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SPDR S&P 500 ETF (SPY)

Club Profit LevelsScript diseñado para identificar niveles clave en el SPY con un enfoque claro y simplificado. Este indicador marca zonas relevantes basadas en la acción del precio, eliminando el ruido innecesario y facilitando la toma de decisiones en momentos clave del mercado, especialmente en el cierre de sesión. Está optimizado para traders que buscan precisión, consistencia y una lectura limpia del gráfico sin saturarse de múltiples activos o indicadores. Ideal para complementar estrategias enfocadas en timing y ejecución eficiente.
Pine Script® indicator
by Estefidepaz30
VolEdge: VRP GaugeVOLEDGE: VRP GAUGE — Is option premium rich or thin right now? Before you sell a single option, you should know the answer to one question: are options overpriced relative to what the market is actually doing? The Variance Risk Premium answers this. It is the single most important macro-level number for anyone who sells options for income. Also note that reversal from rich to kind of poorer premiums tends to show market reversals. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT IT DOES Displays the Variance Risk Premium: the spread between implied volatility (VIX) and realized volatility (30-day historical vol on the S&P 500). VRP = VIX minus HV30 When VRP is large and positive, options are expensive relative to actual market movement. Premium sellers have a statistical edge — they are being paid more than the risk they are taking on. When VRP is near zero or negative, options are fairly priced or cheap. Selling offers little edge or no edge at all. Buying vol may be the better play. The indicator shows the VRP value, its percentile rank over the last 90 days (configurable), a visual gauge, the underlying components (VIX and HV30), the 5-day trend, and a plain-language strategy interpretation. It also plots a color-coded VRP histogram in its own chart pane so you can see how premium richness has evolved over time. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHY VRP MATTERS Most retail options traders check IV Rank on individual stocks — "is AAPL's IV high relative to its own history?" That is a useful question, but it misses the bigger picture. VRP answers the macro question: "Is it a good day to sell options at all?" When VIX is 20 and SPX has been realizing 20% annualized vol, there is no premium to harvest. VRP is near zero. You are selling options at fair value and taking on risk for no statistical edge. When VIX is 20 and SPX has been realizing 12% annualized vol, VRP is +8. Options are significantly overpriced. Every strangle, iron condor, and short put you sell has a built-in statistical edge because the market is pricing in more movement than is actually occurring. This is the fundamental asymmetry that drives institutional premium selling. Implied volatility exceeds realized volatility roughly 85% of the time — that is the variance risk premium. But the size of that premium varies enormously. Selling when VRP is rich compounds returns. Selling when VRP is thin or negative erodes them. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ VRP CLASSIFICATION — FIVE LEVELS RICH (VRP above 5, percentile above 75th): Premium is meaningfully overpriced relative to realized vol. This is the sweet spot for premium sellers. Options are expensive, and the market is not moving as much as options pricing implies. Strangles, iron condors, short puts, and credit spreads all have favorable expected value. This is when you can be most aggressive with premium selling — within your normal risk management rules. ABOVE AVERAGE (VRP above 5, percentile 50th–75th): Premium is above its recent average but not at extremes. Selling conditions are favorable. Standard position sizing applies. You have an edge, but it is not as large as during RICH periods. FAIR (VRP between 0 and 5, percentile 25th–75th): Premium is roughly in line with realized vol. There is a small edge to selling, but it is modest. Be selective — only sell on stocks with individually elevated IV rank. Avoid aggressive sizing. This is the "be patient" zone. THIN (VRP between 0 and 5, percentile below 25th): Premium is below its recent average. The edge from selling is minimal. This is a good time to reduce premium selling activity, tighten existing positions, or wait for better conditions. If you do sell, stick to the highest-conviction setups only. NEGATIVE (VRP below 0): Options are cheap relative to realized vol. The market is moving more than options pricing implies. This is rare and typically occurs during fast-moving selloffs where realized vol spikes faster than VIX. Selling premium here is unfavorable — you are being paid less than the risk. Consider buying vol instead: long straddles, debit spreads, or VIX calls. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO USE IT — PRACTICAL WORKFLOW Daily pre-market check: Before entering any premium selling trade, glance at the VRP Gauge. If it reads RICH or ABOVE AVG, you have a green light to sell premium at normal or slightly increased size. If it reads FAIR, be selective. If it reads THIN or NEGATIVE, reduce activity or pivot to directional or long-vol strategies. Combining with individual stock IV Rank: The VRP Gauge tells you about the macro premium environment. Individual stock IV rank tells you about that specific stock. The best setup is: VRP RICH (macro edge) plus stock IV rank above 50th percentile (stock-level edge). Selling premium when both macro and stock-level conditions are favorable stacks the odds meaningfully in your favor. Combining with the Vol Weather Report: VRP RICH during a Normal or Low vol regime is the highest-confidence premium selling environment. VRP RICH during an Elevated or Crisis regime means premiums are rich but so is risk — size down accordingly. Using the percentile reading: The raw VRP number is useful, but the percentile tells you context. A VRP of +6 might be average in one market environment and exceptional in another. The percentile rank over the last 90 days (configurable) tells you whether today's VRP is historically rich or normal for recent conditions. Using the 5-day trend: VRP rising means the edge for sellers is improving — implied vol is expanding faster than realized vol, or realized vol is declining while VIX holds steady. VRP falling means the edge is shrinking. A falling VRP during a low-vol regime is a caution signal: realized vol may be catching up to implied vol, often before a volatility expansion. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT IS ON THE DASHBOARD Row 1 — VRP classification badge: RICH / ABOVE AVG / FAIR / THIN / NEGATIVE with color-coded background Row 2 — VRP value: the headline number (e.g. +7.24) in large text Row 3 — Visual gauge bar: fills from left to right as VRP increases, colored by classification Row 4 — Percentile rank: where today's VRP sits relative to the last 90 days (configurable) Row 5 — Implied vol: current VIX level Row 6 — Realized vol: HV30 (or configurable lookback) calculated on SPX Row 7 — 5-day trend: Rising / Stable / Falling, with the value from 5 days ago Row 8 — Strategy context: plain-language interpretation of current VRP conditions Chart pane: VRP histogram showing the daily VRP value over time. Green bars = rich, yellow = fair, red = negative. Reference lines at 0 (breakeven), +5 (rich threshold), and -2 (deeply negative). ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THE CALCULATION Realized volatility (HV30): Standard deviation of daily log returns on the S&P 500 over the last 30 trading days, annualized by multiplying by the square root of 252. HV = stdev(ln(close / close_previous), 30) * sqrt(252) * 100 Variance Risk Premium: VRP = VIX - HV30 Percentile rank: Counts what percentage of VRP values over the lookback period (default 90 days) were lower than today's reading. A reading of 82 means today's VRP is higher than 82% of the last 90 days. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SETTINGS Realized Vol Lookback: number of days for HV calculation (default 30, range 10–60) VRP Percentile Lookback: number of days for percentile ranking (default 90, range 30–252) Show VRP Histogram: toggle the chart-pane histogram on or off Show Visual Gauge Bar: toggle the gauge bar in the table on or off Table position: choose where the panel appears Text size: Small / Normal / Large ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ALERTS VRP Rich — fires when VRP crosses above 5 and is in the top quartile. Premium selling conditions are strong. VRP Thin — fires when VRP drops below 2. Selling edge is diminishing. VRP Negative — fires when VRP crosses below zero. Options are cheap vs realized vol. VRP 90th+ Percentile — fires when VRP is in the top 10% of its recent range. Exceptionally rich premium. VRP Bottom 10th Percentile — fires when VRP is in the bottom 10% of its recent range. Exceptionally thin premium. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT MAKES THIS DIFFERENT Several TradingView scripts calculate historical volatility. A few compare VIX to HV. None of them: — Present VRP with a percentile rank for historical context — Classify VRP into actionable categories (Rich / Fair / Thin / Negative) — Show the 5-day trend in the premium environment — Provide a strategy context sentence for each classification — Include a visual gauge and color-coded histogram for quick pattern recognition The Variance Risk Premium is an institutional-grade signal used by professional options market makers and vol funds as a core input to their selling decisions. This indicator makes it accessible to any options trader with a TradingView account. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ACADEMIC BACKGROUND The variance risk premium — the tendency of implied volatility to exceed realized volatility — is one of the most documented phenomena in options markets. Key findings: Implied vol exceeds realized vol approximately 85% of the time across major equity indices. The average VRP on the S&P 500 has been roughly 3–5 percentage points over multi-decade samples, but varies widely from negative to 15+ during stress periods. The VRP is compensation for bearing volatility risk. When markets are calm, investors overpay for downside protection (puts), which inflates VIX relative to what actually happens. Premium sellers harvest this overpayment. However, the VRP inverts during fast crashes when realized vol spikes above implied vol. This is exactly when premium sellers take their largest losses. Monitoring VRP in real time — not just knowing it exists on average — is critical for avoiding the trap of selling into a thin or negative VRP environment. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT THIS INDICATOR IS NOT It is not a timing signal for individual trades. VRP tells you the macro premium environment, not which stock to sell or when to enter. It is not a guarantee of profitability. VRP being RICH means the odds favor sellers on average, but individual trades can still lose. Risk management still applies. It uses VIX as the implied vol proxy and HV30 on SPX as the realized vol proxy. These are standard institutional measures, but they are not perfect representations of the vol surface for every product or expiration. For individual stock premium selling, combine this macro VRP reading with the stock's own IV rank. It is not financial advice. It is an analytical tool for your own decision-making. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DISCLAIMER This indicator is for educational and informational purposes only. It is not financial advice and should not be used as the sole basis for any trading decision. The variance risk premium is a well-documented statistical phenomenon, but past patterns do not guarantee future results. Options trading involves substantial risk of loss. Always do your own research and consider consulting a licensed financial advisor.
Pine Script® indicator
by Volweather
2
S&P 500 Breadth BullstackCore Idea of the Indicator: The indicator is not a classic buy/sell trigger, but rather a breadth regime scanner for the S&P 500. In other words, it measures how many stocks in each sector are trading above their 20-day, 50-day, and 200-day moving averages (Simple Moving Average - SMA), compresses that information into a color-coded view, and visualizes whether there is a true “bullstack” in the market. In practical terms, this means it is especially useful for filtering long positions during strong market phases, scaling into them, and turning defensive earlier when market breadth starts to weaken. Structure: The code loads three breadth series for each of the 11 S&P 500 sectors, plus the Nasdaq-100: 20D, 50D, and 200D. The data is retrieved using request.security() from other symbols or contexts; in Pine, this function is used to access values from other symbols or timeframes within the script. The script also calculates three averages from the 11 sectors (tot20, tot50, tot200) to create an overall view of S&P 500 market breadth. Color Logic: The core idea is: 20D represents short-term momentum, 50D represents medium-term confirmation, and 200D represents the long-term trend. The bullstackColor() function does not create a simple traffic-light system, but rather a graduated state model: green/turquoise means broad strength, white marks the transition zone, yellow/orange signals early weakness, red to near-black indicates clear breadth weakness, and pink represents a special case of negative divergence. This divergence occurs when many stocks are still above their 200D line in the long term (b200 > 65), while short-term momentum is already breaking down significantly (b20 < 45) — a typical late-cycle/distribution signal. Long Strategy: For longs, the indicator is most powerful when used as a market filter: The best entries occur when overall breadth rotates up out of capitulation through neutral (white) and then into light green, with 20D breadth picking up first as short-term momentum, 50D breadth then confirming as the medium-term trend, and 200D remaining stable as the long-term trend. The highest-quality longs occur when not only “Total SPY” turns green, but especially cyclical sectors such as XLY, XLF, XLI, XLK, and ideally the Nasdaq block as well are participating. That usually means the rally is broad, risk-on, and more durable. Specifically, I would derive three long setups from this: Early long (first tranche) on the turn from capitulation into the neutral zone, when 20D breadth is clearly rising and 50D breadth is no longer declining. Confirmation long (second tranche), when 20D > 50D > 50 and several leading sectors turn green at the same time. Trend add-on (final tranche), when the overall market and cyclical sectors such as XLY, XLF, XLI, and XLK are already green and rotating into turquoise, while pullbacks on the price chart remain shallow (only down to the SMA20 or slightly below). Position Management: For position management, the color is almost more important than the entry itself: as long as the picture remains green and 20D only fluctuates slightly, that argues for holding rather than nervous re-trading. Partial profit-taking or tighter risk management makes sense once strong green fades into pale green or white, because that often marks the transition from expansion to exhaustion. A clear warning signal against new longs is pink: in that case, the long-term trend is still intact, but short-term momentum is already rolling over — exactly the kind of environment where late longs are often rewarded the least. Caution is warranted here, and the first partial profits should be secured. Short Strategy: I would trade shorts much more selectively than longs with this indicator, because breadth indicators in uptrends can often stay “too strong” longer than short setups can tolerate. The better short opportunities do not occur on the first yellow bar, but when the overall picture shifts from white/yellow into orange/red, while 20D breadth and 50D breadth are weak at the same time and defensive sectors look better than cyclical ones. That points more to genuine market distribution rather than just a simple pullback in individual sectors. The cleanest short entries come after a failed rebound out of a pink divergence, or when multiple sectors flip synchronously into red/dark red after a warning phase, especially if Nasdaq, Tech, and other cyclical sectors confirm the weakness. A simple practical rule would therefore be: Prefer longs when breadth is expanding, 20D leads first, and 50D/200D then confirm. No fresh longs during pink divergences. Only take shorts when the weakness is broad, synchronized, and visible across sectors. One more important point: The script measures market breadth, not price structure. Therefore, it is best used as a top-down filter together with price triggers in SPY/ES/QQQ or in individual stocks — for example, breadth turning green plus a breakout or trend pullback on the chart, rather than trading breadth in isolation.
Pine Script® indicator
by Nsrs05
1
ORB Pro Suite v6ORB Pro Suite v6 — Multi-Session + HTF ORB Build ORB Pro Suite v6 is an advanced Opening Range Breakout (ORB) tool designed for traders who want clarity, structure, and adaptability across NY, London, and Asia sessions — without changing the core ORB logic that works. This update expands the original ORB Pro Suite to support overnight markets and multi-timeframe workflows, while keeping the strategy behavior consistent and familiar. ✅ Multi-Session Presets Choose from built-in session presets: NY AM (RTH) — original behavior (unchanged) London Asia Custom Each preset aligns the ORB window with the selected session and pairs seamlessly with session-appropriate filters. ✅ ORB Build Mode You now have two ways to build your ORB: 1️⃣ Time Window (Classic ORB) Uses session start/end times Identical to previous versions 2️⃣ HTF Candle Count (Advanced) Build the ORB from 5m / 15m / 30m / 60m candles Works on any chart timeframe Ideal for traders who want ORB consistency across TFs Example: Build a 15-minute ORB from 1× 15m candle, even while trading on a 5m chart. ✅ Session Profile Defaults ORB Pro Suite introduces Session Profiles that automatically tune filters for different market conditions — without changing the strategy logic. Profiles include: NY (Default) London (Breakout) Asia (Slow Session) Custom You can toggle Profile Defaults ON or OFF at any time. 🧠 Core ORB Logic (Unchanged) Original ORB framework: Opening range high/low Breakout confirmation Optional retest logic Golden Pocket (0.5–0.618) validation Local + higher-timeframe trend filters Cooldown protection Visual risk/reward mapping If you traded NY with earlier versions, nothing has changed. ⚙️ Recommended Starting Settings For most users: ORB Build Mode: Time Window Session Profile: Auto Strictness: Balanced Advanced users: Enable HTF Candle Count Select desired ORB TF (5m–60m) Adjust candle count to match your style All inputs remain fully customizable. 📊 Designed For Futures (ES, NQ, YM, RTY) Forex pairs Gold & major indices Intraday price-action traders Session-based trading workflows ⚠️ Disclaimer This indicator is for educational and informational purposes only. It does not constitute financial advice or trade recommendations. Trading involves risk. Always manage risk appropriately and trade responsibly.
Pine Script® indicator
by TradeswithB
Chop ShieldThe Chop Shield is an all-in-one market state indicator designed to solve the two biggest problems for intraday traders: over-trading in sideways "chop" and entering breakouts with no institutional backing. Built specifically for high-speed environments like SPY 0DTE and Tick Charts, this script uses a multi-layered confluence of volatility, momentum, and adaptive volume to "gray out" the noise and highlight high-probability "coiled spring" releases. ### Key Features Smart "Traffic Light" Candle Coloring: Slate Blue (#708090): The "Neutral Zone." This triggers during volatility squeezes, low ADX (Average Directional Index), or the mid-day "Lunch Doldrums." If it’s Slate, you stay at your desk. White/Black High-Contrast Bodies: Once the market breaks out of chop, the candles return to a clean White (Bullish) or Black (Bearish) state. The Squeeze Engine (Orange Background): Uses a Bollinger Band/Keltner Channel relationship to identify periods of extreme volatility contraction. These "Squeezes" are the precursor to the largest moves of the day. High-Confidence "Pressure" Signals: Green/Red Diamonds: These appear when a candle meets strict price action criteria (70%+ solid body, closing at extremes) paired with high relative volume. Live Bias Arrows: "BUY/SELL" markers trigger only when the High-Confidence bar aligns with the VWAP Slope and price location. Adaptive Session Volume (The Yellow Marker): Standard RVOL indicators are useless at the open because volume is always high. Our Adaptive Logic uses a 2.5x threshold during the 9:30–10:15 AM window and scales down to 1.5x for the rest of the day. If you see a yellow marker, it means volume is truly abnormal for that specific time of day. Professional Filtering: RTH Only: Automatically hides all signals and coloring during Pre-Market and Post-Market to keep your chart clean for the opening bell. Lunch Doldrums: Hard-coded "Gray Zone" between 11:30 AM and 1:30 PM EST to protect you from the lowest-probability trading window. ### How to Trade It This indicator is best used as a Validation Filter for levels-based strategies (Initial Balance, ORB, or Gap Fills). The Setup: Identify a Volatility Squeeze (Orange Background) where candles are Slate Blue. The Trigger: Wait for the Squeeze to end and the candles to turn White or Black. The Confirmation: Look for a Green/Red Diamond paired with an Adaptive Volume Spike (Yellow "|"). The Exit: Use the Blue VWAP Line as your dynamic trailing stop or mean-reversion target. ### Confluence Perfect for traders using Edgeful, ICT/SMC concepts, or standard Initial Balance breakouts. It removes the "guesswork" of whether a breakout is real or a low-volume trap.
Pine Script® indicator
by chrisrophwe
APEX ELITE . 2━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ◈ APEX ELITE . 2 Open Source Pine Script v6 · Panel-Only Edition · Zero Chart Clutter ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ NOT FINANCIAL ADVICE — See full disclaimer at the bottom. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT IS APEX ELITE? ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ APEX ELITE is a single, unified intraday dashboard that replaces what would otherwise require 8 or more separate indicators. Everything runs internally and surfaces through one clean, color-coded panel. Your chart stays completely uncluttered — no extra lines, no overlapping boxes, no noise. Built specifically for intraday traders who need instant situational awareness: → Is there a signal right now? → What is the trend across multiple timeframes? → Where are the key levels? → How strong is the current edge? All of that — answered in a single glance at the panel. 🔑 Key principles: • All signals fire on confirmed bars only — zero repainting • 12+ factors combine into one composite score before any signal fires • Session clock tracks 8 intraday phases so you always know the market context • Compact Mode available for smaller screens • 22 configurable alert conditions built in ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THE 12 MODULES — COMPLETE BREAKDOWN ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ BLOCK A — SIGNAL COMMAND ─────────────────────────── The top block of the panel. Shows the current signal state in large text — ▲ CALL SIGNAL, ▼ PUT SIGNAL, or ● WATCHING — along with the live composite edge score and directional bias. • Signal State: CALL / PUT / WATCHING — updates every confirmed bar • Edge Direction: BULL / BEAR / NEUT with score out of 100 (e.g. "BULL 82/100") • Edge Bar: 10-block visual bar showing edge % (████████░░) • Bull / Bear pts: Raw scores shown side-by-side for comparison The background color of this row changes: green for CALL, red for PUT, neutral for watching. ▸ BLOCK B — INTRADAY LEVELS ──────────────────────────── Every key price level an intraday trader needs, all in one place. • VWAP Zone: Which of 6 zones price is in — Above +2σ / +1→+2σ / VWAP→+1σ / -1→VWAP / -2→-1σ / Below -2σ • VWAP Distance: Real-time % distance of close from VWAP (e.g. +0.42% dist) • PMH / PML: Pre-Market High and Low — the most important intraday reference levels. A break of PMH or PML triggers the maximum +20 trigger points. • FCH / FCL: First Candle High and Low (configurable: 1/2/3/5/15 min). Also shows the first candle's range as a %. • Supply / Demand: Nearest unmitigated supply zone above price and demand zone below price — with total active zone count. • Level Break: Live readout when PMH, PML, FCH, or FCL is broken on the current bar. ▸ BLOCK C — MOMENTUM STACK ─────────────────────────── A complete multi-timeframe picture of trend alignment. • SMA 9 (cyan): Short-term momentum MA. Above = bullish micro trend. • SMA 21 (gold): Medium momentum MA. The primary intraday trend filter. • SMA 50 (orange): Intermediate trend. Pullback entries reference this level. • SMA 200 (red): Long-term macro trend. Above = bull market context. • MA Alignment: Count of MAs on each side (e.g. 4/4 bull). Full stack = strongest signal. • MA Stack Order: Full Bull Stack confirmed when 9 > 21 > 50 > 200 all correctly ordered. • EMA Ribbon: EMA 8 vs EMA 21 — ribbon direction shows short-term momentum. • MTF Alignment: Per-timeframe arrows (▲5m ▲15m ▼1h) — instantly see each TF at a glance. • Daily Context: Daily EMA 9 vs EMA 21 — trade with the daily trend for the highest quality setups. Tip: MTF 3/3 aligned + MA 4/4 bull + daily EMA bull = the highest conviction entries. ▸ BLOCK D — MARKET STRUCTURE ────────────────────────────── The highest-conviction trigger events in the system. • Liquidity Sweep: Price briefly violates a 20-bar extreme before reversing — a classic stop hunt. Tracks age in bars (e.g. "▲ Bull (3b ago)"). • Structure Break (MSB): Close crosses a confirmed 10-bar pivot high or low. The strongest directional confirmation. Also tracks age. • Squeeze: Bollinger Bands contracting inside Keltner Channels = coiling volatility. Shows bars coiling. Fires on expansion. • Squeeze Momentum: Rising / Falling / Flat direction of momentum during the squeeze. • ADX: Average Directional Index — Strong (>30) / Trending (20-30) / Choppy (<20). • DI+ / DI-: Split readout showing directional pressure. Both Sweeps and MSBs add the maximum trigger bonus (+20 pts) to the score. ▸ BLOCK E — RISK ENGINE ──────────────────────── Everything needed to size and manage a trade the moment a signal appears. • ATR 14: 14-period Average True Range — raw volatility in price points. • Stop 1× / 1.5× / 2×: Three stop-loss distances pre-calculated simultaneously. Choose based on your risk tolerance. • Volume Ratio: Current volume as a multiple of the 20-bar average (e.g. 1.8× avg). • Volume: "▲ SPIKE" label when volume clears your configured threshold. "Normal" otherwise. • RSI 14: 14-period RSI with contextual labels — OB (>70), OS (<30), Elevated, Depressed, Neutral. ▸ BLOCK F — LIQUIDITY HEATMAP ( Inspired by BigBeluga — Dynamic Liquidity HeatMap Profile ) ────────────────────────────────────────────────────────────── This module is inspired by the methodology from BigBeluga's excellent Dynamic Liquidity HeatMap Profile indicator. It uses ATR-normalized, volume-weighted pivot analysis over a configurable lookback (default 300 bars) to determine whether buy-side or sell-side liquidity is dominant. • Liq Bias: Buy-Side / Sell-Side / Balanced — with dominant side percentage (e.g. "Buy-Side 73%") • Vol Intensity: Graphical bar (▓▓▓░░) showing current volume activity as % of the 300-bar max • Score Impact: +5 bull score when buy-side > 60% · +5 bear score when sell-side > 60% Full credit to BigBeluga for the original concept. Please visit and support their work. ▸ BLOCK G — REVERSAL PROBABILITY ZONE ( Inspired by LuxAlgo — Reversal Probability Zone & Levels ) ────────────────────────────────────────────────────────────── This module ports the exact algorithmic core of LuxAlgo's Reversal Probability Zone & Levels indicator. It builds two separate databases of historical swing moves — one bullish, one bearish — tracking both the price magnitude and bar duration of every confirmed pivot. From these it calculates statistical percentile targets for the most likely next move. • Forecast Bias: ▲ Bull or ▼ Bear — direction expected after the last pivot • 25th / 50th Percentile: Conservative and median price targets (e.g. 518.40 / 521.20) • 75th / 90th Percentile: Aggressive and maximum targets (e.g. 524.80 / 528.50) • Duration: Expected bar count to reach each target (e.g. "8 bars / 22 bars") • Pivot Count: Total swings tracked — more pivots = more statistically reliable readings Full credit to LuxAlgo for the original algorithm. Licensed under CC BY-NC-SA 4.0. ▸ BLOCK H — STANDARD DEVIATION CHANNEL ──────────────────────────────────────── A linear regression channel fitted to the last N bars (default 128). Shows where price sits statistically within the current trend. • Channel Zone: One of 6 zones — Above +2σ / +1→+2σ / Mid→+1σ / -1→Mid / -2→-1σ / Below -2σ • Trend Direction: Rising / Falling / Flat based on the regression slope • Pearson R: Correlation coefficient. Above 0.8 = very clean trend. Below 0.5 = noisy/ranging. • Midline Distance: % distance of close from the regression center line Best CALL zone: "Mid → +1σ" on a rising channel. Best PUT zone: "Mid → -1σ" on a falling channel. Avoid entries when zone shows "Above +2σ" or "Below -2σ" — price is statistically extended. ▸ BLOCK I — RSI DIVERGENCE ( Libertus Method ) ───────────────────────────────────────────── Detects bull and bear RSI divergences by comparing price swing extremes against RSI swing extremes over a configurable lookback window (default 90 bars). • Bull Divergence: Price makes lower low but RSI makes higher low — hidden strength, potential reversal up • Bear Divergence: Price makes higher high but RSI makes lower high — hidden weakness, potential reversal down • Age Tracking: "Bull Div (3b ago)" or "Bull Div ✦ NOW" — shows exactly how fresh the divergence is • RSI Value: Current reading with OB / OS labels • Score Bonus: +5 bull score on bull divergence · +5 bear score on bear divergence Credit to Libertus for the divergence detection methodology. ▸ BLOCK J — SESSION CLOCK ────────────────────────── Intraday trading is entirely timing-dependent. This block tracks 8 distinct market phases, each color-coded by typical volatility profile. PRE-MKT → 4:00 – 9:30 AM ET (PMH/PML building) OPEN (HOD/LOD) → 9:30 – 10:00 AM ET (highest volatility, initial direction) AM SESSION → 10:00 – 11:30 AM ET (best signal quality window) LUNCH APPROACH → 11:30 – 12:00 PM ET (momentum slowing) LUNCH CHOP → 12:00 – 1:30 PM ET (avoid new entries) PM SESSION → 1:30 – 2:30 PM ET (trend continuation or reversal) POWER HOUR NEAR → 2:30 – 3:00 PM ET (institutional activity increasing) POWER HOUR → 3:00 – 4:00 PM ET (highest volume, strongest moves) Also shows time remaining in RTH. Turns gold when less than 60 minutes remain. ▸ BLOCK K — COMPOSITE EDGE SCORE ─────────────────────────────────── Instead of just showing one number, this block breaks the score into individual factor bars — each showing exactly how much it is contributing. You can see not just THAT the score is high, but WHY. VWAP → ████░ (max 15 pts) MTF → █████ (max 15 pts) MA → ████░ (max 12 pts) Momentum → ███░░ (max 5 pts) Volume → ██░░░ (max 10 pts) Trigger → █████ (max 20 pts ← most important) ADX → ████░ (max 8 pts) Edge → ████░ (overall 0-100) A high score driven purely by momentum without a trigger event is weaker than one with everything aligned. ▸ BLOCK L — FRACTAL BASE ( Inspired by LuxAlgo — Fractal Base Indicator ) ────────────────────────────────────────────────── This module ports the core logic from LuxAlgo's Fractal Base Indicator. A fractal is a confirmed swing pivot where price has N bars of context on both sides — these represent the most significant recent support and resistance levels because they show where price genuinely reversed. • Fractal Res: Last confirmed fractal HIGH — price + bars since + % distance from close • Fractal Sup: Last confirmed fractal LOW — price + bars since + % distance from close • Price Bias: "Above Res" (price broke resistance) / "Below Sup" (broke support) / "In Range" (between levels) • Fractal Event: "New High Fractal" or "New Low Fractal" when a new fractal confirms this bar • Score Bonus: +4 pts near fractal support/resistance · +3 pts when level is broken • Configurable: Fractal Periods input — 2 = 5-bar fractal (default), 1 = 3-bar, 3 = 7-bar Full credit to LuxAlgo for the original indicator concept. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THE SCORING ENGINE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Bull and bear scores are calculated independently on every confirmed bar. A signal only fires when the score clears the threshold AND key filters are simultaneously met. COMPONENT MAX PTS CONDITION ──────────────────────────────────────────────────────────── VWAP Zone 15 / 8 15 inside ±1σ · 8 correct side outside band MTF Alignment 15 / 8 15 all 3 TFs aligned · 8 for 2 of 3 MA Alignment 12/7/3 12 for 4/4 · 7 for 3/4 · 3 for 2/4 EMA Ribbon 5 EMA 8 vs 21 direction Volume Spike 10 Volume > mult × 20-bar avg AND correct direction Trigger Event 20 ★ PMH/PML/FCH/FCL break · Sweep · MSB ADX Strength 8 / 5 8 if ADX >30 · 5 if ADX 20-30 Squeeze Fire 5 Squeeze fires in signal direction ABC Harmonic 5 Active harmonic pattern aligned RSI Zone 5 RSI 50-70 for bull · 30-50 for bear RSI Divergence 5 Bull/bear divergence active Liq HeatMap Bias 5 Buy/sell-side >60% Std Dev Channel 4 Price in sweet zone on correct trend Daily EMA Trend 4 Daily chart EMA alignment S/D Zone Proximity 3 Within 0.3% of demand (bull) or supply (bear) Fractal Proximity 4 / 3 Within 0.25% of fractal level / level broken ──────────────────────────────────────────────────────────── ★ Trigger Event carries the most weight. A signal without a trigger is unlikely to fire. DEFAULT THRESHOLD: 65 pts Raise to 75+ for fewer but higher-quality signals. Lower to 55 on very active trending days. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SIGNAL CONDITIONS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ A CALL signal requires ALL of the following simultaneously: ✅ Bull score ≥ threshold ✅ Close above VWAP (hard filter) ✅ MTF alignment 2/3 or better ✅ Active trigger event (PMH break / FCH break / Bull Sweep / MSB ▲ / Squeeze bull) ✅ barstate.isconfirmed — never fires mid-bar, zero repainting ✅ RTH session active (if RTH Only setting is on) A PUT signal requires ALL of the following simultaneously: ✅ Bear score ≥ threshold ✅ Close below VWAP (hard filter) ✅ MTF alignment 2/3 or better (bearish) ✅ Active trigger event (PML break / FCL break / Bear Sweep / MSB ▼ / Squeeze bear) ✅ barstate.isconfirmed ✅ RTH session active (if RTH Only setting is on) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 22 ALERT CONDITIONS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ To set up: Right-click the indicator → Add Alert → Select condition. All alerts include: ticker · close price · timestamp. SIGNAL ALERTS ▲ CALL Signal — Full CALL criteria met ▼ PUT Signal — Full PUT criteria met ◆ Any Signal — Either CALL or PUT LEVEL BREAK ALERTS → PMH Breakout — Close crosses pre-market high → PML Breakdown — Close crosses pre-market low → FCH Break — Close crosses first candle high → FCL Break — Close crosses first candle low STRUCTURE ALERTS → Sweep CALL — Bull sweep + above VWAP → Sweep PUT — Bear sweep + below VWAP → MSB Bull — Market structure break upward → MSB Bear — Market structure break downward MOMENTUM ALERTS → Squeeze Bull Fire — Squeeze fires with bullish close → Squeeze Bear Fire — Squeeze fires with bearish close → MA Full Bull Stack — All 4 MAs correctly ordered up → MA Full Bear Stack — All 4 MAs correctly ordered down DIVERGENCE & LIQUIDITY → RSI Bull Divergence — Bull div detected → RSI Bear Divergence — Bear div detected → Liq Buy Bias — HeatMap buy-side > 60% → Liq Sell Bias — HeatMap sell-side > 60% PREMIUM ALERTS ★ High Edge (80+) — Composite edge score reaches 80 — premium setup → New High Fractal — New confirmed fractal high (LuxAlgo logic) → New Low Fractal — New confirmed fractal low (LuxAlgo logic) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SETTINGS QUICK REFERENCE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SESSION & TIME Pre-Market Session → 0400-0930 ET (adjust for your exchange) RTH Session → 0930-1600 ET First Candle Length → 1 / 2 / 3 / 5 / 15 minutes RTH Signals Only → On by default (recommended) SIGNAL ENGINE Min Score to Signal → 65 (raise for fewer signals, lower for more) Volume Spike Mult → 1.4× (volume must be this × the 20-bar average) MOVING AVERAGES MA Type → SMA / EMA / WMA (switches all 4 simultaneously) MA Lengths → 9 / 21 / 50 / 200 (individually configurable) REVERSAL PROB ZONE (LuxAlgo) Swing Length → 20 (pivot sensitivity) Max Reversals → 1000 (database cap) Percentiles → 25 / 50 / 75 / 90 (target levels to display) FRACTAL BASE (LuxAlgo) Fractal Periods → 2 = 5-bar fractal | 1 = 3-bar | 3 = 7-bar STD DEV CHANNEL Regression Length → 128 bars (shorter = more reactive) RSI DIVERGENCE RSI Length → 14 OB / OS Levels → 70 / 30 Divergence Lookback → 90 bars DISPLAY Panel Position → Top Right / Top Left / Bottom Right / Bottom Left Compact Mode → Hides sub-rows to shrink panel height ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO READ THE PANEL — QUICK CHECKLIST ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Before entering any trade, run through these 9 checks: ① Signal showing CALL or PUT? (not just Watching) ② Score at or above your threshold? ③ On the correct side of VWAP? ④ MTF at least 2/3 aligned? ⑤ Channel zone in a reasonable position? (avoid Above +2σ for CALLs) ⑥ Fractal Bias showing "Above Res" (CALL) or "Below Sup" (PUT)? ⑦ RPZ showing a clear price target with enough room for your R:R? ⑧ What was the trigger event? (MSB and Sweep are strongest) ⑨ Can you fit your stop within the 1.5× ATR distance? If you can answer yes to most of these — the setup has strong confluence. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ CREDITS & ACKNOWLEDGEMENTS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ APEX ELITE was built with deep respect for the Pine Script community. Several modules are directly inspired by the outstanding published work of: 🏆 LuxAlgo Two modules in APEX ELITE are inspired by LuxAlgo's indicators: → Block G (Reversal Probability Zone) ports the core algorithmic logic from LuxAlgo's "Reversal Probability Zone & Levels" — including the exact pivot detection method, price/bar delta database, and percentile target calculation. Licensed under CC BY-NC-SA 4.0. → Block L (Fractal Base) implements the fractal high/low detection and support/resistance logic from LuxAlgo's "Fractal Base Indicator". LuxAlgo's original indicators are published at: tradingview.com/u/LuxAlgo/ All credit for these algorithmic approaches belongs entirely to LuxAlgo. 🏆 BigBeluga → Block F (Liquidity HeatMap) is inspired by BigBeluga's "Dynamic Liquidity HeatMap Profile" indicator. The volume-normalized, pivot-based liquidity bias methodology is adapted from their approach. BigBeluga's work can be found at: tradingview.com/u/BigBeluga/ Please visit and support their original publications directly. 🏆 Libertus → Block I (RSI Divergence) implements the divergence detection method from Libertus's "RSI Divergences" indicator. Thank you to all three creators for sharing their knowledge with the community. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ DISCLAIMER — PLEASE READ IN FULL ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ APEX ELITE is a technical analysis tool published for EDUCATIONAL and INFORMATIONAL purposes only. ❌ It does NOT constitute financial advice. ❌ It does NOT constitute investment advice. ❌ It does NOT constitute trading recommendations. ❌ It is NOT a solicitation to buy or sell any financial instrument. All information displayed by this indicator is derived from historical price data and mathematical calculations. Past signal performance does NOT guarantee or predict future results. Financial markets are inherently unpredictable and all trading involves significant risk, including the potential loss of your entire invested capital. The author of APEX ELITE is not a licensed financial advisor, broker, dealer, or investment professional. Nothing in this indicator or its documentation should be interpreted as personalized investment advice tailored to your individual financial situation, risk tolerance, or investment objectives. YOU are solely responsible for all trading decisions you make. Always conduct your own independent research and due diligence. Always use proper risk management — including position sizing and stop-loss orders. Never trade with money you cannot afford to lose. If you are uncertain about any aspect of trading or investing, consult a licensed financial professional in your jurisdiction. By adding this indicator to your chart, you acknowledge that you have read and understood this disclaimer, and that any trading decisions you make based on or influenced by this indicator are entirely your own responsibility. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Pine Script v6 · Not Financial Advice · Educational Use Only ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ EOF
Pine Script® indicator
by ALA3
Guac's Daily ATR Box (Remaining > Locked w/ Extensions)This script is an intraday visualization tool that uses the Average True Range (ATR) from the Daily timeframe to show, in real time, how much of the day’s typical range has been “used” and when the day’s move has fully consumed that range. Once the daily ATR is “filled,” the script locks that ATR zone for the rest of the day and highlights any additional movement beyond it (ATR extensions). --- What the script does 1) Pulls Daily ATR and anchors it for intraday use 2) Tracks the day’s current high and low intraday * As each intraday bar prints, it updates: - dayHigh = the highest price so far today - dayLow = the lowest price so far today 3) Shows a “Remaining ATR” zone that adapts in real time (pre-fill) * Before the day has used a full ATR of range, the script draws a primary box (Segment 0) that represents the remaining potential movement inside the day’s ATR “budget.” * Conceptually throughout the day the box “shrinks” to visualize how much range is left: - As new highs are made, some of the “budget” is spent upward. - As new lows are made, some of the “budget” is spent downward. 4) Detects when the day’s range has “filled” ATR and locks the zone * The script considers ATR “filled” when: - (dayHigh − dayLow) ≥ Daily ATR * At the first moment this happens: - The script locks Segment 0 into a static ATR zone for the remainder of the day. - It also records whether the zone was locked from the day’s low upward or from the day’s high downward (shown as LOW-ANCHORED / HIGH-ANCHORED). 5) Highlights extensions beyond the locked ATR zone (post-fill) * After the ATR zone is locked: - Any move beyond that locked zone triggers “extension” boxes. - Extensions are shown as additional ATR-sized blocks above or below the locked zone. * Extension colors escalate by distance: - ATR×1+ extension (first block outside) = yellow - ATR×2+ extension (second block) = orange - ATR×3+ extension (third block and beyond) = red This makes it visually obvious when price is no longer moving within a “normal” daily range and is now in volatility expansion / extension territory. 6) HUD status display * A small HUD table shows: - The ticker and Daily ATR value - Whether the ATR range is still LIVE (adapting with remaining dollars) or Range Filled & Locked
Pine Script® indicator
by ExtraGuacAM
Precision SPXPrecision SPX — Multi‑Timeframe Levels + Automated Alerts for SPX Traders Precision SPX is a manual‑control Support and Resistance system built for SPX traders who rely on structure, precision, and daily level updates. It plots Monthly, Weekly, Daily, and Daily Range levels to map where price may react, reverse, or consolidate. This version includes a full alert engine that notifies you the moment price interacts with any level. Core Features Multi‑Timeframe Levels The indicator plots a complete structure: Monthly Levels — High & Low Weekly Levels — High & Low Daily Levels — Six total (4 Red, 2 Pink) Daily Range Levels — High & Low All levels are manually entered for maximum precision. Customizable Visuals Adjustable label size Adjustable horizontal label placement Toggle level labels on/off Clean color‑coded hierarchy ES/SPY Conversion Support Optional manual ES spread or SPY ratio input Automatically adjusts SPX levels Lightweight & User‑Friendly No repainting No heavy calculations Easy to integrate into any chart layout How It Works Precision SPX plots manually‑controlled Support and Resistance levels across multiple timeframes. Each level is labeled and color‑coded so you can quickly identify: Higher‑timeframe structure Daily intraday reaction zones Overnight range boundaries Breakout and reversal points How to Use It 1. Apply the Indicator Add Precision SPX to your chart. 2. Enter Your Levels Input your Daily, Daily Range, Weekly, and Monthly levels into the string fields. 3. Trade With Structure Use the plotted levels to identify: Reversals Breakouts Retests Stop‑loss placement High‑probability reaction zones Combine with trendlines, volume profile, or oscillators for confirmation. Built‑In Alerts Precision SPX includes a complete alert engine so you can receive notifications when price crosses any level. Alert Modes Any alert() function call — triggers when price crosses any level, with duplicate‑candle suppression. Individual Level Alerts — choose a specific level such as: R2_Hi, R1_Hi, P_Hi, P_Lo, R1_Lo, R2_Lo, DR_Hi, DR_Lo, W_Hi, W_Lo, M_Hi, M_Lo. Level Categorization Daily Levels: Red: R2_Hi, R1_Hi, R1_Lo, R2_Lo Pink: P_Hi, P_Lo Daily Range: DR_Hi, DR_Lo Weekly Levels: W_Hi, W_Lo Monthly Levels: M_Hi, M_Lo How to Add Alerts Open the TradingView alert panel Select Precision SPX as the condition Choose Any alert() function call or a specific level Set expiration, message, and notification preferences Save Daily Workflow Because SPX levels change daily: Update your daily string values Create a new alert each day (TradingView requires this for updated values) Alerts will trigger based on the conditions you select Release Notes — Precision SPX Feb 2026 — Major Update Full alert engine added “Any alert() function call” support Duplicate‑candle suppression Complete level categorization Daily update workflow Cleaned and reorganized structure Legacy Notes (From Precision Levels) Jun 12, 2025 Added highlighted price labels with adjustable size Added ES/SPY conversion inputs Dragging disabled when conversion is active Jun 28, 2025 Added customizable label placement Reordered string input structure Standardized daily color order Added toggle for level labels Nov 8, 2025 Added Daily Range levels Updated string hierarchy Example structure: Red, Red, Pink, Pink, Red, Red, DR_Hi, DR_Lo, Weekly, Weekly, Monthly, Monthly
Pine Script® indicator
by PrecisionLevelsSpx
Institutional Value Relocation VerdictSummary in one paragraph Value Relocation Verdict ARD is an acceptance versus rejection classifier for liquid instruments on intraday to daily timeframes. It helps you act only when multiple conditions align after price pushes beyond a boundary. It is original because it treats every break as a probe and scores whether value is relocating using a break anchored VWAP relocation metric fused with time outside, extension, outside volume share, pullback quality, and failure velocity back into value. Add it to a clean chart, read the compact decision table, and use the visuals or alerts. Shapes can move while the bar is open and settle on close. For conservative alerts select on bar close. Scope and intent • Markets. Major FX pairs, index futures, large cap equities, liquid crypto • Timeframes. One minute to daily • Default demo used in the publication. NQ1! on 15 minute • Purpose. Prevent trading raw breakouts and raw fades before the market proves acceptance or rejection • Limits. This is an indicator. It does not place orders and does not simulate fills Originality and usefulness This is not a mashup of common indicators. It is a state machine that measures what happens after a boundary is breached. • Unique concept or fusion. Breaks are treated as probes and classified by value relocation using break anchored VWAP plus behavioral metrics outside the boundary • What failure mode it addresses. False starts in chop, one bar breakouts that reverse, and fades taken too early when value is actually relocating • Testability. The table shows the live decision, the two competing scores, and the driver metrics so users can verify why a suggestion appears • Portable yardstick. All distances are normalized in ATR units so thresholds travel better across symbols • Protected scripts. Public open source, implementation visible Method overview in plain language Base measures • Range basis. True Range smoothed with ATR over ATR length • Value basis. Session anchored VWAP defines a value center, with a configurable VWAP band as the value zone Components • Boundary selection. Choose prior day high and low, opening range, prior week high and low, VWAP band edges, or custom levels • Probe state. A probe begins when price crosses a boundary. The boundary is frozen for the probe so time outside and velocity are measured consistently • Acceptance score. A 0 to 100 score built from closes outside, max extension beyond the boundary, outside volume ratio, break anchored VWAP relocation, defense touches, expansion context, and a pullback penalty • Rejection score. Evaluated only when price re enters the boundary. It fuses sweep size, snapback depth, fail velocity, speed of re entry, RVOL, compression context, and a value zone re entry bonus • Context regime. A light regime classifier uses session VWAP slope and a higher timeframe EMA slope to bias acceptance slightly in trend direction and boost rejection slightly in ranges • Session windows optional. Session follows the exchange time of the chart. Verify when changing symbol or venue Fusion rule • Two separate scores are maintained during a probe: Acceptance score and Rejection risk • During the probe, the table shows a Lean decision based on the score spread: Acceptance score minus Rejection risk • Thresholds for ACC and REJ are explicit in Inputs and the drivers are visible in the table Signal rule • ACC Up appears when a probe above the boundary reaches acceptance score threshold for the configured confirm bars, closes remain outside the buffer, and chase distance is not excessive • ACC Down is symmetric for probes below the boundary • REJ Up appears when price re enters the boundary after probing above and rejection score meets its threshold • REJ Down is symmetric for probes below the boundary • WAIT shows when no probe is active or when neither side has a clear edge What you will see on the chart • Active boundary line. Thick line at the frozen probe boundary • Value zone. Optional VWAP band fill and optional VWAP lines for context • Probe band. Optional thin band around the boundary equal to the outside buffer • Break VWAP. Optional line during the probe that shows break anchored VWAP • Markers. ACC and REJ markers on the bar where the model resolves • Optional plan overlay. Entry, stop, and target lines for the last resolved signal, informational only • Compact table. A decision dashboard with Lean, State, Regime, ACC score, REJ risk, and the drivers Table fields and quick reading guide • Decision. Lean ACC, Lean REJ, or Wait • State. Idle, Probe Above, Probe Below, Waiting Levels, or Out of Session • Regime. Trend Up, Trend Down, or Range • ACC Score. 0 to 100 plus a bar gauge • REJ Risk. 0 to 100 plus a bar gauge • Boundary. Frozen boundary price during the probe • Value VWAP. Session anchored VWAP price • Outside. Closes outside count versus Accept min closes outside • Delta. ACC Score minus REJ Risk, used to express separation • Drivers shown by preset. Extension ATR, Reloc ATR, Out Vol, Pull ATR, RVOL, Fail Vel, Sweep ATR, Snap ATR, Expansion, Compression Reading tip. When Session is ON and Delta shows clear separation, outcomes tend to be easier to manage than when both scores are similar. Inputs with guidance Setup • Theme. Dark or Light. Matches chart background for readability • Preset. Minimal, Standard, Pro. Minimal is the clean chart default • Session and Require session. Typical use is ON for index futures and intraday equity sessions • Cooldown bars. Typical range 0 to 15. Higher reduces clustered probes • Max probe bars. Typical range 20 to 120. Lower avoids stale probes • Decision delta. Typical range 10 to 25. Higher demands more separation before leaning Levels • Mode. Prev Day HL, Opening Range, Prev Week HL, VWAP Band, Custom • Opening range minutes. Typical 15 to 60 on intraday charts • Break trigger. Close is more conservative. Wick is earlier but noisier • VWAP band width ATR. Typical 0.5 to 1.5 • Custom upper and Custom lower. Only active in Custom mode. Both must be greater than 0 and upper must be greater than lower Scoring • Outside buffer ATR. Typical 0.05 to 0.30. Higher requires stronger closes outside • Accept min closes outside. Typical 3 to 10. Higher confirms slower relocations • Accept min extension ATR. Typical 0.6 to 1.8. Higher demands stronger expansion • Accept min outside volume ratio. Typical 0.45 to 0.80. Higher demands conviction • Accept min relocation ATR. Typical 0.10 to 0.50. Higher demands value shift beyond the boundary • Accept max pullback ATR. Typical 0.30 to 1.00. Lower penalizes weak holding • Accept confirm bars. Typical 1 to 3. Higher reduces one bar acceptance • Accept score threshold. Typical 60 to 85 • Accept max chase distance ATR. Typical 0.8 to 2.0. Lower avoids late entries • Defense touches needed and defense touch distance ATR. Use 0 to disable. Typical 1 to 2 touches, 0.15 to 0.35 distance Rejection scoring • Reject max closes outside before re entry. Typical 2 to 6. Lower demands fast failure • Reject min fail velocity. Typical 0.3 to 1.0. Higher demands sharper failure • RVOL length and reject min RVOL. Typical 20 and 1.1 to 1.8 • Reject min sweep ATR and reject min snapback ATR. Typical sweep 0.25 to 0.80, snap 0.10 to 0.50 • Reject score threshold. Typical 60 to 85 Context • Context timeframe. Typical 15, 30, or 60 minutes for intraday • Context EMA length. Typical 34 to 100 • VWAP slope bars and trend slope threshold. Typical 4 to 12 bars, threshold 0.05 to 0.15 • Bias scores by regime. ON by default. Turn OFF if you want pure probe math only UI • Show signals, probe band, value fill, value lines, signal labels • Table position and table size Clean default. Minimal preset with value fill ON, value lines OFF, and labels OFF Usage recipes Intraday trend focus • Preset Standard • Context timeframe 30 • Bias scores by regime ON • Accept score threshold 75 • Reject score threshold 80 • Break trigger Close • Decision delta 20 Intraday mean reversion focus • Preset Standard • Mode Prev Day HL or Opening Range • Bias scores by regime ON • Reject max closes outside 3 • Reject min sweep 0.35 and snapback 0.20 • Reject score threshold 70 • Decision delta 15 Swing continuation • Timeframe 60 minutes to 4 hours • Context timeframe 1 day • Increase Accept min closes outside and Accept confirm bars • Increase Max probe bars • Use Close trigger • Raise Decision delta Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • No certainty about the future • Intrabar motion reminder. Shapes can move while a bar forms and settle on close • Standard candles are recommended. Non standard chart types change OHLC and can alter the meaning of sweeps and snapbacks Honest limitations and failure modes • Economic releases and thin liquidity can invalidate sweep and relocation behavior • Gap heavy symbols can distort intrabar probe stats on small timeframes • Very quiet regimes reduce score separation. Consider longer windows or higher thresholds • Session windows use the exchange time of the chart • Custom mode requires valid upper and lower values or the script will wait Open source reuse and credits • None Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs.
Pine Script® indicator
by exlux
Market Internals SPY[TP]# Market Internals SPY Dashboard - TradingView Publication ## 📊 Overview **Market Internals SPY ** is a comprehensive multi-factor market sentiment dashboard designed specifically for SPY (S&P 500 ETF) traders. This indicator combines four powerful market breadth signals into one easy-to-read interface, helping traders identify high-probability setups and avoid false breakouts. --- ## 🎯 What Makes This Indicator Unique? Unlike single-indicator tools, this dashboard synthesizes **multiple market internals** to provide confluence-based trading signals: - **CPR (Central Pivot Range)** - Institutional pivot levels - **VIX (Volatility Index)** - Fear gauge - **Put/Call Ratio** - Options sentiment with dynamic crossover alerts - ** USI:ADD (Advance/Decline Line)** - Market breadth strength All presented in a clean, real-time dashboard with visual alerts directly on your chart. --- ## 📈 Key Features ### 1. **Static Daily CPR Levels** - Automatically plots Top CPR, Pivot, and Bottom CPR - Levels remain fixed throughout the trading day (no repainting) - **Trend Bias Indicator**: Green = Current Pivot > Previous Pivot (Bullish structure) ### 2. **Put/Call Ratio Crossover System** - 10-period SMA smoothing for cleaner signals - **Bullish Signal** (Green background): Put/Call crosses below SMA - Indicates decreasing hedging activity (bullish) - **Bearish Signal** (Red background): Put/Call crosses above SMA - Indicates increasing hedging activity (bearish) ### 3. **Price/Breadth Divergence Detection** - **Yellow Candles**: Highlight when price and USI:ADD diverge - Price rising but USI:ADD falling = Potential reversal - Price falling but USI:ADD rising = Possible bottom ### 4. **Comprehensive Real-Time Dashboard** A top-right table displaying: - **CPR Trend Bias**: Bullish/Bearish structure - **VIX Level**: Current value + directional bias - **Put/Call Ratio**: Live value + trend arrows - **AD Line**: Breadth strength with directional indicators ### 5. **Intelligent Bar Coloring** - **Green bars**: USI:ADD rising (breadth improving) - **Red bars**: USI:ADD falling (breadth deteriorating) - **Yellow bars**: Divergence warning (potential reversal) --- ## 🔧 How to Use ### Setup Instructions 1. **Add to Chart**: Apply to SPY on your preferred intraday timeframe (5m, 15m, 30m, 1H) 2. **Configure Symbols** (if needed): - Default settings work for most platforms - If "PCC" doesn't load, try: `PCCR`, `INDEX:PCC`, `USI:PCC`, or `CBOE:PCC` - Ensure you have market internals data access ( USI:ADD , VIX) ### Trading Signals #### 🟢 **Bullish Confluence** (High-Probability Long Setup) - CPR Trend = BULLISH - VIX falling or low (<20) - Put/Call below SMA (or green background crossover) - USI:ADD rising (green bars) - **Entry**: Look for bullish price action at support levels #### 🔴 **Bearish Confluence** (High-Probability Short Setup) - CPR Trend = BEARISH - VIX rising or elevated (>25) - Put/Call above SMA (or red background crossover) - USI:ADD falling (red bars) - **Entry**: Look for bearish rejection at resistance #### ⚠️ **Divergence Warning** - Yellow candles indicate mismatch between price and breadth - Consider profit-taking or reversals when divergence appears at extremes ### Best Practices - **Multi-Timeframe Confirmation**: Check higher timeframes (4H, Daily) for trend alignment - **Volume Confirmation**: Combine with volume analysis for stronger signals - **Risk Management**: Always use stop losses; no indicator is 100% accurate - **News Awareness**: Be cautious around major economic releases --- ## 📚 Understanding the Components ### CPR (Central Pivot Range) Traditional floor trader pivot levels calculated from previous day's High, Low, Close: - **Pivot (PP)** = (High + Low + Close) / 3 - **Top CPR (TC)** = (PP - BC) + PP - **Bottom CPR (BC)** = (High + Low) / 2 ### VIX (Volatility Index) - **< 15**: Complacency, potential for sudden moves - **15-20**: Normal conditions - **20-30**: Elevated uncertainty - **> 30**: High fear, potential bottoming process ### Put/Call Ratio - **< 0.7**: Excessive optimism (contrarian bearish) - **0.7-1.0**: Balanced sentiment - **> 1.0**: Defensive positioning (contrarian bullish potential) ### USI:ADD (NYSE Advance/Decline) - **> 0**: More stocks advancing than declining (bullish breadth) - **< 0**: More stocks declining than advancing (bearish breadth) - **Extreme readings** (±2000+): Potential exhaustion --- ## ⚙️ Customization Options ### Input Parameters - **AD Line Symbol**: Default "ADD" (try "ADVN" or "NYSE:ADD" if needed) - **VIX Symbol**: Default "VIX" (try "CBOE:VIX" if needed) - **Put/Call Symbol**: Default "PCC" (alternatives listed above) ### Color Scheme - Blue: CPR levels - Purple: Pivot point - Green: Bullish signals/backgrounds - Red: Bearish signals/backgrounds - Yellow: Divergence warnings --- ## 💡 Pro Tips 1. **Wait for Confluence**: Don't trade on a single indicator - wait for 3+ signals to align 2. **Use CPR as Dynamic S/R**: Price tends to react at TC and BC levels 3. **Watch the Crossovers**: Put/Call crossovers often precede significant moves 4. **Monitor Divergences**: Yellow candles at key levels are high-value signals 5. **Combine with Price Action**: This tool confirms direction - you still need entry triggers --- ## ⚠️ Limitations & Disclaimers - Requires **premium data** for USI:ADD and VIX on most platforms - Best suited for **intraday SPY trading** (may adapt to other indices) - **Not a standalone system** - use with proper risk management - Past performance does not guarantee future results - Always backtest before live trading --- ## 🎓 Example Scenario **Bullish Setup**: - 9:45 AM EST: Price pulls back to Bottom CPR - Dashboard shows: ✅ Bullish CPR Bias, ✅ VIX 16.5 (falling), ✅ Put/Call 0.68 ⬇️ Bull, ✅ USI:ADD +850 ⬆️ - Green background flashes (Put/Call crossunder) - **Action**: Enter long at BC with stop below TC of previous day --- ## 📊 Ideal Timeframes - **Primary**: 5-minute, 15-minute (day trading) - **Secondary**: 30-minute, 1-hour (swing entries) - **Confirmation**: Daily chart for trend context --- ## 🔄 Updates & Support This indicator is actively maintained. If you encounter symbol loading issues: 1. Check your data provider includes market internals 2. Try alternative symbols in inputs 3. Ensure you're using a premium TradingView plan (if required) --- ## 📝 Version Information - **Version**: 5 (Pine Script v5) - **Type**: Overlay Indicator - **Author**: tapaspattanaik - **Category**: Market Internals / Breadth Analysis --- ## 🏆 Final Thoughts This indicator is designed for **serious traders** who understand that edge comes from confluence, not single signals. By combining institutional pivot levels with real-time market internals, you gain a significant advantage in reading market sentiment and timing entries with precision. **Remember**: The best trades happen when multiple independent factors align. Use this dashboard to find those moments. --- ## 📌 How to Add This Indicator 1. Open TradingView and navigate to Pine Editor 2. Copy the complete script code 3. Click "Add to Chart" 4. Configure symbols if needed (see Setup Instructions above) 5. Adjust position/colors to your preference --- **Happy Trading! 📈** *This indicator is for educational purposes. Always manage risk appropriately and never risk more than you can afford to lose.* --- ### Tags `#SPY` `#MarketInternals` `#CPR` `#VIX` `#PutCallRatio` `#BreadthAnalysis` `#DayTrading` `#SwingTrading` `#TechnicalAnalysis` `#PivotPoints`
Pine Script® indicator
by Tapaspattanaik
SPY Quant ML + Session Filter Strategy [CocoChoco]S&P 500 Quant: Machine Learning & Mean Reversion (Session-Filtered) Overview This is a professional-grade quantitative strategy designed specifically for the S&P 500. It combines classical statistical mean reversion (Z-Score) with a modern Machine Learning filter and rigorous institutional-grade risk management. The strategy is optimized for traders who prioritize high win rates and capital preservation, specifically avoiding the "gap risk" associated with holding positions overnight. Core Methodology 1. Statistical Entry (The Z-Score Engine) The strategy identifies "oversold" conditions in a bullish context. It calculates the Z-Score of the price relative to its 20-period Mean (SMA). By default, it looks for a -1.2 Standard Deviation extension, signaling a high-probability "dip" ripe for a snap-back to the mean. 2. Trend & ML Filters To avoid "catching a falling knife," the strategy uses two layers of confirmation: Trend Filter: Only takes Long positions when the price is above the 200-period SMA, ensuring we only buy dips in a confirmed uptrend. ML Correlation Filter: A Machine Learning-inspired module that analyzes the correlation between RSI and Volatility (ATR). It only permits entries when market internal dynamics suggest a reversal is technically "healthy." 3. Institutional Risk Management This script is built for "safety-first" automation: Hard Stop Loss: Fixed at 1.5% to protect against sudden market shocks. Active Trailing: A dual-trigger trailing stop. It activates once the price touches the 20 SMA (The Mean) OR once a trade reaches a 0.50% profit threshold. This ensures near-winners are protected and large runners are captured. Intraday Circuit Breaker: Includes a Max Daily Drawdown (2%) limit. If hit, the script automatically closes losing positions and halts trading for the day, while allowing winning positions to continue. Key Features Session-Specific: Tailored for the US Trading Session (UTC/NY times). Zero Overnight Risk: Automatically flattens all positions before the market close (16:00 NY Time). Holiday Intelligence: Hard-coded logic for US Market Holidays and Early Closes (2026–2028), ensuring the bot doesn't get stuck in illiquid holiday markets. Hourly Entry Cap: Limits entries to one per hour to prevent over-concentration during a single price leg. How to Use Timeframe: I suggest you use it on the 5-minute or 1-hour timeframe for optimal results. Instrument: Designed for the S&P 500, but highly effective on SPY, IVV, and ES (Futures). Pyramiding: Designed to handle up to 3 concurrent positions, allowing the strategy to scale into a move as the Z-Score deepens. Automation Ready This script is fully compatible with webhook-based automation tools. All signals (Entry, SL, Trail, Market Close, and Daily Limit) are clearly labeled in the Alert comments for seamless execution. I haven't tasted it though. This is not financial advice. Please perform your own tests and manage your risk. Disclaimer Past performance does not guarantee future results. This script is a tool for quantitative analysis and should be used as part of a broader diversified trading plan.
Pine Script® strategy
by CocoChoco1
Guac's MAs, BBs, and ADX (SMA/EMA/BB + ADX/DI + Daily ATR)As someone who browses through numerous TradingView scripts, I find many ideas/functions that I find useful. However, sometimes I find certain features that I don't find useful or that could be added to make something more useful. Because of this I designed this script to collectively encompass functionality of the items/indicators I find useful when looking at an index/equity chart. This script was desgined/inspired to keep the chart clean while providing signal context for trend, volatility, price action, and regime conditions. Summary of what this script does: Plots a compact, customizable set of SMAs + EMAs for structure and trend layering. Adds Bollinger Bands with expansion/contraction coloring to visualize volatility state. Optionally overlays ADX/DI regime context, including: • an ADX-based “regime fill” (temperature-style colors) on the BB fill • optional DI+ / DI- cross markers for directional shift awareness • expanded ADX regime labels (Dead Chop → Very Strong/Extended) • optional “ADX momentum” (smoothed ADX slope) in the status label to show regime acceleration/decay Provides a small corner “Regime Status Label” that summarizes ADX regime (with numeric ADX) when enabled. Optionally appends Daily ATR (value + momentum) to the same label for range/volatility context that is consistent across intraday timeframes. I always find it frustrating when I am testing or playing with someones indicator and they don't have tooltips implemented so that I can understand the purpose of their parameters and the inputs. I have specifically tried to implement tooltip info bubbles next to every parameter input to give a short explanation of the parameter and it's purpose
Pine Script® indicator
by ExtraGuacAM
0DTE Credit-Spread Morning FilterUPDATE: NATIVE ALERTS ADDED! You asked, we delivered. You no longer need to sit and stare at the dashboard waiting for a green signal. 1. New "Trade Entry Signal" Alert: I have added a custom alert condition to the code. This triggers the exact moment the dashboard flips from "NO TRADE" to "GREEN" (Strategy Found). 2. How to set it: Simply click the "Create Alert" button (clock icon) in TradingView, select this indicator, and choose "Trade Entry Signal" from the list. Now you can get notified on your phone or desktop instantly when the market conditions align for a 0DTE play. Happy Trading!
Pine Script® indicator
by oXXo1
2
Advanced Confluence DashboardAdvanced Confluence Dashboard - Multi-Indicator Technical Analysis Tool OVERVIEW The Advanced Confluence Dashboard is a comprehensive technical analysis tool designed to help traders identify high-probability trade setups by tracking multiple technical indicators simultaneously. The indicator displays up to 13 different technical confluences in an easy-to-read dashboard format, providing both individual signals and an overall market bias percentage. Switch between full table view and condensed view for maximum chart flexibility. FEATURES - 13 Technical Confluences: RSI, VWAP, EMA Cross (9/21), MACD, Stochastic, Trend (50 EMA), Bollinger Bands, ADX Strength, Price Momentum, Volume Breakout, VWAP Bands, 200 EMA, and Price Action (Higher Highs/Lower Lows) - Real-time Confluence Scoring: Automatically calculates bullish vs bearish signal strength - Multi-Timeframe Support: Analyze indicators on any timeframe while viewing your chart on another - Customizable Display: Toggle individual indicators on/off, adjust table position, size, and transparency - ATR Information: Optional ATR display for volatility-based position sizing - Condensed View Mode: Ultra-minimal display showing only confluence score and ATR (perfect for scalpers who want maximum chart visibility) - Full Table View: Detailed breakdown of each indicator's value and signal - Color-Coded Signals: Green (bullish), red (bearish), white (neutral) for instant visual clarity HOW IT WORKS The indicator evaluates each enabled technical indicator and assigns it either a bullish or bearish signal based on its current state. The confluence score shows how many indicators are aligned in each direction, giving you a clear percentage-based view of market bias. For example, if 8 out of 13 indicators are bullish, you'll see a 62% LONG BIAS signal. DISPLAY MODES Full View: Shows all enabled indicators with their current values and signals in a detailed table format. Perfect for understanding exactly which indicators are bullish or bearish and why. Condensed View: Shows only the confluence score (e.g., "4/13 LONG | 9/13 SHORT - SHORT BIAS 69%") and optional ATR information. This minimal display keeps your chart clean while still providing the essential confluence data you need for quick trading decisions. Ideal for scalpers and traders who want maximum chart space. CONFLUENCES EXPLAINED - RSI: Momentum oscillator (>50 bullish, <50 bearish, shows overbought/oversold) - VWAP: Volume-weighted average price (above = bullish, below = bearish) - EMA Cross: Fast EMA (9) vs Slow EMA (21) with price position - MACD: Trend-following momentum (line above signal = bullish) - Stochastic: Momentum oscillator (>50 bullish, <50 bearish) - Trend (50 EMA): Price position relative to 50-period EMA - Bollinger Bands: Volatility and mean reversion (above middle = bullish) - ADX Strength: Trend strength indicator (shows strong trends) - Price Momentum: Rate of price change over specified period - Volume Breakout: Detects unusual volume with directional bias - VWAP Bands: Standard deviation bands around VWAP - 200 EMA: Long-term trend indicator - Price Action: Higher Highs and Lower Lows pattern detection SETTINGS Timeframe Settings: - Indicator Timeframe: Analyze indicators on a different timeframe than your chart Display Options: - Condensed View: Toggle between full table and minimal display - Show ATR Info: Display/hide ATR information - Table Position: 9 positions (top/middle/bottom + left/center/right) - Text Size: Auto, tiny, small, normal, large, huge - Table Transparency: 0-100% - Border Width: 1-5 pixels Confluence Toggles: - Enable/disable any of the 13 confluences individually - Confluence score automatically adjusts based on enabled indicators Indicator Settings: - RSI Length (default: 14) - ATR Length (default: 14) - Fast/Slow EMA (default: 9/21) - Trend EMA (default: 50) - Volume SMA Length (default: 20) - Volume Breakout Multiplier (default: 2.0x) - Bollinger Bands Length/StdDev (default: 20/2.0) - ADX Length (default: 14) - ADX Strength Threshold (default: 25) - Momentum Length (default: 10) IDEAL USE CASES - Scalping: Quick identification of confluence for fast entries/exits - use condensed view for clean charts - Day Trading: Multi-timeframe analysis for intraday setups - Swing Trading: Confirmation of longer-term bias - Risk Management: Higher confluence = higher probability trades - Trade Filtering: Only take trades when confluence reaches your threshold - Multi-Monitor Setups: Use condensed view on execution charts, full view on analysis charts HOW TO USE 1. Add the indicator to your chart 2. Toggle on/off the confluences you prefer to use 3. Choose between Full View (detailed) or Condensed View (minimal) 4. Adjust the table position and size to your preference 5. Look for high confluence percentages (70%+ is strong bias) 6. Use the individual indicator signals (full view) to understand market structure 7. Combine with your trading strategy for entry/exit confirmation TIPS - Use Condensed View when scalping to keep your chart clean and uncluttered - Switch to Full View when you need to analyze which specific indicators are conflicting - Higher confluence doesn't guarantee success - always use proper risk management - Consider using 60%+ confluence as a minimum threshold for trades - Pay attention to which specific indicators are aligned vs conflicting - Use the ATR display for quick reference on position sizing - Experiment with different timeframes to find what works for your style - Disable indicators you don't use to simplify your confluence scoring DISCLAIMER This indicator is for educational and informational purposes only. It does not constitute financial advice, investment advice, trading advice, or any other type of advice. Trading and investing in financial markets involves substantial risk of loss and is not suitable for every investor. Past performance is not indicative of future results. Always do your own research and consult with a qualified financial advisor before making any investment decisions.
Pine Script® indicator
by TradeManager_PRO
4
US Market Long Horizon Momentum Summary in one paragraph US Market Long Horizon Momentum is a trend following strategy for US index ETFs and futures built around a single eighteen month time series momentum measure. It helps you stay long during persistent bull regimes and step aside or flip short when long term momentum turns negative. Scope and intent • Markets. Large cap US equity indices, liquid US index ETFs, index futures • Timeframes. 4h/ Daily charts • Default demo used in the publication. SPY on 4h timeframe chart • Purpose. Provide a minimal long bias index timing model that can reduce deep drawdowns and capture major cycles without parameter mining • Limits. This is a strategy. Orders are simulated on standard candles only Originality and usefulness • Unique concept or fusion. One unscaled multiple month log return of an external benchmark symbol drives all entries and exits, with optional volatility targeting as a single risk control switch. • Failure mode addressed. Fully passive buy and hold ignores the sign of long horizon momentum and can sit through multi year drawdowns. This script offers a way to step down risk in prolonged negative momentum without chasing short term noise. • Testability. All parameters are visible in Inputs and the momentum series is plotted so users can verify every regime change in the Tester and on price history. • Portable yardstick. The log return over a fixed window is a unit that can be applied to any liquid symbol with daily data. Method overview in plain language The method looks at how far the benchmark symbol has moved in log return terms over an eighteen month window in our example. If that long horizon return is positive the strategy allows a long stance on the traded symbol. If it is negative and shorts are enabled the strategy can flip short, otherwise it goes flat. There is an optional realised volatility estimate on the traded symbol that can scale position size toward a target annual volatility, but in the default configuration the model uses unit leverage and only the sign of momentum matters. Base measures Return basis. The core yardstick is the natural log of close divided by the close eighteen months ago on the benchmark symbol. Daily log returns of the traded symbol feed the realised volatility estimate when volatility targeting is enabled. Components • Component one Momentum eighteen months. Log of benchmark close divided by its close mom_lookback bars ago. Its sign defines the trend regime. No extra smoothing is applied beyond the long window itself. • Component two Realised volatility optional. Standard deviation of daily log returns on the traded symbol over sixty three days. Annualised by the square root of 252. Used only when volatility targeting is enabled. • Optional component Volatility targeting. Converts target annual volatility and realised volatility into a leverage factor clipped by a maximum leverage setting. Fusion rule The model uses a simple gate. First compute the sign of eighteen month log momentum on the benchmark symbol. Optionally compute leverage from volatility. The sign decides whether the strategy wants to be long, short, or flat. Leverage only rescales position size when enabled and does not change direction. Signal rule • Long suggestion. When eighteen month log momentum on the benchmark symbol is greater than zero, the strategy wants to be long. • Short suggestion. When that log momentum is less than zero and shorts are allowed, the strategy wants to be short. If shorts are disabled it stays flat instead. • Wait state. When the log momentum is exactly zero or history is not long enough the strategy stays flat. • In position. In practice the strategy sits IN LONG while the sign stays positive and flips to IN SHORT or flat only when the sign changes. Inputs with guidance Setup • Momentum Lookback (months). Controls the horizon of the log return on the benchmark symbol. Typical range 6 to 24 months. Raising it makes the model slower and more selective. Lowering it makes it more reactive and sensitive to medium term noise. • Symbol. External symbol used for the momentum calculation, SPY by default. Changing it lets you time other indices or run signals from a benchmark while trading a correlated instrument. Logic • Allow Shorts. When true the strategy will open short positions during negative momentum regimes. When false it will stay flat whenever momentum is negative. Practical setting is tied to whether you use a margin account or an ETF that supports shorting. Internal risk parameters (not exposed as inputs in this version) are: • Target Vol (annual). Target annual volatility for volatility targeting, default 0.2. • Vol Lookback (days). Window for realised volatility, default 63 trading days. • Max Leverage. Cap on leverage when volatility targeting is enabled, default 2. Usage recipes Swing continuation • Signal timeframe. Use the daily chart. • Benchmark symbol. Leave at SPY for US equity index exposure. • Momentum lookback. Eighteen months as a default, with twelve months as an alternative preset for a faster swing bias. Properties visible in this publication • Initial capital. 100000 • Base currency. USD • Default order size method. 5% of the total capital in this example • Pyramiding. 0 • Commission. 0.03 percent • Slippage. 3 ticks • Process orders on close. On • Bar magnifier. Off • Recalculate after order is filled. Off • Calc on every tick. Off • All request.security calls use lookahead = barmerge.lookahead_off Realism and responsible publication The strategy is for education and research only. It does not claim any guaranteed edge or future performance. All results in Strategy Tester are hypothetical and depend on the data vendor, costs, and slippage assumptions. Intrabar motion is not modeled inside daily bars so extreme moves and gaps can lead to fills that differ from live trading. The logic is built for standard candles and should not be used on synthetic chart types for execution decisions. Performance is sensitive to regime structure in the US equity market, which may change over time. The strategy does not protect against single day crash risk inside bars and does not model gap risk explicitly. Past behavior of SPY and the momentum effect does not guarantee future persistence. Honest limitations and failure modes • Long sideways regimes with small net change over eighteen months can lead to whipsaw around the zero line. • Very sharp V shaped reversals after deep declines will often be missed because the model waits for momentum to turn positive again. • The sample size in a full SPY history is small because regime changes are infrequent, so any test must be interpreted as indicative rather than statistically precise. • The model is highly dependent on the chosen lookback. Users should test nearby values and validate that behavior is qualitatively stable. Legal Education and research only. Not investment advice. You are responsible for your own decisions. Always test on historical data and in simulation with realistic costs before any live use.
Pine Script® strategy
by exlux
SPY Daily Gamma Levels [Manual Input With Alerts]Overview This indicator plots key options-based support and resistance levels (Gamma Exposure / GEX) directly on your chart. Unlike standard technical analysis, these levels (Call Wall, Gamma Flip, Put Support, and Volatility Trigger) represent where Market Makers are positioned, often acting as "magnets" or "repellents" for price action. Important Note: TradingView Pine Script cannot currently access external options open interest data natively. Therefore, this is a Manual Input Indicator. You must update the four price levels in the settings each morning before the market opens. Key Features: 4 Key Levels: Plots the Call Wall, Gamma Flip (Zero Gamma), Put Support, and Volatility Trigger. Auto-Cleaning: Automatically deletes yesterday's lines to keep your chart clean; lines only show for the current session. Alerts Included: Built-in alert conditions allow you to set notifications when price crosses the Gamma Flip or breaks the Vol Trigger. Customization: Fully customizable colors and line styles. Best Practices: Timeframe: Works best on 15-minute charts for trend identification and 5-minute charts for entry execution. Strategy: Above Gamma Flip: Market generally stabilizes; dealers buy dips. Below Gamma Flip: Volatility expands; dealers sell rips. Below Vol Trigger: "Danger Zone" – expect accelerated selling pressure. How to Get the Data (The AI Workflow) Since these numbers change daily, I use Google Gemini to fetch the data and remind me every morning. Here is how you can set up the same automated workflow: 1. The Prompt You can ask Gemini (or your preferred AI) the following prompt manually each morning: "Find the daily SPY Call Wall, Gamma Flip, Put Support, and Vol Trigger levels for today to input into my TradingView indicator." 2. Automating the Routine I have set up a scheduled daily reminder with Gemini. To do this yourself, simply ask Gemini: "Can you schedule a daily task to search for these SPY Gamma levels and send them to me every morning at 8:00 AM?" 3. Updating the Chart Receive the notification from the AI. Open the Indicator Settings in TradingView. Type in the new numbers. The chart updates instantly. Disclaimer: This tool is for educational purposes only. Gamma levels are estimates based on Open Interest and Dealer Gamma exposure models. Always manage your risk.
Pine Script® indicator
by CaseInTheMoney
4
SPY/QQQ Customizable Price ConverterThis is a minimalist utility tool designed for Index traders (SPX, NDX, RUT). It allows you to monitor the price of a reference asset (like SPY, QQQ) directly on your main chart without cluttering your screen. Key Features: 1.🖱️ Crosshair Sync for Historical Data (Highlight): Unlike simple info tables that only show the latest price, this script allows for historical inspection. · How it works: Simply move your mouse crosshair over ANY historical candle on your chart. · The script will instantly display the closing price of the reference asset (e.g., SPY) for that specific time in the Status Line (top-left) or the Data Window. Perfect for backtesting and reviewing price action. 2.🔄 Fully Customizable Ticker: Default is set to SPY, but you can change it to anything in the settings. e.g. · Trading NDX Change it to QQQ. · Trading RUT Change it to IWM. 3.📊 Clean Real-Time Dashboard: · A floating table displays the current real-time price of your reference asset. · Color-coded text (Green/Red) indicates price movement. · Fully customizable size, position, and colors to fit your layout.
Pine Script® indicator
by Sewell_
SP500 Session Gap Fade StrategySummary in one paragraph SPX Session Gap Fade is an intraday gap fade strategy for index futures, designed around regular cash sessions on five minute charts. It helps you participate only when there is a full overnight or pre session gap and a valid intraday session window, instead of trading every open. The original part is the gap distance engine which anchors both stop and optional target to the previous session reference close at a configurable flat time, so every trade’s risk scales with the actual gap size rather than a fixed tick stop. Scope and intent • Markets. Primarily index futures such as ES, NQ, YM, and liquid index CFDs that exhibit overnight gaps and regular cash hours. • Timeframes. Intraday timeframes from one minute to fifteen minutes. Default usage is five minute bars. • Default demo used in the publication. Symbol CME:ES1! on a five minute chart. • Purpose. Provide a simple, transparent way to trade opening gaps with a session anchored risk model and forced flat exit so you are not holding into the last part of the session. • Limits. This is a strategy. Orders are simulated on standard candles only. Originality and usefulness • Unique concept or fusion. The core novelty is the combination of a strict “full gap” entry condition with a session anchored reference close and a gap distance based TP and SL engine. The stop and optional target are symmetric multiples of the actual gap distance from the previous session’s flat close, rather than fixed ticks. • Failure mode it addresses. Fixed sized stops do not scale when gaps are unusually small or unusually large, which can either under risk or over risk the account. The session flat logic also reduces the chance of holding residual positions into late session liquidity and news. • Testability. All key pieces are explicit in the Inputs: session window, minutes before session end, whether to use gap exits, whether TP or SL are active, and whether to allow candle based closes and forced flat. You can toggle each component and see how it changes entries and exits. • Portable yardstick. The main unit is the absolute price gap between the entry bar open and the previous session reference close. tp_mult and sl_mult are multiples of that gap, which makes the risk model portable across contracts and volatility regimes. Method overview in plain language The strategy first defines a trading session using exchange time, for example 08:30 to 15:30 for ES day hours. It also defines a “flat” time a fixed number of minutes before session end. At the flat bar, any open position is closed and the bar’s close price is stored as the reference close for the next session. Inside the session, the strategy looks for a full gap bar relative to the prior bar: a gap down where today’s high is below yesterday’s low, or a gap up where today’s low is above yesterday’s high. A full gap down generates a long entry; a full gap up generates a short entry. If the gap risk engine is enabled and a valid reference close exists, the strategy measures the distance between the entry bar open and that reference close. It then sets a stop and optional target as configurable multiples of that gap distance and manages them with strategy.exit. Additional exits can be triggered by a candle color flip or by the forced flat time. Base measures • Range basis. The main unit is the absolute difference between the current entry bar open and the stored reference close from the previous session flat bar. That value is used as a “gap unit” and scaled by tp_mult and sl_mult to build the target and stop. Components • Component one: Gap Direction. Detects full gap up or full gap down by comparing the current high and low to the previous bar’s high and low. Gap down signals a long fade, gap up signals a short fade. There is no smoothing; it is a strict structural condition. • Component two: Session Window. Only allows entries when the current time is within the configured session window. It also defines a flat time before the session end where positions are forced flat and the reference close is updated. • Component three: Gap Distance Risk Engine. Computes the absolute distance between the entry open and the stored reference close. The stop and optional target are placed as entry ± gap_distance × multiplier so that risk scales with gap size. • Optional component: Candle Exit. If enabled, a bullish bar closes short positions and a bearish bar closes long positions, which can shorten holding time when price reverses quickly inside the session. • Session windows. Session logic uses the exchange time of the chart symbol. When changing symbols or venues, verify that the session time string still matches the new instrument’s cash hours. Fusion rule All gates are hard conditions rather than weighted scores. A trade can only open if the session window is active and the full gap condition is true. The gap distance engine only activates if a valid reference close exists and use_gap_risk is on. TP and SL are controlled by separate booleans so you can use SL only, TP only, or both. Long and short are symmetric by construction: long trades fade full gap downs, short trades fade full gap ups with mirrored TP and SL logic. Signal rule • Long entry. Inside the active session, when the current bar shows a full gap down relative to the previous bar (current high below prior low), the strategy opens a long position. If the gap risk engine is active, it places a gap based stop below the entry and an optional target above it. • Short entry. Inside the active session, when the current bar shows a full gap up relative to the previous bar (current low above prior high), the strategy opens a short position. If the gap risk engine is active, it places a gap based stop above the entry and an optional target below it. • Forced flat. At the configured flat time before session end, any open position is closed and the close price of that bar becomes the new reference close for the following session. • Candle based exit. If enabled, a bearish bar closes longs, and a bullish bar closes shorts, regardless of where TP or SL sit, as long as a position is open. What you will see on the chart • Markers on entry bars. Standard strategy entry markers labeled “long” and “short” on the gap bars where trades open. • Exit markers. Standard exit markers on bars where either the gap stop or target are hit, or where a candle exit or forced flat close occurs. Exit IDs “long_gap” and “short_gap” label gap based exits. • Reference levels. Horizontal lines for the current long TP, long SL, short TP, and short SL while a position is open and the gap engine is enabled. They update when a new trade opens and disappear when flat. • Session background. This version does not add background shading for the session; session logic runs internally based on time. • No on chart table. All decisions are visible through orders and exit levels. Use the Strategy Tester for performance metrics. Inputs with guidance Session Settings • Trading session (sess). Session window in exchange time. Typical value uses the regular cash session for each contract, for example “0830-1530” for ES. Adjust if your broker or symbol uses different hours. • Minutes before session end to force exit (flat_before_min). Minutes before the session end where positions are forced flat and the reference close is stored. Typical range is 15 to 120. Raising it closes trades earlier in the day; lowering it allows trades later in the session. Gap Risk • Enable gap based TP/SL (use_gap_risk). Master switch for the gap distance exit engine. Turning it off keeps entries and forced flat logic but removes automatic TP and SL placement. • Use TP limit from gap (use_gap_tp). Enables gap based profit targets. Typical values are true for structured exits or false if you want to manage exits manually and only keep a stop. • Use SL stop from gap (use_gap_sl). Enables gap based stop losses. This should normally remain true so that each trade has a defined initial risk in ticks. • TP multiplier of gap distance (tp_mult). Multiplier applied to the gap distance for the target. Typical range is 0.5 to 2.0. Raising it places the target further away and reduces hit frequency. • SL multiplier of gap distance (sl_mult). Multiplier applied to the gap distance for the stop. Typical range is 0.5 to 2.0. Raising it widens the stop and increases risk per trade; lowering it tightens the stop and may increase the number of small losses. Exit Controls • Exit with candle logic (use_candle_exit). If true, closes shorts on bullish candles and longs on bearish candles. Useful when you want to react to intraday reversal bars even if TP or SL have not been reached. • Force flat before session end (use_forced_flat). If true, guarantees you are flat by the configured flat time and updates the reference close. Turn this off only if you understand the impact on overnight risk. Filters There is no separate trend or volatility filter in this version. All trades depend on the presence of a full gap bar inside the session. If you need extra filtering such as ATR, volume, or higher timeframe bias, they should be added explicitly and documented in your own fork. Usage recipes Intraday conservative gap fade • Timeframe. Five minute chart on ES regular session. • Gap risk. use_gap_risk = true, use_gap_tp = true, use_gap_sl = true. • Multipliers. tp_mult around 0.7 to 1.0 and sl_mult around 1.0. • Exits. use_candle_exit = false, use_forced_flat = true. Focus on the structured TP and SL around the gap. Intraday aggressive gap fade • Timeframe. Five minute chart. • Gap risk. use_gap_risk = true, use_gap_tp = false, use_gap_sl = true. • Multipliers. sl_mult around 0.7 to 1.0. • Exits. use_candle_exit = true, use_forced_flat = true. Entries fade full gaps, stops are tight, and candle color flips flatten trades early. Higher timeframe gap tests • Timeframe. Fifteen minute or sixty minute charts on instruments with regular gaps. • Gap risk. Keep use_gap_risk = true. Consider slightly higher sl_mult if gaps are structurally wider on the higher timeframe. • Note. Expect fewer trades and be careful with sample size; multi year data is recommended. Properties visible in this publication • On average our risk for each position over the last 200 trades is 0.4% with a max intraday loss of 1.5% of the total equity in this case of 100k $ with 1 contract ES. For other assets, recalculations and customizations has to be applied. • Initial capital. 100 000. • Base currency. USD. • Default order size method. Fixed with size 1 contract. • Pyramiding. 0. • Commission. Flat 2 USD per order in the Strategy Tester Properties. (2$ buying + 2$selling) • Slippage. One tick in the Strategy Tester Properties. • Process orders on close. ON. Realism and responsible publication • No performance claims are made. Past results do not guarantee future outcomes. • Costs use a realistic flat commission and one tick of slippage per trade for ES class futures. • Default sizing with one contract on a 100 000 reference account targets modest per trade risk. In practice, extreme slippage or gap through events can exceed this, so treat the one and a half percent risk target as a design goal, not a guarantee. • All orders are simulated on standard candles. Shapes can move while a bar is forming and settle on bar close. Honest limitations and failure modes • Economic releases, thin liquidity, and limit conditions can break the assumptions behind the simple gap model and lead to slippage or skipped fills. • Symbols with very frequent or very large gaps may require adjusted multipliers or alternative risk handling, especially in high volatility regimes. • Very quiet periods without clean gaps will produce few or no trades. This is expected behavior, not a bug. • Session windows follow the exchange time of the chart. Always confirm that the configured session matches the symbol. • When both the stop and target lie inside the same bar’s range, the TradingView engine decides which is hit first based on its internal intrabar assumptions. Without bar magnifier, tie handling is approximate. Legal Education and research only. This strategy is not investment advice. You remain responsible for all trading decisions. Always test on historical data and in simulation with realistic costs before considering any live use.
Pine Script® strategy
by exlux
2
BB SPY Mean Reversion Investment StrategySummary Mean reversion first, continuation second. This strategy targets equities and ETFs on daily timeframes. It waits for price to revert from a Bollinger location with candle and EMA agreement, then manages risk with ATR based exits. Uniqueness comes from two elements working together. One, an adaptive band multiplier driven by volatility of volatility that expands or contracts the envelope as conditions change. Two, a bias memory that re arms the same direction after any stop, target, or time exit until a true opposite signal appears. Add it to a clean chart, use the markers and levels, and select on bar close for conservative alerts. Shapes can move while the bar is open and settle on close. Scope and intent • Markets. Currently adapted for SPY, needs to be optimized for other assets • Timeframes. Daily primary. Other frames are possible but not the default • Default demo. SPY on daily • Purpose. Trade mean reversion entries that can chain into a longer swing by splitting holds into ATR or time segments Originality and usefulness • Novelty. Adaptive band width from volatility of volatility plus a persistent bias array that keeps the original direction alive across sequential entries until an opposite setup is confirmed • Failure modes mitigated. False starts in chop are reduced by candle color and EMA location. Missed continuation after a take profit or stop is addressed by the re arm engine. Oversized envelopes during quiet regimes are avoided by the adaptive multiplier • Testability. Every module has Inputs and visible levels so users can see why a suggestion appears • Portable yardstick. All risk and targets are expressed in ATR units Method overview in plain language The engine measures where price sits relative to Bollinger bands, confirms with candle color and EMA location, requires ADX for shorts(in our case long close since we use it currently as long only), and optionally requires a trend or mean reversion regime using band width percent rank and basis slope. Risk uses ATR for stop, target, and optional breakeven. A small array stores the last confirmed direction. While flat, the engine keeps a pending order in that direction. The array flips only when a true opposite setup appears. Base measures • Range basis. True Range smoothed over a user defined ATR Length • Return basis. Not required Components • Bollinger envelope. SMA length and standard deviation multiplier. Entry is based on cross of close through the band with location bias • Candle and EMA filter. Close relative to open and close relative to EMA align direction • ADX gate for shorts. Requires minimum trend strength for short trades • Adaptive multiplier. Band width scales using volatility of volatility so envelopes breathe with conditions • Regime gate optional. Band width percent rank and basis slope identify trend or mean reversion regimes • Risk manager. ATR stop, ATR target, optional breakeven, optional time exit • Bias memory. Array stores last confirmed direction and re arms entries while flat Fusion rule Minimum satisfied gates count style. All required gates must be true. Optional gates are controlled in Inputs. Bias memory never overrides an opposite confirmed setup. Signal rule • Long setup when close crosses up through the lower band, the bar closes green, and close is above the long EMA • Short setup when close crosses down through the upper band, the bar closes red, close is below the short EMA, and ADX is above the minimum • While flat the model keeps a pending order in the stored direction until a true opposite setup appears • IN LONG or IN SHORT describes states between entry and exit What you will see on the chart • Markers for Long and Short setups • Exit markers from ATR or time rules • Reference levels for entry, stop, and target • Bollinger bands and optional adaptive bands Inputs with guidance Setup • Signal timeframe. Uses the chart timeframe • Invert direction optional. Flips long and short Logic • BB Length. Typical 10 to 50. Higher smooths more • BB Mult. Typical 1.0 to 2.5. Higher widens entries • EMA Length long. Typical 10 to 50 • EMA Length short. Typical 5 to 30 • ADX Minimum for short. Typical 15 to 35 Filters • Regime Type. none or trend or mean reversion • Rank Lookback. Typical 100 to 300 • Basis Slope Length and Threshold. Larger values reduce false trends Risk • ATR Length. Typical 10 to 21 • ATR Stop Mult. Typical 1.0 to 3.0 • ATR Take Profit Mult. Typical 2.0 to 5.0 • Breakeven Trigger R. Move stop to entry after the chosen multiple • Time Exit. Minimum bars and extension when profit exceeds a fraction of ATR Bias and rearm • Bias flips kept. Array depth • Keep rearm when flat. Maintain a pending order while flat UI • Show markers and levels. Clean defaults Usage recipes Alerts update in real time and can change while the bar forms. Select on bar close for conservative workflows. Properties visible in this publication • Initial capital 25000 • Base currency USD • If any higher timeframe calls are enabled, request.security uses lookahead off • Commission 0.03 percent • Slippage 3 ticks • Default order size method Percent of equity with value 5 • Pyramiding 0 • Process orders on close On • Bar magnifier Off • Recalculate after order is filled Off • Calc on every tick Off Realism and responsible publication No performance claims. Costs and fills vary by venue. Shapes can move intrabar and settle on close. Strategies use standard candles only. Honest limitations and failure modes High impact releases and thin liquidity can break assumptions. Gap heavy symbols may require larger ATR. Very quiet regimes can reduce contrast in the mean reversion signal. If stop and target can both be touched inside one bar, outcome follows the TradingView order model for that bar path. Regimes with extreme one sided trend and very low volatility can reduce mean reversion edges. Results vary by symbol and venue. Past results never guarantee future outcomes. Open source reuse and credits None. Backtest realism Costs are realistic for liquid equities. Sizing does not exceed five percent per trade by default. Any departure should be justified by the user. If you got any questions please le me know
Pine Script® strategy
by exlux
US/SPY- Financial Regime Index Swing Strategy Credits: concept inspired by EdgeTools Bloomberg Financial Conditions Index (Proxy) Improvements: eight component basket, inverse volatility weights, winsorization option( statistical technique used to limit the influence of outliers in a dataset by replacing extreme values with less extreme ones, rather than removing them entirely), slope and price gates, exit guards, table and gradients. Summary in one paragraph A macro regime swing strategy for index ETFs, futures, FX majors, and large cap equities on daily calculation with optional lower time execution. It acts only when a composite Financial Conditions proxy plus slope and an optional price filter align. Originality comes from an eight component macro basket with inverse volatility weights and winsorized return z scores that produce a portable yardstick. Scope and intent Markets: SPY and peers, ES futures, ACWI, liquid FX majors, BTC, large cap equities. Timeframes: calculation daily by default, trade on any chart. Default demo: SPY on Daily. Purpose: convert broad financial conditions into clear swing bias and exits. Originality and usefulness Unique fusion: return z scores for eight liquid proxies with inverse volatility weighting and optional winsorization, then slope and price gates. Failure mode addressed: false starts in chop and early shorts during easy liquidity. Testability: all knobs are inputs and the table shows components and weights. Portable yardstick: z scores center at zero so thresholds transfer across symbols. Method overview in plain language Base measures Return basis: natural log return over a configurable window, standardized to a z score. Winsorization optional to cap extremes. Components EQ US and EQ GLB measure equity tone. CREDIT uses LQD over HYG. Higher credit quality outperformance is risk off so sign is flipped after z score. RATES2Y uses two year yield, sign flipped. SLOPE uses ten minus two year yield spread. USD uses DXY, sign flipped. VOL uses VIX, sign flipped. LIQ uses BIL over SPY, sign flipped. Each component is smoothed by the composite EMA. Fusion rule Weighted sum where weights are equal or inverse volatility with exponent gamma, normalized to percent so they sum to one. Signal rule Long when composite crosses up the long threshold and its slope is positive and price is above the SMA filter, or when composite is above the configured always long floor. Short when composite crosses down the short threshold and its slope is negative and price is below the SMA filter. Long exit on cross down of the long exit line or on a fresh short signal. Short exit on cross up of the short exit line or on a fresh long signal, or when composite falls below the force short exit guard. What you will see on the chart Markers on suggestion bars: L for long, S for short, LX and SX for exits. Reference lines at zero and soft regime bands at plus one and minus one. Optional background gradient by regime intensity. Compact table with component z, weight percent, and composite readout. Table fields and quick reading guide Component: EQ US, EQ GLB, CREDIT, RATES2Y, SLOPE, USD, VOL, LIQ. Z: current standardized value, green for positive risk tone where applicable. Weight: contribution percent after normalization. Composite: current index value. Reading tip: a broadly green Z column with slope positive often precedes better long context. Inputs with guidance Setup Calc timeframe: default Daily. Leave blank to inherit chart. Lookback: 50 to 1500. Larger length stabilizes regimes and delays turns. EMA smoothing: 1 to 200. Higher smooths noise and delays signals. Normalization Winsorize z at ±3: caps extremes to reduce one off shocks. Return window for equities: 5 to 260. Shorter reacts faster. Weighting Weight lookback: 20 to 520. Weight mode: Equal or InvVol. InvVol exponent gamma: 0.1 to 3. Higher compresses noisy components more. Signals Trade side: Long Short or Both. Entry threshold long and short: portable z thresholds. Exit line long and short: soft exits that give back less. Slope lookback bars: 1 to 20. Always long floor bfci ≥ X: macro easy mode keep long. Force short exit when bfci < Y: macro stress guard. Confirm Use price trend filter and Price SMA length. View Glow line and Show component table. Symbols SPY ACWI HYG LQD VIX DXY US02Y US10Y BIL are defaults and can be changed. Realism and responsible publication No performance claims. Past is not future. Shapes can move intrabar and settle on close. Execution is on standard candles only. Honest limitations and failure modes Major economic releases and illiquid sessions can break assumptions. Very quiet regimes reduce contrast. Use longer windows or higher thresholds. Component proxies are ETFs and indexes and cannot match a proprietary FCI exactly. Strategy notice Orders are simulated on standard candles. All security calls use lookahead off. Nonstandard chart types are not supported for strategies. Entries and exits Long rule: bfci cross above long threshold with positive slope and optional price filter OR bfci above the always long floor. Short rule: bfci cross below short threshold with negative slope and optional price filter. Exit rules: long exit on bfci cross below long exit or on a short signal. Short exit on bfci cross above short exit or on a long signal or on force close guard. Position sizing Percent of equity by default. Keep target risk per trade low. One percent is a sensible starting point. For this example we used 3% of the total capital Commisions We used a 0.05% comission and 5 tick slippage Legal Education and research only. Not investment advice. Test in simulation first. Use realistic costs.
Pine Script® strategy
by exlux
RightFlow Universal Volume Profile - Any Market Any TimeframeSummary in one paragraph RightFlow is a right anchored microstructure volume profile for stocks, futures, FX, and liquid crypto on intraday and daily timeframes. It acts only when several conditions align inside a session window and presents the result as a compact right side profile with value area, POC, a bull bear mix by price bin, and a HUD of profile VWAP and pressure shares. It is original because it distributes each bar’s weight into multiple mid price slices, blends bull bear pressure per bin with a CLV based split, and grows the profile to the right so price action stays readable. Add to a clean chart, read the table, and use the visuals. For conservative workflows read on bar close. Scope and intent • Markets. Major FX pairs, index futures, large cap equities and ETFs, liquid crypto. • Timeframes. One minute to daily. • Default demo used in the publication. SPY on 15 minute. • Purpose. See where participation concentrates, which side dominated by price level, and how far price sits from VA and POC. Originality and usefulness • Unique fusion. Right anchored growth plus per bar slicing and CLV split, with weight modes Raw, Notional, and DeltaProxy. • Failure mode addressed. False reads from single bar direction and coarse binning. • Testability. All parts sit in Inputs and the HUD. • Portable yardstick. Value Area percent and POC are universal across symbols. • Protected scripts. Not applicable. Method and use are fully disclosed. Method overview in plain language Pick a scope Rolling or Today or This Week. Define a window and number of price bins. For each bar, split its range into small slices, assign each slice a weight from the selected mode, and split that weight by CLV or by bar direction. Accumulate totals per bin. Find the bin with the highest total as POC. Expand left and right until the chosen share of total volume is covered to form the value area. Compute profile VWAP for all, buyers, and sellers and show them with pressure shares. Base measures Range basis. High minus low and mid price samples across the bar window. Return basis. Not used. VWAP trio is price weighted by weights. Components • RightFlow Bins. Price histogram that grows to the right. • Bull Bear Split. CLV based 0 to 1 share or pure bar direction. • Weight Mode. Raw volume, notional volume times close, or DeltaProxy focus. • Value Area Engine. POC then outward expansion to target share. • HUD. Profile VWAP, Buy and Sell percent, winner delta, split and weight mode. • Session windows optional. Scope resets on day or week. Fusion rule Color of each bin is the convex blend of bull and bear shares. Value area shading is lighter inside and darker outside. Signal rule This is context, not a trade signal. A strong separation between buy and sell percent with price holding inside VA often confirms balance. Price outside VA with skewed pressure often marks initiative moves. What you will see on the chart • Right side bins with blended colors. • A POC line across the profile width. • Labels for POC, VAH, and VAL. • A compact HUD table in the top right. Table fields and quick reading guide • VWAP. Profile VWAP. • Buy and Sell. Pressure shares in percent. • Delta Winner. Winner side and margin in percent. • Split and Weight. The active modes. Reading tip. When Session scope is Today or This Week and Buy minus Sell is clearly positive or negative, that side often controls the day’s narrative. Inputs with guidance Setup • Profile scope. Rolling or session reset. Rolling uses window bars. • Rolling window bars. Typical 100 to 300. Larger is smoother. Binning • Price bins. Typical 32 to 128. More bins increase detail. • Slices per bar. Typical 3 to 7. Raising it smooths distribution. Weighting • Weight mode. Raw, Notional, DeltaProxy. Notional emphasizes expensive prints. • Bull Bear split. CLV or BarDir. CLV is more nuanced. • Value Area percent. Typical 68 to 75. View • Profile width in bars, color split toggle, value area shading, opacities, POC line, VA labels. Usage recipes Intraday trend focus • Scope Today, bins 64, slices 5, Value Area 70. • Split CLV, Weight Notional. Intraday mean reversion • Scope Today, bins 96, Value Area 75. • Watch fades back to POC after initiative pushes. Swing continuation • Scope Rolling 200 bars, bins 48. • Use Buy Sell skew with price relative to VA. Realism and responsible publication No performance claims. Shapes can move while a bar forms and settle on close. Education only. Honest limitations and failure modes Thin liquidity and data gaps can distort bin weights. Very quiet regimes reduce contrast. Session time is the chart venue time. Open source reuse and credits None. Legal Education and research only. Not investment advice. Test on history and simulation before live use.
Pine Script® indicator
by exlux
FluxVector Liquidity Universal Trendline FluxVector Liquidity Trendline FFTL Summary in one paragraph FFTL is a single adaptive trendline for stocks ETFs FX crypto and indices on one minute to daily. It fires only when price action pressure and volatility curvature align. It is original because it fuses a directional liquidity pulse from candle geometry and normalized volume with realized volatility curvature and an impact efficiency term to modulate a Kalman like state without ATR VWAP or moving averages. Add it to a clean chart and use the colored line plus alerts. Shapes can move while a bar is open and settle on close. For conservative alerts select on bar close. Scope and intent • Markets. Major FX pairs index futures large cap equities liquid crypto top ETFs • Timeframes. One minute to daily • Default demo used in the publication. SPY on 30min • Purpose. Reduce false flips and chop by gating the line reaction to noise and by using a one bar projection • Limits. This is a strategy. Orders are simulated on standard candles only Originality and usefulness • Unique fusion. Directional Liquidity Pulse plus Volatility Curvature plus Impact Efficiency drives an adaptive gain for a one dimensional state • Failure mode addressed. One or two shock candles that break ordinary trendlines and saw chop in flat regimes • Testability. All windows and gains are inputs • Portable yardstick. Returns use natural log units and range is bar high minus low • Protected scripts. Not used. Method disclosed plainly here Method overview in plain language Base measures • Return basis. Natural log of close over prior close. Average absolute return over a window is a unit of motion Components • Directional Liquidity Pulse DLP. Measures signed participation from body and wick imbalance scaled by normalized volume and variance stabilized • Volatility Curvature. Second difference of realized volatility from returns highlights expansion or compression • Impact Efficiency. Price change per unit range and volume boosts gain during efficient moves • Energy score. Z scores of the above form a single energy that controls the state gain • One bar projection. Current slope extended by one bar for anticipatory checks Fusion rule Weighted sum inside the energy score then logistic mapping to a gain between k min and k max. The state updates toward price plus a small flow push. Signal rule • Long suggestion and order when close is below trend and the one bar projection is above the trend • Short suggestion and flip when close is above trend and the one bar projection is below the trend • WAIT is implicit when neither condition holds • In position states end on the opposite condition What you will see on the chart • Colored trendline teal for rising red for falling gray for flat • Optional projection line one bar ahead • Optional background can be enabled in code • Alerts on price cross and on slope flips Inputs with guidance Setup • Price source. Close by default Logic • Flow window. Typical range 20 to 80. Higher smooths the pulse and reduces flips • Vol window. Typical range 30 to 120. Higher calms curvature • Energy window. Typical range 20 to 80. Higher slows regime changes • Min gain and Max gain. Raise max to react faster. Raise min to keep momentum in chop UI • Show 1 bar projection. Colors for up down flat Properties visible in this publication • Initial capital 25000 • Base currency USD • Commission percent 0.03 • Slippage 5 • Default order size method percent of equity value 3% • Pyramiding 0 • Process orders on close off • Calc on every tick off • Recalculate after order is filled off Realism and responsible publication • No performance claims • Intrabar reminder. Shapes can move while a bar forms and settle on close • Strategy uses standard candles only Honest limitations and failure modes • Sudden gaps and thin liquidity can still produce fast flips • Very quiet regimes reduce contrast. Use larger windows and lower max gain • Session time uses the exchange time of the chart if you enable any windows later • Past results never guarantee future outcomes Open source reuse and credits • None
Pine Script® strategy
by exlux