Market Regime v 2.1This indicator is a quantitative analysis tool designed to answer the most difficult question in intraday trading: "Who is in control: Bulls or Bears?"
Instead of relying on gut feeling, the "Market Regime Scorer" uses a proprietary point-based algorithm to assign a "dominance score" to buyers and sellers in real-time. It analyzes price action relative to the VWAP and Volatility Bands during the US Trading Session to determine the current Market Regime.
How the Scoring Engine Works The script runs a continuous calculation starting from the session open. It awards "Points" to Bulls or Bears based on weighted events:
Existence: Simply holding price above/below VWAP accumulates a base score over time.
Aggression: Closing outside the standard deviation bands (Band 1) awards high points, signaling strong momentum.
Rejection: Wick rejections from key zones add points to the defending side.
Time Decay: The algorithm weighs the "Opening Range" (first 30 minutes) more heavily, as early moves often dictate the day's structure.
The Dashboard A live table on the chart displays the battle in percentages:
BULLS / BEARS %: The current control split (e.g., 75% Bulls vs 25% Bears).
DAY TYPE:
🔥 AGGRESSIVE: One side has >60% control. Expect trend continuation or strong breakouts.
⚖️ BALANCED: Control is split (40%-60%). Expect chop, rotation, and mean reversion to VWAP.
Statistics
IB - Initial Balance
up to 2 sessions per day
up to 3 mid lines
selectable background color for high or low first.
Dokakuri's Magic Hours: Master PlaybookMagic Hour: Master Playbook (Quantitative Mean Reversion)
Overview
The Magic Hour: Master Playbook is not a standard technical indicator; it is a quantitative database overlay for the Nasdaq 100 (NQ). It visualizes the results of a 13-year institutional backtest (2013–2026) directly on your chart, transforming historical probabilities into actionable real-time levels.
This tool focuses on a specific Mean Reversion edge: detecting when an hourly range breakout is statistically likely to fail and revert back to its midpoint (50% Reversion).
How It Works
The strategy identifies specific "Magic Hours" (e.g., 07:00 AM NY) that exhibit a high probability of mean reversion.
The Range: Measures the High and Low of the selected hour.
The Break: Waits for price to break outside this range.
The Reversion: Targets a return to the 50% Midline of the hourly range.
The indicator projects the Maximum Adverse Excursion (MAE) zones from the study, telling you historically how far price pushes against the trade before reversing.
The Master Dashboard: Metrics Explained
The data table displayed on the chart is hardcoded from a study of over 3,000 trading sessions per hour. Here is how to read the statistics:
1. Baseline Performance
Win Rate: The historical percentage of breakouts that successfully returned to the 50% midpoint.
Avg MAE: The average "heat" (drawdown) winning trades endured before hitting the target.
2. Time Expectations (Duration)
Time is a risk factor. This section tells you how long you typically have to wait for the target to be hit.
Fast (25%): The "easy" trades. 25% of winners hit the target within this time.
Med (50%): The median duration. Half of all winning trades take longer than this.
Grind (90%): If the trade exceeds this duration, it is an outlier and probability of success drops.
3. Runner Conversion (Conditional Probability)
This answers the question: "If I have already hit my 50% target, what are the odds the move continues?"
Example (90% @ 75% Ext): Means that 90% of the trades that hit the first target continued to hit the 75% extension.
Usage: Use this to decide whether to trail your stop loss or take full profit. High percentages suggest "Holding," low percentages suggest "Aggressive Taking Profit."
4. Zone Analysis (Heat Map)
This is the core of the risk management system. It breaks down adverse price movement into 6 Zones based on the % of the hourly range.
Z1 (Ideal) & Z2 (Prime): The "Safe Zones." Historically, the vast majority of winning trades never go deeper than these zones (0-50% expansion).
Density: The percentage of Winning Trades that peaked in this specific zone. A high density means "This is a normal place for price to turn around."
Zone Win%: The survivorship rate. Reading Rule: "Of all the trades that stopped in this zone, X% went on to win."
Visual Guide
Grey Box: The "Magic Hour" range (High/Low).
Fuchsia Line: The 50% Mean Reversion Target.
Colored Zones (Right Side):
Grey/Blue (Z1/Z2): High probability reversal zones.
Green (Z3): Deep pullback zone.
Orange/Red (Z4/Z5): Risk zones. Reversal probability decreases, but Risk:Reward improves.
Black (Z6 - Graveyard): Statistical outliers. Historically, trades reaching this deep rarely recover.
Dashed Red Line: The "Invalidation Level" where the setup statistically fails.
Included Strategies (Ranked)
The indicator includes data for the top performing hours found in the 13-year study:
Rank #1 (07:00 NY): The "Golden Hour" - Highest Win Rate & Stability.
Rank #2 (08:00 NY): Continuation Play.
Rank #3 (06:00 NY): Pre-Market Volatility.
Ranks #4-7: Asia & London session opens (00:00, 01:00, 02:00, 23:00).
Disclaimer
This indicator displays historical statistics for educational purposes only. "Win Rates" refer to past performance in a simulated backtest environment and do not guarantee future results. Trading futures involves substantial risk of loss.
CVD Complete Volume Analysis ProCVD Complete Volume Analysis Pro | Order Flow & Absorption
Introduction:
In the world of modern trading, Price is the advertisement, but Volume is the fuel. However, standard volume indicators on TradingView are often insufficient. They tell you how much was traded, but they don’t tell you how it was traded.
Was that large volume spike aggressive buying driving the trend? or was it a "buying frenzy" hitting a wall of passive limit orders (absorption)?
The CVD Complete Volume Analysis Pro (v5) is an advanced institutional-grade Order Flow engine. By utilizing 1-second intrabar data, this indicator reconstructs the "Tick Rule" to separate Aggressive (Market) orders from Passive (Limit) orders. It calculates Cumulative Volume Delta (CVD), detects Absorption/Distribution anomalies, and utilizes an embedded Logistic Regression model to predict daily directional bias.
This is not just an indicator; it is a complete Order Flow Dashboard designed to aid and support complex footprint charts for the everyday trader.
🏗️ How It Works: The "Micro-Structure" Engine
Most volume indicators on TradingView look at the close of a 1-minute or 5-minute bar to guess the volume direction. This script goes deeper.
1. The 1-Second Granularity
Using TradingView's request.security_lower_tf capability, this script pulls 1-second resolution data regardless of the chart timeframe you are on.
It analyzes the price movement every second.
It applies the "Tick Rule": If price moves up, volume is classified as Buy. If price moves down, volume is classified as Sell.
This allows for a highly accurate reconstruction of Buying vs. Selling pressure that standard indicators miss.
2. The "Cluster" Concept
The script aggregates these 1-second data points into Clusters.
Default: 60 seconds (1 minute) per cluster.
This creates a normalized "Heartbeat" of the market, allowing us to compare the efficiency of volume over fixed time windows, removing the noise of time-based chart distortions.
3. The "Passive" Detection Logic (The Core Feature)
This is the most powerful aspect of the tool. It calculates the relationship between Effort (CVD) and Result (Price Move).
The Baseline: The script calculates a rolling statistical baseline (Standard Deviation) of how much price should move for a given amount of Delta.
Absorption (Hidden Buying): If we see massive Aggressive Selling (Negative CVD) but price refuses to drop (or drops significantly less than the statistical model predicts), the script identifies this as Passive Buying.
Distribution (Hidden Selling): If we see massive Aggressive Buying (Positive CVD) but price refuses to rise, the script identifies this as Passive Selling.
📊 The Dashboard Breakdown
The on-screen dashboard is your command center. It updates in real-time to provide a snapshot of the market's internal mechanics.
Section 1: Flow Analysis
This section analyzes the current session's behavior.
Flow Type: Categorizes the market state using algorithmic logic.
Aggressive Buying/Selling: The market is trending, and aggressive participants are winning.
Strong Accumulation/Distribution: A reversal signal. Aggressive participants are trapped, and passive whales are absorbing order flow.
Flow vs. Price: Detects divergences instantly.
Bullish Divergence: Net Flow is Positive, but Price is down (indicates manipulation or temporary suppression).
Bearish Divergence: Net Flow is Negative, but Price is up (indicates a "trap" move).
Section 2: Volume Breakdown
A detailed ledger of the day's activity.
Aggressive Buy/Sell: Market orders executing at the ask/bid. This represents "Impatience."
Passive Buy/Sell: The estimated volume of Limit Orders absorbing the aggressive flow. This represents "Intent."
Net Flow: The mathematical sum of all buy pressure minus sell pressure.
Section 3: Net Positioning (Multi-Day)
Markets don't happen in a vacuum. This section looks back (default 5 days) to see the accumulated inventory.
Bias: Are we in a multi-day accumulation or distribution phase?
Activity Type:
High Hidden Activity: Indicates a fighting market with heavy limit orders (choppy/reversal prone).
Mostly Aggressive: Indicates a trending market with low resistance.
Section 4: Predictive Model (Machine Learning)
The script features an embedded Logistic Regression Model.
It trains on the last N days of Flow Data (CVD, Net Aggressive, Net Passive, Passive Ratios).
It outputs a Probability Score (0% to 100%) regarding the likelihood of an UP close for the current session.
Note: This is a probability model based on order flow history, not a guarantee. Use it as a bias confirmation tool.
🧠 Educational: How to Trade With This
Strategy 1: The "Absorption" Reversal
Context: Price hits a major resistance level.
Look at the Dashboard: You want to see "Flow Type" switch to "Strong Distribution".
The Logic: Price is rising, and aggressive buyers are hitting the ask. However, the script detects that for every buy order, a passive seller is absorbing it. Price stops moving up despite high volume.
The Trigger: When Price creates a lower low on the chart while the dashboard shows Distribution, this is a high-probability short entry.
Strategy 2: The Flow Divergence
Context: Price is trending down.
Look at the Dashboard: Price is making new lows, but the "Net Flow" is turning Green (Positive), or the "Cum CVD" is sloping upwards.
The Logic: This is "Effort vs. Result." Sellers are exhausted. They are pushing price down, but the net flow is shifting to buyers.
The Trigger: Enter Long on the first structure break.
Strategy 3: Trend Continuation
Context: Market is opening or breaking a range.
Look at the Dashboard: You want "Full Alignment."
Signals: "Flow Type" says Aggressive Buying, Net Flow is Positive, and the Predictive Model shows >60% Bullish Probability.
The Logic: There is no passive resistance. Aggressive buyers are pushing price up freely.
The Trigger: Buy pullbacks.
⚙️ Settings & Configuration
Cluster Size: The number of 1-second bars to group together.
Use 60 (1 min) for Scalping.
Use 300 (5 min) for Day Trading.
Average Length: The baseline for statistical calculations. Higher numbers = smoother baselines but slower adaptation.
Detection Settings:
Passive Multiplier: Adjusts the sensitivity of the absorption estimation. 1.0 is standard. Increase to 1.5 if you only want to see extreme anomalies.
Daily Tracking:
History Days: How many days of data to display in the table. Note: Due to TradingView data limits, keeping this between 3-5 days ensures the most stability.
⚠️ Important Technical Limitations
Please read this section carefully to understand the constraints of the Pine Script environment:
Data Depth (The 100k Limit): TradingView limits request.security_lower_tf to approximately 100,000 intrabars.
This means the script can typically only "see" the last 3 to 5 days of true 1-second data.
If you set History Days or Training Days too high (e.g., 20 days), the script may return 0 values for older dates because the high-resolution data simply doesn't exist on the server.
Approximation of Ticks: While 1-second data is extremely precise, it is still an aggregation. In extremely high-volatility events (like CPI releases), multiple ticks happen inside one second. The script attributes the volume of that second based on the close relative to the open/prev close. It is the best approximation possible on TradingView, but not a replacement for Level 3 Tick Data feeds.
Calculation Time: This is a heavy script. On lower-end devices or when loading on many charts simultaneously, you may experience a "Calculation took too long" warning. If this happens, reduce the History Days to 3.
🛡️ Disclaimer
No Repainting: This indicator uses strict historical referencing and does not repaint closed clusters.
Not Financial Advice: This tool provides data visualization. Order flow is a subjective art. Always manage your risk.
Author's Note:
I built this tool because I wanted the power of Order Flow footprint charts without the visual clutter. By using statistical baselines to detect passive liquidity, we can finally see the "invisible hand" of the market directly on our TradingView charts. I hope this adds value to your trading.
👍 If you find this script useful, please leave a Boost and a Comment below!
Spearman Correlation🔗 Spearman Correlation – Ranked Relationship Tracker
Overview:
This indicator calculates and plots the Spearman Rank Correlation Coefficient between the current chart’s asset and a custom comparison ticker (the example shown is BTC vs the OTHERS market cap for crypto). Unlike Pearson correlation, which measures linear relationships, Spearman correlation captures monotonic (ranked) relationships—making it better suited for analysing assets that move in sync but not necessarily in a linear fashion.
🧠 What It Does:
Computes ranked correlation between two assets over a user-defined lookback period
Smooths the correlation curve for better readability
Visually shades the background by correlation strength and direction:
🟩 Strong Positive (+0.5 to +1)
🟨 Weak Positive (+0.1 to +0.5)
⬜ No Correlation (–0.1 to +0.1)
🟧 Weak Negative (–0.5 to –0.1)
🟥 Strong Negative (–1 to –0.5)
⚙️ User Inputs:
Lookback Period: Number of bars used to calculate correlation
Comparison Ticker: Choose any asset to compare against
Shading Toggles: Customize which correlation zones are highlighted
📈 Use Cases:
Identify evolving relationships between assets (e.g., BTC vs DXY, ETH vs SPX)
Spot when assets become inversely correlated or lose correlation entirely
Track regime shifts where traditional relationships break down or re-align
Use alongside trend or momentum strategies to add a cross-asset confirmation layer
🔍 Interpreting the Correlation:
+1 → Perfect positive (ranks match exactly)
+0.5 to +1 → Strong positive relationship
+0.1 to +0.5 → Weak but positive relationship
–0.1 to +0.1 → Essentially uncorrelated
–0.5 to –0.1 → Weak negative correlation
–1 to –0.5 → Strong inverse relationship
–1 → Perfect negative (rankings are completely opposite)
🧪 Technical Notes:
Calculation uses ranked returns to better reflect monotonic relationships
Smoothed with a simple moving average (SMA) for stability
Arrays are managed internally to maintain performance and adaptability
This script is ideal for traders seeking deeper insight into cross-asset dynamics, portfolio hedging, or timing divergence-based strategies.
Directional Comparisons - Two Tickers📊 Directional Comparisons – Two Tickers
Overview:
This tool allows you to visually and statistically compare the directional behaviour of any two assets on any chart timeframe. It identifies and color-codes each bar based on how both the current asset and your chosen comparison asset performed in that period (e.g., both up, both down, diverging). A statistical summary table dynamically updates in the corner of your chart, tracking the probability and streak performance of each condition.
🛠 How It Works:
Each candle is analysed and color-coded based on the relationship between the current chart's asset and a comparison asset of your choice:
✅ Green – Both tickers closed higher (bullish alignment)
🔻 Red – Both tickers closed lower (bearish alignment)
🔷 Blue – Current ticker up, comparison ticker down (positive divergence)
🟧 Orange – Current ticker down, comparison ticker up (negative divergence)
You can toggle each colour condition on/off independently.
📈 Statistical Table (Top Right):
For the candles in the visible chart range, the indicator displays:
The frequency (probability) of each condition
Longest, shortest, and average streaks for each condition
Average % change for both the current and comparison asset under each scenario
All stats auto-update as you zoom or scroll through the chart.
🔧 User Inputs:
Comparison Ticker: Choose any ticker symbol to compare against the current chart
Toggle Conditions: Enable or disable individual directional conditions (color-coded)
✅ Use Cases:
Spot high-probability alignment zones between two assets (e.g., BTC vs ETH, SPX vs VIX)
Identify divergence opportunities for trading signals
Analyse historical relationships and co-movements between assets
Perform correlation streak studies directly on the chart
🔍 Notes:
The script works across all timeframes (1min to monthly).
Stats only consider visible bars on your chart for responsiveness.
Ideal for pair traders, macro analysts, or anyone interested in cross-asset relationships.
Percentage Price LevelsPercentage Price Levels displays dynamic price levels based on percentage gains and losses from the current price. Instantly visualize where price would be at ±2%, ±4%, ±6%, ±8%, ±10%(and beyond) — perfect for setting profit targets, stop-losses, and understanding potential price movement.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🎯 WHAT IT DOES
• Draws horizontal lines at percentage-based price levels above and below current price
• Green lines = potential profit targets (positive %)
• Red lines = potential stop-loss zones (negative %)
• Yellow line = current price reference
• Summary table shows all levels in a clean, easy-to-read format
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚙️ FEATURES
• Up to 8 positive and 8 negative percentage levels
• Fully customizable percentages (set your own values)
• Toggle each level on/off individually
• Adjustable font size (Tiny to Huge)
• Multiple line styles (Solid, Dashed, Dotted)
• Movable summary table (any corner)
• Base price options: Close, Open, High, Low, HL2, OHLC4
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📈 HOW TO USE
1. Add the indicator to your chart
2. Default shows ±2%, ±4%, ±6%, ±8%, ±10% levels
3. Open Settings to customize:
• Enable/disable specific levels
• Change percentage values
• Adjust colors and font size
• Move table position
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
💡 USE CASES
• Day Trading — Quick intraday profit targets
• Swing Trading — Visualize multi-day price zones
• Risk Management — Set stop-losses based on % risk tolerance
• Options Trading — Find strike prices relative to spot
• Position Sizing — See exact dollar values at each level
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🔧 DEFAULT SETTINGS
Positive: +2%, +4%, +6%, +8%, +10% (3 extra slots available)
Negative: -2%, -4%, -6%, -8%, -10% (3 extra slots available)
Font Size: Normal
Line Style: Dashed
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
If you find this useful, please leave a like! Feedback and suggestions welcome in the comments.
SA Trump Volatility Pattern Wick + Volume Shock ReversalDisclaimer (read first)
Educational use only — not financial advice. This script does not provide entries/exits, targets, position sizing, or profit guarantees. Trading (especially options/futures) involves substantial risk and can result in loss of principal (and more for leveraged products). Use at your own discretion.
Best use cases on the 2-Hour timeframe
On 2H, this script becomes a high-signal-quality “shock reversal” detector instead of a noisy candle toy. You’re essentially filtering for:
Large wick rejection
Small real body
Statistically unusual volume (Z-score > threshold)
Context alignment (trend filter + prior bar direction + optional RSI)
What 2H is best for
1) Detecting “event shock” reversals
2H bars often capture:
Macro headlines
Fed commentary
earnings reactions (for equities)
sudden volatility expansions
When the script fires on 2H, it often means:
“Aggressive push happened, liquidity got rejected, and participation was unusually high.”
That’s a structural clue, not a trade instruction.
2) Filtering false breakouts / breakdowns
The wick requirement is basically “failed continuation.”
On 2H, this is powerful around:
prior day highs/lows
weekly pivots
obvious consolidation edges
key moving averages (fast SMA / slow SMA gate)
Bull pattern = flush + reclaim behavior.
Bear pattern = pop + rejection behavior.
3) Options traders: timing “premium exposure windows”
On 2H, this is great for options traders who want to avoid buying premium into a fake move.
BullTrump on 2H can be used as a “don’t chase puts / be cautious short” context shift.
BearTrump on 2H can be used as a “don’t chase calls / be cautious long” context shift.
It’s a “regime hint” for the next few sessions, not a one-bar command.
4) Futures traders: rotation vs continuation framework
A 2H “Trump Candle” often marks:
the end of a liquidation leg
a stop-run / squeeze peak
a pivot moment where the market shifts from impulse to balance
Use it to decide whether you’re in:
continuation mode (trend carries)
or rotation mode (mean-reversion / two-way)
How to use it (2H workflow)
Step A — Keep it strict at first
Recommended defaults for 2H:
wickFracThreshold: 0.40–0.55
bodyMaxFrac: 0.35–0.45
volZThresh: 1.0–1.5
useRSIFilter: ON
RSI bull min / bear max: 45 / 55 (good baseline)
Step B — Treat triggers as “context events”
When it prints, ask 3 questions:
Where did it happen? (key level or random spot)
Was it aligned with trend gate? (SMA fast/slow)
Did volume Z-score spike? (true shock vs normal wick)
Higher quality triggers happen when:
the wick pierces a known level (prior swing / range edge)
and the close re-enters the range
and volume Z-score is meaningfully positive
Step C — Confirm with the next 1–2 candles (optional)
On 2H, it’s reasonable to wait for:
a follow-through close
or a hold above/below fast SMA
or a second “acceptance” candle
You can do this manually without changing code.
Other recommended timeframes (best to worst)
✅ 4H (even cleaner, fewer signals)
Use for:
swing context
multi-day pivots
big reversal points
✅ 1H (more signals, still structured)
Use for:
intraday + overnight context
day-trade bias shifts
✅ 30m (for active traders)
Use for:
tighter responsiveness
more setups
But requires more discretion; noise increases.
⚠️ 15m and below (only if you increase strictness)
If you want to run it on 5m/15m:
raise volZThresh (ex: 1.5–2.0)
raise wickFracThreshold (ex: 0.50–0.65)
lower bodyMaxFrac (ex: 0.25–0.35)
Otherwise it will trigger too often.
Best markets for this script
Works best on:
Index futures: /NQ, /ES (big volume makes Z-score meaningful)
Liquid ETFs: SPY, QQQ
High-volume large caps (AAPL, MSFT, NVDA etc.)
Less reliable on:
thin small caps (volume Z-score gets weird)
low-volume premarket candles
illiquid options underlyings
Signal Inside the Script ✅ SA ZoneEngine Bias Filtered is a market-structure bias and confirmation tool designed for futures To request access: 👉 Purchase here: trianchor.gumroad.com
Best GBT for this indicator
chatgpt.com
chatgpt.com
chatgpt.com
SA ZoneEngine Bias Filtered (3m + 1H Gate) FINAL FIX✅ AUTHOR’S INSTRUCTIONS (COPY / PASTE)
SA ZoneEngine Bias Filtered is a market-structure bias and confirmation tool designed for futures and options traders using smaller intraday timeframes.
This script evaluates short-term price structure, pullback behavior, and higher-timeframe alignment to highlight directional bias only.
It does not provide trade entries, exits, targets, or financial advice.
🔐 Access Instructions (Invite-Only)
This is a private, invite-only script.
To request access:
👉 Purchase here:
trianchor.gumroad.com
After purchase, you must provide your TradingView username to receive access. PRODUCT INFO
SA ZoneEngine Bias Filtered (3m + 1H Gate) is a structure-aligned bias and permission indicator built for traders operating on smaller intraday timeframes who want cleaner context before acting.
This tool helps futures and options traders determine when short-term price action is structurally supported—and when it’s not—by enforcing:
Lower-timeframe pullback structure
Trend alignment using a fast/slow SMA model
Optional 1-Hour higher-timeframe trend gate
Zone-based acceptance before bias is assigned
It is designed for scalping-style workflows, but it does not provide trade instructions or predictions.
Its job is to filter noise and reduce forced decisions.
Neutral output is intentional.
Range Breakout Statistics [Honestcowboy]⯁ Overview
The Range Breakout Statistics uses a very simple system to detect ranges/consolidating markets. The principle is simple, it looks for areas where the slope of a moving average is flat compared to past values. If the moving average is flat for X amount of bars that's a range and it will draw a box.
The statistics part of the script is a bit more complicated. The aim of this script is to expand analysis of trading signals in a different way than a regular backtest. It also highlights the polyline tool, one of my favorite drawing tools on the tradingview platform.
⯁ Statistics Methods
The script has 2 different modes of analyzing a trading signals strength/robustness. It will do that for 2 signals native to the script.
Upper breakout: first price breakout at top of box, before max bars (100 bars by default)
Lower breakout: first price breakout at bottom of box, before max bars
The analysis methods themselves are straightforward and it should be possible for tradingview community to expand this type of analysis to other trading signals. This script is a demo for this analysis, yet some might still find the native signals helpful in their trading, that's why the script includes alerts for the 2 native signals. I've also added a setting to disable any data gathering, which makes script run faster if you want to automate it.
For both of the analysis methods it uses the same data, just with different calculations and drawing methods. The data set is all past price action reactions to the signals saved in a matrix. Below a chart for explaining this visually.
⯁ Method 1: Averages Projection
The idea behind this is that just showing all price action that happened after signal does not give actionable insights. It's more a spaghetti jumble mess of price action lines. So instead the script averages the data out using 3 different approaches, all selectable in the settings menu.
Geometric Average: useful as it accurately reflects compound returns over time, smoothing out the impact of large gains or losses. Accounts for volatility drift.
Arithmetic Average: a standard average calculation, can be misleading in trading due to volatility drift. It is the most basic form of averaging so I included it.
Median: useful as any big volatility huge moves after a signal does not really impact the mean as it's just the middle value of all values.
These averages are the 2 lines you will find in the middle of the projection. Having a clear difference between a lower break average and upper break average price reaction can signal significance of the trading signal instead of pure chaos.
Outside of this I also included calculations for the maximum and minimum values in the dataset. This is useful for seeing price reactions range to the signal, showing extreme losses or wins are possible. For this range I also included 2 matrices of highs and lows data. This makes it possible to draw a band between the range based on closing price and the one using high/low data.
Below is a visualisation of how the averages data is shown on chart.
⯁ Method 2: Equity Simulation
This method will feel closer to home for traders as it more closely resembles a backtest. It does not include any commissions however and also is just a visualisation of price reaction to a signal. This method will simulate what would happen if you would buy at the breakout point and hold the trade for X amount of bars. With 0 being sell at same bar close. To test robustness I've given the option to visualise Equity simulation not just for 1 simulation but a bunch of simulations.
On default settings it will draw the simulations for 0 bars holding all the way to 10 bars holding. The idea behind it is to check how stable the effect is, to have further confirmation of the significance of the signal. If price simulation line moves up on average for 0 bars all the way to 10 bars holding time that means the signal is steady.
Below is a visualisation of the Equity Simulation.
⯁ Signal filtering
For the boxes themselves where breakouts come from I've included a simple filter based on the size of the box in ATR or %. This will filter out all the boxes that are larger top to bottom than the ATR or % value you setup.
⯁ Coloring of Script
The script includes 5 color themes. There are no color settings or other visual settings in the script, the script themes are simple and always have colors that work well together. Equity simulation uses a gradient based on lightness to color the different lines so it's easier to differentiate them while still upper breaks having a different color than lower breaks.
This script is not created to be used in conjunction with other scripts, it will force you into a background color that matches the theme. It's purpose is a research tool for systematic trading, to analyse signals in more depth.
Metaverse color theme:
⯁ Conclusion
I hope this script will help traders get a deeper understanding of how different assets react to their assets. It should be possible to convert this script into other signals if you know how to code on the platform. It is my intention to make more publications that include this type of analysis. It is especially useful when dealing with signals that do not happen often enough, so a regular backtest is not enough to test their significance.
NSE Multi Script Open Interest Change Analysis by JITENDRANSE Multi Script Open Interest Change Dashboard
Index Trader Specially Intraday Need More Attention, while Building Position. They also need to Monitor INDEX MAJOR WEITAGE Script Reaction and also when Need to Cover Position.
For More Grip in Index Trading I Have Designed this Indicator for Trading view community User.
Overview Summary of This Indicator
This indicator provides a intraday Open Interest (OI) Change analysis for major NSE Listed Futures contracts from 9:15 AM to 3:30 PM, segmented into 15-minute time slots.
It tracks Price vs Open Interest behavior and classifies every 15-minute move into professional Derivative market phases:
Each signal is displayed in a clean time-slot matrix table for multiple NSE futures in one view.
LB Long Build-up (Price Up, OI Up)
SB Short Build-up (Price Down, OI Up)
SC Short Covering (Price Up, OI Down)
LC Long Unwinding (Price Down, OI Down)
Why This Indicator Is Important for Traders
Most traders only look at price movement, but in derivatives trading:
Price + Open Interest together reveal the real market intention.
This dashboard helps traders instantly identify:
Where new positions are being created (Long Build-up / Short Build-up)
Where positions are getting closed (Short Covering / Long Unwinding)
Whether a move is strong and supported by fresh money or
just a temporary pullback or short squeeze
Key Features / What This Indicator Does
Multi-symbol dashboard (NIFTY, BANKNIFTY, FINNIFTY, stocks & more)
Automatic 15-minute slot tracking from 9:15 to 15:30
Real-time Price + OI phase detection as provided by Trading view
Optional display of OI Change in K with signals
Optional to Enable, Disable and Change Future Symbol
Compact, professional table layout
Fully customizable symbols, size & position
Image/ Snapshot to Understand Setting
When Show OI Change in K with LB SB LC SC is "Enabled"
Trader will See only PRICE & OPEN INTEREST Interpretation with Actual Data in 15 Minutes Timeframe
When Show OI Change in K with LB SB LC SC is "Disable"
Trader will See only PRICE & OPEN INTEREST Interpretation in Short Form
Code Summary How This Script Fetches and Calculates Data
using request.security() function to fetch 15-minute futures data for each selected NSE symbol
= request.security(sym, "15", [time, close, close ])
To Fetch Open Interest (OI) symbol:
oiSym = str.format("{0}_OI", ticker.standard(sym))
Using Price + OI relationship, each 15-minute candle is classified as:
sig =
priceChg > 0 and oiChg > 0 ? "LB" : // Long Build-up
priceChg < 0 and oiChg > 0 ? "SB" : // Short Build-up
priceChg > 0 and oiChg < 0 ? "SC" : // Short Covering
priceChg < 0 and oiChg < 0 ? "LC" : // Long Unwinding
"N"
Thanks
Trading View Community
NYC Midnight LITE [Takeda Trades 2026]NYC Midnight LITE
by @TakedaTradesOfficial
v1 01/09/2026
═══════════════════════════════════════════════════════════════
NYC Midnight LITE Indicator
What This Indicator Does
This is a NYC Midnight Opening Range indicator that tracks the first hour of trading (00:00 - 01:00 EST) and uses it to identify potential trading opportunities throughout the day.
Core Concept
The indicator is based on the premise that the first hour of the New York trading day (midnight EST) establishes key price levels that often act as support/resistance for the remainder of the session. This is a popular ICT (Inner Circle Trader) concept.
═══════════════════════════════════════════════════════════════
Visual Elements Explained
1. Yellow Box (Hour 1 Range)
• Shows the HIGH and LOW established during 00:00-01:00 EST
• The box stops at the end of Hour 1
• The HIGH and LOW lines extend to current price for easy reference
2. Yellow Dashed Line (Midline)
• The middle point between Hour 1 high and low
• Often acts as a pivot - price may reverse here or use it as support/resistance
3. Black Lines (Open & Close)
• First line: The OPEN price of the very first candle at 00:00
• Second line: The CLOSE price of the very first candle
• These show immediate directional bias
4. Orange Vertical Line
• Marks the start of each new trading day at midnight EST
• Helps you identify session boundaries
5. Candle Colors
• Yellow candles: Currently in Hour 1 (00:00-01:00)
• Green candles: Price above Hour 1 high (bullish breakout)
• Red candles: Price below Hour 1 low (bearish breakout)
• Gray candles: Price inside Hour 1 range (consolidation)
═══════════════════════════════════════════════════════════════
How to Trade With This Indicator
Strategy 1: Breakout Trading (Most Common)
LONG Setup:
1. Wait for Hour 1 to complete (01:00 EST)
2. Enter when price closes above the yellow Hour 1 HIGH
3. Stop loss: Below Hour 1 low or midline
4. Target: Previous day high, or 1.5-2x the Hour 1 range
SHORT Setup:
1. Wait for Hour 1 to complete
2. Enter when price closes below the yellow Hour 1 LOW
3. Stop loss: Above Hour 1 high or midline
4. Target: Previous day low, or 1.5-2x the Hour 1 range
Tips:
• Stronger breakouts often happen during London session (2:00-5:00 EST) or NY open (9:30 EST)
• Use the alerts to notify you when breakouts occur
─────────────────────────────────────────────────────────────
Strategy 2: Range Reversion (Contrarian)
If price breaks out but lacks momentum:
• Wait for price to reenter the Hour 1 range
• Trade back toward the midline or opposite boundary
• Best during low-volatility sessions
─────────────────────────────────────────────────────────────
Strategy 3: Midline Bounce
The yellow dashed midline often acts as support/resistance:
• If price is above midline: Look for bounces off midline to go long
• If price is below midline: Look for rejections at midline to go short
• Works well during choppy/ranging days
─────────────────────────────────────────────────────────────
Strategy 4: First Candle Bias
The black lines (first candle open/close) show early directional intent:
• Close > Open: Bullish bias - favor longs on pullbacks
• Close < Open: Bearish bias - favor shorts on rallies
• These lines often act as intraday support/resistance
═══════════════════════════════════════════════════════════════
Best Practices
Timeframes
• Best on: 1-minute, 5-minute, 15-minute charts
• The indicator tracks NYC time, so it works on any timezone
Markets
• Forex pairs: EUR/USD, GBP/USD, USD/JPY (high liquidity)
• Indices: ES, NQ futures, SPY (active during NYC session)
• Crypto: BTC, ETH (24/7 markets with strong NYC midnight volatility)
Risk Management
• The Hour 1 range gives you natural stop-loss levels
• Risk 1-2% per trade
• If the range is very small (<10 pips/points), wait for expansion
═══════════════════════════════════════════════════════════════
What the Settings Mean
• Show Hour 1 Box: Displays the yellow range box
• Show Midline: Shows the dashed middle line
• Color Hour 1 Candles Yellow: Highlights the first hour
• Color Candles Based on Range: Green/Red/Gray based on position
• Show Labels: Displays "NYC 00:00" marker
• Box Transparency: Adjust visibility of the yellow box
═══════════════════════════════════════════════════════════════
Common Scenarios
Bullish Day Example:
• Hour 1 range forms: High at 4500, Low at 4480
• At 3:00 EST, price breaks above 4500 (green candles)
• Enter long, stop at 4490 (midline), target 4530
Bearish Day Example:
• Hour 1 range: High 1.0850, Low 1.0830
• Price breaks below 1.0830 at London open
• Enter short, stop at 1.0840 (midline), target 1.0810
Ranging Day Example:
• Small Hour 1 range forms
• Price chops between high/low all day (gray candles)
• Avoid breakout trades - fade extremes back to midline instead
═══════════════════════════════════════════════════════════════
Key Takeaways
✅ Wait for Hour 1 to complete before making decisions
✅ Clean breaks with strong candles are more reliable
✅ Combine with other confluences (support/resistance, market structure)
✅ The midline is your friend - watch for reactions there
✅ Alerts will notify you of breakouts automatically
This is a framework, not a crystal ball. Use proper risk management and combine with your trading plan!
Recurring Trading DaysRecurring Trading Days is a professional calendar-based market overlay that highlights the most important time-driven structures used by institutional traders.
The indicator maps recurring trading days directly onto the price chart, revealing how liquidity, volatility, and positioning change throughout the month.
It displays:
Weekdays (blue gradient)
Each weekday can be enabled or disabled individually. This reveals weekly behavioral patterns and rhythm in market activity.
N-th Trading Day of the Month (white)
Marks the first, second, third or any selected trading day of each month.
This is where institutional flows, pension allocations and portfolio rebalancing typically enter the market.
NFP Friday (green)
The first Friday of every month when the US Non-Farm Payrolls report is released.
One of the highest-impact macroeconomic trading days.
Monthly Options Expiration - OPEX (red)
The third Friday of each month when index and equity options expire.
Dealer hedging and gamma effects often create reversals or strong directional moves.
Quarterly Options and Futures Expiration (purple)
The third Friday of March, June, September and December.
This is the most important expiration day of the quarter, when options, futures and index products roll simultaneously.
Anniversaries and Fixed Dates (orange)
Unlimited recurring calendar dates in the format DD.MM;DD.MM;...
Useful for seasonal cycles, historical market turning points or personal trading rules.
The indicator uses a strict visual priority:
Fixed Dates > Quarterly OPEX > Monthly OPEX > NFP > N-th Trading Day > Weekdays
This ensures that the most important institutional events are always visible.
Volatility Ranges LABDescription This is the "LAB" edition of a comprehensive Volatility Analysis System designed for precision trading. It combines multi-timeframe statistical ranges (ADR, AWR, AMR) with a real-time Data Dashboard to visualize expected market moves.
Underlying Concepts & Methodology The indicator calculates volatility based on historical averages using either SMA or RMA (Wilder's Smoothing).
Anchoring: Projects ranges from the opening price. Includes a specialized NY Midnight Open (00:00 EST) anchor for accurate Forex alignments.
Projections: Plots standard volatility limits (100%) and exhaustion extensions (up to 200%) to identify overextended price action.
Dashboard: A built-in panel monitors the current status of all three timeframes (Daily, Weekly, Monthly), acting as a risk scanner.
Key Features
3 Timeframes: Simultaneous Daily (ADR), Weekly (AWR), and Monthly (AMR) levels.
Expansion Zones: Optional levels (125%, 150%, 200%) to spot extreme reversals.
Smart Dashboard: Color-coded table indicating risk levels (Traffic Light system).
Customization: Full control over colors, line styles, and label visibility.
How to Use
Targeting: Use the 100% lines as statistical take-profit zones.
Reversals: When price reaches expansion zones (e.g., 125% of ADR), the probability of a reversal increases significantly.
Dashboard: Use it to check if the asset has already consumed its average range for the day/week.
To comply with House Rules regarding non-English UI, here is the translation of the script's settings menu:
0. Rótulos (Labels)
Tamanho do Texto = Text Size
Mostrar Período/Nome/Preço = Show Period/Name/Price
Mostrar Variação Real % = Show Real % Variation
1. Geral (General)
Escala do Gráfico = Chart Scale (Linear/Log)
Método de Cálculo = Calculation Method (SMA/RMA)
2. ADR (Daily Settings)
Ativar ADR = Enable ADR
Período Média = Average Period (Days)
Usar NY Midnight Open = Use NY Midnight Open
Projeção Futura = Future Projection (Bars)
Mostrar Expansões = Show Expansions (125-200%)
Estilo/Espessura = Style/Width
Cor Máxima/Mínima = High/Low Color
Mostrar Terços/25%/50% = Show Thirds/25%/50%
3. AWR (Weekly Settings)
Ativar AWR = Enable AWR
Período Média = Average Period (Weeks)
Usar Abertura Semanal = Use Weekly Open Ref
4. AMR (Monthly Settings)
Ativar AMR = Enable AMR
Período Média = Average Period (Months)
5. Dashboard
Mostrar Dashboard = Show Dashboard
Tema de Fundo = Background Theme (Dark/Light)
Unidade de Medida = Unit (Points/Pips)
Psicologia das Cores = Color Psychology (Traffic Light/Heatmap)
Posição na Tela = Screen Position
First Candle com TargetsThis Pine Script implements a "First Candle of the Day" breakout strategy with targets:
Strategy Logic:
Identifies the first hourly candle of each trading day
Calculates the high, low, and range (distance) of that candle
Draws four horizontal levels on the chart:
High level (red solid line)
Low level (green solid line)
Buy target (blue dashed): High + Daily Range
Sell target (purple dashed): Low - Daily Range
Generates signals when price breaks above/below these levels:
BUY signal: When price closes ABOVE the Buy target (High + Range)
SELL signal: When price closes BELOW the Sell target (Low - Range)
Visualizes all levels with labels showing exact price values
Key Features:
Uses 1-hour timeframe
Lines extend 500 bars forward from the first candle
Automatic cleanup and update of levels each new day
Includes alert conditions for automated trading notifications
Marks the first candle of each day with a blue label
Trading Approach:
Breakout long when price exceeds the first candle's high by its full daily range
Breakout short when price falls below the first candle's low by its full daily range
The strategy assumes the first candle's range establishes intraday volatility boundaries
Lunch Hour Stats 1200 to 1300 NYSilver Futures Lunch Hour Statistics - how much does the price of silver fluctuate between the beginning of New York Lunch hour at 12 to 1pm. How often is it moving up vs down, by how much, etc.
NQ-Pro + StatsUse the standard deviations and apart from a personal configuration of certain specific candles, the standard deviation is not anchored to the open, and already
Thanks you
Statistical Map [Pro]+ | Algo Matrix |StatMap + Dynamic Volatility
StatMap + is an advanced statistical engine designed to map the "heartbeat" of price action. Unlike standard indicators that lag, StatMap projects statistical distributions (Mean, Deviation, and Extremes) based on historical data, giving you a roadmap for the current session.
This version introduces Dynamic Volatility Injection. The indicator creates a composite volatility heatmap that "travels" with live price action, lighting up the specific zone (M1, M2, or D) where the price is currently trading.
🧩 Key Features
1. The Statistical Zones ( The Map ) Price is divided into three predictive distinct zones based on the Opening price:
M1 (The Heart): The baseline statistical average. This is the "Fair Value" area.
M2 (The Expansion): The standard deviation zone. When price breaks M1, it typically seeks M2.
D (The Distribution): The statistical extreme. These are high-probability reversal or exhaustion points.
2. Dynamic Volatility Injection ( The Fuel ) This is the core innovation. The indicator calculates time-based volatility buckets (historical activity for specific times of day).
Live Adaptation: The heatmap colors don't just sit on one line.
If price is consolidating near Open, M1 glows with the volatility colors.
If price breaks M1 (Trend/Expansion), the volatility colors jump to M2.
If price hits an extreme, the colors jump to D.
Heatmap Colors:
🔵 Blue: Low expected volatility (Consolidation/Wait).
🟠 Orange: Normal volatility (Active trading).
🔴 Red: High volatility (Impact news/Major moves).
3. Future Projection The indicator projects the currently active zone forward into the future. This allows you to anticipate when high volatility is coming before the candle even prints.
4. Time Sectors Vertical dividers split your session into trading blocks (e.g., every 4 hours or 6 hours), helping you visualize session changes and time-based reversals.
GOLD QUANTUM MASTER🥇 GOLD QUANTUM MASTER 🥇
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
A high-performance technical analysis suite engineered for institutional-grade precision on Gold (XAUUSD) and Bitcoin (BTCUSD). This Core Edition focuses on raw analytical power without external API overhead.
🚀 KEY FEATURES:
• INSTITUTIONAL FOOTPRINT: Advanced volume-to-MA filters to identify "Big Money" participation.
• HTF REVERSAL SCANNER: Specialized logic for 30m, 1H, and 4H charts to detect Pinbar and Engulfing reversals.
• LIQUIDITY FLOW ANALYTICS: Detects and highlights Previous Day High (PDH) and Low (PDL) sweeps.
• TREND EXHAUSTION FILTERS: Built-in RSI divergence logic to prevent entries at trend peaks or bottoms.
• PREMIUM DATA LABELS: Real-time on-chart display of Signal Mode, Quality Score, and dynamic targets.
• NEON VISUAL SYSTEM: High-contrast, glassmorphic layout for maximum clarity during trading sessions.
BEST FOR: Technical Analysts, Manual Traders, and High-Performance Charting.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
The best work on Higher time frames, I still not tested on lower time frames, but should be also precise.
Feel free to adjust the settings to your own needs.
Make your own decisions when you trade, do not put all confidence into a script, it may fail also.
Cumulative % Change & Inflation-Adjusted (Auto CPI by Currency)This indicator tracks an asset’s cumulative performance from a user-defined start date (T0) and compares nominal returns with inflation-adjusted (“real”) returns, automatically selecting the appropriate CPI series based on the asset currency (USD or EUR).
What it shows
Nominal cumulative return (%) from T0, based on the selected price series.
Inflation change (%) from T0, using a monthly CPI index:
USD assets: US CPI (FRED CPIAUCSL)
EUR assets: Euro Area CPI (TradingView Economics EUCPI)
Real cumulative return (%) from T0, i.e., nominal return deflated by cumulative CPI.
Key inputs
T0 (start date): Year / month / day used as the reference point.
Asset currency (USD/EUR): Drives automatic CPI selection.
Initial capital: Starting value expressed in the asset’s currency; used to display current nominal and real (inflation-adjusted) portfolio value.
Performance ticker (optional): Lets you compute performance using a different symbol than the chart (e.g., a total-return series or an accumulating ETF). If left empty, the script uses the chart’s symbol.
Outputs
Plots
Nominal cumulative % change
Real (inflation-adjusted) cumulative % change
CPI % change
Summary table
Nominal return %
Real return %
CPI change %
Reference date (T0)
Initial value
Current nominal value
Current inflation-adjusted value
Performance ticker used
Notes
CPI is monthly, so the inflation line updates in steps.
If you use a price series that does not include dividends (standard “close”), nominal/real returns may underestimate total return for dividend-paying assets.
Silver vs S&P 500 (Rebased to 100) I have ensured that silver prices and the s&p 500 price are overlayed to give the common folk an understanding. The important part is that the prices are rebased in nature. i.e. if they both started at 100 from an n year which in this case is 1992.
