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Vertical Horizontal Filter Vertical Horizontal Filter was initiated by Adam White. It was first published in a magazine called “Issues of Futures” in August, 1991. The Vertical Horizontal Filter (VHF) is a very common Indicator used by traders to find out the Phase of a Price Trend. Normally, a price trend can be in a Trending Phase or a Congestion Phase/Choppy Movement Phase. Adam White created this particular Technical Indicator to determine whether prices are trending in a particular direction or are they going through a transitional period. He used it to measure the range of Futures available in the market.
Pine Script® indicator
by HPotter
BKSqueezeThis is a price volatility compression and expansion indicator that uses the ratio of the Bollinger Band and Keltner Ratio. Red segments indicate extreme price volatility compression that can be ideal entry points for stock/futures/forex and/or options positions. Aqua segments indicate price volatility is expanding. Blue segments indicate price volatility is compressing - can be used as an exit point or partial scale out point. Note that the indicator doesn't indicate direction. One suggestion is to use the DMI indicator for this purpose - really depends on how early you enter the trade. Suggest using a time period of 15 bars for volatile stocks, such as TSLA for example, otherwise a period of 20 bars suits most stocks/futures/forex symbols.
Pine Script® indicator
by shaggydoo
3
T7 JNSARJNSAR stands for Just Nifty -0.14% Stop & Reverse. This is a Trend Following Daily Bar Trading System for NIFTY -0.14% . Original idea belongs to ILLANGO @ I coded the pine version of this system based on a request from @stocksonfire. Use it at your own risk after validation at your end. Neither me or my company is responsible for any losses you may incur using this system. Hope you like this system and enjoy trading it !!! Updated V3 code for the T7 JNSAR system earlier published here V2 and here V1 Following updates made to the code 1. Added a 22 Period Simple moving average filter over and above the standard JNSAR value for generating trading signals. This simple filter reduces the whipsaw trades drastically along with similar improvements in the max draw down and overall profitability of the system. The SMA filter is turned ON by default but can be turned OFF by user through the settings window. 2. Backtest option is now turned ON by default. Also am republishing the trading rules here again with some modification 1. Go Long when the daily close is above the JNSAR line. Go Short when the daily close is below the JNSAR line. JNSAR line is the varying green line overlayed over the price chart. Once a signal comes at market close enter in the direction of the signal @ market price @ next day market open. 2. Trade only Nifty -0.14% Index. This system was developed and backtested only for NIFTY -0.14% Index. So trade in its Futures or Options, as you may deem fit. My recommendation is to choose futures for simplicity. If you want to reduce the trading cost and go with options, trade with deep in the money options, preferably 2 strikes far from the spot price. 3. Trade all signals. Markets trend only 30-35% of the time and hence the system is only accurate to that extend. But system tends to make enough money, in this small trending window, to keep the overall profitability in good health. But one never knows when a big trend may come and when it comes its absolutely imperative that you take it. To ensure that, trade all signals and don't be choosy about what signals you are going to trade. Also I wouldn't recommend using your own analysis to trade this system. Too many drivers will crash the car. 4. Like all trend following systems, this system will have many whipsaws during flat markets along with large trade and account drawdowns. Also some months and even years may not be profitable. But to trade this system profitably, it is necessary to take these in one's stride and keep trading. As the backtester results from 1990 to 2017 proves, this system is profitable overall thus far. Take confidence from that objective fact. 5. Trade with only that amount of money you can afford to loose. Initial capital that you need to have to trade one lot of NIFTY -0.14% should be atleast - (Margin Money required to take and hold 1 lot position + maximum drawdown amount per lot)*1.2. Be prepared to add more if need be, but the above formula will give a rough idea of what you need to have to start trading and be in the game always. 6. Place an After Market Order @ Market Price with your broker after market close so that you get to execute the trade next trading day @ Market open to capture near similar price as the daily open price seen on the chart. This execution mode will give you the best chance to minimize the slippage and mimic the backtester results as closely as practically possible. 7. Follow all the 6 rules above religiously, as if your life depends on it. If you cant, then don't trade this system; You will certainly loose money. Happy Trading !!! As always am looking out for your valuable feedback.
Pine Script® strategy
by syam-mohan-vs
12
T7 JNSARUpdated code for the T7 JNSAR system earlier published here - Following updates made to the code 1. Buy / Sell arrows now appear when the corresponding conditions are met. 2. Support for Heikin-Ashi Candles added 3. Different Backtesting Position Sizing Algorithms added for evaluation Also am republishing the trading rules here again with some modification 1. Go Long when the daily close is above the JNSAR line. Go Short when the daily close is below the JNSAR line. JNSAR line is the varying green line overlayed over the price chart. Once a signal comes at market close enter in the direction of the signal @ market price @ next day market open. 2. Trade only Nifty Index. This system was developed and backtested only for NIFTY Index. So trade in its Futures or Options, as you may deem fit. My recommendation is to choose futures for simplicity. If you want to reduce the trading cost and go with options, trade with deep in the money options, preferably 2 strikes far from the spot price. 3. Trade all signals. Markets trend only 30-35% of the time and hence the system is only accurate to that extend. But system tends to make enough money, in this small trending window, to keep the overall profitability in good health. But one never knows when a big trend may come and when it comes its absolutely imperative that you take it. To ensure that, trade all signals and don't be choosy about what signals you are going to trade. Also I wouldn't recommend using your own analysis to trade this system. Too many drivers will crash the car. 4. Like all trend following systems, this system will have many whipsaws during flat markets along with large trade and account drawdowns. Also some months and even years may not be profitable. But to trade this system profitably, it is necessary to take these in one's stride and keep trading. As the backtester results from 1990 to 2016 proves, this system is profitable overall thus far. Take confidence from that objective fact. 5. Trade with only that amount of money you can afford to loose. Initial capital that you need to have to trade one lot of NIFTY should be atleast - (Margin Money required to take and hold 1 lot position + maximum drawdown amount per lot)*1.2. Be prepared to add more if need be, but the above formula will give a rough idea of what you need to have to start trading and be in the game always. 6. Place an After Market Order @ Market Price with your broker after market close so that you get to execute the trade next trading day @ Market open to capture near similar price as the daily open price seen on the chart. This execution mode will give you the best chance to minimise the slippage and mimic the backtester results as closely as practically possible. 7. Follow all the 6 rules above religiously, as if your life depends on it. If you cant, then don't trade this system; You will certainly loose money. Happy Trading !!! As always am looking out for your valuable feedback.
Pine Script® strategy
by syam-mohan-vs
8
T7 JNSARJNSAR stands for Just Nifty Stop & Reverse. This is a trend following daily bar trading system for NIFTY. Original idea belongs to ILLANGO @ I coded the pine version of this system based on a request from @stocksonfire. Use it at your own risk after validation at your end. Neither me or my company is responsible for any losses you may incur using this system. Hope you like this system and enjoy trading it !!! While trading this system you must follow these simple rules. 1. Go Long when the daily close is above the JNSAR line. Go Short when the daily close is below the JNSAR line. JNSAR line is the varying green line overlayed over the price chart. Once a signal comes at market close enter in the direction of the signal @ market price @ next day market open. 2. Trade only Nifty Index. This system was developed and backtested only for NIFTY Index. So trade in its Futures or Options, as you may deem fit. My recommendation is to choose futures for simplicity. If you want to reduce the trading cost and go with options, trade with deep in the money options, preferably 2 strikes far from the spot price. 3. Trade all signals. Markets trend only 30-35% of the time and hence the system is only accurate to that extend. But system tends to make enough money, in this small trending window, to keep the overall profitability in good health. But one never knows when a big trend may come and when it comes its absolutely imperative that you take it. To ensure that, trade all signals and don't be choosy about what signals you are going to trade. Also I wouldn't recommend using your own analysis to trade this system. Too many drivers will crash the car. 4. Like all trend following systems, this system will have many whipsaws during flat markets along with large trade and account drawdowns. Also some months and even years may not be profitable. But to trade this system profitably, it is necessary to take these in one's stride and keep trading. As the backtester results from 1990 to 2016 proves, this system is profitable overall thus far. Take confidence from that objective fact. 5. Initial capital that you need to have to trade one lot of NIFTY should be atleast - (Margin Money required to take and hold 1 lot position + maximum drawdown amount per lot)*1.2. Be prepared to add more if need be, but the above formula will give a rough idea of what you need to have to start trading and be in the game always. 6. Follow all the 5 rules above religiously as if your life depends on it. If you cant, then don't trade this system; You will certainly loose money.
Pine Script® strategy
by syam-mohan-vs
1
Accumulation Swing Index The Accumulation Swing Index is a cumulative total of the Swing Index. The Accumulation Swing Index was developed by Welles Wilder. The SwingIndex function was developed to help cut through the maze of Open, High, Low and Close prices to indicate the real strength and direction of the market. The Swing Index function looks at the Open, High, Low and Close values for a two-bar period. The theory is that there are four cross-bar and one intra-bar comparisons that are strong indicators of an up or down day. The Swing Index returns a number between -100 and 100. If the factors point toward an up day, then the function value will be positive and vice versa. In this way, the Swing Index gives us definite short-term swing points, and it can be used to supplement other methods as a breakout indicator. A breakout is indicated when the value of the Accumulation Swing Index (ASI) exceeds the ASI value on the day when a previous significant High Swing Point was made. A downside breakout is indicated when the value of the ASI drops below the ASI value on a day when a previous significant low swing point was made. Since only futures have a relative daily limit value, this function only makes sense when applied to a futures contract. If you use this function and it only plots a zero flat line, check the Daily Limit value.
Pine Script® indicator
by HPotter
1
Accumulation Swing Index (ASI) The Accumulation Swing Index is a cumulative total of the Swing Index. The Accumulation Swing Index was developed by Welles Wilder. The SwingIndex function was developed to help cut through the maze of Open, High, Low and Close prices to indicate the real strength and direction of the market. The Swing Index function looks at the Open, High, Low and Close values for a two-bar period. The theory is that there are four cross-bar and one intra-bar comparisons that are strong indicators of an up or down day. The Swing Index returns a number between -100 and 100. If the factors point toward an up day, then the function value will be positive and vice versa. In this way, the Swing Index gives us definite short-term swing points, and it can be used to supplement other methods as a breakout indicator. A breakout is indicated when the value of the Accumulation Swing Index (ASI) exceeds the ASI value on the day when a previous significant High Swing Point was made. A downside breakout is indicated when the value of the ASI drops below the ASI value on a day when a previous significant low swing point was made. Since only futures have a relative daily limit value, this function only makes sense when applied to a futures contract. If you use this function and it only plots a zero flat line, check the Daily Limit value.
Pine Script® indicator
by HPotter
2
Absorption PROOF - Absorption PRO (Clean & Smart)Ultra-clean, high-precision absorption reversal strategy.Detects institutional buying/selling pressure using volume-weighted delta proxy and VWAP deviation zones.Smart RSI + early-session range filter automatically separates valid range-bound reversals from trend exhaustion.Green/Red circles → High-probability entries (fully tradable) Small crosses + colored zones → Rejected signals (avoid) Blue dotted lines → Session range ±100% deviation levels (optional) By default: only signals and rejection zones displayed — zero clutter.Minimalist, professional, and deadly accurate on futures & forex (1m–15m).Less noise. Better trades.
Pine Script® strategy
by POTI_SSC
Multivariate Kalman Filter🙏🏻 I see no1 ever posted an open source Multivariate Kalman filter on TV, so here it is, for you. Tested and mathematically correct implementation, with numerical safeties in place that do not affect the final results at all. That’s the main purpose of this drop, just to make the tool available here. Linear algebra everywhere, Neo would approve 4 sure. ... Personally I haven't found any real use case of it for myself, aside from a very specific one I will explain later, but others usually do… Almost every1 in the quant industry who uses Kalman is in fact misusing it, because by its real definition, it should be applied to Not the exact known values (e.g as real ticks provided by transparent audited regulated exchange), but “measurements” of those ‘with errors’. If your measurements don’t have errors or you have real precise data, by its internal formulas Kalman will output the exact inputs. So most who use it come up with some imaginary errors of sorts, like from some kind of imaginary fair price etc. The important easy to miss point, the errors of your measurements have to be symmetric around its mean ‘ at least ’, if errors are biased, Kalman won’t provide. For most tasks there are better tools, including other state space models , but still Multivariate Kalman is a very powerful instrument, you can make it do all kinds of stuff. Also as a state space model it can also provide confidence & prediction intervals without explicit calculations of dem. ... In this script I included 2 example use cases, the first one is the classic tho perfectly working misuse, the second one is what I do with it: One Naive, estimates “hidden” adaptive moving regression endpoint. The result you can see on the chart above. You can imagine that your real datapoints are in fact non perfect measures of some hidden state, and by defining measurement noise and process noise, and by constructing the input matrixes in certain ways, you can express what that state should be. Two Upscaling tick lattice, aka modelling prices as if native tick size would’ve been lower. Kinda very specific task, mostly needed in HFT or just for analytical purposes. Some like ZN have huge tick sizes, they are traded a lot but barely do more than 20 ticks range in a session. The idea is to model raw data as AR2 process , learn the phi1 and phi2, make one point forecasts based on dem, and the process noise would be the variance of errors from these forecasts. The measurement noise here is legit, it’s quantization noise based on tick size, no need in olympic gold in mental gymnastics xd ^^ artificially upscaling ZN futures tick lattice ... I really made it available there so You guys can take it and some crazy ish with it, just let state space models abduct your conciseness and never look back ∞
Pine Script® indicator
by gorx1
2
Advanced Key Levels ProHere's a professional publication text for your TradingView indicator: Title: Advanced Key Levels Pro - Multi-Timeframe Support & Resistance Short Description (max 400 characters): Professional key levels indicator featuring Yesterday's High/Low/Close, Premarket levels, Opening Range, VWAP, Weekly/Monthly pivots, ATR zones, touch counting, confluence detection, and smart proximity filtering. Perfect for day traders and swing traders. Full Description: Advanced Key Levels Pro is a comprehensive support and resistance indicator designed for professional day traders and swing traders who need precise, actionable price levels. 🎯 KEY FEATURES: 📊 Essential Price Levels: Yesterday's High, Low, and Close Premarket High and Low (customizable session) Today's Open Opening Range (customizable minutes) Daily VWAP Previous Week High/Low Previous Month High/Low 🔥 Advanced Features: ATR Zones: Dynamic zones around key levels based on volatility Touch Counter: Tracks how many times price tested each level Strength Indicator: Colors levels by their strength/importance Confluence Detection: Automatically highlights areas where multiple levels cluster Smart Proximity Mode: Hides distant levels to reduce chart clutter Distance Calculator: Shows exact distance and percentage to each level 📈 Visual Enhancements: Clean, customizable labels with all critical information Adjustable line width and label sizes Color-coded levels for quick identification Statistics table showing all active levels and distances Background highlighting for confluence zones Transparent design that doesn't obstruct price action ⚙️ Customization Options: Toggle any level on/off independently Adjust session times for premarket and market hours Customize opening range duration (1-240 minutes) Set proximity distance threshold Modify ATR length and multiplier Configure confluence detection sensitivity Fully customizable color scheme 🔔 Alert System: Price proximity alerts for key levels Customizable alert distance threshold Once-per-bar alert frequency 💡 Perfect For: Day traders looking for intraday support/resistance Scalpers who need precise entry/exit points Swing traders tracking multi-day levels Anyone trading breakouts or reversals at key levels 📋 Use Cases: Identify high-probability reversal zones Plan entries and exits around key levels Spot breakout opportunities Recognize areas of institutional interest Track daily range expansion ✅ Benefits: Saves time analyzing multiple timeframes Reduces decision paralysis with clear levels Improves risk/reward ratios Works on all markets (stocks, forex, crypto, futures) Compatible with any trading strategy Multi-timeframe key levels (daily, weekly, monthly) Premarket and opening range tracking ATR-based dynamic zones Touch counting and strength indicators Confluence detection system Smart proximity filtering Comprehensive statistics table Customizable alerts Full color and display customization How to Use: Add the indicator to your chart Customize which levels you want to display in settings Adjust proximity mode to show only nearby levels Enable alerts for important price levels Use the statistics table to monitor distances Best Practices: Use on 1-5 minute charts for day trading Enable proximity mode on busy charts Combine with volume analysis for confirmation Watch for price reactions at confluence zones Set alerts slightly before key levels Support: If you find this indicator helpful, please leave a like and comment! For questions or feature requests, feel free to reach out. Settings Quick Reference: Display Options: Show/hide individual level groups Enhanced Features: ATR zones, touch counting, confluence Smart Display: Proximity filtering, distance labels Session Times: Customize premarket and market hours Visual: Line width, label size, colors Alerts: Enable and configure price alerts Disclaimer: This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and manage your risk appropriately.
Pine Script® indicator
by kariyappavinay
ProCrypto OI Candles — by ruben_procryptoThis indicator visualizes aggregated Open Interest (OI) from multiple futures exchanges (Binance, Bybit, OKX). It plots OI as colored candles (blue for increasing OI, orange for decreasing OI), combined with a smoothed OI line for clearer trend reading. Key Features: Multiple exchange support (Binance / Bybit / OKX) Aggregated OI calculation OI candlesticks with custom opacity Smoothed OI trend line Optional OI Delta bars Adjustable smoothing length, range offset, and lookback settings Works on all timeframes What it helps with: Spotting liquidity traps Identifying fake pumps / fake dumps Detecting aggressive long/short positioning Reading funding cycles and OI expansions Tracking market strength/weakness behind price movements OI is one of the most powerful tools for understanding leverage behavior and true market intent. This script gives a clear, clean, real-time view of OI so traders can see where momentum is actually coming from. Built for traders who use liquidity, leverage, OI shifts, and momentum to understand price movement more accurately. Created by @ruben_procrypto.
Pine Script® indicator
by Ruben_ProCrypto
ATR Trailing Stop (Long or Short Selectable)The ATR Trailing Stop (Long or Short Selectable) will start calculating on a set date that you specify. This is great because you want to trail the price from the breakout day or even after exceeding specific price level (can be your breakeven level or even to capture more of the upside after the price target is met). Entry price: If you act at the close of the day, you can leave this value as 0 and it will take the close of the day for the initial protective stop-loss calculation. You can choose to add a value such as the pattern boundary and in that case it will subtract the initial protective stop-loss from the pattern boundary and not the close of the day. If you use a scaling in tactic during the day (buying in tranches intraday as the breakout takes place) and your average purchase price is different than the close of the day, you can also plug that number in to calculate the initial protective stop-loss. This is a modified version as many followers asked for ATR trailing for short setups. Now you can select the Long/Short trade setup from the drop down menu. ATR period: You can select the ATR period. It can be 10 day, 14 day or 30 day or any ATR period of your choice. ATR Multiplier for Stop-loss: This is the multiplier that you want to trail the price with. From the highest level price reached it will trail the price with a 3 x ATR () distance. The higher the number, the wider the trailing stop-loss. A multiplier of 1 will trail the price so close that and adverse movement can result in triggering the stop-loss. Custom Value for First day Trailing Stop: This is my favorite part. For aggressive risk management, your initial protective stop can be smaller than what the ATR Trailing Stop will use in its calculation after entry day. In this case you can take 1xATR () or even with FX and Futures you can apply 0.5xATR() as the first day to calculate initial protective stop. The protective stop turns into a trailing stop after the first day.
Pine Script® indicator
by akselkibar
Key Levels by ROMKey Levels Pro — Long Description Key Levels Pro is a precision-built market structure indicator designed to instantly identify the most influential price zones driving intraday and swing-level movement. Using adaptive algorithms that track liquidity pockets, volume concentration, volatility shifts, and historical reaction points, the indicator automatically plots dynamic support and resistance levels that institutions consistently respect. Unlike static horizontal lines or manually drawn zones, Key Levels Pro continuously updates as new order-flow and volatility data comes in. This ensures the indicator reflects the real-time balance of buyers and sellers, not outdated swing points. The system classifies levels by strength, frequency of reaction, and current market interest. This helps traders instantly see which levels are likely to produce continuation, reversals, or liquidity grabs. High-probability zones are clearly highlighted, allowing you to plan entries, scale-outs, stop placements, and invalidations with confidence. Whether you trade futures, equities, crypto, or forex, Key Levels Pro becomes the backbone of your strategy. It simplifies complex price action into clean, actionable zones—and makes it easy to anticipate where momentum pauses, accelerates, or completely shifts.
Pine Script® indicator
by RomulusSX
Ultimate Trend System — Multi-Timeframe State MachineThis indicator is built for high-frequency and intraday trading (such as Micro Silver futures) and features advanced multi-timeframe signal logic: Signal stability: BUY, SELL, and STOP are managed as a state machine. Trade signals appear only when the state changes, preventing clutter and making execution cleaner. Multi-timeframe filtering: Trade signals on your main chart (e.g., 2-minute) are filtered by the dominant trend from higher timeframes (15min SMA and VWAP). Entry signals only appear when aligned with the higher timeframe trend. Momentum confirmation: ATR (volatility) and QQE (momentum) must also confirm the trend direction before a signal appears. STOP state: Only appears after a BUY or SELL state if a reversal or noise situation is detected (such as a fake breakout), helping you step aside during poor conditions. Fakeout detection: The script identifies fake breakouts to avoid entering trades on unreliable price moves. Optional SuperTrend module: Enable for additional trend filtering if required. Easy to tune: All main logic and filters are parameters you can further adjust based on your own strategy tests. Designed for day trading, trend-following algorithms, and backtesting workflows. Gives clear, uncluttered execution signals only in meaningful market regimes. Test, share your results, and feel free to optimize parameters for your own style! 本脚本针对微型银等高频短线交易场景设计，信号逻辑采用多时间框架趋势过滤 + 动能共振。具体特性如下： 主信号只在状态切换时显示，BUY/SELL/STOP互斥，避免信号堆积，更便于实盘执行。 信号触发条件需同时满足短周期动能（ATR、QQE）及15分钟趋势（SMA、VWAP）过滤，仅在趋势顺势区间出现BUY或SELL。 STOP信号仅在出现实际交易信号后才有可能触发，严格控制观望/退出点，提高策略稳健性。 FAKEOUT逻辑干扰信号，避免假突破和无效行情参与。 可选SuperTrend模块开关，进一步增强趋势识别过滤。 适合日内交易、算法跟随、程序化回测场景。欢迎回测、交流及参数联调优化！
Pine Script® indicator
by chyg8823
UTS — Stable Entry/ExitThis is the stable version of Ultimate Trend System (UTS) focusing on clean and reliable entry/exit signals. ✔ No repaint ✔ No complex state machine ✔ No external dependencies ✔ No CHOP (to avoid Pine v6 errors) ✔ No 15-minute filters (ensures signals appear in real time) ✔ BUY = Supertrend Up + QQE Up + ATR Up ✔ SELL = Supertrend Down + QQE Down + ATR Up ✔ STOP = Trend weakening or volatility contraction This version is specifically designed for traders who need: - clear, stable, non-noisy signals - fast real-time ENTRY/EXIT markers - zero script errors during publication - minimal false positives while not missing trend moves Perfect for scalping / intraday futures like MGC, SIL, MHG, GC, CL, ES, NQ.
Pine Script® indicator
by chyg8823
Gap & Go Day Trading Tool - Key Levels, Alerts & Setup GradingVisualizes Gap & Go setups with automatic gap detection, pre-market levels, and breakout signals. Shows: ✅ Gap % with quality rating (5%/10%/20%+) ✅ Pre-market high/low ✅ First candle range ✅ 50% gap fill target ✅ VWAP ✅ Relative volume. Includes setup grading system (A+ to C), entry signals on PM high breakouts, and 6 customizable alerts. Perfect for momentum day traders focusing on gapping stocks. Full Description █ OVERVIEW The Gap & Go indicator automatically identifies and visualizes gap trading setups - one of the most popular momentum day trading strategies. When a stock gaps up significantly from the prior close, it often signals strong buying interest and potential for continuation moves. This indicator displays all the key levels you need to trade gaps effectively, grades setup quality, and alerts you to breakout opportunities. █ HOW IT WORKS The indicator calculates the gap percentage between yesterday's close and today's open, then displays critical support/resistance levels that gap traders watch: Gap Zone → The price range between prior close and gap open Pre-Market High/Low → Key breakout and support levels from extended hours First Candle Range → Opening range that often defines intraday direction 50% Gap Fill → Common retracement target and support level VWAP → Institutional reference point █ GAP CLASSIFICATION Gaps are automatically classified by magnitude: 🔥 Qualifying Gap (5%+) → Meets minimum threshold for gap trading 🔥🔥 Strong Gap (10%+) → Ideal gap size for momentum plays 🔥🔥🔥 Monster Gap (20%+) → Exceptional move requiring extra attention Background color changes based on gap quality for instant visual identification. █ SETUP GRADING SYSTEM The indicator grades each setup from A+ to C based on multiple factors: - Gap magnitude (qualifying vs strong) - Relative volume (2x+ vs 5x+ average) - Price position relative to VWAP A+ Setup (4-5 points) → High probability A Setup (3 points) → Good setup B Setup (2 points) → Moderate C Setup (0-1 points) → Weak/avoid █ ENTRY SIGNALS Triangle signals appear when price breaks above key levels: ▲ Lime Triangle → Breaking above Pre-Market High ▲ Aqua Triangle → Breaking above First Candle High Signals require volume confirmation by default (configurable). █ KEY LEVELS DISPLAYED - Prior Close (Orange) → Gap reference point - Pre-Market High (Lime) → Primary breakout level - Pre-Market Low (Red) → Support if gap fails - First Candle Range (Aqua box) → Opening range breakout levels - 50% Gap Fill (Yellow dotted) → Common support/target - VWAP (Purple) → Institutional pivot █ INFO TABLE Real-time dashboard showing: - Gap % with quality emoji - Relative Volume with status - All key price levels - Breakout status (✓ if broken) - Distance from PM High - Setup Grade █ ALERTS INCLUDED 6 customizable alerts: 1. Qualifying Gap Detected (5%+) 2. Strong Gap Detected (10%+) 3. Monster Gap Detected (20%+) 4. Pre-Market High Breakout 5. First Candle High Breakout 6. 50% Gap Fill Test 7. Full Gap Fill (setup invalidated) █ SETTINGS Gap Settings - Minimum gap % threshold - Strong gap % threshold - Monster gap % threshold Volume Settings - Enable/disable relative volume filter - Minimum RVol requirement - Strong RVol threshold - RVol calculation period Level Settings - Toggle each level type on/off - Show/hide gap zone - Show/hide VWAP Signal Settings - Breakout signal type (PM High, First Candle, Both) - Volume confirmation requirement Visual Settings - Info table position - Color customization for all levels █ HOW TO USE 1. Scan for gapping stocks pre-market (use a scanner or watchlist) 2. Apply this indicator to candidates 3. Check the Setup Grade in the info table 4. Wait for price to consolidate near pre-market high 5. Enter on breakout above PM High with volume confirmation 6. Use 50% gap fill or PM Low as stop loss reference 7. Monitor VWAP - staying above is bullish █ BEST PRACTICES ✓ Focus on A and A+ setups ✓ Require strong relative volume (5x+) ✓ Trade in the direction of the gap (long for gap ups) ✓ Watch for gap fill as potential support ✓ Be cautious if price falls below VWAP ✓ First 30-60 minutes typically have best momentum █ TIMEFRAME RECOMMENDATIONS - 1-minute: Scalping, precise entries - 5-minute: Most common for gap trading (recommended) - 15-minute: Swing entries, less noise █ NOTES - Pre-market levels require extended hours data enabled - First candle range is based on the first regular market candle - Works on stocks, ETFs, and futures - Gaps down are detected but focus is on gap-up setups █ DISCLAIMER This indicator is for educational purposes only. Gap trading involves significant risk. Past performance does not guarantee future results. Always use proper risk management and never risk more than you can afford to lose.
Pine Script® indicator
by DayTradingMD1992
Nifty Breakout Levels Strategy (v7 Hybrid)Nifty Breakout Levels Strategy (v7 Hybrid – Compounding from Start Date) Instrument / TF: Designed for current-month NIFTY futures on 1-hour timeframe, with at most 1 trade per day. Entry logic: Uses a 10-bar breakout box with a 0.3% buffer, plus EMA-based trend + proximity filter. Longs: price in breakout-high zone, above EMA50/EMA200 and within proximityPts. Shorts: price in breakout-low zone and strong downtrend (EMA10 < EMA20 < EMA50 < EMA200, price below EMA200). Trades only when ATR(14) > atrTradeThresh and during regular hours (till 15:15). Risk / exits: Stop loss is ATR-adaptive – max of slBasePoints (100 pts) and ATR * atrSLFactor; TP is fixed (tpPoints, e.g. 350 pts). Longs have stepped trailing profit levels (100/150/200/250/320 pts) that lock in gains on pullbacks. Shorts have trailing loss-reduction levels (80/120/140 pts) to cut improving losses. Additional exit: 1H EMA50 2-bar reversal against the position, plus optional EOD flatten at 3:15 PM. Compounding engine: From a chosen start date, equity is rebased to startCapital, and lot size scales dynamically as equity / capitalPerLot, with automatic lot reductions at three drawdown thresholds (ddCut1 / 2 / 3). Automation: All entries and exits are exposed via alertconditions (long/short entry & exit) so the strategy can be connected to broker/webhook automation.
Pine Script® strategy
by maheshxlent
ORB + Fair Value Gaps (FVG/iFVG) Suite with Daily 50% MidlineA complete smart-money–focused price-action toolkit combining the New York Open Range Breakout (ORB), ICT-style Fair Value Gaps, Inverted FVGs, and a dynamic Daily 50% Midline. Designed for traders who want a clean, fast, and highly visual way to track liquidity, imbalances, and intraday directional bias. 📌 Key Features 1. NY Session ORB (09:30–09:45 New York Time) Automatically plots: ORB High ORB Low Labels for ORB high/low Optional 5-minute chart restriction Lines extend forward for easy reference Used to identify breakout conditions, liquidity sweeps, and directional bias into the morning session. 📌 2. ICT-Style Fair Value Gaps (FVGs) Full automated detection of bullish & bearish FVGs based on the classic 3-candle displacement structure: Bullish FVG: high < low Bearish FVG: low > high Each FVG is drawn as a box with: Custom colour Custom border style (solid, dashed, dotted) Automatic extension to the right until filled Optional size text showing the gap in points (font size/colour adjustable) Adjustable max lookback for performance 📌 3. Inverted FVGs (iFVGs) Once price fully fills an FVG, it automatically becomes an iFVG, shown with: Custom iFVG colour Custom border style Extension to the right Once price trades through the zone from the opposite side, the iFVG is considered “consumed” and: It stops extending And optionally auto-deletes based on user settings This makes it easy to track meaningful imbalances that turn into liquidity pockets. 📌 4. “Show Only After ORB” Filter Optionally hide all FVGs/iFVGs formed before the ORB completes. This is especially useful for intraday strategies focused on NY session structure only. 📌 5. Daily 50% Midline (OHLC Midpoint) A dynamic, always-updating midpoint of the current daily candle: Mid = (Daily High + Daily Low) / 2 Features: Custom colour Dashed styling Extends left and right as a horizontal ray Updates live as the daily candle forms Great for bias filters, mean reversion, and daily liquidity zones. 📌 6. Performance-Optimized (Fast!) Built with: Fully configurable max lookback Memory-efficient arrays Auto-cleaning of old FVG/iFVG objects Lightweight daily midline recalculation This allows extremely fast rendering even on 1-minute charts. 📌 7. Alerts Includes a clean alert condition: Price returned to a Fair Value Gap Works for both bullish and bearish FVG revisits. 🎯 Who This Indicator Is For This tool is ideal for traders who use: ICT / SMC concepts Liquidity-based trading ORB strategies Imbalance-driven price action Intraday or NY session-focused setups Futures, crypto, forex, and equities 🎁 Summary This indicator gives you: A clean ORB framework Automatic, dynamic FVG and iFVG analysis Real-time daily candle context Customizable visuals Powerful session filtering Efficient performance All in one clean, intuitive package built for real-time decision making.
Pine Script® indicator
by jiggggggerr
Debt-Cycle vs Bitcoin-CycleDebt-Cycle vs Bitcoin-Cycle Indicator The Debt-Cycle vs Bitcoin-Cycle indicator is a macro-economic analysis tool that compares traditional financial market cycles (debt/credit cycles) against Bitcoin market cycles. It uses Z-score normalization to track the relative positioning of global financial conditions versus cryptocurrency market sentiment, helping identify potential turning points and divergences between traditional finance and digital assets. Key Features Dual-Cycle Analysis: Simultaneously tracks traditional financial cycles and Bitcoin-specific cycles Z-Score Normalization: Standardizes diverse data sources for meaningful comparison Multi-Asset Coverage: Analyzes currencies, commodities, bonds, monetary aggregates, and on-chain metrics Divergence Detection: Identifies when Bitcoin cycles move independently from traditional finance 21-Day Timeframe: Optimized for Long-term cycle analysis What It Measures Finance-Cycle (White Line) Tracks traditional financial market health through: Currencies: USD strength (DXY), global currency weights (USDWCU, EURWCU) Commodities: Oil, gold, natural gas, agricultural products, and Bitcoin price Corporate Bonds: Investment-grade spreads, high-yield spreads, credit conditions Monetary Aggregates: M2 money supply, foreign exchange reserves (weighted by currency) Treasury Bonds: Yield curve (2Y/10Y, 3M/10Y), term premiums, long-term rates Bitcoin-Cycle (Orange Line) Tracks Bitcoin market positioning through: On-Chain Metrics: MVRV Ratio (Market Value to Realized Value) NUPL (Net Unrealized Profit/Loss) Profit/Loss Address Distribution Technical Indicators: Bitcoin price Z-score Moving average deviation Relative Strength: ETH/BTC ratio (altcoin strength indicator) Visual Elements White Line: Finance-Cycle indicator (positive = expansionary conditions, negative = contractionary) Orange Line: Bitcoin-Cycle indicator (positive = bullish positioning, negative = bearish) Zero Line: Neutral reference point Interpretation Cycle Alignment Both positive: Risk-on environment, favorable for crypto Both negative: Risk-off environment, caution warranted Divergence: Potential opportunities or warning signals Divergence Signals Finance positive, Bitcoin negative: Bitcoin may be undervalued relative to macro conditions Finance negative, Bitcoin positive: Bitcoin may be overextended or decoupling from traditional finance Important Limitations This indicator uses some technical and macro data but still has significant gaps: ⚠️ Limited monetary data - missing: Funding rates (repo, overnight markets) Comprehensive bond spread analysis Collateral velocity and quality metrics Central bank balance sheet details ⚠️ Basic economic coverage - missing: GDP growth rates Inflation expectations Employment data Manufacturing indices Consumer confidence ⚠️ Simplified on-chain analysis - missing: Exchange flow data Whale wallet movements Mining difficulty adjustments Hash rate trends Network fee dynamics ⚠️ No sentiment data - missing: Fear & Greed Index Options positioning Futures open interest Social media sentiment The indicator provides a high-level cycle comparison but should be combined with comprehensive fundamental analysis, detailed on-chain research, and proper risk management. Settings Offset: Adjust the horizontal positioning of the indicators (default: 0) Timeframe: Fixed at 21 days for optimal cycle detection Use Cases Macro-crypto correlation analysis: Understand when Bitcoin moves with or against traditional markets Cycle timing: Identify potential tops and bottoms in both cycles Risk assessment: Gauge overall market conditions across asset classes Divergence trading: Spot opportunities when cycles diverge significantly Portfolio allocation: Balance traditional and crypto assets based on cycle positioning Technical Notes Uses Z-score normalization with varying lookback periods (40-60 bars) Applies HMA (Hull Moving Average) smoothing to reduce noise Asymmetric multipliers for upside/downside movements in certain metrics Requires access to FRED economic data, Glassnode, CoinMetrics, and IntoTheBlock feeds 21-day timeframe optimized for cycle analysis Strategy Applications This indicator is particularly useful for: Cross-asset allocation - Decide between traditional finance and crypto exposure Cycle positioning - Identify where we are in credit/debt cycles vs. Bitcoin cycles Regime changes - Detect shifts in market leadership and correlation patterns Risk management - Reduce exposure when both cycles turn negative Disclaimer: This indicator is a cycle analysis tool and should not be used as the sole basis for investment decisions. It has limited coverage of monetary conditions, economic fundamentals, and on-chain metrics. The indicator provides directional insight but cannot predict exact timing or magnitude of market moves. Always conduct thorough research, consider multiple data sources, and maintain proper risk management in all investment decisions.
Pine Script® indicator
by Unicorpus
Market Energy & Direction DashboardMarket Energy & Direction Dashboard - Daytrading Overview A comprehensive real-time market internals dashboard that combines NYSE TICK, NYSE Advance-Decline (ADD) momentum, VIX direction, and relative volume into a single visual traffic light system with intelligent signal synthesis. Designed for active daytraders who need instant confirmation of market direction and energy based on momentum alignment across all major internals. What It Does This indicator synthesizes multiple market internals using directional momentum analysis rather than static thresholds to provide clear, actionable signals: • Traffic Light System: Single glance confirmation of market state o Bright Green: Maximum bullish - all internals aligned (TICK + ADD rising + VIX falling + volume) o Bright Red: Maximum bearish - all internals aligned (TICK + ADD falling + VIX rising + volume) o Yellow: Exhaustion warning - TICK at extremes, potential reversal imminent o Moderate Colors: Partial alignment - some confirmation but not complete o Gray: Choppy, neutral, or conflicting signals • Real-Time Dashboard displays: o Current TICK value with exhaustion warnings o Current ADD with directional momentum indicator (↑ rising = breadth improving, ↓ falling = breadth deteriorating, ± compression) o VIX level with directional indicator (↓ declining = bullish, ↑ rising = bearish, ± compression = neutral) o Relative volume (current vs 20-period average) o Composite status message synthesizing all data into clear directional summary Key Features ✓ Momentum-based analysis - all indicators show direction/change, not just levels ✓ Intelligent signal hierarchy from "Maximum" to "Moderate" based on internal alignment ✓ ADD directional momentum - catches breadth shifts early, works in all market conditions ✓ VIX directional analysis - shows if fear is increasing, decreasing, or stagnant ✓ Color-coded traffic light for instant decision making ✓ Detects TICK/ADD divergences (conflicting signals = caution) ✓ Exhaustion warnings at extreme TICK levels (±1000+) ✓ Composite status messages - "Maximum Bull", "Strong Bull", "Moderate Bull", etc. ✓ Customizable thresholds for all parameters ✓ Moveable dashboard (9 position options) ✓ Built-in alerts for all signal strengths, exhaustion, and divergences How To Use Setup: 1. Add indicator to your main trading chart (SPY, ES, NQ, etc.) 2. Default settings work well for most traders, but you can customize: o TICK Extreme Level (default 1000) o ADD Compression Threshold (default 100 - detects when breadth is stagnant) o VIX Elevated Level (default 20) o VIX Compression Threshold (default 2% - detects low volatility) o Volume Threshold (default 1.5x average) 3. Position dashboard wherever convenient on your chart Reading The Signals: Signal Hierarchy (Strongest to Weakest): MAXIMUM SIGNALS ⭐ (Brightest colors - All 4 internals aligned) • "✓ MAXIMUM BULL": TICK bullish + ADD rising (↑) + VIX falling (↓) + Volume elevated o This is the holy grail setup - all momentum aligned, highest conviction longs • "✓ MAXIMUM BEAR": TICK bearish + ADD falling (↓) + VIX rising (↑) + Volume elevated o Perfect storm bearish - all momentum aligned, highest conviction shorts STRONG SIGNALS (Bright colors - Core internals aligned) • "✓ STRONG BULL": TICK bullish + ADD rising (↑) o Strong confirmation even without VIX/volume - breadth supporting the move • "✓ STRONG BEAR": TICK bearish + ADD falling (↓) o Strong confirmation - both momentum and breadth deteriorating MODERATE SIGNALS (Faded colors - Partial confirmation) • "MODERATE BULL": TICK bullish but ADD not confirming direction o Proceed with caution - momentum present but breadth questionable • "MODERATE BEAR": TICK bearish but ADD not confirming direction o Proceed with caution - selling but breadth not fully participating WARNING SIGNALS • "⚠ EXHAUSTION" (Yellow): TICK at ±1000+ extremes o Potential reversal zone - prepare to fade or take profits o Often marks blow-off tops or capitulation bottoms NEUTRAL/AVOID • "CHOPPY/NEUTRAL" (Gray): Conflicting signals or low conviction o Stay out or reduce size significantly Individual Indicator Interpretation: TICK: • Green: Bullish momentum (>+300) • Red: Bearish momentum (<-300) • Yellow: Exhaustion (±1000+) • Gray: Neutral ADD (Advance-Decline): • Green (↑): Breadth improving - more stocks participating in the move • Red (↓): Breadth deteriorating - fewer stocks participating • Gray (±): Breadth stagnant - no clear participation trend VIX: • Green (↓): Fear declining - healthy environment for rallies • Red (↑): Fear rising - risk-off mode, supports downward moves • Gray (±): Volatility compression - often precedes explosive moves Volume: • Green: High conviction (>1.5x average) • Gray: Low conviction Trading Strategy: 1. Wait for "MAXIMUM" or "STRONG" signals for highest probability entries o Maximum signals = go full size with confidence o Strong signals = good conviction, normal position sizing 2. Confirm directional alignment: o For longs: Want ADD ↑ (rising) and VIX ↓ (falling) o For shorts: Want ADD ↓ (falling) and VIX ↑ (rising) 3. Use exhaustion warnings (yellow) to: o Take profits on existing positions o Prepare counter-trend entries o Tighten stops 4. Avoid "MODERATE" signals unless you have strong conviction from other analysis o These work best as confirmation for existing setups o Not strong enough to initiate new positions alone 5. Never trade "CHOPPY/NEUTRAL" signals o Gray means stay out - preserve capital o Wait for clear alignment 6. Watch for divergences: o Price making new highs but ADD ↓ (falling) = distribution warning o Price making new lows but ADD ↑ (rising) = potential bottom o Divergence alert will notify you Best Practices: • Use on 1-5 minute charts for daytrading • Combine with your price action or technical setup (support/resistance, trendlines, patterns) • The dashboard confirms when to take your setup, not what setup to take • Most effective during regular market hours (9:30 AM - 4:00 PM ET) when volume is present • The strongest edge comes from "MAXIMUM" signals - wait for these for best risk/reward • Pay special attention to ADD direction - it's the most predictive breadth indicator • VIX compression (gray ±) often signals upcoming volatility expansion - prepare for bigger moves Customization Option All thresholds are adjustable in settings: • TICK Extreme: Higher = fewer exhaustion warnings (try 1200-1500 for less sensitivity) • ADD Compression Threshold: Change detection sensitivity o Default 100 = balanced o Lower (50) = more sensitive to small breadth changes o Higher (200-300) = only shows major breadth shifts • VIX Elevated: Adjust for current volatility regime (15-25 typical range) • VIX Compression Threshold: o Default 2% = balanced o Lower (0.5-1%) = catches subtle VIX changes o Higher (3-5%) = only shows significant VIX moves • Volume Threshold: Lower for quieter stocks/times, higher for more confirmation Alerts Available • Maximum Bullish: All 4 internals aligned bullish (TICK + ADD↑ + VIX↓ + Volume) • Maximum Bearish: All 4 internals aligned bearish (TICK + ADD↓ + VIX↑ + Volume) • Strong Bullish: TICK bullish + ADD rising • Strong Bearish: TICK bearish + ADD falling • Exhaustion Warning: TICK at extreme levels • Divergence Warning: TICK and ADD directions conflicting Understanding the Signal Synthesis The indicator uses intelligent logic to combine all internals: "MAXIMUM" Signals require: • TICK direction (bullish/bearish) • ADD momentum (rising/falling) in same direction • VIX direction (falling for bulls, rising for bears) • Volume elevated (>1.5x average) "STRONG" Signals require: • TICK direction (bullish/bearish) • ADD momentum (rising/falling) in same direction • (VIX and volume are bonuses but not required) "MODERATE" Signals: • TICK showing direction • But ADD not confirming or contradicting • Weakest actionable signal This hierarchy ensures you know exactly how much conviction the market has behind any move. Technical Details • Pulls real-time data from NYSE TICK (USI:TICK), NYSE ADD (USI:ADD), and CBOE VIX • ADD direction calculated using bar-to-bar change with compression detection • VIX direction calculated using bar-to-bar percentage change • Volume calculation uses 20-period simple moving average • Dashboard updates every bar • No repainting - all calculations based on closed bar data Who This Is For • Active daytraders of stocks, futures (ES/NQ), and options • Scalpers needing quick directional confirmation with multiple internal alignment • Swing traders looking to time intraday entries with maximum confluence • Volatility traders who monitor VIX behavior • Market makers and professionals who trade based on breadth and internals • Anyone who monitors market internals but wants intelligent synthesis vs raw data Tips For Success Trading Philosophy: • Quality over quantity - wait for "MAXIMUM" signals for best results • One "MAXIMUM" signal trade is worth five "MODERATE" signal trades • Gray/neutral is not a sign of missing opportunity - it's protecting your capital Signal Confidence Levels: 1. MAXIMUM (95%+ confidence) - Trade these aggressively with full size 2. STRONG (80-85% confidence) - Trade these with normal position sizing 3. MODERATE (60-70% confidence) - Only if confirmed by strong technical setup 4. CHOPPY/NEUTRAL - Do not trade, wait for clarity Advanced Techniques: • Breadth divergences: Watch for price making new highs while ADD shows ↓ (falling) = major warning • VIX/Price divergences: Rallies with rising VIX (↑) are usually false moves • Volume confirmation: "MAXIMUM" signals with 2x+ volume are the absolute best • Compression zones: When both ADD and VIX show compression (±), expect explosive breakout soon • Sequential signals: Back-to-back "MAXIMUM" signals in same direction = strong trending day Common Patterns: • Opening surge with "MAXIMUM BULL" that shifts to "EXHAUSTION" (yellow) = fade the high • Selloff with "MAXIMUM BEAR" followed by ADD ↑ (rising) divergence = potential reversal • Choppy morning followed by "MAXIMUM" signal afternoon = best trending opportunity Example Scenarios Perfect Bull Entry: • Bright green signal box • TICK: +650 • ADD: +1200 (↑) • VIX: 18.30 (↓) • Volume: 2.3x • Status: "✓ MAXIMUM BULL" → ALL SYSTEMS GO - Take aggressive long positions Strong Bull (Good Confidence): • Green signal box (slightly less bright) • TICK: +500 • ADD: +800 (↑) • VIX: 19.50 (±) • Volume: 1.2x • Status: "✓ STRONG BULL" → Good long setup - breadth confirming even without VIX/volume Caution Bull (Moderate): • Faded green signal box • TICK: +400 • ADD: +900 (↓) • VIX: 20.10 (↑) • Volume: 0.9x • Status: "MODERATE BULL" → CAUTION - TICK bullish but breadth deteriorating and VIX rising = weak rally Exhaustion Warning: • Yellow signal box • TICK: +1350 ⚠ • ADD: +2100 (↑) • VIX: 17.20 (↓) • Volume: 1.8x • Status: "⚠ EXHAUSTION" → Take profits or prepare to fade - TICK overextended despite good internals Divergence Setup (Potential Reversal): • Faded green signal • TICK: +300 • ADD: +1800 (↓) • VIX: 21.50 (↑) • Volume: 1.6x • Status: "MODERATE BULL" → WARNING - Price rallying but breadth collapsing and fear rising = distribution Perfect Bear Entry: • Bright red signal box • TICK: -780 • ADD: -1600 (↓) • VIX: 24.80 (↑) • Volume: 2.5x • Status: "✓ MAXIMUM BEAR" → Perfect short setup - all momentum bearish with conviction Compression (Wait Mode): • Gray signal box • TICK: +50 • ADD: -200 (±) • VIX: 16.40 (±) • Volume: 0.7x • Status: "CHOPPY/NEUTRAL" → STAY OUT - Volatility compression, no conviction, await breakout Performance Optimization Best Market Conditions: • Works excellent in trending markets (up or down) • Particularly powerful during high-volume sessions (first/last hours) • "MAXIMUM" signals most reliable during 9:45-11:00 AM and 2:00-3:30 PM ET Less Effective During: • Lunch period (11:30 AM - 1:30 PM) - lower volume reduces signal quality • Low-volatility environments - compression signals dominate • Major news events in first 5 minutes - wait for internals to stabilize Recommended Use Cases: • Scalping: Trade only "MAXIMUM" signals for quick 5-15 minute moves • Daytrading: Use "MAXIMUM" and "STRONG" signals for position entries • Swing entries: Use "MAXIMUM" signals for optimal intraday entry timing • Exit timing: Use "EXHAUSTION" (yellow) warnings to take profits ________________________________________ Pro Tip: Create a dedicated workspace with this indicator on SPY/ES/NQ charts. Set alerts for "MAXIMUM BULL", "MAXIMUM BEAR", and "EXHAUSTION" signals. Most professional traders only trade the "MAXIMUM" setups and ignore everything else - this alone can dramatically improve win rates.
Pine Script® indicator
by BlouToro