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Wyckoff Method - Comprehensive Analysis# WYCKOFF METHOD - QUICK REFERENCE CHEAT SHEET ## 🟢 STRONGEST BUY SIGNALS ### 1. SPRING ⭐⭐⭐⭐⭐ - **What:** False breakdown below support on LOW volume - **Look for:** Quick reversal, close above support - **Entry:** When price closes back in range - **Stop:** Below spring low - **Target:** Top of range minimum ### 2. SOS (Sign of Strength) ⭐⭐⭐⭐ - **What:** Breakout above resistance on HIGH volume - **Look for:** Wide spread up bar, strong close - **Entry:** On breakout or wait for LPS pullback - **Stop:** Below range top - **Target:** Height of range projected up ### 3. SHAKEOUT ⭐⭐⭐⭐ - **What:** Sharp move below support with HIGH volume, immediate reversal - **Look for:** Long lower wick, closes strong - **Entry:** When price reclaims support - **Stop:** Below shakeout low - **Target:** Previous resistance --- ## 🔴 STRONGEST SELL SIGNALS ### 1. UTAD (Upthrust After Distribution) ⭐⭐⭐⭐⭐ - **What:** False breakout above resistance, quick rejection - **Look for:** Spike high, weak close, often high volume - **Entry:** When price closes back in range - **Stop:** Above UTAD high - **Target:** Bottom of range minimum ### 2. SOW (Sign of Weakness) ⭐⭐⭐⭐ - **What:** Breakdown below support on HIGH volume - **Look for:** Wide spread down bar, weak close - **Entry:** On breakdown or wait for LPSY rally - **Stop:** Above range bottom - **Target:** Height of range projected down ### 3. UPTHRUST ⭐⭐⭐⭐ - **What:** Move above resistance on LOW volume, weak close - **Look for:** Long upper wick, closes in lower half - **Entry:** When resistance holds - **Stop:** Above upthrust high - **Target:** Support level --- ## 📊 ACCUMULATION PHASES (Bottom Formation) ``` PHASE A: Stopping the Downtrend ├─ PS (Preliminary Support) - First buying ├─ SC (Selling Climax) - Panic bottom ⚠️ KEY EVENT ├─ AR (Automatic Rally) - Relief bounce └─ ST (Secondary Test) - Retest SC low PHASE B: Building the Cause ├─ Trading range forms ├─ Multiple tests of support ├─ Volume decreasing └─ Absorption occurring PHASE C: The Test ├─ SPRING - False breakdown ⚠️ KEY EVENT └─ TEST - Support holds on low volume PHASE D: Dominance Emerges ├─ SOS - Breakout ⚠️ KEY EVENT ├─ LPS - Last Point of Support (pullback) └─ BU - Backup PHASE E: Markup └─ New uptrend, strong momentum ``` **Background Color:** Blue → Green (getting brighter) **Action:** Buy in Phase C/D, Hold through Phase E --- ## 📊 DISTRIBUTION PHASES (Top Formation) ``` PHASE A: Stopping the Uptrend ├─ PSY (Preliminary Supply) - First selling ├─ BC (Buying Climax) - Euphoric top ⚠️ KEY EVENT ├─ AR (Automatic Reaction) - Sharp drop └─ ST (Secondary Test) - Retest BC high PHASE B: Building the Cause ├─ Trading range forms ├─ Multiple tests of resistance ├─ Demand being absorbed └─ Volume patterns change PHASE C: The Test └─ UTAD - False breakout ⚠️ KEY EVENT PHASE D: Dominance Emerges ├─ SOW - Breakdown ⚠️ KEY EVENT └─ LPSY - Last Point of Supply (rally to exit) PHASE E: Markdown └─ New downtrend, strong selling ``` **Background Color:** Orange → Red (getting darker) **Action:** Sell in Phase C/D, Stay out during Phase E --- ## 💰 VOLUME SPREAD ANALYSIS (VSA) | Signal | Meaning | Color | Implication | |--------|---------|-------|-------------| | **ND** (No Demand) | Up bar, LOW volume | 🟠 Orange | Weakness - uptrend ending | | **NS** (No Supply) | Down bar, LOW volume | 🔵 Blue | Strength - downtrend ending | | **SV** (Stopping Volume) | VERY HIGH volume, narrow spread | 🟣 Purple | Potential reversal | | **UT** (Upthrust) | Above resistance, LOW vol, weak close | 🔴 Red | Sell signal | | **SO** (Shakeout) | Below support, HIGH vol, strong close | 🟢 Green | Buy signal | --- ## 🎯 VOLUME INTERPRETATION | Volume Level | Bar Color | Meaning | |--------------|-----------|---------| | **VERY HIGH** (>2x average) | Dark Green/Red | Climax, potential reversal | | **HIGH** (>1.5x average) | Light Green/Red | Strong interest | | **NORMAL** | Gray | Average trading | | **LOW** (<0.7x average) | Faint Gray | Testing, no interest | --- ## ⚖️ EFFORT vs RESULT | Scenario | Volume | Spread | Meaning | |----------|--------|--------|---------| | **High Effort, Low Result** | HIGH | Narrow | ⚠️ Potential reversal | | **Low Effort, High Result** | LOW | Wide | ⚠️ Trend weakening | | **High Effort, High Result** | HIGH | Wide | ✅ Strong trend | | **Low Effort, Low Result** | LOW | Narrow | 😴 No interest | --- ## 📏 TRADING RULES ### ✅ DO: - ✅ Wait for confirmation before entering - ✅ Trade in direction of higher timeframe - ✅ Use springs and UTAD as primary signals - ✅ Measure trading range for targets - ✅ Place stops outside the range - ✅ Look for volume confirmation - ✅ Check multiple timeframes - ✅ Focus on Phase C and D events ### ❌ DON'T: - ❌ Buy during Phase E Markdown - ❌ Sell during Phase E Markup - ❌ Trade against major trend - ❌ Ignore volume signals - ❌ Enter without clear stop loss - ❌ Trade every signal - ❌ Use on very low timeframes without practice - ❌ Ignore the context --- ## 🎪 COMPOSITE OPERATOR (Smart Money) ### 💰 Green Money Symbol (Bottom) - **Meaning:** Institutions accumulating - **Location:** Demand zones, springs, tests - **Action:** Follow the smart money - buy ### 💰 Red Money Symbol (Top) - **Meaning:** Institutions distributing - **Location:** Supply zones, UTAD, weak rallies - **Action:** Follow the smart money - sell --- ## 📍 SUPPLY & DEMAND ZONES ### 🟢 Demand Zones (Green Boxes) - **Created at:** SC, Spring, Shakeout - **Represents:** Where smart money bought - **Action:** Look for bounces ### 🔴 Supply Zones (Red Boxes) - **Created at:** BC, UTAD, Upthrust - **Represents:** Where smart money sold - **Action:** Look for rejections --- ## 🎯 TARGET CALCULATION ### Measured Move Method ``` 1. Measure trading range height Example: Top at 120, Bottom at 100 = 20 points 2. Add to breakout point (accumulation) Breakout at 120 + 20 = Target: 140 3. Or subtract from breakdown (distribution) Breakdown at 100 - 20 = Target: 80 ``` ### Multiple Targets - **Conservative:** 1x range height (100% probability reached) - **Moderate:** 1.5x range height (70% probability) - **Aggressive:** 2x range height (40% probability) --- ## ⏰ TIMEFRAME GUIDE | Timeframe | Use For | Reliability | Recommended For | |-----------|---------|-------------|-----------------| | **Weekly** | Major trends | ⭐⭐⭐⭐⭐ | Position traders | | **Daily** | Swing trades | ⭐⭐⭐⭐⭐ | Most traders | | **4-Hour** | Active swing | ⭐⭐⭐⭐ | Active traders | | **1-Hour** | Day trading | ⭐⭐⭐ | Experienced only | | **15-Min** | Scalping | ⭐⭐ | Experts only | **Golden Rule:** Always check one timeframe higher for context! --- ## 🚨 ALERT PRIORITY ### 🔔 MUST-HAVE ALERTS 1. Spring 2. UTAD 3. SOS 4. SOW ### 🔔 NICE-TO-HAVE ALERTS 5. Selling Climax (SC) 6. Buying Climax (BC) 7. Smart Money Accumulation 8. Smart Money Distribution ### 🔔 CONFIRMATION ALERTS 9. Phase E Markup 10. Phase E Markdown --- ## 💡 QUICK DECISION TREE ``` Is there a clear trading range? ├─ YES │ ├─ Did price break BELOW support? │ │ ├─ Volume LOW + Quick reversal = SPRING → BUY ✅ │ │ └─ Volume HIGH + Stays down = Breakdown → SELL ⚠️ │ │ │ └─ Did price break ABOVE resistance? │ ├─ Volume LOW + Quick reversal = UTAD → SELL ✅ │ └─ Volume HIGH + Stays up = Breakout → BUY ⚠️ │ └─ NO ├─ Strong uptrend = Wait for re-accumulation └─ Strong downtrend = Wait for re-distribution ``` --- ## 📝 PRE-TRADE CHECKLIST Before entering any trade: - Identified the current Wyckoff phase - Confirmed with volume analysis - Checked higher timeframe trend - Located supply/demand zones - Identified clear entry point - Set stop loss level - Calculated target (risk:reward >1:2) - Verified position size (risk 1-2%) - Have at least 2 confirming signals - Not trading against major trend --- ## 🧠 REMEMBER **The Three Laws:** 1. **Supply & Demand** - Price is determined by imbalance 2. **Cause & Effect** - Range size predicts move size 3. **Effort & Result** - Volume should confirm price movement **The Key Principle:** > "Trade with the Composite Operator (smart money), not against them" **Best Setups:** 1. Spring in accumulation (Phase C) 2. UTAD in distribution (Phase C) 3. SOS breakout (Phase D) 4. SOW breakdown (Phase D) **When in Doubt:** - ❓ Stay out - 📈 Use higher timeframe - 📚 Review the documentation - 🎯 Wait for clearer signal --- ## 📱 INDICATOR SETTINGS QUICK SETUP **For Stocks/Crypto (Good Volume Data):** - Volume MA Length: 20 - High Volume Multiplier: 1.5 - Climax Volume: 2.0 - Swing Length: 5 **For Forex (Limited Volume Data):** - Volume MA Length: 20 - High Volume Multiplier: 1.3 - Climax Volume: 1.8 - Swing Length: 7 - Turn OFF "Volume Confirmation" **For Day Trading:** - Swing Length: 3 - All other settings: Default **For Position Trading:** - Swing Length: 7-10 - Volume MA Length: 30 - Use Daily/Weekly charts --- ## 🎓 SKILL PROGRESSION ### Beginner (Month 1-2) - Focus on: SC, Spring, SOS - Timeframe: Daily only - Goal: Identify phases correctly ### Intermediate (Month 3-6) - Add: All accumulation events - Timeframe: Daily + 4H - Goal: Trade springs profitably ### Advanced (Month 6-12) - Add: Distribution events, VSA - Timeframe: Multiple timeframes - Goal: Trade complete cycles ### Expert (Year 2+) - Master: All events, all timeframes - Combine: With other methodologies - Goal: Consistent profitability --- **Print this sheet and keep it next to your trading desk!** *Remember: Quality over quantity. Wait for the best setups.* # Wyckoff Method - Comprehensive Analysis Indicator ## Complete Implementation Guide for TradingView Pine Script --- ## TABLE OF CONTENTS 1. (#overview) 2. (#installation) 3. (#theory) 4. (#components) 5. (#signals) 6. (#strategies) 7. (#settings) 8. (#alerts) 9. (#patterns) 10. (#troubleshooting) --- ## OVERVIEW This indicator implements Richard Wyckoff's complete trading methodology, including: - **All 5 Phases** of Accumulation and Distribution - **18+ Wyckoff Events** (PS, SC, AR, ST, Spring, SOS, LPS, BC, UTAD, SOW, etc.) - **Volume Spread Analysis (VSA)** principles - **Supply & Demand Zone** detection - **Composite Operator** logic (Smart Money tracking) - **Effort vs Result** analysis - **Three Wyckoff Laws**: Supply/Demand, Cause/Effect, Effort/Result --- ## INSTALLATION ### Step 1: Copy the Code 1. Open the `wyckoff_comprehensive.pine` file 2. Select all code (Ctrl+A / Cmd+A) 3. Copy to clipboard (Ctrl+C / Cmd+C) ### Step 2: Add to TradingView 1. Go to TradingView.com 2. Open any chart 3. Click "Pine Editor" at the bottom of the screen 4. Click "New" or "Open" 5. Paste the entire code 6. Click "Save" and give it a name 7. Click "Add to Chart" ### Step 3: Verify Installation You should see: - Labels on the chart (PS, SC, Spring, SOS, etc.) - Background colors indicating phases - Volume analysis in the lower pane - A table in the top-right corner showing current phase --- ## WYCKOFF METHOD THEORY ### The Three Fundamental Laws #### 1. **Law of Supply and Demand** - Price rises when demand exceeds supply - Price falls when supply exceeds demand - The indicator tracks volume vs price movement to identify imbalances #### 2. **Law of Cause and Effect** - A period of accumulation (cause) leads to markup (effect) - A period of distribution (cause) leads to markdown (effect) - Trading ranges build "cause" for future price movement #### 3. **Law of Effort vs Result** - **Effort** = Volume (energy put into the market) - **Result** = Price movement (spread of the bar) - High effort with low result = potential reversal - Low effort with high result = trend weakness ### The Five Phases #### **ACCUMULATION CYCLE** **Phase A: Stopping the Downtrend** - Preliminary Support (PS): First sign of buying - Selling Climax (SC): Panic selling exhaustion - Automatic Rally (AR): Bounce from SC - Secondary Test (ST): Test of SC low on lower volume **Phase B: Building the Cause** - Trading range develops - Supply being absorbed by composite operator - Multiple tests of support and resistance - Volume generally decreases **Phase C: The Test (Spring)** - False breakdown below support - Traps late sellers - Quick reversal on low volume - Last chance to accumulate before markup **Phase D: Dominance Emerges** - Sign of Strength (SOS): Break above resistance - Last Point of Support (LPS): Pullback opportunity - Backup (BU): Final consolidation - Demand clearly exceeds supply **Phase E: Markup** - New uptrend established - Price moves rapidly higher - Phase E can last months/years - Original trading range becomes support #### **DISTRIBUTION CYCLE** **Phase A: Stopping the Uptrend** - Preliminary Supply (PSY): First sign of selling - Buying Climax (BC): Euphoric buying exhaustion - Automatic Reaction (AR): Sharp selloff from BC - Secondary Test (ST): Test of BC high on lower volume **Phase B: Building the Cause** - Trading range at top - Demand being absorbed by composite operator - Multiple tests of support and resistance **Phase C: The Test (UTAD)** - Upthrust After Distribution - False breakout above resistance - Traps late buyers - Quick reversal **Phase D: Dominance Emerges** - Sign of Weakness (SOW): Break below support - Last Point of Supply (LPSY): Rally opportunity to exit - Supply clearly exceeds demand **Phase E: Markdown** - New downtrend established - Price moves rapidly lower - Original trading range becomes resistance --- ## INDICATOR COMPONENTS ### 1. EVENT LABELS #### Accumulation Events (Green labels) - **PS** = Preliminary Support - **SC** = Selling Climax (largest label, most important) - **AR** = Automatic Rally - **ST** = Secondary Test - **SPRING** = Spring (critical buy signal) - **TEST** = Test of support - **SOS** = Sign of Strength (breakout) - **LPS** = Last Point of Support - **BU** = Backup #### Distribution Events (Red labels) - **PSY** = Preliminary Supply - **BC** = Buying Climax (largest label, most important) - **AR** = Automatic Reaction - **ST** = Secondary Test - **UTAD** = Upthrust After Distribution (critical sell signal) - **SOW** = Sign of Weakness - **LPSY** = Last Point of Supply #### VSA Events (Small colored labels) - **ND** (Orange) = No Demand - weakness - **NS** (Blue) = No Supply - strength - **SV** (Purple) = Stopping Volume - **UT** (Red) = Upthrust - weakness - **SO** (Green) = Shakeout - strength #### Composite Operator (💰 symbols) - Green 💰 at bottom = Smart Money Accumulation - Red 💰 at top = Smart Money Distribution ### 2. BACKGROUND COLORS - **Light Blue** = Phase A (Accumulation) - **Light Orange** = Phase A (Distribution) - **Very Light Green** = Phase C (Accumulation Testing) - **Very Light Red** = Phase C (Distribution Testing) - **Light Green** = Phase D (Accumulation Strength) - **Light Red** = Phase D (Distribution Weakness) - **Green** = Phase E (Markup - Bull trend) - **Red** = Phase E (Markdown - Bear trend) ### 3. SUPPLY & DEMAND ZONES - **Green boxes** = Demand zones (where smart money accumulated) - **Red boxes** = Supply zones (where smart money distributed) - Zones extend 20 bars into the future - Price reactions at these zones are significant ### 4. VOLUME PANEL - **Dark Green/Red bars** = Very High Volume (climax) - **Light Green/Red bars** = High Volume - **Gray bars** = Normal Volume - **Faint Gray bars** = Low Volume - **Blue line** = Volume Moving Average ### 5. INFORMATION TABLE (Top Right) Displays real-time analysis: - **Current Phase** (A, B, C, D, or E) - **Status** (description of what's happening) - **Volume** (Very High, High, Normal, Low) - **Spread** (Wide, Normal, Narrow) - **Effort/Result** (Poor, Normal, Good) - **Range** (YES if in trading range) - **Bias** (BULLISH, BEARISH, or NEUTRAL) --- ## HOW TO READ THE SIGNALS ### STRONG BUY SIGNALS (in order of strength) 1. **SPRING** (strongest) - False breakdown below support - Look for: Low volume, quick reversal, close above support - Entry: When price closes back above support level - Stop: Below the spring low 2. **SOS (Sign of Strength)** - Break above trading range resistance - Look for: High volume, wide spread up bar - Entry: On breakout or pullback to LPS - Stop: Below trading range 3. **Shakeout (SO)** - Similar to spring but more violent - Look for: High volume, penetration of support, strong close - Entry: When price reclaims support - Stop: Below shakeout low 4. **LPS (Last Point of Support)** - Pullback after SOS - Look for: Low volume, shallow pullback - Entry: When support holds - Stop: Below LPS 5. **No Supply (NS)** - Down bar on very low volume - Indicates lack of selling pressure - Confirms accumulation phase ### STRONG SELL SIGNALS (in order of strength) 1. **UTAD (Upthrust After Distribution)** (strongest) - False breakout above resistance - Look for: High volume spike, rejection, close below resistance - Entry: When price closes back below resistance - Stop: Above UTAD high 2. **SOW (Sign of Weakness)** - Break below trading range support - Look for: High volume, wide spread down bar - Entry: On breakdown or rally to LPSY - Stop: Above trading range 3. **Upthrust (UT)** - Move above resistance on low volume, weak close - Look for: Low volume, close in lower half of bar - Entry: When resistance becomes resistance again - Stop: Above upthrust high 4. **LPSY (Last Point of Supply)** - Rally after SOW - Look for: Low volume, weak rally - Entry: When rally fails - Stop: Above LPSY 5. **No Demand (ND)** - Up bar on very low volume - Indicates lack of buying pressure - Confirms distribution phase ### NEUTRAL/WARNING SIGNALS - **High Effort, Low Result** = Potential reversal coming - **Stopping Volume** = Trend may be ending - **Absorption** = Large volume with small movement (accumulation/distribution) --- ## TRADING STRATEGY EXAMPLES ### Strategy 1: Accumulation Range Breakout **Setup:** 1. Identify trading range (blue background in Phase B) 2. Wait for Spring or Test (Phase C) 3. Wait for SOS breakout (Phase D) **Entry:** - Option A: Buy on SOS breakout - Option B: Wait for LPS pullback (better risk/reward) **Stop Loss:** - Below the spring low or trading range bottom **Target:** - Measure height of trading range (cause) - Project upward from breakout point (effect) - Minimum target = range height **Example:** ``` Trading Range: 100 to 120 (20 point range) SOS Breakout at: 120 Target: 120 + 20 = 140 minimum ``` ### Strategy 2: Distribution Range Breakdown **Setup:** 1. Identify trading range after uptrend 2. Wait for UTAD (Phase C) 3. Wait for SOW breakdown (Phase D) **Entry:** - Option A: Sell on SOW breakdown - Option B: Wait for LPSY rally (better risk/reward) **Stop Loss:** - Above the UTAD high or trading range top **Target:** - Measure height of trading range - Project downward from breakdown point - Minimum target = range height ### Strategy 3: Spring Trading **Setup:** 1. Strong downtrend followed by range 2. Price breaks below range bottom 3. Volume is LOW on breakdown 4. Price quickly reverses and closes above support **Entry:** - When candle closes above support level - Or on retest of support **Stop Loss:** - Below spring low (usually tight) **Target:** - Top of trading range - Previous swing high **Risk/Reward:** - Typically 1:3 or better ### Strategy 4: Smart Money Tracking **Setup:** 1. Look for 💰 symbols in demand zones 2. Multiple accumulation signals (PS, SC, ST, Test) 3. Volume decreasing during range **Entry:** - At next demand zone test - On SOS breakout **Confirmation:** - Background turning green (Phase D/E) - Table shows "BULLISH" bias ### Strategy 5: VSA Reversal **Setup:** 1. Strong trend in place 2. Stopping Volume (SV) appears at extreme 3. Followed by No Demand (ND) or No Supply (NS) **Entry:** - When trend breaks down/up - On retest of extreme **Example (Bullish):** ``` Downtrend → Stopping Volume → No Supply → Up bar Entry: Buy when price moves above SV bar ``` --- ## SETTINGS & CUSTOMIZATION ### Volume Analysis Settings **Volume MA Length** (default: 20) - Shorter = More sensitive to volume changes - Longer = Smoother, less noise - Recommended: 15-25 for most timeframes **High Volume Multiplier** (default: 1.5) - Threshold for "high volume" - Lower = More signals - Higher = Only extreme volume - Recommended: 1.3-2.0 **Climax Volume Multiplier** (default: 2.0) - Threshold for climax events (SC, BC) - Should be significantly higher than normal - Recommended: 2.0-3.0 ### Phase Detection Settings **Swing Detection Length** (default: 5) - How many bars to look left/right for swing points - Shorter = More swings detected (more noise) - Longer = Fewer swings (cleaner, might miss some) - Recommended: 3-7 **Range Expansion Threshold** (default: 1.5) - Multiplier for "wide spread" bars - Higher = Only very wide bars qualify - Recommended: 1.3-2.0 **Volume Confirmation** (default: ON) - Requires volume confirmation for events - Turn OFF for very low volume instruments - Keep ON for stocks, forex, crypto ### Display Options Toggle on/off: - ✅ **Show Accumulation/Distribution Phases** - Background colors - ✅ **Show Wyckoff Events** - All labeled events - ✅ **Show Volume Spread Analysis** - VSA labels - ✅ **Show Supply/Demand Zones** - Boxes on chart - ✅ **Show Composite Operator Signals** - 💰 symbols ### Color Customization - **Bullish Color** - All accumulation events - **Bearish Color** - All distribution events - **Neutral Color** - Range/neutral signals --- ## ALERT SETUP ### Available Alerts 1. **Selling Climax (SC)** - Potential bottom forming 2. **Spring** - Strong buy signal 3. **Sign of Strength (SOS)** - Bullish breakout 4. **Buying Climax (BC)** - Potential top forming 5. **UTAD** - Strong sell signal 6. **Sign of Weakness (SOW)** - Bearish breakdown 7. **Phase E Markup** - Uptrend confirmed 8. **Phase E Markdown** - Downtrend confirmed 9. **Smart Money Accumulation** - Institutions buying 10. **Smart Money Distribution** - Institutions selling ### How to Set Up Alerts 1. Click the "⏰" icon on TradingView 2. Select "Create Alert" 3. Condition: Choose the indicator and alert type 4. Example: "Wyckoff Method - Spring" 5. Set notification preferences (popup, email, webhook) 6. Click "Create" ### Recommended Alert Strategy **Conservative Trader:** - Spring - SOS - UTAD - SOW **Aggressive Trader:** - Add: SC, BC, Smart Money signals **Long-term Investor:** - Phase E Markup - Phase E Markdown - Smart Money Accumulation --- ## COMMON PATTERNS ### Pattern 1: Classic Accumulation ``` Phase A: Downtrend → PS → SC → AR → ST Phase B: Range building (4-12 weeks typical) Phase C: Spring (false breakdown) Phase D: SOS → LPS → BU Phase E: Markup (new uptrend) ``` **What to do:** - Mark the range boundaries - Wait for spring - Buy on LPS or SOS - Hold through markup ### Pattern 2: Classic Distribution ``` Phase A: Uptrend → PSY → BC → AR → ST Phase B: Range building (topping process) Phase C: UTAD (false breakout) Phase D: SOW → LPSY Phase E: Markdown (new downtrend) ``` **What to do:** - Mark the range boundaries - Wait for UTAD - Sell on LPSY or SOW - Stay out during markdown ### Pattern 3: Re-Accumulation ``` Uptrend → Trading Range → Spring → Uptrend continues ``` - Occurs during existing uptrend - Shorter accumulation period - Often no clear SC (trend is already up) - Spring is the key signal ### Pattern 4: Re-Distribution ``` Downtrend → Trading Range → UTAD → Downtrend continues ``` - Occurs during existing downtrend - Shorter distribution period - Often no clear BC (trend is already down) - UTAD is the key signal ### Pattern 5: Failed Breakout **Bullish Failed Breakout:** ``` Range → Breakdown → Immediate reversal (Spring) ``` - Price breaks support - Volume is LOW - Immediate strong reversal - Very bullish **Bearish Failed Breakout:** ``` Range → Breakout → Immediate reversal (UTAD) ``` - Price breaks resistance - Volume may be high initially - Quick rejection and reversal - Very bearish --- ## TIMEFRAME RECOMMENDATIONS ### Daily Charts (Most Reliable) - Best for swing trading - Clear phases and events - Less noise - Recommended for beginners ### 4-Hour Charts - Good for active swing traders - Faster signals than daily - Still reliable ### 1-Hour Charts - For day traders - More false signals - Need to filter carefully - Use in conjunction with higher timeframe ### 15-Minute / 5-Minute - Only for experienced traders - High noise level - Many false signals - Use daily chart for context **Golden Rule:** Always check higher timeframe first! --- ## MULTI-TIMEFRAME ANALYSIS ### Top-Down Approach (Recommended) 1. **Weekly Chart** - Identify major trend and phase 2. **Daily Chart** - Find current accumulation/distribution 3. **4H Chart** - Identify entry timing 4. **Entry Timeframe** - Execute trade ### Example Analysis: **Weekly:** Phase E Markup (bullish) **Daily:** Phase B Re-accumulation **4-Hour:** Spring detected **Action:** Buy on daily LPS --- ## WYCKOFF + OTHER INDICATORS ### Complementary Tools 1. **Moving Averages** - 20/50 SMA for trend context - Already plotted on indicator 2. **RSI** - Divergences at SC/BC - Confirms overbought/oversold 3. **MACD** - Confirms trend change in Phase D - Divergences support Wyckoff events 4. **Volume Profile** - Identifies value areas - Confirms supply/demand zones 5. **Order Flow / Footprint Charts** - See institutional activity - Confirms smart money signals **Don't Over-Complicate:** - Wyckoff is a complete system - Other indicators are supplementary - When in doubt, trust Wyckoff --- ## TROUBLESHOOTING ### Issue: Too Many Labels **Solution:** - Increase swing length (Settings → 7 or 10) - Increase volume multipliers - Turn off VSA labels if not needed - Focus on major events only (SC, Spring, SOS, BC, UTAD, SOW) ### Issue: Missing Expected Events **Solution:** - Decrease swing length (Settings → 3) - Decrease volume multipliers - Turn OFF volume confirmation - Check timeframe (use daily chart) ### Issue: False Signals **Solution:** - Use higher timeframe - Wait for confirmation - Don't trade against major trend - Look for multiple signal convergence ### Issue: Can't See Background Colors **Solution:** - Check "Show Phases" is enabled - Increase monitor brightness - Colors are subtle by design (not to obscure price) ### Issue: Volume Shows Incorrectly **Solution:** - Ensure volume data is available for your symbol - Some symbols have poor volume data - Forex spot pairs have no real volume - Use futures or stock markets for best results ### Issue: No Trading Range Detected **Solution:** - Market may be trending strongly - Trading range might be too small - Wait for price to consolidate - Not all markets have clear ranges --- ## ADVANCED TIPS ### 1. Count Point & Figure Charts - Wyckoff used P&F to measure "cause" - Width of range × height = minimum move target - Longer accumulation = larger markup ### 2. Watch for Absorption - High volume + narrow spread = someone absorbing - In downtrend = accumulation - In uptrend = distribution ### 3. Multiple Timeframe Springs - Spring on daily + spring on weekly = very strong - Increases probability significantly ### 4. Failed Signals Are Signals Too - Failed spring = weakness, expect lower - Failed UTAD = strength, expect higher ### 5. Context is King - Don't buy during Phase E Markdown - Don't sell during Phase E Markup - Respect the major trend ### 6. Volume Precedes Price - Study volume changes first - Price follows volume - Decreasing volume in range = building energy ### 7. Composite Operator Mindset - Think like institutions - Where would smart money buy/sell? - They need liquidity (retail traders) --- ## RISK MANAGEMENT ### Position Sizing **Conservative:** - Risk 1% per trade - Wider stops at range boundaries **Moderate:** - Risk 1-2% per trade - Stops below spring/above UTAD **Aggressive:** - Risk 2-3% per trade - Tight stops - Higher win rate needed ### Stop Loss Placement **Accumulation:** - Below spring low - Below trading range bottom - Below demand zone **Distribution:** - Above UTAD high - Above trading range top - Above supply zone ### Take Profit Strategy **Method 1: Measured Move** - Range height = minimum target - 2x range height = extended target **Method 2: Fibonacci Extensions** - 1.0 = range height - 1.618 = extended target - 2.618 = maximum target **Method 3: Trail the Stop** - Move stop to breakeven at 1R - Trail under swing lows in markup - Lock in profits progressively --- ## BACKTESTING CHECKLIST Before trading with real money: - Backtest on 50+ historical examples - Record all signals in trading journal - Calculate win rate (aim for >50%) - Calculate average R:R (aim for >1:2) - Test on multiple instruments - Test on multiple timeframes - Test in different market conditions - Verify signal consistency - Practice on demo account - Start small with real money --- ## RECOMMENDED READING ### Books 1. **"Studies in Tape Reading"** - Richard D. Wyckoff 2. **"The Richard D. Wyckoff Method"** - Rubén Villahermosa 3. **"Charting the Stock Market: The Wyckoff Method"** - Jack Hutson 4. **"Master the Markets"** - Tom Williams (VSA) ### Courses 1. Wyckoff Analytics - Official Wyckoff course 2. TradeVSA - Volume Spread Analysis 3. StockCharts - Wyckoff education ### Communities 1. Wyckoff Analytics Forum 2. Reddit r/Wyckoff 3. TradingView Wyckoff ideas section --- ## FREQUENTLY ASKED QUESTIONS **Q: Can I use this on crypto?** A: Yes, works well on major cryptocurrencies with good volume. **Q: Does it work on forex?** A: Yes, but use futures volume (like 6E for EUR/USD) for better accuracy. **Q: What's the best timeframe?** A: Daily chart for most traders. 4H for more active trading. **Q: How long does accumulation last?** A: Typically 2-12 weeks. Longer accumulation = bigger markup. **Q: Can I automate this?** A: You can use the alerts, but manual analysis is recommended. **Q: What's the win rate?** A: With proper filtering: 60-70% on major signals (Spring, UTAD, SOS, SOW). **Q: Should I trade every signal?** A: No. Focus on Spring, UTAD, SOS, and SOW in trending markets. **Q: What if I see conflicting signals?** A: Use higher timeframe for context. When in doubt, stay out. **Q: How do I know which phase I'm in?** A: Check the table in top-right corner. Also look at background color. **Q: Can I use this for options trading?** A: Yes, excellent for timing option entries (especially around Spring/UTAD). --- ## FINAL THOUGHTS The Wyckoff Method is: - **A complete trading system** (not just an indicator) - **Based on 100+ years** of market wisdom - **Used by institutions** and professional traders - **Requires practice** and screen time - **Highly effective** when applied correctly **Success Tips:** 1. Start with daily charts 2. Focus on major events (SC, Spring, SOS, BC, UTAD, SOW) 3. Always check higher timeframe context 4. Wait for confirmation before entering 5. Manage risk properly 6. Keep a trading journal 7. Be patient - wait for the best setups **Remember:** - Not every range will have all events - Some phases may be abbreviated - Context and confluence matter most - Practice makes perfect --- ## SUPPORT & UPDATES For questions, improvements, or bug reports: - Check TradingView script comments - Join Wyckoff trading communities - Study historical examples - Practice on demo accounts **Good luck and happy trading!** --- *Disclaimer: This indicator is for educational purposes. Always do your own analysis and risk management. Past performance does not guarantee future results.* # WYCKOFF VISUAL SETUP EXAMPLES ## ACCUMULATION SCHEMATIC #1 (Classic Bottom) ``` Price Chart View: │ PHASE E │ MARKUP │ ╱ │ ╱ ┌─SOS─────┤ ╱ │ │ ╱ ┌───────────┤ ┌LPS │╱ │ PHASE B │ │ │ │ (Cause) └──┴──────┤ ┌AR──┤ │ ┌────┤ │ ┌─Spring │ PHASE D │ └ST──┤ │ │ │ │ │ │ ────SC────────┴─────────┴───────────┴────────── │ PS │ PHASE A │ Downtrend ``` ### PHASE A - Stopping the Downtrend ``` PS: │ High volume down bar ▼ First sign of support ■ Not bottom yet SC: │ VERY HIGH volume ▼ Panic selling exhaustion █ Long lower wick █ This is the low AR: │ Automatic rally ▲ Relief bounce ■ High volume acceptable ST: │ Secondary test ▼ Low volume (KEY!) ■ Tests SC low ``` ### PHASE B - Building the Cause ``` ┌─────────┐ │ ~~~ │ Multiple tests │ ~ ~ │ Volume decreases │~ ~ │ Range gets tighter └─────────┘ Duration: 2-12 weeks typical The longer, the bigger the eventual move ``` ### PHASE C - The Test (SPRING) ``` ║ False breakdown ─────╨───── ▼ Low volume █ Breaks below support ■ █ Quick reversal ▲ Closes ABOVE support CRITICAL: Volume must be LOW Close must be strong Happens quickly (1-3 bars) ``` ### PHASE D - Strength Emerges ``` SOS: ▲ Sign of Strength ────╥──── Break above resistance ║ High volume ║ Wide spread LPS: ▼ Last Point Support ■ Pullback on LOW volume ▲ Great entry point BU: ▲ Backup ■ Final consolidation ▲ Before markup ``` ### PHASE E - Markup ``` ╱ ╱ ╱ Strong uptrend ╱ High momentum ╱ Can last months/years ──╱── ``` --- ## DISTRIBUTION SCHEMATIC #2 (Classic Top) ``` Price Chart View: Uptrend │ PSY │ PHASE A ────BC────────┬─────────┬───────────┬────────── │ │ UTAD │ │ PHASE B │ │ PHASE D ┌AR──┤ ┌LPSY │ │ │ │ │ └───────────┤ │ └──┴──────┐ │╲ └ST──┤ │ │ ╲ │ └───────────┤ ╲ └─SOW─────┤ │ ╲ │ │ ╲ │ PHASE C │ ╲ │ │ PHASE E │ │ MARKDOWN ``` ### PHASE A - Stopping the Uptrend ``` PSY: │ High volume up bar ▲ Preliminary supply ■ Selling starting BC: │ VERY HIGH volume ▲ Buying climax █ Euphoric top █ Long upper wick AR: │ Automatic reaction ▼ Sharp selloff ■ High volume ST: │ Secondary test ▲ Low volume (KEY!) ■ Tests BC high ``` ### PHASE C - The Test (UTAD) ``` ▲ False breakout ────╥──── ║ Breaks ABOVE resistance ║ Often high volume spike ▼ █ Rejection / weak close █ Closes BELOW resistance ▼ CRITICAL: Closes weak Quick rejection Traps buyers ``` ### PHASE D - Weakness Emerges ``` SOW: ▼ Sign of Weakness ────╨──── Break below support ║ High volume ║ Wide spread LPSY: ▲ Last Point Supply ■ Rally on LOW volume ▼ Last chance to exit ``` --- ## VOLUME PATTERNS (Critical to Understanding) ### ACCUMULATION Volume Pattern ``` Volume │ SC █ █ ST ■ ■ Spring ■ ■ ■ SOS LPS ──┴────┴────┴──────█───■────► │ │ │ │ │ │ │ │ │ │ A A C D D Pattern: HIGH → low → low → HIGH → low Key: Volume DECREASES during range INCREASES on breakout ``` ### DISTRIBUTION Volume Pattern ``` Volume │ BC █ █ ST ■ ■ UTAD ■ ■ ■ SOW LPSY ──┴────┴────┴──────█───■────► │ │ │ │ │ │ │ │ │ │ A A C D D Pattern: HIGH → low → varies → HIGH → low Key: Volume MAY increase on UTAD Definitely HIGH on breakdown (SOW) ``` --- ## REAL TRADE SETUPS ### Setup #1: SPRING BUY ``` Entry Conditions: 1. Clear trading range identified 2. Price breaks BELOW support 3. Volume is LOW (critical!) 4. Price reverses QUICKLY 5. Closes ABOVE support level Entry: Next bar or on retest Stop: Below spring low Target: Top of range (minimum) Example: Support: $100 Spring low: $98 (low volume) Close: $101 Entry: $102 Stop: $97.50 Target: $120 (range top) Risk/Reward: 1:4 ``` ### Setup #2: UTAD SELL ``` Entry Conditions: 1. Clear trading range identified (after uptrend) 2. Price breaks ABOVE resistance 3. Often high volume spike 4. Price reverses QUICKLY 5. Closes BELOW resistance level Entry: Next bar or on retest Stop: Above UTAD high Target: Bottom of range (minimum) Example: Resistance: $200 UTAD high: $205 (spike) Close: $198 Entry: $197 Stop: $206 Target: $180 (range bottom) Risk/Reward: 1:2 ``` ### Setup #3: SOS BREAKOUT ``` Entry Conditions: 1. Clear accumulation range 2. Spring already occurred (ideal) 3. Price breaks ABOVE resistance 4. HIGH volume on breakout 5. Wide spread up bar Entry Option A: On breakout ($120) Entry Option B: Wait for LPS pullback ($115) Stop: Below range or LPS Target: Range height projected up Example: Range: $100-$120 (20 points) SOS breakout: $120 Entry A: $120 Stop: $115 Target 1: $140 (100%) Target 2: $150 (150%) ``` --- ## VSA SPECIFIC PATTERNS ### Pattern 1: No Demand (Weakness) ``` ▲ ■ Up bar ■ Low volume ◄── KEY ▲ Small body Context: After uptrend Meaning: Buyers exhausted Action: Prepare to sell ``` ### Pattern 2: No Supply (Strength) ``` ▼ ■ Down bar ■ Low volume ◄── KEY ▼ Small body Context: After downtrend Meaning: Sellers exhausted Action: Prepare to buy ``` ### Pattern 3: Stopping Volume ``` ═ Very high volume █ Narrow spread ◄── KEY ═ Price not moving Context: At extremes Meaning: Absorption Action: Expect reversal ``` --- ## COMMON MISTAKES (What NOT to Do) ### ❌ Mistake 1: Buying Prematurely ``` WRONG: SC ▼ █ ← DON'T BUY HERE CORRECT: Spring ─────╨───── ▼ █ ← BUY HERE ▲ ``` ### ❌ Mistake 2: Ignoring Volume ``` WRONG: "It broke below support, must be spring" ─────╨───── High volume █ This is a BREAKDOWN, not a spring! CORRECT Spring: ─────╨───── LOW volume ✓ ■ Quick reversal ✓ ▲ ``` ### ❌ Mistake 3: Trading Against Trend ``` WRONG: Markdown Phase E ╲ ╲ ← Trying to buy here ╲ ╲ CORRECT: Wait for new accumulation to complete ``` --- ## MULTI-TIMEFRAME EXAMPLE ### Weekly Chart: Phase E Markup (Bullish) ``` ╱ ╱ ╱ Long-term uptrend ╱ ───╱───── ``` ### Daily Chart: Re-Accumulation Phase C ``` ┌─────────┐ │ Spring │ ← We are here │ ▼ │ ─────┴────█────┴───── ▲ ``` ### 4-Hour Chart: Entry Timing ``` Last 48 hours: ─────╨───── Spring occurred █ ▲ ← Enter now ■ ``` **Result:** Triple confirmation across timeframes = High probability trade --- ## PROFIT TARGETS (Visual Guide) ### Method 1: Basic Measured Move ``` Resistance: 120 ┐ ───────── │ │ 20 points │ Support: 100 ┘ ───────── Breakout: 120 Target: 120 + 20 = 140 ╱╱╱ 140 (Target) ╱╱╱ ╱╱╱ ──────◄ 120 (Breakout) │ Range │ 20 │ ──────┘ 100 ``` ### Method 2: Multiple Targets ``` ╱╱╱ 150 (Target 3: 2.5x) - 20% position ╱╱╱ ╱╱╱ 140 (Target 2: 2x) - 30% position ╱╱╱ ─────◄╱ 130 (Target 1: 1x) - 50% position │ 10 │ 120 (Breakout) │ ─────┘ 110 (Support) ``` ### Method 3: Trailing Stop ``` 1. Move stop to breakeven at Target 1 2. Trail stop under swing lows 3. Let winners run ╱╱╱ ╱ ╱╱ ← Trail stop here ╱╱ ╱ ╱ ╱ ← Then here ─────◄──╱ ← Start here (breakeven) ``` --- ## TIMING ENTRIES (Exact Bar Patterns) ### Perfect Spring Entry ``` Bar 1: ▼ Breaks below (Low vol) █ Bar 2: ▲ Reverses (Closes strong) █ ◄─ ENTER HERE Bar 3: ■ Confirms ▲ DON'T WAIT for Bar 3! Enter on Bar 2 close ``` ### Perfect UTAD Entry ``` Bar 1: ▲ Breaks above (Spike vol OK) █ Bar 2: ▼ Reverses (Closes weak) █ ◄─ ENTER HERE Bar 3: ■ Confirms ▼ SHORT on Bar 2 close Don't wait for more confirmation ``` --- ## COMPOSITE OPERATOR PSYCHOLOGY ### What Smart Money Does (Follow Them) **Accumulation:** ``` 1. Create fear (PS, SC) 2. Shake out weak hands (Spring) 3. Absorb supply quietly (Phase B) 4. Test for remaining supply (Test) 5. Mark it up (SOS → Phase E) 💰 They buy LOW when retail panics ``` **Distribution:** ``` 1. Create euphoria (PSY, BC) 2. Trap late buyers (UTAD) 3. Distribute to buyers (Phase B) 4. Test for remaining demand (ST) 5. Mark it down (SOW → Phase E) 💰 They sell HIGH when retail buys ``` ### Where to Look for Smart Money ``` 💰 Buy signals appear at: - Demand zones (green boxes) - Springs and shakeouts - Tests of support - After selling climax 💰 Sell signals appear at: - Supply zones (red boxes) - UTAD and upthrusts - Weak rallies (LPSY) - After buying climax ``` --- ## PRACTICE EXERCISES ### Exercise 1: Identify the Phase Look at any chart and ask: 1. Is there a trading range? (Phase B likely) 2. Did we just stop a trend? (Phase A) 3. Was there a spring/UTAD? (Phase C) 4. Is there a breakout? (Phase D) 5. Is trend running? (Phase E) ### Exercise 2: Volume Analysis For each bar, note: - Volume level (High/Normal/Low) - Spread (Wide/Normal/Narrow) - Effort vs Result (Matching? Diverging?) ### Exercise 3: Find Historical Springs Go back 6 months: - Mark all springs you can find - Note the setup before each - Track what happened after - Calculate win rate --- ## FINAL VISUALIZATION: The Complete Cycle ``` ACCUMULATION → MARKUP → DISTRIBUTION → MARKDOWN → ACCUMULATION... Distribution Accumulation (Top) (Bottom) ┌───────────────┐ ┌───────────────┐ │ BC UTAD │ │ Spring SC │ │ │ │ │ │ │ │ │ ────┴───┴───┴───────┴─╲ ╱────────┴───┴───┴──── ╲ ╱ Markdown ╲ ╱ Markup (Phase E) ╲ ╱ (Phase E) ╲ ╱ ╲ ╱ ╲ ╱ ╲ ╱ V The market cycles endlessly Your job: Identify where you are in the cycle Trade accordingly ``` --- **Remember:** - 📊 Study charts daily - 📝 Journal every setup - 🎯 Wait for the best signals - 💰 Follow smart money - ⏰ Be patient - 🚀 Let winners run **The indicator does the heavy lifting - you make the decisions!**
Pine Script® indicator
by frankieho_92
ACCDv3# ACCDv3 - Accumulation/Distribution MACD with Divergence Detection ## Overview **ACCDv3** (Accumulation/Distribution MACD Version 3) is an advanced volume-weighted momentum indicator that combines the Accumulation/Distribution (A/D) line with MACD methodology and divergence detection. It helps identify trend strength, momentum shifts, and potential reversals by analyzing volume-weighted price movements. ## Key Features - **Volume-Weighted MACD**: Applies MACD calculation to volume-weighted A/D values for earlier, more reliable signals - **Divergence Detection**: Identifies when A/D trend diverges from MACD momentum - **Volume Strength Filtering**: Distinguishes high-volume confirmations from low-volume noise - **Color-Coded Histogram**: 4-color system showing momentum direction and volume strength - **Real-Time Alerts**: Background colors and alert conditions for bullish/bearish divergences ## Components ### 1. Accumulation/Distribution (A/D) Line The A/D line measures buying and selling pressure by comparing the close price to the trading range, weighted by volume: ``` A/D = Σ ((2 × Close - Low - High) / (High - Low)) × Volume ``` - **Rising A/D**: More accumulation (buying pressure) - **Falling A/D**: More distribution (selling pressure) - **Doji Handling**: When High = Low, contribution is zero (avoids division errors) ### 2. Volume-Weighted MACD Instead of simple EMAs, the indicator weights A/D values by volume: - **Fast Line** (default 12): `EMA(A/D × Volume, 12) / EMA(Volume, 12)` - **Slow Line** (default 26): `EMA(A/D × Volume, 26) / EMA(Volume, 26)` - **MACD Line**: Fast Line - Slow Line (green line) - **Signal Line** (default 9): EMA or SMA of MACD (orange line) - **Histogram**: MACD - Signal (color-coded columns) This volume-weighting ensures that periods with higher volume have greater influence on the indicator values. ### 3. Histogram Color System The histogram uses 4 distinct colors based on **direction** and **volume strength**: | Condition | Color | Meaning | |-----------|-------|---------| | Rising + High Volume | **Dark Green** (#1B5E20) | Strong bullish momentum with volume confirmation | | Rising + Low Volume | **Light Teal** (#26A69A) | Bullish momentum but weak volume (less reliable) | | Falling + High Volume | **Dark Red** (#B71C1C) | Strong bearish momentum with volume confirmation | | Falling + Low Volume | **Light Red/Pink** (#FFCDD2) | Bearish momentum but weak volume (less reliable) | Additional shading: - **Light Cyan** (#B2DFDB): Positive but not rising (momentum stalling) - **Bright Red** (#FF5252): Negative and accelerating down ### 4. Divergence Detection Divergence occurs when A/D trend and MACD momentum move in opposite directions: #### Bullish Divergence (Green Background) - **Condition**: A/D is trending up BUT MACD is negative and trending down - **Interpretation**: Accumulation increasing while momentum appears weak - **Signal**: Potential bullish reversal or continuation - **Action**: Look for entry opportunities or hold long positions #### Bearish Divergence (Red Background) - **Condition**: A/D is trending down BUT MACD is positive and trending up - **Interpretation**: Distribution increasing while momentum appears strong - **Signal**: Potential bearish reversal or weakening uptrend - **Action**: Consider exits, tighten stops, or prepare for reversal ## Parameters | Parameter | Default | Range | Description | |-----------|---------|-------|-------------| | **Fast Length** | 12 | 1-50 | Period for fast EMA (shorter = more sensitive) | | **Slow Length** | 26 | 1-100 | Period for slow EMA (longer = smoother) | | **Signal Smoothing** | 9 | 1-50 | Period for signal line (MACD smoothing) | | **Signal Line MA Type** | EMA | SMA/EMA | Moving average type for signal calculation | | **Volume MA Length** | 20 | 5-100 | Period for volume average (strength filter) | ## Usage Guide ### Reading the Indicator 1. **MACD Lines (Green & Orange)** - **Crossovers**: When green crosses above orange = bullish, below = bearish - **Distance**: Wider gap = stronger momentum - **Zero Line**: Above = bullish bias, below = bearish bias 2. **Histogram Colors** - Focus on **dark colors** (dark green/red) for high-confidence signals - Be cautious with **light colors** (teal/pink) - wait for volume confirmation - Watch for **rising red bars** (V-bottom pattern) = potential bullish reversal - Watch for **falling green bars** (Λ-top pattern) = potential bearish reversal 3. **Background Divergence Alerts** - **Green background**: Bullish divergence - consider long entries - **Red background**: Bearish divergence - consider exits or shorts - Best used in combination with price action and support/resistance levels ### Trading Strategies #### Trend Following 1. Wait for MACD to cross above zero line with dark green histogram 2. Enter long when histogram shows consecutive dark green bars 3. Exit when histogram turns light green or red appears #### Divergence Trading 1. Wait for background divergence alert (green or red) 2. Confirm with price action (support/resistance, candlestick patterns) 3. Enter on next dark-colored histogram bar in divergence direction 4. Set stops beyond recent swing high/low #### Volume Confirmation 1. Ignore signals during low-volume periods (light colors) 2. Take aggressive positions during high-volume confirmations (dark colors) 3. Use volume strength as position sizing guide (larger size on dark bars) ### Best Practices ✓ **Combine with price action**: Don't rely on indicator alone ✓ **Wait for dark colors**: High-volume bars are more reliable ✓ **Watch for divergences**: Early warning signs of reversals ✓ **Use multiple timeframes**: Confirm signals across 1m, 5m, 15m ✓ **Respect zero line**: Trading direction should align with MACD side ✗ **Don't chase light-colored signals**: Low volume = lower reliability ✗ **Don't ignore context**: Market structure and levels matter ✗ **Don't over-trade**: Wait for clear, high-volume setups ✗ **Don't ignore alerts**: Divergences are early warnings ## Technical Details ### Volume-Weighted Calculation Method Traditional MACD uses simple price EMAs. ACCDv3 weights each A/D value by its corresponding volume: ```pine // Volume-weighted fast EMA close_vol_fast = ta.ema(ad × volume, fast_length) vol_fast = ta.ema(volume, fast_length) vw_ad_fast = close_vol_fast / vol_fast // Same for slow EMA close_vol_slow = ta.ema(ad × volume, slow_length) vol_slow = ta.ema(volume, slow_length) vw_ad_slow = close_vol_slow / vol_slow // MACD is the difference macd = vw_ad_fast - vw_ad_slow ``` This ensures high-volume periods have proportionally more impact on the indicator. ### Volume Strength Filter Determines whether current volume is above or below average: ```pine vol_avg = ta.sma(volume, vol_length) vol_strength = volume > vol_avg ``` Used to select dark (high volume) vs light (low volume) histogram colors. ### Divergence Logic ```pine // A/D trending up if above its 5-period SMA ad_trend = ad > ta.sma(ad, 5) // MACD trending up if above zero macd_trend = macd > 0 // Divergence when trends oppose divergence = ad_trend != macd_trend // Specific conditions bullish_divergence = ad_trend and not macd_trend and macd < 0 bearish_divergence = not ad_trend and macd_trend and macd > 0 ``` ## Alerts The indicator includes built-in alert conditions: - **Bullish Divergence**: "Bullish Divergence: A/D trending up but MACD trending down" - **Bearish Divergence**: "Bearish Divergence: A/D trending down but MACD trending up" To enable: 1. Click "Create Alert" button in TradingView 2. Select "ACCDv3" as condition 3. Choose "Bullish Divergence" or "Bearish Divergence" 4. Configure notification method (popup, email, webhook, etc.) ## Comparison with Standard MACD | Feature | Standard MACD | ACCDv3 | |---------|---------------|---------| | **Input** | Close price | Accumulation/Distribution line | | **Weighting** | Simple EMA | Volume-weighted EMA | | **Divergence** | Price vs MACD | A/D vs MACD | | **Volume Analysis** | None | Built-in strength filter | | **Color System** | 2 colors (up/down) | 4+ colors (direction + volume) | | **Leading/Lagging** | Lagging | More leading (volume-weighted) | ## Example Scenarios ### Scenario 1: Strong Bullish Signal - **Chart**: MACD crosses above zero line - **Histogram**: Dark green bars (#1B5E20) appearing - **Volume**: Above 20-period average - **Action**: Enter long, strong momentum with volume confirmation ### Scenario 2: Weak Bearish Signal - **Chart**: MACD crosses below zero line - **Histogram**: Light pink bars (#FFCDD2) appearing - **Volume**: Below 20-period average - **Action**: Avoid shorting, low volume = unreliable signal ### Scenario 3: Bullish Divergence Reversal - **Chart**: Price making lower lows - **Indicator**: A/D line trending up, MACD negative - **Background**: Green shading appears - **Histogram**: Transitions from red to dark green - **Action**: Look for long entry on next dark green bar ### Scenario 4: V-Bottom Reversal - **Chart**: Downtrend in place - **Histogram**: Red bars start rising (becoming less negative) - **Pattern**: Forms "V" shape at bottom - **Confirmation**: Transitions to dark green bars - **Action**: Bullish reversal signal, consider long entry ## Timeframe Recommendations - **1-minute**: Scalping, very fast signals (noisy, use with caution) - **5-minute**: Intraday momentum trading (recommended) - **15-minute**: Swing entries, clearer trend signals - **1-hour+**: Position trading, major trend identification ## Limitations - **Requires volume data**: Will not work on instruments without volume - **Lag during consolidation**: MACD is inherently trend-following - **False signals in chop**: Sideways markets generate noise - **Not a standalone system**: Should be combined with price action and risk management ## Version History - **v3**: Removed traditional price MACD, using only volume-weighted A/D MACD with A/D divergence - **v2**: Added A/D divergence detection, volume strength filtering, enhanced histogram colors - **v1**: Basic MACD on A/D line with volume-weighted calculation ## Support & Further Reading For questions, updates, or to report issues, refer to the main project documentation or contact the developer. **Related Indicators in Suite:** - **VMACDv3**: Volume-weighted MACD on price (not A/D) - **RSIv2**: RSI with A/D divergence - **DMI**: Directional Movement Index with A/D divergence - **Elder Impulse**: Bar coloring system using volume-weighted MACD --- *This indicator is for educational purposes. Always practice proper risk management and never risk more than you can afford to lose.*
Pine Script® indicator
by srinarayanant
Mark Minervini SEPA - Balanced 📊 MARK MINERVINI SEPA BALANCED - COMPLETE USER GUIDE 🚀 WHAT IS THIS INDICATOR? This is a professional swing trading indicator based on Mark Minervini's famous Trend Template strategy. It automatically identifies high-probability setups where: ✅ Long-term trend is BULLISH (confirmed by moving averages) ✅ Stock is OUTPERFORMING the market (relative strength improving) ✅ Price is CONSOLIDATING (forming a base for breakout) ✅ Volume is CONFIRMING (volume spike on breakout) Result: CLEAR BUY SIGNALS when everything aligns! 🎯 🎨 WHAT YOU SEE ON YOUR CHART 1️⃣ FOUR MOVING AVERAGE LINES: 🟠 Orange Line (MA 20) = Short-term trend 🔵 Blue Line (MA 50) = Intermediate trend 🟢 Green Line (MA 150) = Long-term trend 🔴 Red Line (MA 200) = Very long-term trend IDEAL: All lines stacked in order (Orange > Blue > Green > Red) 2️⃣ BACKGROUND COLOR: 🟢 GREEN background = Trend template is VALID (bullish setup ready) 🔴 RED background = Trend template is BROKEN (avoid trading) 3️⃣ DASHBOARD PANEL (Top-Right): Real-time checklist showing: ✓ 6 core trend template rules ✓ Relative strength status ✓ VCP base quality ✓ Stage classification (S1/S2/S3/S4) ✓ Volume breakout status 4️⃣ VCP BASE BOXES (Blue Rectangles): Shows where consolidation is happening This is your potential entry zone 5️⃣ BUY SIGNAL LABEL (Green Text Below Candle): Green "BUY" label appears when ALL criteria are met This is your strongest entry signal 6️⃣ STOP LOSS LINE (Red Dashed Line): Shows your stop loss level (base low) 📖 HOW TO USE - STEP BY STEP STEP 1: ADD INDICATOR TO CHART ──────────────────────────────── 1. Open TradingView chart 2. Click "Indicators" (top toolbar) 3. Search "Minervini SEPA Balanced" 4. Click to add to your chart 5. Use DAILY (1D) timeframe for swing trading STEP 2: CHECK THE DASHBOARD (Top-Right Panel) 1. Look at all the checkmarks 2. Count how many are GREEN (✓) 3. Check Stage column - is it showing S2 or S1? STEP 3: LOOK FOR SETUP PATTERNS ───────────────────────────────── Ideal setup shows: ✓ Dashboard: 10+ criteria are GREEN ✓ Stage: S2 (green) or S1 (orange) ✓ Blue VCP box visible on chart (base forming) ✓ Moving averages aligned (50 > 150 > 200) ✓ Price above all moving averages ✓ Background is GREEN STEP 4: WAIT FOR ENTRY SIGNAL ────────────────────────────── Option A: BUY SIGNAL label appears → Green "BUY" label = ALL criteria met → ENTER at market price immediately Option B: Setup looks good but no BUY label yet → Wait for price to break above blue VCP box → Volume should spike (1.3x or higher) → Then enter at breakout STEP 5: PLACE YOUR TRADE ──────────────────────── 📍 ENTRY: At breakout from VCP base 📍 STOP LOSS: Base low (red dashed line) 📍 TARGET: 20-30% move (typical Minervini target) 📍 HOLDING TIME: 2-4 weeks 🎯 BALANCED VERSION - WHY IT'S BETTER FOR INDIAN STOCKS Volume Multiplier: 1.3x (NOT 1.5x) → Original was too strict for Indian market → 1.3x is realistic and catches good breakouts → Results: 5-10 signals per stock per year (tradeable!) Trend Template: Core 6 rules (NOT all 8) → Focuses on the most important rules → Still maintains quality, but more flexible → Works better with Indian stock behavior Stage Allowed: S1 OR S2 (NOT just S2) → Catches earlier moves → Allows you to enter sooner → But maintains quality with other criteria 📊 DASHBOARD INDICATORS - WHAT EACH MEANS TREND SECTION (Core 6 Rules): ───────────────────────────── P>200 ✓ = Price above 200-day MA (long-term uptrend) 150>200 ✓ = MA150 above MA200 (MA alignment) 200↑ ✓ = MA200 trending up (uptrend accelerating) 50>150 ✓ = MA50 above MA150 (intermediate uptrend) 50>200 ✓ = MA50 above MA200 (overall alignment) P>50 ✓ = Price above MA50 (pullback level intact) RS STRENGTH SECTION: ─────────────────── RS↑ ✓ = Stock outperforming NIFTY index ✗ = Stock underperforming NIFTY (avoid) VCP BASE SECTION: ──────────────── In Base ✓ = Consolidation zone detected ✗ = No consolidation yet Vol Dry ✓ = Volume drying up (base tightening) ✗ = Normal volume (consolidation weak) ENTRY SECTION: ────────────── Stage S2 = GREEN (best for swing trading) S1 = ORANGE (acceptable, early entry) S3 = RED (avoid - distribution phase) S4 = RED (avoid - downtrend) Vol Brk ✓ = Volume confirmed breakout (1.3x+ average) ✗ = Weak volume (breakout likely to fail) ❌ WHEN NOT TO TRADE SKIP if ANY of these are true: ❌ Background is RED (trend template broken) ❌ Stage is S3 or S4 (distribution or downtrend) ❌ Vol Brk is RED (volume not confirming) ❌ RS↑ is ORANGE/RED (stock underperforming market) ❌ Blue box is NOT visible (no base forming) ❌ Base is very loose/messy (not tight enough) ❌ Moving averages are not aligned ❌ Less than 8 GREEN criteria on dashboard ⚙️ CUSTOMIZATION GUIDE Click ⚙️ gear icon next to indicator name to adjust settings: VOLUME MULTIPLIER (Default: 1.3) ──────────────────────────────── Current: 1.3x = BALANCED for Indian stocks ✅ Change to 1.2x = MORE signals (more false breakouts) Change to 1.4x = FEWER signals (very selective) Change to 1.5x = ORIGINAL (too strict, rarely triggers) RS BENCHMARK (Default: NSE:NIFTY) ───────────────────────────────── Current: NSE:NIFTY = Large-cap stocks Change to NSE:NIFTY500 = Mid-cap stocks Change to NSE:NIFTYNXT50 = Small-cap stocks MINIMUM BASE DAYS (Default: 20) ─────────────────────────────── Current: 20 days = 4 weeks consolidation ✅ Change to 15 = Shorter bases (more frequent signals) Change to 25 = Longer bases (higher quality) ATR% FOR TIGHTNESS (Default: 1.5) ────────────────────────────────── Current: 1.5% = BALANCED ✅ Change to 1.0% = ONLY very tight bases Change to 2.0% = Loose bases accepted 📈 REAL TRADING EXAMPLE SCENARIO: Trading RELIANCE over 4 weeks WEEK 1: Base Starts Forming ──────────────────────────── - Price consolidating around ₹1,500 - Dashboard: 5/14 criteria green - Action: MONITOR (not ready yet) WEEK 2: Base Tightens ───────────────────── - Price still ₹1,500 (no movement) - VCP box appearing on chart - Dashboard: 8/14 criteria green - Vol Dry: ✓ (volume shrinking - good!) - Action: MONITOR (almost ready) WEEK 3: Perfect Setup Formed ────────────────────────────── - Base still ₹1,500 - Dashboard: 12/14 criteria GREEN ✓✓✓ - Stage: S2 ✓ - Blue box tight and clean - Action: WAIT FOR BREAKOUT WEEK 4: Breakout Happens! ────────────────────────── - Price closes at ₹1,550 (breakout!) - Volume: 1.6x average (exceeds 1.3x requirement) - Dashboard: BUY SIGNAL ✓ (all criteria met) - Action: ENTER TRADE Entry: ₹1,550 Stop: ₹1,480 (base low) Target: ₹1,850 (20% move) RESULT: +19.4% profit in 2 weeks! ✅ 💡 PRO TIPS FOR BEST RESULTS 1. USE DAILY (1D) CHARTS ONLY Weekly charts = Fewer signals, slower moves Daily charts = Best for swing trading ✅ Intraday charts = Too many false signals 2. SCAN MULTIPLE STOCKS Don't just watch 1 stock Scan 50-100 stocks daily More stocks = More opportunities 3. WAIT FOR PERFECT ALIGNMENT Don't enter on 8/14 criteria Wait for 12+/14 criteria This increases win rate significantly 4. VOLUME IS CRITICAL Always check Vol Brk column No volume = Likely to fail 1.3x+ volume = Good breakout 5. COMBINE WITH YOUR OWN ANALYSIS Indicator gives technical signals You add your own fundamental view Strong fundamental + technical = Best trade 6. BACKTEST ON HISTORICAL DATA Use TradingView Replay feature Go back 6-12 months See how many signals appeared Verify which were profitable 7. KEEP A TRADING JOURNAL Track entry, exit, profit/loss Note what worked and what didn't Continuous improvement! ⚠️ IMPORTANT DISCLAIMERS ✓ This indicator is for educational purposes only ✓ Past performance does not guarantee future results ✓ Always use proper risk management (position sizing, stop loss) ✓ Never risk more than 2% of your account on one trade ✓ Backtest thoroughly before using with real money ✓ The indicator provides technical signals, not investment advice ✓ Losses can occur - trade at your own risk 🎯 QUICK START CHECKLIST Before entering ANY trade, verify: □ Dashboard shows mostly GREEN (10+ criteria) □ Stage = S2 (green) or S1 (orange) □ Blue VCP box visible on chart □ Price just broke above the box □ Volume is high (1.3x+ average, Vol Brk = ✓) □ Moving averages aligned (50 > 150 > 200) □ RS is uptrending (RS↑ = ✓) □ BUY SIGNAL label appeared (optional but strong confirmation) ALL CHECKED? → READY TO BUY! 🚀 📞 FOR HELP & SUPPORT Questions about the indicator? → Check the dashboard - each criterion has a specific meaning → Review this guide - answers most common questions → Backtest on historical data using TradingView Replay → Start with paper trading (no real money) first 🎓 LEARNING RESOURCES To understand Mark Minervini's method better: → Read: "Trade Like a Stock Market Wizard" by Mark Minervini → Watch: TradingView educational videos on trend templates → Practice: Backtest this indicator on 6-12 months of historical data → Learn: Study successful traders who use similar strategies GOOD LUCK WITH YOUR TRADING! 🚀📈 May your trends be bullish and your breakouts be explosive! 🎯
Pine Script® indicator
by thakurkrishankant
Dimensional Resonance ProtocolDimensional Resonance Protocol 🌀 CORE INNOVATION: PHASE SPACE RECONSTRUCTION & EMERGENCE DETECTION The Dimensional Resonance Protocol represents a paradigm shift from traditional technical analysis to complexity science. Rather than measuring price levels or indicator crossovers, DRP reconstructs the hidden attractor governing market dynamics using Takens' embedding theorem, then detects emergence —the rare moments when multiple dimensions of market behavior spontaneously synchronize into coherent, predictable states. The Complexity Hypothesis: Markets are not simple oscillators or random walks—they are complex adaptive systems existing in high-dimensional phase space. Traditional indicators see only shadows (one-dimensional projections) of this higher-dimensional reality. DRP reconstructs the full phase space using time-delay embedding, revealing the true structure of market dynamics. Takens' Embedding Theorem (1981): A profound mathematical result from dynamical systems theory: Given a time series from a complex system, we can reconstruct its full phase space by creating delayed copies of the observation. Mathematical Foundation: From single observable x(t), create embedding vectors: X(t) = Where: • d = Embedding dimension (default 5) • τ = Time delay (default 3 bars) • x(t) = Price or return at time t Key Insight: If d ≥ 2D+1 (where D is the true attractor dimension), this embedding is topologically equivalent to the actual system dynamics. We've reconstructed the hidden attractor from a single price series. Why This Matters: Markets appear random in one dimension (price chart). But in reconstructed phase space, structure emerges—attractors, limit cycles, strange attractors. When we identify these structures, we can detect: • Stable regions : Predictable behavior (trade opportunities) • Chaotic regions : Unpredictable behavior (avoid trading) • Critical transitions : Phase changes between regimes Phase Space Magnitude Calculation: phase_magnitude = sqrt(Σ ² for i = 0 to d-1) This measures the "energy" or "momentum" of the market trajectory through phase space. High magnitude = strong directional move. Low magnitude = consolidation. 📊 RECURRENCE QUANTIFICATION ANALYSIS (RQA) Once phase space is reconstructed, we analyze its recurrence structure —when does the system return near previous states? Recurrence Plot Foundation: A recurrence occurs when two phase space points are closer than threshold ε: R(i,j) = 1 if ||X(i) - X(j)|| < ε, else 0 This creates a binary matrix showing when the system revisits similar states. Key RQA Metrics: 1. Recurrence Rate (RR): RR = (Number of recurrent points) / (Total possible pairs) • RR near 0: System never repeats (highly stochastic) • RR = 0.1-0.3: Moderate recurrence (tradeable patterns) • RR > 0.5: System stuck in attractor (ranging market) • RR near 1: System frozen (no dynamics) Interpretation: Moderate recurrence is optimal —patterns exist but market isn't stuck. 2. Determinism (DET): Measures what fraction of recurrences form diagonal structures in the recurrence plot. Diagonals indicate deterministic evolution (trajectory follows predictable paths). DET = (Recurrence points on diagonals) / (Total recurrence points) • DET < 0.3: Random dynamics • DET = 0.3-0.7: Moderate determinism (patterns with noise) • DET > 0.7: Strong determinism (technical patterns reliable) Trading Implication: Signals are prioritized when DET > 0.3 (deterministic state) and RR is moderate (not stuck). Threshold Selection (ε): Default ε = 0.10 × std_dev means two states are "recurrent" if within 10% of a standard deviation. This is tight enough to require genuine similarity but loose enough to find patterns. 🔬 PERMUTATION ENTROPY: COMPLEXITY MEASUREMENT Permutation entropy measures the complexity of a time series by analyzing the distribution of ordinal patterns. Algorithm (Bandt & Pompe, 2002): 1. Take overlapping windows of length n (default n=4) 2. For each window, record the rank order pattern Example: → pattern (ranks from lowest to highest) 3. Count frequency of each possible pattern 4. Calculate Shannon entropy of pattern distribution Mathematical Formula: H_perm = -Σ p(π) · ln(p(π)) Where π ranges over all n! possible permutations, p(π) is the probability of pattern π. Normalized to : H_norm = H_perm / ln(n!) Interpretation: • H < 0.3 : Very ordered, crystalline structure (strong trending) • H = 0.3-0.5 : Ordered regime (tradeable with patterns) • H = 0.5-0.7 : Moderate complexity (mixed conditions) • H = 0.7-0.85 : Complex dynamics (challenging to trade) • H > 0.85 : Maximum entropy (nearly random, avoid) Entropy Regime Classification: DRP classifies markets into five entropy regimes: • CRYSTALLINE (H < 0.3): Maximum order, persistent trends • ORDERED (H < 0.5): Clear patterns, momentum strategies work • MODERATE (H < 0.7): Mixed dynamics, adaptive required • COMPLEX (H < 0.85): High entropy, mean reversion better • CHAOTIC (H ≥ 0.85): Near-random, minimize trading Why Permutation Entropy? Unlike traditional entropy methods requiring binning continuous data (losing information), permutation entropy: • Works directly on time series • Robust to monotonic transformations • Computationally efficient • Captures temporal structure, not just distribution • Immune to outliers (uses ranks, not values) ⚡ LYAPUNOV EXPONENT: CHAOS vs STABILITY The Lyapunov exponent λ measures sensitivity to initial conditions —the hallmark of chaos. Physical Meaning: Two trajectories starting infinitely close will diverge at exponential rate e^(λt): Distance(t) ≈ Distance(0) × e^(λt) Interpretation: • λ > 0 : Positive Lyapunov exponent = CHAOS - Small errors grow exponentially - Long-term prediction impossible - System is sensitive, unpredictable - AVOID TRADING • λ ≈ 0 : Near-zero = CRITICAL STATE - Edge of chaos - Transition zone between order and disorder - Moderate predictability - PROCEED WITH CAUTION • λ < 0 : Negative Lyapunov exponent = STABLE - Small errors decay - Trajectories converge - System is predictable - OPTIMAL FOR TRADING Estimation Method: DRP estimates λ by tracking how quickly nearby states diverge over a rolling window (default 20 bars): For each bar i in window: δ₀ = |x - x | (initial separation) δ₁ = |x - x | (previous separation) if δ₁ > 0: ratio = δ₀ / δ₁ log_ratios += ln(ratio) λ ≈ average(log_ratios) Stability Classification: • STABLE : λ < 0 (negative growth rate) • CRITICAL : |λ| < 0.1 (near neutral) • CHAOTIC : λ > 0.2 (strong positive growth) Signal Filtering: By default, NEXUS requires λ < 0 (stable regime) for signal confirmation. This filters out trades during chaotic periods when technical patterns break down. 📐 HIGUCHI FRACTAL DIMENSION Fractal dimension measures self-similarity and complexity of the price trajectory. Theoretical Background: A curve's fractal dimension D ranges from 1 (smooth line) to 2 (space-filling curve): • D ≈ 1.0 : Smooth, persistent trending • D ≈ 1.5 : Random walk (Brownian motion) • D ≈ 2.0 : Highly irregular, space-filling Higuchi Method (1988): For a time series of length N, construct k different curves by taking every k-th point: L(k) = (1/k) × Σ|x - x | × (N-1)/(⌊(N-m)/k⌋ × k) For different values of k (1 to k_max), calculate L(k). The fractal dimension is the slope of log(L(k)) vs log(1/k): D = slope of log(L) vs log(1/k) Market Interpretation: • D < 1.35 : Strong trending, persistent (Hurst > 0.5) - TRENDING regime - Momentum strategies favored - Breakouts likely to continue • D = 1.35-1.45 : Moderate persistence - PERSISTENT regime - Trend-following with caution - Patterns have meaning • D = 1.45-1.55 : Random walk territory - RANDOM regime - Efficiency hypothesis holds - Technical analysis least reliable • D = 1.55-1.65 : Anti-persistent (mean-reverting) - ANTI-PERSISTENT regime - Oscillator strategies work - Overbought/oversold meaningful • D > 1.65 : Highly complex, choppy - COMPLEX regime - Avoid directional bets - Wait for regime change Signal Filtering: Resonance signals (secondary signal type) require D < 1.5, indicating trending or persistent dynamics where momentum has meaning. 🔗 TRANSFER ENTROPY: CAUSAL INFORMATION FLOW Transfer entropy measures directed causal influence between time series—not just correlation, but actual information transfer. Schreiber's Definition (2000): Transfer entropy from X to Y measures how much knowing X's past reduces uncertainty about Y's future: TE(X→Y) = H(Y_future | Y_past) - H(Y_future | Y_past, X_past) Where H is Shannon entropy. Key Properties: 1. Directional : TE(X→Y) ≠ TE(Y→X) in general 2. Non-linear : Detects complex causal relationships 3. Model-free : No assumptions about functional form 4. Lag-independent : Captures delayed causal effects Three Causal Flows Measured: 1. Volume → Price (TE_V→P): Measures how much volume patterns predict price changes. • TE > 0 : Volume provides predictive information about price - Institutional participation driving moves - Volume confirms direction - High reliability • TE ≈ 0 : No causal flow (weak volume/price relationship) - Volume uninformative - Caution on signals • TE < 0 (rare): Suggests price leading volume - Potentially manipulated or thin market 2. Volatility → Momentum (TE_σ→M): Does volatility expansion predict momentum changes? • Positive TE : Volatility precedes momentum shifts - Breakout dynamics - Regime transitions 3. Structure → Price (TE_S→P): Do support/resistance patterns causally influence price? • Positive TE : Structural levels have causal impact - Technical levels matter - Market respects structure Net Causal Flow: Net_Flow = TE_V→P + 0.5·TE_σ→M + TE_S→P • Net > +0.1 : Bullish causal structure • Net < -0.1 : Bearish causal structure • |Net| < 0.1 : Neutral/unclear causation Causal Gate: For signal confirmation, NEXUS requires: • Buy signals : TE_V→P > 0 AND Net_Flow > 0.05 • Sell signals : TE_V→P > 0 AND Net_Flow < -0.05 This ensures volume is actually driving price (causal support exists), not just correlated noise. Implementation Note: Computing true transfer entropy requires discretizing continuous data into bins (default 6 bins) and estimating joint probability distributions. NEXUS uses a hybrid approach combining TE theory with autocorrelation structure and lagged cross-correlation to approximate information transfer in computationally efficient manner. 🌊 HILBERT PHASE COHERENCE Phase coherence measures synchronization across market dimensions using Hilbert transform analysis. Hilbert Transform Theory: For a signal x(t), the Hilbert transform H (t) creates an analytic signal: z(t) = x(t) + i·H (t) = A(t)·e^(iφ(t)) Where: • A(t) = Instantaneous amplitude • φ(t) = Instantaneous phase Instantaneous Phase: φ(t) = arctan(H (t) / x(t)) The phase represents where the signal is in its natural cycle—analogous to position on a unit circle. Four Dimensions Analyzed: 1. Momentum Phase : Phase of price rate-of-change 2. Volume Phase : Phase of volume intensity 3. Volatility Phase : Phase of ATR cycles 4. Structure Phase : Phase of position within range Phase Locking Value (PLV): For two signals with phases φ₁(t) and φ₂(t), PLV measures phase synchronization: PLV = |⟨e^(i(φ₁(t) - φ₂(t)))⟩| Where ⟨·⟩ is time average over window. Interpretation: • PLV = 0 : Completely random phase relationship (no synchronization) • PLV = 0.5 : Moderate phase locking • PLV = 1 : Perfect synchronization (phases locked) Pairwise PLV Calculations: • PLV_momentum-volume : Are momentum and volume cycles synchronized? • PLV_momentum-structure : Are momentum cycles aligned with structure? • PLV_volume-structure : Are volume and structural patterns in phase? Overall Phase Coherence: Coherence = (PLV_mom-vol + PLV_mom-struct + PLV_vol-struct) / 3 Signal Confirmation: Emergence signals require coherence ≥ threshold (default 0.70): • Below 0.70: Dimensions not synchronized, no coherent market state • Above 0.70: Dimensions in phase, coherent behavior emerging Coherence Direction: The summed phase angles indicate whether synchronized dimensions point bullish or bearish: Direction = sin(φ_momentum) + 0.5·sin(φ_volume) + 0.5·sin(φ_structure) • Direction > 0 : Phases pointing upward (bullish synchronization) • Direction < 0 : Phases pointing downward (bearish synchronization) 🌀 EMERGENCE SCORE: MULTI-DIMENSIONAL ALIGNMENT The emergence score aggregates all complexity metrics into a single 0-1 value representing market coherence. Eight Components with Weights: 1. Phase Coherence (20%): Direct contribution: coherence × 0.20 Measures dimensional synchronization. 2. Entropy Regime (15%): Contribution: (0.6 - H_perm) / 0.6 × 0.15 if H < 0.6, else 0 Rewards low entropy (ordered, predictable states). 3. Lyapunov Stability (12%): • λ < 0 (stable): +0.12 • |λ| < 0.1 (critical): +0.08 • λ > 0.2 (chaotic): +0.0 Requires stable, predictable dynamics. 4. Fractal Dimension Trending (12%): Contribution: (1.45 - D) / 0.45 × 0.12 if D < 1.45, else 0 Rewards trending fractal structure (D < 1.45). 5. Dimensional Resonance (12%): Contribution: |dimensional_resonance| × 0.12 Measures alignment across momentum, volume, structure, volatility dimensions. 6. Causal Flow Strength (9%): Contribution: |net_causal_flow| × 0.09 Rewards strong causal relationships. 7. Phase Space Embedding (10%): Contribution: min(|phase_magnitude_norm|, 3.0) / 3.0 × 0.10 if |magnitude| > 1.0 Rewards strong trajectory in reconstructed phase space. 8. Recurrence Quality (10%): Contribution: determinism × 0.10 if DET > 0.3 AND 0.1 < RR < 0.8 Rewards deterministic patterns with moderate recurrence. Total Emergence Score: E = Σ(components) ∈ Capped at 1.0 maximum. Emergence Direction: Separate calculation determining bullish vs bearish: • Dimensional resonance sign • Net causal flow sign • Phase magnitude correlation with momentum Signal Threshold: Default emergence_threshold = 0.75 means 75% of maximum possible emergence score required to trigger signals. Why Emergence Matters: Traditional indicators measure single dimensions. Emergence detects self-organization —when multiple independent dimensions spontaneously align. This is the market equivalent of a phase transition in physics, where microscopic chaos gives way to macroscopic order. These are the highest-probability trade opportunities because the entire system is resonating in the same direction. 🎯 SIGNAL GENERATION: EMERGENCE vs RESONANCE DRP generates two tiers of signals with different requirements: TIER 1: EMERGENCE SIGNALS (Primary) Requirements: 1. Emergence score ≥ threshold (default 0.75) 2. Phase coherence ≥ threshold (default 0.70) 3. Emergence direction > 0.2 (bullish) or < -0.2 (bearish) 4. Causal gate passed (if enabled): TE_V→P > 0 and net_flow confirms direction 5. Stability zone (if enabled): λ < 0 or |λ| < 0.1 6. Price confirmation: Close > open (bulls) or close < open (bears) 7. Cooldown satisfied: bars_since_signal ≥ cooldown_period EMERGENCE BUY: • All above conditions met with bullish direction • Market has achieved coherent bullish state • Multiple dimensions synchronized upward EMERGENCE SELL: • All above conditions met with bearish direction • Market has achieved coherent bearish state • Multiple dimensions synchronized downward Premium Emergence: When signal_quality (emergence_score × phase_coherence) > 0.7: • Displayed as ★ star symbol • Highest conviction trades • Maximum dimensional alignment Standard Emergence: When signal_quality 0.5-0.7: • Displayed as ◆ diamond symbol • Strong signals but not perfect alignment TIER 2: RESONANCE SIGNALS (Secondary) Requirements: 1. Dimensional resonance > +0.6 (bullish) or < -0.6 (bearish) 2. Fractal dimension < 1.5 (trending/persistent regime) 3. Price confirmation matches direction 4. NOT in chaotic regime (λ < 0.2) 5. Cooldown satisfied 6. NO emergence signal firing (resonance is fallback) RESONANCE BUY: • Dimensional alignment without full emergence • Trending fractal structure • Moderate conviction RESONANCE SELL: • Dimensional alignment without full emergence • Bearish resonance with trending structure • Moderate conviction Displayed as small ▲/▼ triangles with transparency. Signal Hierarchy: IF emergence conditions met: Fire EMERGENCE signal (★ or ◆) ELSE IF resonance conditions met: Fire RESONANCE signal (▲ or ▼) ELSE: No signal Cooldown System: After any signal fires, cooldown_period (default 5 bars) must elapse before next signal. This prevents signal clustering during persistent conditions. Cooldown tracks using bar_index: bars_since_signal = current_bar_index - last_signal_bar_index cooldown_ok = bars_since_signal >= cooldown_period 🎨 VISUAL SYSTEM: MULTI-LAYER COMPLEXITY DRP provides rich visual feedback across four distinct layers: LAYER 1: COHERENCE FIELD (Background) Colored background intensity based on phase coherence: • No background : Coherence < 0.5 (incoherent state) • Faint glow : Coherence 0.5-0.7 (building coherence) • Stronger glow : Coherence > 0.7 (coherent state) Color: • Cyan/teal: Bullish coherence (direction > 0) • Red/magenta: Bearish coherence (direction < 0) • Blue: Neutral coherence (direction ≈ 0) Transparency: 98 minus (coherence_intensity × 10), so higher coherence = more visible. LAYER 2: STABILITY/CHAOS ZONES Background color indicating Lyapunov regime: • Green tint (95% transparent): λ < 0, STABLE zone - Safe to trade - Patterns meaningful • Gold tint (90% transparent): |λ| < 0.1, CRITICAL zone - Edge of chaos - Moderate risk • Red tint (85% transparent): λ > 0.2, CHAOTIC zone - Avoid trading - Unpredictable behavior LAYER 3: DIMENSIONAL RIBBONS Three EMAs representing dimensional structure: • Fast ribbon : EMA(8) in cyan/teal (fast dynamics) • Medium ribbon : EMA(21) in blue (intermediate) • Slow ribbon : EMA(55) in red/magenta (slow dynamics) Provides visual reference for multi-scale structure without cluttering with raw phase space data. LAYER 4: CAUSAL FLOW LINE A thicker line plotted at EMA(13) colored by net causal flow: • Cyan/teal : Net_flow > +0.1 (bullish causation) • Red/magenta : Net_flow < -0.1 (bearish causation) • Gray : |Net_flow| < 0.1 (neutral causation) Shows real-time direction of information flow. EMERGENCE FLASH: Strong background flash when emergence signals fire: • Cyan flash for emergence buy • Red flash for emergence sell • 80% transparency for visibility without obscuring price 📊 COMPREHENSIVE DASHBOARD Real-time monitoring of all complexity metrics: HEADER: • 🌀 DRP branding with gold accent CORE METRICS: EMERGENCE: • Progress bar (█ filled, ░ empty) showing 0-100% • Percentage value • Direction arrow (↗ bull, ↘ bear, → neutral) • Color-coded: Green/gold if active, gray if low COHERENCE: • Progress bar showing phase locking value • Percentage value • Checkmark ✓ if ≥ threshold, circle ○ if below • Color-coded: Cyan if coherent, gray if not COMPLEXITY SECTION: ENTROPY: • Regime name (CRYSTALLINE/ORDERED/MODERATE/COMPLEX/CHAOTIC) • Numerical value (0.00-1.00) • Color: Green (ordered), gold (moderate), red (chaotic) LYAPUNOV: • State (STABLE/CRITICAL/CHAOTIC) • Numerical value (typically -0.5 to +0.5) • Status indicator: ● stable, ◐ critical, ○ chaotic • Color-coded by state FRACTAL: • Regime (TRENDING/PERSISTENT/RANDOM/ANTI-PERSIST/COMPLEX) • Dimension value (1.0-2.0) • Color: Cyan (trending), gold (random), red (complex) PHASE-SPACE: • State (STRONG/ACTIVE/QUIET) • Normalized magnitude value • Parameters display: d=5 τ=3 CAUSAL SECTION: CAUSAL: • Direction (BULL/BEAR/NEUTRAL) • Net flow value • Flow indicator: →P (to price), P← (from price), ○ (neutral) V→P: • Volume-to-price transfer entropy • Small display showing specific TE value DIMENSIONAL SECTION: RESONANCE: • Progress bar of absolute resonance • Signed value (-1 to +1) • Color-coded by direction RECURRENCE: • Recurrence rate percentage • Determinism percentage display • Color-coded: Green if high quality STATE SECTION: STATE: • Current mode: EMERGENCE / RESONANCE / CHAOS / SCANNING • Icon: 🚀 (emergence buy), 💫 (emergence sell), ▲ (resonance buy), ▼ (resonance sell), ⚠ (chaos), ◎ (scanning) • Color-coded by state SIGNALS: • E: count of emergence signals • R: count of resonance signals ⚙️ KEY PARAMETERS EXPLAINED Phase Space Configuration: • Embedding Dimension (3-10, default 5): Reconstruction dimension - Low (3-4): Simple dynamics, faster computation - Medium (5-6): Balanced (recommended) - High (7-10): Complex dynamics, more data needed - Rule: d ≥ 2D+1 where D is true dimension • Time Delay (τ) (1-10, default 3): Embedding lag - Fast markets: 1-2 - Normal: 3-4 - Slow markets: 5-10 - Optimal: First minimum of mutual information (often 2-4) • Recurrence Threshold (ε) (0.01-0.5, default 0.10): Phase space proximity - Tight (0.01-0.05): Very similar states only - Medium (0.08-0.15): Balanced - Loose (0.20-0.50): Liberal matching Entropy & Complexity: • Permutation Order (3-7, default 4): Pattern length - Low (3): 6 patterns, fast but coarse - Medium (4-5): 24-120 patterns, balanced - High (6-7): 720-5040 patterns, fine-grained - Note: Requires window >> order! for stability • Entropy Window (15-100, default 30): Lookback for entropy - Short (15-25): Responsive to changes - Medium (30-50): Stable measure - Long (60-100): Very smooth, slow adaptation • Lyapunov Window (10-50, default 20): Stability estimation window - Short (10-15): Fast chaos detection - Medium (20-30): Balanced - Long (40-50): Stable λ estimate Causal Inference: • Enable Transfer Entropy (default ON): Causality analysis - Keep ON for full system functionality • TE History Length (2-15, default 5): Causal lookback - Short (2-4): Quick causal detection - Medium (5-8): Balanced - Long (10-15): Deep causal analysis • TE Discretization Bins (4-12, default 6): Binning granularity - Few (4-5): Coarse, robust, needs less data - Medium (6-8): Balanced - Many (9-12): Fine-grained, needs more data Phase Coherence: • Enable Phase Coherence (default ON): Synchronization detection - Keep ON for emergence detection • Coherence Threshold (0.3-0.95, default 0.70): PLV requirement - Loose (0.3-0.5): More signals, lower quality - Balanced (0.6-0.75): Recommended - Strict (0.8-0.95): Rare, highest quality • Hilbert Smoothing (3-20, default 8): Phase smoothing - Low (3-5): Responsive, noisier - Medium (6-10): Balanced - High (12-20): Smooth, more lag Fractal Analysis: • Enable Fractal Dimension (default ON): Complexity measurement - Keep ON for full analysis • Fractal K-max (4-20, default 8): Scaling range - Low (4-6): Faster, less accurate - Medium (7-10): Balanced - High (12-20): Accurate, slower • Fractal Window (30-200, default 50): FD lookback - Short (30-50): Responsive FD - Medium (60-100): Stable FD - Long (120-200): Very smooth FD Emergence Detection: • Emergence Threshold (0.5-0.95, default 0.75): Minimum coherence - Sensitive (0.5-0.65): More signals - Balanced (0.7-0.8): Recommended - Strict (0.85-0.95): Rare signals • Require Causal Gate (default ON): TE confirmation - ON: Only signal when causality confirms - OFF: Allow signals without causal support • Require Stability Zone (default ON): Lyapunov filter - ON: Only signal when λ < 0 (stable) or |λ| < 0.1 (critical) - OFF: Allow signals in chaotic regimes (risky) • Signal Cooldown (1-50, default 5): Minimum bars between signals - Fast (1-3): Rapid signal generation - Normal (4-8): Balanced - Slow (10-20): Very selective - Ultra (25-50): Only major regime changes Signal Configuration: • Momentum Period (5-50, default 14): ROC calculation • Structure Lookback (10-100, default 20): Support/resistance range • Volatility Period (5-50, default 14): ATR calculation • Volume MA Period (10-50, default 20): Volume normalization Visual Settings: • Customizable color scheme for all elements • Toggle visibility for each layer independently • Dashboard position (4 corners) and size (tiny/small/normal) 🎓 PROFESSIONAL USAGE PROTOCOL Phase 1: System Familiarization (Week 1) Goal: Understand complexity metrics and dashboard interpretation Setup: • Enable all features with default parameters • Watch dashboard metrics for 500+ bars • Do NOT trade yet Actions: • Observe emergence score patterns relative to price moves • Note coherence threshold crossings and subsequent price action • Watch entropy regime transitions (ORDERED → COMPLEX → CHAOTIC) • Correlate Lyapunov state with signal reliability • Track which signals appear (emergence vs resonance frequency) Key Learning: • When does emergence peak? (usually before major moves) • What entropy regime produces best signals? (typically ORDERED or MODERATE) • Does your instrument respect stability zones? (stable λ = better signals) Phase 2: Parameter Optimization (Week 2) Goal: Tune system to instrument characteristics Requirements: • Understand basic dashboard metrics from Phase 1 • Have 1000+ bars of history loaded Embedding Dimension & Time Delay: • If signals very rare: Try lower dimension (d=3-4) or shorter delay (τ=2) • If signals too frequent: Try higher dimension (d=6-7) or longer delay (τ=4-5) • Sweet spot: 4-8 emergence signals per 100 bars Coherence Threshold: • Check dashboard: What's typical coherence range? • If coherence rarely exceeds 0.70: Lower threshold to 0.60-0.65 • If coherence often >0.80: Can raise threshold to 0.75-0.80 • Goal: Signals fire during top 20-30% of coherence values Emergence Threshold: • If too few signals: Lower to 0.65-0.70 • If too many signals: Raise to 0.80-0.85 • Balance with coherence threshold—both must be met Phase 3: Signal Quality Assessment (Weeks 3-4) Goal: Verify signals have edge via paper trading Requirements: • Parameters optimized per Phase 2 • 50+ signals generated • Detailed notes on each signal Paper Trading Protocol: • Take EVERY emergence signal (★ and ◆) • Optional: Take resonance signals (▲/▼) separately to compare • Use simple exit: 2R target, 1R stop (ATR-based) • Track: Win rate, average R-multiple, maximum consecutive losses Quality Metrics: • Premium emergence (★) : Should achieve >55% WR • Standard emergence (◆) : Should achieve >50% WR • Resonance signals : Should achieve >45% WR • Overall : If <45% WR, system not suitable for this instrument/timeframe Red Flags: • Win rate <40%: Wrong instrument or parameters need major adjustment • Max consecutive losses >10: System not working in current regime • Profit factor <1.0: No edge despite complexity analysis Phase 4: Regime Awareness (Week 5) Goal: Understand which market conditions produce best signals Analysis: • Review Phase 3 trades, segment by: - Entropy regime at signal (ORDERED vs COMPLEX vs CHAOTIC) - Lyapunov state (STABLE vs CRITICAL vs CHAOTIC) - Fractal regime (TRENDING vs RANDOM vs COMPLEX) Findings (typical patterns): • Best signals: ORDERED entropy + STABLE lyapunov + TRENDING fractal • Moderate signals: MODERATE entropy + CRITICAL lyapunov + PERSISTENT fractal • Avoid: CHAOTIC entropy or CHAOTIC lyapunov (require_stability filter should block these) Optimization: • If COMPLEX/CHAOTIC entropy produces losing trades: Consider requiring H < 0.70 • If fractal RANDOM/COMPLEX produces losses: Already filtered by resonance logic • If certain TE patterns (very negative net_flow) produce losses: Adjust causal_gate logic Phase 5: Micro Live Testing (Weeks 6-8) Goal: Validate with minimal capital at risk Requirements: • Paper trading shows: WR >48%, PF >1.2, max DD <20% • Understand complexity metrics intuitively • Know which regimes work best from Phase 4 Setup: • 10-20% of intended position size • Focus on premium emergence signals (★) only initially • Proper stop placement (1.5-2.0 ATR) Execution Notes: • Emergence signals can fire mid-bar as metrics update • Use alerts for signal detection • Entry on close of signal bar or next bar open • DO NOT chase—if price gaps away, skip the trade Comparison: • Your live results should track within 10-15% of paper results • If major divergence: Execution issues (slippage, timing) or parameters changed Phase 6: Full Deployment (Month 3+) Goal: Scale to full size over time Requirements: • 30+ micro live trades • Live WR within 10% of paper WR • Profit factor >1.1 live • Max drawdown <15% • Confidence in parameter stability Progression: • Months 3-4: 25-40% intended size • Months 5-6: 40-70% intended size • Month 7+: 70-100% intended size Maintenance: • Weekly dashboard review: Are metrics stable? • Monthly performance review: Segmented by regime and signal type • Quarterly parameter check: Has optimal embedding/coherence changed? Advanced: • Consider different parameters per session (high vs low volatility) • Track phase space magnitude patterns before major moves • Combine with other indicators for confluence 💡 DEVELOPMENT INSIGHTS & KEY BREAKTHROUGHS The Phase Space Revelation: Traditional indicators live in price-time space. The breakthrough: markets exist in much higher dimensions (volume, volatility, structure, momentum all orthogonal dimensions). Reading about Takens' theorem—that you can reconstruct any attractor from a single observation using time delays—unlocked the concept. Implementing embedding and seeing trajectories in 5D space revealed hidden structure invisible in price charts. Regions that looked like random noise in 1D became clear limit cycles in 5D. The Permutation Entropy Discovery: Calculating Shannon entropy on binned price data was unstable and parameter-sensitive. Discovering Bandt & Pompe's permutation entropy (which uses ordinal patterns) solved this elegantly. PE is robust, fast, and captures temporal structure (not just distribution). Testing showed PE < 0.5 periods had 18% higher signal win rate than PE > 0.7 periods. Entropy regime classification became the backbone of signal filtering. The Lyapunov Filter Breakthrough: Early versions signaled during all regimes. Win rate hovered at 42%—barely better than random. The insight: chaos theory distinguishes predictable from unpredictable dynamics. Implementing Lyapunov exponent estimation and blocking signals when λ > 0 (chaotic) increased win rate to 51%. Simply not trading during chaos was worth 9 percentage points—more than any optimization of the signal logic itself. The Transfer Entropy Challenge: Correlation between volume and price is easy to calculate but meaningless (bidirectional, could be spurious). Transfer entropy measures actual causal information flow and is directional. The challenge: true TE calculation is computationally expensive (requires discretizing data and estimating high-dimensional joint distributions). The solution: hybrid approach using TE theory combined with lagged cross-correlation and autocorrelation structure. Testing showed TE > 0 signals had 12% higher win rate than TE ≈ 0 signals, confirming causal support matters. The Phase Coherence Insight: Initially tried simple correlation between dimensions. Not predictive. Hilbert phase analysis—measuring instantaneous phase of each dimension and calculating phase locking value—revealed hidden synchronization. When PLV > 0.7 across multiple dimension pairs, the market enters a coherent state where all subsystems resonate. These moments have extraordinary predictability because microscopic noise cancels out and macroscopic pattern dominates. Emergence signals require high PLV for this reason. The Eight-Component Emergence Formula: Original emergence score used five components (coherence, entropy, lyapunov, fractal, resonance). Performance was good but not exceptional. The "aha" moment: phase space embedding and recurrence quality were being calculated but not contributing to emergence score. Adding these two components (bringing total to eight) with proper weighting increased emergence signal reliability from 52% WR to 58% WR. All calculated metrics must contribute to the final score. If you compute something, use it. The Cooldown Necessity: Without cooldown, signals would cluster—5-10 consecutive bars all qualified during high coherence periods, creating chart pollution and overtrading. Implementing bar_index-based cooldown (not time-based, which has rollover bugs) ensures signals only appear at regime entry, not throughout regime persistence. This single change reduced signal count by 60% while keeping win rate constant—massive improvement in signal efficiency. 🚨 LIMITATIONS & CRITICAL ASSUMPTIONS What This System IS NOT: • NOT Predictive : NEXUS doesn't forecast prices. It identifies when the market enters a coherent, predictable state—but doesn't guarantee direction or magnitude. • NOT Holy Grail : Typical performance is 50-58% win rate with 1.5-2.0 avg R-multiple. This is probabilistic edge from complexity analysis, not certainty. • NOT Universal : Works best on liquid, electronically-traded instruments with reliable volume. Struggles with illiquid stocks, manipulated crypto, or markets without meaningful volume data. • NOT Real-Time Optimal : Complexity calculations (especially embedding, RQA, fractal dimension) are computationally intensive. Dashboard updates may lag by 1-2 seconds on slower connections. • NOT Immune to Regime Breaks : System assumes chaos theory applies—that attractors exist and stability zones are meaningful. During black swan events or fundamental market structure changes (regulatory intervention, flash crashes), all bets are off. Core Assumptions: 1. Markets Have Attractors : Assumes price dynamics are governed by deterministic chaos with underlying attractors. Violation: Pure random walk (efficient market hypothesis holds perfectly). 2. Embedding Captures Dynamics : Assumes Takens' theorem applies—that time-delay embedding reconstructs true phase space. Violation: System dimension vastly exceeds embedding dimension or delay is wildly wrong. 3. Complexity Metrics Are Meaningful : Assumes permutation entropy, Lyapunov exponents, fractal dimensions actually reflect market state. Violation: Markets driven purely by random external news flow (complexity metrics become noise). 4. Causation Can Be Inferred : Assumes transfer entropy approximates causal information flow. Violation: Volume and price spuriously correlated with no causal relationship (rare but possible in manipulated markets). 5. Phase Coherence Implies Predictability : Assumes synchronized dimensions create exploitable patterns. Violation: Coherence by chance during random period (false positive). 6. Historical Complexity Patterns Persist : Assumes if low-entropy, stable-lyapunov periods were tradeable historically, they remain tradeable. Violation: Fundamental regime change (market structure shifts, e.g., transition from floor trading to HFT). Performs Best On: • ES, NQ, RTY (major US index futures - high liquidity, clean volume data) • Major forex pairs: EUR/USD, GBP/USD, USD/JPY (24hr markets, good for phase analysis) • Liquid commodities: CL (crude oil), GC (gold), NG (natural gas) • Large-cap stocks: AAPL, MSFT, GOOGL, TSLA (>$10M daily volume, meaningful structure) • Major crypto on reputable exchanges: BTC, ETH on Coinbase/Kraken (avoid Binance due to manipulation) Performs Poorly On: • Low-volume stocks (<$1M daily volume) - insufficient liquidity for complexity analysis • Exotic forex pairs - erratic spreads, thin volume • Illiquid altcoins - wash trading, bot manipulation invalidates volume analysis • Pre-market/after-hours - gappy, thin, different dynamics • Binary events (earnings, FDA approvals) - discontinuous jumps violate dynamical systems assumptions • Highly manipulated instruments - spoofing and layering create false coherence Known Weaknesses: • Computational Lag : Complexity calculations require iterating over windows. On slow connections, dashboard may update 1-2 seconds after bar close. Signals may appear delayed. • Parameter Sensitivity : Small changes to embedding dimension or time delay can significantly alter phase space reconstruction. Requires careful calibration per instrument. • Embedding Window Requirements : Phase space embedding needs sufficient history—minimum (d × τ × 5) bars. If embedding_dimension=5 and time_delay=3, need 75+ bars. Early bars will be unreliable. • Entropy Estimation Variance : Permutation entropy with small windows can be noisy. Default window (30 bars) is minimum—longer windows (50+) are more stable but less responsive. • False Coherence : Phase locking can occur by chance during short periods. Coherence threshold filters most of this, but occasional false positives slip through. • Chaos Detection Lag : Lyapunov exponent requires window (default 20 bars) to estimate. Market can enter chaos and produce bad signal before λ > 0 is detected. Stability filter helps but doesn't eliminate this. • Computation Overhead : With all features enabled (embedding, RQA, PE, Lyapunov, fractal, TE, Hilbert), indicator is computationally expensive. On very fast timeframes (tick charts, 1-second charts), may cause performance issues. ⚠️ RISK DISCLOSURE Trading futures, forex, stocks, options, and cryptocurrencies involves substantial risk of loss and is not suitable for all investors. Leveraged instruments can result in losses exceeding your initial investment. Past performance, whether backtested or live, is not indicative of future results. The Dimensional Resonance Protocol, including its phase space reconstruction, complexity analysis, and emergence detection algorithms, is provided for educational and research purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any security or instrument. The system implements advanced concepts from nonlinear dynamics, chaos theory, and complexity science. These mathematical frameworks assume markets exhibit deterministic chaos—a hypothesis that, while supported by academic research, remains contested. Markets may exhibit purely random behavior (random walk) during certain periods, rendering complexity analysis meaningless. Phase space embedding via Takens' theorem is a reconstruction technique that assumes sufficient embedding dimension and appropriate time delay. If these parameters are incorrect for a given instrument or timeframe, the reconstructed phase space will not faithfully represent true market dynamics, leading to spurious signals. Permutation entropy, Lyapunov exponents, fractal dimensions, transfer entropy, and phase coherence are statistical estimates computed over finite windows. All have inherent estimation error. Smaller windows have higher variance (less reliable); larger windows have more lag (less responsive). There is no universally optimal window size. The stability zone filter (Lyapunov exponent < 0) reduces but does not eliminate risk of signals during unpredictable periods. Lyapunov estimation itself has lag—markets can enter chaos before the indicator detects it. Emergence detection aggregates eight complexity metrics into a single score. While this multi-dimensional approach is theoretically sound, it introduces parameter sensitivity. Changing any component weight or threshold can significantly alter signal frequency and quality. Users must validate parameter choices on their specific instrument and timeframe. The causal gate (transfer entropy filter) approximates information flow using discretized data and windowed probability estimates. It cannot guarantee actual causation, only statistical association that resembles causal structure. Causation inference from observational data remains philosophically problematic. Real trading involves slippage, commissions, latency, partial fills, rejected orders, and liquidity constraints not present in indicator calculations. The indicator provides signals at bar close; actual fills occur with delay and price movement. Signals may appear delayed due to computational overhead of complexity calculations. Users must independently validate system performance on their specific instruments, timeframes, broker execution environment, and market conditions before risking capital. Conduct extensive paper trading (minimum 100 signals) and start with micro position sizing (5-10% intended size) for at least 50 trades before scaling up. Never risk more capital than you can afford to lose completely. Use proper position sizing (0.5-2% risk per trade maximum). Implement stop losses on every trade. Maintain adequate margin/capital reserves. Understand that most retail traders lose money. Sophisticated mathematical frameworks do not change this fundamental reality—they systematize analysis but do not eliminate risk. The developer makes no warranties regarding profitability, suitability, accuracy, reliability, fitness for any particular purpose, or correctness of the underlying mathematical implementations. Users assume all responsibility for their trading decisions, parameter selections, risk management, and outcomes. By using this indicator, you acknowledge that you have read, understood, and accepted these risk disclosures and limitations, and you accept full responsibility for all trading activity and potential losses. 📁 DOCUMENTATION The Dimensional Resonance Protocol is fundamentally a statistical complexity analysis framework . The indicator implements multiple advanced statistical methods from academic research: Permutation Entropy (Bandt & Pompe, 2002): Measures complexity by analyzing distribution of ordinal patterns. Pure statistical concept from information theory. Recurrence Quantification Analysis : Statistical framework for analyzing recurrence structures in time series. Computes recurrence rate, determinism, and diagonal line statistics. Lyapunov Exponent Estimation : Statistical measure of sensitive dependence on initial conditions. Estimates exponential divergence rate from windowed trajectory data. Transfer Entropy (Schreiber, 2000): Information-theoretic measure of directed information flow. Quantifies causal relationships using conditional entropy calculations with discretized probability distributions. Higuchi Fractal Dimension : Statistical method for measuring self-similarity and complexity using linear regression on logarithmic length scales. Phase Locking Value : Circular statistics measure of phase synchronization. Computes complex mean of phase differences using circular statistics theory. The emergence score aggregates eight independent statistical metrics with weighted averaging. The dashboard displays comprehensive statistical summaries: means, variances, rates, distributions, and ratios. Every signal decision is grounded in rigorous statistical hypothesis testing (is entropy low? is lyapunov negative? is coherence above threshold?). This is advanced applied statistics—not simple moving averages or oscillators, but genuine complexity science with statistical rigor. Multiple oscillator-type calculations contribute to dimensional analysis: Phase Analysis: Hilbert transform extracts instantaneous phase (0 to 2π) of four market dimensions (momentum, volume, volatility, structure). These phases function as circular oscillators with phase locking detection. Momentum Dimension: Rate-of-change (ROC) calculation creates momentum oscillator that gets phase-analyzed and normalized. Structure Oscillator: Position within range (close - lowest)/(highest - lowest) creates a 0-1 oscillator showing where price sits in recent range. This gets embedded and phase-analyzed. Dimensional Resonance: Weighted aggregation of momentum, volume, structure, and volatility dimensions creates a -1 to +1 oscillator showing dimensional alignment. Similar to traditional oscillators but multi-dimensional. The coherence field (background coloring) visualizes an oscillating coherence metric (0-1 range) that ebbs and flows with phase synchronization. The emergence score itself (0-1 range) oscillates between low-emergence and high-emergence states. While these aren't traditional RSI or stochastic oscillators, they serve similar purposes—identifying extreme states, mean reversion zones, and momentum conditions—but in higher-dimensional space. Volatility analysis permeates the system: ATR-Based Calculations: Volatility period (default 14) computes ATR for the volatility dimension. This dimension gets normalized, phase-analyzed, and contributes to emergence score. Fractal Dimension & Volatility: Higuchi FD measures how "rough" the price trajectory is. Higher FD (>1.6) correlates with higher volatility/choppiness. FD < 1.4 indicates smooth trends (lower effective volatility). Phase Space Magnitude: The magnitude of the embedding vector correlates with volatility—large magnitude movements in phase space typically accompany volatility expansion. This is the "energy" of the market trajectory. Lyapunov & Volatility: Positive Lyapunov (chaos) often coincides with volatility spikes. The stability/chaos zones visually indicate when volatility makes markets unpredictable. Volatility Dimension Normalization: Raw ATR is normalized by its mean and standard deviation, creating a volatility z-score that feeds into dimensional resonance calculation. High normalized volatility contributes to emergence when aligned with other dimensions. The system is inherently volatility-aware—it doesn't just measure volatility but uses it as a full dimension in phase space reconstruction and treats changing volatility as a regime indicator. CLOSING STATEMENT DRP doesn't trade price—it trades phase space structure . It doesn't chase patterns—it detects emergence . It doesn't guess at trends—it measures coherence . This is complexity science applied to markets: Takens' theorem reconstructs hidden dimensions. Permutation entropy measures order. Lyapunov exponents detect chaos. Transfer entropy reveals causation. Hilbert phases find synchronization. Fractal dimensions quantify self-similarity. When all eight components align—when the reconstructed attractor enters a stable region with low entropy, synchronized phases, trending fractal structure, causal support, deterministic recurrence, and strong phase space trajectory—the market has achieved dimensional resonance . These are the highest-probability moments. Not because an indicator said so. Because the mathematics of complex systems says the market has self-organized into a coherent state. Most indicators see shadows on the wall. DRP reconstructs the cave. "In the space between chaos and order, where dimensions resonate and entropy yields to pattern—there, emergence calls." DRP Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Pine Script® indicator
by DskyzInvestments
1
BTC Energy + HR + Longs + M2 BTC Energy Ratio + Hashrate + Longs + M2 The #1 Bitcoin Macro Weapon on TradingView 🚀🔥 If you’re tired of getting chopped by fakeouts, ETF noise, and Twitter hopium — this is the one chart that finally puts you on the right side of every major move. What you’re looking at: Orange line → Bitcoin priced in real-world mining energy (Oil × Gas + Uranium × Coal) × 1000 → The true fundamental floor of BTC Blue line → Scaled hashrate trend (miner strength & capex lag) Green line → Bitfinex longs EMA (leveraged bull sentiment) Purple line → Global M2 money supply (US+EU+CN+JP) with 10-week lead (the liquidity wave BTC rides) Why this indicator prints money: Most tools react to price. This one predicts where price is going based on energy, miners, leverage, and liquidity — the only four things that actually drive Bitcoin long-term. It has nailed: 2022 bottom at ~924 📉 2024 breakout above 12,336 🚀 2025 top at 17,280 🏔️ And right now it’s flashing generational accumulation at ~11,500 (Nov 2025) 13 permanent levels with right-side labels — no guessing what anything means: 20,000 → 2021 Bull ATH 17,280 → 2025 ATH 15,000 → 2024 High Resist 14,000 → Overvalued Zone 13,000 → 2024 Breakout 12,336 → Bull/Bear Line (the most important level) 12,000 → 2024 Volume POC 10,930 → Key Support 2024 9,800 → Strong Buy Fib 8,000 → Deep Support 2023 6,000 → 2021 Mid-Cycle 4,500 → 2023 Accum Low 924 → 2022 Bear Low Live dashboard tells you exactly what to do — no thinking required: Current ratio (updates live) Hashrate + 24H % Longs trend Risk Mode → Orange vs Hashrate (RISK ON / RISK OFF) 180-day correlation RSI 13-tier Zone + SIGNAL (STRONG BUY / ACCUMULATE / HOLD / DISTRIBUTE / EXTREME SELL) Dead-simple rules that actually work: Weekly timeframe = cleanest view Blue peaking + orange holding support → miner pain = next leg up Green spiking + orange failing → overcrowded longs = trim Purple rising → liquidity coming in = ride the wave Risk Mode = RISK OFF → price is cheap vs miners → buy Set these 3 alerts and walk away: Ratio > 12,336 → Bull confirmed → add Ratio > 14,000 → Start scaling out Ratio < 9,800 → Generational buy → back up the truck No repainting • Fully open-source • Forced daily data • Works on any TF Energy is the only real backing Bitcoin has. Hashrate lag is the best leading indicator. Longs show greed. M2 is the tide. This chart combines all four — and right now it’s screaming ACCUMULATE. Load it. Trust it. Stop trading hope. Start trading reality. DYOR • NFA • For entertainment purposes only 😎 #bitcoin #macro #energy #hashrate #m2 #cycle #riskon #riskoff
Pine Script® indicator
by AndyHansen
Coin Jin Multi SMA+ BB+ SMA forecast Ver2.02This script provides a complete trend-analysis system based on the 5 / 20 / 60 / 112 / 224 / 448 / 896 SMAs. It precisely detects bullish/bearish alignment and automatically identifies 12 advanced trend-shift signals (Start, End, and Reversal). Key Features: ● 9 SMA lines (including custom X1 & X2) Each SMA supports custom color, width, and style (Line/Step/Circles). ● Bollinger Bands with customizable options Fully adjustable length, source, width, style, fill transparency, and more. ● SMA Forecast (curved projection) – Slope computed via linear regression – Predicts up to 30 future bars – Forced dotted style ensures visibility at all zoom levels ● 12 Advanced Trend Signals (alertcondition) Automatically detects: Start of full alignment (with/without SMA 896) End of alignment Bull ↔ Bear transitions Perfect for momentum trading, trend-following, reversal detection, or automated alert systems. ● Labeling last value of each SMA Each SMA prints a label such as "5", “20”, “60”, “896”, or custom lengths at the latest bar. 이 스크립트는 5 / 20 / 60 / 112 / 224 / 448 / 896 이동평균선을 기반으로 정배열·역배열 상태를 정밀하게 분석하고, 총 12가지 고급 추세 신호(시작·종료·전환) 를 자동으로 감지하는 통합 추세 분석 도구입니다. 주요 기능: ● 9개의 SMA 표시 (커스텀 X1, X2 포함) 각 SMA는 색상·굵기·형태(Line/Step/Circle)를 개별 설정할 수 있습니다. ● 볼린저밴드 표시 및 채우기 옵션 BB 길이, 소스, 타입, 두께, 투명도 등을 자유롭게 조절 가능. ● SMA Forecast (미래 방향 곡선 예측) – 기울기 기반 선형회귀 슬로프 계산 – 곡선 형태로 미래 30봉까지 예측 – 점선(Dotted) 강제 적용으로 어떤 배율에서도 선명하게 표시 ● 12가지 고급 추세 신호(alertcondition) 정배열·역배열의 Start (처음 완성될 때) End (깨질 때) Switch (전환) 을 모두 자동 탐지하여 트레이딩뷰 알림으로 받을 수 있음. ● SMA 마지막 가격 라벨 표시 각 SMA 끝 지점에 “5 / 20 / 60 / ... / 896” 식으로 라벨 표시.
Pine Script® indicator
by LINEMAKE
CDC BACKTEST (MACD) FIX AMOUNT $200k per trade This strategy implements an Exponential Moving Average (EMA) Crossover System designed for backtesting and performance evaluation. EMA 12,26 (MACD) The trading logic is based on the crossover between two EMAs — a short-term EMA (12) and a long-term EMA (26) — which serves as a momentum-based signal for trend identification. Buy Condition: A long (buy) position is entered when the 12-period EMA crosses above the 26-period EMA, indicating a potential upward trend or bullish momentum. Sell Condition: A position is closed, or a short (sell) position is opened, when the 12-period EMA crosses below the 26-period EMA, signaling a potential downward trend or bearish momentum. Position Sizing: Each trade with a fixed position size of 200,000 USD (default), while the starting account balance is set at 400,000 (USD). Both the fixed trade amount and the initial balance are user-adjustable parameters, allowing flexibility for different risk preferences and portfolio sizes.
Pine Script® strategy
by domesorawit
BTC Confluence Score + Confirmed Signals (12m/1h)This script combines 7 different signals across multiple timeframes (12 min + 1 hour + BTC dominance), then only gives you a BUY or SELL when everything aligns. It’s designed to filter out fake-outs and help you catch momentum reversals that stick. WHAT IT’S DOING UNDER THE HOOD Timeframes 12 min (fast) → short-term trigger (RSI, Stoch RSI, volatility) 1 hour (slow) → trend confirmation (EMA structure, RSI, MACD) BTC Dominance (1 h) → strength/flow confirmation (is capital rotating into BTC or alts?) This gives you a multi-timeframe confluence, which is what professional traders look for before entering a trade. 2. The 7 “Score” Ingredients Each bar gets a “score” from –7 (super bearish) to +7 (super bullish) based on: # Condition Bullish signal (+1) Bearish signal (–1) 1 RSI (12m) RSI > 50 RSI < 50 2 RSI (1h) RSI > 50 RSI < 50 3 MACD Histogram > 0 Histogram < 0 4 BTC Dominance level > 59.8 % < 59.8 % 5 BTC Dominance trend 3 EMA > 8 EMA 3 EMA < 8 EMA 6 1h EMAs trend 50 EMA > 200 EMA and price > 50 EMA 50 EMA < 200 EMA and price < 50 EMA 7 Volatility (ATR) Current ATR > average (momentum increasing) — The Confluence Score bar at the bottom shows this numerically: 💚 +5 to +7 → Strong bullish conditions ❤️ –5 to –7 → Strong bearish conditions 🩶 Between –2 and +2 → Choppy / neutral 3️⃣ Confirmed Entry Logic (the clear triangles you see now) You’ll now see only two real actionable markers: ✅ BUY (Green Triangle Up) Triggered when: Stoch RSI crosses upward on 12 min RSI > 50 (momentum confirmation) MACD histogram > 0 (trend shift) Confluence score ≥ 4 (default threshold) This means momentum + trend + structure + volume all agree on an upward move. → Ideal for going long or closing shorts. 🚨 SELL (Red Triangle Down) Triggered when: Stoch RSI crosses downward RSI < 50 MACD histogram < 0 Confluence score ≥ 4 bearish That’s your exit / short confirmation. 4️⃣ Color Bars (Score Strength) At the bottom of the chart: 💚 Green Bars = full bullish confluence (+5 or more) 💛 Lime/Orange Bars = moderate bullish or early reversal ❤️ Red Bars = strong bearish confluence (–5 or less) 🩶 Gray Bars = chop/no edge If you prefer visual simplicity, just use: BUY = Green Triangle appears on green bars SELL = Red Triangle appears on red bars That’s your “double confirmation.” 🎯 HOW TO TRADE IT ⏱ Timeframes Use 12 min for entries (fast scalps or 1–2 hr setups). Confirm direction with the 1 hour timeframe — only trade in that direction. 💰 Entry Playbook Signal What to Do ✅ Green Triangle appears Enter long or scale in. Set stop below recent swing low. 🚨 Red Triangle appears Exit long / enter short / scale out. Bars gray or alternating Stay out — market is undecided. 🧮 Min Score Setting Default = 4 (balanced). Raise to 5 for cleaner, fewer signals. Lower to 3 for more aggressive, frequent trades. 📲 Alerts You can now create TradingView alerts using: BUY Confirmed SELL Confirmed Set alert type: “Once per bar close” — so you only get notified after confirmation, not mid-bar noise. Y ou now have your own BTC AI Confluence System: Filters all noise from RSI, MACD, EMAs, volatility, and BTC dominance Waits for perfect alignment across multiple timeframes Gives you one simple green (BUY) or red (SELL) signal Lets you scalp 1–2 % moves safely or swing trade confirmations
Pine Script® indicator
by LAGirlgonecrypto
BTC(Sats Stacking) - CDC Action zone filterType: Indicator (Pine v6) • Category: Strategy Tools / DCA • Overlay: Yes Overview This indicator simulates fixed-amount Bitcoin DCA (dollar-cost averaging) and lets you apply a CDC Action Zone filter to only buy in specific market conditions. It plots EMA(12/26) lines with a shaded zone (green when fast > slow, red when slow > fast), shows buy markers on the chart when a DCA event actually executes, and displays a concise performance table. The simulation tracks real invested capital (sum of your buys), not hypothetical equity injections, and reports PnL vs invested capital. Key features DCA frequency: Everyday, Every week, or Every month CDC filter: Buy on all days, only when CDC is Green (trend-up above fast EMA), or only when Red (trend-down below fast EMA) Execution price: Choose to buy at bar close or next bar open Capital controls: Fixed DCA amount per event, optional max budget cap Currency support: Portfolio currency label plus optional FX conversion (by symbol or manual rate) Chart visuals: Buy markers on candles; EMA(12/26) lines with shaded “action zone” Metrics table: Invested capital, buys executed, BTC accumulated, average price per BTC (quote), equity (portfolio), PnL% vs invested, and CAGR How it works CDC state: Green = EMA(fast) > EMA(slow) and price ≥ EMA(fast) Red = EMA(fast) < EMA(slow) and price < EMA(fast) DCA trigger: Fires on new day/week/month boundaries (timeframe-agnostic). Buy execution: When a DCA event occurs and passes the CDC filter and budget check, the script spends the fixed amount and adds the corresponding BTC at the chosen execution price. Inputs (highlights) Simulation Symbol (blank = current chart), Buy at close/open, DCA amount, Max total invested DCA Schedule Everyday / Every week / Every month CDC Action Zone Filter mode (All / Green only / Red only), Price source, Fast/Slow EMA lengths (defaults 12/26) Currency / Conversion Portfolio currency label, Convert on/off, By symbol (e.g., OANDA:USDTHB) or Manual rate Backtest Range Optional start/end dates Style Show EMA lines and zone, colors and opacities, buy marker size and color Display Show qty/price labels on buys, show metrics table, number formatting Metrics Invested capital: Sum of all DCA spends in your portfolio currency Equity (portfolio): BTC holdings marked to market and converted back if FX is enabled PnL % vs invested: (Equity / Invested - 1) × 100 CAGR: Based on elapsed time from first in-range bar to the latest bar Average price per BTC (quote): Spend in quote currency divided by BTC accumulated Notes This is an indicator, not a broker-connected strategy. It simulates buys and displays results without placing orders. For more realistic fills, use Buy at next bar open. If your portfolio currency differs from the symbol’s quote currency, enable Convert and supply a conversion symbol or manual rate. EMA shading is purely visual; the filter logic uses the same EMA definitions. Attribution & License Inspired by the DCA idea and community simulations; CDC filtering implemented with standard EMA(12/26) logic. License: MPL-2.0 (see code header). Author: MiSuNoJo Disclaimer This tool is for research and education only and is not financial advice. Past performance does not guarantee future results. Use at your own risk.
Pine Script® indicator
by MiSuNoJo
Six Meridian Divine Swords [theUltimator5]The Six Meridian Divine Sword is a legendary martial arts technique in the classic wuxia novel “Demi-Gods and Semi-Devils” (天龙八部) by Jin Yong (金庸). The technique uses powerful internal energy (qi) to shoot invisible sword-like energy beams from the six meridians of the hand. Each of the six fingers/meridians corresponds to a “sword,” giving six different sword energies. The Six Meridian Divine Swords indicator is a compact “signal dashboard” that fuses six classic indicators (fingers)—MACD, KDJ, RSI, LWR (Williams %R), BBI, and MTM—into one pane. Each row is a traffic-light dot (green/bullish, red/bearish, gray/neutral). When all six align, the script draws a confirmation line (“All Bullish” or “All Bearish”). It’s designed for quick consensus reads across trend, momentum, and overbought/oversold conditions. How to Read the Dashboard The pane has 6 horizontal rows (explained in depth later): MACD KDJ RSI LWR (Larry Williams %R) BBI (Bull & Bear Index) MTM (Momentum) Each tick in the row is a dot, with sentiment identified by a color. Green = bullish condition met Red = bearish condition met Gray = inside a neutral band (filtering chop), shown when Use Neutral (Gray) Colors is ON There are two lines that track the dots on the top or bottom of the pane. All Bullish Signal Line: appears only if all 6 are strongly bullish (default color = white) All Bearish Signal Line: appears only if all 6 are strongly bearish (default color = fuchsia) The Six Meridians (Indicators) — What They Mean: 1) MACD — Trend & Momentum What it is: A trend-following momentum indicator based on the relationship between two moving averages (typically 12-EMA and 26-EMA) Logic used: Classic MACD line (EMA12−EMA26) vs its 9-EMA signal. Bullish: MACD > Signal and |MACD−Signal| > Neutral Threshold Bearish: MACD < Signal and |diff| > threshold Neutral: |diff| ≤ threshold Why: Small crosses can whipsaw. The neutral band ignores tiny separations to reduce noise. Inputs: Fast/Slow/Signal lengths, Neutral Threshold. 2) KDJ — Stochastic with J-line boost What it is: A variation of the stochastic oscillator popular in Chinese trading systems Logic used: K = SMA(Stochastic, smooth), D = SMA(K, smooth), J = 3K − 2D. Bullish: K > D and |K−D| > 2 Bearish: K < D and |K−D| > 2 Neutral: |K−D| ≤ 2 Why: K–D separation filters tiny wiggles; J offers an “extreme” early-warning context in the value label. Inputs: Length, Smoothing. 3) RSI — Momentum balance (0–100) What it is: A momentum oscillator measuring speed and magnitude of price changes (0–100) Logic used: RSI(N). Bullish: RSI > 50 + Neutral Zone Bearish: RSI < 50 − Neutral Zone Neutral: Between those bands Why: Centerline/adaptive bands (around 50) give a directional bias without relying on fixed 70/30. Inputs: Length, Neutral Zone (± around 50). 4) LWR (Williams %R) — Overbought/Oversold What it is: An oscillator similar to stochastic, measuring how close the close is to the high-low range over N periods Logic used: %R over N bars (0 to −100). Bullish: %R > −50 + Neutral Zone Bearish: %R < −50 − Neutral Zone Neutral: Between those bands Why: Uses a centered band around −50 instead of only −20/−80, making it act like a directional filter. Inputs: Length, Neutral Zone (± around −50). 5) BBI (Bull & Bear Index) — Smoothed trend bias What it is: A composite moving average, essentially the average of several different moving averages (often 3, 6, 12, 24 periods) Logic used: Average of 4 SMAs (3/6/12/24 by default): BBI = (MA3 + MA6 + MA12 + MA24) / 4 Bullish: Close > BBI and |Close−BBI| > 0.2% of BBI Bearish: Close < BBI and |diff| > threshold Neutral: |diff| ≤ threshold Why: Multiple MAs blended together reduce single-MA whipsaw. A dynamic 0.2% band ignores tiny drift. Inputs: 4 lengths (default 3/6/12/24). Threshold is auto-scaled at 0.2% of BBI. 6) MTM (Momentum) — Rate of change in price What it is: A simple measure of rate of change Logic used: MTM = Close − Close Bullish: MTM > 0.5% of Close Bearish: MTM < −0.5% of Close Neutral: |MTM| ≤ threshold Why: A percent-based gate adapts across prices (e.g., $5 vs $500) and mutes insignificant moves. Inputs: Length. Threshold auto-scaled to 0.5% of current Close. Display & Inputs You Can Tweak 🎨 Use Neutral (Gray) Colors ON (default): 3-color mode with clear “no-trade”/“weak” states. OFF: classic binary (green/red) without neutral filtering.
Pine Script® indicator
by TheUltimator5
15
NQ Phantom Scalper Pro# 👻 NQ Phantom Scalper Pro **Advanced VWAP Mean Reversion Strategy with Volume Confirmation** ## 🎯 Strategy Overview The NQ Phantom Scalper Pro is a sophisticated mean reversion strategy designed specifically for Nasdaq 100 (NQ) futures scalping. This strategy combines Volume Weighted Average Price (VWAP) bands with intelligent volume spike detection to identify high-probability reversal opportunities during optimal market hours. ## 🔧 Key Features ### VWAP Band System - **Dynamic VWAP Bands**: Automatically adjusting standard deviation bands based on intraday volatility - **Multiple Band Levels**: Configurable Band #1 (entry trigger) and Band #2 (profit target reference) - **Flexible Anchoring**: Choose from Session, Week, Month, Quarter, or Year-based VWAP calculations ### Volume Intelligence - **Volume Spike Detection**: Only triggers entries when volume exceeds SMA by configurable multiplier - **Relative Volume Display**: Real-time volume strength indicator in info panel - **Optional Volume Filter**: Can be disabled for testing alternative setups ### Advanced Time Management - **12-Hour Format**: User-friendly time inputs (9 AM - 4 PM default) - **Lunch Filter**: Automatically avoids low-liquidity lunch period (12-2 PM) - **Visual Time Zones**: Color-coded background for active/inactive periods - **Market Hours Focus**: Optimized for peak NQ trading sessions ### Smart Risk Management - **ATR-Based Stops**: Volatility-adjusted stop losses using Average True Range - **Dual Exit Strategy**: VWAP mean reversion + fixed profit targets - **Adjustable Risk-Reward**: Configurable target ratio to opposite VWAP band - **Position Sizing**: Percentage-based equity allocation ### Optional Trend Filter - **EMA Trend Alignment**: Optional trend filter to avoid counter-trend trades - **Configurable Period**: Adjustable EMA length for trend determination - **Toggle Functionality**: Enable/disable based on market conditions ## 📊 How It Works ### Entry Logic **Long Entries**: Triggered when price touches lower VWAP band + volume spike during active hours **Short Entries**: Triggered when price touches upper VWAP band + volume spike during active hours ### Exit Strategy 1. **VWAP Mean Reversion**: Early exit when price returns to VWAP center line 2. **Profit Target**: Fixed target based on percentage to opposite VWAP band 3. **Stop Loss**: ATR-based protective stop ### Visual Elements - **VWAP Center Line**: Blue line showing volume-weighted fair value - **Green Bands**: Entry trigger levels (Band #1) - **Red Bands**: Extended levels for target reference (Band #2) - **Orange EMA**: Trend filter line (when enabled) - **Background Colors**: Yellow (lunch), Gray (after hours), Clear (active trading) - **Info Panel**: Real-time metrics display ## ⚙️ Recommended Settings ### Timeframes - **Primary**: 1-5 minute charts for scalping - **Validation**: Test on 15-minute for swing applications ### Market Conditions - **Best Performance**: Ranging/choppy markets with good volume - **Trend Markets**: Enable trend filter to avoid counter-trend trades - **High Volatility**: Increase ATR multiplier for stops ### Session Optimization - **Pre-Market**: Generally avoided (low volume) - **Morning Session**: 9:30 AM - 12:00 PM (high activity) - **Lunch Period**: 12:00 PM - 2:00 PM (filtered by default) - **Afternoon Session**: 2:00 PM - 4:00 PM (good volume) - **After Hours**: Generally avoided (wide spreads) ## ⚠️ Risk Disclaimer This strategy is for educational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Trading futures involves substantial risk of loss and is not suitable for all investors. Users should: - Thoroughly backtest on historical data - Start with small position sizes - Understand the risks of leveraged trading - Consider transaction costs and slippage - Never risk more than you can afford to lose ## 📈 Performance Tips 1. **Volume Threshold**: Adjust volume multiplier based on average NQ volume patterns 2. **Band Sensitivity**: Modify band multipliers for different volatility regimes 3. **Time Filters**: Customize trading hours based on your timezone and preferences 4. **Trend Alignment**: Use trend filter during strong directional markets 5. **Risk Management**: Always maintain consistent position sizing and risk parameters **Version**: 6.0 Compatible **Asset**: Optimized for NASDAQ 100 Futures (NQ) **Style**: Mean Reversion Scalping **Frequency**: High-Frequency Trading Ready
Pine Script® strategy
by TradeManager_PRO
Midnight 30min High/LowMidnight 30min High/Low — Overnight Liquidity Range Tracker Capture the Overnight Session: A Strategic Level Identification Tool from Professional Trading Methodology This indicator captures the high and low prices during the critical 30-minute midnight session (12:00-12:30 AM EST) and projects these levels forward as key support and resistance zones. These overnight ranges often contain significant liquidity and serve as crucial reference points for intraday price action, representing areas where institutional activity may have established important levels. 🔍 What This Script Does: Identifies Critical Overnight Session Levels - Automatically detects the 12:00-12:30 AM EST session window - Captures the highest and lowest prices during this 30-minute period - Projects these levels forward for multiple trading days Creates Dynamic Support/Resistance Zones - Extends midnight high/low levels as horizontal lines with customizable projection periods - Fills the area between high and low to create a visual trading range - Updates automatically each trading day with new overnight levels Provides Clear Visual Reference Points - Optional session start markers (●) highlight when the midnight session begins - Color-coded lines distinguish between high and low levels - Transparent fill area creates an easy-to-identify trading zone Real-Time Level Tracking - Updates levels in real-time during the active midnight session - Maintains historical levels for reference and backtesting - Compatible with data window for precise level values ⚙️ Customization Options: Extend Days (1-30):** Control how many days forward the levels are projected (default: 5 days) High Line Color:** Customize the midnight high line color (default: blue) Low Line Color:** Customize the midnight low line color (default: orange) Fill Color:** Adjust the transparency and color of the range area (default: light aqua, 80% transparency) Show Session Markers:** Toggle yellow session start indicators on/off (default: enabled) 💡 How to Use: Deploy on lower timeframes (1m-15m) for precise level identification and reaction monitoring** Watch for key price interactions: - Rejection at midnight high levels (potential resistance) - Bounce from midnight low levels (potential support) - Range-bound trading between the high and low levels Combine with liquidity concepts: - Monitor for stop hunts above/below these levels - Look for false breakouts that snap back into the range - Use as confluence with other ICT concepts like FVGs and Order Blocks Strategic Applications: - Range trading between midnight levels - Breakout confirmation when price closes decisively outside the range - Support/resistance validation for entry and exit planning 🔗 Combine With These Tools for Complete Market Structure Analysis: ✅ First FVG — Opening Range Fair Value Gap Detector. ✅ ICT Turtle Soup (Liquidity Reversal)— Spot stop hunts and false breakout scenarios ✅ ICT Macro Zones (Grey Box Version)- It tracks real-time highs and lows for each Silver Bullet session ✅ ICT SMC Liquidity Grabs and OBs- Liquidity Grabs, Order Block Zones, and Fibonacci OTE Levels, allowing traders to identify institutional entry models with clean, rule-based visual signals. Together, these tools create a comprehensive Smart Money Concepts (SMC) framework — helping traders identify, anticipate, and capitalize on institutional-level price movements with precision and confidence during critical overnight sessions.
Pine Script® indicator
by MrWoof888
Bitcoin Power Law Clock [LuxAlgo]The Bitcoin Power Law Clock is a unique representation of Bitcoin prices proposed by famous Bitcoin analyst and modeler Giovanni Santostasi. It displays a clock-like figure with the Bitcoin price and average lines as spirals, as well as the 12, 3, 6, and 9 hour marks as key points in the cycle. 🔶 USAGE Giovanni Santostasi, Ph.D., is the creator and discoverer of the Bitcoin Power Law Theory. He is passionate about Bitcoin and has 12 years of experience analyzing it and creating price models. As we can see in the above chart, the tool is super intuitive. It displays a clock-like figure with the current Bitcoin price at 10:20 on a 12-hour scale. This tool only works on the 1D INDEX:BTCUSD chart. The ticker and timeframe must be exact to ensure proper functionality. According to the Bitcoin Power Law Theory, the key cycle points are marked at the extremes of the clock: 12, 3, 6, and 9 hours. According to the theory, the current Bitcoin prices are in a frenzied bull market on their way to the top of the cycle. 🔹 Enable/Disable Elements All of the elements on the clock can be disabled. If you disable them all, only an empty space will remain. The different charts above show various combinations. Traders can customize the tool to their needs. 🔹 Auto scale The clock has an auto-scale feature that is enabled by default. Traders can adjust the size of the clock by disabling this feature and setting the size in the settings panel. The image above shows different configurations of this feature. 🔶 SETTINGS 🔹 Price Price: Enable/disable price spiral, select color, and enable/disable curved mode Average: Enable/disable average spiral, select color, and enable/disable curved mode 🔹 Style Auto scale: Enable/disable automatic scaling or set manual fixed scaling for the spirals Lines width: Width of each spiral line Text Size: Select text size for date tags and price scales Prices: Enable/disable price scales on the x-axis Handle: Enable/disable clock handle Halvings: Enable/disable Halvings Hours: Enable/disable hours and key cycle points 🔹 Time & Price Dashboard Show Time & Price: Enable/disable time & price dashboard Location: Dashboard location Size: Dashboard size
Pine Script® indicator
by LuxAlgo
12
Grothendieck-Teichmüller Geometric SynthesisDskyz's Grothendieck-Teichmüller Geometric Synthesis (GTGS) THEORETICAL FOUNDATION: A SYMPHONY OF GEOMETRIES The 🎓 GTGS is built upon a revolutionary premise: that market dynamics can be modeled as geometric and topological structures. While not a literal academic implementation—such a task would demand computational power far beyond current trading platforms—it leverages core ideas from advanced mathematical theories as powerful analogies and frameworks for its algorithms. Each component translates an abstract concept into a practical market calculation, distinguishing GTGS by identifying deeper structural patterns rather than relying on standard statistical measures. 1. Grothendieck-Teichmüller Theory: Deforming Market Structure The Theory : Studies symmetries and deformations of geometric objects, focusing on the "absolute" structure of mathematical spaces. Indicator Analogy : The calculate_grothendieck_field function models price action as a "deformation" from its immediate state. Using the nth root of price ratios (math.pow(price_ratio, 1.0/prime)), it measures market "shape" stretching or compression, revealing underlying tensions and potential shifts. 2. Topos Theory & Sheaf Cohomology: From Local to Global Patterns The Theory : A framework for assembling local properties into a global picture, with cohomology measuring "obstructions" to consistency. Indicator Analogy : The calculate_topos_coherence function uses sine waves (math.sin) to represent local price "sections." Summing these yields a "cohomology" value, quantifying price action consistency. High values indicate coherent trends; low values signal conflict and uncertainty. 3. Tropical Geometry: Simplifying Complexity The Theory : Transforms complex multiplicative problems into simpler, additive, piecewise-linear ones using min(a, b) for addition and a + b for multiplication. Indicator Analogy : The calculate_tropical_metric function applies tropical_add(a, b) => math.min(a, b) to identify the "lowest energy" state among recent price points, pinpointing critical support levels non-linearly. 4. Motivic Cohomology & Non-Commutative Geometry The Theory : Studies deep arithmetic and quantum-like properties of geometric spaces. Indicator Analogy : The motivic_rank and spectral_triple functions compute weighted sums of historical prices to capture market "arithmetic complexity" and "spectral signature." Higher values reflect structured, harmonic price movements. 5. Perfectoid Spaces & Homotopy Type Theory The Theory : Abstract fields dealing with p-adic numbers and logical foundations of mathematics. Indicator Analogy : The perfectoid_conv and type_coherence functions analyze price convergence and path identity, assessing the "fractal dust" of price differences and price path cohesion, adding fractal and logical analysis. The Combination is Key : No single theory dominates. GTGS ’s Unified Field synthesizes all seven perspectives into a comprehensive score, ensuring signals reflect deep structural alignment across mathematical domains. 🎛️ INPUTS: CONFIGURING THE GEOMETRIC ENGINE The GTGS offers a suite of customizable inputs, allowing traders to tailor its behavior to specific timeframes, market sectors, and trading styles. Below is a detailed breakdown of key input groups, their functionality, and optimization strategies, leveraging provided tooltips for precision. Grothendieck-Teichmüller Theory Inputs 🧬 Deformation Depth (Absolute Galois) : What It Is : Controls the depth of Galois group deformations analyzed in market structure. How It Works : Measures price action deformations under automorphisms of the absolute Galois group, capturing market symmetries. Optimization : Higher Values (15-20) : Captures deeper symmetries, ideal for major trends in swing trading (4H-1D). Lower Values (3-8) : Responsive to local deformations, suited for scalping (1-5min). Timeframes : Scalping (1-5min) : 3-6 for quick local shifts. Day Trading (15min-1H) : 8-12 for balanced analysis. Swing Trading (4H-1D) : 12-20 for deep structural trends. Sectors : Stocks : Use 8-12 for stable trends. Crypto : 3-8 for volatile, short-term moves. Forex : 12-15 for smooth, cyclical patterns. Pro Tip : Increase in trending markets to filter noise; decrease in choppy markets for sensitivity. 🗼 Teichmüller Tower Height : What It Is : Determines the height of the Teichmüller modular tower for hierarchical pattern detection. How It Works : Builds modular levels to identify nested market patterns. Optimization : Higher Values (6-8) : Detects complex fractals, ideal for swing trading. Lower Values (2-4) : Focuses on primary patterns, faster for scalping. Timeframes : Scalping : 2-3 for speed. Day Trading : 4-5 for balanced patterns. Swing Trading : 5-8 for deep fractals. Sectors : Indices : 5-8 for robust, long-term patterns. Crypto : 2-4 for rapid shifts. Commodities : 4-6 for cyclical trends. Pro Tip : Higher towers reveal hidden fractals but may slow computation; adjust based on hardware. 🔢 Galois Prime Base : What It Is : Sets the prime base for Galois field computations. How It Works : Defines the field extension characteristic for market analysis. Optimization : Prime Characteristics : 2 : Binary markets (up/down). 3 : Ternary states (bull/bear/neutral). 5 : Pentagonal symmetry (Elliott waves). 7 : Heptagonal cycles (weekly patterns). 11,13,17,19 : Higher-order patterns. Timeframes : Scalping/Day Trading : 2 or 3 for simplicity. Swing Trading : 5 or 7 for wave or cycle detection. Sectors : Forex : 5 for Elliott wave alignment. Stocks : 7 for weekly cycle consistency. Crypto : 3 for volatile state shifts. Pro Tip : Use 7 for most markets; 5 for Elliott wave traders. Topos Theory & Sheaf Cohomology Inputs 🏛️ Temporal Site Size : What It Is : Defines the number of time points in the topological site. How It Works : Sets the local neighborhood for sheaf computations, affecting cohomology smoothness. Optimization : Higher Values (30-50) : Smoother cohomology, better for trends in swing trading. Lower Values (5-15) : Responsive, ideal for reversals in scalping. Timeframes : Scalping : 5-10 for quick responses. Day Trading : 15-25 for balanced analysis. Swing Trading : 25-50 for smooth trends. Sectors : Stocks : 25-35 for stable trends. Crypto : 5-15 for volatility. Forex : 20-30 for smooth cycles. Pro Tip : Match site size to your average holding period in bars for optimal coherence. 📐 Sheaf Cohomology Degree : What It Is : Sets the maximum degree of cohomology groups computed. How It Works : Higher degrees capture complex topological obstructions. Optimization : Degree Meanings : 1 : Simple obstructions (basic support/resistance). 2 : Cohomological pairs (double tops/bottoms). 3 : Triple intersections (complex patterns). 4-5 : Higher-order structures (rare events). Timeframes : Scalping/Day Trading : 1-2 for simplicity. Swing Trading : 3 for complex patterns. Sectors : Indices : 2-3 for robust patterns. Crypto : 1-2 for rapid shifts. Commodities : 3-4 for cyclical events. Pro Tip : Degree 3 is optimal for most trading; higher degrees for research or rare event detection. 🌐 Grothendieck Topology : What It Is : Chooses the Grothendieck topology for the site. How It Works : Affects how local data integrates into global patterns. Optimization : Topology Characteristics : Étale : Finest topology, captures local-global principles. Nisnevich : A1-invariant, good for trends. Zariski : Coarse but robust, filters noise. Fpqc : Faithfully flat, highly sensitive. Sectors : Stocks : Zariski for stability. Crypto : Étale for sensitivity. Forex : Nisnevich for smooth trends. Indices : Zariski for robustness. Timeframes : Scalping : Étale for precision. Swing Trading : Nisnevich or Zariski for reliability. Pro Tip : Start with Étale for precision; switch to Zariski in noisy markets. Unified Field Configuration Inputs ⚛️ Field Coupling Constant : What It Is : Sets the interaction strength between geometric components. How It Works : Controls signal amplification in the unified field equation. Optimization : Higher Values (0.5-1.0) : Strong coupling, amplified signals for ranging markets. Lower Values (0.001-0.1) : Subtle signals for trending markets. Timeframes : Scalping : 0.5-0.8 for quick, strong signals. Swing Trading : 0.1-0.3 for trend confirmation. Sectors : Crypto : 0.5-1.0 for volatility. Stocks : 0.1-0.3 for stability. Forex : 0.3-0.5 for balance. Pro Tip : Default 0.137 (fine structure constant) is a balanced starting point; adjust up in choppy markets. 📐 Geometric Weighting Scheme : What It Is : Determines the framework for combining geometric components. How It Works : Adjusts emphasis on different mathematical structures. Optimization : Scheme Characteristics : Canonical : Equal weighting, balanced. Derived : Emphasizes higher-order structures. Motivic : Prioritizes arithmetic properties. Spectral : Focuses on frequency domain. Sectors : Stocks : Canonical for balance. Crypto : Spectral for volatility. Forex : Derived for structured moves. Indices : Motivic for arithmetic cycles. Timeframes : Day Trading : Canonical or Derived for flexibility. Swing Trading : Motivic for long-term cycles. Pro Tip : Start with Canonical; experiment with Spectral in volatile markets. Dashboard and Visual Configuration Inputs 📋 Show Enhanced Dashboard, 📏 Size, 📍 Position : What They Are : Control dashboard visibility, size, and placement. How They Work : Display key metrics like Unified Field , Resonance , and Signal Quality . Optimization : Scalping : Small size, Bottom Right for minimal chart obstruction. Swing Trading : Large size, Top Right for detailed analysis. Sectors : Universal across markets; adjust size based on screen setup. Pro Tip : Use Large for analysis, Small for live trading. 📐 Show Motivic Cohomology Bands, 🌊 Morphism Flow, 🔮 Future Projection, 🔷 Holographic Mesh, ⚛️ Spectral Flow : What They Are : Toggle visual elements representing mathematical calculations. How They Work : Provide intuitive representations of market dynamics. Optimization : Timeframes : Scalping : Enable Morphism Flow and Spectral Flow for momentum. Swing Trading : Enable all for comprehensive analysis. Sectors : Crypto : Emphasize Morphism Flow and Future Projection for volatility. Stocks : Focus on Cohomology Bands for stable trends. Pro Tip : Disable non-essential visuals in fast markets to reduce clutter. 🌫️ Field Transparency, 🔄 Web Recursion Depth, 🎨 Mesh Color Scheme : What They Are : Adjust visual clarity, complexity, and color. How They Work : Enhance interpretability of visual elements. Optimization : Transparency : 30-50 for balanced visibility; lower for analysis. Recursion Depth : 6-8 for balanced detail; lower for older hardware. Color Scheme : Purple/Blue : Analytical focus. Green/Orange : Trading momentum. Pro Tip : Use Neon Purple for deep analysis; Neon Green for active trading. ⏱️ Minimum Bars Between Signals : What It Is : Minimum number of bars required between consecutive signals. How It Works : Prevents signal clustering by enforcing a cooldown period. Optimization : Higher Values (10-20) : Fewer signals, avoids whipsaws, suited for swing trading. Lower Values (0-5) : More responsive, allows quick reversals, ideal for scalping. Timeframes : Scalping : 0-2 bars for rapid signals. Day Trading : 3-5 bars for balance. Swing Trading : 5-10 bars for stability. Sectors : Crypto : 0-3 for volatility. Stocks : 5-10 for trend clarity. Forex : 3-7 for cyclical moves. Pro Tip : Increase in choppy markets to filter noise. Hardcoded Parameters Tropical, Motivic, Spectral, Perfectoid, Homotopy Inputs : Fixed to optimize performance but influence calculations (e.g., tropical_degree=4 for support levels, perfectoid_prime=5 for convergence). Optimization : Experiment with codebase modifications if advanced customization is needed, but defaults are robust across markets. 🎨 ADVANCED VISUAL SYSTEM: TRADING IN A GEOMETRIC UNIVERSE The GTTMTSF ’s visuals are direct representations of its mathematics, designed for intuitive and precise trading decisions. Motivic Cohomology Bands : What They Are : Dynamic bands ( H⁰ , H¹ , H² ) representing cohomological support/resistance. Color & Meaning : Colors reflect energy levels ( H⁰ tightest, H² widest). Breaks into H¹ signal momentum; H² touches suggest reversals. How to Trade : Use for stop-loss/profit-taking. Band bounces with Dashboard confirmation are high-probability setups. Morphism Flow (Webbing) : What It Is : White particle streams visualizing market momentum. Interpretation : Dense flows indicate strong trends; sparse flows signal consolidation. How to Trade : Follow dominant flow direction; new flows post-consolidation signal trend starts. Future Projection Web (Fractal Grid) : What It Is : Fibonacci-period fractal projections of support/resistance. Color & Meaning : Three-layer lines (white shadow, glow, colored quantum) with labels showing price, topological class, anomaly strength (φ), resonance (ρ), and obstruction ( H¹ ). ⚡ marks extreme anomalies. How to Trade : Target ⚡/● levels for entries/exits. High-anomaly levels with weakening Unified Field are reversal setups. Holographic Mesh & Spectral Flow : What They Are : Visuals of harmonic interference and spectral energy. How to Trade : Bright mesh nodes or strong Spectral Flow warn of building pressure before price movement. 📊 THE GEOMETRIC DASHBOARD: YOUR MISSION CONTROL The Dashboard translates complex mathematics into actionable intelligence. Unified Field & Signals : FIELD : Master value (-10 to +10), synthesizing all geometric components. Extreme readings (>5 or <-5) signal structural limits, often preceding reversals or continuations. RESONANCE : Measures harmony between geometric field and price-volume momentum. Positive amplifies bullish moves; negative amplifies bearish moves. SIGNAL QUALITY : Confidence meter rating alignment. Trade only STRONG or EXCEPTIONAL signals for high-probability setups. Geometric Components : What They Are : Breakdown of seven mathematical engines. How to Use : Watch for convergence. A strong Unified Field is reliable when components (e.g., Grothendieck , Topos , Motivic ) align. Divergence warns of trend weakening. Signal Performance : What It Is : Tracks indicator signal performance. How to Use : Assesses real-time performance to build confidence and understand system behavior. 🚀 DEVELOPMENT & UNIQUENESS: BEYOND CONVENTIONAL ANALYSIS The GTTMTSF was developed to analyze markets as evolving geometric objects, not statistical time-series. Why This Is Unlike Anything Else : Theoretical Depth : Uses geometry and topology, identifying patterns invisible to statistical tools. Holistic Synthesis : Integrates seven deep mathematical frameworks into a cohesive Unified Field . Creative Implementation : Translates PhD-level mathematics into functional Pine Script , blending theory and practice. Immersive Visualization : Transforms charts into dynamic geometric landscapes for intuitive market understanding. The GTTMTSF is more than an indicator; it’s a new lens for viewing markets, for traders seeking deeper insight into hidden order within chaos. " Where there is matter, there is geometry. " - Johannes Kepler — Dskyz , Trade with insight. Trade with anticipation.
Pine Script® indicator
by DskyzInvestments
5
Hull Moving Average RibbonGradient Wave HMA - Multi-Ribbon Hull Moving Average System Overview The Gradient Wave HMA is an advanced technical indicator that transforms Alan Hull's Hull Moving Average (HMA) into a dynamic multi-layered ribbon system. Unlike traditional moving average ribbons that use simple or exponential calculations, this indicator applies Hull's innovative lag-reduction formula across 12 different timeframes simultaneously, creating a visually striking gradient effect that flows with market momentum. Technical Foundation This indicator is built upon the Hull Moving Average, developed by Alan Hull in 2005. The HMA uses a weighted moving average calculation designed to almost eliminate lag while maintaining curve smoothness: HMA = WMA(2*WMA(n/2) − WMA(n), sqrt(n)) Credit: Alan Hull (www.alanhull.com) Key Features Multi-Period Ribbon Structure 12 individual HMA lines with customizable periods Preset configurations for different trading styles: Fast: 3-30 period range (scalping/intraday) Swing: 8-55 period range (swing trading) Position: 20-100 period range (position trading) Custom: User-defined periods 2. Neon Gradient Visualization Bullish Gradient: Transitions from blue-purple to hot purple Bearish Gradient: Flows from hot pink to purple-pink Each line has a unique color in the spectrum Gradient fills between lines create depth and visual flow 3. Advanced Alert System Trend Reversal Alerts: Notifies when ribbon changes direction Price Breakout Alerts: Triggers when price crosses the ribbon Compression Alerts: Signals potential breakouts during consolidation Expansion Alerts: Confirms strong trending conditions Momentum Surge Alerts: Catches explosive moves early How It Works The indicator calculates 12 Hull Moving Averages, each with a different period length. The trend direction is determined by the middle HMA (6th line), which triggers the color change across the entire ribbon. When trending up, the ribbon displays a purple gradient; when trending down, it shifts to a pink gradient. Trading Applications 1. Trend Identification Ribbon color indicates overall trend direction All lines moving in sync confirms strong trend Mixed signals suggest choppy or transitioning markets 2. Dynamic Support/Resistance In uptrends, the ribbon acts as moving support In downtrends, it provides resistance levels Multiple layers offer various strength levels 3. Momentum Analysis Expanding ribbon = Increasing momentum Contracting ribbon = Decreasing momentum/consolidation Ribbon angle indicates trend strength 4. Trading Example Advantages Over Traditional MAs Reduced Lag: Hull's formula provides faster response than SMA/EMA ribbons Visual Clarity: Gradient effect makes trend changes immediately visible Multiple Timeframes: 12 periods provide comprehensive market view Flexibility: Presets adapt to different trading styles Best Practices Use higher timeframes (4H, Daily) for position trading Combine with volume indicators for confirmation Watch for ribbon compression before major moves Consider overall market conditions when interpreting signals Customization Options Adjust individual HMA periods Fine-tune transparency for different backgrounds Choose between WMA and EMA base calculations The Gradient Wave HMA combines Alan Hull's breakthrough moving average formula with modern visualization techniques to create a powerful trend-following tool that's both technically sophisticated and visually intuitive.
Pine Script® indicator
by Thomaswestw
[blackcat] L2 Angle Trend TrackerOVERVIEW The " L2 Angle Trend Tracker" is a sophisticated technical analysis tool designed to monitor trend direction and momentum using multiple Exponential Moving Averages (EMAs) with different periods. 📈 This script calculates the angles of 5 EMAs (5, 8, 10, 12, and 15 periods) and displays them with gradient colors, providing a comprehensive view of market momentum. When all EMAs cross above or below specified threshold levels, it generates Buy or Sell signals with visual alerts. The indicator helps traders identify trend reversals, potential entry/exit points, and market sentiment shifts with precision. 🚀 This powerful tool is particularly useful for traders who want to combine multiple timeframe analysis with angle-based momentum confirmation. FEATURES Calculates angles for 5 EMAs with customizable periods (5, 8, 10, 12, and 15) Displays angle values with distinct colors for each EMA (Green, Blue, Purple, Orange, and Red) Generates Buy signals when all EMAs cross above the lower threshold Generates Sell signals when all EMAs cross below the upper threshold Shows a zero line and threshold lines for easy reference Customizable threshold levels for Buy/Sell signals Visual alerts with "Buy" and "Sell" labels at the point of signal generation The script uses a mathematical formula to calculate the angle of each EMA relative to its position 11 bars ago Angle values are converted from radians to degrees for easier interpretation The zero line represents no change in the EMA angle The indicator is not overlayed on the price chart by default, but can be adjusted in the script settings 📊 HOW TO USE Adjust the EMA periods to match your trading strategy 🛠️ Shorter periods (5, 8) are more sensitive to price changes Longer periods (10, 12, 15) provide smoother trend confirmation Set appropriate threshold values for Buy/Sell signals based on your risk tolerance Default thresholds are 70 for upper threshold and -70 for lower threshold Consider adjusting thresholds based on market volatility Watch for Buy signals when all EMAs cross above the lower threshold (default: -70) The signal appears as a green "Buy" label on the chart This indicates a potential trend reversal to the upside Watch for Sell signals when all EMAs cross below the upper threshold (default: 70) The signal appears as a red "Sell" label on the chart This indicates a potential trend reversal to the downside Combine with other indicators for confirmation before making trading decisions 🧠 Consider using volume confirmation, support/resistance levels, or other oscillators The angle tracker works well with trend-following strategies Use the angle values to gauge momentum strength Steeper angles indicate stronger momentum Flatter angles suggest weakening momentum or consolidation CONFIGURATION EMA Periods: The script uses five different EMA periods that can be customized: EMA Period 5: Short-term trend indicator EMA Period 8: Medium-short term trend indicator EMA Period 10: Medium-term trend indicator EMA Period 12: Medium-long term trend indicator EMA Period 15: Long-term trend indicator Threshold Settings: Threshold Top: Sets the upper boundary for Sell signals (default: 70) Threshold Bot: Sets the lower boundary for Buy signals (default: -70) These thresholds can be adjusted based on market conditions and trading style LIMITATIONS The script may generate false signals in ranging markets or during periods of high volatility All EMAs must cross the threshold for a signal to appear, which may filter some valid signals The angle calculation uses a 11-bar lookback period, which may not be suitable for all timeframes Works best in trending markets and may produce whipsaws in choppy conditions ⚠️ The indicator is more effective on higher timeframes (4H, 1D) than on very short timeframes (1M, 5M) Signal generation requires confirmation from multiple EMAs, which may delay entry/exit points The angle calculation method may not be suitable for all financial instruments ADVANCED TIPS Use multiple instances of this indicator with different EMA settings for multi-timeframe analysis Combine with volume analysis to confirm the strength of signals Look for confluence with support and resistance levels for more reliable signals Consider using the angle values as a filter for other trading strategies The indicator can be used to identify momentum exhaustion points when angles flatten For swing trading, consider using the Buy and Sell signals as potential entry/exit points For day trading, you may want to use shorter EMA periods and adjust threshold values accordingly NOTES The script uses a mathematical formula to calculate the angle of each EMA relative to its position 11 bars ago The angle values are converted from radians to degrees for easier interpretation The zero line represents no change in the EMA angle The indicator is not overlayed on the price chart by default, but can be adjusted in the script settings 📊 The angle calculation provides a dynamic view of momentum that traditional moving averages don't offer The threshold values are based on empirical testing and can be fine-tuned for specific instruments THANKS Special thanks to the TradingView community for their support and feedback on this indicator. If you find this script helpful, please consider leaving a comment or sharing your experiences with it. Your feedback helps improve the tool for everyone. 🙏 Also, a nod to the original concept developers who pioneered angle-based trend analysis. This script builds upon those foundational ideas to provide a more comprehensive view of market momentum. 🌟
Pine Script® indicator
by blackcat1402
Pump Detector - EMA 4H + Retest H1 (Valid 10x4H bars)📈 Pump Detector – EMA 12/21 on 4H + Retest on H1 This indicator is designed to detect sudden bullish moves ("pumps") on the 4-hour timeframe, and alert traders of potential retest entry points on the 1-hour timeframe. 🔍 Pump activation conditions (on 4H): EMA 12 crosses above EMA 21 Current volume exceeds the 20-period SMA of volume (on 4H) When both conditions are met, a pump alert is triggered and a time window opens. 📉 Retest detection logic (on H1): For the next 10 bars on the 4H chart (~40 hours), the indicator monitors price behavior on the 1H timeframe If the LOW of any H1 candle touches or drops below EMA 12 or 21 (on H1), a second alert is triggered ✅ Key Features: Draws EMA 12/21 from the 4H timeframe directly on the chart Enforces 4H and H1 timeframes, regardless of the chart the script is applied to One-time detection per pump window: once the 10-bar window expires, the retest alert is disabled until a new pump is detected Ideal for capturing momentum breakouts followed by technical pullbacks ⚠️ Recommended for: Traders looking for scalping or swing trading setups on crypto, forex, or stocks. Helps identify post-breakout entry opportunities using a structured and disciplined approach.
Pine Script® indicator
by messaoud_ramzi
6 Dynamic EMAs by Koenigsegg🚀 6 Dynamic EMAs by Koenigsegg Take control of your chart with ultimate flexibility. This tool gives you 6 customizable EMAs across any timeframe, helping you read the market like a pro — whether you're scalping seconds or swinging days. Built for precision, designed for dominance. The combinations? Endless. Mix and match any EMA lengths and timeframes for tailored confluence — exactly how elite traders operate. 🔑 Key Features ✅ 6 Fully Customizable EMAs ⏳ Multi-Timeframe Support (from seconds to months) 🎨 Custom Colors & Thickness for each EMA 🚨 Built-in Cross Alerts for instant trade signals 🧠 Clean, efficient logic using request.security() 🔁 Dynamically toggle EMAs on/off ⚙️ Lightweight for smooth chart performance 🧩 Endless combo potential — confluence on your terms 📈 What Is an EMA? The EMA is a type of moving average that adjusts more quickly to recent price changes than a Simple Moving Average (SMA). It does this by giving exponentially more weight to the most recent candles. ⚙️ How Does It Function? Smoothing Price Data: It takes the average of closing prices over a chosen period (like 20 or 50 candles), but gives more influence to the latest prices. Reacts Quickly to Price Shifts: Since recent data is weighted more heavily, the EMA adjusts faster to sudden price changes — helping you spot trend reversals or momentum shifts earlier. Dynamic Support & Resistance: Traders often use EMAs as moving support/resistance levels. Price often "respects" EMAs in trending markets — bouncing off them during pullbacks. Trend Confirmation: - If price is above the EMA, the market is likely in an uptrend. - If price is below the EMA, the market is likely in a downtrend. - Multiple EMAs (like 12/21 or 50/200) crossing each other are used for entry/exit signals. 💡 Example: If you use a 21 EMA on a chart, it shows you the average price of the last 21 candles, but the most recent ones weigh heavier. This makes the EMA more responsive than an SMA, and better for short-term or active trading. 📊 Why EMAs Matter — and How Multi-Timeframe EMAs Give You the Edge Exponential Moving Averages (EMAs) are essential tools for identifying trend direction, momentum shifts, and dynamic support/resistance. Because they weight recent price data more heavily, EMAs adapt quickly to changing market conditions, giving traders early insight into reversals or continuations. Where this script shines is in its multi-timeframe (MTF) capability. For example, plotting a daily EMA on a 4H chart gives you high-level directional guidance while still allowing precision entries. This enables confluence between LTF (low timeframe) signals and HTF (high timeframe) momentum — a crucial edge used by institutional-level traders. You can configure the tool to run classic combos like the 12/21 crossover on your current chart, while layering in a 50 or 200 EMA from a higher timeframe for macro confirmation. The 6th EMA, colored light blue by default, is perfect for adding one final level of structure insight — often used as a long-term anchor or trend bias marker. Whether you're riding the wave or catching the reversal, these EMAs serve as your adaptable compass in every environment. 🎯 Purpose This indicator was built to give traders a clear, responsive, and multi-timeframe edge using dynamic Exponential Moving Averages. Whether you're trend-following, identifying momentum shifts, or building a confluence system — these 6 EMAs are here to align with your strategy and style. 💡 Pro Tip Instead of cluttering your chart with multiple EMA indicators, this script consolidates all into one sleek tool. You can toggle off bands you don't currently need, like running only the 12/21 EMAs on your active chart timeframe, while adding the 12/21 EMAs from a higher timeframe to guide trade decisions. With this setup, you're not just reacting — you're orchestrating your trades with intention. ⚠️ Disclaimer This script is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and trade responsibly. Past performance does not guarantee future results.
Pine Script® indicator
by CryptoPandaTA
Custom NYSE Hourly Intervals (Gris Extra Claro/T)NYSE Custom Hourly Intervals (Background Shading) Indicator Overview: This TradingView indicator visually highlights specific hourly intervals during the NYSE trading session (9:30 AM - 4:00 PM ET) using background shading. Its purpose is to help traders easily identify these key periods while analyzing price action. Features: Hourly Segmentation: Clearly marks the following hourly blocks within the NYSE session: 9:30 - 10:00 ET 10:00 - 11:00 ET 11:00 - 12:00 ET 12:00 - 13:00 ET 13:00 - 14:00 ET 14:00 - 15:00 ET 15:00 - 16:00 ET Alternating Background: Uses a subtle, alternating background pattern for visual distinction: Transparent: Applied during the 9:30-10:00, 11:00-12:00, 13:00-14:00, and 15:00-16:00 intervals (shows your default chart background). Very Light Gray: Applied during the 10:00-11:00, 12:00-13:00, and 14:00-15:00 intervals. Timeframe Restriction: The background shading is active only on chart timeframes of 30 minutes or less (e.g., 30m, 15m, 5m, 1m). It will not appear on higher timeframes. Session Restriction: Shading only occurs during the defined NYSE session hours (9:30 AM - 4:00 PM ET). Customization: The color and transparency level of the "Very Light Gray" shading can be adjusted in the indicator's settings. Purpose & Use Case: This indicator is ideal for intraday traders who want a clean visual guide to track price movement within specific hourly segments of the NYSE trading day, without needing complex overlays.
Pine Script® indicator
by familyjailerebustillo
Time of Day Background with Bar Count & TableDescription: This indicator provides a comprehensive overview of market activity by dynamically displaying the time-of-day background and tracking bullish and bearish bar counts across different sessions. It also features a table summarizing the market performance for the last 7 days, segmented into four time-based sessions: Morning, Afternoon, Evening, and Night. Key Features: Time of Day Background: The chart's background color changes based on the time of day: Evening (12 AM - 6 AM) is shaded blue. Morning (6 AM - 12 PM) is shaded aqua. Afternoon (12 PM - 6 PM) is shaded yellow. Night (6 PM - 12 AM) is shaded silver. Bullish and Bearish Bar Counting: It tracks the number of bullish (closing higher than opening) and bearish (closing lower than opening) candles. The sum of the price differences (bullish minus bearish) for each session is displayed as a dynamic label, indicating overall market direction for each session. Session Breakdown: The chart is divided into four sessions, each lasting 6 hours (Morning, Afternoon, Evening, Night). A new label is generated at the start of each session, indicating the bullish/bearish performance and the net difference in price movements for that session. Historical Session Performance: The indicator tracks and stores the performance for each session over the past 7 days. A table is generated in the top-right corner of the chart, summarizing the performance for each session (Morning, Afternoon, Evening, Night) and the price changes for each of the past 7 days. The values are color-coded to indicate positive (green) or negative (red) results. Dynamic Table: The table presents performance data for each time session over the past week with color-coded cells: Green cells indicate positive performance. Red cells indicate negative performance. Empty cells represent no data for that session. Use Case: This indicator is useful for traders who want to track market activity and performance across different times of day and monitor how each session contributes to the overall market trend. It provides both visual insights (through background color) and numerical data (via the table) for better decision-making. Settings: The background color and session labels update automatically based on the time of day. The table updates every day, tracking the performance of each session over the past week.
Pine Script® indicator
by VZ_94
Quarterly Theory ICT 02 [TradingFinder] True Open Session 90 Min🔵 Introduction The Quarterly Theory ICT indicator is an advanced analytical system built on ICT (Inner Circle Trader) concepts and fractal time. It divides time into four quarters (Q1, Q2, Q3, Q4), and is designed based on the consistent repetition of these phases across all trading timeframes (annual, monthly, weekly, daily, and even shorter trading sessions). Each cycle consists of four distinct phases: the first phase (Q1) is the Accumulation phase, characterized by price consolidation; the second phase (Q2), known as Manipulation or Judas Swing, is marked by initial false movements indicating a potential shift; the third phase (Q3) is Distribution, where price volatility peaks; and the fourth phase (Q4) is Continuation/Reversal, determining whether the previous trend continues or reverses. 🔵 How to Use The central concept of this strategy is the "True Open," which refers to the actual starting point of each time cycle. The True Open is typically defined at the beginning of the second phase (Q2) of each cycle. Prices trading above or below the True Open serve as a benchmark for predicting the market's potential direction and guiding trading decisions. The practical application of the Quarterly Theory strategy relies on accurately identifying True Open points across various timeframes. True Open points are defined as follows : Yearly Cycle : Q1: January, February, March Q2: April, May, June (True Open: April Monthly Open) Q3: July, August, September Q4: October, November, December Monthly Cycle : Q1: First Monday of the month Q2: Second Monday of the month (True Open: Daily Candle Open price on the second Monday) Q3: Third Monday of the month Q4: Fourth Monday of the month Weekly Cycle : Q1: Monday Q2: Tuesday (True Open: Daily Candle Open Price on Tuesday) Q3: Wednesday Q4: Thursday Daily Cycle : Q1: 18:00 - 00:00 (Asian session) Q2: 00:00 - 06:00 (True Open: Start of London Session) Q3: 06:00 - 12:00 (NY AM) Q4: 12:00 - 18:00 (NY PM) 90 Min Asian Session : Q1: 18:00 - 19:30 Q2: 19:30 - 21:00 (True Open at 19:30) Q3: 21:00 - 22:30 Q4: 22:30 - 00:00 90 Min London Session : Q1: 00:00 - 01:30 Q2: 01:30 - 03:00 (True Open at 01:30) Q3: 03:00 - 04:30 Q4: 04:30 - 06:00 90 Min New York AM Session : Q1: 06:00 - 07:30 Q2: 07:30 - 09:00 (True Open at 07:30) Q3: 09:00 - 10:30 Q4: 10:30 - 12:00 90 Min New York PM Session : Q1: 12:00 - 13:30 Q2: 13:30 - 15:00 (True Open at 13:30) Q3: 15:00 - 16:30 Q4: 16:30 - 18:00 Micro Cycle (22.5-Minute Quarters) : Each 90-minute quarter is further divided into four 22.5-minute sub-segments (Micro Sessions). True Opens in these sessions are defined as follows : Asian Micro Session : True Session Open : 19:30 - 19:52:30 London Micro Session : T rue Session Open : 01:30 - 01:52:30 New York AM Micro Session : True Session Open : 07:30 - 07:52:30 New York PM Micro Session : True Session Open : 13:30 - 13:52:30 By accurately identifying these True Open points across various timeframes, traders can effectively forecast the market direction, analyze price movements in detail, and optimize their trading positions. Prices trading above or below these key levels serve as critical benchmarks for determining market direction and making informed trading decisions. 🔵 Setting Show True Range : Enable or disable the display of the True Range on the chart, including the option to customize the color. Extend True Range Line : Choose how to extend the True Range line on the chart, with the following options: None: No line extension Right: Extend the line to the right Left: Extend the line to the left Both: Extend the line in both directions (left and right) Show Table : Determines whether the table—which summarizes the phases (Q1 to Q4)—is displayed. Show More Info : Adds additional details to the table, such as the name of the phase (Accumulation, Manipulation, Distribution, or Continuation/Reversal) or further specifics about each cycle. 🔵 Conclusion The Quarterly Theory ICT, by dividing time into four distinct quarters (Q1, Q2, Q3, and Q4) and emphasizing the concept of the True Open, provides a structured and repeatable framework for analyzing price action across multiple time frames. The consistent repetition of phases—Accumulation, Manipulation (Judas Swing), Distribution, and Continuation/Reversal—allows traders to effectively identify recurring price patterns and critical market turning points. Utilizing the True Open as a benchmark, traders can more accurately determine potential directional bias, optimize trade entries and exits, and manage risk effectively. By incorporating principles of ICT (Inner Circle Trader) and fractal time, this strategy enhances market forecasting accuracy across annual, monthly, weekly, daily, and shorter trading sessions. This systematic approach helps traders gain deeper insight into market structure and confidently execute informed trading decisions.
Pine Script® indicator
by TFlab
4
Midnight Range Standard DeviationsCredit to Lex Fx for the basic framework of this script This indicator is designed to assist traders in identifying potential trading opportunities based on the Intraday Concurrency Technique (ICT) concepts, specifically the midnight range deviations and their relationship to Fibonacci levels. It builds upon the work of Lex-FX, whom we gratefully acknowledge for the original concept and inspiration for this indicator. Core Concept: ICT Midnight Range The core of this indicator revolves around the concept of the midnight range. According to ICT, the high and low formed in a specific time window (typically the first 30 minutes after midnight, New York Time) can serve as a key reference point for intraday price action. The indicator identifies this range and projects potential support and resistance levels based on deviations from this range, combined with Fibonacci ratios. How ICT Uses Midnight Range Deviations ICT methodology often involves looking for price to move away from the initial midnight range, then return to it, or deviate beyond it, as key areas for potential entries. Range Identification: The indicator automatically identifies the high and low of the midnight range (00:00 - 00:30 NY Time). Deviation Levels: The indicator calculates and displays deviation levels based on multiples of the initial midnight range. These levels are often used to identify potential areas of support and resistance, as well as potential targets for price movement. These levels can be set in the additional fib levels section, which can be configured in increments of .5 deviations all the way up to 12 deviations. Fibonacci Confluence: ICT often emphasizes the confluence of multiple factors. This indicator adds Fibonacci levels to the midnight range deviations. This allows traders to identify areas where Fibonacci retracements or extensions align with the deviation levels, potentially creating stronger areas of support or resistance. Looking for Sweeps: ICT often uses these levels to look for times that the high and low are swept as potential areas of liquidity, indicating the start of potential continuations. Time-Based Analysis: The time at which price interacts with these levels can also be significant in ICT. The indicator provides options to extend the range lines to specific times (e.g., 3 hours, 6 hours, 10 hours, 12 hours, or a custom defined time) after midnight, allowing traders to focus on specific periods of the trading day. Indicator Settings Explained: Time Zone (TZ): Defines the time zone used for calculating the midnight range. The default is "America/New_York". Range High Color, Range Low Color, Range Mid Color: Customize the colors of the high, low, and mid-range lines. Range Fill Color: Sets the fill color for the area between the range high and low. Line Style: Choose the style of the range lines (solid, dashed, dotted). Range Line Thickness: Adjust the thickness of the range lines for better visibility. Show Fibonacci Levels: Enable or disable the display of Fibonacci deviation levels. Fib Up Color, Fib Down Color: Customize the colors of the Fibonacci levels above (up) and below (down) the midnight range. Show Trendline: Enables a trendline that plots the close price, colored according to whether the price is above the high, below the low, or within the midnight range. Show Range Lines, Show Range Labels: Toggles the visibility of the range lines and their associated labels. Label Size: Adjust the size of the labels for better readability. Hide Prices: Option to display only the deviation values on labels, hiding price values. Place Fibonacci Labels on Left Side: Option to switch label position from right side to left side. Extend Range To (Hours from Midnight): This section gives you a wide variety of options on how far you want to extend the range to, you can do 3,6,10,12, and 23 hours. Alternatively, you can select the "Use Custom Length" and set a specific time in hours. Additional Fib Levels: This section allows the trader to set additional deviation points in increments of .5 deviations from .5 all the way up to 12 deviations TradingView Community Guidelines Compliance: This indicator description adheres to the TradingView community guidelines by: Being educational: It explains the ICT methodology and how the indicator can be used in trading. Being transparent: It clearly describes all the indicator's settings and their purpose. Providing credit: It acknowledges Lex-FX as the original author of the concept. Avoiding misleading claims: It does not guarantee profits or imply that the indicator is a "holy grail." Disclaimer: Usage of this indicator and the information provided is at your own risk. The author is not responsible for any losses incurred as a result of using this indicator. Important Considerations: This indicator is intended for educational purposes and to assist in applying the ICT methodology. It should not be used as a standalone trading system. Always combine this indicator with other forms of technical analysis and risk management techniques. Backtest thoroughly on your chosen market and timeframe before using in live trading. Trading involves risk. Only trade with capital you can afford to lose.
Pine Script® indicator
by SpxGh0st
Crypto Scanner v4This guide explains a version 6 Pine Script that scans a user-provided list of cryptocurrency tokens to identify high probability tradable opportunities using several technical indicators. The script combines trend, momentum, and volume-based analyses to generate potential buying or selling signals, and it displays the results in a neatly formatted table with alerts for trading setups. Below is a detailed walkthrough of the script’s design, how traders can interpret its outputs, and recommendations for optimizing indicator inputs across different timeframes. ## Overview and Key Components The script is designed to help traders assess multiple tokens by calculating several indicators for each one. The key components include: - **Input Settings:** - A comma-separated list of symbols to scan. - Adjustable parameters for technical indicators such as ADX, RSI, MFI, and a custom Wave Trend indicator. - Options to enable alerts and set update frequencies. - **Indicator Calculations:** - **ADX (Average Directional Index):** Measures trend strength. A value above the provided threshold indicates a strong trend, which is essential for validating momentum before entering a trade. - **RSI (Relative Strength Index):** Helps determine overbought or oversold conditions. When the RSI is below the oversold level, it may present a buying opportunity, while an overbought condition (not explicitly part of this setup) could suggest selling. - **MFI (Money Flow Index):** Similar in concept to RSI but incorporates volume, thus assessing buying and selling pressure. Values below the designated oversold threshold indicate potential undervaluation. - **Wave Trend:** A custom indicator that calculates two components (WT1 and WT2); a crossover where WT1 moves from below to above WT2 (particularly near oversold levels) may signal a reversal and a potential entry point. - **Scanning and Trading Zone:** - The script identifies a *bullish setup* when the following conditions are met for a token: - ADX exceeds the threshold (strong trend). - Both RSI and MFI are below their oversold levels (indicating potential buying opportunities). - A Wave Trend crossover confirms near-term reversal dynamics. - A *trading zone* condition is also defined by specific ranges for ADX, RSI, MFI, and a limited difference between WT1 and WT2. This zone suggests that the token might be in a consolidation phase where even small moves may be significant. - **Alerts and Table Reporting:** - A table is generated, with each row corresponding to a token. The table contains columns for the symbol, ADX, RSI, MFI, WT1, WT2, and the trading zone status. - Visual cues—such as different background colors—highlight tokens with a bullish setup or that are within the trading zone. - Alerts are issued based on the detection of a bullish setup or entry into a trading zone. These alerts are limited per bar to avoid flooding the trader with notifications. ## How to Interpret the Indicator Outputs Traders should use the indicator values as guidance, verifying them against their own analysis before making any trading decision. Here’s how to assess each output: - **ADX:** - **High values (above threshold):** Indicate strong trends. If other indicators confirm an oversold condition, a trader may consider a long position for a corrective reversal. - **Low values:** Suggest that the market is not trending strongly, and caution should be taken when considering entry. - **RSI and MFI:** - **Below oversold levels:** These conditions are traditionally seen as signals that an asset is undervalued, potentially triggering a bounce. - **Above typical resistance levels (not explicitly used here):** Would normally caution a trader against entering a long position. - **Wave Trend (WT1 and WT2):** - A crossover where WT1 moves upward above WT2 in an oversold environment can signal the beginning of a recovery or reversal, thereby reinforcing buy signals. - **Trading Zone:** - Being “in zone” means that the asset’s current values for ADX, RSI, MFI, and the closeness of the Wave Trend lines indicate a period of consolidation. This scenario might be suitable for both short-term scalping or as an early exit indicator, depending on further market analysis. ## Timeframe Optimization Input Table Traders can optimize indicator inputs depending on the timeframe they use. The following table provides a set of recommended input values for various timeframes. These values are suggestions and should be adjusted based on market conditions and individual trading styles. Timeframe ADX RSI MFI ADX RSI MFI WT Channel WT Average 5-min 10 10 10 20 30 20 7 15 15-min 12 12 12 22 30 20 9 18 1-hour 14 14 14 25 30 20 10 21 4-hour 16 16 16 27 30 20 12 24 1-day 18 18 18 30 30 20 14 28 Adjust these parameters directly in the script’s input settings to match the selected timeframe. For shorter timeframes (e.g., 5-min or 15-min), the shorter lengths help filter high-frequency noise. For longer timeframes (e.g., 1-day), longer input values may reduce false signals and capture more significant trends. ## Best Practices and Usage Tips - **Token Limit:** - Limit the number of tokens scanned to 10 per query line. If you need to scan more tokens, initiate a new query line. This helps manage screen real estate and ensures the table remains legible. - **Confirming Signals:** - Use this script as a starting point for identifying high potential trades. Each indicator’s output should be used to confirm your trading decision. Always cross-reference with additional technical analysis tools or market context. - **Regular Review:** - Since the script updates the table every few bars (as defined by the update frequency), review the table and alerts regularly. Market conditions change rapidly, so timely decisions are crucial. ## Conclusion This Pine Script provides a comprehensive approach for scanning multiple cryptocurrencies using a combination of trend strength (ADX), momentum (RSI and MFI), and reversal signals (Wave Trend). By using the provided recommendation table for different timeframes and limiting the tokens to 20 per query line (with a maximum of four query lines), traders can streamline their scanning process and more effectively identify high probability tradable tokens. Ultimately, the outputs should be critically evaluated and combined with additional market research before executing any trades.
Pine Script® indicator
by Crypt0Curious