[GYTS-CE] Kinetic Trend Envelope (adaptive trailing stop)Kinetic Trend Envelope (Community Edition)
🌸 Part of GoemonYae Trading System (GYTS) 🌸
🌸 --------- INTRODUCTION --------- 🌸
💮 What is the Kinetic Trend Envelope?
The Kinetic Trend Envelope (KTE) is an adaptive directional trailing stop in the lineage of SuperTrend, rebuilt around the premise that volatility is kinetic energy . It measures per-bar motion with five academically grounded volatility estimators, then widens the envelope as energy rises and contracts it as motion settles.
In an uptrend, the lower band ratchets higher and never retreats; in a downtrend, the upper band ratchets lower. The direction changes when the active stop is breached, after which the opposite side becomes the new trailing stop.
💮 Why Use This Indicator?
Conventional trailing stops typically combine a price anchor with one symmetric ATR-derived width. The KTE extends that model with:
Asymmetric volatility profiling — Bullish- and bearish-candle volatility shape the upper and lower bands independently.
Three direction-switch methods — High/low, close, or a smoothed estimator controls flip sensitivity without moving the band anchor.
Five volatility estimators — ATR plus Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang covers different treatments of gaps, drift, and intrabar range.
The outputs are calibrated to a common width basis, so Volatility Factor remains interpretable across estimators and price scales. Fine adjustment may still be useful, but switching estimators should not require re-tuning by orders of magnitude.
↑ The KTE on a trending instrument. The thick line is the active trailing stop; the thin line shows the opposing side of the envelope. Both expand and contract with market energy.
↑ KTE beside TradingView's built-in SuperTrend, both using ATR with a 10-bar lookback. KTE's asymmetric profile changes how each side responds to directional volatility while the monotonic active band avoids premature loosening.
🌸 --------- HOW IT WORKS --------- 🌸
💮 Core Concept
The bands share a smoothed price estimator as their anchor, but use separate volatility profiles:
Upper band = estimator + (factor × bullish-candle volatility)
Lower band = estimator − (factor × bearish-candle volatility)
In a bullish state, the lower band is active and can only rise. In a bearish state, the upper band is active and can only fall. This monotonic constraint prevents a live trailing stop from loosening within the trend.
The selected direction-switch method changes only the breach test. It does not change the smoothed estimator anchoring the envelope, so a wick-sensitive trigger cannot drag the bands around with the wick.
💮 The Five Volatility Estimators
Each estimator reads a different part of the OHLC bar:
ATR (Wilder, 1978) — Familiar baseline that handles gaps through true range.
Parkinson (1980) — Uses high-low range; efficient under continuous, low-drift conditions.
Garman-Klass (1980) — Adds open-close information; favours continuous sessions without material gaps.
Rogers-Satchell (1991) — Drift-independent and well suited to trending, continuously traded instruments.
Yang-Zhang (2000) — Combines overnight gaps, open-close movement, and Rogers-Satchell; the gap-aware default.
Statistical efficiency does not guarantee a visibly tighter stop. At slow Adaptation Speed settings, long averaging makes the estimators look similar; at fast settings, their different treatments of gaps, drift, and range become more visible. Choose according to the instrument's behaviour rather than expecting one estimator always to produce the narrowest band.
↑ ATR and Yang-Zhang at Adaptation Speed 2. The long profile memory (low speed) smooths away most of the difference, so the two envelopes nearly overlap.
↑ ATR and Yang-Zhang at Adaptation Speed 8. The short profile memory (high speed) exposes their different volatility readings, producing visibly distinct envelope widths.
💮 Asymmetric Volatility Profiling and Adaptation Speed
The KTE stores volatility from bullish and bearish candles separately. Bullish samples determine the upper width; bearish samples determine the lower width. This allows the two sides to respond differently when upward and downward motion carry different energy.
Adaptation Speed controls the memory of this profile, not the speed of the price estimator and not the distance of the stop by itself. Its 1–10 scale maps logarithmically to an internal window:
Speed 3 — approximately 878 bars: stable and slow to re-weight
Default 3.5 — approximately 570 bars: general-purpose smoothing
Speed 8 — approximately 11 bars: highly responsive to recent volatility
Speed 10 — approximately 2 bars: extremely reactive and noisy
Faster does not necessarily mean closer to price. During a volatility burst, a fast profile recognises the expansion sooner and may widen the band sharply. Because the active stop cannot loosen, it can then remain flat until the estimator catches up. A slow profile dilutes the same burst across much more history, so its narrower band may appear to follow price faster.
This is why two instances matched during a calm period can separate during a shock, especially when they also use different Volatility Factor values. Compare Adaptation Speed with the same factor first; matching lines in one regime does not make two configurations equivalent elsewhere.
The profiles are also direction-conditioned: bullish samples are replaced by later bullish candles and bearish samples by later bearish candles. A recent high-volatility sample can therefore persist through a run of opposite-colour candles, producing deliberate step-like plateaux in the relevant band.
↑ Asymmetric profiling in action: the upper and lower widths respond independently to bullish- and bearish-candle volatility.
💮 Direction Switch Methods
The breach source sets the balance between responsiveness and false flips:
On high/low — Uses the current bar's wick and can switch on the breach bar. Fastest and most sensitive to noise.
On close — Uses the previous confirmed close; the switch appears on the following bar.
On estimator — Uses the previous smoothed estimator; the most conservative default, also switching on the following bar.
↑ The three switch methods share the same band geometry but change direction at different times.
🌸 --------- KEY FEATURES --------- 🌸
💮 Eight Estimator Filters
The configurable price anchor includes:
Ultimate Smoother, 2- or 3-pole — Low-noise, near-zero-lag passband response; the 2-pole version is the default.
Super Smoother, 2- or 3-pole — Ehlers low-pass filters for progressively stronger smoothing.
BiQuad — Second-order low-pass filter with an adjustable Q-factor.
ADXvma — Adapts to trend strength and tends to flatten in ranges.
MAMA — Cycle-adaptive MESA moving average.
A2RMA — Adaptive recursive moving average with adjustable gamma.
They are provided by the open-source FiltersToolkit library.
💮 Visual Layering
The display separates function from context:
Active band — Thick directional trailing-stop line
Opposing band — Thin reference for the inactive side
Channel fill — Visual separation between the estimator and each band
Estimator — Optional smoothed anchor
Palette, light/dark mode, widths, and transparencies can be adjusted independently.
🌸 --------- USAGE GUIDE --------- 🌸
💮 Getting Started
Start with the defaults, observe several calm and volatile regimes, and change one dimension at a time:
Tune Volatility Factor for the preferred stop distance.
Tune Adaptation Speed for how quickly width should respond to regime changes.
Choose the direction-switch method for the preferred confirmation level.
Change the volatility estimator only when its assumptions better fit the instrument.
💮 Choosing a Volatility Estimator
Gapped equities — Yang-Zhang accounts for overnight movement.
Trending 24/7 markets — Rogers-Satchell is drift-independent without a separate gap component.
Continuous, range-led markets — Parkinson or Garman-Klass offers efficient range-based measurement under their assumptions.
Familiar baseline — ATR provides conventional true-range behaviour.
On continuous instruments, Rogers-Satchell and Yang-Zhang may look very similar because there are few gaps to distinguish them. Use the Volatility Toolkit to compare their raw behaviour on the intended instrument.
↑ Three estimators compared on one instrument, each reading a different combination of OHLC information.
💮 Tuning Width and Responsiveness
These controls solve different problems:
Volatility Factor — Sets the distance per unit of measured volatility.
Adaptation Speed — Sets the memory of the bullish/bearish profile; faster can widen the stop sooner during shocks.
Volatility Lookback — Sets how quickly the underlying per-bar volatility estimate changes.
Estimator Lookback — Sets the smoothness of the price anchor.
Use symptoms to guide adjustment:
Frequent flips on minor pullbacks — Increase Volatility Factor or use a more conservative switch method (e.g. "on estimator").
Excessive give-back — Decrease Volatility Factor or use a more responsive switch method (e.g. "on high/low").
Width reacts too slowly to regime changes — Increase Adaptation Speed or reduce Volatility Lookback.
Bands become erratic during shocks — Reduce Adaptation Speed or increase Volatility Lookback.
↑ A tight factor follows price more closely and flips more often; a loose factor tolerates larger pullbacks.
💮 Trading Applications
Discretionary trailing stop — Move a protective stop with the active band as it tightens.
Trend confirmation — Accept long signals only during a bullish KTE state, and short signals only while bearish.
Exit timing — Treat a direction change as an exit when the trade thesis is trend-following.
💮 Integration with GYTS Suite
The visible bands and estimator can be selected as sources by compatible Pine scripts. Two packed streams are also exposed:
🔗 STREAM KTE 🪜 Trailing Stoploss — Positive lower-band value in a bullish state; negative upper-band value in a bearish state.
🔗 STREAM KTE 🪜 Mechanism — Encodes the switch method and scale-invariant estimator relationship for compatible consumers.
The KTE is, first and foremost, a trailing stop, and these streams are built for stop management. The Order Orchestrator strategy consumes the Trailing Stoploss and Mechanism streams together : the first supplies the active stop level and its direction, the second makes the strategy's trailing-exit runner follow whatever switch method and estimator you set here. So the stop is configured once, in the KTE.
Beyond that primary role, the signed trailing-stop stream can also serve as a trend signal, since its sign flips with direction: it can be read through sign and magnitude as an entry/exit signal, including by Flux Composer . The KTE can also be paired with Market Regime Detector so flips are acted on only when the broader regime supports trend-following behaviour.
🌸 --------- LIMITATIONS --------- 🌸
Trailing-stop latency — Every trailing stop gives back some of the move between the trend extreme and the eventual breach.
Whipsaws in ranges — Low-energy chop can produce repeated flips; a regime filter may help when ranging conditions dominate.
Fast adaptation can widen the stop — Higher Adaptation Speed means faster volatility response, not guaranteed proximity to price.
Direction-conditioned memory — A bullish or bearish outlier remains in its own profile until enough matching-direction samples replace it, which can create plateaux after shocks.
Warm-up and sample size — Long profile windows need sufficient chart history; strongly one-sided markets may leave one side with few recent samples.
🌸 --------- CREDITS --------- 🌸
💮 Academic Sources
Wilder, J. W. (1978). New Concepts in Technical Trading Systems . Trend Research.
Parkinson, M. (1980). The Extreme Value Method for Estimating the Variance of the Rate of Return. Journal of Business, 53 (1), 61–65. DOI
Garman, M. B., & Klass, M. J. (1980). On the Estimation of Security Price Volatilities from Historical Data. Journal of Business, 53 (1), 67–78. DOI
Rogers, L. C. G., & Satchell, S. E. (1991). Estimating Variance from High, Low and Closing Prices. Annals of Applied Probability, 1 (4), 504–512. DOI
Yang, D., & Zhang, Q. (2000). Drift-Independent Volatility Estimation Based on High, Low, Open, and Close Prices. Journal of Business, 73 (3), 477–491. DOI
Ehlers, J. F. (2024). The Ultimate Smoother. Technical Analysis of Stocks & Commodities , 2024-04. TASC
Ehlers, J. F. (2004). Cybernetic Analysis for Stocks and Futures . Wiley. Covers SuperSmoother, MAMA and more.
💮 Inspiration
Thanks to Trendoscope for inspiring us with the Supertrend - Ladder ATR (2021). It derives long-side stop distance from bearish-candle ATR and short-side distance from bullish-candle ATR, which is one of the mechanisms that we tried to develop further with the KTE.
💮 Libraries Used
FiltersToolkit — Ultimate Smoother, Super Smoother, BiQuad, ADXvma, MAMA, and A2RMA
VolatilityToolkit — Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang estimators
MathTransform — Logarithmic scaling for Adaptation Speed
ColourUtilities — Palette management and light/dark-mode colour adjustment
Indicator
Wake Up, Neo - Gold/DXY Confluence🇮🇹 ITALIANO
🔴 Wake Up, Neo — Gold/DXY Confluence
Questo indicatore individua opportunità di trading su XAUUSD (oro) sfruttando la relazione inversa tra il prezzo dell'oro e l'indice del dollaro (DXY), confermando ogni segnale con due filtri di trend indipendenti prima di mostrarlo a grafico.
Come funziona
Filtro di correlazione (Gold/DXY) — calcola la correlazione rolling tra il prezzo dell'oro e il DXY. Quando la correlazione è sufficientemente negativa (relazione inversa attiva), un incrocio dell'RSI genera un segnale grezzo di BUY o SELL.
Conferma con Supertrend — il segnale grezzo viene validato solo se il Supertrend conferma la direzione opposta attesa (es. BUY solo se il Supertrend è in trend ribassista, coerentemente con una view contrarian/di inversione).
Conferma con Gann HiLo Activator — se al momento del segnale il Gann HiLo è già allineato, il segnale scatta subito. Se invece è ancora contrario, l'indicatore attende pazientemente la prima candela chiusa in cui il Gann HiLo si allinea, e solo a quel punto — ricontrollando che il Supertrend sia ancora coerente — genera il segnale finale BUY o SELL.
Questo meccanismo a "attesa di conferma" riduce i falsi segnali rispetto a un semplice incrocio isolato.
Filtri opzionali (disattivati di default)
Per chi vuole affinare ulteriormente il win rate, sono disponibili quattro filtri aggiuntivi attivabili singolarmente: trend EMA, volatilità ATR, fascia oraria di sessione (Londra/New York) e conferma RSI.
Backtest integrato
Include un motore di backtest visivo: ogni segnale apre un trade virtuale alla candela successiva, con zone TP/SL disegnate a grafico, label di entrata/uscita e un pannello riepilogativo con numero di operazioni, TP/SL presi, rapporto rischio/rendimento e win rate.
⚠️ Questo indicatore è uno strumento di analisi tecnica e non costituisce consulenza finanziaria. Testare sempre su demo prima di un uso reale.
Autore: KalTony
🇬🇧 ENGLISH
🔴 Wake Up, Neo — Gold/DXY Confluence
This indicator spots trading opportunities on XAUUSD (gold) by exploiting the inverse relationship between the gold price and the US Dollar Index (DXY), confirming every signal with two independent trend filters before it prints on the chart.
How it works
Correlation Filter (Gold/DXY) — calculates the rolling correlation between the gold price and the DXY. When the correlation is negative enough (inverse relationship active), an RSI crossover generates a raw BUY or SELL signal.
Supertrend Confirmation — the raw signal is only validated if Supertrend confirms the expected opposite direction (e.g. BUY only if Supertrend is in a downtrend, consistent with a contrarian/reversal view).
Gann HiLo Activator Confirmation — if the Gann HiLo is already aligned at the moment of the signal, it fires immediately. If it's still opposed, the indicator patiently waits for the first closed candle where the Gann HiLo aligns, and only then — after re-checking that Supertrend is still consistent — does it generate the final BUY or SELL signal.
This "wait for confirmation" mechanism reduces false signals compared to a simple isolated crossover.
Optional Filters (disabled by default)
For those who want to further refine the win rate, four additional filters are available and can be toggled individually: EMA trend, ATR volatility, session time filter (London/New York), and RSI confirmation.
Built-in Backtest
Includes a visual backtest engine: every signal opens a virtual trade on the next candle, with TP/SL zones drawn on the chart, entry/exit labels, and a summary panel showing number of trades, TP/SL hits, risk/reward ratio, and win rate.
⚠️ This indicator is a technical analysis tool and does not constitute financial advice. Always test on a demo account before live use.
Author: KalTony Indicator
EMA + Supertrend + OBV [StrixEDGE]Trend Engine EMA + Supertrend + OBV is a multi-timeframe trend scoring system that combines EMA structure, Supertrend direction, and OBV volume flow into a single overlay with a detailed heatmap dashboard. It evaluates four timeframes simultaneously and presents the results in a color-coded, section-organized table directly on the chart.
The indicator answers three questions per timeframe: Is the structure bullish or bearish? Is the directional signal confirmed? Is volume supporting the move? It then aggregates these into a confluence score and cross-timeframe alignment reading.
Components
EMA Stack (21 / 50 / 200)
Three exponential moving averages forming a structural hierarchy. The scoring logic evaluates both the EMA order and price position:
| Condition | Score | Label |
|---|---|---|
| 21 > 50 > 200, price above all | +2 | FULL BULL ▲▲ |
| 21 > 50 > 200 | +1 | BULLISH ▲ |
| Price above 200 but EMAs not ordered | +1 | BULLISH ▲ |
| No clear alignment | 0 | MIXED ◆ |
| Price below 200 but EMAs not ordered | −1 | BEARISH ▼ |
| 21 < 50 < 200 | −1 | BEARISH ▼ |
| 21 < 50 < 200, price below all | −2 | FULL BEAR ▼▼ |
The 200 EMA is separately tracked as "Price/200" in the heatmap, since institutional participants widely use this level as the dividing line between bull and bear regimes.
On the chart, all three EMAs turn green when bull-stacked and red when bear-stacked. A ribbon fill between the fast and mid EMA visualizes alignment strength. Golden Cross (50 above 200) and Death Cross events are marked with "GC" and "DC" labels.
Supertrend (10, 3)
An ATR-based trailing stop that produces a binary directional signal. When the Supertrend line is below price, it scores +1 (BULLISH). When above, it scores −1 (BEARISH). The line also serves as a dynamic stop-loss level. Triangle markers appear at each flip point.
OBV with 20-period SMA
On Balance Volume is calculated cumulatively — adding volume on up-closes, subtracting on down-closes. The heatmap evaluates two dimensions independently: OBV position relative to its SMA (above or below) and the SMA slope direction (rising, falling, or flat). This produces six distinct flow states:
| OBV vs MA | Slope | Label | Meaning |
|---|---|---|---|
| Above | Rising | ACCUM ▲ | Active accumulation — institutional buying |
| Above | Flat | ABOVE MA | Holding above average — neutral positive |
| Above | Falling | WEAKENING | Position eroding despite being above MA |
| Below | Rising | BUILDING | Recovery underway — improving flow |
| Below | Flat | BELOW MA | Holding below average — neutral negative |
| Below | Falling | DISTRIB ▼ | Active distribution — institutional selling |
OBV scores +1 when above MA and rising, −1 when below MA and falling, and 0 for all intermediate states.
The MTF Heatmap
The heatmap table is organized into four color-coded sections:
STRUCTURE (blue header) — EMA Stack alignment and Price vs EMA 200 for each timeframe. Shows whether the market's structural foundation is bullish, bearish, or mixed.
DIRECTION (purple header) — Supertrend signal per timeframe. A clean binary reading of whether the trailing stop is bullish or bearish.
VOLUME FLOW (teal header) — OBV flow state per timeframe. Shows whether volume is confirming the price trend, diverging from it, or transitioning.
CONFLUENCE (gold header) — The aggregated output:
- Score: total from −4 to +4 per timeframe
- Strength: visual dot bar (● ● ● ● ○) representing signal intensity
- Regime: classification label (STRONG BULL BULLISH NEUTRAL BEARISH STRONG BEAR )
At the bottom, an MTF Alignment summary shows how many timeframes agree (e.g., "▲ 3/4 BULLISH — Strong alignment www.tradingview.com or "◆ SPLIT 2/2 — No clear bias www.tradingview.com).
Every cell uses heatmap coloring — bright green for strong bullish, through gray for neutral, to deep red for strong bearish — providing an instant visual scan of market conditions.
| Component | Max bullish | Neutral | Max bearish |
|---|---|---|---|
| EMA Stack | +2 | 0 | −2 |
| Supertrend | +1 | — | −1 |
| OBV Flow | +1 | 0 | −1 |
| **Total** | +4 | 0 | −4 |
Classification per timeframe:
- +3 to +4 → STRONG BULL
- +1 to +2 → BULLISH
- 0 → NEUTRAL
- −1 to −2 → BEARISH
- −3 to −4 → STRONG BEAR
Reading the heatmap
The heatmap's primary value is showing cross-timeframe agreement at a glance:
All columns green — Full alignment across timeframes. This is the highest-probability environment for trend-following trades.
Higher TFs green, lower TFs red — A pullback within a larger uptrend. The structural trend is intact; the short-term weakness may represent an entry opportunity.
Lower TFs green, higher TFs red — A rally within a larger downtrend. Unless the higher timeframes are shifting, this is likely a counter-trend bounce.
Mixed colors — No clear directional edge. Reduce position size or wait for alignment to develop.
Section-level reading — If STRUCTURE and DIRECTION are green but VOLUME FLOW is red, the trend lacks volume confirmation and may be fragile. If VOLUME shows ACCUM but DIRECTION is bearish, smart money may be accumulating before a reversal.
Alerts
Seven alert conditions are available:
- Strong bullish trend detected (current TF)
- Strong bearish trend detected (current TF)
- Golden Cross — EMA 50 crosses above EMA 200
- Death Cross — EMA 50 crosses below EMA 200
- Supertrend flip bullish
- Supertrend flip bearish
- Any trend classification change
Disclaimer: This indicator is a technical analysis tool for educational and informational purposes. It does not constitute financial advice or a recommendation to buy or sell any security. No trading indicator can predict future price movements. Past performance is not indicative of future results. Always conduct your own analysis and consider your risk tolerance before making trading decisions. Indicator
Adaptive Source Supertrend (TESSEN)
Most Supertrend implementations do two things by default: use a fixed price source (usually hl2) and a fixed ATR multiplier. Both are decisions, not laws. This version makes them adaptive.
Source selection: on every bar, the script computes Kaufman's Efficiency Ratio — a public-domain formula from Perry Kaufman's KAMA — independently for Open, High, Low, and Close. ER measures how directionally a series has moved over a lookback window (1.0 = clean trend, 0.0 = pure noise). Whichever OHLC series currently has the highest ER becomes the working price source for the moving average and the trailing stop. A hysteresis margin (adjustable) stops it flipping between two near-tied sources on every bar.
Band width: the ATR multiplier isn't fixed either. It scales with a volatility percentile rank — where current ATR sits relative to its own recent range. Bands widen automatically in high-volatility regimes and tighten in low-volatility regimes, instead of using one multiplier for every market condition.
What it deliberately doesn't do: no signals dressed up as certainty, no repainting (all selection and flips evaluate on confirmed bars only), no performance claims. A dynamic source and adaptive bands are a different set of assumptions than the classic version — not a guaranteed improvement. Backtest both on your own instrument before trusting either.
Includes: adjustable MA type on the selected source, BUY/SELL labels and glow fills on trend flips, source-switch markers, and alerts for both trend flips and source switches. Indicator
Supertrend - EMA Cloud - Divergence - ADX [StrixEDGE]Overview
Apex Trend Engine is a 5-layer confluence system that combines trend-following, momentum, and reversal detection into a single overlay indicator. Each layer operates independently and feeds into a unified scoring engine that generates high-conviction BUY and SELL signals only when multiple confirmations align.
Layer 1 — Supertrend (Trend Direction)
An ATR-based adaptive trend filter that hugs price during trends and flips cleanly on reversals. The Supertrend line is plotted directly on the chart with a subtle fill between price and the stop level, making the current trend direction visible at a glance.
Bull & Bear SuperTrend :
Layer 2 — EMA Cloud (Momentum & Entries)
A fast/slow EMA pair (default 9/21) with a filled cloud between them. The cloud color shows momentum direction: green when fast EMA is above slow, red when below. Crossovers serve as entry triggers when confirmed by other layers.
Bull & Bear EMA :
Layer 3 — RSI Divergence Scanner (Reversals)
Automatic detection of regular bullish and bearish divergences between price and RSI using pivot-confirmed swing points. When price makes a lower low but RSI makes a higher low, a bullish divergence line is drawn on the chart. The reverse for bearish.
Bull Div.
Bear Div.
Layer 4 — ADX Trend Strength (Filter)
The Average Directional Index measures whether the market is trending or ranging. ADX above the threshold (default 25) confirms a trending market. The directional indicators (DI+ vs DI-) determine if the trend is bullish or bearish.
Bull & Bear ADX :
Layer 5 — Combined Signal Engine
Each layer contributes one point to a bull score and one to a bear score (5 points maximum each):
Point 1 — Supertrend direction
Point 2 — EMA fast/slow alignment
Point 3 — Price position relative to 200 EMA
Point 4 — Recent RSI divergence (within 20 bars)
Point 5 — ADX trending with directional confirmation
Signal generation requires both a score threshold AND a trigger event:
STRONG BUY — 4 or more bullish points with an EMA crossover or Supertrend flip
BUY — 3 or more bullish points with a trigger
STRONG SELL — 4 or more bearish points with a trigger
SELL — 3 or more bearish points with a trigger
This dual requirement (score plus trigger) prevents signals from firing on every bar during a trend and limits them to actionable moments.
Chart visuals
Supertrend: colored line with transparent fill to price showing the trend zone
EMA Cloud: fast and slow EMA lines with filled cloud between them
EMA 200: gold line for macro trend reference
Divergence lines: green lines connecting bullish divergence pivots, red for bearish
Signal arrows: double arrows for strong signals, single triangles for regular
Background highlight: subtle bar coloring on strong signal bars
Dashboard table
The on-chart dashboard shows each layer's current reading:
Supertrend — stop level and direction
EMA Cross — values and cross status
EMA 200 — value and price position
RSI — value with overbought/oversold warnings
Divergence — type and how many bars ago
ADX — value with trending/ranging status
Score — X/5 BULL and X/5 BEAR
Signal — combined verdict
Settings
Every component is independently configurable with sensible defaults:
Supertrend: ATR length 10, multiplier 3.0
EMA Cloud: fast 9, slow 21, trend 200
RSI Divergence: length 14, pivot lookback 5
ADX: length 14, smoothing 14, trending threshold 25
Signals: buy/sell arrows and background highlights toggleable
Dashboard: position and text size adjustable
Alerts : 10 alert conditions covering every signal type:
Strong Buy, Buy, Strong Sell, Sell
Supertrend flip bullish/bearish
EMA cross up/down
Bullish/Bearish divergence detected
Disclaimer
This indicator is a technical analysis tool for educational and informational purposes. It does not constitute financial advice. Past performance does not guarantee future results. Always use proper risk management and never risk capital you cannot afford to lose. Indicator
Indicator
Confluence Trend Matrix [NQ Labs]
Confluence Trend Matrix
- The Confluence Trend Matrix combines four independent trend signals into a single confluence score, ranging from -4 (full bearish agreement) to +4 (full bullish agreement). Instead of relying on one indicator in isolation, it measures how many independent factors currently agree on trend direction — the idea being that alignment across multiple methods is more informative than any single signal alone.
The four factors:
- Each factor scores +1 (bullish), -1 (bearish), or 0 (neutral):
EMA Structure — Evaluates price position relative to a fast and slow EMA. Scores bullish only when price is above the fast EMA and the fast EMA is above the slow EMA (clean uptrend structure), and mirrors for downtrends. Mixed conditions score neutral.
SuperTrend — Uses the SuperTrend direction (ATR-based) as a trend-following component. Bullish when SuperTrend is below price, bearish when above.
ADX-Gated Direction — Takes directional bias from DI+/DI-, but only counts it when ADX is above a strength threshold. In weak, directionless conditions this factor stays neutral, which helps filter out chop.
Higher-Timeframe Trend — Compares the higher-timeframe close against a higher-timeframe EMA, using confirmed HTF bars to avoid repainting. This anchors the lower-timeframe read to the broader trend.
How it's displayed:
Confluence Band — An ATR envelope around price that colors according to the aggregate score. The band grows more opaque as agreement strengthens toward ±4, giving an at-a-glance read of trend conviction. Band width is adjustable via the ATR multiplier.
Dashboard Table — A compact panel breaking down each of the four factors individually, plus the net score, an overall strength label, and net bias. This shows not just what the score is, but which specific factors are driving it.
Background Tint — A subtle highlight when confluence reaches maximum agreement (±4).
Alerts:
- Confluence flip (crossing between bullish and bearish territory)
- Maximum confluence reached (+4 or -4)
Settings:
- All factor parameters are adjustable — EMA lengths, SuperTrend factor and ATR period, ADX length and threshold, higher timeframe, and HTF EMA length — so the tool can be tuned to different markets and timeframes. Visual options include band width, transparency, table position, and colors.
Notes:
- This indicator is a trend-analysis and confluence-visualization tool. It does not generate buy or sell recommendations and makes no claim about future performance. It is intended as one input within a broader analysis process, not as a standalone system. As with any indicator, results vary across markets, timeframes, and conditions — test thoroughly before relying on it.
Open-source and free to use.
Feedback and suggestions are welcome. Indicator
Super-trend Signal Engine Quantum EdgeShort description
ATR-based Supertrend strategy that flips long or short on confirmed trend reversals, with optional signal labels, trend highlighting, bar coloring, and built-in date-range backtesting.
Description
Signal Engine Quantum Edge is a public Supertrend-based strategy built to track volatility-adjusted trend shifts and execute long or short entries when trend direction flips. The script uses ATR-expanded bands around hl2, then updates those bands as price develops so the strategy can detect reversals and stay aligned with the active move. TradingView describes Supertrend as a trend-following tool built from ATR and price-based bands, where changes in the line’s position relative to price signal shifts in trend direction.
How it works
Calculates ATR using either the built-in ATR method or an alternative SMA-of-true-range method.
Builds dynamic upper and lower trend bands from price and ATR.
Triggers a long entry when trend flips from bearish to bullish.
Triggers a short entry when trend flips from bullish to bearish.
Restricts entries to the user-defined backtest date window.
This strategy follows the same general Supertrend logic TradingView documents for reversal-based entries, where long positions begin when the trend changes from above price to below price, and short positions begin on the opposite transition.
Inputs
ATR Period — default 10.
ATR Multiplier — default 3.0.
Source — default hl2.
Change ATR Calculation Method? — switch between built-in ATR and SMA-of-TR.
Show Buy/Sell Signals? — toggle signal labels.
Highlighter On/Off? — toggle trend fill shading.
Bar Coloring On/Off? — color candles by active trend.
From / To Date — define the backtest window.
Visual features
Green Supertrend line and fills for bullish phases.
Red Supertrend line and fills for bearish phases.
Optional Buy/Sell labels at trend flips.
Bar coloring to reflect the most recent active signal.
Usage notes
This is a strategy, not an indicator, so it uses strategy.entry() to simulate long and short trades directly from reversal signals.
Like most Supertrend systems, it is designed for trending conditions and can produce false signals during sideways or highly compressed markets, which TradingView also notes as a common limitation of Supertrend-based methods.
For more realistic testing, set commission, slippage, and position sizing in the strategy properties before evaluating results.
Strategy
Super-trend Signal Engine Strat [QUANTUM EDGE]Short description
Volatility-adjusted Supertrend strategy with trend-reversal entries, bar highlights, and date-range backtesting.
Description
Signal Engine Quantum Edge is a clean Supertrend-based strategy that tracks volatility-adjusted trend state and generates long/short entries on confirmed reversals. It includes optional visual highlights, signal labels, and bar coloring to make trend alignment instantly readable, plus a configurable date range for precise backtest control.
How it works
Computes ATR-based upper and lower bands from a user-selected source (default hl2)
Bands tighten with trend continuation and reset on reversal
A trend flip from bearish to bullish triggers a long entry
A trend flip from bullish to bearish triggers a short entry
Recommended timeframe settings
Timeframe ATR Period ATR Multiplier
15-minute 15 9.1
5-minute 13 5.1
1-minute 10 3.0
Load the chart on your desired timeframe, open the strategy settings, and match the ATR Period and ATR Multiplier to the values above before running backtests.
Inputs
ATR Period — lookback for volatility measurement
ATR Multiplier — band width scalar
Source — price input for band calculation (default hl2)
Change ATR Calculation Method — toggle between standard ATR and SMA-of-TR
Show Buy/Sell Signals — toggle signal labels on/off
Highlighter On/Off — background trend shading
Bar Coloring On/Off — candle color sync with trend state
Date Range — backtest window limits (From/To month, day, year)
Important usage notes
This is a strategy script, not an indicator. It executes strategy.entry() calls and is meant for backtesting and automated execution workflows.
Combine with your own higher-timeframe bias, structure, and risk-management rules before live deployment. Strategy
Helix Lucky MTF Bias and Breakout DashboardHelix Lucky MTF Trend and Breakout Dashboard
📊 Overview
Helix Lucky MTF Trend and Breakout Dashboard is an overlay indicator designed to organize trend, momentum, breakout context, key levels, and multi-timeframe alignment into one chart-based dashboard.
The purpose of the script is not to combine unrelated indicators into a single display. The script separates market analysis into distinct layers so each component has a specific role:
1. Trend structure
2. Momentum confirmation
3. Breakout context
4. Multi-timeframe alignment
5. Key level awareness
6. Setup scoring
7. Optional visual confirmation tools
The result is a confluence-based workflow that helps traders review whether multiple independent conditions are aligned before making a trading decision.
🧩 How the Main Components Work Together
The script uses moving averages, VWAP, MACD, ZLSMA, UT Bot logic, Supertrend, ADX, RSI, and Opening Range Breakout logic as separate inputs within the same framework.
The moving average group provides basic trend structure by comparing shorter-term and longer-term averages. The default structure uses a fast EMA, medium EMA, and long SMA, but users can configure the moving average types and lengths.
VWAP provides session or higher-period price-location context. It can be anchored to the session, day, week, month, quarter, or year and may be displayed with standard deviation or percentage-based bands.
MACD is used as a momentum confirmation layer. The script includes a minimum separation filter so very small MACD differences can be filtered out instead of being treated the same as stronger momentum shifts.
ZLSMA is optional and can be used as an additional trend-direction filter.
The UT Bot component is used as the primary chart label engine. It uses an ATR-based adaptive trailing stop. The script adjusts the trailing distance using volatility, momentum, and volume conditions, then produces Buy or Sell labels when price crosses the trailing stop and the configured filters allow the signal.
Supertrend provides a separate trend-regime layer. This gives the user a second way to compare the UT Bot label against a broader trend condition.
ADX is used to evaluate whether trend strength is above the user-selected threshold. RSI can be used either in a classic 30/70 bias mode or with custom pullback zones.
The Opening Range Breakout component tracks whether price is above, below, or inside the selected opening range window. This helps separate trend-following conditions from range-bound conditions.
🧠 Why This Is More Than a Simple Mashup
Each component is assigned a different purpose. The script is designed so the same tools are not all treated as equal standalone signals.
Trend tools identify direction.
Momentum tools evaluate confirmation.
Volume and relative volume help evaluate participation.
Opening Range Breakout logic identifies range expansion.
The Bias Table compares selected conditions across multiple timeframes.
The Price Point Dashboard displays important reference levels and live context.
The scoring layer organizes these conditions into a rule-based summary.
This structure allows the script to reduce chart clutter while still showing how the underlying conditions agree or disagree.
🕒 Multi-Timeframe Bias Table
The Multi-Timeframe Bias Table displays up to eight selectable timeframes, including 1 minute, 5 minutes, 15 minutes, 30 minutes, 1 hour, 2 hours, 4 hours, and Daily.
Each row evaluates one condition, such as moving average structure, price relative to VWAP, MACD alignment, Supertrend direction, ZLSMA slope, RSI condition, ADX threshold, Opening Range Breakout status, and longer-period bias.
The table also includes an average agreement reading. This reading is not a prediction and does not represent a win rate. It simply shows how many selected conditions are aligned across the active timeframes.
By default, the script can hide timeframes below the current chart timeframe. This is intended to reduce lower-timeframe noise when viewing higher-timeframe charts.
📍 Price Point Dashboard
The Price Point Dashboard displays reference levels and market context in one location. These can include prior day high, prior day low, prior day close, pivot levels, moving averages, 52-week high, Fibonacci reference levels, VWAP information, Opening Range Breakout status, ATR, gap percentage, relative volume, and other selected dashboard fields.
The dashboard is intended to help users see where price is trading relative to important reference levels without manually adding each level to the chart.
📈 Trend Strength Score
The Trend Strength Score is a rule-based 0 to 100 score that measures how strongly the current bar aligns with selected bullish trend conditions.
The score uses five weighted components:
- EMA alignment
- VWAP location
- MACD alignment
- Supertrend direction
- ADX strength
The score is a summary of internal conditions only. It does not predict future price movement.
🎯 Trade Probability Score
The Trade Probability Score is a rule-based 0 to 100 setup-quality score. It is calculated from twelve weighted factors:
- Multi-timeframe alignment
- EMA stack
- VWAP location
- Price relative to the 200-period moving average
- MACD alignment
- Supertrend direction
- ADX strength
- Relative volume
- Opening Range Breakout status
- Relative strength versus a selected benchmark
- Volatility state
- Position relative to key levels
The score is intended to summarize confluence. A higher score means more of the script’s internal conditions are aligned. It does not mean that a trade will be profitable, and it should not be interpreted as a guaranteed probability of success.
💧 Liquidity Sweep Detection
The script can detect liquidity sweep conditions by checking whether price moves beyond a recent swing high or swing low and then closes back inside that level.
A Sweep High label indicates that price moved above a recent high and then closed back below that level.
A Sweep Low label indicates that price moved below a recent low and then closed back above that level.
These labels are intended to identify possible rejection behavior around recent swing points. They should be used as context, not as standalone trade signals.
⚖️ Relative Strength
The script includes relative strength comparison against configurable benchmark symbols. The default benchmarks are QQQ and SPY.
Relative strength is calculated by comparing the current symbol’s intraday return against the benchmark’s intraday return. A positive value means the current symbol is outperforming the benchmark over that comparison period. A negative value means it is underperforming.
🌡️ Volatility State
The Volatility State feature classifies the current volatility environment as Squeeze, Normal, or Expansion.
This is based on Bollinger Band width compared with Keltner Channel width and recent volatility behavior.
Squeeze indicates compressed volatility.
Normal indicates a standard volatility environment.
Expansion indicates that volatility has increased relative to recent conditions.
This feature is included to help users understand whether price is consolidating, behaving normally, or expanding in volatility.
🕯️ Candlestick Pattern Labels
The script includes optional candlestick pattern labels. These patterns are detected on the same timeframe as the chart. They are not calculated from a separate hidden timeframe.
Optional labels include:
- Bullish Engulfing
- Bearish Engulfing
- Hammer
- Shooting Star
- Morning Star
- Evening Star
- Inside Bar
- Tweezer Top
- Tweezer Bottom
- Doji
- Dragonfly Doji
- Gravestone Doji
- Sweep High
- Sweep Low
These labels are intended as additional context. They should not be treated as standalone entries without reviewing trend, momentum, volatility, and key-level context.
🛑 Suggested Stop Loss and Take Profit Reference Lines
The script can plot suggested stop loss and take profit reference lines after a UT Bot label appears.
The stop line is calculated from internal structure such as the UT Bot stop, Supertrend, VWAP, moving average, Donchian floor, and a minimum ATR-based risk floor depending on settings and context.
Take profit reference lines are based on R-multiple distances from the suggested stop. These are visual planning tools only. They do not place trades, manage positions, or execute orders.
🧭 How to Use the Script
A typical workflow is:
1. Select the chart timeframe and market being reviewed.
2. Review the Multi-Timeframe Bias Table to understand directional alignment.
3. Check whether the chart is trending, ranging, breaking out, or consolidating.
4. Review the Price Point Dashboard for key levels and market context.
5. Watch for a UT Bot Buy or Sell label if labels are enabled.
6. Compare the label direction with Supertrend, MACD, VWAP, ADX, and the Bias Table.
7. Review the Trend Strength Score and Trade Probability Score as confluence summaries.
8. Use the suggested stop and take profit reference lines only as visual planning tools.
9. Apply independent risk management and confirm the setup with your own analysis.
🌍 Timeframes and Markets
The script can be applied to different chart timeframes and TradingView-supported markets. Lower timeframes may produce more signals and more noise. Higher timeframes may produce fewer signals but can provide broader context.
The Multi-Timeframe Bias Table is intended to help users avoid looking at a single timeframe in isolation.
⚠️ Important Limitations
This script is an indicator, not a strategy. It does not place trades, backtest trades, manage orders, or connect to a brokerage account.
The scoring systems are rule-based summaries of current chart conditions. They are not win-rate models, machine-learning predictions, or guarantees of future results.
Signals, labels, and dashboard values can vary by symbol, timeframe, liquidity, volatility, and user settings.
The Bias Table is a live context dashboard and may update while the current bar is forming. This is expected behavior because some values are based on developing bar data.
The “Draw visuals only on bar close” setting gates the UT Bot entry visuals and suggested stop/take-profit drawings to confirmed bars. It does not freeze every live dashboard value while a bar is developing.
Liquidity Sweep labels can be gated to bar close using the Bar Close Only setting.
The script is designed for standard chart analysis. Signals on non-standard chart types may behave differently because those chart types can use synthetic price construction.
No signal, score, table reading, or label should be used as a guarantee of future price movement. Users should apply their own analysis and risk management.
🧾 Credits and Inspiration
This script was inspired by the concept of combining a multi-timeframe bias table, trend labels, and a price-level dashboard into one overlay.
The current script is a ground-up Pine Script v6 implementation with additional architecture, including the rule-based Trade Probability Score, Trend Strength Score, liquidity sweep detection, relative strength comparison, volatility state classification, configurable dashboards, candlestick pattern labels, and suggested risk-reference lines.
The script also uses common technical analysis concepts such as moving averages, VWAP, MACD, RSI, ADX, ATR, Supertrend-style trend logic, and Opening Range Breakout logic. These common concepts are organized into a single decision-support framework rather than presented as separate standalone indicators. Indicator
KRT Kalman Regime Tricolor# 📊 KRT — Kalman Regime · Tricolor
**Designed and statistically validated for 🥇 GOLD and Ξ ETHEREUM.** A regime compass, not a buy signal: KRT reads the market on three layers — background regime, trend, your candle — and shows you which way the wind blows at every moment: 🟢 long · 🔴 short · 🔵 wait.
**⚡ ZERO lookahead, ZERO repaint.** Every signal appears in real time using only the information available at that moment, and whatever is printed at a bar close never changes afterwards. Many indicators look perfect because they quietly redraw the past — KRT is built for the opposite: what you see in replay is exactly what you would have seen live.
## ⚡ Quick start (30 seconds)
The colored BACKGROUND = the underlying regime.
Green 🟢 = bull regime installed → longs carry. Red 🔴 = bear regime installed → shorts carry. No color = no regime → caution.
The CURVE trails price like a stop line: below the candles in an uptrend, above them in a downtrend. Price crossing the curve = the reversal.
The curve's intensity = the strength of the authorization.
BRIGHT = trend aligned with the regime. Pale = secondary bias only. Blue = wait.
THE MARKERS — one single rule:
SOLID green or red marker (big triangle OR diamond) = GO. Blue = wait. Small = provisional.
🟢▲ / 🔴▼ BIG triangle — GO: reversal confirmed AND regime aligned.
🟢◆ / 🔴◆ Diamond — Deferred GO: the regime installs while the trend already points that way (often follows a big blue triangle). Same strength as a big colored triangle.
🔵▲ / 🔵▼ BIG blue triangle — reversal confirmed but no regime behind it → wait (a diamond will tell you if it becomes a GO).
▵▿ Small triangles (any color) — early alerts on your chart, ahead of confirmation. Provisional.
No thinking required: solid + colored = apply your strategy · blue = patience · small = not yet.
Drop it on gold or Ethereum, chart timeframe 5m–15m. Run YOUR strategy on top: KRT gives the direction, you handle entries, stops and exits.
## ⚠️ Before you use it
This is an indicator, NOT a strategy: it provides no entry or exit points.
Validated with permutation tests on gold and Ethereum. On Bitcoin the detection displays but the statistical edge is not demonstrated; on major forex pairs it is absent. Test it yourself before using it elsewhere.
The background regime changes slowly (weeks): that is by design — it filters, it does not scalp.
## 🔍 Understanding the display (going deeper)
THE THREE LAYERS
Regime (background, default 8H) — a slow Kalman trend filter with hysteresis: the background only colors once the regime is installed (default 3 days, adjustable). Locked at its own bar close: it does not flicker and does not repaint.
Trend (curve, default 1H) — the exact price level that would flip the trend filter, computed in advance: the distance between price and curve measures the strength of the trend.
Your candle (the chart) — the curve is monitored at your chart's granularity: you see the flip before the 1H close (small triangles), the close confirms it (big triangles).
HOW TO READ IT
Green background + bright green curve + GO = every layer agrees: the most favorable long context. Mirror in red for shorts.
Pale green curve = uptrend without an installed regime — weak bias.
Pale red curve = intraday "breather" (recurring windows of weakness inside an uptrend) — a short-lived bias, not an invitation to swing short.
Blue = no statistical edge. The best trade is often no trade.
After a bullish GO, price often retests the curve before continuing: aim for the retest rather than the impulse.
TIMEFRAMES & SETTINGS
Chart from 1m to 1H (5m–15m recommended).
Trend TF / Regime TF: the only settings an advanced user may change (swing trading: 4H/D).
Regime installation age (default 72h): higher = rarer, more reliable background; lower = more reactive, more false regimes.
Everything else (q values, thresholds, windows): the calibrated and validated core of the model — keep the defaults.
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KRT is a decision-support tool based on historical data. Past performance does not guarantee future results. Manage your risk. Indicator
ATR Trend Rail🚦 ATR Trend Rail — a trend rail that knows when to shut up.
Most ATR / SuperTrend clones flip you into every chop-fest, then repaint the "perfect" entry after the candle closes. This one doesn't. It runs on a single idea: a trailing ATR band is only worth trading when the market regime agrees with it. 🎯
WHAT'S UNDER THE HOOD
📐 The rail — a trailing ATR band that latches trend state and rides price until volatility says the move is done. Adaptive, clean, no lag-heavy MA soup.
🧭 Regime filter (the whole point) — every flip is gated against a regime SMA. Leave it on your chart timeframe, or point it at an HTF for a top-down bias. Wrong side of regime? The signal never fires. This is the piece most trend tools skip entirely.
🚫 Non-repainting, for real — flips confirm on closed bars only, the regime pull runs lookahead-off with a realtime offset, and each leg's regime status locks the moment the flip bar closes. What you see in replay is what you'd have traded live. No hindsight magic.
🌫️ Faded legs — trends that fire against regime don't disappear, they dim. You still see the move; you just know it didn't earn a signal. Context, not censorship.
🔔 Alerts that behave — Bull, Bear, and Flip, confirmed-bar only. Set them once and trust them.
READ IT IN ONE GLANCE
🟢 Bright rail under price → confirmed uptrend, regime agrees
🔴 Bright rail over price → confirmed downtrend, regime agrees
⚪ Faded rail → the move exists, regime says wait
🔺 Triangle + Bull / Bear tag → a flip that passed the gate
100% free. 100% open-source. 🔓 Learn from it, make it yours.
Still useful after it's been on your chart a while. 🚦
— SlatinaTrades Indicator
Liquidity Trail Matrix [WillyAlgoTrader]📊 Liquidity Trail Matrix (LTM) is an overlay trend-following system that combines a four-band proportional ATR trailing stack, a 5-factor retest quality score (0–100), a non-repainting higher-timeframe bias filter, a range-distributed volume profile of the current trend segment (POC / Value Area / HVN / LVN), and a full trade engine with wick-anchored stops, three R-multiple targets, break-even automation and honest session statistics — all in one indicator.
The core insight: a single trailing stop line gives you a binary answer — "in trend" or "flipped". But price interacts with the liquidity zone around the trail in layers: shallow pullbacks, deep sweeps, and full reversals all look different. LTM replaces the single line with a graded four-band matrix, scores every pullback-and-reclaim by depth, candle quality, volume, higher-timeframe alignment and trend maturity, and overlays where volume actually accumulated during the current trend leg — so you can see whether a retest is landing on real acceptance (HVN / POC) or falling into a volume vacuum (LVN).
Works on all markets (crypto, forex, stocks, indices, commodities) and all timeframes. On zero-volume symbols the profile automatically switches to a range-weighted proxy.
🧩 WHY THESE COMPONENTS WORK TOGETHER
A trailing stop alone tells you the trend direction but nothing about entry quality — every touch of the line looks the same. A volume profile alone shows you where volume traded but has no concept of trend regime or entry timing. A retest signal alone fires on any bounce, whether it happens in a mature trend with higher-timeframe support or in the dying bars of an exhausted move. Used separately, these tools leave you guessing.
LTM chains them into one pipeline:
ATR band stack → trend flip detection → pullback depth measurement → 5-factor quality scoring → HTF bias confirmation → trade engine (entry / SL / TP / BE) → segment volume profile context → session outcome tracking
The band stack defines the trend and, critically, grades how deep each pullback penetrates (Band 1 = shallow, Band 4 = extreme). That depth becomes the largest single component of the retest score. The score is then adjusted by the reclaim candle's close location, relative volume, trend age, and the higher-timeframe EMA-50 bias — five independent dimensions that a plain trailing stop cannot see. Every confirmed signal is handed to the trade engine, which places a structure-aware stop, three risk-multiple targets and manages break-even. Meanwhile the volume profile is rebuilt from the exact flip bar of the current trend, so POC, Value Area and LVN levels always describe this leg — telling you whether your entry sits on volume acceptance or in a vacuum. Finally, every closed trade feeds the on-chart statistics, so the dashboard shows how this exact configuration has behaved on this exact chart.
Remove any link and the chain breaks: without band depth there is no meaningful score; without the score every bounce is a signal; without the segment-anchored profile the volume context is stale; without the trade engine the signals have no defined risk; without stats you never learn whether the settings fit the instrument.
🔍 WHAT MAKES IT ORIGINAL
1️⃣ Proportional four-band trail geometry — spacing that scales with width.
Most multi-line trails use fixed offsets (base, base+1, base+2 ATR). LTM computes every band as a proportion of the base multiplier:
Band K distance = base × (1 + K_offset × step), giving four multipliers:
— m1 = base
— m2 = base × (1 + step)
— m3 = base × (1 + 2 × step)
— m4 = base × (1 + 3 × step)
With the default Balanced preset (base 4.0, step 0.25) that yields 4.0 / 5.0 / 6.0 / 7.0 ATR. Because spacing is proportional, the geometry of the stack stays visually and behaviorally consistent whether you run tight Scalping bands (2.5 × ATR, step 0.20) or wide Deep Trend bands (6.0 × ATR, step 0.30). Each band ratchets independently (max-lock in uptrends, min-lock in downtrends) and never loosens.
Why this matters: fixed +1/+2/+3 offsets make the stack proportionally "fat" at small base values and "thin" at large ones — proportional spacing keeps pullback depth grading meaningful at any width.
2️⃣ Selectable flip depth — you choose which band defines a reversal.
The trend flips only when price closes beyond a user-chosen band from the previous bar: Fast (Band 2), Balanced (Band 3, default) or Deep (Band 4). Comparing against the previous bar's band value prevents same-bar feedback between the flip and the band update. A warm-up guard (max(3 × ATR length, 60) bars) suppresses all signals until the ATR stack is statistically stable.
Why this matters: flip sensitivity becomes an explicit, single-purpose setting instead of an accidental side effect of band width.
3️⃣ 5-factor retest quality score (0–100) — every signal explains itself.
When price touches any band and then reclaims Band 1 with a directional candle inside the retest window (default 8 bars), LTM computes:
— 📐 Pullback depth (max 25) : Band 2 touch = 25, Band 3 = 18, Band 1 = 15, Band 4 = 10. The maximum touched depth during the pending window is used. Note the deliberate non-linearity: Band 2 scores highest — deep enough to reset liquidity, not deep enough to threaten the trend. Band 4 sweeps score lowest because they often precede full reversals.
— 🕯️ Reclaim candle (max 20) : close location value CLV = (close − low) / (high − low) for longs (mirrored for shorts). CLV > 0.7 → 20 points, > 0.5 → 12, else 5. A reclaim that closes near its extreme shows commitment.
— 📊 Volume (max 20) : current volume vs. the previous bar's 20-period SMA — the spike must not dampen itself by inflating its own average. Volume > 1.2 × baseline → 20, > 1.0 × → 12, else 5. Symbols without volume data receive a neutral 12.
— 🧭 HTF bias (max 20) : aligned with the higher-timeframe EMA-50 direction → 20, no HTF data → 10, against bias → 0.
— ⏳ Trend age (max 15) : 10–150 bars into the trend → 15 (mature, established), under 10 bars → 8 (unproven), over 150 → 5 (aging).
Signals print only when the total meets the Min Retest Score (default 80) and the shared anti-whipsaw cooldown (default 5 bars, deliberately shared across both directions) has elapsed. Every diamond label shows the score, and its tooltip breaks down all five components — no black-box signals.
4️⃣ Non-repainting higher-timeframe bias.
HTF bias compares the higher timeframe's previous closed bar close against its EMA-50, requested with confirmed-bar indexing so the value never changes retroactively. Bias is a soft score component (0/10/20 points), not a hard filter — counter-bias signals can still print if the other four factors are strong enough.
5️⃣ Segment volume profile — range-distributed, anchored to the live trend leg.
The profile is rebuilt on the last bar from the exact flip bar of the current trend (capped by Max Profile Bars, default 500) — no arbitrary lookback padding. Accumulation is range-distributed: each bar's volume is split across every price bin its high–low range overlaps, weighted by overlap fraction:
bin_volume += bar_volume × overlap(bin, bar_range) / (bar_high − bar_low)
This shows where volume actually traded, not where bars happened to close. From the histogram LTM derives:
— 🟡 POC — the highest-volume bin of the segment, drawn with price and volume label. The strongest magnet / defense level of this leg.
— 📦 Value Area (70%) — expanded symmetrically from POC by always adding the larger neighboring bin until 70% of segment volume is enclosed. VAH / VAL edges act as dynamic S/R.
— 📈 HVN — local volume peaks ≥ 0.55 × POC volume (configurable): acceptance shelves where price tends to stall.
— 🕳️ LVN — local troughs ≤ 0.30 × POC volume inside the Value Area (configurable): volume vacuums that price tends to travel through quickly. Each LVN is labeled and feeds a dedicated break alert.
On symbols with no volume feed (forex, some CFDs) the engine substitutes a true-range proxy per bar, so the profile stays structurally meaningful instead of failing.
6️⃣ Trade engine with strict signal-trade parity.
Every confirmed signal (scored retest or trend flip) acts, with unambiguous rules:
— flat → open a position in the signal direction
— opposite position → reverse (close and enter the new direction on the same bar)
— same-direction position → ignored (no pyramiding, no stop tampering)
There are exactly four closure paths: SL hit, break-even stop-out, TP3 touch, or reversal by an opposite signal. Hit detection uses three safety guards: an entry-bar guard (SL/TP are never evaluated on the entry bar itself), a pessimistic same-bar rule (if a bar touches both SL and a TP, the SL wins — statistics never get the benefit of the doubt), and a break-even latency rule (a stop moved to break-even mid-bar cannot trigger on that same bar — the engine checks against the bar-start stop value).
7️⃣ Wick-anchored stop-loss mode.
Two SL modes at entry:
— Wick-Anchored (default) : SL = signal bar's wick extreme ± 0.25 × ATR buffer, with a minimum distance of 0.5 × ATR enforced. The stop hides behind the structure that produced the signal instead of floating at an arbitrary distance.
— ATR : classic fixed SL Multiplier × ATR from entry.
TP1 / TP2 / TP3 are pure risk multiples of the actual SL distance (defaults 1R / 2R / 3R), so the reward structure automatically adapts to how much room the stop needed. Four risk presets (Conservative 2.5 × ATR SL, TP 1/2/4R; Balanced 1.5, TP 1/2/3R; Aggressive 1.0, TP 1.5/2.5/4R; Scalping 0.8, TP 0.8/1.5/2R) plus full Custom control. Optional break-even moves the stop to entry after TP1.
8️⃣ Honest session statistics with a fixed win definition.
A closed trade counts as a win only if TP1 was touched before closure — including break-even stop-outs after TP1 (you banked at least 1R or protected the position). Everything else is a loss, including reversals that never reached TP1. The dashboard shows closed trades, W/L, win rate with a ▰▱ gauge, and a "Form" strip of the last 10 outcomes. Stats are session-scoped and reset on chart reload — this is transparent live tracking of the current settings on the current chart, not a backtest report.
9️⃣ Trend P&L tracker and theme-aware visual system.
An optional floating label follows price in real time and shows the directional % move since the current trend flip (a falling bear trend shows positive %), anchored by a dotted baseline at the trend start price. The label turns red when the trend is under water. The entire visual layer — band transparencies, heatmap fills, dashboard, profile, SL/TP palette — has separate Dark and Light calibrations (Auto-detected from the chart background), because bright hues that look right on dark charts wash out on white ones. TP lines recolor to solid teal with a ✓ when touched; the SL line dims and the entry label annotates "→ SL (BE)" when break-even activates. SL/TP lines persist after the trade closes as a visual record until the next entry replaces them.
⚙️ HOW IT WORKS — CALCULATION FLOW
Step 1 — Band geometry: The preset (or Custom inputs) resolves the base multiplier and proportional step; four multipliers m1–m4 are derived and multiplied by ATR (default length 13).
Step 2 — Ratcheting trail: In an uptrend each band only rises (max-lock); in a downtrend only falls (min-lock). On a flip the whole stack re-seeds on the opposite side of price.
Step 3 — Flip detection: A close beyond the previous bar's value of the chosen flip band (2/3/4) reverses the trend state. Flip labels print on confirmed bars after the warm-up period.
Step 4 — Pullback tracking: Any touch of Band 1–4 against the trend arms a pending retest with its maximum depth, valid for the retest window; pendings decay each bar and are voided on a flip.
Step 5 — Reclaim and scoring: A directional close back beyond Band 1 triggers scoring: depth (25) + candle (20) + volume (20) + HTF bias (20) + trend age (15). Score ≥ threshold and cooldown elapsed → confirmed signal on bar close.
Step 6 — Trade engine: The signal opens or reverses a position; SL is placed (wick-anchored or ATR), TP1–TP3 are projected as risk multiples; break-even, TP recolors and the four closure paths are managed bar by bar with pessimistic resolution.
Step 7 — Segment profile: On the last bar the profile is rebuilt from the flip bar: range-distributed accumulation → POC → 70% Value Area expansion → HVN/LVN detection → drawing.
Step 8 — Reporting: The dashboard updates trend state, signal state, profile levels, live trade card and session statistics; alerts fire on bar close in within-bar chronological order (management → closures → reversal → entries → info).
📖 HOW TO USE
🎯 Quick start:
1. Add the indicator to your chart and pick a Band Width Preset: Scalping for 1–15M, Balanced for most timeframes, Deep Trend for D–W position trading.
2. Set the Higher Timeframe Bias one or two steps above your chart (e.g. 1H while trading 15M).
3. Choose a Risk Preset that matches your style, or leave Balanced.
4. Watch the dashboard: Trend + HTF Bias aligned means you only consider signals in that direction with full conviction; the retest diamonds do the timing.
5. After 15–20 closed trades, read the Stats section and tune Min Retest Score up (fewer, cleaner signals) or down (more signals) for your instrument.
👁️ Reading the chart:
— 🟢 / 🔴 Band stack + heatmap = the liquidity trail zone; the deeper the fill, the closer price is to a trend flip.
— ◆ diamond with a number = confirmed scored retest entry (the number is the 0–100 quality score; hover the tooltip for the full component breakdown).
— ▲ / ▼ FLIP = confirmed trend reversal through the chosen flip band.
— Long ▲ / Short ▼ = trade entry taken by the engine on a flip (printed when there is no retest diamond on the same bar, so every entry is visibly marked).
— ENTRY / SL / TP1–TP3 lines = the live trade card; TP lines turn solid teal with ✓ when touched; a dimmed SL with "→ SL (BE)" on the entry label means the stop sits at break-even.
— 🟡 POC line = highest-volume price of the current trend leg; dashed VAH/VAL = Value Area edges; LVN labels = volume vacuums inside the Value Area.
— ▲ +X.XX% floating label (optional) = real-time directional P&L of the current trend since the flip.
📊 Dashboard fields:
— Trend / Age : direction of the band stack and bars since the last flip.
— HTF Bias : higher-timeframe EMA-50 direction (soft score component).
— Signal : current engine position — LONG, SHORT or Wait.
— Last signal : most recent event, its score, and bars elapsed.
— POC / VA High / VA Low : live segment profile levels.
— Entry / SL / TP1–TP3 / R:R / SL Dist % : the open trade card ("BE @" marks a break-even stop; ✓ marks touched targets); collapses to one row when flat.
— Trades / W-L / Win rate / Form : session statistics; ▰ = win, ▱ = loss, newest on the right.
🔧 Tuning guide:
— Too many weak signals: raise Min Retest Score toward 85–90, or increase Signal Cooldown.
— Too few signals: lower Min Retest Score toward 55–65, or widen the Retest Window to 10.
— Whipsaw flips on a choppy symbol: switch Flip Band to Deep (Band 4) or move to the Deep Trend preset.
— Flips lag too far behind on fast moves: Flip Band → Fast (Band 2) or the Scalping preset.
— Stops feel too tight / too wide: switch SL Mode between Wick-Anchored and ATR, or change the Risk Preset; on volatile symbols prefer Conservative.
— Profile looks coarse on long trends: raise Profile Rows to 50+ and Max Profile Bars toward 800.
— Counter-trend retests keep printing: set an explicit Higher Timeframe Bias — counter-bias signals lose 20 points and rarely clear a high threshold.
⚙️ KEY SETTINGS
⚙️ Trend Engine:
— Band Width Preset (default Balanced): Scalping 2.5 × ATR / step 0.20, Balanced 4.0 / 0.25, Deep Trend 6.0 / 0.30, or Custom.
— Base Multiplier (default 5.0) and Band Spacing (default 0.25): manual geometry, active in Custom preset only.
— ATR Length (default 13): lookback for band-width ATR.
— Source (default close): price series for trailing and flips.
— Flip Band (default Balanced / Band 3): which band a close must breach to flip the trend.
— Higher Timeframe Bias (default empty = chart TF): HTF for EMA-50 bias scoring.
🎯 Signals:
— Min Retest Score (default 80): 0–100 quality threshold for retest diamonds.
— Retest Window (default 8 bars): how long a band touch stays armed for a reclaim.
— Signal Cooldown (default 5 bars): minimum spacing between signals, shared across directions.
📦 Volume Profile:
— Show Segment Volume Profile (on), Profile Rows (30), Profile Width (34 bars), Max Profile Bars (500).
— Show POC (on), Show Value Area 70% (on), Show HVN / LVN Levels (on), Profile Label Size (Small).
🛡️ Risk Management:
— Risk Preset (default Balanced): Conservative / Balanced / Aggressive / Scalping / Custom.
— SL Mode (default Wick-Anchored): structure-aware wick stop vs. fixed ATR distance.
— ATR Length (Risk) (14), SL Multiplier (1.5), TP1 / TP2 / TP3 Multipliers (1.0 / 2.0 / 3.0 × risk) — Custom preset.
— Break-Even After TP1 (on): stop moves to entry once TP1 is touched.
— Show SL/TP Lines / Labels / % Distance and per-line style controls (Entry dotted, SL solid, TP dashed by default).
🎨 Visual:
— Theme (Auto / Dark / Light), Show Trail Bands , Show Band Heatmap Fill , Show Retest Signals , Show Flip Labels , Show Trend P&L Tracker (off by default), label size controls, watermark toggle, Bull / Bear color pickers.
📊 Dashboard:
— Show Dashboard (on), position (5 anchors), font size, and independent toggles for the Market, Profile, Trade and Stats sections.
🔧 Advanced:
— HVN Threshold (default 0.55 × POC volume): minimum relative volume for an acceptance node.
— LVN Threshold (default 0.30 × POC volume): maximum relative volume for a vacuum node.
🔔 ALERTS
— 🟢 LONG ENTRY / 🔴 SHORT ENTRY — ticker, timeframe, price, signal score, SL, TP1–TP3, R:R. Plain text or JSON webhook format ({"action":"buy"...}) for bot integrations.
— 🎯 TP1 / TP2 / TP3 HIT — target touches with prices (optional).
— 🛡️ BREAK-EVEN — stop moved to entry after TP1 (optional).
— 🛑 SL HIT / BE STOP-OUT — stop-loss trigger with direction, entry and stop prices; a distinct BE variant when the stop was at break-even.
— 🔄 REVERSAL — position reversed by an opposite signal, with the closed trade's outcome (after / before TP1).
— ▲ / ▼ TREND FLIP — informational flips that did not open or reverse a trade.
— ⚡ LVN BREAK — a close crossing a Low Volume Node of the live segment profile (price entering a volume vacuum often accelerates).
All alerts fire once per bar close. Alerts are ordered by within-bar chronology: trade management → closures → reversal → new entries → informational.
⚠️ IMPORTANT NOTES
— 🚫 No repainting. All signals, entries and alerts are confirmed on bar close (barstate.isconfirmed). The trend flip compares against the previous bar's band value. The HTF bias uses the higher timeframe's previous closed bar, so its value never changes retroactively. A warm-up guard suppresses signals for the first max(3 × ATR length, 60) bars.
— 📐 The segment volume profile is a live construct. It is redrawn on the last bar for the current trend leg and evolves as the leg grows — this is by design (it describes the present segment), and historical profile states are not preserved.
— 📊 Session statistics reset on chart reload. They are transparent live tracking of the current settings on the current symbol and timeframe — not a backtest, and past performance does not guarantee future results.
— ⚖️ Same-bar ambiguity is resolved pessimistically. If one bar touches both a stop and a target, the stop wins in the statistics. Intrabar sequence cannot be known from OHLC data, so the engine never gives itself the benefit of the doubt.
— 🕳️ Zero-volume symbols use a range-weighted proxy for the profile, and the volume score component defaults to a neutral value — profile shapes on such symbols reflect price dwell time, not traded volume.
— 🛠️ This is an analysis and trade-planning tool, not an automated trading bot. It detects trend state, scores retests, projects stops and targets, and tracks outcomes — trade decisions remain yours.
— 🌐 Works on all markets and timeframes. Indicator
Triple Confluence Navigator [MarkitTick]💡 A highly sophisticated analytical framework designed to identify high-probability market setups by demanding alignment across three distinct dimensions of market data: momentum crossovers, adaptive volatility momentum tracking, and structural price action. Instead of relying on a single lagging variable, this system synthesizes traditional oscillators, advanced digital signal processing (such as Kalman filtering), and structural swing analysis. By integrating automated risk management, multi-take-profit targeting, and a real-time tracking dashboard, it operates as a comprehensive suite for systematic market analysis.
✨ Originality and Utility
● A Multi-Dimensional Consensus Model
Most standard technical tools assess the market through a single lens, such as pure price action or pure momentum. The originality of this system lies in its stringent confluence requirements. It isolates three independent mathematical models and requires all of them to agree within a user-defined chronological window. This significantly filters out market noise and reduces the frequency of false positive signals commonly associated with sideways or choppy conditions.
● Oscillatory Supertrend Application
While a Supertrend is traditionally overlaid on raw price action, this script innovates by calculating an Average True Range (ATR) directly on the Adaptive RSI (ARSI) oscillator. By establishing a Supertrend over momentum rather than price, the tool identifies the structural trend of the underlying momentum itself, offering a preemptive view of market shifts before they fully materialize in physical price movement.
● Dynamic Risk-Bounding
The utility is heavily elevated by its integrated risk management architecture. Rather than relying on static pip/tick stops, the system calculates dynamic risk parameters comparing structural pivot ranges against ATR-capped maximums. This ensures that the generated stop-loss levels are mathematically sound, adapting to prevailing market volatility while adhering to strict structural invalidation points.
🔬 Methodology and Concepts
• Pillar One: The Cardwell Momentum Averages
The first confluence pillar focuses on moving average crossovers applied to the Relative Strength Index (RSI). Instead of standard Simple Moving Averages, the system utilizes advanced smoothing algorithms—specifically Kalman Filters or Low Latency Adaptive Moving Averages (LLAMA). This separates the underlying momentum signal from high-frequency market noise, establishing a primary directional bias.
• Pillar Two: Adaptive RSI and Oscillator Supertrend
The second pillar generates an Adaptive RSI (ARSI), normalizing the absolute differences of price movement against historical highest highs and lowest lows. This adaptive data stream is then heavily filtered and paired with a momentum-based Supertrend. A crossover between the ARSI and its own moving/volatility band dictates the secondary momentum confirmation.
• Pillar Three: Market Structure and Swing Pivots
The third pillar grounds the mathematical momentum in tangible price action. The engine calculates precise pivot highs and pivot lows over a specified lookback period. A confirmed signal requires price to physically breach these structural swing levels, registering a Break of Structure (BoS) or a Change of Character (ChoCh).
• The Confluence Window and HTF Bias
Signals from these three pillars rarely occur on the exact same bar. The system tracks the bars elapsed since each respective signal. If all three pillars trigger in the same direction within the defined confluence window, a master setup is generated. Furthermore, an overarching Higher Timeframe (HTF) security check ensures that these local confluences do not contradict the macro directional trend.
🎨 Visual Guide
• On-Chart Trade Mapping
Entry Line: A dashed line indicating the exact closing price of the signal bar.
Stop Loss (SL) Line: A dashed line representing the structural or volatility-based invalidation point, labeled with an X.
Take Profit (TP) Lines: Three distinct dashed lines projecting the target levels based on the calculated risk multiplier.
• Signal Markers and Fills
Labels: Distinct textual markers reading BUY or SELL highlight the precise candle where the triple confluence is met.
Risk Zone: A translucent shaded area bridging the Entry line and the Stop Loss line, visualizing the total capital exposure.
Reward Zone: A differently colored translucent shading extending from the Entry to the final Take Profit (TP3) level.
• Real-Time Dashboard
The Heads-Up Display (HUD) is a table anchored to the chart corner. It outputs the live status of the Cardwell MA, Adaptive ARSI, and Structure modules. It includes dynamic visual bars indicating current RSI and ADX levels, displays the state of the HTF bias, and calculates the live floating risk-to-reward ratio of an active setup.
📖 How to Use
• Identifying Setups
Monitor the chart for the appearance of the signal labels. When a setup is validated, the system will immediately draft the Entry, SL, and TP lines on the chart. Assess the Risk Zone and Reward Zone visuals to ensure the potential setup aligns with your personal risk tolerance.
• Dashboard Monitoring
Use the dashboard to evaluate the health of the confluence. If the ADX visual bar is extremely low, it indicates market chop, suggesting that even a confluence signal might suffer from lack of follow-through. Monitor the structural trend state in the dashboard to understand the broader context of the immediate signal.
• Trade Management
The predefined TP1, TP2, and TP3 lines serve as partial profit-taking areas. As price achieves TP1, consider shifting risk to breakeven, utilizing the subsequent lines as trailing markers. The HUD's Live R metric tracks the real-time fractional gain or loss based on the initial risk unit.
⚙️ Inputs and Settings
• Momentum & Averages
RSI Len: Defines the lookback period for the base oscillator.
Fast/Slow Len: Defines the lookback for the moving averages applied to the oscillator.
Filter Type: Dropdown to select between standard RMA, recursive Kalman Filtering, or adaptive LLAMA.
• Adaptive Volatility
Kalman Process & Measurement Noise: Granular inputs adjusting the responsiveness and smoothness of the Kalman state estimation.
LLAMA Min/Max Alpha: Bounds for the dynamic efficiency ratio used in the adaptive moving average.
ST Factor: The volatility multiplier that determines the width of the ARSI Supertrend band.
• Structure & Trade Configuration
Swing Len: The number of bars required to confirm a structural high or low.
SL ATR Mult: The maximum allowable distance for a stop loss, based on True Range.
SL Struct Buffer: The fractional ATR distance placed beyond a swing pivot to prevent premature stop outs.
TP1/TP2/TP3 R:R: The dynamic risk multiples used to project the take profit levels.
Confluence Window: The maximum number of bars allowed to pass between the three distinct pillar signals for them to remain valid together.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
• Recursive State Estimation (Kalman Filter)
The inclusion of a Kalman-inspired filter applies concepts from control theory and digital signal processing. Unlike simple averaging which inherently introduces phase lag, this algorithm estimates the true state of the momentum by predicting the next value and updating its estimation based on the actual measured value. By weighing the process noise against the measurement noise, the script aggressively smooths erratic momentum spikes while instantly snapping to genuine directional shifts.
• Adaptive Linear Regression (LLAMA)
The Low Latency Adaptive Moving Average applies statistical regression to determine the current market phase. It calculates the slope of the data over a set period and compares it to the absolute range of that period to derive an Efficiency Ratio. This ratio acts as a dynamic alpha coefficient. In highly efficient, directional markets, the alpha increases, forcing the average to tightly track the data. In inefficient, mean-reverting markets, the alpha decreases, flattening the average to ignore statistical noise.
• Statistical Variance and Orthogonal Agreement
By mandating a Triple Confluence, the system relies on the reduction of statistical variance. The three pillars—price structure, base momentum, and adaptive momentum bands—are mathematically orthogonal; they calculate market state using distinctly different algorithms. The probability of all three aligning purely by chance (random walk) is exceptionally low. Therefore, when confluence is achieved, it represents a statistically significant deviation from market equilibrium, highlighting a high-probability directional vector.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicator
Supertrend Transition FrameworkSupertrend Transition Framework is not a basic Supertrend clone.
The Supertrend line is the visible base layer. The main contribution is a neutral transition layer that describes profile agreement, boundary distance, transition pressure, flip age, boundary touches, flip cascade context, and trail behavior.
This script is designed for traders who want a trend-direction reference from ATR-based trailing boundaries while also seeing context around boundary proximity, profile agreement, recent transitions, and trail behavior.
It is a context and visualization tool only. It does not provide trade-action instructions and it is not a trading system.
What it shows
- A manually calculated ATR-based Supertrend boundary.
- Optional fast, base, and slow Supertrend profiles.
- Profile agreement across enabled Supertrend profiles.
- Boundary distance measured in ATR units.
- Transition pressure based on proximity to the active boundary.
- Flip age for the base profile.
- Boundary touch context.
- Flip cascade context across profiles.
- Trail slope context.
- ATR input drift.
- A compact state fingerprint.
- A context table with Compact, Standard, and Detailed layouts.
- Optional capped event labels.
- Factual alert conditions.
Manual Supertrend profiles
The script calculates Supertrend profiles directly from current chart bars.
Each profile uses:
- ATR length
- ATR multiplier
- band source
- flip source
- enable switch
- optional line display
- visual settings
The default profiles are:
- Fast profile: ATR length 7, multiplier 2.0
- Base profile: ATR length 10, multiplier 3.0
- Slow profile: ATR length 21, multiplier 4.0
The base profile is the primary visible boundary by default. Fast and slow profile lines are available but are not shown by default to keep the chart clean.
The default inputs are common starting points. They are not optimized settings.
Profile Agreement
The script compares the valid Supertrend profile directions.
Agreement Score ranges from about -100 to +100:
- +100 means all valid profiles are upward.
- -100 means all valid profiles are downward.
- near 0 means profiles are mixed.
Agreement requires the base profile to be valid and at least two valid profiles to be available. A single valid profile is not treated as profile agreement.
Possible agreement states include:
- Need profiles
- Need base profile
- Warming up
- Need 2+ valid profiles
- Agreement upward
- Agreement downward
- Mixed profiles
Boundary Distance
The base Supertrend boundary is used as the active boundary.
The script calculates the distance from the selected price to the active boundary in ATR units.
This is shown as Boundary distance.
This field describes current distance only. It is not a risk model, projected level, or instruction.
Transition Pressure
Transition Pressure describes proximity to the active Supertrend boundary.
It is calculated from the distance to the boundary and the selected pressure ATR window.
A higher value means price is closer to the active boundary.
This does not tell users what will happen next. It only describes proximity to the active boundary.
Flip Age
Flip Age counts how many bars have passed since the base profile last changed direction.
This helps users see how long the current base structure has persisted.
Boundary Touch Context
A boundary touch is observed when price touches or approaches the active Supertrend boundary within the selected ATR tolerance.
The script tracks Boundary touch age.
The touch event is rising-edge based, so it does not repeatedly fire every bar while price stays near the boundary.
Flip Cascade Context
The script tracks whether fast, base, and slow profiles have recently changed into the same current base direction within the selected cascade lookback.
Cascade context can read as:
- No cascade
- Partial cascade
- Full cascade
- n/a
This is descriptive only.
Trail Slope Context
The script measures how the base Supertrend trail has changed over the selected trail slope lookback.
Trail slope context can read as:
- Rising trail
- Falling trail
- Flat trail
- n/a
ATR Input Drift
Because Supertrend uses ATR, the script includes a simple ATR input drift readout.
ATR input drift compares the current base ATR to a prior base ATR value over the selected lookback.
It can read as:
- ATR input rising
- ATR input falling
- ATR input steady
- n/a
This is not a volatility-regime classifier. It only describes how the ATR input used by the base profile has changed.
Transition State and Transition Context
The main State is direction and agreement focused.
Possible states include:
- Need profiles
- Need base profile
- Warming up
- Need 2+ valid profiles
- Upward agreement
- Downward agreement
- Upward base / mixed profiles
- Downward base / mixed profiles
- Mixed profiles
Transition Context is shown separately so that boundary proximity does not hide the direction/agreement state.
Transition Context can show:
- Boundary touched
- Cascade active
- Full cascade
- High boundary pressure
- Moderate boundary pressure
- Low boundary pressure
- n/a
State Fingerprint
The Fingerprint is a compact summary row for quick reading.
Example:
B+ A+ P34 C2 F18
Meaning:
- B+ means the base profile is upward.
- B- means the base profile is downward.
- B0 means the base profile is unavailable.
- A+ means upward profile agreement.
- A- means downward profile agreement.
- A0 means mixed or unavailable agreement.
- P shows boundary pressure.
- C shows cascade count.
- F shows base flip age.
The fingerprint is a compact context summary. It is not an instruction.
Context table
The context table is on by default.
Compact layout shows:
- State
- Fingerprint
- Transition context
- Base direction
- Agreement
- Boundary distance
- Flip age
Standard layout adds:
- Agreement score
- Boundary pressure
- Boundary distance ATR
- Cascade
- Trail slope
- Last boundary touch
- Alert mode
- Label mode
- Bar status
Detailed layout adds research fields, including:
- Fast direction
- Base direction
- Slow direction
- Enabled profiles
- Valid profiles
- Up / Down profile count
- Agreement ready
- Fast / Base / Slow readiness
- Fast / Base / Slow ATR
- Base trail
- Trail slope %
- ATR drift %
- Cascade count
- Pressure window
- Touch tolerance
- Cooldown state
- Last event age
- Label cap
- State ID
- Active settings
The context table is the primary research surface. The script does not add extra chart plots for these research fields.
Labels and alerts
Labels are optional and off by default.
Label modes:
- Off
- Base flips
- All events
Labels are capped by a user-defined maximum. Older labels are deleted after the cap is reached.
Labels are confirmed-bar visual records by default.
Alert mode and label mode are disclosed separately in the context table. Alerts are confirmed on close by default, and intrabar alert behavior can be enabled from the settings.
The final event engine is shared by alerts and labels. Event cooldown and one-event-per-bar behavior apply to final events.
Factual alert conditions include:
- Base Supertrend flipped upward
- Base Supertrend flipped downward
- Profiles reached upward agreement
- Profiles reached downward agreement
- Profiles became mixed
- Boundary pressure reached threshold
- Boundary touch observed
- Cascade context changed
Customization
Users can adjust:
- band source
- flip source
- confirmed-bar event mode
- automatic warm-up behavior
- fast/base/slow profile enable settings
- fast/base/slow ATR lengths
- fast/base/slow multipliers
- fast/base/slow line visibility
- fast/base/slow colors, widths, and transparency
- agreement threshold
- pressure ATR window
- high pressure threshold
- boundary touch tolerance
- cascade lookback
- trail slope lookback
- trail slope flat threshold
- ATR drift lookback
- ATR drift threshold
- minimum state bars for events
- event cooldown
- context table layout
- context table position
- table text size
- event label mode
- background tint
- label cap
- table colors
- label colors
- tint transparency
Visual settings do not affect calculations.
Plot-budget design
The script keeps chart plots minimal.
Only the fast, base, and slow Supertrend trails are plotted as lines.
Labels are used for optional event records instead of shape plots, and they are capped. No extra chart plots are used for research fields.
Different from other tools
This script does not use Keltner channels, session shading, volatility-regime classification, VWAP, volume weighting, RSI divergence, or moving-average structure analysis.
It focuses only on ATR-based Supertrend boundaries and their transition context.
Limitations
Supertrend is ATR-based and changes when ATR length, multiplier, or source settings change.
ATR-based boundaries lag price by design.
A profile agreement state can persist, unwind, or flip.
Boundary pressure does not tell users that a boundary change will occur.
A mixed profile state does not tell users that direction will change.
Defaults are starting points, not optimized settings.
The script describes current and recently observed structure. It is not financial advice and not a trading system.
Japanese notes
このスクリプトは通常のSupertrendライン表示だけではなく、Fast / Base / Slow の一致、境界までの距離、境界圧力、Flip age、Boundary touch、Cascade、Trail slope、ATR drift、Fingerprint、Context tableでSupertrendの転換文脈を可視化する補助ツールです。売買判断や将来の値動きを示すものではなく、現在のATRベース境界とその周辺状況を整理するためのツールです。 Indicator
Adaptive Supertrend [ForexCracked]🔷 OVERVIEW
Adaptive Supertrend is a trend-following tool that automatically adjusts its sensitivity to current market volatility. A classic Supertrend uses one fixed factor, which whipsaws in choppy conditions and lags in calm ones. This version measures the live volatility regime and scales the ATR factor between a low and a high setting, so the trail tightens when volatility is low and widens when volatility is high.
🔷 CONCEPTS
Supertrend trails price using an ATR band whose width is set by a "factor." Instead of one fixed factor, this script ranks the current ATR against its own recent range (a 0–100 volatility percentile) and maps that rank onto a factor between your Min and Max settings:
• Low volatility → smaller factor → tighter trail, earlier signals. • High volatility → larger factor → wider trail, fewer false flips.
🔷 HOW TO USE
• Stay with the trend while the line sits below price (up) or above price (down). • A flip of the line marks a potential trend change, shown with a Buy or Sell label. • Read the Info panel for the live trend and the current volatility regime (Low / Medium / High). • Combine it with structure or support and resistance for confirmation, and always use a stop. No single indicator is a complete system.
🔷 SETTINGS
• ATR Length — lookback for the ATR band. • Min Factor / Max Factor — the range the factor adapts between. • Volatility Lookback — bars used to rank the current volatility. • Style — Buy/Sell labels, gradient fill, info panel, bar coloring, and colors.
🔷 ALERTS
• Buy (flip up) and Sell (flip down).
Free and open-source. Educational tool, not financial advice. Indicator
Indicator
SUPERTREND RIBBONsupertrend ribbon
supertrend ribbon is a confirmed trend ribbon built from multiple supertrend bands. it is designed to show a clean, stable, and readable market direction directly on the chart.
instead of allowing each band to change color separately, the ribbon uses one master trend state. this keeps the full ribbon in one confirmed color and helps avoid visual fragmentation, false flips, and noisy mid-trend breaks.
the goal is simple: show whether the market is in a confirmed bullish or bearish trend, while keeping the chart clean and easy to read.
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main concept
the indicator uses 8 supertrend bands with different factors.
each band can be bullish or bearish.
the script counts how many bands are aligned in the same direction.
when enough bands confirm a new direction, the full ribbon changes trend.
this creates a more stable trend filter than a single supertrend line, because the ribbon does not flip on every small price movement.
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what the indicator shows
trend ribbon
the ribbon shows the dominant trend state.
green means confirmed bullish trend.
red means confirmed bearish trend.
band lines
the internal band lines can be displayed to see the full structure of the ribbon.
ribbon fill
the fill between the bands makes the trend easier to read visually.
core line
the core line gives a fast reference for the main trend path.
confirmed flip markers
markers appear only when a trend flip is confirmed.
trend background tint
a soft background color can be enabled to show the current trend regime.
dashboard
the dashboard shows the current trend, the number of aligned bands, flip requirements, fast core direction, and early long / short validity.
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inputs guide
atr period
sets the atr period used by the supertrend bands.
a lower value makes the ribbon more reactive.
a higher value makes the ribbon smoother and more stable.
base factor
sets the starting supertrend factor.
a lower value keeps the ribbon closer to price.
a higher value makes the ribbon wider and more filtering.
factor step
sets the spacing between the 8 supertrend bands.
a lower value makes the bands tighter.
a higher value makes the ribbon wider.
bands to confirm a flip
sets how many bands must confirm a new direction before the ribbon changes color.
a higher value reduces false flips.
a lower value makes the ribbon faster.
confirm for n bars
sets how many bars the confirmation condition must remain valid before the trend flips.
1 is faster.
2 or 3 is stricter and can reduce whipsaws.
show band lines
shows or hides the internal ribbon lines.
show ribbon fill
shows or hides the fill between the bands.
core glow
enables a glow effect around the core line.
show core line
shows or hides the main core line.
show confirmed flip markers
shows or hides confirmed trend flip markers.
trend background tint
enables or disables the soft trend background.
show dashboard
shows or hides the dashboard.
dashboard position
sets the dashboard position on the chart.
bull
sets the bullish trend color.
bear
sets the bearish trend color.
accent / transition
sets the accent color used for dashboard and transition information.
neutral
sets the neutral text and information color.
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how to use the indicator
the ribbon is best used as a trend filter.
when the ribbon is green, the market is in a confirmed bullish trend.
in this condition, long setups have priority.
when the ribbon is red, the market is in a confirmed bearish trend.
in this condition, short setups have priority.
the ribbon should not be used as a standalone entry signal.
its main purpose is to help avoid trading against the dominant trend.
---
beginner tutorial
1. add the indicator to the chart.
2. start with the default settings.
3. look at the ribbon color.
4. if the ribbon is green, focus mainly on long opportunities.
5. if the ribbon is red, focus mainly on short opportunities.
6. avoid buying when the ribbon is red.
7. avoid selling when the ribbon is green.
8. use confirmed flip markers to identify confirmed trend changes.
9. use the dashboard to check how many bands are aligned.
10. combine the ribbon with market structure, volume, support and resistance, order blocks, liquidity zones, and proper risk management.
---
simple usage example
if price is above the ribbon and the ribbon is green, the market is in a bullish trend.
a trader can wait for price to pull back toward the ribbon, then look for a bullish reaction before considering a long setup.
if price is below the ribbon and the ribbon is red, the market is in a bearish trend.
a trader can wait for price to pull back toward the ribbon, then look for a bearish rejection before considering a short setup.
---
order block filter example
a bullish order block is stronger when the ribbon is green.
a bearish order block is stronger when the ribbon is red.
if a long setup appears while the ribbon is red, the setup is more risky.
if a short setup appears while the ribbon is green, the setup is more risky.
the ribbon can therefore be used as a confirmation filter before taking early entries.
---
beginner settings
atr period: 10
base factor: 1.0
factor step: 0.4
bands to confirm a flip: 6
confirm for n bars: 1
show band lines: on
show ribbon fill: on
show core line: on
show confirmed flip markers: on
trend background tint: personal preference
show dashboard: on
this setup gives a balanced mix of reactivity and stability.
---
stricter settings
bands to confirm a flip: 7
confirm for n bars: 2 or 3
this setup reduces false flips, but trend changes appear later.
---
faster settings
bands to confirm a flip: 5
confirm for n bars: 1
this setup reacts faster, but it can create more false flips in choppy markets.
---
important notes
the ribbon shows a trend regime, not a guaranteed entry signal.
the best use is to trade in the direction of the ribbon.
confirmed flips are more reliable than fast color changes.
a green ribbon means long setups have better context.
a red ribbon means short setups have better context.
risk management is required on every trade.
supertrend ribbon is designed to make trend direction clear, reduce visual noise, and help traders stay aligned with the dominant market structure.
Indicator
Volume Profile Supertrend [HexaTrades]Volume Profile Supertrend re-imagines the classic Supertrend. Instead of trailing bands built from pure volatility (ATR), it builds them around the levels where real volume has traded the Point of Control and Value Area.
The philosophy is simple: a normal Supertrend follows volatility; this one follows where the market accepts value. Price tends to gravitate to, and trend away from, the zones where the most business gets done. By anchoring the trend engine to value migration, the indicator aims to stay on the right side of the move while filtering out a portion of low-quality volatility noise.
Everything is computed internally in Pine; no built-in Volume Profile tool is used, so it works on any symbol and timeframe that has volume.
💡How it works
1. Rolling Volume Profile:
It looks back over the last Profile Lookback bars, finds the high–low range, and divides it into Number of Rows price buckets. Every historical bar's volume is distributed across the buckets its range spans, producing a fresh volume distribution on every candle.
2. POC, VAH & VAL:
POC (Point of Control) : the price bucket with the highest traded volume (the "fairest price").
Value Area: the script expands outward from the POC until it captures the chosen Value Area % (default 70%) of total volume.
VAH / VAL: the upper and lower edges of that Value Area.
3. Smoothing & Supertrend bands:
POC, VAH, and VAL are smoothed with EMAs to remove jitter. Two trailing bands are then built, exactly like a Supertrend:
Lower band = smoothed VAL − (ATR × buffer) → support used while bullish.
Upper band = smoothed VAH + (ATR × buffer) → resistance used while bearish.
The bands only trail in the trend-following direction, so they lock in as the price advances.
4. Trend flip:
The trend is bullish while price holds above the lower band, and flips bearish when price closes below it (and vice-versa). The flip is evaluated against the previous bar's confirmed bands, so closed candles never change.
💡How to read it
🔶Bullish:A green line sits below the price. The market is accepting a higher value; treat pullbacks toward the line as the trend "breathing." A flip to red is your warning.
🔶Bearish: A red line sits above the price. Value is migrating lower; rallies into the line are where sellers tend to re-engage. A flip to green signals a potential turn.
🔶Choppy Markets: When price is inside the value area and trend strength is low, the market may be sideways.
In these conditions, signals can be weaker. It may be better to wait for a clear value breakout or stronger trend strength.
🔺Signals
- BUY label prints when the trend flips from bearish to bullish.
- SELL label prints when the trend flips from bullish to bearish.
- A flip dot marks the exact bar of the change on the trend line.
- Trend Strength Filter: Set Minimum Trend Strength above 0 to filter out weak trend flips and display only higher-conviction signals. (Available in the indicator settings.)
┼ Dashboard
-Trend: Current direction Bullish or Bearish.
-Strength: 0–100% conviction score blending distance from POC, POC slope, and whether price has broken outside the Value Area.
-Price Position: Above / Inside / Below Value Area.
-Last Signal: The most recent BUY or SELL that fired.
Alerts
The indicator includes alerts for important events:
-Buy Signal / Sell Signal
-Bullish Trend / Bearish Trend (flip)
-Price Above Value Area / Price Below Value Area
-Price Crossing POC EMA
Suggested Settings
For Intraday Trading
Use lower lookback and medium rows for faster signals.
Example:
-Profile Lookback: 50–100
-Rows: 30–50
-EMA Smoothing: 8–14
-ATR Buffer: 0.5–1.0
For Swing trading
Use higher lookback and smoother settings for cleaner signals.
Example:
-Profile Lookback: 100–250
-Rows: 40–70
-EMA Smoothing: 10–21
-ATR Buffer: 0.8–1.5
For Cleaner Signals
-Increase EMA Smoothing Length
-AIncrease TR Buffer
-Increase Minimum Trend Strength
Volume Profile Supertrend combines the proven structure of a Supertrend with the market's true area of value derived from a rolling Volume Profile. Instead of relying solely on price volatility, it follows the migration of value through the Point of Control (POC) and Value Area (VAH/VAL) to identify higher-quality trend changes.
Whether you're a day trader or swing trader, this indicator helps you visualize trend direction, identify dynamic support and resistance, filter weak reversals, and stay aligned with the prevailing market structure. Use it as a standalone trend-following tool or alongside your existing trading strategy for additional confirmation.
We would love to hear your suggestions. If you have ideas for new features, indicators, analytics, or improvements, please share your feedback. Your input helps guide future updates and improve the indicator for all traders.
This indicator is for educational and analytical purposes only. It is not financial advice. Trading involves risk. Always use proper risk management and combine this indicator with your own analysis before taking any trade.
Indicator
Adaptive RSI Supertrend [MarkitTick]💡 A highly advanced, multi-dimensional momentum and volatility tracking ecosystem designed for professional market analysis. Rather than relying on traditional price-based trailing stops, this indicator projects a volatility-banded Supertrend directly onto an Adaptive Relative Strength Index (ARSI). This creates an incredibly responsive momentum oscillator that dynamically adjusts its own thresholds based on underlying market kinematics. By integrating high-order digital signal processing filters, higher timeframe confirmations, and volume-weighted validation, this tool provides a comprehensive, terminal-style perspective on market regime, momentum acceleration, and localized price extremes without succumbing to the noise typical of standard oscillators.
✨ Originality and Utility
The standard Relative Strength Index is frequently plagued by false signals, erratic whipsaws during consolidation, and a failure to contextualize momentum within broader structural trends. This script resolves these systemic inefficiencies through a deliberate and mathematically sound synthesis of disparate analytical domains. The combination of an ARSI with a localized Supertrend is not an arbitrary pairing; it solves the problem of static overbought/oversold boundaries. By mapping average true range (ATR) bands onto the RSI itself, the indicator creates dynamic, breathing support and resistance levels for momentum. Furthermore, the integration of advanced smoothing algorithms (Kalman and LLAMA) strips out high-frequency noise, ensuring that crossovers between the ARSI and the Supertrend-derived Merged Line represent statistically significant momentum shifts rather than fleeting market anomalies. This unified framework replaces the need for an overlapping array of disparate indicators, offering a singular, high-contrast dashboard for absolute market clarity.
🔬 Methodology and Concepts
The internal architecture of this tool is built upon several synchronized analytical layers, heavily optimized to protect the integrity of the underlying logic while delivering seamless visual output.
● Adaptive Momentum Core
At the heart of the script is the ARSI, which abandons traditional static lookbacks in favor of a responsive differential tracking model. It evaluates the absolute range of price action against directional movement, feeding these differences through a recursive smoothing engine. This results in an oscillator that remains highly sensitive to genuine trend initiation while heavily penalizing sideways chop.
● Digital Signal Processing (DSP) Filters
The raw momentum data is processed through user-selectable DSP algorithms to extract the true signal from market noise. The Kalman Filter dynamically estimates the true state of momentum by balancing process noise against measurement noise, adapting instantly to volatility spikes. Alternatively, the LLAMA filter applies an efficiency-ratio-driven alpha scaling model, tightening its smoothing factor during periods of low efficiency and relaxing it during strong directional bursts.
● Oscillator-Bound Supertrend
Instead of applying a Supertrend to price, the script calculates a specialized ATR based on the frame-to-frame variance of the ARSI. It then projects upper and lower deviation bands around the ARSI, maintaining a directional bias based on trailing breakouts. The resulting baseline is then averaged with the DSP-filtered signal to create the "Merged Line," serving as the ultimate zero-lag trailing threshold for momentum.
● Multi-Factor Regime Scoring
The script continuously evaluates the broader market context by scoring four distinct components: the absolute level of the ARSI, the trigonometric angle of the ARSI trajectory, the state of the oscillator Supertrend, and the relationship of price to a macroeconomic baseline moving average. These factors are normalized and aggregated into a 0-100 Regime Score, offering a unified metric of trend health.
🎨 Visual Guide
The visual presentation is engineered for high-contrast, dark-mode optimized aesthetics, providing immediate, terminal-style data processing without chart clutter.
● Chart Elements
Color-Matched Candles: Price candles are painted based on the kinetic relationship between the ARSI and its signal line. Neon Cyan indicates strong bullish momentum, Dark Teal indicates weak bullish momentum, Deep Crimson indicates strong bearish momentum, and Maroon denotes weak bearish pressure. Slate Gray represents a neutral momentum state.
Dynamic Support/Resistance Boxes: Translucent, neon-bordered zones (Cyan for Support, Crimson for Resistance) highlight localized structural extremes, providing immediate context for price breakouts.
Trade Projection Labels: When crossover signals fire, dashed projection lines emerge, extending forward to display precisely calculated Entry (Slate), Stop Loss (Crimson), and multi-tiered Take Profit (Neon Green) levels based on dynamic risk-to-reward parameters.
Chart Angle Label: A floating text label displays the exact trigonometric angle and classification of the current trend (e.g., "Strong Uptrend / 45.2°").
● Oscillator Pane Elements
Adaptive RSI Line: Plotted with a dynamic gradient that transitions from Deep Crimson (extreme weakness) to Neon Cyan (extreme strength), instantly conveying momentum depth.
Merged Signal Line: A distinct Neon Purple to Deep Pink gradient line acting as the trailing support/resistance for the ARSI.
Divergence Histogram: Translucent Cyan and Red histogram bars plot the delta between the ARSI and the Merged Line, visualizing the acceleration or deceleration of momentum crosses.
Background Shading: The oscillator pane background shifts to a deep blue/purple tone during overbought (above 80) and oversold (below 20) extremes. A striking Electric Gold background illuminates periods where momentum enters a highly compressed "Squeeze" state.
Signal Markers: Crisp "BULL" (Cyan) and "BEAR" (Red) text labels appear on the oscillator when fully validated crossovers occur.
● The Analytics Dashboard
A fixed, dark-background HUD presents granular telemetry using segmented block bars and color-coded text for rapid scannability:
ARSI Level: Percentage reading of the current momentum state.
Signal Strength: Block visualization of the DSP-filtered baseline.
Angle Momentum & Acceleration: Metrics tracking the velocity and delta-velocity of the trend trajectory.
Supertrend & Market Bias: Text readouts indicating the dominant structural direction.
HTF Trend & Volume: Validation checks displaying the alignment of higher timeframes and localized volume surges.
Volatility ATR & Last Cross: Precise numerical readouts of market expansion and the duration since the last major signal.
Regime Score: The composite 0-100 metric, color-coded from Crimson (Bear) to Neon Magenta (Transition) to Cyan (Bull).
📖 How to Use
Identify Momentum Regime: Monitor the Dashboard's Regime Score. A score above 70 combined with a Neon Cyan ARSI line indicates an environment where long positions are statistically favored.
Trade the Crossover: Wait for the ARSI to cross the Merged Line. Validated crosses will generate a distinct "BULL" or "BEAR" label. Check the Dashboard to ensure the Volume Filter and HTF Trend are aligned (marked with a green checkmark).
Navigate Squeezes: When the oscillator background turns Electric Gold, the market is experiencing a severe volatility contraction. Avoid initiating new positions during the squeeze. Wait for the background color to clear, accompanied by an Alert indicating a Squeeze Breakout, before trading the subsequent expansion.
Manage Risk via Trade Labels: Upon a valid signal, utilize the automatically projected Entry, SL, and TP lines on the main chart to structure your position sizing according to the script's ATR-derived risk mechanics.
⚙️ Inputs and Settings
ARSI & Signal Lengths: Controls the primary lookback periods for the oscillator and its baseline.
Signal Filter Type: Select between RMA, Kalman Filter, or LLAMA to dictate the specific mathematical model used for noise reduction.
Supertrend ATR Length & Factor: Adjusts the sensitivity and width of the volatility bands applied to the oscillator.
Volume Filter Multiplier: Determines the threshold required for volume validation (e.g., 1.5 requires volume to be 50% above its moving average).
HTF Timeframe: Defines the higher timeframe used for macro-trend alignment (defaults to Daily).
Squeeze Angle Threshold: The maximum absolute angle permitted to trigger a volatility contraction state.
Trade Labels (Risk:Reward): Allows fine-tuning of the Stop Loss padding and the precise ratios for TP1, TP2, and TP3 targets.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
This indicator relies on a robust foundation of applied mathematics and digital signal processing. The core methodology employs non-linear dynamic state estimation. Unlike standard moving averages that suffer from inherent group delay, the integration of algorithms akin to the Kalman filter allows the script to recursively project the next state of momentum and update that projection based on incoming price data. This minimizes lag while aggressively smoothing standard deviation anomalies.
Furthermore, the application of volatility banding (ATR) directly to an bounded oscillator (RSI) represents a shift from price-domain analysis to momentum-domain analysis. By calculating the variance of the momentum itself, the script acknowledges that momentum has its own distinct volatility profile, independent of price action. The kinematics of the trend are evaluated using trigonometric functions to derive the slope (velocity) and the rate of change of the slope (acceleration). This multidimensional approach ensures that signals are not generated merely by price crossing a threshold, but by a mathematically validated shift in the kinetic energy of the market.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicator
Strong Supertrend Engine | ProjectSyndicateStrong Supertrend Engine maps the session around a Supertrend trend-stop and power-ranks the with-trend zones where price is most likely to continue, not reverse. Every session it reads one decision from the prior completed session's daily Supertrend — is the session open above the Supertrend a green, buy-only regime or below it a red, sell-only regime — and then projects an ATR-scaled ladder of reaction zones around the session open. On top of the zones it draws the session's best continuation setups as zone-to-zone arrows: in a green regime it points up from a pullback zone to a target zone; in a red regime it points down from a rally zone to a target below. The whole tool runs on one idea: trade dips with the trend, not against it — buy dips into support while the Supertrend is green, sell rips into resistance while it is red, and favor the stronger-graded zones.
This is the inverse of a fade tool. Across a broad multi-instrument study FX majors and crosses, gold and an index, fading stretched levels back to balance behaved like a coin flip, while with-trend pullback entries were the side that carried a modest, repeatable edge. Strong Supertrend Engine is built around that side.
🟢🔴 Summary how to trade this more details below, read entire guide. Best trade setups with this system is to buy dips, arrows highlight best entry zones / prices when price is trading above green ST zones. Likewise, sell rips, arrows highlight best entry zones on sell side / when price is trading below red ST zones. Detailed overview below. Run on lower TFs for best entries, i.e.
M5 M10 M15 M30.
🟢🔴 The Supertrend Regime the master switch — The session open versus the daily Supertrend sets the only bias that matters. Open above the Supertrend ⇒ the core stop band renders green and the engine shows BUY-ONLY setups buy the dips. Open below ⇒ the band renders red and the engine shows SELL-ONLY setups sell the rips. A close back through the Supertrend flips the regime and recolors everything. You never fight the band: green means look for longs, red means look for shorts.
🧲 The Session Basis auction center — Each session's zone ladder is anchored to the session open by default Prior HL2, OHLC4 or Close optional. Price spends the day auctioning around this basis, so the inner zones sit exactly where price actually trades and the outer zones mark a genuine stretch. The basis is also the natural first reference a with-trend pullback works back through.
📊 ATR-Scaled Zone Ladder — Five escalating tiers are projected above and below the basis at calibrated ATR offsets 0.12, 0.25, 0.40, 0.55, 0.75 × ATR by default, drawn as clean equal-height shaded bands. The spacing is deliberately pulled in to where price genuinely travels intraday a typical session covers roughly half an ATR from the open, so the inner tiers get tagged often and the outer tiers mark the real extremes. A global width multiplier and per-tier offsets let you reshape the geometry for any instrument or timeframe.
ES
🟩 The Core Supertrend Stop Band — The actual daily Supertrend value is drawn as a bold band — green support in an uptrend, red resistance in a downtrend. It is the trend's hard line: the trade thesis holds while price stays on the correct side of it, and a close through it is the regime flip and the natural hard stop.
🏷️ 0–10 Strength Grade & In-Zone Labels — Every zone carries a live 0–10 grade inside the band — the tier name with a ▲ / ▼ side marker, stars, the X.X/10 score and a tier word FORMING → WEAK → MODERATE → STRONG → ELITE. The grade blends tier extremity, volatility context, trend regime and with-trend alignment so the with-trend side is favored. Read it as a descriptive conviction ranking for which zone deserves attention — it is not a backtested win-rate.
WTI
🏹 Continuation Setup Arrows the signature feature — For the last N sessions, the engine selects the best 2–4 with-trend setups per session and draws each as a zone-to-zone arrow that spans several zones 3 by default, so each arrow shows a meaningful directional trade, not a one-tier hop. In a green regime arrows run up from a pullback/dip zone, through the open, to a target zone above; in a red regime they run down from a rally/rip zone to a target below. Each arrow is labeled with the entry→target zones, the R multiple of the move, and a star grade. Setups are ranked by regime strength + momentum alignment + clean pullback depth, so the strongest, best-located trades surface first.
📈 Laguerre PPO Momentum Confluence — A daily, non-repainting Laguerre PPO reads whether momentum agrees with the regime. It boosts the score of aligned setups and can be set as a hard filter so only momentum-confirmed setups print. Up-momentum strengthens buy-dip setups in a green regime; down-momentum strengthens sell-rip setups in a red regime.
BTC
⚙️ Uniform ATR Zone Height — Every tier shares one identical ATR-based thickness, centered on its level, for a clean, consistent look on any symbol or timeframe.
🎨 Regime & Strength Shading — Stronger zones render more opaque, weaker ones stay faint, and counter-trend zones are dimmed so the actionable with-trend side pops. Resistance tiers shade red, support tiers green, the core stop green/red by regime, and the arrows green for buys, red for sells. Arrow labels use black text for crisp readability on the colored tags.
🔒 Non-Repainting — Each session's regime, basis, zones, scores and arrows lock in from the completed prior session read with a confirmed offset and never change intraday. Zones span exactly one session and close cleanly at the boundary — no bleed into the next session. The last N sessions are kept default 10 and older ones are removed automatically.
Silver
📋 Live Dashboard — A compact panel reports the current Regime BUY-ONLY / SELL-ONLY, Momentum up / down, the number of setups this session, the Trend, the Supertrend stop price, ATR, the distance from price to the stop in ATR, and the trend age in sessions.
🔔 Native Alerts — Dedicated Buy Continuation Setups and Sell Continuation Setups alerts the moment a new session's setups print, plus zone-touch, strong-zone, extreme-tier, core-stop-tag and Supertrend-flip alerts.
🔧 Fully Customizable — Supertrend ATR length and factor, basis source, the five tier offsets and global width multiplier, zone thickness, the four scoring weights and their lookbacks, the score filter, the Laguerre fast/slow gammas and momentum-filter toggle, arrow count 2–4, arrow span zones, spacing, width, colors and labels, dashboard position/size, transparency and shading — all adjustable.
DAX
🎯 Why this is different — Most band tools draw static envelopes and leave you guessing which edge matters, and most "tops & bottoms" tools quietly ask you to fade strong moves. Strong Supertrend Engine does the opposite: it frames the session as a trend defined by the Supertrend, refuses to show counter-trend trades, and hands you the session's best with-trend continuation setups as labeled arrows from zone to zone. You read the regime green/red, the destination the arrow's target zone, and the conviction the score at a glance.
🚀 Apply to Gold XAUUSD, Silver, Forex, Crypto and Indices on any intraday timeframe.
🎯 How To Trade It — Two Approaches
Everything hinges on the regime: green Supertrend = buy dips only, red Supertrend = sell rips only. Never fade the band. Use the stronger-graded zones and the printed arrows to pick the best-located entry.
◾ 1 BUY DIPS in a Green Supertrend Regime — open above the green ST
This is the engine's core long thesis. The session open is above the green Supertrend, so the regime is BUY-ONLY and buy arrows point up from the dip zones toward higher targets.
▪️ Setup: wait for price to pull back / dip into a support zone below the open — prefer the stronger-graded zones higher score / more stars, ideally one a buy arrow points up out of, with Laguerre momentum up.
▪️ Entry: long on the dip into the zone, in the direction of the green regime the with-trend bounce.
▪️ Stop: below the entry zone — one tier deeper — with the green core Supertrend stop as the hard invalidation. A decisive close below the green ST flips the regime; the long thesis is then wrong, stand aside.
▪️ Targets: step up zone to zone toward the arrow's target each arrow spans ~3 zones — through the open into the upper tiers, banking partials at each tier and trailing with the trend.
⚖️ The cleanest version: price opens above a rising green Supertrend, dips into a STRONG/ELITE support tier, holds, and rotates back up through the open into the upper tiers — exactly the leg the arrow frames. The deeper-but-still-graded dips offer the better risk; the shallow ones trigger most often.
◾ 2 SELL RIPS in a Red Supertrend Regime — open below the red ST
The mirror image. The session open is below the red Supertrend, so the regime is SELL-ONLY and sell arrows point down from the rally zones toward lower targets.
▪️ Setup: wait for price to rally / rip into a resistance zone above the open — prefer the stronger-graded red zones higher score / more stars, ideally one a sell arrow points down out of, with Laguerre momentum down.
▪️ Entry: short on the rip into the zone, in the direction of the red regime.
▪️ Stop: above the entry zone — one tier higher — with the red core Supertrend stop as the hard invalidation. A decisive close above the red ST flips the regime; stand aside.
▪️ Targets: step down zone to zone toward the arrow's target through the open into the lower tiers, banking partials and trailing the move.
Rule of thumb: ⭐ Green Supertrend, open above it → buy dips into the stronger support zones, target the arrow's zones up. ⭐ Red Supertrend, open below it → sell rips into the stronger resistance zones, target the arrow's zones down. ⭐ When price closes through the Supertrend, the regime flips — wait for the new side before taking the next trade.
EURUSD
⚠️ IMPORTANT NOTICE: Strong Supertrend Engine frames a Supertrend-defined trend and ranks the best with-trend continuation setups. The 0–10 score is a descriptive conviction ranking, not a backtested win-rate, and the with-trend edge measured in study was modest — these zones and arrows are decision support, not a standalone trade trigger. Always combine them with your own strategy, price-action confirmation and risk management. Past behavior does not guarantee future results. Indicator
AI SuperTrend [PickMyTrade]THE PROBLEM WITH A FIXED MULTIPLIER
Every standard SuperTrend applies the same ATR multiplier across all market conditions — the same constant during a strong trending breakout, a narrow choppy range, and a volatility spike. A value calibrated for one regime is miscalibrated for the others. Most traders compensate by manually switching timeframes or parameters. This script automates that decision.
The question it asks: what if the ATR multiplier were selected from historical bars that most resembled the current market regime — matched by Hurst state and volatility rank — rather than set by the user as a fixed constant?
────────────────────────────────────────
THREE AI LAYERS
Layer 1 — Hurst Exponent (Regime Gate)
The Hurst Exponent is computed via Rescaled Range (R/S) Analysis. It measures the degree of long-range dependence (memory) in the price series:
H ≥ 0.55 → Persistent (trending) — SuperTrend active, signals enabled
H ≈ 0.50 → Random walk — candles turn gray, no signal generated
H ≤ 0.45 → Anti-persistent (mean-reverting) — signals suppressed
The Hurst gate is the first filter. Signals only fire when market structure is historically associated with persistence — not randomness or mean-reversion.
Layer 2 — Garman-Klass Volatility Rank
Garman-Klass (1980) estimates realized volatility from OHLC prices rather than close-to-close returns, capturing intrabar price range and making it more sensitive to volatility changes. The current reading is percentile-ranked against recent history (0–100%) and used as the second feature dimension for the KNN search.
Layer 3 — KNN Multiplier Optimizer
K-Nearest Neighbors searches a rolling memory bank of feature pairs from previous bars. For each current bar it finds the K most similar historical bars by Euclidean distance in that 2D feature space. From those neighbors it retrieves the ATR multipliers that were in effect — weighted by the profitability of the bar that followed. The result is the AI Multiplier: a context-aware value drawn from the most similar past conditions, not a fixed constant.
────────────────────────────────────────
WHAT YOU SEE ON THE CHART
Candle color — the defining visual. Orange = bull trend regime, blue = bear trend regime, gray = random walk or mean-reverting. The regime state is readable on every bar without checking the table.
Signals — ● (circle) marks trend flips with Hurst ≥ 0.65, the high-conviction threshold. ▲▼ (triangle) marks standard threshold crossings. No signal fires in gray (random or mean-reverting) regimes.
SL / TP lines — dashed lines drawn automatically at each signal bar, sized from current ATR × the AI Multiplier active at that bar.
Info table (top right) — live display of Hurst value, Regime label, Direction, AI Multiplier, Vol Rank, and KNN memory bar count. Shows WARMUP until KNN has stored enough bars to begin optimizing.
────────────────────────────────────────
HOW TO USE
A signal requires all three conditions to be true simultaneously:
KNN is warmed up (table shows ● LIVE)
Hurst confirms a trending regime (H ≥ Trend Threshold input)
Price is on the correct side of the EMA filter
Circle signals (●) indicate Hurst has exceeded 0.65 — stronger persistence than the standard threshold. Triangle signals (▲▼) are at the user-defined threshold. Gray candles indicate the market is not in a trending regime; reducing exposure or standing aside is appropriate during those periods.
The regime background shading (faint orange or blue fill) shows when the SuperTrend is in an active directional state.
────────────────────────────────────────
INPUTS
AI Engine — Hurst Lookback, KNN Neighbors (K), KNN Memory (bars), Trend Threshold, Mean-Revert Threshold
SuperTrend — ATR Length, Base Multiplier, Volatility Window, EMA Period
Visual — Bull/Bear colors, SL/TP lines toggle, SL ATR Multiplier, Risk:Reward ratio, Regime Background
Display — Zen Mode (hides labels and table), Show Info Table
ALERTS
Three alert conditions: Long Signal, Short Signal, Any Signal.
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NOTES
KNN requires warmup equal to the KNN Memory setting before the AI Multiplier activates. During warmup the base multiplier scaled by Hurst and volatility rank is used instead.
No repainting. All signals are confirmed on bar close. KNN stores lagged values only.
Garman-Klass citation: Garman, M. & Klass, M. (1980). On the Estimation of Security Price Volatilities from Historical Data. Journal of Business , 53(1), 67–78.
Indicator
Adaptive SuperTrend -, Regime Filter & Buy/Sell Signals [LunqFX]Adaptive SuperTrend is a self-tuning trend indicator for TradingView that fixes the biggest flaw of the classic SuperTrend: a fixed multiplier that whipsaws in choppy markets and lags in fast ones. This version makes the SuperTrend multiplier adaptive — it automatically widens in high volatility and tightens in low volatility — and layers a regime filter and a momentum filter on top to deliver clean, non-repainting Buy/Sell signals with an automatic take-profit / stop-loss ladder and live performance stats. It works on forex, crypto, stocks, indices, futures, gold (XAUUSD) and Bitcoin (BTCUSD), on any timeframe, for scalping, day trading and swing trading. Built in Pine Script v6. Keywords: adaptive supertrend, supertrend, trend, trend following, buy sell signals, regime filter, ATR trailing stop, volatility, momentum, take profit, stop loss, risk reward, trend reversal, no repaint, scalping, day trading, swing trading.
◆ WHY ADAPTIVE
A normal SuperTrend uses one fixed multiplier for every market and every condition, so it gets shaken out in volatile phases and reacts too slowly in calm ones. Adaptive SuperTrend ranks current volatility against its own recent history (0–100%) and maps that onto a multiplier range — wide when the market is wild, tight when it is calm — with zero manual tuning. The same settings behave sensibly on EURUSD, BTCUSD and the S&P 500.
◆ WHAT IT DOES
Adaptive trend line + fill — a volatility-adjusted trailing stop that flips turquoise (up) / magenta (down).
Filtered Buy/Sell signals — a trend flip only fires as a signal when two filters agree.
Auto TP/SL ladder — on every signal it draws the stop (on the trend line) and TP1 / TP2 / TP3 at 1R / 2R / 3R, so you get a complete trade plan instantly.
Conviction Score 0–100 — one number summarising how strong the current setup is.
Live win-rate stats — the script tracks its own past signals on the fly.
Neon trend candles + a clean live dashboard.
◆ HOW IT WORKS (the concepts)
Adaptive multiplier: ATR is ranked by percentile over a lookback window; the percentile sets the SuperTrend multiplier between your min and max.
SuperTrend core: the standard trailing-stop formula, flipping direction when price closes beyond the band.
Regime filter (Kaufman Efficiency Ratio): directional travel divided by total path = how trending vs choppy the market is. Signals are blocked in low-efficiency (range) conditions to cut false signals.
Momentum check: a flip is only taken when price is on the matching side of its momentum EMA.
Conviction Score: a weighted blend of trend efficiency, momentum agreement and trend-line slope (0–100).
Live stats: each signal is tracked sequentially — a “win” = price reaches TP1 (1R) before the stop — with no lookahead.
◆ HOW TO USE IT
Take BUY / SELL labels in the direction of the new trend; the SL and TP1/2/3 ladder give you the exact plan and risk/reward.
Favour signals with a high Conviction Score and a TRENDING regime; stand aside when the dashboard shows RANGE.
Manage the trade to TP1/TP2/TP3 or trail with the adaptive line.
Tune Min/Max multiplier for tighter or looser stops and Efficiency threshold for how strict the range filter is.
Combine with your own support/resistance, structure or higher-timeframe bias for confluence.
◆ SETTINGS
Adaptive Trend: ATR length, min/max multiplier, volatility window.
Regime Filter: on/off, efficiency length, trend threshold.
Momentum Check: on/off, momentum EMA.
Visuals: trend fill, glow, neon candles, Buy/Sell labels.
Trade Levels & Stats: auto TP/SL ladder, live signal stats.
Panel: show/hide, position, background, accent.
◆ ALERTS
Buy signal · Sell signal · Trend flip up · Trend flip down.
◆ ORIGINALITY
The SuperTrend trailing-stop formula is a standard, public technique, implemented here from scratch. The adaptive volatility-percentile multiplier, the regime filter integration, the Conviction Score, the R-based TP/SL ladder and the live win-rate engine are my own original work. No third-party or copied code is used.
◆ LIMITATIONS
This is a trend/volatility tool, not a complete system — always confirm with price action and risk management.
Like all trend-following tools, it can chop in tight ranges; the regime filter reduces but cannot eliminate this.
The fixed-R stop in the ladder is a planning aid (constant 1R), separate from the trailing adaptive line — they are different stops by design.
The live win-rate is the indicator’s own TP1-vs-stop estimate; if a single bar tags both the stop and TP1 it is counted as a win, so treat the stat as indicative, not exact.
Past performance and live stats do not guarantee future results.
◆ NON-REPAINTING
Trend, regime, signals and stats are computed from confirmed bar data with no security() lookahead. A signal printed on a closed bar stays. As with any live tool, the forming bar updates in real time and settles on close.
Adaptive SuperTrend is an educational analysis tool, not financial advice. Always do your own research and manage risk. © LunqFX. Indicator
