buy signal occurs when Quant Alpha crosses above zero.
Sell signal occurs when Quant Alpha crosses below zero.
Zero-cross logic is used to represent shifts from negative to positive statistical bias and vice versa.
Signals reflect statistical regime change, not trade instructions.
Volatility Smile Context
Measures price deviation from its statistical distribution.
Identifies skewed conditions where upside or downside volatility becomes dominant.
Highlights extreme deviations that may imply elevated derivative risk.
Exotic Risk Conditions
Detects sudden price expansion combined with volatility spikes.
Highlights environments where execution and risk become unstable.
Visual background cues are used for awareness only.
Execution Context (VWAP)
Measures price distance from VWAP.
Used to assess execution efficiency rather than direction.
Helps identify stretched conditions relative to average traded price.
Correlation Structure
Evaluates short-term return correlations.
Detects when price behavior becomes less predictable.
Flags structural instability rather than trend direction.
Visualization
The indicator plots:
Quant Alpha (scaled) with directional coloring
Volatility smile deviation
Price vs VWAP distance
Correlation structure
Signal markers indicate Quant Alpha zero-cross events and risk conditions.
Dashboard
A compact dashboard summarizes:
Trend filter state
Quant Alpha polarity and value
Individual factor readings
Current action state (Buy / Sell / Wait / Risk)
The dashboard provides a real-time snapshot of internal model conditions.
Usage Notes
Designed for analytical interpretation and research.
Best used alongside price action and risk management tools.
Factor behavior depends on instrument liquidity and volatility.
Not optimized for illiquid or irregular markets.
Disclaimer
This script is provided for educational and analytical purposes only.
It does not provide financial, investment, or trading advice.
All outputs should be independently validated before making any trading decisions.
Amihud Illiquidity Ratio [MarkitTick]💡This indicator implements the Amihud Illiquidity Ratio, a financial metric designed to measure the price impact of trading volume. It assesses the relationship between absolute price returns and the volume required to generate that return, providing traders with insight into the "stress" levels of the market liquidity.
Concept and Originality
Standard volume indicators often look at volume in isolation. This script differentiates itself by contextualizing volume against price movement. It answers the question: "How much did the price move per unit of volume?" Furthermore, unlike static indicators, this implementation utilizes dynamic percentile zones (Linear Interpolation) to adapt to the changing volatility profile of the specific asset you are viewing.
Methodology
The calculation proceeds in three distinct steps:
1. Daily Return: The script calculates the absolute percentage change of the closing price relative to the previous close.
2. Raw Ratio: The absolute return is divided by the volume. I have introduced a standard scaling factor (1,000,000) to the calculation. This resolves the issue of the values being astronomically small (displayed as roughly 0) without altering the fundamental logic of the Amihud ratio (Absolute Return / Volume).
- High Ratio: Indicates that price is moving significantly on low volume (Illiquid/Thin Order Book).
- Low Ratio: Indicates that price requires massive volume to move (Liquid/Deep Order Book).
3. Dynamic Regimes: The script calculates the 75th and 25th percentiles of the ratio over a lookback period. This creates adaptive bands that define "High Stress" and "Liquid" zones relative to recent history.
How to Use
Traders can use this tool to identify market fragility:
- High Stress Zone (Red Background): When the indicator crosses above the 75th percentile, the market is in a High Illiquidity Regime. Price is slipping easily. This is often observed during panic selling or volatile tops where the order book is thin.
- Liquid Zone (Green Background): When the indicator drops below the 25th percentile, the market is in a Liquid Regime. The market is absorbing volume well, which is often characteristic of stable trends or accumulation phases.
- Dashboard: A visual table on the chart displays the current Amihud Ratio and the active Market Regime (High Stress, Normal, or Liquid).
Inputs
- Calculation Period: The lookback length for the average illiquidity (Default: 20).
- Smoothing Period: The length of the additional moving average to smooth out noise (Default: 5).
- Show Quant Dashboard: Toggles the visibility of the on-screen information table.
● How to read this chart
• Spike in Illiquidity (Red Zones)
Price is moving on "thin air." Expect high volatility or potential reversals.
• Low Illiquidity (Green/Stable Zones)
The market is deep and liquid. Trends here are more sustainable and reliable.
• Divergence
Watch for price making new highs while liquidity is drying up—a classic sign of an exhausted trend.
Example:
● Chart Overview
The chart displays the Amihud Illiquidity indicator applied to a Gold (XAUUSD) 4-hour timeframe.
Top Pane: Price action with manual text annotations highlighting market reversals relative to liquidity zones.
Bottom Pane: The specific technical indicator defined in the logic. It features a Blue Line (Raw Illiquidity), a Red Line (Signal/Smoothed), and dynamic background coloring (Red and Green vertical strips).
● Deep Visual Analysis
• High Stress Regime (Red Zones)
Visual Event: In the bottom pane, the background periodically shifts to a translucent red.
Technical Logic: This event is triggered when the amihudAvg (the smoothed illiquidity ratio) exceeds the 75th percentile ( hZone ) of the lookback period.
Forensic Interpretation: The logic calculates the absolute price change relative to volume. A spike into the red zone indicates that price is moving significantly on relatively lower volume (high price impact). Visually, the chart shows these red zones aligning with local price peaks (volatility expansion), leading to the bearish reversal marked by the red box in the top pane.
• Liquid Regime (Green Zones)
Visual Event: The background shifts to a translucent green in the bottom pane.
Technical Logic: This triggers when the amihudAvg falls below the 25th percentile ( lZone ).
Forensic Interpretation: This state represents a period where large volumes are absorbed with minimal price impact (efficiency). On the chart, this green zone corresponds to the consolidation trough (green box, top pane), validating the annotated accumulation phase before the bullish breakout.
• Indicator Lines
Blue Line: This is the illiquidityRaw value. It represents the raw daily return divided by volume.
Red Line: This is the smoothedVal , a Simple Moving Average (SMA) of the raw data, used to filter out noise and define the trend of liquidity stress.
● Anomalies & Critical Data
• The Reversal Pivot
The transition from the "High Stress" (Red) background to the "Liquid" (Green) background serves as a visual proxy for market regime change. The chart shows that as the Red zones dissipate (volatility contraction), the market enters a Green zone (efficient liquidity), which acted as the precursor to the sustained upward trend on the right side of the chart.
● About Yakov Amihud
Yakov Amihud is a leading researcher in market liquidity and asset pricing.
• Brief Background
Professor of Finance, affiliated with New York University (NYU).
Specializes in market microstructure, liquidity, and quantitative finance.
His work has had a major impact on both academic research and practical investment models.
● The Amihud (2002) Paper
In 2002, he published his influential paper: “Illiquidity and Stock Returns: Cross-Section and Time-Series Effects” .
• Key Contributions
Introduced the Amihud Illiquidity Measure, a simple yet powerful proxy for market liquidity.
Demonstrated that less liquid stocks tend to earn higher expected returns as compensation for liquidity risk.
The measure became one of the most widely used liquidity metrics in finance research.
● Why It Matters in Practice
Used in quantitative trading models.
Applied in portfolio construction and risk management.
Helpful as a liquidity filter to avoid assets with excessive price impact.
In short: Yakov Amihud established a practical and robust link between liquidity and returns, making his 2002 work a cornerstone in modern financial economics.
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.
Multiple SMAs-EMAs & CrossesMoving averages (MA) are the bedrock of trend analysis. Choosing between Simple (SMA) and Exponential (EMA) depends on whether you prioritize stability or speed.SMA vs. EMA: The Main DifferenceThe core difference lies in how they handle data.
Simple Moving Average (SMA): Treats all days equally. A 50-day SMA averages the last 50 closing prices with no bias. It is smoother and less prone to "fake-outs," making it the gold standard for identifying long-term trends (e.g., the 200-day SMA).
Exponential Moving Average (EMA): Places more weight on the most recent price data. It reacts much faster to sudden market shifts. Short-term traders (scalpers and day traders) prefer EMAs to catch trend changes early.
The Crossover Strategy
A crossover occurs when a "fast" (short-period) MA crosses a "slow" (long-period) MA. This signals a shift in market momentum.
Golden Cross: Fast MA (e.g., 50) crosses above Slow MA (e.g., 200). Bullish: Indicates a potential long-term uptrend.
Death Cross: Fast MA (e.g., 50) crosses below Slow MA (e.g., 200).Bearish: Indicates a potential long-term downtrend.
Using Multiple Moving Averages, Traders often use a "ribbon" or a stack of three MAs to filter noise: Short-term (e.g., 9 or 20): Shows immediate price direction.Medium-term (e.g., 50): Acts as a trend filter and dynamic support/resistance. Long-term (e.g., 200): Defines the "big picture" macro trend.
Trade Time & Position Duration Monitor (Multi-Entry)Overview
Active Position Hold Timer is a specialized risk management tool designed to track the "psychological time cost" of your trades. Beyond just monitoring price, it focuses on the precise duration your position stays in profit or loss.
Key Features:
Real-time Duration Tracking: Automatically calculates total time in profit vs. loss.
Max Loss Streak: Records the longest continuous time in a losing state.
Multi-Entry Cost Averaging: Supports initial entry plus 2 scale-ins.
Dual Language Interface: Switch between English and Traditional Chinese.
Time-Based Alerts: Set custom alerts for total or consecutive duration.
Calculation Logic:
Baseline Calculation: Starts accumulating once entry time is reached.
Profit/Loss Detection: Compares Close Price to Average Cost on every bar.
Live Update: Uses timenow for second-by-second dashboard updates.
中文說明
本指標專為管理「心理時間成本」而設計。它不僅監控價格,更專注於記錄倉位處於盈虧狀態的精確時間,幫助交易者克服持倉時的心理壓力。
主要功能:
即時時長統計:自動計算總浮盈/浮虧時間,以及當前連續狀態的持續時間。
歷史最大浮虧時長:記錄該筆交易中,最長一次連續虧損的時間壓力。
多筆進場計算:支援初始進場加上兩次加倉,自動繪製動態成本線。
雙語切換:表格界面支援中/英文切換。
多維度警報:可針對總時間或連續時間設定警報,提醒您交易是否持有過久。
計算邏輯:
基準計時:當時間超過進場點後,根據圖表週期累加時長。
盈虧判定:每根 K 棒收盤時,自動比較收盤價與平均成本。
即時秒級更新:加入 **Live Timer** 邏輯,計算當前 K 棒已跳動的時間,確保儀表板數據每秒更新。
壓力追蹤:持續追蹤並記錄最長的連續虧損時長。
EURUSD Pre-London Open Range MarkerEURUSD Pre-London Open Range Marker
This script marks the high and low formed in the pre-London open period on EURUSD, and extends those levels forward once London opens.
It is intended as a neutral reference tool for traders who pay attention to time-based structure around the London session.
What it does
Automatically tracks London time, including daylight-saving changes
Identifies the pre-London open range
Plots the high and low of that range
Extends those levels forward from the London open
Displays the range size (pips)
What it does not do
No trade signals
No alerts
No entries, stops, or targets
No performance claims
This script provides structure only. Interpretation and execution are left to the user.
Intended use
This tool is for traders who:
Trade EURUSD
Care about London session behaviour
Prefer simple, time-based reference levels over indicators
Scope and design
Hard-coded for EURUSD
Pre-London open window is fixed and not user-configurable
Built to prioritise consistency and repeatability over flexibility
Additional context
I use this pre-London range as part of a fully documented, rules-based EURUSD trading system focused on risk management and repeatable execution which I have traded for two years.
The strategy itself is not included here.
Disclaimer
This script is provided for educational and reference purposes only.
All trading involves risk. You are responsible for your own decisions.
One-line link
For those interested in how this range is used within a complete, rules-based EURUSD trading system, further documentation is available here:
Position Calculator---
# Position Calculator
Calculates the optimal position size with a fixed profit/loss ratio based on opening, stop-loss, and take-profit levels. Determines the direction of the position based on the opening and stop-loss settings.
Initial use requires manual setting of opening, take-profit, and stop-loss. Afterward, you can manually drag the price line to set values and the system will automatically calculate position information.
---
# 仓位计算器
通过开仓、止损、止盈计算固定盈亏比适合的开仓数量,根据开仓和止损判断开仓方向。
首次使用需要手动设置开仓、止盈、止损,之后可以手动拖拽价格线设置值然后自动计算仓位信息。
Global Net Liquidity w/offsetShows the value of Global Net Liquidity.
Currently defined as:
Fed + Japan + China + HK + UK + ECB - RRP - TGA
where the first six components are central bank assets.
This script has been heavily inspired by dharmatech 's Global Net Liquidity
Original script can be viewed here:
Special for this script:
Hong Kong assets added
Offset mode
Smooth vs stepped line in lower than 1D time frame
Switch between trillion USD or full number
Defaults to overlay mode when added to chart
For Bitcoin, 90 days, is a fitting offset.
For SPX, around 60-70 days, is a fitting offset.
UIA TrendCompass V1.0UIA TrendCompass v1.0 is a market structure interpretation tool designed to visualize trend states in real time.
The script identifies four structural states based on price behavior and trend continuity:
• T — Trend Start
• E — Trend Extension
• H — Structural High / Low
• X — Trend Exit / Reversal
This indicator is intended for market structure analysis and educational purposes only.
It does NOT provide trading signals, buy/sell recommendations, or investment advice.
All labels are generated based on historical price data and do not predict future market movements.
Users should combine this tool with their own analysis and risk management framework.
This script is provided "as is" with no guarantee of accuracy or performance.
Volume Weighted Average Price @Marx_CapitalSimple VWAP indicator edited to not connect the lines between sessions for a cleaner look without vertical lines at session ends.
Session end and start times are customizable.
SUPER SPX T.SHere is the professional English description for your indicator. You can use this if you want to save the script in your TradingView library or share it with others.
### **Indicator Name:** `SPX Pro: EMA Crossover with RSI Filter`
### **Description:**
This indicator is specifically optimized for **SPX (S&P 500)** trading, particularly for options traders (CALL/PUT). It combines trend-following moving averages with a momentum filter to identify high-probability entry points.
---
### **Key Features:**
* **Dual EMA Engine:** Uses a **9-period Exponential Moving Average (Fast)** and a **21-period Exponential Moving Average (Slow)**. These are the standard benchmarks for identifying short-term momentum on the SPX.
* **RSI Momentum Filter:** Unlike standard crossover indicators, this script includes a built-in **Relative Strength Index (RSI)** filter.
* **CALL signals** are only generated if the RSI is below 65 (preventing buying at the absolute peak).
* **PUT signals** are only generated if the RSI is above 35 (preventing selling at the absolute bottom).
* **Visual Signals:** * **Green Triangle + "CALL":** Triggered when the 9 EMA crosses above the 21 EMA while the RSI allows for more upside.
* **Red Triangle + "PUT":** Triggered when the 9 EMA crosses below the 21 EMA while the RSI allows for more downside.
* **Clean Interface:** Displays the EMAs clearly on the chart to help identify dynamic support and resistance levels.
---
### **How to Use:**
1. **Timeframe:** Recommended for **5-minute** and **15-minute** charts for day trading.
2. **Confirmation:** Look for the signal to appear after the candle closes to ensure the crossover is confirmed.
3. **Strategy:** This indicator works best when the SPX is trending. During a "sideways" or "choppy" market, the RSI filter will help eliminate many false signals that standard crossovers usually fail to catch.
---
**Next Step:**
Would you like me to add a **"Table"** on the corner of the screen that shows the current RSI value and the trend status (Bullish/Bearish) so you don't have to keep looking at the bottom of the chart?






















