Order Blocks Volume Delta 3D | Flux ChartsGENERAL OVERVIEW:
Order Blocks Volume Delta 3D by Flux Charts is a rule-based order block and volume delta visualization tool. It detects bullish and bearish order blocks using a profile-of-price approach: the indicator finds the most actively traded price area (Point of Control, or POC) between a swing high/low and the Break of Structure (BOS), then anchors the order block to the earliest still-valid candle that traded through that POC band. From there, it tracks all candles that continue to interact with that zone and overlays both 2D and 3D volume delta views directly inside the order block.
Unlike traditional order block tools that simply use candle bodies or wicks, this indicator is volume-aware. It lets you optionally pull volume from a lower timeframe feed (for example, using 1-minute data while watching a 5-minute chart) to build a much more accurate picture of how buyers and sellers actually traded inside the zone. This makes every block not just a price box, but a volume story: which side dominated, where, and by how much.
All order blocks printed by this indicator are confirmed: BOS and retests are evaluated strictly on closed candles. Nothing is drawn or alerted on partially formed bars, which helps avoid repaint-style flicker and keeps the signals clean and stable.
What is the theory behind the indicator?:
The core idea behind Order Blocks Volume Delta 3D is that not all price levels inside an order block are equal. Some prices are barely touched, while others act like magnets where candles repeatedly trade and heavy volume passes through.
The indicator first finds a swing high or swing low, waits for a clear Break of Structure (BOS), then scans the candles between the swing point and the BOS to find the price level that was touched the most. That level is treated as the POC.
From all candles in the swing-to-BOS range that interact with this POC band, the indicator looks for the earliest candle that is not already mitigated and uses that as the anchor candle for the order block:
The top of the block equals the anchor candle’s high (for a bearish OB) or the top of its wick zone.
The bottom equals the anchor candle’s low (for a bullish OB) or the bottom of its wick zone.
This “earliest valid POC-touching candle” rule makes it easier to visualize how price and volume developed from the very start of a meaningful zone, while ignoring POC touches that are already fully mitigated by the time the structure is confirmed. On top of that, each candle is split into bullish and bearish volume. If you choose a lower timeframe volume input, the tool aggregates lower timeframe candles into your chart timeframe, giving a more granular bull-versus-bear breakdown for each bar. The result is
an order block that not only shows where price moved but also which side pushed it, how aggressively, and how that balance shifted over time.
ORDER BLOCKS VOLUME DELTA 3D FEATURES:
The Order Blocks Volume Delta 3D indicator includes 4 main features:
1. Order Blocks
2. Volume Delta
3. 3D Visualization
4. Alerts
ORDER BLOCKS:
🔹What is an Order Block
An order block is a price zone where a clear displacement move began after liquidity was taken. It usually forms around the last consolidation or cluster of candles before price breaks structure with a strong move.
In this indicator, order blocks are defined as structured zones that:
Begin at the earliest unmitigated candle that interacted with the most-touched price level (POC) between swing and BOS.
Extend through the full wick range of that anchor candle.
Stretch forward in time, tracking how price continues to trade through, respect, retest, or invalidate the zone.
Are only printed once the BOS is fully confirmed on closed candles (confirmed order blocks only).
Example of bullish and bearish order blocks anchored at the earliest unmitigated candle in the POC zone:
🔹How are Order Blocks detected
The indicator uses a step-by-step, rules-based process to detect bullish and bearish order blocks. The logic is designed to match discretionary Smart Money concepts but with strict, repeatable rules.
Step 1: Detect swing highs and swing lows
Swing High: a candle whose high is higher than the highs of surrounding candles.
Swing Low: a candle whose low is lower than the lows of surrounding candles.
The Swing Length input controls how many candles are checked to the left and right.
Example of swing high and swing low detection:
Step 2: Confirm Break of Structure (BOS)
Once a swing is confirmed, the indicator waits for price to break past that swing:
Bullish BOS: price closes above a previous swing high.
Bearish BOS: price closes below a previous swing low.
To avoid “live” flicker, BOS logic is evaluated based on the previous closed candle. The order block is only confirmed once the BOS candle has fully closed and the next bar has opened. This is one of the reasons the script only shows confirmed, non-repainting order blocks.
Example of bullish BOS and bearish BOS:
Step 3: Build the POC range between swing and BOS
Between the swing candle and the BOS candle, the indicator:
Scans all candles in that range.
Tracks every price level touched using binning (POC bins).
Counts how many times each price band was touched by candle wicks.
The bin with the highest touch count becomes the POC band. This is where price traded most often, not necessarily where volume was highest.
Example of the POC band between swing and BOS.
Step 4 – Anchor the order block to the earliest valid POC candle
From all candles in the swing-to-BOS range, the indicator finds the earliest candle whose high/low overlaps the POC band and whose zone is not already mitigated. That candle becomes the anchor candle for the order block:
For a bearish OB, the block spans the anchor candle’s full wick range, with its top at the high.
For a bullish OB, the block spans the anchor candle’s full wick range, with its bottom at the low.
By requiring the anchor to be the earliest unmitigated interaction with POC, the script avoids building blocks from price action that has already been fully traded through and is less relevant.
Step 5: Extend and manage the order block
Once created, the block:
Extends to the right by a configurable number of candles (Extend Zones).
Continues until it is invalidated by wick or close, depending on the chosen method.
Can show retest labels when price revisits the zone after creation.
Is included or excluded from display depending on the Show Nearest and Hide Invalidated Zones settings.
Example of active and invalidated OB.
🔹Order Block Settings
◇ Swing Length
Swing Length controls how sensitive swing highs and lows are.
Lower Swing Length: Swings form more frequently, which leads to more frequent BOS events and order block formations.
Higher Swing Length: Only larger, more meaningful swings are detected, which leads to less frequent BOS events and less order block formations.
◇ Invalidation
Invalidation determines how an order block is considered “mitigated” or no longer valid.
Wick: For bullish OBs, if price wicks completely through the bottom of the zone, the order block is invalidated. For bearish OBs, if price wicks completely through the top, the order block is invalidated.
Close: For bullish OBs, the block is invalidated only when a candle closes below the bottom. For bearish OBs, it is invalidated only when a candle closes above the top.
Example of wick invalidation:
Example of close invalidation:
◇ Show Nearest
Show Nearest limits how many active order blocks are displayed based on proximity to current price. For example, a value of 2 will display only the two nearest bullish order blocks and two nearest bearish order blocks.
Chart with Show Nearest set to 3:
◇ Extend Zones
Extend Zones define how many candles forward each order block should project beyond the right most candle on the chart.
Chart with Extend Zones set to 10:
◇ Retest Labels
When enabled, the indicator prints labels on every clean retest of an active order block, as long as that block remains valid. Key points:
A retest label is only printed once the retest candle has fully closed – you always see confirmed retests, not intrabar tests.
Retest labels are positioned on the actual retest candle so you can visually see which bar interacted with the zone.
In addition, if multiple retests occur in quick succession, the indicator applies a built-in three-candle buffer between retests. That means only the first valid retest within each three-bar window is labeled (and can trigger an alert), helping to reduce clutter while still highlighting meaningful interactions with the zone.
Example of retest labels on bullish and bearish order blocks.
◇ Hide Invalidated Zones
Hide Invalidated Zones controls whether mitigated/invalidated blocks stay drawn.
Enabled: Only currently valid, unmitigated order blocks are shown (subject to Show Nearest)
Disabled: Both active and invalidated order blocks are displayed.
VOLUME DELTA:
🔹What is Volume Delta
Volume delta measures the difference between buying and selling volume. Instead of only showing “how much volume traded”, it separates volume into bullish and bearish components.
In this indicator:
Bullish volume = volume from candles (or lower timeframe candles) that closed higher.
Bearish volume = volume from candles that closed lower.
Delta % shows how dominant one side was compared to the total.
Example of bullish and bearish order blocks with volume delta and total volume.
🔹How is Volume Delta calculated?
The indicator uses a flexible, timeframe-aware volume engine.
1. Choose a Volume Delta Timeframe.
If the selected timeframe is equal to or higher than the chart timeframe, the indicator simply uses chart-volume per candle.
If the selected timeframe is lower than the chart timeframe (for example, 1‑minute volume on a 5‑minute chart), the indicator pulls all lower timeframe candles for each chart bar and sums them.
2. Split each bar into bull and bear volume.
For each contributing candle:
If close > open → its volume is added to bullish volume.
If close < open → its volume is added to bearish volume.
If close == open → its volume is split evenly between bullish and bearish.
3. Aggregate for each order block.
For each order block:
The indicator loops once from the swing candle to the BOS candle.
It records every candle that touches the POC band.
For each touching candle, it adds its bull and bear volumes (either directly from chart candles or from aggregated lower timeframe candles).
Total volume = bullish volume + bearish volume
Delta % = (bullish volume or bearish volume / total volume ) * 100, depending on which side is dominant.
🔹Volume Delta Settings:
◇ Display Style
Display Style controls how the volume delta is drawn inside each order block:
Horizontal:
Bullish and bearish fills extend horizontally from left to right.
The filled strip sits along the base of the block, with a bull vs bear gradient.
Vertical:
Bullish and bearish fills stretch vertically inside the zone.
The bullish percentage controls how much of the block is filled with the “dominant” color.
Example of Horizontal display style.
Example of Vertical display style.
◇ Volume Delta Timeframe
Volume Delta Timeframe tells the indicator whether to use chart volume or lower timeframe volume. When set to a lower timeframe, the indicator aggregates all lower timeframe candles that fall inside each chart bar, splitting their volume into bullish and bearish components before summing.
Using a lower timeframe:
Increases precision for how volume truly behaved inside each bar.
Helps reveal hidden absorption and aggressive flows that a higher timeframe candle might hide.
Example of volume delta based on chart timeframe.
Example of volume delta based on lower timeframe than chart(same OB as above)
◇ Display Total Volume
When enabled, the indicator prints the total volume for each order block as a label positioned inside the zone, near the bottom-right corner. This total is the sum of bullish and bearish volume used in the delta calculation and gives you a quick sense of how “heavy” the trading was in that block compared to others.
Example of total volume label inside multiple order blocks.
◇ Show Delta %
Show Delta % draws a small text label on the strip of the block that displays the dominant side’s percentage. For example, a bullish block might show “72%” if 72% of all volume inside that POC band came from bullish volume.
Example of Delta %:
3D VISUALIZATION:
The 3D Visualization feature turns each order block into a 3D plot.
🔹What the 3D Visualization does:
Wraps the order block with side faces and a top face to create a 3D bar effect.
Uses delta percentages to tilt the top face toward the dominant side.
Projects blocks into the future using Extend Zones, making the 3D blocks visually stand out.
🔹How it works:
The front face of the OB shows the standard 2D zone.
The side face extends forward in time based on the 3D depth setting.
The top face is angled depending on the Display Style and bull vs bear delta, making strong bullish blocks “rise” and strong bearish blocks “sink”.
🔹How the 3D depth setting affects visuals
Lower 3D depth:
Shorter side faces.
Subtle 3D effect.
Higher 3D depth:
Longer side faces projecting further into the future.
Stronger 3D effect that visually highlights key zones.
Example of lower 3D depth:
Example of higher 3D depth:
ALERTS:
The indicator supports alert conditions through TradingView’s AnyAlert() engine, allowing you to set alerts for the following:
New Bullish Order Block formed
New Bearish Order Block formed
Bullish OB Retest
Bearish OB Retest
Important alert behavior:
Order block alerts only fire when a new block is confirmed (after BOS closes and the next bar opens).
Retest alerts only fire when a retest candle has completely finished, matching the behavior of the visual retest labels.
IMPORTANT NOTES:
3D faces for order blocks are built using polylines. In some situations, especially when an order block’s starting point (its left edge) is beyond the chart’s left-most visible bar, the top 3D face may appear slightly irregular, skewed, or incomplete. This is purely a drawing limitation related to how the chart engine handles off-screen polyline points. Once the starting point of that order block comes into view (by zooming out or scrolling back), the 3D top face corrects itself and the visual becomes fully consistent. This issue affects only the 3D top face drawing, not the actual order-block box itself. The underlying zone, prices, and volume calculations remain accurate at all times.
If all conditions are met to create a new order block but the resulting zone would overlap an existing active order block, the new block is intentionally not created. A built-in guard prevents overlapping active zones to keep the structure clean and easier to interpret.
3D face drawing is implemented using an adaptive polyline method, which can be relatively calculation-heavy on certain symbols, timeframes, or chart histories. In some cases this may lead to calculation timeout error from TradingView.
UNIQUENESS:
This indicator is unique because it:
Anchors each order block to the earliest unmitigated candle that traded through the most-touched POC band between swing and BOS, rather than a generic “last up/down candle” or a random volume spike.
Builds a dedicated volume engine that can pull either chart timeframe volume or aggregated lower timeframe volume, then splits it into bull and bear components.
Adds 3D visualization on top of standard zones, turning each OB into a visually weighted slab rather than a flat rectangle.
Provides clean toggles (Show Nearest, Hide Invalidated Zones, Extend Zones, Display Style, Delta %, and total volume labels) so you can dial the indicator from extremely minimal to fully detailed, depending on your trading workflow.
Combined, these features make the indicator not just an order block plotter, but a complete volume‑informed structure tool tailored for traders who want to see where price actually traded and whether bulls or bears truly controlled the move inside each order block.
Pivot points and levels
Daily Floor PivotsDaily Floor Pivots with Comprehensive Statistical Analysis
Overview
This indicator combines traditional floor pivot levels with golden zone analysis and comprehensive statistical insights derived from 15 years of historical NQ futures data. While the pivot levels and golden zones can be applied to any instrument, the statistical tables are specifically calibrated for NQ/MNQ futures based on analysis of 2,482 NY Regular Trading Hours (RTH) sessions from 2010-2025.
What Makes This Indicator Original
Unlike standard pivot indicators that merely plot levels, this tool provides:
Enhanced Golden Zone Analysis: Calculates not only the main golden zone (0.5-0.618 retracement of previous day's range) but also golden zones between each pivot pair (PP-R1, R1-R2, R2-R3, PP-S1, S1-S2, S2-S3)
Data-Driven Statistical Tables: Two comprehensive tables displaying real statistics from 2,482 trading days of NQ analysis, including:
Probability-based touch rates and continuation patterns
Context-aware statistics based on opening position
Gap analysis and behavioral patterns
First touch dynamics and time-to-reach averages
Granular Customization: Every visual element and statistical section can be independently toggled, allowing traders to focus on what matters most to their strategy
How It Works
Pivot Calculation Methodology
The indicator uses the standard floor pivot formula based on the previous day's price action:
Pivot Point (PP) = (Previous High + Previous Low + Previous Close) / 3
Resistance Levels: R1, R2, R3 calculated from PP and previous range
Support Levels: S1, S2, S3 calculated from PP and previous range
Golden Zone Calculations
Main Golden Zone: The 0.5 to 0.618 Fibonacci retracement of the previous day's range, representing a key reversal and continuation area.
Inter-Pivot Golden Zones: For each adjacent pivot pair, golden zones are calculated as:
Resistance pairs (PP→R1, R1→R2, R2→R3): 0.5-0.618 range from the lower pivot
Support pairs (PP→S1, S1→S2, S2→S3): 0.382-0.5 range from the upper pivot
These zones represent high-probability areas where price tends to react when moving between pivot levels.
Statistical Analysis Source
All statistics displayed in the tables are derived from external Python analysis of 15 years of 1-minute NQ futures data (2010-2025), specifically analyzing NY RTH sessions (9:30 AM - 4:00 PM EST). The analysis tracked:
2,482 complete trading days
Intraday pivot touches and closes
Opening position context
Gap behavior relative to previous day
Time-of-day patterns
Sequential pivot interactions
IMPORTANT: While the pivot levels and golden zones are universally applicable mathematical calculations that work on any instrument, the statistical percentages shown in the tables are specific to NQ/MNQ behavior only. Do not assume these statistics transfer to other instruments.
Configuration Guide
Basic Settings
Number of Periods Back (1-20, default: 3)
Controls how many historical pivot periods are displayed on the chart
Setting to 1 shows only current day's pivots
Higher values show more historical context
Labels Position (Left/Right)
Choose whether pivot labels appear on the left or right side of each level line
Line Width (1-5, default: 2)
Adjust the thickness of all pivot and golden zone lines
Golden Zone Customization
Show Daily Golden Zone (0.5-0.618)
Toggle the main golden zone on/off
When enabled, displays a shaded box between the 0.5 and 0.618 retracement levels
Line Color / Fill Color
Customize the appearance of the main golden zone
Fill color determines the shaded box transparency
Show Labels / Show Prices
Control whether "0.5" and "0.618" labels appear
Control whether price values are displayed on labels
Inter-Pivot Golden Zones
Six toggle options allow you to show/hide individual golden zones:
PP to R1 / PP to S1: Most frequently touched (60.8% / 50.9%)
R1 to R2 / S1 to S2: Moderately touched (25.2% / 24.0%)
R2 to R3 / S2 to S3: Rarely touched (9.4% / 10.5%)
Line Color / Fill Color: Customize appearance of all inter-pivot zones
Show Labels / Show Prices: Control labeling for inter-pivot zones
Usage Tip: Disable outer zones (R2-R3, S2-S3) on lower volatility days to reduce chart clutter.
Pivot Display
Show Support/Resistance Levels: Master toggle for all pivot lines
Show SR Labels / Show SR Prices: Control labeling on pivot levels
Individual level toggles and colors:
PP (Pivot Point): The central reference point
R1/S1: Primary resistance/support (38.9% / 35.4% touch rate)
R2/S2: Secondary levels (15.6% / 16.1% touch rate)
R3/S3: Extended levels (5.1% / 7.3% touch rate)
Color Customization: Each level's color can be independently set
Overall Statistics Table
Show Overall Statistics Table: Master toggle
Table Size: tiny/small/normal/large/huge/auto
Table Position: Top Left/Top Right/Bottom Left/Bottom Right
Section Toggles (enable/disable individual sections):
Current Session Info
Touch & Close Rates
Continue & Reject Rates
First Touch Statistics
Golden Zone Statistics
Daily Close Distribution
Highest/Lowest Levels Reached
Context Statistics Table
Show Context Statistics Table: Master toggle
Table Size: tiny/small/normal/large/huge/auto
Table Position: Top Left/Top Right/Bottom Left/Bottom Right
Section Toggles:
Current Opening Zone
Opening Zone Statistics
Previous Day Gap Context
Understanding the Statistical Tables
TABLE 1: OVERALL STATISTICS
This table presents universal statistics from 2,482 days of NQ analysis.
Current Session Info
Displays real-time context for the active session:
Open: Where the current RTH session opened relative to pivots (e.g., "GZ_TO_R1" means opened between the PP-R1 golden zone and R1)
Now: Current price position relative to pivots
Direction: Bull (close > open), Bear (close < open), or Flat
How to use: This section helps you quickly understand where price opened and where it currently is, providing immediate context for the day's action.
Touch & Close Rates
Shows probability that each pivot level will be reached during RTH:
Touch %: Percentage of days where price touched this level at any point
Example: R1 touched 38.9% of days, PP touched 57.5% of days
Close %: Percentage of days where price closed beyond this level
Example: R1 close beyond happened 39.8% of days
How to interpret:
Higher touch rates indicate more reliable levels for intraday targeting
The difference between touch and close rates shows rejection frequency
PP has the highest touch rate (57.5%), making it the most magnetic level
Outer levels (R3/S3) have low touch rates (5.1%/7.3%), indicating rare extension days
Continue & Reject Rates
When a level is touched, these statistics show what happens next:
Continue %: Probability price continues through the level
Example: When PP is touched, price continues 88.1% of the time
Reject %: Probability price rejects from the level and reverses
Example: When R1 is touched, price rejects 50.9% of the time
How to interpret:
PP shows highest continuation (88.1%), confirming it's a poor reversal level
Support levels (S1/S2/S3) show strong rejection rates (62.5%/60.7%/56.1%), making them better reversal candidates
Continuation rates above 80% suggest the level is better as a target than an entry
First Touch Statistics
Analyzes which pivot is typically touched first during RTH:
1st Touch %: Probability this level is the first pivot encountered
PP is first touched 37.1% of days (most common)
R1 is first touched 26.0% of days
S1 is first touched 10.9% of days
1st→Continue: If this level is touched first, probability of continuation
S1-S3 show 95.6%-100% continuation when touched first
This means when price reaches support first, it usually continues lower
Avg Time: Minutes after 9:30 AM EST before first touch
PP: 1h 6m average
S3: 19m average (when bearish)
R3: 3h 19m average (when bullish)
How to interpret:
Opening away from PP means higher probability of reaching extremes (R2/R3 or S2/S3)
When support is touched first (within first 2 hours), expect continuation lower
Late-day first touches (after 2 PM) often indicate strong trending days
Multi-Touch: Shows how often levels are tested multiple times (92.8%-95.0% across all levels)
Golden Zone Statistics
Main GZ: 58.5% touch rate for the 0.5-0.618 zone
Inter-Pivot zones:
PP-R1: 60.8% (highest probability)
PP-S1: 50.9%
R1-R2: 25.2%
S1-S2: 24.0%
R2-R3: 9.4%
S2-S3: 10.5%
How to interpret:
Main GZ is touched more often than any individual resistance level
PP-R1 and PP-S1 golden zones are high-probability mean reversion areas
Outer golden zones (R2-R3, S2-S3) are only relevant on high volatility days
Daily Close Distribution
Shows where RTH sessions typically close:
Above/Below PP: 58.5% close above, 41.5% below (slight bullish bias)
Above R1: 24.5% of days
Below S1: 18.7% of days
In GZ: Only 6.3% close in the golden zone (typically transits through it)
How to interpret:
Most days (58.5%) have bullish bias (close above PP)
Less than 25% of days are strong trending days (beyond R1/S1)
Golden zone is an action area, not a resting area
Highest/Lowest Levels Reached
Distribution of the most extreme level reached:
High Resist: R1 (26.0%), R2 (10.8%), R3 (5.1%)
Low Support: S1 (35.4%), S2 (1.9%), S3 (0.6%)
How to interpret:
Most days don't reach beyond R1 or S1
R3/S3 are rare events (5.1%/0.6%), indicating major trending days
S1 is reached as lowest level more often than R1 as highest, suggesting downside is more frequently tested
TABLE 2: CONTEXT STATISTICS
This table provides conditional statistics based on how the session opened.
Current Opening Zone
Displays which of 13 possible zones the RTH session opened in:
ABOVE_R3, R2_TO_R3, R1_TO_R2, GZ_TO_R1, IN_GZ, PP_TO_GZ, AT_PP, GZ_TO_PP, S1_TO_GZ, S2_TO_S1, S3_TO_S2, BELOW_S3
How to use: This immediately tells you the market structure and what type of day to expect.
Opening Zone Statistics
Detailed statistics for the current opening zone (only shows for 6 major zones):
For each zone, you see:
Occurs: How often this opening scenario happens
GZ_TO_R1: 38.4% (most common)
AT_PP: 12.8%
S1_TO_GZ: 24.2%
R1_TO_R2: 9.4%
S2_TO_S1: 6.3%
IN_GZ: 3.8%
Bull/Bear %: Close direction probability
Example: GZ_TO_R1 is perfectly balanced (50.0% bull / 49.6% bear)
R1_TO_R2 is bullish (58.1% bull / 41.0% bear)
Levels Hit: Probability of reaching each pivot level from this opening
Helps identify high-probability targets
Example: From GZ_TO_R1, PP is hit 52.9%, R1 is hit 49.0%, S1 is hit 21.6%
How to interpret:
GZ_TO_R1 (most common): Balanced day, watch PP and GZ for direction clues
AT_PP: Slight bullish bias (56.9%), high chance of touching both PP (92.8%) and GZ (90.3%)
R1_TO_R2: Bullish bias (58.1%), expect continuation to R2 (58.1% chance)
S2_TO_S1: Bullish reversal setup (59.9%), very high chance of S1 touch (82.8%)
IN_GZ: Rare opening (3.8%), bullish bias, virtually guaranteed GZ touch (100%)
Previous Day Gap Context
Shows current gap scenario and typical behavior:
Three scenarios:
GAP UP: Opened Above Yesterday's High (20.5% of days)
R1 Touch: 65.9% (high probability)
R2 Touch: 42.1%
S1 Touch: 15.0% (low probability)
Bias: Bullish continuation
GAP DOWN: Opened Below Yesterday's Low (11.3% of days)
S1 Touch: 71.5% (high probability)
S2 Touch: 55.2%
R1 Touch: 12.1% (low probability)
Bias: Bearish continuation
NO GAP: Opened Within Yesterday's Range (68.2% of days)
PP Touch: 69.5%
GZ Touch: 71.7%
R1 Touch: 35.2%
Bias: Balanced (watch for direction at PP/GZ)
How to interpret:
Gap days (up or down) tend to continue in the gap direction
When gapping, fade trades are low probability (15.0% and 12.1%)
Most days (68.2%) open within previous range, making PP and GZ critical decision zones
The "bias" line provides clear directional guidance for trade selection
Practical Application Examples
Example 1: Standard Day Setup
Scenario: RTH opens at 20,450
PP: 20,400
GZ: 20,390-20,395
R1: 20,425
Previous day high: 20,460
What the tables tell you:
Opening Zone: "GZ_TO_R1" (38.4% occurrence)
Gap Context: "NO GAP" (68.2% occurrence)
Expected behavior: Balanced (50/50 bull/bear)
High probability: PP touch (52.9%), GZ touch (56.8%)
Moderate probability: R1 touch (49.0%), S1 touch (21.6%)
Trade plan:
Wait for price to reach PP (52.9% chance) or GZ (56.8% chance)
Look for directional confirmation at these levels
First target R1 if bullish, S1 if bearish
Avoid assuming direction without confirmation (perfectly balanced opening)
Example 2: Gap Up Day
Scenario: RTH opens at 20,510
Previous day high: 20,460
R1: 20,425
R2: 20,475
What the tables tell you:
Gap Context: "GAP UP" (20.5% occurrence)
R1 touch: 65.9% probability
R2 touch: 42.1% probability
S1 touch: Only 15.0% probability
Bias: Bullish continuation
Trade plan:
Favor long setups
Target R1 first (65.9% chance), then R2 (42.1%)
If R1 breaks, R2 becomes likely target
Shorting is low probability (only 15.0% reach S1)
Example 3: Opening in Golden Zone
Scenario: RTH opens at 20,393
PP: 20,400
GZ: 20,390-20,395
What the tables tell you:
Opening Zone: "IN_GZ" (rare, only 3.8% occurrence)
Bullish bias: 58.1%
GZ touch: 100% (guaranteed - already there)
PP touch: 75.3%
R1 touch: 41.9%
Trade plan:
Expect price to test PP (75.3% chance)
Slight bullish bias suggests long setups better than shorts
Watch how price reacts at PP - likely to continue to R1 (41.9%)
This is an uncommon opening, suggesting potential for larger moves
Best Practices
Match Your Instrument: Remember, statistics are NQ-specific. If trading other instruments, use the levels but disregard the statistical percentages.
Combine with Price Action: Use the statistics for probability context, not as standalone signals. Always confirm with price action, volume, and your trading methodology.
Adapt Table Display: Don't display all sections all the time. Toggle based on your trading phase:
Pre-market: Focus on "Gap Context" to understand the setup
Market open: Watch "Opening Zone Statistics" for directional bias
Intraday: Monitor "Current Session Info" for position tracking
Understand Context: A 60% touch rate doesn't mean guaranteed—it means 40% of days don't touch. Use these probabilities to size positions and manage expectations.
Inter-Pivot Golden Zones: These are most useful when price is already in motion toward a level. For example, if price breaks above PP heading to R1, the PP-R1 golden zone (60.8% touch rate) becomes a high-probability pullback area.
Time Awareness: The "Avg Time" statistics help you understand urgency. If it's 10:30 AM and S1 hasn't been touched (average is 55 minutes), the window for bearish moves is closing.
Technical Notes
Time Zone: All times referenced are NY/EST
Session Definition: RTH is 9:30 AM - 4:00 PM EST
Calculation Period: Pivots update daily based on previous 24-hour period (18:00 previous day to 17:00 current day)
Data Source: Statistics derived from 12 years of NQ 1-minute futures data (2013-2025)
Sample Size: 2,482 complete RTH trading sessions
Disclaimer
This indicator provides statistical probabilities based on historical NQ futures data. Past performance does not guarantee future results. The statistical tables are educational tools and should not be the sole basis for trading decisions. Always:
Use proper risk management
Combine with your own analysis
Understand that probabilities are not certainties
Remember that statistics are instrument-specific (NQ/MNQ only)
Credits
Statistical analysis performed using Python analysis of 12 years of historical NQ futures data. All pivot and golden zone calculations use standard mathematical formulas applicable to any instrument.
OI Grid for Gold/Oil-Auto plot OI level
-For Gold and Crude Oil
-Price diff function between future/spot price
Strategy H4-H1-M15 Triple Screen + TableMaster of Multi-Timeframe Trading: "Triple Screen" Strategy
"▲▼ & BUY/SELL M15 Tags" — H1 Ready signals warn the trader in advance that a reversal is brewing on the medium timeframe.
Settings:
Stochastic Settings: Oscillator length and smoothing adjustment.
Overbought/Oversold: Overbought/oversold level settings (default 80/20).
SL Offset: Buffer in ticks/pips for setting stop-loss beyond extremes.
Usage Instructions:
Long: Background painted light green (H4 Trend UP + H1 Stoch Low), wait for green "BUY M15" tag.
Short: Background painted light red (H4 Trend DOWN + H1 Stoch High), wait for red "SELL M15" tag.
Entry → SL → TP = PROFIT
Short Description (for preview):
Comprehensive "Triple Screen" strategy based on MACD (H4) and Stochastic (H1, M15). Features trend monitoring panel and precise entry signals with automatic Stop Loss calculation.
Technical Notes (for developers):
Hardcoded Timeframes: "240" (H4) and "60" (H1) are hardcoded. For universal use on other timeframe combinations (D1-H4-H1), make these input.timeframe variables.
Repainting: request.security may cause repainting on historical bars (current bar is honest). Standard practice for multi-timeframe TradingView indicators.
Alerts: Built-in alert support for one-click trading convenience.
TurboRSI Pro [JOAT]TurboRSI Pro - Multi-Length RSI Ensemble with Dynamic Momentum Analysis
Introduction
TurboRSI Pro is an open-source indicator that reimagines the classic RSI by calculating multiple RSI lengths simultaneously and combining them into a single, more reliable momentum reading. Instead of relying on a single RSI period that may lag or produce false signals, this indicator creates an ensemble of RSI values across a configurable range, providing a smoother and more robust momentum assessment.
The indicator is designed for traders who want deeper insight into momentum conditions without the noise that comes from single-period oscillators.
Originality and Purpose
This indicator is NOT a simple RSI with different settings. It is an original implementation that solves a fundamental problem with traditional RSI:
The Problem with Single-Period RSI: Traditional RSI uses a single lookback period (typically 14). The issue is that different market conditions favor different RSI lengths. A 14-period RSI might work well in one market phase but produce false signals in another. There's no "perfect" RSI length that works in all conditions.
The Multi-Length Solution: TurboRSI Pro calculates RSI across a range of lengths (default: 10 to 20) simultaneously, then averages all values to create a composite reading. This ensemble approach filters out period-specific noise while preserving genuine momentum shifts. When multiple RSI lengths agree, the signal is more reliable.
OB/OS Strength Percentage: The indicator tracks how many individual RSI lengths are in overbought or oversold territory. When 100% of lengths are overbought, it's a much stronger signal than when only 50% are. This percentage-based approach is original to this indicator and provides conviction assessment.
Candle Heatmap Innovation: An optional feature colors price bars based on deviation from a 200-bar linear regression line. This shows when price is statistically overextended (HOT/COLD) independent of RSI, providing another layer of analysis.
How the components work together:
Multi-length RSI ensemble provides a more robust momentum reading than single-period RSI
OB/OS Strength percentages quantify how many timeframes agree on the momentum condition
Dynamic channels expand/contract based on momentum strength across all calculated lengths
Candle heatmap adds statistical price deviation context independent of RSI
Core Concept: Multi-Length RSI Ensemble
Traditional RSI uses a single lookback period (typically 14). The problem is that different market conditions favor different RSI lengths. TurboRSI Pro solves this by:
Calculating RSI across a range of lengths (default: 10 to 20)
Averaging all RSI values to create a composite reading
Tracking how many individual RSI lengths are in overbought or oversold territory
Displaying this information as "OB Strength" and "OS Strength" percentages
This approach filters out noise while preserving genuine momentum shifts.
How the Multi-Length RSI Works
The calculation uses an efficient array-based approach:
int N = maxLength - minLength + 1
float diff = nz(srcInput - srcInput )
for i = 0 to N - 1
int len = minLength + i
float alpha = 1.0 / len
float numRma = alpha * diff + (1 - alpha) * array.get(numArr, i)
float denRma = alpha * math.abs(diff) + (1 - alpha) * array.get(denArr, i)
float rsiVal = denRma != 0 ? 50 * numRma / denRma + 50 : 50
avgRSI += rsiVal
Each RSI length is calculated using the RMA (Running Moving Average) formula, then all values are averaged. The result is a composite RSI that responds to momentum changes while filtering out period-specific noise.
Visual Components
1. Multi-Length RSI Line
The main oscillator line displays the averaged RSI value with a gradient color:
Green gradient when RSI is above 50 (bullish momentum)
Red gradient when RSI is below 50 (bearish momentum)
Color intensity increases as RSI approaches extreme levels
2. Dynamic Channels
Two adaptive channel lines track momentum extremes:
Upper Channel: Expands when multiple RSI lengths enter overbought territory
Lower Channel: Expands when multiple RSI lengths enter oversold territory
Channel width indicates momentum strength across all calculated lengths
3. Candle Heatmap
An optional feature that colors price bars based on deviation from a linear regression line:
Red/Orange bars: Price is significantly above the regression line (overextended to upside)
Blue bars: Price is significantly below the regression line (overextended to downside)
Yellow bars: Price is near the regression line (neutral)
The heatmap uses a 200-bar regression calculation to identify when price has deviated significantly from its statistical trend.
4. Reference Lines
Standard RSI reference levels are displayed:
80 and 20: Extreme overbought/oversold
70 and 30: Standard overbought/oversold thresholds
50: Neutral momentum line
5. Background Zones
Shaded areas indicate the percentage of RSI lengths in extreme territory:
Green shading from bottom: Percentage of lengths in overbought
Red shading from top: Percentage of lengths in oversold
Dashboard Panel
The dashboard displays real-time analysis in a 7-row table:
RSI Value: Current composite RSI reading (large text for visibility)
Momentum: Current state - OVERBOUGHT, OVERSOLD, BULLISH, BEARISH, or NEUTRAL
OB Strength: Percentage of RSI lengths currently above the overbought threshold
OS Strength: Percentage of RSI lengths currently below the oversold threshold
Heat Level: Current price deviation state - HOT, WARM, NEUTRAL, COOL, or COLD
Trend Bias: Overall trend assessment based on RSI level and channel direction
Optional Stochastic RSI
When enabled, an additional Stochastic RSI line is plotted. This applies the stochastic formula to the RSI itself, providing another layer of momentum analysis. The Stochastic RSI is more sensitive to short-term momentum shifts.
Input Parameters
RSI Settings:
Min RSI Length: Starting length for the RSI range (default: 10)
Max RSI Length: Ending length for the RSI range (default: 20)
Source: Price source for calculation (default: ohlc4)
Overbought: Upper threshold (default: 70)
Oversold: Lower threshold (default: 30)
Candle Heatmap:
Enable Heatmap: Toggle bar coloring on/off (default: enabled)
Regression Length: Lookback for linear regression calculation (default: 200)
Display:
Show Dashboard: Toggle the information panel (default: enabled)
Show Dynamic Channels: Toggle channel lines (default: enabled)
Show Stochastic RSI: Toggle additional Stoch RSI line (default: disabled)
Colors:
Bullish: Color for bullish conditions (default: teal)
Bearish: Color for bearish conditions (default: red)
Neutral: Color for neutral conditions (default: gray)
How to Use TurboRSI Pro
Identifying Momentum Shifts:
Watch for RSI crossing above 50 for bullish momentum confirmation
Watch for RSI crossing below 50 for bearish momentum confirmation
Use the gradient color to quickly assess momentum direction
Using OB/OS Strength:
When OB Strength reaches 100%, all RSI lengths are overbought - strong reversal potential
When OS Strength reaches 100%, all RSI lengths are oversold - strong bounce potential
Partial readings (e.g., 50%) indicate mixed conditions across timeframes
Heatmap Analysis:
HOT readings combined with high RSI suggest overextension - caution for longs
COLD readings combined with low RSI suggest oversold conditions - watch for reversal
Use heatmap divergence from RSI for additional confirmation
Channel Interpretation:
Expanding upper channel with rising RSI confirms strong bullish momentum
Expanding lower channel with falling RSI confirms strong bearish momentum
Channel contraction suggests momentum is weakening
Alert Conditions
Six alert conditions are available:
RSI Overbought: RSI crosses above overbought threshold
RSI Oversold: RSI crosses below oversold threshold
RSI Bullish Cross: RSI crosses above 50
RSI Bearish Cross: RSI crosses below 50
All RSI Overbought: Every RSI length is in overbought territory
All RSI Oversold: Every RSI length is in oversold territory
Best Practices
Use on higher timeframes (1H, 4H, Daily) for more reliable signals
Combine with price action analysis - RSI confirms, it does not predict
Pay attention to OB/OS Strength percentages for conviction assessment
The heatmap works best on assets with clear trending behavior
Adjust min/max RSI lengths based on your trading style - wider range for smoother signals
Limitations
Like all oscillators, can remain in overbought/oversold territory during strong trends
The heatmap regression may lag during rapid price movements
Multi-length calculation requires more processing than single RSI
Best suited for swing trading and position trading timeframes
Technical Notes
This indicator is written in Pine Script v6 and uses:
Array-based calculations for efficient multi-length RSI computation
Linear regression for heatmap deviation analysis
Gradient coloring for intuitive visual feedback
State management for dynamic channel calculations
The source code is open and available for review and modification.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Past performance does not guarantee future results. Always conduct your own analysis and use proper risk management.
-Made with passion by officialjackofalltrades
Universal Market Sessions | Forex & FuturesThis indicator delivers a fully customizable and professional view of global market sessions directly on the chart. It is designed for both Forex and Futures traders and includes a built in mode switch that adjusts session structure and behavior based on the selected market.
All major sessions including Sydney Asia Frankfurt London and New York are displayed as clean session boxes with top centered labels for quick and intuitive identification. Every component of the indicator can be edited through the settings, including session times session names colors border styles transparency and visibility. This allows the script to adapt to any instrument broker feed or personal trading workflow.
For Forex trading, the indicator offers an optional Europe session that can merge the Frankfurt and London sessions into a single unified session. This feature is intended for traders who want a simplified European view without losing awareness of the full trading window.
The Futures mode is structured specifically around futures market behavior, using non overlapping sessions and clearly defined transitions. It includes New York pre market regular trading hours and a labeled break period to help traders identify liquidity shifts and session handoffs with clarity.
The script is lightweight efficient and intentionally minimal while still offering deep customization. It is well suited for traders who value precision flexibility and a clean professional chart layout without unnecessary visual noise.
This is a improved script from my first one "ES Sessions - Asia / London / NY / Break"
@burntledger IG
ORB | Feng FuturesThe ORB | Feng Futures indicator automatically detects the Opening Range Breakout (ORB) for each trading session, plotting the High, Low, and Midline in real time. This tool is built for futures traders who rely on ORB structure to confirm trends, identify breakout zones, and recognize reversal areas early in the session.
Features:
• Auto-calculated ORB High, Low, and Midline
• Multi-timezone session support (NY, Chicago, London, Tokyo, etc.)
• Customize ORB time range and time window for display
• Real-time updating lines that freeze at session close
• Optional labels with customizable size, color, and offset
• Save and view multiple previous ORB sessions
• Full color customization for all levels
• Automatically hides on higher timeframes (Daily+) to reduce clutter
• Works on ES, NQ, and all intraday futures charts
• Works on stocks, crypto, forex, and other tradeable assets where ORB is applicable
Disclaimer: This indicator is for educational purposes only and does not constitute financial advice. Trading futures involves significant risk and may not be suitable for all investors. Always do your own research and use proper risk management.
Liquidation Heatmap Zones CamnextlevelFind Liquidation zones where the high leverage trades are being liquidated
NSDT LatticeThis script automatically detects the Open price once the Futures markets open (6PM Eastern Time) and plots Support/Resistance levels based on the "Ticks Between Levels" that the trader enters in the settings.
The trader can also chose to set their own Custom Start Price should they wish to. For example: If they want to use the New York session Open price (for RTH) instead of the Asia session Open price (ETH).
You can change the colors and thickness of the lines, as well as the numbers of levels plotted.
[Greeny] RTH Only Naked VPOCWhat it does
Calculates and displays daily Volume Point of Control (VPOC) levels based on RTH (Regular Trading Hours) session only. Tracks which VPOCs remain "naked" (untouched) and which have been hit - but only counts hits during RTH hours, ignoring overnight/globex touches.
Key Features
One VPOC per trading day calculated from entire RTH session volume profile
RTH-only hit detection - levels only marked as hit when touched during RTH, not overnight
Works on all timeframes - daily, hourly, or any chart timeframe
Volume-based filtering - automatically skips low-liquidity sessions (pre-front-month contract data)
Visual markers - small dash on origin bar shows where each VPOC was, even after being hit
Visual Guide
Yellow dashed line - Naked VPOC (not yet touched during RTH)
White dashed line - Hit VPOC (was touched during RTH)
Small dash on candle - POC origin marker
Settings
Display options: Toggle to show only naked POCs, customize hit/naked colors, adjust line width and style (solid/dashed/dotted), enable/disable line extension and origin markers.
RTH Session: Configure start and end time in NY timezone. Default is 9:30-16:00 (US equity market hours), which equals 15:30-22:00 Budapest time.
Advanced: Adjust volume profile resolution (default 250 bins), data source timeframe for calculations (5min recommended for daily charts), and minimum volume threshold to filter out low-liquidity sessions like pre-rollover contract data (default 10% of average).
Best For
ES/MES, NQ/MNQ futures traders
Mean reversion strategies using VPOC as support/resistance
Auction Market Theory practitioners
Anyone wanting clean RTH-only volume profile levels
Note on Contract Rollovers
When using specific contract symbols (e.g., ESH2026 instead of ES1!), the script may show many naked VPOCs from months before the contract became active. This happens because futures contracts have very low liquidity before becoming the front-month, creating unreliable VPOCs with gaps that never get hit. The volume filter helps reduce this, but you may need to increase the "Min Volume % of Average" setting or simply ignore older levels when viewing back-month data.
ES Sessions - Asia / London / NY / Break This indicator draws clean, outline-only session boxes for ES futures, covering Asia, London, New York (RTH), Overnight, and the Daily Break.
Most session indicators add too much visual noise. Heavy background shading, overlapping colors, excessive lines, or extra calculations clutter the chart and distract from price. This script is intentionally different.
Each session is displayed as a simple price range outline showing the high and low of the session, with a single label placed at the top center. There is no background shading and no unnecessary highlights or metrics.
Sessions are defined using CME Central Time so they remain accurate, while Trading View automatically converts them to your chart’s local time.
The goal is clarity. See where each session starts and ends, understand its range, and keep the focus on price action without distraction.
Ideal for traders who want structure without clutter.
Socials - @burntledger
Basic Key Levels | Feng FuturesKey Levels | Feng Futures (Basic) automatically plots the most essential daily reference levels used by futures traders to establish intraday context and structure.
This lightweight version focuses on the three levels that matter most for session bias and liquidity reference:
Previous Day High (PDH)
Previous Day Low (PDL)
Session Open (18:00 NY for futures)
These levels are commonly used by professional and institutional participants as decision points for:
directional bias
continuation vs. reversal context
risk definition and invalidation
Features:
• Auto-plotted PDH and PDL
• Futures session open (18:00 NY)
• Clean, non-repainting levels
• Lines extend forward for intraday use
• Optional price labels pinned to the right edge
• Minimal design to reduce chart clutter
• Full color, width, and label customization
• Optimized for intraday futures trading
This indicator does not provide trade signals or alerts.
It is designed to support planning, execution, and review within your own trading framework.
Best used on:
ES, NQ, RTY, YM (intraday timeframes)
PDH / PDL levels can be used as take profit targets or to help form bias. For example, if we break out of PDH, we may look for longs.
Disclaimer:
This indicator is for educational purposes only and does not constitute financial advice. Trading futures involves significant risk and may not be suitable for all investors. Always do your own research and use proper risk management.
Percentage Level TargetsDisplays dynamic percentage-based price target levels at ±2.5% and ±5% from current price.
⭐ FEATURES:
✓ Real-time level updates on every candle
✓ Customizable label positioning (left/right)
✓ Adjustable offset for precise placement
✓ Works on ALL timeframes and assets
✓ Color-coded levels (green/red)
🎯 USE CASES:
→ Identify profit targets quickly
→ Set stop-loss levels automatically
→ Risk/reward ratio planning
→ Scalping & swing trading
⚙️ CUSTOMIZATION:
• Adjust percentage levels (default: ±2.5%, ±5%)
• Toggle labels on/off
• Change colors for positive/negative levels
• Control label position & offset
📊 COMPATIBLE WITH:
Stocks • Crypto • Forex • Commodities
All timeframes (1m, 5m, 1h, 4h, Daily, Weekly, Monthly)
Feedback welcome! 🙌
Div for all extThis is an improved indicator. It has been improved by increasing the number of “Check external” functions. Now you can use any custom oscillators with this indicator!
Previous H/L LinesPrevious High/Low Lines
This indicator plots horizontal lines for the Previous Day, Week, Month, and Year High and Low levels. Each timeframe can be toggled on or off, and line color, width, and style are fully customizable. The lines extend across the chart and update only when a new period starts, ensuring clarity and relevance. Ideal for traders who use key historical price levels for support/resistance or breakout strategies.
Auto Fibo Pivot [Ultimate MTF]Stocks: Locks lines during market hours (09:00-15:30) and switches to "Preview Mode" (Next Day) after market close.
Forex/Crypto: Always Fixed Mode (24h).
Multi-Timeframe (MTF): Select between Auto Daily, Weekly, Monthly, or Yearly pivots.
Fully Customizable: Easily change Fibonacci ratios and colors in the settings.
No Repaint: Stable lines on 1-minute charts.
自動判別・マルチタイムフレーム対応のフィボナッチピボット
株・為替を自動判別し、最適なモードで動作する実戦向けインジケーターです。
主な機能:
自動判別機能:
日本株: ザラ場中はラインを完全固定。15:30以降は自動で「明日の予習モード」に切り替わります。
為替・仮想通貨: 24時間常時固定モードで動作します。
ICT Levels PDH/PDL/IB/JP/WH/WL/PDCA lightweight reference-level indicator designed for ICT-style execution and prop-evaluation trading.
This script plots only the core, high-signal levels used intraday:
Prior Day High / Low (PDH / PDL)
Initial Balance High / Low (IBH / IBL)
Job Pivot (previous day pivot)
Weekly High / Low
PDC
Right-anchored labels for quick price reference
No signals, no bias — levels only
Dynamic Supports + Volume Profile (Smart Time Selector)This indicator is an "All-in-One" tool designed to simplify Market Structure and Volume analysis on higher timeframes (especially Daily charts).
Its main innovation is the **Unique Period Selector**, which automatically adjusts 5 internal parameters (tolerance, pivot sensitivity, resolution, and historical depth) with a single click.
**🛠️ MAIN FEATURES:**
1. **Automatic Engine (1-5 Years):**
* Forget about manually setting pivot lengths or "Lookback".
* Select **"1 Year"**: The script scans for fast pivots and recent volume for *Swing Trading*.
* Select **"5 Years"**: The script filters noise and shows only "Rock-Solid" structures (Historical S/R) for *Long Term Investing*.
2. **"Merged" Support & Resistance (S/R):**
* The script detects Pivot Highs/Lows.
* **Fusion Logic:** If price bounces multiple times in the same zone (within calculated tolerance), the script updates the existing line instead of drawing a new one. It extends the line and counts the touches (e.g., "S (4)" means a Support validated 4 times).
* **Clean Chart:** Avoids visual noise.
3. **Lateral Volume Profile (VP):**
* Displays volume distribution to the right of the current price.
* **Orange POC (Point of Control):** Marks the exact price level with the highest trading volume in the selected period.
**🚀 HOW TO USE (STRATEGY):**
Best used on the **Daily Timeframe (1D)**:
* **Scenario 1: Mean Reversion**
* If price moves far from the **Orange POC**, look for it to act as a magnet.
* Enter when price touches a **Green Line (Support)** that aligns with a high volume node.
* **Scenario 2: Breakout**
* If price breaks a **Red Line (Resistance)** aggressively and the volume above is thin (low volume nodes), the move tends to be fast due to lack of friction.
* **Scenario 3: Multi-Timeframe Analysis**
* Use "5 Years" to mark your long-term zones.
* Switch to "1 Year" for tactical entries.
**🎨 VISUAL SETTINGS:**
* **Green Lines:** Demand Zones (Supports).
* **Red Lines:** Supply Zones (Resistances).
* **Dotted Orange Line:** POC (Fair Value).
* **Blue Bars:** Volume Profile.
**Disclaimer / Descargo:**
This script is designed for educational and analytical purposes on the daily timeframe. Use it to identify zones of interest, not as automatic buy/sell signals.
Trailing offsetThis indicator draws a horizontal line a fixed distance (ticks) from the latest highest high or lowest low, and then tracks price as it rises higher or drops lower. This is useful, for example, to help track trailing stop levels when manually adjusting trailing stops.
To reduce clutter and minimise confusion you could have two instances of the indicator on your chart at the same time, one configured to only show the trailing level for long trades, and the other for short trades. Then you would show / hide each indicator depending on which direction you enter a trade.
Minervini Ultimate +VCPMinervini Ultimate Suite (SEPA Dashboard)
This indicator implements Mark Minervini's "Trend Template" criteria combined with a Volatility Contraction Pattern (VCP) detector and a custom Relative Strength rating. It is designed to help traders visualize the technical health of a stock based on stage analysis concepts.
This indicator serves as a complete Control System (Dashboard) for Mark Minervini's SEPA trading strategy. Instead of manually checking five different metrics on every chart, this indicator performs the mathematical calculations and presents the "bottom line" in a single, organized table.
1. What This Indicator Does
The goal is to ensure you never enter a trade blindly. It verifies the stock against Minervini's strict requirements:
Trend: Is the stock in a healthy Stage 2 Uptrend?
Relative Strength: Is it stronger than the general market?
Buy Risk: Is it the right time to buy, or is the price extended?
Pressure: Are institutions accumulating or distributing?
VCP: Is there a breakout opportunity (volatility contraction) right now?
2. Key Benefits
Time-Saving: Instead of drawing lines and calculating percentages manually, you get immediate visual feedback (Green/Red).
Discipline: The indicator will flag "Extended" (Red) if you attempt to buy a stock that has run up too much, saving you from late entries and unnecessary losses.
Precision Timing: The VCP feature (Blue Dots) helps you identify the "calm before the storm"—the exact moment volatility contracts, which often precedes a major breakout.
3. Indicator Parameters & Features
A. Minervini Pressure (Buying vs. Selling)
What it checks: Money flow over the last 20 days.
Calculation: Sums up volume on "Up Days" (Green) versus volume on "Down Days" (Red).
Meaning:
🟢 Buying: More money is entering than leaving. A sign of institutional accumulation.
🔴 Selling: Selling pressure dominates. The price may be rising, but without strong volume backing.
B. Buy Risk (Price Extension)
What it checks: The distance of the current price from the 50-Day Moving Average. Minervini strictly warns against "chasing" stocks.
Signals:
🟢 Low Risk: Price is within 0% – 15% of the 50MA. This is the ideal "Buy Zone".
🟡 Caution: Price is 15% – 25% away. Buy with increased caution.
🔴 Extended: Price is >25% from the MA. Do not buy. The probability of a pullback is high.
⚪ Broken: Price is below the 50MA. The short-term trend is damaged.
C. TPR - Trend Template (Trend Power Rating)
What it checks: Is the stock in a Stage 2 Uptrend?
Strict Rules (All must be true for a PASS):
Price > 50MA > 150MA > 200MA.
The 200MA is trending UP (positive slope).
Price is near the 52-Week High (within 25%).
Price is above the 52-Week Low (at least 25%).
Meaning:
🟢 PASSED: Technically healthy and ready to move.
🔴 FAILED: The trend structure is broken (e.g., MAs are entangled).
D. RPR Score (Relative Performance Rating)
What it checks: How strong the stock is compared to the general market (S&P 500 / SPY).
Calculation: Weighted performance over 3, 6, 9, and 12 months vs. the SPY. The score ranges from 1 to 99.
Meaning:
🟢 80-99: Market Leader. These are the stocks Minervini targets.
🟡 70-80: Good, but not elite.
⚪ Below 70: Laggard (weaker than the market).
E. VCP Action (Volatility Contraction Pattern)
What it checks: Monitors price tightness. It calculates the range between the highest close and lowest close over the last 5 days.
Meaning:
🔵 SQUEEZE (Blue Text + Blue Dot on Chart): The price range has contracted to less than 2.5%.
Why it matters: When a stock stops moving wildly and trades in a tight range ("Flat Line"), it indicates supply has dried up. A high-volume breakout often follows immediately.
Session High/Low [gdad]There are many strategies that use the 5 min, 10 min or 15 min opening candle. There are also strategies that look at the behavior of other markets such as Tokyo and London as well as the pre-market. Along with these strategies, there is one by The Rumers (@the.rumers) that also looks at the Day ATR with his Padder Scalp strategy.
I trade Futures and like to see how the market has done for varying trading sessions.
I found it was time consuming and distracting to my trading to manually mark all these different things up. This indicator takes TradingView's Trading Sessions indicator and combined ideas borrowed the idea of taking the opening range breakout and extending it to the end of the trading session from Opening Range & Prior Day High/Low along with some additional enhancements and provided information.
It comes pre-built with eight different sessions:
Session 1: Futures Session
Session 2: Tokyo
Session 3: London
Session 4: NY Pre-Market
Session 5: New York
Session 6: 5 min open
Session 7: 10 min open
Session 8: 15 min open
The names, time spans, time zones, colors, whether to show the mid-line or averages and whether and how far to extend them are all customizable once you click Show Session. You can show none, one or multiple sessions. You can also choose which text shows up in the text box (the same will show for each session).
Warning: The Extend to Time range must start during the Session Time. You cannot have a Session Time of 9:30-9:45 and an Extend Time from 10:00-4:00.
Average is calculated by the sum of the close divided by the number of bars for the session.
Red Bull Wings [JOAT]RED BULL WINGS - Bullish-Only Institutional Overlay
Introduction and Purpose
RED BULL WINGS is an open-source overlay indicator that combines five distinct bullish detection methods into a single composite scoring system. The core problem this indicator solves is that individual bullish signals (patterns, volume, zones, trendlines) often disagree or fire in isolation. A bullish engulfing pattern means little if volume is weak and price is far from support. Traders need confluence across multiple dimensions to identify high-probability setups.
This indicator addresses that by scoring each bullish component separately, then combining them into a weighted WINGS score (0-100) that reflects overall bullish conviction. When multiple components align, the score rises; when they disagree, the score stays low.
Why These Five Modules Work Together
Each module measures a different aspect of bullish market structure:
1. Module A - Bullish Candlestick Engine - Detects classic reversal patterns (engulfing, marubozu, hammer, 3-bar cluster). These patterns identify WHERE buyers are stepping in.
2. Module B - PVSRA Volume Climax - Measures spread x volume to detect institutional participation. This tells you WHETHER smart money is involved.
3. Module C - Demand Zone Detection - Identifies and tracks order block zones where buyers previously overwhelmed sellers. This shows you WHERE institutional support exists.
4. Module D - Trendline Channel - Builds dynamic support/resistance from pivot points. This reveals the STRUCTURE of the current trend.
5. Module E - Ichimoku Assist - Optional filter using Tenkan/Kijun cross, cloud position, and Chikou confirmation. This provides TREND PERMISSION context.
The combination works because:
Patterns alone can fail without volume confirmation
Volume alone means nothing without price structure context
Zones alone are static without pattern/volume triggers
Trendlines alone miss the micro-level entry timing
When 3+ modules agree, the probability of a valid bullish setup increases significantly
How the Calculations Work
Module A - Pattern Detection:
Bullish Engulfing - Current bullish bar completely engulfs prior bearish bar:
bool engulfingCond = isBullish() and
isBearish() and
open <= close and
close >= open and
bodySize() > bodySize()
Marubozu - Strong body with minimal wicks (body >= 1.8x average, wick ratio < 20%):
float wickRatio = candleRange() > 0 ? (upperWick() + lowerWick()) / candleRange() : 0
bool marubozuCond = isBullish() and
bodySize() >= bodySizeAvg * i_maruMult and
wickRatio < i_wickRatioMax
Hammer - Long lower wick (>= 2.5x body), close in upper third, volume confirmation:
bool hammerWick = lowerWick() >= i_hammerWickMult * bodySize()
bool hammerClose = close >= low + (candleRange() * 0.66)
bool hammerVol = volume >= i_pvsraRisingMult * volAvg
3-Bar Cluster - Three consecutive bullish closes with increasing prices and volume spike:
bool threeBarBullish = isBullish() and isBullish() and isBullish()
bool increasingCloses = close > close and close > close
bool volSpike3Bar = volume >= i_pvsraRisingMult * volAvg or
volume >= i_pvsraRisingMult * volAvg
Module B - PVSRA Volume Analysis:
Uses spread x volume to detect climax conditions:
float spreadVol = candleRange() * volume
float maxSpreadVol = ta.highest(spreadVol, ADJ_PVSRA_LOOKBACK)
bool volClimax = volume >= i_pvsraClimaxMult * volAvg or spreadVol >= maxSpreadVol
bool volRising = volume >= i_pvsraRisingMult * volAvg and volume < i_pvsraClimaxMult * volAvg
Volume only scores when the candle is bullish, preventing false signals on bearish volume spikes.
Module C - Demand Zone Detection:
Identifies zones using a two-candle structure:
// Small bearish candle A followed by larger bullish candle B
bool candleA_bearish = isBearish()
bool candleB_bullish = isBullish()
bool newZoneCond = candleA_bearish and candleB_bullish and
candleB_size >= i_zoneSizeMult * candleA_size
Zones are drawn as rectangles and tracked for retests. Score increases when price is near or inside an active zone, with bonus points for rejection candles.
Module D - Trendline Channel:
Builds dynamic channel from confirmed pivot points:
float ph = ta.pivothigh(high, i_pivotLeft, i_pivotRight)
float pl = ta.pivotlow(low, i_pivotLeft, i_pivotRight)
Pivots are stored and connected to form upper/lower channel lines. The indicator detects breakouts when price closes beyond the channel with volume confirmation.
Module E - Ichimoku Assist:
Standard Ichimoku calculations with bullish scoring:
float tenkan = (ta.highest(high, i_tenkanLen) + ta.lowest(low, i_tenkanLen)) / 2
float kijun = (ta.highest(high, i_kijunLen) + ta.lowest(low, i_kijunLen)) / 2
bool tkCross = ta.crossover(tenkan, kijun)
bool priceAboveCloud = close > cloudTop
bool chikouAbovePrice = chikou > close
Module F - WINGS Composite Score:
All module scores are combined using adjustable weights:
float WINGS_score = 100 * (nW_pattern * S_pattern +
nW_volume * S_vol +
nW_zone * S_zone +
nW_trend * S_trend +
nW_ichi * S_ichi)
Default weights: Pattern 30%, Volume 25%, Zone 20%, Trend 15%, Ichimoku 10%.
Signal Thresholds
WATCH (30-49) - Interesting bullish context forming, not yet actionable
MOMENTUM (50-74) - Strong bullish conditions, multiple modules agreeing
LIFT-OFF (75+) - High-confidence bullish confluence across most modules
WINGS Badge (Dashboard)
The right-side panel displays:
WINGS Score - Current composite score (0-100)
Pattern - Active pattern name and strength, or neutral placeholder
Volume - Normal / Rising / CLIMAX status
Zone - ACTIVE if price is near a demand zone
Trend - Channel position or BREAK status
Ichimoku - OFF / Weak / Bullish / STRONG
Status - Overall signal level (Neutral / WATCH / MOMENTUM / LIFT-OFF)
Input Parameters
Module Toggles:
Enable Bullish Patterns (true) - Toggle pattern detection
Enable PVSRA Volume (true) - Toggle volume analysis
Enable Order Blocks (true) - Toggle demand zone detection
Enable Trendlines (true) - Toggle pivot channel
Enable Ichimoku Assist (false) - Toggle Ichimoku filter (off by default for performance)
Enable Visual Effects (false) - Toggle labels, trails, and visual elements
LIVE MODE (false) - Enable intrabar signals (WARNING: signals may repaint)
Pattern Engine:
Pattern Lookback (5) - Bars for body size averaging
Marubozu Body Multiplier (1.8) - Minimum body size vs average
Hammer Wick Multiplier (2.5) - Minimum lower wick vs body
Max Wick Ratio (0.2) - Maximum wick percentage for marubozu
Volume / PVSRA:
PVSRA Lookback (10) - Period for volume averaging
Climax Multiplier (2.0) - Volume threshold for climax detection
Rising Volume Multiplier (1.5) - Volume threshold for rising detection
Order Blocks:
Zone Size Multiplier (2.0) - Minimum bullish candle size vs bearish
Zone Extend Bars (200) - How far zones project forward
Max Zones (12) - Maximum active zones displayed
Remove Zone on Close Below (true) - Delete broken zones
Trendlines:
Pivot Left/Right Bars (3/3) - Pivot detection sensitivity
Min Slope % (0.25) - Minimum trendline angle
Max Trendlines (5) - Maximum pivot points stored
Trendline Projection Bars (60) - Forward projection distance
Ichimoku:
Tenkan Length (9) - Conversion line period
Kijun Length (26) - Base line period
Senkou B Length (52) - Leading span B period
Displacement (26) - Cloud displacement
WINGS Score:
Weight: Pattern (0.30) - Pattern contribution to score
Weight: Volume (0.25) - Volume contribution to score
Weight: Zone (0.20) - Zone contribution to score
Weight: Trend (0.15) - Trendline contribution to score
Weight: Ichimoku (0.10) - Ichimoku contribution to score
Lift-Off Threshold (75) - Score required for LIFT-OFF signal
Momentum Watch Threshold (50) - Score required for MOMENTUM signal
Visuals:
Signal Cooldown (8) - Minimum bars between labels
Show WINGS Score Badge (true) - Toggle dashboard
Show Wing Combos (true) - Show DOUBLE/MEGA WINGS streaks
Red Background Wash (true) - Tint chart background
Show Lift-Off Trails (false) - Toggle golden trail visuals
How to Use This Indicator
For Bullish Entry Identification:
1. Monitor the WINGS badge for score changes
2. Wait for MOMENTUM (50+) or LIFT-OFF (75+) signals
3. Check which modules are contributing (Pattern + Volume + Zone = stronger)
4. Use demand zones and trendlines as structural reference for entries
For Confluence Confirmation:
1. Use alongside your existing analysis
2. LIFT-OFF signals indicate multiple bullish factors aligning
3. Low scores (< 30) suggest weak bullish context even if one factor looks good
For Zone-Based Trading:
1. Watch for price approaching active demand zones
2. Look for pattern + volume confirmation at zone retests
3. Zone score increases with successful retests
For Trendline Analysis:
1. Monitor the pivot-based channel for trend structure
2. Breakouts with volume confirmation trigger TREND BREAK alerts
3. Price inside channel with bullish patterns = trend continuation setup
1M and lower timeframes:
Alerts Available
LIFT-OFF - High-confidence bullish confluence
MOMENTUM - Strong bullish conditions
Zone Retest - Bullish rejection from demand zone
Trendline Break - Breakout with volume confirmation
Individual patterns (Engulfing, Marubozu, Hammer, 3-Bar Cluster)
Volume Climax - Institutional volume spike
DOUBLE WINGS / MEGA WINGS - Consecutive lift-off signals
Repainting Behavior
By default, the indicator uses confirmed bars only (barstate.isconfirmed), meaning signals appear after the bar closes and do not repaint. However:
LIVE MODE - When enabled, signals can appear intrabar but may disappear if conditions change before bar close. A warning label displays when LIVE MODE is active.
Trendlines - Pivot detection requires lookback bars, so the most recent trendline segments may adjust as new pivots confirm. This is inherent to pivot-based analysis.
Demand Zones - Zones are created on confirmed bars and do not repaint, but they can be removed if price closes below the zone bottom (configurable).
Live Mode with 'Enable Visual Effect' turned off in settings:
Limitations
This is a bullish-only indicator. It does not detect bearish setups or provide short signals.
The WINGS score is a confluence measure, not a prediction. High scores indicate favorable conditions, not guaranteed outcomes.
Pattern detection uses simplified logic. Not all candlestick nuances are captured.
Volume analysis requires reliable volume data. Results may vary on instruments with inconsistent volume reporting.
Ichimoku calculations add processing overhead. Disable if not needed.
Demand zones are based on a specific two-candle structure. Other valid zones may not be detected.
Trendlines use linear regression between pivots. Curved or complex channels are not supported.
Timeframe Recommendations
15m-1H: More frequent signals, useful for intraday analysis. Higher noise.
4H-Daily: Best balance of signal quality and frequency for swing trading.
Weekly: Fewer but more significant signals for position trading.
Adjust lookback periods and thresholds based on your timeframe. Shorter timeframes may benefit from shorter lookbacks.
Open-Source and Disclaimer
This script is published as open-source under the Mozilla Public License 2.0 for educational purposes. The source code is fully visible and can be studied to understand how each module works.
This indicator does not constitute financial advice. The WINGS score and signals do not guarantee profitable trades. Past performance does not guarantee future results. Always use proper risk management, position sizing, and stop-losses. Test thoroughly on your preferred instruments and timeframes before using in live trading.
- Made with passion by officialjackofalltrades
UTC Daily High / Low Tracker (UTC Anchored)This indicator will track the Daily high and low AKA daily range of each day using UTC (00:00)
