Get started

Trend Analysis

Market Structure Master [Takeda Trades 2026]Market Structure Master by @TakedaTradesOfficial v1 01/26/2026 ════════════════════════════════════════════════════════ DESCRIPTION: 5 MODES. COMPLETE MARKET STRUCTURE. ═════════════════════════════════════════════════════════ MODES ═════════════════════════════════════════════════════════ 1. LONG - BUY at lows, TARGET at highs + Auto SL/TP 2. SHORT - SELL at highs, TARGET at lows + Auto SL/TP 3. HH LL - Labels Higher Highs and Lower Lows 4. NUMBERED - Sequential (#1, #2, #3...) 5. COLORED - Gradient (Bright→Dark) Multi-timeframe • Auto SL/TP • Bar colors • Full customization ═════════════════════════════════════════════════════════ HOW TO TRADE ═════════════════════════════════════════════════════════ 📈 LONG | 📉 SHORT 1. Label appears (BUY at low / SELL at high) 2. Price breaks line 3. Bar colors (green/red) 4. Auto SL + TP appear 5. Exit at TP/TARGET Entry: Line break + Color | Stop: SL line | Target: TP/TARGET 🔢 NUMBERED Conservative: #1 only | Moderate: 70% #1, 30% #2 | Aggressive: 50-30-20 Warning: #1-2 Safe | #3-4 Reduce | #5+ Exit 🎨 COLORED Bright → ENTER | Medium → HOLD | Dark → EXIT ⚡ HH LL Uptrend: HH series | Downtrend: LL series | Reversal: First opposite ═════════════════════════════════════════════════════════ STRATEGIES ═════════════════════════════════════════════════════════ Multi-Timeframe: Higher TF pivots on lower TF (1m+5m, 15m+1H, 4H+Daily) Confluence: 2 instances, different TFs. Enter when both signal. Pyramiding: #1: Full | #2: 50% | #3: 25% | #4+: No entry Momentum: Trade bright colors only. Exit medium, avoid dark. ═════════════════════════════════════════════════════════ SETTINGS ═════════════════════════════════════════════════════════ Scalp: 3/3, LONG/SHORT | Day: 5/5, NUMBERED/COLORED | Swing: 10/10, HH LL Lower bars = More signals | Higher bars = Quality ═════════════════════════════════════════════════════════ QUICK START ═════════════════════════════════════════════════════════ 1. Select mode 2. Choose timeframe 3. Set bars (5/5 default) 4. Enable SL/TP 5. Wait for label + line break 6. Enter on color change ═════════════════════════════════════════════════════════ TIPS ═════════════════════════════════════════════════════════ ✓ Wait for line break | ✓ Use SL | ✓ Scale with NUMBERED | ✓ Bright colors only | ✓ Higher TF = Quality ═════════════════════════════════════════════════════════ ⚠️ DISCLAIMER ═════════════════════════════════════════════════════════ Educational only. Use risk management. Past results don't guarantee future. © 2026 Takeda Trades
Pine Script® indicator
by TakedaTradesOfficial
1
1000x Liquidations [Takeda Trades 2026]1000x Liquidations by @TakedaTradesOfficial v1 01/26/2026 ═════════════════════════════════════════════════════════ DESCRIPTION 1000x LIQUIDATIONS 2026 © Takeda Trades VISUALIZE LIQUIDATION ZONES ACROSS MULTIPLE LEVERAGE LEVELS Display real-time liquidation levels from 5x to 1000x leverage , identifying critical zones where cascading liquidations may occur. Rainbow color gradient makes it easy to spot where leveraged positions become vulnerable. ═════════════════════════════════════════════════════════ KEY FEATURES ═════════════════════════════════════════════════════════ 📊 COMPLETE LEVERAGE RANGE • 23 leverage levels: 5x, 10x, 25x, 50x, 75x, 100x... up to 1000x • LONG and SHORT liquidation zones shown simultaneously • Rainbow gradient colors for instant recognition 📈 HISTORICAL LOOKBACK • View liquidation levels from previous 1-20 bars • Track price interaction with historical zones • "Show Only Current Bar" option for cleaner charts 🎨 CUSTOMIZABLE DISPLAY • 4 Color Modes: Rainbow, Custom, Green Short/Red Long, Red Short/Green Long • Adjustable label sizes, line width, style, and opacity • Color-coded reference table ═════════════════════════════════════════════════════════ HOW TO TRADE ═════════════════════════════════════════════════════════ 🎯 STRATEGY 1: LIQUIDATION CLUSTER ZONES When multiple liquidation levels converge, these become high-probability reversal zones: LONG SETUP: 1. Price approaches dense SHORT liquidation cluster (above price) 2. Watch for rejection wicks or selling pressure 3. Enter short as price tests cluster 4. Target: Next major cluster below SHORT SETUP: 1. Price approaches dense LONG liquidation cluster (below price) 2. Watch for bounce attempts or buying exhaustion 3. Enter long as price tests cluster 4. Target: Next major cluster above 🚀 STRATEGY 2: LIQUIDATION HUNTING Market makers push price to trigger liquidations before reversing: • Identify isolated liquidation levels with fewer nearby clusters • These are "easier targets" for liquidation hunts • Watch for rapid moves that sweep these levels • Enter on reversal after liquidations trigger ⚡ STRATEGY 3: AVOID THE SQUEEZE Use to protect your positions : • LONG positions → Monitor levels below entry • SHORT positions → Monitor levels above entry • Set stops BEFORE your leverage level • Reduce size if price approaches your liquidation zone ═════════════════════════════════════════════════════════ RECOMMENDED SETTINGS ═════════════════════════════════════════════════════════ Day Trading: Lookback 5-10, Show Only Current OFF, Rainbow mode Swing Trading: Lookback 15-20, Show Only Current ON, Green/Red mode Clean Charts: Opacity 50-60%, Labels OFF, Dotted lines ═════════════════════════════════════════════════════════ ⚠️ RISK DISCLAIMER ═════════════════════════════════════════════════════════ Educational purposes only. Use proper risk management, position sizing, and stop losses. Past performance does not guarantee future results. 2026 © Takeda Trades - All Rights Reserved
Pine Script® indicator
by TakedaTradesOfficial
Uncharted CloudsOverview Uncharted Clouds is a sophisticated Pine Script v6 indicator that visualizes the relationship between two moving averages through an elegant gradient-filled cloud. The cloud dynamically changes color based on trend direction, providing clear visual cues for bullish and bearish market conditions. Key Features Flexible Moving Average Configuration Independent MA type selection (EMA or SMA) for each line Customizable data source (Open, High, Low, Close) Adjustable periods with default settings of 9 and 20 Toggle visibility for each MA independently Beautiful Gradient Cloud Effect 21-layer gradient creates smooth visual transitions Bullish cloud (teal) when fast MA is above slow MA Bearish cloud (maroon) when fast MA is below slow MA Optimized transparency settings for professional appearance Clean User Interface Compact single-line settings for each moving average Organized settings groups for easy navigation No clutter - only essential controls visible How It Works The indicator calculates two moving averages and fills the space between them with a multi-layered gradient cloud. The cloud's color instantly communicates market trend: Teal cloud: Bullish trend (fast MA > slow MA) Maroon cloud: Bearish trend (fast MA < slow MA) Use Cases Trend identification and confirmation Support/resistance zones visualization Entry/exit signal enhancement when combined with other indicators Clean chart aesthetics for presentation and analysis Technical Details Pine Script Version 6 Overlay indicator (plots on price chart) Optimized performance with efficient array handling 21 gradient layers for smooth visual effect Default Settings Fast MA: 9-period EMA on Close Slow MA: 20-period EMA on Close Bullish Color: Teal Bearish Color: Maroon Customization All colors, periods, MA types, and data sources are fully customizable to match your trading strategy and visual preferences. Feel free to modify and adapt this indicator to your specific trading needs. Happy trading! 📈
Pine Script® indicator
by AtTheAsk
CHRONOLIQUIDATIONS CASCADE PRO [Takeda Trades 2026]CHRONOLIQUIDATIONS CASCADE PRO by @TakedaTradesOfficial v1 01/26/2026 ═════════════════════════════════════════════════════════════ DESCRIPTION ChronoLiq Cascade Pro is an advanced liquidation hunting indicator designed for aggressive traders who capitalize on market volatility and liquidity grabs. This indicator identifies high-probability reversal zones by tracking liquidation cascades from hourly and 30-minute time markers. The system plots 25 multi-leverage liquidation levels (50x-1000x) and generates precise BUY/SELL signals when price triggers these critical zones, allowing you to profit from the explosive moves that follow mass liquidations. ═════════════════════════════════════════════════════════════ KEY FEATURES: Precision Time Markers : Yellow lines mark hourly candles (XX:00), orange lines mark 30-minute candles (XX:30) with open, close, midpoint, high, and low levels 25 Liquidation Zones Per Marker : Automatically plots liquidation levels from 50x to 1000x leverage for both long and short positions Smart Signal System : BUY signals trigger when long liquidations hit (downside exhaustion), SELL signals when short liquidations hit (upside exhaustion) ALPHA POINTS PRO Mode : Revolutionary profit-tracking system with 4 color-coded diagonal lines showing optimal exit strategies Stack Liquidations Feature : Displays all leverage levels hit in current sequence (💥50x💥100x💥200x) for maximum insight Multiple Label Modes : Choose from Standard, Numbered (#1, #2, #3), Colored gradient (intensity-based), Liquidation levels, or full ALPHA POINTS PRO Fibonacci & Standard Deviation Levels : Optional technical confluence levels (0.236-3.618 Fib, 1x-15x StdDev) Intelligent Candle Coloring : Visual system highlights hourly markers (yellow/orange) and liquidation events (gradient green/red) Works on ALL Timeframes : Automatically adjusts calculations for seconds, minutes, or hourly charts ═════════════════════════════════════════════════════════════ HOW TO TRADE OPTIMAL SETUP: Apply indicator to your preferred timeframe ( 1-5min for scalping, 15min-1hr for swing trades ) Enable " ALPHA POINTS PRO " label mode in settings for complete profit-tracking system Turn on " Stack Liquidations " to visualize the full cascade sequence Activate " Inverse Liquidation Colors " (Long=Green, Short=Red) for intuitive visual feedback Adjust label sizes for optimal chart clarity ( Small for BUY/SELL, Normal for emojis ) ═════════════════════════════════════════════════════════════ CORE TRADING STRATEGY: LIQUIDATION CASCADE ENTRIES: BUY Signal (Long Entry) : Enter long positions when price hits liquidation zones below the hourly/30-min close. This indicates long liquidations are triggering, downward pressure is exhausting, and a reversal bounce is imminent. The more leverage levels hit ( 200x, 500x, 1000x ), the stronger the expected bounce. SELL Signal (Short Entry) : Enter short positions when price hits liquidation zones above the hourly/30-min close. Short liquidations are cascading, upward momentum is exhausting, and a reversal dump is likely. Higher leverage hits = stronger reversal potential. Signal Confirmation : The numbered sequence ( BUY #1, #2, #3 ) shows continuation strength. BUY #1 is initial signal, #2-3 show the cascade intensifying. Multiple sequential signals = higher conviction setups . When you see 💥50x💥100x💥200x stacked together, this is a prime entry . ═════════════════════════════════════════════════════════════ ALPHA POINTS PRO EXIT SYSTEM: The diagonal lines provide 4 distinct exit strategies based on your risk tolerance: Yellow Lines (Conservative) : Close your entire position when the first opposite signal triggers. This locks in quick 20-40% gains with minimal drawdown risk. Best for scalpers and beginners. Orange Lines (Balanced) : Hold positions until price makes its 1st Higher High (for longs) or 1st Lower Low (for shorts). This captures 50-100% of the major move while avoiding premature exits. Recommended for most traders. Darker Orange Lines (Aggressive) : Wait for the 2nd Higher High or Lower Low before closing. This maximizes profit potential but increases drawdown risk. Targets 100-200%+ gains on strong trending moves. Blue MAX OPTIMAL Lines (Maximum Profit) : The ultimate exit strategy. These lines only close after an opposite signal confirms AND price makes a new HH/LL. This captures the absolute maximum profit from liquidation cascades. Use for high-conviction setups only. ═════════════════════════════════════════════════════════════ ADVANCED RISK MANAGEMENT: Position size increases with leverage level: 50x-100x = standard size, 200x-500x = 1.5x size, 500x-1000x = 2x size Stop Loss Placement : Set stops 10-20 pips beyond the most recent hourly high (shorts) or low (longs) Profit Scaling : Close 30-50% at yellow lines, 30% at orange, let final 20-40% run to blue targets Time Filters : Highest win rate during major market opens ( London 8-10am, New York 1-3pm GMT ) Avoid trading during low-liquidity hours ( typically 10pm-2am GMT ) ═════════════════════════════════════════════════════════════ POWER USER TIPS: Stack multiple timeframes: Use 1hr liquidations for trend direction, 15min for precise entries Watch for "rejection wicks" at liquidation levels - these confirm the reversal Fibonacci levels add confluence: liquidations at Fib levels = highest probability setups Volume spikes + liquidation signals = institutional participation confirmed The gradient color intensity shows liquidation severity ( bright = extreme, dark = moderate ) ═════════════════════════════════════════════════════════════ BEST MARKETS: Cryptocurrency perpetual futures ( BTC, ETH, SOL ), volatile forex pairs ( GBPJPY, XAUUSD ), and high-beta indices ( NAS100, US30 ).
Pine Script® indicator
by TakedaTradesOfficial
Legacy Algo | Lyro RS Overview Legacy Algo is a hybrid momentum-reversal trading tool developed to identify actionable market movements in lower timeframes. Designed with a comprehensive suite of tools, it aims to assist traders in managing entries, exits, and trade progression through calculated visual cues. The indicator is intended to be used on intraday charts, providing dynamic support for both discretionary and system-based strategies. Introduction This script introduces a structured approach to analyzing short-term market dynamics. Rather than relying on a single method of signal generation, it incorporates multiple confirmations, risk management tools, and trend filters to offer a balanced view of potential trade opportunities. While the underlying algorithm remains private, its design reflects a meticulous focus on signal quality, adaptability, and visual clarity across a range of assets. Purpose The purpose of this indicator is to support traders in identifying reversal points and managing trade risk in volatile environments. It is particularly suited for use on lower timeframes, such as 1-minute to 15-minute charts, 1h, 2h, it works on any chart really. It combines confirmation-based setups with built-in risk management structures to assist with decision-making, both before and after trade initiation. While primarily reversal-oriented, the tool also integrates trend-following elements to capture extended moves when they emerge from a shift in momentum. Originality and Uniqueness What distinguishes this tool from other indicators is its attention to nuance and adaptability. Instead of providing generic buy/sell labels, Legacy Algo focuses on contextual awareness—adjusting its behavior based on market volatility, momentum strength, and other environmental factors. Its integrated multi-layer confirmation system, adjustable visual themes, and flexible trade management features make it a versatile companion for short-term traders. The script is built with proprietary logic that includes layered thresholds and adaptive smoothing, giving it a character that is not replicated by standard open-source tools. Inputs Every input in the script has been tailored to allow the user to control specific aspects of the algorithm: Sensitivity: This slider modifies how quickly the system responds to changing market conditions. Lower values increase signal frequency by making the system more reactive. Higher values reduce reactivity, favoring more stable trends. Stop Loss Multiplier: Sets the distance of the stop loss from the entry point based on market volatility. Adjusting this changes the risk tolerance per trade. Enable Entry Filter: Filters out low-quality signals based on internal evaluation criteria. When disabled, all signals are displayed; when enabled, only those meeting stricter criteria will appear. Take Profit Levels: Enables or disables the plotting of dynamic take profit and stop loss levels on the chart, helping visualize trade objectives. Level Decimals: Controls the rounding of entry, stop loss, and profit levels to match the price precision of the asset being analyzed. Take Profit Signals: Activates additional TP alerts based on advanced signal behavior. These appear as visual labels when certain criteria are met post-entry. Confirmation Signals: Displays optional trend confirmation markers to support directional bias using an additional layer of validation. Extreme Bands: Adds visual volatility envelopes to the chart, helping identify overbought or oversold conditions with intuitive banded zones. Smart Moving Average: Plots a trend-sensitive moving average to serve as dynamic support or resistance, adapting its color based on prevailing bias. Trailing Stop Loss: When enabled, displays an adaptive trailing stop designed to lock in gains as the trade progresses. Smart Trail: Shows a custom range-based trailing line that changes color based on market direction and supports trend-following exits. Show Reversal Signals: Enables or disables reversal-based entries that appear based on predefined thresholds. Color Palette: Offers a selection of preset visual themes such as Crimson, Mystic, or Diamond. These palettes change the indicator’s appearance to suit user preference. Use Custom Colors: Overrides default themes with custom colors set by the user for bullish and bearish conditions. Bullish / Bearish Colors: Allows manual color selection for bullish and bearish visuals when the custom palette option is enabled. Dashboard Settings: Inputs that control whether the stats table is displayed, along with its size and position on the chart. Features The indicator is equipped with multiple modular features, each designed to enhance specific aspects of trading execution and monitoring: Trade Entries: Visual labels are placed on the chart to indicate potential long or short entries. These are calculated using internal filters and are only shown when certain quality thresholds are met. Signal Filtering: Optional filters analyze factors such as trend strength, momentum, volatility, and multi-timeframe alignment. This ensures that only high-quality signals are displayed when enabled. Take Profit and Stop Loss Labels: When enabled, dynamic levels are plotted on the chart, indicating up to three take profit levels and one stop loss, calculated using volatility-adjusted distances. Smart Trail: A line that tracks price and adjusts in real time to reflect prevailing trend direction. It also serves as a trailing exit method when price reverses through it. Smart Moving Average: An adaptive average that blends multiple smoothing techniques to reflect trend with reduced lag. Its color shifts to reflect bullish or bearish bias. Trailing Stop: A volatility-based stop that moves with price once a trade is active. It trails the trend and adjusts dynamically based on user-defined risk tolerance. Reversal Signals: Optional labels that highlight potential short-term exhaustion points based on proprietary internal behavior. These may assist with counter-trend scalps or early entries. Multi-Timeframe Dashboard: A fully customizable stats table that provides real-time summaries of the current trend, volume conditions, volatility, trading session, and signals across multiple timeframes from 1-minute to daily. Session Detection: Identifies and labels the currently active global trading session (e.g., London, New York) based on the chart’s time. Volume and Volatility Metrics: Calculates whether volume is high or low relative to recent activity and estimates the strength of volatility via percentage-based metrics. Alert System: Includes alert conditions for all major events such as new signals, stop loss hits, take profit hits, reversals, extreme conditions, and confirmations. Custom Candles: The indicator optionally overrides standard chart candles with color-coded versions that reflect the internal trend bias. Visual Themes: Several built-in color themes can be selected to customize the aesthetic of the tool, with additional control for traders who prefer to set their own color scheme. Conclusion Legacy Algo is built for short-term traders seeking a reliable and structured method for detecting reversals and managing trades in volatile conditions. With a focus on clarity, risk awareness, and multi-layered signal validation, it serves as a complete trade planning and monitoring toolkit. Its proprietary design adapts to changing environments while remaining easy to use through intuitive visuals and organized inputs. ⚠️ Disclaimer This indicator is a technical analysis tool and does not guarantee results. It should be used in conjunction with additional analysis methods and proper risk management strategies. The creators of this indicator are not responsible for any financial decisions made based on its signals.
Pine Script® indicator
by LyroRS
4
USA Sector Rotation Momentum - Integrity Edition [Invite Ready]USA MASTER PRO — Invite-Only (Sector Rotation Momentum) What this is USA Master Pro is a sector-rotation and alignment dashboard. It converts price action into a normalized “Heat” score (-100 to +100), adds higher-timeframe confirmation, and helps you see which sectors are leading/lagging and whether your chart symbol is aligned with the broader environment. How to use (quick) 1) Start with REG / BIAS (market context). 2) Scan the table ranks (leaders vs laggards). 3) Confirm with Trend (Higher TF) + Confluence. 4) Use Rel% and dRel to judge rotation strength and speed. 5) Use alerts as attention cues (not auto-entries). Documentation (PDF) Quick Start: raw.githubusercontent.com User Guide: raw.githubusercontent.com Support If something looks off, send a screenshot and include the BUILD ID shown on the dashboard. Disclaimer This tool is provided for informational and educational purposes only and does not constitute financial, investment, legal, or tax advice. Trading and investing involve risk, and you are solely responsible for your decisions, risk management, and outcomes. Past performance is not indicative of future results. No guarantees are made regarding accuracy, completeness, or profitability. Use at your own risk.
Pine Script® indicator
by cellophane
NCAT Supply & Demand Zones (BoS Pivots)This indicator draws Supply and Demand zones based on market structure (Break of Structure) using confirmed pivot highs and lows. When a bullish Break of Structure occurs, the script searches back for the last valid bearish base candle and creates a Demand zone. When a bearish Break of Structure occurs, it searches back for the last valid bullish base candle and creates a Supply zone. Zones extend to the right and are dynamically updated as price interacts with them. Each retest increases an internal counter and the zone visually fades over time, helping to identify zone weakening. Zones can optionally be removed when price closes beyond the distal boundary. Key Features Break of Structure (BoS) detection using confirmed pivots Automatic Supply and Demand zone creation Optional session and timezone filter Progressive zone fading on retests Configurable zone extension Optional 50% midline Maximum zone limit to keep charts clean Notes Structure signals are confirmed only after pivot validation Designed as a visual and educational tool Does not generate buy or sell signals and is not financial advice
Pine Script® indicator
by ferfortini
Market State and Macro ContextDescription This indicator provides a structured, multi-layer view of market context using strictly defined daily and higher-timeframe logic. It is designed to separate market regime, higher-timeframe control, daily momentum, and intraday execution bias into independent layers, allowing traders to understand where the market is before deciding when to act. The script does not generate buy or sell signals. It defines context only. 1. Market State (Daily Regime) This layer defines the current market regime using daily data and a 100-day lookback range. Three regimes are identified, with strict priority: Expansion The daily close breaks above the highest high or below the lowest low of the previous 100 trading days. Indicates volatility expansion and price discovery. Expansion does not imply trend. It only confirms that price has entered new territory. Trend Detected only when price is not in expansion and all of the following are true: Daily close is above or below the daily 50 EMA. The daily 50 EMA is sloping in the same direction. Daily swing structure confirms directional control (higher highs and higher lows for bullish, lower highs and lower lows for bearish). Price is holding away from the midpoint of the 100-day range. This defines sustained directional control, not just position. Lateralized Applied when neither Expansion nor Trend conditions are met. Represents rotational or range-bound behavior with overlapping structure. This layer answers the question: “Is the market expanding, trending, or rotating?” 2. Higher-Time Macro (Territory Control) This layer identifies higher-timeframe dominance using confirmed daily closes. BULL when yesterday’s close is above the high of the day before. BEAR when yesterday’s close is below the low of the day before. NEUTRAL when neither condition is met. This captures true daily range expansion and territory control. It does not update intraday and does not measure momentum. 3. Macro (Daily Momentum) This layer measures short-term daily pressure using close-to-close comparison. BULL when yesterday’s close is higher than the previous close. BEAR when yesterday’s close is lower than the previous close. NEUTRAL otherwise. This reflects daily momentum independent from range expansion or market regime. 4. Daily Bias (Intraday Filter) This layer provides an intraday directional filter using a higher-timeframe EMA, EMA slope, and the daily open. A simple scoring system is applied: Price relative to the HTF EMA Direction of the HTF EMA slope Price relative to the daily open The result classifies the intraday environment as BULL, BEAR, or NEUTRAL. This layer is intended for execution alignment only. Visualization All four context layers are displayed in a fixed on-chart table with: Clear section separation Color-coded states Stable, non-repainting values All daily and macro logic uses confirmed closes only and does not change during intraday sessions. Intended Use This indicator is designed to be used as a context framework for discretionary or systematic trading. It helps answer: What regime is the market in? Which side controls higher-timeframe territory? What is the current daily pressure? Is intraday execution aligned with higher-timeframe context? It does not predict price and does not replace execution logic.
Pine Script® indicator
by ferfortini
Sultan VSA Pro - CompleteSultan VSA Pro - Complete Volume Spread Analysis System Professional-grade indicator featuring ALL 18+ Wyckoff/VSA patterns for institutional-level market analysis. ✅ COMPLETE SIGNAL LIBRARY: 📊 **Basic VSA Patterns:** • No Demand (ND) - Weakness at top • No Supply (NS) - Strength at bottom • UpThrust (UT) - False breakout up • Shakeout (SO) - False breakdown • Test (T) - Re-test of support • Spring (SP) - Bear trap reversal 🔥 **Climax Signals:** • Selling Climax (SC) - Panic bottom • Buying Climax (BC) - Euphoria top • Bag Holding (BH) - Distribution complete • End Rising Market (ERM) - Topping pattern 💪 **Effort Signals:** • Effort to Rise (ER) - Resistance break with volume • Effort to Fall (EF) - Support break with volume • Absorption (Abso) - Range breakout absorbed • Stopping Volume (SV) - Falling knife catch 🎯 **Wyckoff Accumulation:** • Preliminary Support (PS) - First sign of support • Secondary Test (ST) - Re-test after SC • Automatic Rally (AR) - Relief rally after SC • Preliminary Supply (PSY) - First sign of distribution ⚡ **Reversal Patterns:** • 2-Bar Reversals (B/S) - Quick reversals • 3-Bar Reversals (B3/S3) - Confirmed reversals ⚙️ KEY FEATURES: ✓ 18+ Professional VSA Patterns ✓ ALL signals OFF by default (clean start) ✓ Individual signal toggles (pick what you need) ✓ Customizable sensitivity for each pattern ✓ Multi-timeframe compatible ✓ Color-coded bars (4 priority levels) ✓ Smart label placement (no overlap) ✓ Detailed tooltips on every signal ✓ Complete alert system ✓ Legend dashboard ✓ 3 Moving Averages (optional) ✓ SoS/SoW scoring system 🎨 COLOR SCHEME: • RED bars = No Demand (Bearish) • GREEN bars = No Supply (Bullish) • PURPLE bars = UpThrust (Bearish) • LIME bars = Spring (Bullish) 📊 BEST USED WITH: • Support/Resistance levels • Trend analysis tools • Volume confirmation • Price action analysis 💡 TRADING APPLICATION: This indicator helps identify: ✓ Smart money distribution (selling) ✓ Smart money accumulation (buying) ✓ False breakouts/breakdowns ✓ High-probability reversal points ✓ Market manipulation patterns ⚠️ IMPORTANT NOTES: • Always confirm with price action • Use multiple timeframe analysis • Combine with trend indicators • Risk management is essential • Not a standalone trading system 📚 METHODOLOGY: Based on Richard Wyckoff's Volume Spread Analysis principles, focusing on the relationship between: • Price movement (Spread) • Volume (Effort) • Closing position within the bar 🔧 SETTINGS: All signals disabled by default - enable only what you need: • NS/ND Detection (wick % threshold) • UT Detection (body %, wick ratio) • Volume lookback periods • Location filters (SMA) 🎨 CHART SETTINGS RECOMMENDATION: --------------------------------- • Timeframe: Works on all timeframes (4H, Daily recommended) • Chart Type: Candlestick • Theme: Dark theme for best visibility • Volume: Enable volume bars below chart 📖 USER INSTRUCTIONS --------------------------------------- HOW TO USE: 1. Add indicator to chart 2. Open Settings (⚙️ icon) 3. Go to "Signal Visibility" section 4. Enable ONLY the signals you want to track: **For Beginners - Start with:** - Show Selling Climax (SC) - Major bottoms - Show Buying Climax (BC) - Major tops - Show Spring (SP) - Best long setups **Intermediate - Add these:** - Show No Supply (NS) - Show UpThrust (UT) - Show Absorption (Abso) **Advanced - Full Wyckoff:** - Enable PS, ST, AR for accumulation tracking - Enable PSY for distribution tracking - Enable Effort signals (ER/EF) for breakouts 5. Adjust sensitivity in "VSA Logic Settings" if needed 6. Set up alerts: - Click Alert icon (🔔) - Select "Rashid VSA Pro" - Choose specific signal alert 7. Interpretation: - Watch for bar color changes - Read tooltip for signal details - Confirm with support/resistance - Multiple signals = stronger confirmation SIGNAL PRIORITY GUIDE: 🔴 **HIGHEST PRIORITY (Major Reversals):** • Selling Climax (SC) - Bottom reversal • Buying Climax (BC) - Top reversal • Spring (SP) - Confirmed accumulation • Stopping Volume (SV) - Panic absorption 🟡 **HIGH PRIORITY (Strong Signals):** • UpThrust (UT) - Distribution • Bag Holding (BH) - Weak hands trapped • End Rising Market (ERM) - Topping • Shakeout (SO) - Accumulation start 🟢 **MEDIUM PRIORITY (Confirmation):** • No Supply (NS) - Support holding • No Demand (ND) - Resistance holding • Effort to Rise/Fall (ER/EF) - Breakouts • 3-Bar Reversals (B3/S3) ⚪ **CONTEXT SIGNALS (Background Info):** • Test (T) - Re-testing • Preliminary Support/Supply (PS/PSY) • Secondary Test (ST) • Auto Rally (AR) • 2-Bar Reversals (B/S) 📧 RELEASE NOTES (Version 1.0): ------------------------------- 🎉 Initial Release - Sultan VSA Pro ✨ Features: • 18+ complete VSA/Wyckoff patterns • All signals OFF by default (clean start) • Individual toggle for each signal • 4-tier color priority system • Smart label placement (no overlap) • Comprehensive tooltips • Full alert system for all patterns • Legend dashboard • 3 optional Moving Averages • SoS/SoW strength scoring 🎯 Signal Categories: • Basic VSA (ND, NS, UT, SO, Test, Spring) • Climax Patterns (SC, BC, BH, ERM) • Effort Signals (ER, EF, Absorption, SV) • Wyckoff Accumulation (PS, ST, AR, PSY) • Reversals (2-Bar, 3-Bar patterns) 🔧 Customization: • Adjustable wick percentages • Volume multipliers • Lookback periods • MA filters • Display options 🙏 Credits: Based on Richard Wyckoff's Volume Spread Analysis and Tom Williams' Master the Markets methodology. Enhanced with modern Wyckoff accumulation/distribution tracking.
Pine Script® indicator
by Sultan-of-Multan
Volatility Contraction Box (VCB)Volatility Contraction Box (VCB) Description (Copy & Paste) This script is a specialized breakout detector designed for scalpers on the Nifty, BankNifty, and NSE 1-minute timeframes. Inspiration & Concept The core philosophy of this script is based on the concept of Volatility Contraction—the idea that strong market moves are almost always preceded by a period of "quiet compression." Conceptual Source: This script was inspired by the trading theory discussed in the article "What 90% of Traders Miss Before a Breakout" by betashorts1998, which highlights the importance of identifying low-volatility zones before the expansion phase occurs. Adaptation: While the original concept often uses ATR to measure contraction, this script adapts that theory into a Price Action Box Model. It detects physical price stagnation (flat Highs and Lows) to draw visual "Kill Zones" on the chart. The Problem: The "Fakeout" In 1-minute scalping, a simple breakout often results in a wick that traps traders (a "fakeout"). The Solution: This script uses a Next-Candle Confirmation Algorithm. It detects a breakout but hides the signal until the next candle closes in the direction of the trend. If the follow-through fails, the box and signal are discarded, keeping your chart clean and your capital safe. How the Code Works (Programmer's Logic) For those interested in the Pine Script logic, here is how the algorithm processes market data: 1. Stagnation Detection (range_changed) The script uses ta.highest(length) and ta.lowest(length) to track the Donchian Channel of the price. It checks ta.change(h) and ta.change(l). If both return 0 (meaning the High and Low haven't moved), a counter (count_activity) increments. Once this counter hits the threshold (default: 5 bars), a "Virtual Box" is created in the code's memory. 2. The "Ghost" State (Pending Logic) Unlike standard indicators that plot immediately, this script enters a "Pending" state when price breaks the box levels: pendingDir variable is set to 1 (Buy) or -1 (Sell). breakoutBar records the specific time of the break. Crucially, nothing is drawn on the chart yet. 3. The Confirmation Loop The script waits for bar_index == breakoutBar + 1 (the very next candle). It runs a boolean check: isValid. For Buys: close >= open (The candle must be Green). For Sells: close <= open (The candle must be Red). If isValid is true, the script utilizes box.new and label.new to retroactively draw the setup. If isValid is false, the variables are reset, and the setup is deleted from memory. How to Use Wait for the Signal: Do not pre-empt the move. Wait for the colored Box and "BUY/SELL" label to appear. Entry: The signal appears on the close of the confirmation candle. Enter immediately. Stop Loss: Place your SL at the opposite end of the Box. Targets: Aim for a quick 1:1.5 or 1:2 Risk-Reward, or trail your stop using the previous candle's low/high. Settings Lookback Length: How far back to check for High/Low (Default: 20). Min Flat Candles: Minimum duration of the squeeze (Default: 5). Box Width: Adjusts the visual multiplier of the box.
Pine Script® indicator
by RAJATAMIL
Multi-Timeframe Rsi-Mean Deviation (Normalized)═══════════════════════════════════════════════════════════════════ RSI SIGMOID OSCILLATOR + MULTI-TIMEFRAME Advanced RSI-EMA Deviation Analysis with Z-Score Normalization ═══════════════════════════════════════════════════════════════════ 📊 OVERVIEW ────────── This indicator measures the deviation of RSI from its EMA and transforms it into a normalized 0-100 oscillator using z-score and sigmoid function. It provides multi-timeframe analysis with a clean visual dashboard, making it easy to spot momentum shifts across different time horizons. 🎯 KEY FEATURES ────────────── ✓ Z-Score Normalized RSI-EMA Deviation ✓ Sigmoid Transformation (0-100 scale with smooth transitions) ✓ Multi-Timeframe Support (compare up to 3 timeframes simultaneously) ✓ Interactive Dashboard (real-time values and trend indicators) ✓ Dynamic Color Coding (red below 50, unique colors above 50) ✓ Timeframe Labels (clear identification of each line) ✓ RSI Bollinger Bands (hidden background extreme detection) ✓ Clean Minimalist Design ⚙️ HOW IT WORKS ────────────── 1. DEVIATION CALCULATION - Calculates: RSI - EMA(RSI) - Measures how far RSI deviates from its moving average 2. Z-SCORE NORMALIZATION - Converts deviation to z-score: (deviation) / stdev(deviation) - Makes signals comparable across different market conditions 3. SIGMOID TRANSFORMATION - Maps z-score to 0-100: sigmoid = 100 / (1 + e^(-k*z)) - Provides smooth, bounded oscillator with clear midline (50) 4. MULTI-TIMEFRAME ANALYSIS - Displays current TF + 2 higher timeframes - All calculations use identical parameters for consistency 📈 INTERPRETATION ──────────────── OSCILLATOR VALUES: • Above 50 = Bullish momentum (RSI > its EMA) • Below 50 = Bearish momentum (RSI < its EMA) • Near 70 = Strong bullish (potential overbought) • Near 30 = Strong bearish (potential oversold) COLOR CODING: • Blue line = Current timeframe • Orange line = Higher timeframe 1 (default: 4H) • Lime line = Higher timeframe 2 (default: 1D) • Red = All timeframes when below 50 MULTI-TIMEFRAME SIGNALS: • All 3 lines above 50 = Strong bullish alignment • All 3 lines below 50 = Strong bearish alignment • Mixed signals = Potential reversal or consolidation 🔧 PARAMETERS ───────────── RSI Period (14): Base RSI calculation period RSI EMA Period (14): EMA smoothing for RSI Standard Deviation Period (20): Window for z-score calculation Sigmoid Sensitivity (1.0): Controls oscillator responsiveness (0.1-10.0) Bollinger Band Multiplier (2.0): For background extreme detection Higher Timeframe 1 (240): First comparison timeframe Higher Timeframe 2 (D): Second comparison timeframe 💡 USAGE TIPS ──────────── 1. TREND CONFIRMATION - Use higher timeframes to confirm trend direction - Only take longs when 4H/1D also above 50 2. DIVERGENCE DETECTION - Watch for price making new highs/lows while oscillator doesn't - Classic bullish/bearish divergence signals 3. OVERBOUGHT/OVERSOLD - Values above 70: Consider taking profits or tightening stops - Values below 30: Watch for reversal or continuation 4. TIMEFRAME ALIGNMENT - Best trades occur when all timeframes align - Mixed signals suggest waiting for clarity ⚠️ IMPORTANT NOTES ───────────────── • Not a standalone trading system - use with other confirmations • Works best in trending markets • Adjust sensitivity (k) for different instruments • Higher k values = more responsive (more signals) • Lower k values = smoother (fewer false signals) 📊 DASHBOARD ─────────── The top-right table shows: • TF: Timeframe identifier • Signal: Current oscillator value (0-100) • Trend: Green circle (≥50) or Red circle (<50) ═══════════════════════════════════════════════════════════════════ Created for multi-timeframe momentum analysis Best used on 1H, 4H, or Daily charts Combines statistical normalization with sigmoid smoothing ═══════════════════════════════════════════════════════════════════ ⚠️ DISCLAIMER ───────────── This indicator is provided for educational and informational purposes only. It is NOT financial advice. Trading involves substantial risk of loss and is not suitable for everyone. Past performance does not guarantee future results. Always: • Use proper risk management • Combine with other analysis methods • Test thoroughly before live trading • Never risk more than you can afford to lose • Consult a financial advisor for personalized advice 👍 SUPPORT THIS WORK ─────────────────── If you find this indicator useful: 📊 Please give it a LIKE / BOOST 💬 Leave a COMMENT with your feedback 👤 FOLLOW me for more quality indicators and updates ⭐ Share with others who might benefit Your support motivates me to create more free tools for the trading community! ═══════════════════════════════════════════════════════════════════
Pine Script® indicator
by hasanaksoy199264
Smart Trader, Episode 04, by Ata Sabanci, Candles and Z ScoresSmart Trader, Episode 04 Candles and Z-Scores: A Statistical Approach to Market Analysis ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ OVERVIEW This indicator applies Z-Score statistical analysis to measure how unusual current market conditions are compared to historical norms. It simultaneously analyzes five key metrics: Price, Total Volume, Buy Volume, Sell Volume, and Delta (Buy minus Sell) . The system detects 60 academically-researched market scenarios and provides visual feedback through Z-Lines (support/resistance levels), Event Markers, Trend Channels, and a comprehensive Dashboard. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ CORE CONCEPT: WHY Z-SCORE? A Z-Score measures how many standard deviations a value is from its mean. In financial markets, extreme Z-Scores indicate statistically rare events that often precede significant price movements. Mathematical Formula: Z = (Current Value - Mean) / Standard Deviation Interpretation: • Z ≥ +2.0: Extremely high (occurs approximately 2.5% of the time) • Z ≥ +1.0: Above average • Z ≈ 0: Normal (near the mean) • Z ≤ -1.0: Below average • Z ≤ -2.0: Extremely low (occurs approximately 2.5% of the time) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ACADEMIC FOUNDATION This indicator is inspired by / grounded in market microstructure literature (abbreviated citations in-script) from market microstructure literature: • Price-Volume Relationship - Karpoff (1987), Journal of Financial and Quantitative Analysis, Cambridge Volume is positively correlated with price change magnitude • Order Flow Imbalance - Cont, Kukanov, Stoikov (2014), Journal of Financial Econometrics Order imbalance drives price more reliably than raw volume • Informed Trading (PIN Model) - Easley, Kiefer, O'Hara, Paperman (1996), Journal of Finance Buy/Sell imbalance reveals informed trader activity • Mixture of Distributions - Tauchen & Pitts (1983), Clark (1973) Volume clusters with volatility regimes • Volume Predictability - Gervais, Kaniel, Mingelgrin (2001) Volume shocks predict future returns • Liquidity & Order Imbalance - Chordia, Roll, Subrahmanyam (2002) Order imbalance affects short-term returns • Volume-Return Dynamics - Llorente, Michaely, Saar, Wang (2002) Speculation vs. risk-sharing patterns • Reversal vs. Continuation - Campbell, Grossman, Wang (MIT) High volume predicts lower autocorrelation ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ VOLUME ENGINE The indicator offers two methods for decomposing total volume into Buy and Sell components: Method 1: Geometry (Approximation) Uses candle structure to estimate buying and selling pressure: Buy Volume = Total Volume × (Close - Low) / (High - Low) Sell Volume = Total Volume × (High - Close) / (High - Low) • Works on all instruments without additional data requirements • Fast calculation • Less precise than intrabar method Method 2: Intrabar (Precise) Uses Lower Timeframe (LTF) tick/second data to aggregate actual up-ticks versus down-ticks: • More accurate volume decomposition • Requires LTF data availability • Configurable LTF: 1T (tick), 1S, 15S, 1M Delta Calculation: Delta = Buy Volume - Sell Volume ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Z-SCORE SYSTEM The system calculates Z-Scores for five metrics simultaneously, using a configurable lookback period (default: 20 bars): • Zp (Price Z-Score): Measures price deviation from its mean • Zv (Volume Z-Score): Measures total volume deviation • Zbuy (Buy Volume Z-Score): Measures buying pressure deviation • Zsell (Sell Volume Z-Score): Measures selling pressure deviation • ZΔ (Delta Z-Score): Measures order flow imbalance deviation Threshold Constants: • ZH (Z High) = 2.0: Extreme threshold • ZM (Z Medium) = 1.0: Moderate threshold • Z0 (Z Zero) = 0.5: Near-zero threshold Group System: The analysis window is divided into groups (default: 5 groups × 20 bars = 100 bar total window). Group numbers (1, 2, 3...) are displayed above candles when enabled, helping identify the relative age of detected levels. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Z-LINES (SUPPORT/RESISTANCE LEVELS) When any metric reaches an extreme Z-Score, the system marks that price level as a significant support or resistance zone. Detection Logic: • Upper Z-Line: Drawn from the HIGH when Z ≥ upper threshold (default +2.0) • Lower Z-Line: Drawn from the LOW when Z ≤ lower threshold (default -2.0) Multi-Metric Detection: Z-Lines can be triggered by any of the five metrics (Price, Volume, Buy, Sell, Delta). When multiple metrics trigger at similar price levels, they are clustered together into a single combined label showing all contributing metrics. Persistence: Z-Lines persist for the entire analysis window (Period × Groups bars) and are NOT removed when price touches them. This allows traders to see historical support/resistance levels that may still be relevant. Anti-Overlap System: Labels are automatically repositioned to prevent overlap. The "Label Min Gap (%)" setting controls minimum vertical separation between ALL labels (both upper and lower), ensuring readability even when multiple levels cluster together. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ EVENT DETECTION ENGINE (60 SCENARIOS) The system analyzes 60 distinct market scenarios based on Z-Score combinations. Each scenario is derived from academic research and assigned a confidence score based on signal strength and alignment. Notation: • Zp = Price Z-Score • Zv = Total Volume Z-Score • Zbuy = Buy Volume Z-Score • Zsell = Sell Volume Z-Score • ZΔ = Delta Z-Score • dirP = Price direction (+1 if Zp > 0.5, -1 if Zp < -0.5, else 0) • = Previous bar value • ZH = 2.0 (High threshold) • ZM = 1.0 (Medium threshold) • Z0 = 0.5 (Zero threshold) ───────────────────────────────────────────────────────────── CATEGORY A: PRICE-VOLUME (Events 1-10) Based on: Karpoff (1987), Tauchen-Pitts (1983), Clark (1973) ───────────────────────────────────────────────────────────── Event 1: Breakout Confirmed |Zp| ≥ ZH AND Zv ≥ ZH AND sign(ZΔ) = dirP AND dirP ≠ 0 Direction: Bullish/Bearish (follows price direction) Event 2: Trend Strength Confirmed |Zp| ≥ ZH AND Zv ≥ ZH Direction: Follows price direction Event 3: Fragile Move |Zp| ≥ ZH AND Zv ≤ -ZM Direction: Warning (price move without volume support) Event 4: Weak Rally Zp ≥ ZH AND Zv ≤ -ZH Direction: Warning (price up without volume) Event 5: Weak Selloff Zp ≤ -ZH AND Zv ≤ -ZH Direction: Warning (price down without volume) Event 6: Momentum Build ZM ≤ |Zp| < ZH AND Zv ≥ ZH Direction: Follows price direction Event 7: Churn |Zp| ≤ Z0 AND Zv ≥ ZH Direction: Neutral (high volume, low price movement) Event 8: Quiet Compression |Zp| ≤ Z0 AND Zv ≤ -ZH Direction: Neutral (low volume, low price movement) Event 9: High Volume Regime Zv ≥ ZH Direction: Neutral Event 10: Low Volume Regime Zv ≤ -ZH Direction: Neutral ───────────────────────────────────────────────────────────── CATEGORY B: ORDER-FLOW / DELTA (Events 11-16) Based on: Cont, Kukanov, Stoikov (2014), Easley, Kiefer, O'Hara, Paperman (1996) ───────────────────────────────────────────────────────────── Event 11: Imbalance Drives Price |ZΔ| ≥ ZH AND sign(ZΔ) = dirP AND dirP ≠ 0 Direction: Follows price direction (dirP), with delta alignment required Event 12: Divergence Top Zp ≥ ZH AND ZΔ ≤ -ZH Direction: Warning (distribution at top) Event 13: Divergence Bottom Zp ≤ -ZH AND ZΔ ≥ ZH Direction: Warning (accumulation at bottom) Event 14: Absorption Positive |Zp| ≤ Z0 AND Zv ≥ ZH AND ZΔ ≥ ZH Direction: Bullish (buy absorption, support forming) Event 15: Absorption Negative |Zp| ≤ Z0 AND Zv ≥ ZH AND ZΔ ≤ -ZH Direction: Bearish (sell absorption, resistance forming) Event 16: Depth Wall Zv ≥ ZH AND |ZΔ| ≥ ZH AND |Zp| ≤ Z0 Direction: Neutral (market depth absorbing) ───────────────────────────────────────────────────────────── CATEGORY C: BUY VS SELL (Events 17-23) Based on: Easley, Kiefer, O'Hara, Paperman (1996), Chordia, Roll, Subrahmanyam (2002) ───────────────────────────────────────────────────────────── Event 17: Aggressive Buy Dominance Zbuy ≥ ZH AND ZΔ ≥ ZH AND Zsell ≤ -ZM Direction: Bullish Event 18: Aggressive Sell Dominance Zsell ≥ ZH AND ZΔ ≤ -ZH AND Zbuy ≤ -ZM Direction: Bearish Event 19: Two-Sided Battle Zbuy ≥ ZH AND Zsell ≥ ZH AND |ZΔ| ≤ Z0 Direction: Neutral (buyers and sellers equally strong) Event 20: Battle with Buy Edge Zbuy ≥ ZH AND Zsell ≥ ZH AND ZM ≤ ZΔ < ZH Direction: Bullish Event 21: Battle with Sell Edge Zbuy ≥ ZH AND Zsell ≥ ZH AND -ZH < ZΔ ≤ -ZM Direction: Bearish Event 22: Hidden Accumulation Zbuy ≥ ZH AND |Zp| ≤ Z0 AND Zv ≥ ZH Direction: Bullish (buy shock without price movement) Event 23: Hidden Distribution Zsell ≥ ZH AND |Zp| ≤ Z0 AND Zv ≥ ZH Direction: Bearish (sell shock without price movement) ───────────────────────────────────────────────────────────── CATEGORY D: PREDICTABILITY (Events 24-26) Based on: Gervais, Kaniel, Mingelgrin (2001), Karpoff (1987) ───────────────────────────────────────────────────────────── Event 24: Volume Shock Positive Drift Zv ≥ ZH AND |Zp| ≤ ZM Direction: Follows price direction Event 25: Volume Shock Negative Drift Zv ≤ -ZH AND |Zp| ≤ ZM Direction: Opposite to price direction Event 26: Abnormal Volume Info Arrival Zv ≥ ZH Direction: Neutral ───────────────────────────────────────────────────────────── CATEGORY E: REVERSAL VS CONTINUATION (Events 27-30) Based on: Campbell, Grossman, Wang (MIT), Llorente, Michaely, Saar, Wang (2002) ───────────────────────────────────────────────────────────── Event 27: High Vol Reversal Risk Zv ≥ ZH Direction: Warning (high volume implies lower positive autocorrelation) Event 28: Low Vol Continuation Risk Zv ≤ -ZH Direction: Follows price direction (trend likely continues) Event 29: Speculation Continuation Zv ≥ ZH AND |ZΔ| ≥ ZM AND sign(ZΔ) = dirP AND dirP ≠ 0 Direction: Follows price direction Event 30: Risk Sharing Reversal Zv ≥ ZH AND |ZΔ| ≤ Z0 Direction: Warning (potential reversal) ───────────────────────────────────────────────────────────── CATEGORY F: IMBALANCE LAG (Events 31-33) Based on: Chordia, Roll, Subrahmanyam (2002) ───────────────────────────────────────────────────────────── Event 31: Persistent Imbalance Push |ZΔ| ≥ ZM AND |ZΔ | ≥ ZM AND sign(ZΔ) = sign(ZΔ ) Direction: Follows delta direction (persistent pressure) Event 32: Imbalance Pressure Decay (ZΔ ≥ ZM AND ZΔ ≤ -ZM) OR (ZΔ ≤ -ZM AND ZΔ ≥ ZM) Direction: Warning (imbalance sign flip) Event 33: Intraday Imbalance Predicts |ZΔ| ≥ ZM Direction: Follows delta direction ───────────────────────────────────────────────────────────── CATEGORY G: SUPPORT/RESISTANCE (Events 34-36) Based on: Peskir (Manchester) ───────────────────────────────────────────────────────────── Event 34: SR Barrier Event |Zp| ≤ Z0 AND Zv ≥ ZH Direction: Neutral (price stalls with high volume) Event 35: Volume Backed SR Level |Zp| ≤ Z0 AND Zv ≥ ZH AND |ZΔ| ≥ ZM Direction: Follows delta direction Event 36: Volume Poor SR Level |Zp| ≤ Z0 AND Zv ≤ -ZM Direction: Warning (weak S/R without volume) ───────────────────────────────────────────────────────────── CATEGORY H: EXTENDED ANALYSIS (Events 37-50) Based on: Extended market microstructure analysis ───────────────────────────────────────────────────────────── Event 37: Climax Buy Zbuy ≥ ZH AND Zp ≥ ZH AND Zv ≥ ZH Direction: Warning (extreme buying exhaustion, potential top) Event 38: Climax Sell Zsell ≥ ZH AND Zp ≤ -ZH AND Zv ≥ ZH Direction: Warning (extreme selling exhaustion, potential bottom) Event 39: Stealth Accumulation Zbuy ≥ ZM AND |Zp| ≤ Z0 AND Zv ≤ Z0 Direction: Bullish (quiet buying) Event 40: Stealth Distribution Zsell ≥ ZM AND |Zp| ≤ Z0 AND Zv ≤ Z0 Direction: Bearish (quiet selling) Event 41: Volume Divergence Bull Zp ≤ -ZM AND Zv ≤ -ZM Direction: Bullish (price down but volume declining) Event 42: Volume Divergence Bear Zp ≥ ZM AND Zv ≤ -ZM Direction: Bearish (price up but volume declining) Event 43: Delta Price Alignment |Zp| ≥ ZM AND |ZΔ| ≥ ZM AND sign(Zp) = sign(ZΔ) Direction: Follows price direction (strong trend confirmation) Event 44: Extreme Compression |Zp| ≤ Z0 AND Zv ≤ -ZH Direction: Neutral (very low volatility) Event 45: Volatility Expansion |Zp| ≥ ZH AND Zv ≥ ZH Direction: Follows price direction (breakout from compression) Event 46: Buy Exhaustion Zbuy ≥ ZH AND Zp ≤ Z0 Direction: Warning (high buy but price fails) Event 47: Sell Exhaustion Zsell ≥ ZH AND Zp ≥ -Z0 Direction: Warning (high sell but price holds) Event 48: Trend Acceleration |Zp| ≥ ZM AND |Zp| > |Zp | AND Zv ≥ ZM Direction: Follows price direction (increasing momentum) Event 49: Trend Deceleration |Zp| ≥ ZM AND |Zp| < |Zp | AND sign(Zp) = sign(Zp ) Direction: Warning (decreasing momentum) Event 50: Multi Divergence (Zp ≥ ZM AND ZΔ ≤ -ZM) OR (Zp ≤ -ZM AND ZΔ ≥ ZM) + |Zp| ≥ ZM AND Zv ≤ -ZM Direction: Warning (multiple divergence signals) ───────────────────────────────────────────────────────────── CATEGORY I: TREND-INTEGRATED (Events 51-60) Based on: Combined price-volume-delta trend analysis ───────────────────────────────────────────────────────────── Event 51: Trend Breakout Confirmed |Zp| ≥ ZH AND Zv ≥ ZH AND |ZΔ| ≥ ZM AND sign(ZΔ) = dirP AND dirP ≠ 0 Direction: Follows price direction Event 52: Trend Support Test Zp ≥ ZM AND Z0 ≤ Zp < ZM AND ZΔ ≥ Z0 Direction: Bullish (pullback in uptrend) Event 53: Trend Resistance Test Zp ≤ -ZM AND -ZM < Zp ≤ -Z0 AND ZΔ ≤ -Z0 Direction: Bearish (rally in downtrend) Event 54: Trend Reversal Signal sign(Zp) ≠ sign(Zp ) AND |Zp| ≥ ZM AND |Zp | ≥ ZM Direction: Follows new price direction (momentum flip) Event 55: Channel Absorption |Zp| ≤ Z0 AND Zv ≥ ZH Direction: Neutral (range-bound with volume) Event 56: Trend Continuation Volume |Zp| ≥ ZM AND Zv ≥ ZM AND sign(ZΔ) = dirP AND dirP ≠ 0 Direction: Follows price direction (healthy trend with volume) Event 57: Trend Exhaustion |Zp| ≥ ZM AND Zv ≤ -ZM AND |Zp| < |Zp | Direction: Warning (trend losing steam) Event 58: Range Breakout Pending |Zp| ≤ Z0 AND Zv ≤ -ZH AND |ZΔ| ≥ ZM Direction: Follows delta direction (compression with imbalance) Event 59: Trend Quality High |Zp| ≥ ZM AND sign(ZΔ) = dirP AND Zv ≥ Z0 AND dirP ≠ 0 Direction: Follows price direction (strong aligned signals) Event 60: Trend Quality Low |Zp| ≥ ZM AND sign(ZΔ) ≠ dirP AND dirP ≠ 0 Direction: Warning (conflicting signals) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ TREND CHANNEL SYSTEM The trend channel system is adapted from Smart Trader Episode 03 to provide consistent visual context for price action analysis. How It Works: • Divides the chart into blocks based on Z-Score groups • Calculates OHLC (Open, High, Low, Close) for each block • Detects Higher Highs/Higher Lows (uptrend) or Lower Highs/Lower Lows (downtrend) patterns • Draws channel lines connecting block extremes • Classifies by angle: steep angles indicate trends, flat angles indicate ranges Channel Classifications: • UPTREND: Higher highs and higher lows detected • DOWNTREND: Lower highs and lower lows detected • RANGE: Channel angle below threshold (default 10 degrees) Label Information: • Trend direction (UPTREND/DOWNTREND/RANGE) • Channel boundary prices • Distance from current price (absolute and percentage) • Channel angle in degrees ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DASHBOARD The dashboard provides a comprehensive real-time view of all Z-Score metrics and detected events. Dashboard Sections: 1. Header Row Displays indicator name and current calculation mode (CLOSED or LIVE). 2. Metric Rows (Price, Total Volume, Buy Volume, Sell Volume, Delta) Each row displays: • Value: Current metric value • Z: Calculated Z-Score • Visual: Graphical Z-bar showing position relative to mean • Status: Interpretation (Extreme High, Above Avg, Normal, Below Avg, Extreme Low) • Upper: Oldest active upper Z-Line in window (Label Mirror) • Lower: Oldest active lower Z-Line in window (Label Mirror) 3. Event Detection Section • Count of triggered events out of 60 total scenarios • Market Bias: Bull/Bear/Neutral percentage with visual bar • Strongest Event: Highest confidence event currently triggered • #2 Event: Second highest confidence event 4. Footer Shows engine type (Geometry/Intrabar), Z-Score period, calculation basis, and number of valid bars. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ALERT SYSTEM The indicator uses native alertcondition() functions, keeping the settings menu clean while providing comprehensive alert options in TradingView's alert dialog. Available Alert Categories: • Master Alerts: Any event, Any bullish, Any bearish, Any warning • Single Event Alerts: Individual alerts for key events (Breakout, Climax, Divergence, etc.) • Category Alerts: Alerts by event category (Price-Volume, Order-Flow, etc.) • Confluence Alerts: 2+, 3+, 4+, or 5+ aligned events • Bias Shift Alerts: 10%, 20%, or 30% shifts in market bias • High Confidence Alerts: Events with 60%+, 70%+, 80%+, or 90%+ confidence • Divergence Alerts: Price vs Volume or Price vs Delta divergences ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DATA ACCURACY AND LIMITATIONS This indicator is 100% VOLUME-BASED and requires Lower Timeframe (LTF) intrabar data for accurate calculations when using the Intrabar method. Data Accuracy Levels: • 1T (Tick): Most accurate, real volume distribution per tick • 1S (1 Second): Reasonably accurate approximation • 15S (15 Seconds): Good approximation, longer historical data available • 1M (1 Minute): Rough approximation, maximum historical data range Backtest and Replay Limitations: • Replay mode results may differ from live trading due to data availability • For longer backtest periods, use higher LTF settings (15S or 1M) • Not all symbols/exchanges support tick-level data • Crypto and Forex typically have better LTF data availability than stocks A Note on Data Access: Higher TradingView plans provide access to more historical intrabar data, which directly impacts the accuracy of volume-based calculations. More precise volume data leads to more reliable calculations. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ LANGUAGE SUPPORT (TRI-LINGUAL UI) This indicator includes a built-in language switch with three interface languages : • English (EN) • Türkçe (TR) • 한국어 (KO) The selected language updates key interface text such as the Dashboard headers/rows , tooltips , and the Event Engine outputs (event names, category names, and direction labels). Turkish diacritics and Korean Hangul are supported for clean, native readability. Why only three languages? Each additional language requires duplicating strings throughout the code, which increases script size/memory usage and compilation time. To keep the indicator optimized and responsive, language options are intentionally limited to three. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ DISCLAIMER FOR EDUCATIONAL AND RESEARCH PURPOSES ONLY This indicator is designed as an educational and research tool based on academic market microstructure literature. It is NOT financial advice and should NOT be used as the sole basis for trading decisions. Important Notices: • Past performance does not guarantee future results • All trading involves risk of substantial loss • The indicator's signals are statistical probabilities, not certainties • Always conduct your own research and consult qualified financial advisors • The creator assumes no responsibility for trading losses Research Sources: This indicator is built upon peer-reviewed academic research from: • Journal of Financial and Quantitative Analysis (Cambridge University Press) • Journal of Finance • Journal of Financial Econometrics • MIT Working Papers • arXiv Financial Mathematics
Pine Script® indicator
by ata_sabanci
1
MM MAGICAL LINETitle: MM MAGICAL LINE The MM MAGICAL LINE is a precision-based intraday tool designed to identify critical price levels established during specific institutional windows. this indicator isolates key trend-confirmation zones that act as psychological support and resistance for the remainder of the session. Key Features: Institutional Anchoring: Captures price action from high-volume time brackets. Clean UI: Minimalist design with customizable color schemes to fit any chart background. Volatility Filter: Uses smoothed price data to eliminate market noise. Best used on intraday timeframes (1m, 5m, 15m) for trend identification and breakout confirmation.
Pine Script® indicator
by MithunRS
Lanovyx# Lanovyx — Setup Window Confluence System ## The Problem This Solves Traditional confluence indicators require all conditions to align on the exact same bar: stochastic must be oversold AND price must touch support AND divergence must form — all simultaneously. In real markets, this rarely happens. Price touches VWAP -2σ, but stochastic doesn't reach oversold until 3 bars later. The opportunity is missed. **Lanovyx solves this with the Setup Window methodology.** --- ## Core Innovation: Setup Windows Instead of requiring simultaneous conditions, Lanovyx separates trading signals into two phases: **Phase 1 — Context Event (Setup Activation)** When a meaningful event occurs, it "opens a window" that stays active for a configurable number of bars: - Price touches VWAP ±2σ or ±3σ band → window opens - Price tests Previous Day High/Low → window opens - Stochastic divergence forms → window opens - Opening Range breakout occurs → window opens - Price reaches Support/Resistance level → window opens Each event adds to a cumulative "setup score" (capped at 8). Higher scores indicate stronger context. **Phase 2 — Trigger (Signal Generation)** Within the active window, when stochastic conditions confirm, a signal fires. The trigger doesn't need to occur on the same bar as the context — it just needs to occur while the window is open. This two-phase approach captures setups that traditional indicators miss entirely. --- ## Why Stochastic + VWAP Confluence Works **VWAP (Volume-Weighted Average Price)** tells us where institutional money has transacted. The standard deviation bands identify statistical extremes: - Price at VWAP -2σ is extended to the downside (potential mean reversion long) - Price at VWAP +2σ is extended to the upside (potential mean reversion short) **Stochastic Oscillator** measures momentum exhaustion. When price reaches a VWAP extreme AND stochastic shows momentum reversing, we have confluence of: 1. Price extension (VWAP bands) 2. Momentum exhaustion (Stochastic) 3. Context validation (Setup Window score) The multi-lane stochastic (14/21/55 periods) adds timeframe confluence — when fast, medium, and slow stochastics align, the signal is stronger. --- ## Five Signal Families Each family targets a specific market condition: ### 1. Trend Entry (T) — Blue Labels **When:** Stochastic pulls back to 25-55 zone (longs) or 45-75 zone (shorts) during established trend **Logic:** In trending markets, pullbacks to the "value zone" offer low-risk entries with trend **Best for:** Trending days with clear directional bias ### 2. Mean Reversion (R) — Green/Red Labels **When:** Stochastic exits oversold (<20) or overbought (>80) with active setup window **Logic:** At VWAP extremes with momentum exhaustion, price tends to revert to mean **Best for:** Range-bound, choppy markets **Requires:** Active setup window (context event must have occurred) ### 3. Breakout (B) — Orange Labels **When:** Stochastic lanes compress ("coil") then expand, crossing the 50 midline **Logic:** Compression precedes expansion; breakout from tight range signals new trend **Best for:** Transition days, post-squeeze moves ### 4. Momentum (M) — Green/Red Labels **When:** Stochastic crosses 50 from extreme zone (<25 or >75) within lookback period **Logic:** Catches V-shaped reversals where regime detection lags the move **Best for:** Fast reversals, news-driven moves ### 5. Counter-Signal / FADE (C) — Purple Labels **When:** A signal fires and immediately fails (stochastic reverses sharply against it) **Logic:** Failed signals often lead to strong moves in the opposite direction (trapped traders) **Confidence gating:** High-confidence fades generate signals; low-confidence show warnings only --- ## Institutional Key Levels Lanovyx incorporates levels that institutional traders use: - **PDH/PDL** (Previous Day High/Low) — Major support/resistance where stops cluster - **PDC** (Previous Day Close) — Settlement price, gap reference - **ORB** (Opening Range) — First 15 minutes high/low, breakout trigger - **IB** (Initial Balance) — First 60 minutes range, institutional benchmark These levels automatically activate setup windows when price interacts with them, adding to the setup score. --- ## Filtering System **ADX Filter:** In strong trends (ADX > 25), blocks counter-trend mean reversion signals to avoid fighting momentum. **HTF Bias Filter:** Optional alignment with higher timeframe (e.g., 1-hour) EMAs. Can block or demote signals that oppose the larger trend. **Regime Detection:** Classifies market as Uptrend, Downtrend, Sideways, or Squeeze using EMA alignment and market structure (HH/HL/LH/LL patterns). --- ## How to Use 1. **Wait for Setup** — Watch for context events (VWAP band touch, key level test, divergence) 2. **Check the Score** — Higher setup scores indicate stronger context (visible in debug mode) 3. **Wait for Trigger** — Let stochastic confirm within the window 4. **Confirm Regime** — Ensure signal type matches market condition 5. **Manage Risk** — Use the ATR-based stop/target levels shown after signals **Strong signals (★)** appear when multiple confluence factors align — these are highest probability setups. --- ## Settings Overview | Setting | Default | Purpose | |---------|---------|---------| | Setup Window | 10 bars | How long context events stay active | | Entry Zone | 25-55 | Stochastic zone for trend pullback entries | | OS/OB Levels | 20/80 | Stochastic extremes for mean reversion | | Stop Loss | 1.5 ATR | Risk management distance | | Target 1 | 2.0 ATR | First profit target (1.33:1 R:R) | Recommended timeframes: 5-minute and 15-minute charts. --- ## Disclaimer This indicator is for educational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Always use proper risk management and never risk more than you can afford to lose. No indicator can predict the future — use this as one input in your trading decision process, not as a standalone system.
Pine Script® indicator
by sfbayman
Volume Oracle - Regime DetectionVolume Oracle - Regime Detection Volume Oracle transforms raw volume data into a regime-based flow analysis framework. The indicator is designed to help traders identify periods of accumulation and distribution through five integrated analytical layers: regime detection, market structure validation, volume footprint analysis, quality scoring, and multi-timeframe confluence. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗢𝗩𝗘𝗥𝗩𝗜𝗘𝗪 Volume analysis has long been considered a window into market participant activity. Large players cannot move size without leaving footprints in the volume record. Traditional volume indicators show raw numbers, but interpreting whether elevated volume represents accumulation or distribution requires additional context. Volume Oracle builds on this foundation by adding five analytical layers: • Regime Detection: Classifies the current market state as Accumulation (buying pressure), Distribution (selling pressure), or Neutral (no clear direction) using a composite scoring system that weighs price velocity, trend alignment, and volume-weighted flow. • Market Structure Validation: Tracks swing highs and lows to determine if price structure (higher highs/higher lows vs lower highs/lower lows) agrees with the detected regime. • Volume Footprint Analysis: Classifies volume spikes as either Momentum bars (large body, small wicks indicating directional conviction) or Absorption bars (small body, large wicks indicating supply/demand absorption). • Quality Scoring System: Rates each signal from 0-100% based on multiple confluence factors, displayed as star ratings for quick visual assessment. • Multi-Timeframe Confluence: Optional higher timeframe filters that require regime alignment across multiple timeframes before generating signals. The indicator adapts all parameters automatically based on the chart timeframe, with different settings optimized for scalping, intraday, swing, and position trading styles. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗛𝗢𝗪 𝗜𝗧 𝗪𝗢𝗥𝗞𝗦 The indicator is built around one core principle: market participant activity may reveal itself through the relationship between volume, price movement, and market structure. 𝗥𝗲𝗴𝗶𝗺𝗲 𝗗𝗲𝘁𝗲𝗰𝘁𝗶𝗼𝗻 𝗦𝘆𝘀𝘁𝗲𝗺 What it does: The regime engine calculates a composite score using four weighted components: recent price velocity (where price is heading now versus recent history), trend alignment (EMA stacking and price position relative to moving averages), volume-weighted flow (proportion of volume occurring on up-closes versus down-closes), and volume confirmation (whether current volume exceeds average). The score passes through an EMA smoothing filter and must exceed configurable thresholds for multiple consecutive bars before a regime change is confirmed. How to interpret it: When the indicator shows Accumulation, this suggests buying pressure currently dominates. Distribution suggests selling pressure dominates. Neutral indicates no clear directional bias. The regime state colors the volume bars: green tints during accumulation, red tints during distribution, gray during neutral periods. A subtle background shade reinforces the current regime. 𝗠𝗮𝗿𝗸𝗲𝘁 𝗦𝘁𝗿𝘂𝗰𝘁𝘂𝗿𝗲 𝗩𝗮𝗹𝗶𝗱𝗮𝘁𝗶𝗼𝗻 What it does: The indicator tracks recent swing highs and swing lows using pivot detection. It compares the most recent swing points to previous ones to determine if price is making higher highs and higher lows (bullish structure), lower highs and lower lows (bearish structure), or mixed patterns. How to interpret it: When structure aligns with regime (bullish structure during accumulation, bearish structure during distribution), the regime table displays a checkmark. When structure conflicts with regime, this may suggest the regime is losing conviction. Structure validation appears in the regime table and factors into signal quality scores. 𝗩𝗼𝗹𝘂𝗺𝗲 𝗙𝗼𝗼𝘁𝗽𝗿𝗶𝗻𝘁 𝗔𝗻𝗮𝗹𝘆𝘀𝗶𝘀 What it does: On volume spike bars, the indicator analyzes the candle structure. Momentum bars have large bodies relative to their range (directional conviction). Absorption bars have small bodies with large wicks (supply or demand being absorbed without moving price significantly). How to interpret it: Momentum bars during a trend may suggest strong directional conviction pushing price. Absorption bars may suggest supply or demand being absorbed at support or resistance without significant price movement. Footprint type factors into signal quality and triggers dedicated alerts. 𝗤𝘂𝗮𝗹𝗶𝘁𝘆 𝗦𝗰𝗼𝗿𝗶𝗻𝗴 𝗦𝘆𝘀𝘁𝗲𝗺 What it does: Each signal receives a quality score from 0-100% based on multiple factors: volume spike strength, flow direction conviction, trend alignment, regime strength, regime freshness, squeeze proximity, HTF alignment (if enabled), momentum acceleration, structure agreement, footprint type, market character (trending vs choppy), and confluence count. High signal density (many signals in a short period) reduces quality scores. How to interpret it: Signals display star ratings: three stars for scores above 85%, two stars for 75-84%, one star for 65-74%, and no stars below 65%. A target emoji appears when five or more confluence factors align. Higher quality scores suggest more factors agreeing, though this does not guarantee outcomes. 𝗠𝘂𝗹𝘁𝗶-𝗧𝗶𝗺𝗲𝗳𝗿𝗮𝗺𝗲 𝗖𝗼𝗻𝗳𝗹𝘂𝗲𝗻𝗰𝗲 What it does: When enabled, the indicator fetches data from one or two higher timeframes and calculates simplified regime scores for each. It checks whether HTF regimes match the current timeframe regime, whether HTF strength exceeds a minimum threshold, and whether HTF regimes are strengthening rather than weakening. How to interpret it: When all HTF conditions align, signals display an additional emoji indicator. In strict mode, signals only appear when HTF agrees. The HTF table shows regime state, strength percentage, trend direction, and alignment status for each configured timeframe. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗪𝗛𝗬 𝗧𝗛𝗘𝗦𝗘 𝗖𝗢𝗠𝗣𝗢𝗡𝗘𝗡𝗧𝗦 𝗪𝗢𝗥𝗞 𝗧𝗢𝗚𝗘𝗧𝗛𝗘𝗥 Each layer addresses a different aspect of market analysis: 1. Regime Detection: Establishes the directional bias using volume-weighted evidence. 2. Structure Validation: Confirms whether price action supports the detected regime. 3. Footprint Analysis: Characterizes the nature of volume activity on spikes. 4. Quality Scoring: Synthesizes all factors into a single actionable metric. 5. Multi-Timeframe Filter: Reduces noise by requiring agreement across timeframes. When multiple factors align (strong regime, confirming structure, momentum footprint, high quality score, HTF agreement), this represents maximum confluence. Such conditions may warrant closer examination, though they do not guarantee any particular outcome. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗛𝗢𝗪 𝗧𝗢 𝗨𝗦𝗘 This section provides step-by-step guidance for interpreting the indicator's visual elements. 𝗦𝘁𝗲𝗽 𝟭: 𝗜𝗱𝗲𝗻𝘁𝗶𝗳𝘆 𝘁𝗵𝗲 𝗖𝘂𝗿𝗿𝗲𝗻𝘁 𝗥𝗲𝗴𝗶𝗺𝗲 Look at the regime table in the corner of the chart. The top row shows the current regime state: ACCUMULATION, DISTRIBUTION, or NEUTRAL. The color matches the regime (green, red, or gray). • Volume bars tinted green suggest accumulation regime • Volume bars tinted red suggest distribution regime • Volume bars gray indicate neutral regime The regime provides context for all other readings. Trading with the regime (buying during accumulation, selling during distribution) aligns with the detected flow direction. 𝗦𝘁𝗲𝗽 𝟮: 𝗔𝘀𝘀𝗲𝘀𝘀 𝗥𝗲𝗴𝗶𝗺𝗲 𝗛𝗲𝗮𝗹𝘁𝗵 The regime table displays multiple health indicators: • Strength percentage: Higher values suggest stronger conviction • Status: STRONG, FADING, WEAKENING, or CRITICAL • Health: Composite warning indicator (HEALTHY, WATCH, CAUTION, DANGER) • Structure: Whether price structure agrees with regime • Market: Whether conditions are TRENDING, NORMAL, or CHOPPY • Flip: Whether a regime change is building When status shows FADING or worse, the regime may be losing conviction. Yellow-tinted volume bars appear after three consecutive bars of weakening status, providing early warning of potential regime changes. 𝗦𝘁𝗲𝗽 𝟯: 𝗪𝗮𝘁𝗰𝗵 𝗳𝗼𝗿 𝗦𝗶𝗴𝗻𝗮𝗹𝘀 Bullish signals appear as green labels with an up arrow above volume spikes during accumulation. Bearish signals appear as red labels with a down arrow during distribution. Labels include: • Star ratings indicating quality (more stars suggest more confluence) • Target emoji when five or more factors align • HTF emoji when higher timeframe agrees Hover over any signal label to see detailed tooltip information including quality percentage, risk levels, position sizing suggestions, and specific confluence factors present. 𝗦𝘁𝗲𝗽 𝟰: 𝗖𝗵𝗲𝗰𝗸 𝗛𝗧𝗙 𝗔𝗹𝗶𝗴𝗻𝗺𝗲𝗻𝘁 (𝗜𝗳 𝗘𝗻𝗮𝗯𝗹𝗲𝗱) When multi-timeframe filtering is enabled, a second table appears showing HTF regime states. Green checkmarks indicate alignment, red X marks indicate disagreement. For maximum confluence, all timeframes should agree on regime direction. 𝗦𝘁𝗲𝗽 𝟱: 𝗠𝗼𝗻𝗶𝘁𝗼𝗿 𝗘𝘅𝗶𝘁 𝗪𝗮𝗿𝗻𝗶𝗻𝗴𝘀 Yellow warning labels appear when exit conditions trigger: regime flips, flow reversals, critical weakness, time-based exits, or target hits. These suggest reviewing open positions. The tooltip explains the specific exit reason. 𝗦𝘁𝗲𝗽 𝟲: 𝗖𝗼𝗺𝗯𝗶𝗻𝗲 𝗠𝘂𝗹𝘁𝗶𝗽𝗹𝗲 𝗙𝗮𝗰𝘁𝗼𝗿𝘀 The indicator provides the most context when multiple elements align: 𝘌𝘹𝘢𝘮𝘱𝘭𝘦 𝘚𝘤𝘦𝘯𝘢𝘳𝘪𝘰 𝘈 (𝘛𝘳𝘦𝘯𝘥 𝘊𝘰𝘯𝘵𝘪𝘯𝘶𝘢𝘵𝘪𝘰𝘯): Regime shows ACCUMULATION at 72% strength with STRONG status. Structure displays checkmark (HH/HL confirmed). Market character shows TRENDING. A volume spike triggers a bullish signal with two stars and HTF alignment. Multiple factors agreeing during an established regime suggests trend may continue, though no outcome is guaranteed. 𝘌𝘹𝘢𝘮𝘱𝘭𝘦 𝘚𝘤𝘦𝘯𝘢𝘳𝘪𝘰 𝘉 (𝘔𝘰𝘮𝘦𝘯𝘵𝘶𝘮 𝘍𝘢𝘥𝘪𝘯𝘨): Regime shows DISTRIBUTION but status has shifted to FADING. Strength dropped from 65% to 48% over recent bars. Structure shows conflict (regime bearish but structure making higher lows). Volume bars have turned yellow. This type of internal disagreement often appears before regime changes or consolidation periods. 𝘌𝘹𝘢𝘮𝘱𝘭𝘦 𝘚𝘤𝘦𝘯𝘢𝘳𝘪𝘰 𝘊 (𝘌𝘹𝘩𝘢𝘶𝘴𝘵𝘪𝘰𝘯 𝘞𝘢𝘳𝘯𝘪𝘯𝘨): After an extended rally, regime shows ACCUMULATION but status reads CRITICAL. Health indicator shows CAUTION with two warnings active. An absorption bar appears (volume spike with small body and large upper wick). The Flip row shows regime change building. None of this guarantees reversal, but multiple warning signs appearing together suggest caution. 𝘌𝘹𝘢𝘮𝘱𝘭𝘦 𝘚𝘤𝘦𝘯𝘢𝘳𝘪𝘰 𝘋 (𝘉𝘳𝘦𝘢𝘬𝘰𝘶𝘵 𝘍𝘳𝘰𝘮 𝘊𝘰𝘯𝘴𝘰𝘭𝘪𝘥𝘢𝘵𝘪𝘰𝘯): Regime has shown NEUTRAL for several sessions with volume bars gray and muted. Market character displays CHOPPY. Then a volume spike triggers with regime flipping to ACCUMULATION, confirmed by structure shift to HH/HL. A three-star signal appears with target emoji. When multiple elements shift together after a quiet period, consolidation may be resolving into a directional move. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗡𝗔𝗩𝗜𝗚𝗔𝗧𝗜𝗡𝗚 𝗗𝗜𝗙𝗙𝗘𝗥𝗘𝗡𝗧 𝗠𝗔𝗥𝗞𝗘𝗧 𝗖𝗢𝗡𝗗𝗜𝗧𝗜𝗢𝗡𝗦 𝗧𝗿𝗲𝗻𝗱𝗶𝗻𝗴 𝗠𝗮𝗿𝗸𝗲𝘁𝘀 During sustained trends, the indicator typically shows persistent regime state (accumulation in uptrends, distribution in downtrends) with STRONG status and TRENDING market character. Structure should confirm with appropriate swing point patterns. Signals receive quality bonuses during trending conditions. Focus on signals that align with the established regime rather than counter-trend setups. The regime strength percentage and status provide ongoing confirmation that the trend remains healthy. 𝗥𝗮𝗻𝗴𝗶𝗻𝗴 𝗠𝗮𝗿𝗸𝗲𝘁𝘀 During consolidation, expect frequent regime shifts between accumulation, distribution, and neutral. Market character will display CHOPPY, and quality scores receive penalties. Structure may show mixed readings. Signal frequency increases but quality decreases. Consider using stricter filtering (higher volume threshold, HTF requirement) or waiting for regime stability before acting. The stability index in the regime table tracks flip frequency to help identify choppy conditions. 𝗛𝗶𝗴𝗵 𝗩𝗼𝗹𝗮𝘁𝗶𝗹𝗶𝘁𝘆 𝗘𝘃𝗲𝗻𝘁𝘀 During news events or volatility spikes, the auto-adapt feature adjusts thresholds based on ATR readings. Higher volatility raises the bar for regime changes, reducing whipsaws. Volume spikes during high volatility require greater statistical significance. The regime table tooltip shows current adaptive settings for transparency. Signals during extreme volatility should be interpreted with additional caution. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗧𝗘𝗖𝗛𝗡𝗜𝗖𝗔𝗟 𝗗𝗘𝗧𝗔𝗜𝗟𝗦 • Volume spike detection uses z-score normalization against a lookback window • Regime scoring combines velocity, trend, flow, and volume components with configurable weights • Regime changes require multi-bar confirmation above thresholds • Structure detection uses pivot-based swing point identification • Footprint classification analyzes body-to-range ratio and wick proportions • Quality scoring aggregates multiple factors with caps and multipliers • HTF data uses request.security with lookahead disabled (non-repainting) • All signals fire on bar close only (non-repainting architecture) • Parameters adapt automatically based on timeframe category ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗨𝗡𝗜𝗤𝗨𝗘 𝗙𝗘𝗔𝗧𝗨𝗥𝗘𝗦 • Timeframe Adaptive: All parameters (lookbacks, thresholds, confirmations) automatically scale based on whether the chart shows scalp, intraday, swing, or position timeframes. • Multi-Layer Warning System: Four warning levels (STRONG, FADING, WEAKENING, CRITICAL) provide graduated alerts as regimes deteriorate, rather than binary flip signals. • Structure-Regime Validation: Cross-references detected regime against actual price structure (swing highs/lows) to identify potential divergences. • Volume Footprint Classification: Distinguishes between momentum-driven volume spikes and absorption patterns that may indicate different market participant behavior. • Quality-Based Position Sizing: Suggested position sizes scale based on signal quality, with higher confluence signals receiving larger size recommendations. • Non-Repainting Architecture: All calculations use confirmed bar data only. Historical display matches real-time behavior exactly. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗦𝗘𝗧𝗧𝗜𝗡𝗚𝗦 𝗢𝗩𝗘𝗥𝗩𝗜𝗘𝗪 • Detection: Volume spike threshold, signal cooldown, regime sensitivity mode, auto-adapt toggle, warning display toggle • Risk: Account size, risk percentage, ATR length, stop/target multipliers, partial exit percentage, trailing stop and breakeven settings • Multi-Timeframe: HTF enable toggles, timeframe selections, strict mode, minimum HTF strength threshold • Strategy: Trading mode selection (Trend Following, Mean Reversion, or Hybrid), mean reversion threshold • Display: Toggles for regime table, background colors, exit warnings, quality stars, management labels, tooltips, and HTF table • Table Style: Layout orientation, table positions, text sizes, border and frame widths ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗔𝗟𝗘𝗥𝗧𝗦 25 alert conditions available: • Bull Signal / Bear Signal / Any Signal: Core directional signals with quality and position details • Target 1 Hit / Breakeven: Position management milestones • Exit Warning: Triggered when exit conditions appear • Regime to Accumulation / Distribution / Neutral: Individual regime change alerts • Any Regime Change: Fires on any regime transition • Regime Weakening: Early warning of deteriorating regime • Momentum Fading / Flow Deteriorating / Volume Drying: Leading exit indicators • Multiple Warnings: Fires when two or more warning conditions active • HTF Aligned / HTF Broke: Multi-timeframe alignment changes • Structure Bullish / Structure Bearish: Price structure shifts • Structure Conflict: When structure disagrees with regime • Momentum Footprint / Absorption Footprint: Volume footprint detection • Market Trending / Market Choppy: Market character changes • High Confluence Signal: Signals with five or more factors aligned ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗟𝗜𝗠𝗜𝗧𝗔𝗧𝗜𝗢𝗡𝗦 • Requires Volume Data: Instruments without reliable volume data (some forex pairs, indices) will produce unreliable readings. • Analysis Tool, Not Signal Generator: This indicator identifies conditions that may warrant attention. It does not provide entry/exit instructions and should not be followed mechanically. • Lagging Component: Regime detection requires confirmation bars, introducing necessary lag. Fast reversals may not be captured in time. • No Guarantee of Outcomes: High quality scores and multiple confluence factors improve context but do not predict results. Markets can move against any setup. • HTF Limitations: Higher timeframe data updates on HTF bar closes, not continuously. Brief alignment windows may be missed. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗖𝗢𝗡𝗖𝗟𝗨𝗦𝗜𝗢𝗡 Volume Oracle provides a structured framework for analyzing volume flow through regime detection, structure validation, footprint classification, quality scoring, and multi-timeframe confluence. The indicator is designed to help traders identify accumulation and distribution phases and assess the conviction behind detected regimes. Multiple warning systems provide early indication when regimes may be losing strength. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗗𝗜𝗦𝗖𝗟𝗔𝗜𝗠𝗘𝗥 Trading is risky and most traders lose money. This indicator is provided for informational and educational purposes only. It does not constitute financial advice, and past performance does not guarantee future results. All content, tools, and analysis should not be considered as recommendations to buy or sell any asset. Users are solely responsible for their own trading decisions. Always use proper risk management and consider consulting a qualified financial advisor before making trading decisions. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Built with PineScript v6. Non-repainting. All signals confirmed on bar close.
Pine Script® indicator
by SignalPilotLabs
Exchange Sessions - Bollinger Bands Version [FervTrades]This indicator visualizes the four major trading sessions (New York orange, London blue, Tokyo pink, Sydney yellow) using fixed UTC timings optimized for crypto/forex markets and UTC+8 equivalents noted in code. It overlays customizable session ranges (90% transparent boxes), Bollinger Bands (20-period, 2σ default), optional trendlines (linear regression with R²), session means, or max/min levels, plus daily dividers with weekday labels for clear session isolation during high-volume overlaps like London/NY. Key Features - Session Dashboard: Real-time table (top-right default) shows active/inactive status (green/red), trend strength (R² >0 bullish), BB width (expansion/contraction), and volatility (σ) for each session; toggle advanced mode for metrics. ​ - Bollinger Bands Per Session: Session-specific BB calculated incrementally during active hours only, plotted with basis (solid), upper/lower (translucent); ideal for spotting volatility squeezes or breakouts within sessions. ​ - Flexible Overlays: Enable/disable per session and type (range, BB, trendline, mean, max/min); trendlines use weighted linear regression for directional bias. ​ ----------------Session Times (UTC)---------------- Session Time (UTC) PHT Equivalent New York 13:00-22:00 9PM-6AM London 08:00-16:30 4PM-12:30AM Tokyo 00:00-09:00 8AM-5PM Sydney 22:00-07:00 6AM-3PM (next day) Refer to this image: Perfect for orderflow traders focusing on institutional sessions—pair with volume/delta tools to time entries on BB touches or range breaks. No DST issues; works on any timeframe.
Pine Script® indicator
by FervTrades
1
LH Alert Orb & SessionsLH Alert Orb & Session Levels LH Alert ORB & Sessions is a multi-module intraday trading overlay that combines an Opening Range Breakout (ORB) framework, automated session reference levels, and a “Sniper” alert engine designed to highlight higher-quality momentum entries during a defined New York trading window. It is optimized for index futures—especially NQ/MNQ—and is best used on a 5-minute chart for the intended balance of signal quality and structure clarity. The indicator plots EMA 10/20/200 and VWAP for trend/mean reference, then generates Sniper Long/Short alerts only when multiple conditions align: directional EMA trend (10 vs 20), reclaim confirmation relative to VWAP and EMA200 within a configurable lookback window, optional “recent cross” validation, and optional RSI and volume expansion filters. To reduce low-quality signals, the Sniper engine includes comprehensive candle-quality rules (minimum body % to avoid dojis, max wick-to-body ratios to avoid wicky indecision candles, hammer-like rejection filtering, and an optional “wick battle” filter that blocks candles where either wick represents an outsized share of the candle range). Alerts can also be gated by proximity to the current ORB and, optionally, require that both VWAP and EMA200 are contained within the opening range to enforce tighter structure-based entries. The ORB module supports a configurable opening-range duration and an optional custom session (default 08:00–08:15 UTC-5), draws the opening range box, OR High/Low/Mid levels, and optionally displays breakout markers and bias-aware target logic (all breakout signals and targets are disabled by default for a clean chart). Historical ORB drawings can be preserved or hidden based on preference. In addition, the Sessions module continuously tracks and draws key market structure levels for Asia, London, and PreMarket sessions (High/Low and an average line for each), along with prior trading day high/low using a futures-style trading day definition (rolling at 18:00 New York time). Each level is fully style-customizable (color, line style, width), providing a complete intraday roadmap of session extremes and mean levels alongside the Sniper/ORB framework. This script is intended for intraday charts only (it enforces a timeframe below 1D) and is designed to be used as an alert-driven decision aid—prioritizing confluence, structure, and candle quality to reduce noise while keeping all major components configurable via grouped settings.
Pine Script® indicator
by jgmtex05
The System THE SYSTEM — Intraday Market Regime & Decision Framework Overview THE SYSTEM is a closed-source market regime and decision-support framework designed for intraday use, specifically optimized for futures markets. The purpose of the system is not continuous signal generation, but the clear separation of tradable and non-tradable market environments, as well as the statistical reduction of decision-making errors. Applied Elements and Methodology THE SYSTEM is built upon classical technical indicator families (trend, momentum, and volatility-based calculations); however, it does not use them as standalone indicators or for direct signal generation. The roles of these indicators are functionally separated and organized into a hierarchical decision architecture. These individual elements would not provide a trading signal on their own. Architecture Overview The operation of the system is based on four mutually validating logical layers: 1. Market Regime Classification The system continuously classifies the market into one of the following states: Trending, Transitional, or Range/Chop. This classification is based on a combination of volatility, momentum, and structure-based measurements. In a Range/Chop state, signal generation is hard-blocked, and the system prohibits trading. 2. Directional Bias Engine (MTF / HTF Validation) Short-term movements are compared against higher-timeframe trend and structural analysis. The system excludes setups that run counter to the dominant direction, reducing the number of counter-trend and false breakout entries. HTF / MTF parameters are user-adjustable; any modifications are at the user's own risk. 3. Momentum & Volatility Filter Signals can only be activated if the current impulse energy exceeds an adaptive threshold and the volatility environment is statistically suitable for intraday trading. This module filters out low-participation moves, exhausted impulses, and noise-driven price fluctuations. 4. Price Action Validation Layer The system also analyzes the internal structure of candles: body-to-wick ratios, closing positions within the range, and impulse continuity. A signal is generated only if the movement is structurally consistent. Why is it not an Indicator Mashup? THE SYSTEM does not combine indicator values; it builds chains of conditions. A signal can only arise if the market environment is tradable, the direction aligns with the higher timeframe structure, the momentum and volatility are appropriate, and the price action structure is valid. If any layer fails, the system provides no signal. This logic cannot be reproduced by simply merging indicators. Visual Context Logic The background color is the system's primary decision filter: 🟢 Green – Bullish environment (long-only focus). 🔴 Red – Bearish environment (short-only focus). ⚪ Neutral – Transitional zone; both trend and reversal signals may appear. ⚫ Gray – Range / Chop state; signaling is prohibited. Technical Characteristics of Signals Long, Short, Early Exit, and Trailing Stop signals may appear intra-bar, but they only become final upon the closing of the candle. The system does not repaint on a closed candle. A yellow signal warns of momentum exhaustion but is non-deterministic and does not appear in all cases. Optimized Usage Recommended Timeframe: 5 minutes. Reliability may decrease on lower timeframes due to market noise. Typical Instruments: Index futures (NQ, ES, YM, RTY), Commodities (Gold, WTI Oil, Copper, Henry Hub Gas), and Crypto (BTC Futures / Perpetuals). Why is it invite only? The added value is not the existence of the indicators used, but their functional separation, the hierarchical decision logic, and the framework that actively filters out statistically unfavorable trades. The system's goal is not more trades, but fewer, higher-quality decisions. Disclaimer THE SYSTEM is not an automated strategy but a discretionary decision-support tool. Risk management, position sizing, and trade management are the sole responsibility of the user. Past results do not guarantee future performance.
Pine Script® indicator
by Kmvadasz