Volatility

Uptrick: Adaptive Trend Trail Introduction Uptrick: Adaptive Trend Trail is a trend-following overlay indicator that holds one of three states, bullish, bearish or neutral, where neutral applies only before the first confirmed flip on the chart. That state is visualized through a layered ATR trail or volatility bands, colored candles, and reversal labels. Rather than deriving direction from a single crossover, the indicator builds a composite regime score from nine weighted measurements, requires agreement from three internally calculated adaptive Supertrends, and then applies confirmation, cooldown and hysteresis rules whose strictness changes with measured market conditions. It also includes a valuation meter and a set of internal simulation statistics displayed in the Data Window. The design intent is to require more evidence before accepting a state change when measured directional efficiency is low, rather than to detect every turn as early as possible. Originality A trend state can be derived from a single measurement: a moving average cross, one Supertrend, or one oscillator threshold. Each responds to a different aspect of price and each has conditions where it carries less information. A long moving average responds slowly. A single volatility-stop line can change direction repeatedly when price oscillates within its band width. An oscillator carries no information about price structure or volatility state. This script combines measurements that are informative under different conditions, so that no single one can force a state change on its own, and it makes the strictness of the decision depend on measured market conditions rather than holding it fixed. Why these specific components were chosen : Directional efficiency (net movement over total path traveled over 10 bars) is used because it distinguishes directional movement from back-and-forth movement covering the same ground. Its inverse, chop, is the central control variable of the script. Chop is not only an input to the score; it directly changes how many Supertrends must agree, how many bars a signal must persist, how wide the hysteresis gate is, and how long the cooldown lasts. This is the mechanism that lets one configuration behave differently in high-efficiency and low-efficiency conditions without the user changing settings. Three Supertrends at different ATR lengths (fast 9, medium 14, slow 21) are used instead of one because a single Supertrend returns a binary direction with no measure of agreement. Three produce a vote count, which serves both as a gate (how many must agree) and as a continuous input to the composite score (vote difference divided by three). Their ATR multipliers are not fixed: chop and volatility expansion are added on top of the user's base factor, so all three widen as efficiency falls or volatility expands. Distance from the EMA baseline and momentum are both normalized by ATR rather than used raw. This expresses them relative to recent volatility and reduces their dependence on the instrument's absolute price scale, so the same threshold values remain meaningful on instruments with very different nominal prices. Baseline slope and a slower HL2 baseline slope are included because distance alone does not distinguish a market moving away from its mean from one moving back toward it. Two slopes at different speeds mean a short-term push against a flat longer-term structure contributes less to the score than an aligned move. RSI is included with a small weight (0.08) as a momentum cross-check rather than as a signal generator. At that weight it cannot on its own carry the score past the gate. Candle pressure (body direction and close location within the bar) and structure breaks (close beyond the prior N-bar high or low) are included with small weights (0.05 each) because they respond on the current bar, adding a small amount of immediacy to a score otherwise built from lagging averages. How they work together : the nine fields are blended into one regime value smoothed by a 3-period EMA. That value must exceed a dynamic gate whose size grows with selectivity, chop and volatility deviation. Price must also be displaced from the baseline. Momentum must have the correct sign. The Supertrend vote must be confirmed and persistent. Only then does a candidate exist, and the candidate must persist for one to three consecutive bars depending on chop, with a cooldown of six to ten bars since the last flip. A separate strong-move path can bypass the candidate persistence requirement and the cooldown when all three Supertrends agree unanimously, the score exceeds the gate by an additional margin, momentum is strong and efficiency is above 0.42. It does not bypass the underlying Supertrend persistence requirement. Finally, a takeover rule requires the fast Supertrend plus at least one slower one to agree with the new direction, so a flip cannot occur against the shorter-term Supertrend structure. The valuation meter and the internal simulation exist to provide context on the same chart rather than requiring separate indicators: one shows where smoothed RSI currently sits on a segmented scale, the other reports how the script's own state changes would have resolved under a simple trailing-stop assumption. Features Single trend state driving all visuals, bullish or bearish once the first flip occurs, neutral before that point Composite regime score built from nine weighted fields, blended and smoothed with a 3-period EMA Weighting: baseline distance 0.22, Supertrend consensus 0.20, momentum 0.19, baseline slope 0.14, slow baseline slope 0.10, directional efficiency 0.09, RSI 0.08, candle pressure 0.05, structure break 0.05 Directional efficiency engine measuring net movement against total path over 10 bars, producing a chop value used throughout the script Volatility regime measurement comparing current ATR to its 50-period EMA, producing expansion and deviation values Three internally calculated Supertrends (fast, medium, slow) used for logic only and not plotted on the chart Adaptive Supertrend factors, where chop and volatility expansion are added on top of each user-set base multiplier, with the slow Supertrend receiving the largest adjustment Vote-based Supertrend consensus requiring two of three in normal conditions and three of three when chop exceeds 0.70 Supertrend persistence requirement of one confirmed bar normally and two when chop exceeds 0.72 Dynamic hysteresis gate that widens with the selectivity input, with chop, and with volatility deviation Price displacement filter requiring close to be above or below the baseline by an ATR-scaled amount Momentum sign filter requiring directional momentum beyond a small deadband Adaptive confirmation requiring one, two or three consecutive candidate bars depending on measured chop Strong-move path that can bypass the candidate confirmation requirement and the cooldown when all three Supertrends agree, the score clears the gate by an additional 0.26, momentum exceeds 0.16 and efficiency exceeds 0.42, while still requiring Supertrend persistence Takeover rule requiring the fast Supertrend plus one slower Supertrend to align with the new direction before any flip Adaptive cooldown of six to ten bars between state changes, scaled by chop All state changes evaluated on confirmed bars only, so the state does not flip on an unclosed bar Trail overlay mode with three layers constructed at 0.55, 1.15 and 1.60 ATR multiples from the smoothed baseline, placed below it in bullish states and above it in bearish states, scaled by the width input Bands overlay mode with three levels on each side of the baseline at 1.30, 2.00 and 2.90 ATR multiples, scaled by the width input, using an additional smoothing stage applied to the already-smoothed baseline and ATR Overlay None mode that hides the Trail and Bands while leaving the other independently controlled outputs available Smoothness control applied to the baseline and ATR used for the overlay geometry Trend candles that recolor the price bars to the active state Reversal labels printed on the bar where the state changes, placed relative to the outer trail layer Valuation meter drawn as a table with a segmented scale and a pointer showing where 3-period smoothed RSI(14) currently sits Four meter sizes: Off, Compact (11 segments), Normal (17 segments) and Large (25 segments) Six meter positions covering top and bottom, left, center and right Internal historical trade simulation driven by the script's own state changes, reported in the Data Window Simulation outputs: return percent, win rate percent, profit factor, maximum drawdown percent and closed trade count Simulation uses a fixed 10000 starting equity and full-equity sizing, with a fee equal to 0.1 percent of entry equity deducted at entry and a further amount equal to 0.1 percent of that same entry equity applied at exit Simulation stop is set from the outer trail on the entry bar, constrained to at least one minimum tick beyond the entry close, and thereafter can only move in the position's favorable direction using the previous bar's outer trail value Simulation return figure includes unrealized profit or loss on any position still open, so it is not a closed-trade-only figure Two alert conditions, one for the bullish flip and one for the bearish flip, each carrying the ticker in the message Inputs Group 01, Trend Engine Trend Length, default 34, range 10 to 200. Sets the primary EMA baseline used for the overlay, the distance field and the baseline slope field. It also determines two internally derived lengths: the slower HL2 baseline is calculated at approximately 70 percent of this value with a floor of 10, and the structure-break lookback is approximately 12 percent of this value with a floor of 3. Momentum Length, default 12, range 3 to 100. Lookback used to measure directional momentum before ATR normalization. Signal Selectivity, default 0.35, range 0.10 to 1.25. Raises both the hysteresis gate and the required price displacement. Higher values produce fewer state changes. Group 02, Supertrend Confirmation Fast Length, default 9, range 2 to 100. ATR length of the fast internal Supertrend. Fast Factor, default 1.45, range 0.25 to 10.0. Base ATR multiplier of the fast internal Supertrend before adaptive widening. Medium Length, default 14, range 2 to 150. ATR length of the medium internal Supertrend. Medium Factor, default 1.95, range 0.25 to 10.0. Base ATR multiplier of the medium internal Supertrend. Slow Length, default 21, range 2 to 200. ATR length of the slow internal Supertrend, acting as the broader continuation confirmation. Slow Factor, default 2.55, range 0.25 to 10.0. Base ATR multiplier of the slow internal Supertrend. Group 03, Overlay Overlay, default Trail, options Trail, Bands, None. Selects which overlay geometry is drawn, or hides both. Width, default 1.00, range 0.40 to 2.50. Scales the distance of all trail layers and all band levels from the baseline. Because the internal simulation uses the outer trail layer as its stop, this input also changes the Data Window statistics. It does not affect the trend engine. Smoothness, default 5, range 1 to 20. Smooths the baseline and ATR used to build the overlay geometry, and is applied a second time to those already-smoothed values when Bands mode is selected. Because the outer trail layer is built from these smoothed values, this input also changes the Data Window statistics. It does not affect the trend engine. Group 04, Valuation Meter Size, default Normal, options Off, Compact, Normal, Large. Controls whether the meter is shown and how many segments it uses. Position, default Top Center, options Top Left, Top Center, Top Right, Bottom Left, Bottom Center, Bottom Right. How It Works The baseline is an EMA of close over the Trend Length. ATR(14) is the volatility unit and is floored at one tick to avoid division problems on illiquid data. Directional efficiency is the absolute 10-bar net price change divided by the sum of the absolute bar-to-bar changes over the same window, clamped between 0 and 1. Chop is one minus that value. Efficiency is signed by the 10-bar direction to form the efficiency field. Volatility regime compares current ATR to its 50-period EMA. Expansion is the amount above one, clamped to 1.25. Deviation is the absolute distance from one, clamped to 1.50. The three Supertrend factors are the user's base values plus a chop term and a volatility expansion term. Their directions become bullish or bearish votes. The vote requirement is two of three normally and three of three when chop exceeds 0.70, and the confirmed vote must persist for one confirmed bar, or two when chop exceeds 0.72. Nine fields are then blended. Distance from baseline and momentum are divided by ATR and clamped. Baseline slope and slow baseline slope are three-bar changes divided by ATR and clamped. RSI(14) is centered on 50 and clamped. The Supertrend field is the vote difference divided by three. Candle pressure combines body direction and close location within the bar. Structure is plus one when close breaks the prior N-bar high and minus one when it breaks the prior N-bar low. The weighted sum is smoothed with a 3-period EMA to produce the regime value. The gate is 0.22 plus selectivity times 0.12, plus chop times 0.085, plus a volatility deviation term capped at 0.06. A bullish candidate exists when the regime exceeds the gate, close is above the baseline by the required ATR displacement, momentum is positive beyond its deadband, and the bullish Supertrend consensus is persistent. The bearish candidate is the mirror. A candidate must persist for one bar in high-efficiency conditions, two when chop exceeds 0.40, and three when chop exceeds 0.72. The strong-move path can bypass that candidate persistence requirement and the cooldown, but only when all three Supertrends agree, the regime clears the gate by an additional 0.26, momentum exceeds 0.16 in absolute terms and efficiency is above 0.42. Because the strong-move path is itself built on the candidate condition, it does not bypass the Supertrend persistence requirement. It is intended to provide a faster response when directional evidence is unusually strong under the script's own measurements. Before any flip is accepted, the takeover rule requires the fast Supertrend and at least one of the medium or slow Supertrends to be aligned with the new direction. A cooldown of six bars plus up to four additional bars scaled by chop must also have elapsed since the last flip, unless the strong-move path is active. All of this is evaluated on confirmed bars only. When the state flips, the counters reset, the label prints, the candles recolor and the overlay switches sides. Before the first flip on a chart the state is neutral, candles are yellow, and the trail layers sit flat on the baseline. The valuation meter takes RSI(14), smooths it with a 3-period EMA, and maps it onto the selected number of segments with a pointer. It is a positioning display for smoothed RSI and nothing more; it does not measure fair value and is not part of the trend decision. The Data Window values come from a simplified internal historical trade simulation implemented inside the indicator. The script is an indicator, not a TradingView strategy, so these are not Strategy Tester results and no Strategy Tester properties apply. The simulation opens a position at the close of each flip bar and closes it on either an opposite flip or a stop. The stop is set on the entry bar from the outer trail, constrained to at least one minimum tick beyond the entry close, and thereafter can only move in the position's favorable direction using the previous bar's outer trail value. Starting equity is 10000, the full equity is used on every position, a fee equal to 0.1 percent of entry equity is deducted at entry, and a further amount equal to 0.1 percent of that same entry equity is applied at exit. Win rate and profit factor are classified on the fee-inclusive result of each position. The return figure is calculated from equity including unrealized profit or loss on any position still open, so it is not a closed-trade-only figure. These assumptions are deliberately simplified. The purpose is to compare the effect of different settings against one another on the same symbol, not to model a tradable account. Full-equity sizing is used so the figures are not dependent on an arbitrary position size choice, and no sizing shown here is being recommended. No slippage, spread, funding cost or gap-through-stop execution is modelled, so the simulation does not reproduce actual execution conditions and may differ materially from live trading. There is no take profit and positions are never partially closed. These values describe the script's own historical state changes under those assumptions and are not evidence about future behavior. How to Use Add the indicator to a clean chart and read the current state from the candle color and the overlay side. In Trail mode the layers are constructed below the smoothed baseline while the state is bullish and above it while the state is bearish. In Bands mode the three levels on each side show how far price has extended from the baseline in ATR terms. Increase Signal Selectivity if you are getting more state changes than you want, or increase Trend Length for a slower baseline. Increase the Supertrend factors to require larger moves before the internal confirmation layer will agree. Reduce the factors and lengths for faster and noisier behavior on lower timeframes. Width and Smoothness do not affect the trend engine, so flips and alerts are identical regardless of their values. Both do change the Data Window statistics, because the stop used by the internal simulation is drawn from the outer trail layer. The two alerts fire on confirmed bars when the state changes. Treat the Data Window values as a rough comparison tool between settings on the loaded symbol and history, subject to the assumptions listed above. Limitations to be aware of: because confirmation, persistence, takeover and cooldown conditions must all be satisfied before a state change is accepted, a flip can occur after price has already moved some distance from where the previous state ended. During lower-efficiency conditions the script requires additional Supertrend agreement and additional confirmation bars, which increases that distance further. These mechanisms intentionally prioritize confirmation over earliest possible detection, and that trade-off cannot be removed by settings, only shifted. Values on the current unclosed bar can change until that bar closes, since state changes are only committed on confirmed bars. The chart begins in a neutral state until the first flip is accepted. Behavior varies substantially between symbols and timeframes, and the defaults are a starting point rather than an optimized configuration. Conclusion Uptrick: Adaptive Trend Trail derives a trend state from nine weighted measurements rather than a single crossing, and makes the strictness of that decision a function of measured directional efficiency and volatility through the chop and volatility terms. The overlay, the trend candles, the valuation meter and the internal simulation are there to make that state and its context readable on one chart. It is a decision-support tool for discretionary trend reading and is intended to be used alongside your own analysis and risk management rather than as a standalone system. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice and does not constitute a recommendation to buy or sell any instrument. All trading involves risk and can result in substantial losses. Leveraged products can involve additional risks that depend on the instrument, broker and account structure. Past behavior of this indicator, including any statistics it displays, does not predict or guarantee future results. Signals, statistics and visuals vary across symbols, timeframes and market conditions. You are solely responsible for your own trading decisions and should test any tool thoroughly and apply your own risk management before using it with real capital.

Indicator

Market Bottom Finder [Quantum Algo]Market Bottom Finder ═══════════════════════════════════════════════ 🔶 OVERVIEW Market Bottom Finder is a capitulation detector. It watches for the moment panic selling exhausts itself — the fear spike, the final violent flush, the volume climax, the long rejection wick — and marks that bar as a graded bottom candidate directly on your chart. The engine is built on the Williams Vix Fix, the classic synthetic fear gauge, and extends it with four additional independent witnesses: an accumulated-stretch pressure integral, momentum-exhaustion analysis, a volume climax filter, and oscillator divergence. The more witnesses agree, the higher the grade — and a five-witness alignment prints as a gold Capitulation marker. What makes this tool different from every other bottom indicator is accountability: every marker SETTLES. A fixed number of bars after it prints, each marker is recolored by what actually happened — solid if price held above the detected low, faded if it failed. Your chart displays the tool's genuine historical hit rate at all times. No hindsight highlight reel is possible, because the failures stay visible. ═══════════════════════════════════════════════ 🔶 WHAT IS A MARKET BOTTOM? A durable market bottom is rarely a quiet event. It is usually a capitulation: the point where fearful holders finally surrender, selling accelerates into a climax, and the supply of panic sellers runs out. The signature is consistent across markets and decades — a spike in the fear gauge, unusually fast downward movement that suddenly decelerates, climactic volume, and a candle that dives deep and closes far off its low. This indicator formalizes that signature into measurable conditions and requires several of them to align at once. ═══════════════════════════════════════════════ 🔶 WHAT IS THE WILLIAMS VIX FIX? The Vix Fix, created by Larry Williams, synthesizes a volatility-index-style fear reading from price alone: it measures how far the current low has fallen from the highest close of the recent window. When that distance expands violently, fear is spiking — on any symbol, including those with no options market and no published volatility index. This script extends the classic gauge with an adaptive threshold: a spike is defined as the gauge exceeding a high percentile of its own recent history, so the definition of "extreme fear" recalibrates automatically to every symbol, timeframe and volatility regime. ═══════════════════════════════════════════════ 🔶 WHY IS THIS ORIGINAL? 1. Adaptive fear threshold. Fixed trigger levels fail across symbols; this gauge defines extremity from the symbol's own distribution. 2. Snapback Pressure. An accumulated-stretch integral, inspired by the action-integral form used in physics as a modeling device: the longer and deeper price stays extended below its long-term average, the more the pressure charges toward one hundred percent. A single red candle barely moves it; sustained capitulation charges it fully. Bottoms require charged pressure — depth AND duration, not depth alone. 3. Witness grading. Fear extremity, volume climax, wick rejection, oscillator divergence and high pressure are counted as independent witnesses. Grades are shown as diamonds on every marker; five or more prints a gold Capitulation. 4. Settling markers. Every marker resolves into its real outcome after a fixed window, in public, on the chart. The tool grades its own homework. 5. Two-horizon statistics. The dashboard reports how often detected bottoms held after ten and after thirty bars — computed on your exact chart, shrunk toward neutral at small samples, with Wilson lower bounds available. Each new marker's tooltip quotes the historical hold rate at the moment it prints. ═══════════════════════════════════════════════ 🔶 HOW IT WORKS — The fear gauge is computed each bar and compared against its adaptive percentile threshold; spikes paint a translucent fear wash on the chart. — Downward momentum is measured in Average True Range units; a bottom requires a genuinely violent arrival that has begun decelerating. — The pressure integral accumulates while price is stretched below its long-term average and decays quickly once it re-enters. — When a fear spike, exhausted momentum and charged pressure coincide, a bottom candidate prints and is graded by the remaining witnesses. — After the settle window, the marker is recolored by outcome, and the ten- and thirty-bar results feed the statistics panel. All detection happens on confirmed bars. Markers do not repaint; a settled marker never changes again. ═══════════════════════════════════════════════ 🔶 HOW TO USE IT — As a context tool: the fear wash and pressure row tell you when conditions for a durable low are building, before any marker prints. — As a confirmation layer: combine a Capitulation marker with your own support levels, volume profile or higher-timeframe structure rather than acting on it in isolation. — Grade discipline: the gold five-plus-witness Capitulations are historically the events worth the most attention; single-diamond bottoms are early warnings, not conclusions. — Read your chart's own statistics first: the Held rows tell you how this exact symbol and timeframe has responded historically. — Works on all markets — crypto, stocks, indices, forex — on timeframes from 1H to Weekly. Mirror top detection is available as an optional toggle. ═══════════════════════════════════════════════ 🔶 SETTINGS — Fear Gauge: lookback, adaptive threshold window and percentile, chart wash toggle. — Bottom Detection: minimum momentum, minimum pressure, volume climax level, cooldown, settle window, markers kept, optional top mirror. — Statistics: sample cap, minimum samples, shrinkage strength, Wilson z-score. — Full color and dashboard customization. ═══════════════════════════════════════════════ 🔶 ALERTS — Fear Spike — the gauge crossed its adaptive threshold. — Bottom Detected — fear, exhaustion and charged pressure aligned. — Capitulation (Grade A) — five or more witnesses aligned. — Top Detected — mirror logic, when enabled. ═══════════════════════════════════════════════ 🔶 FAQ Q: Does it repaint? A: No. Detection uses confirmed bars only, and settled markers are permanent. The settling recolor is the tool honestly reporting an outcome, not a signal changing. Q: Does it catch every bottom? A: No, and it is not designed to. It detects capitulation-style bottoms — the panic-flush signature. Slow, quiet rounded bottoms without a fear spike will not qualify. Requiring the full signature is what keeps the marker meaningful. Q: Why did a marker print and price still went lower? A: Because no bottom detector is right every time — and this is the only one that shows you exactly how often it is right, on your chart, via the settled markers and the Held statistics. Capitulation events historically cluster near durable lows; they do not guarantee them. Q: What do the Held percentages mean? A: The share of past detected bottoms after which price was higher ten and thirty bars later, on the current symbol and timeframe. Small samples are shrunk toward fifty percent so early numbers cannot overstate the edge. They describe history; they are not predictions. Q: Which settings should I change first? A: The Fear Spike Percentile (higher = rarer, stronger events) and the Minimum Snapback Pressure (higher = demands more sustained capitulation). ═══════════════════════════════════════════════ 🔶 CREDITS The Vix Fix synthetic fear gauge is by Larry Williams. The Relative Strength Index and Average True Range are by J. Welles Wilder Jr. (1978). The pressure integral follows the action-integral form of Wentzel, Kramers and Brillouin (1926), used strictly as a modeling device. The Wilson score interval is by Edwin B. Wilson (1927). The adaptive threshold, witness grading engine, settling audit, per-symbol statistics and all code in this script are original work — no third-party or open-source script code was reused. ═══════════════════════════════════════════════ 🔶 LIMITATIONS — Capitulation detection identifies panic exhaustion; it cannot identify news-driven regime changes or slow structural declines. — Statistics describe the current chart's history only; past frequencies never guarantee future outcomes. — On illiquid symbols, volume-based witnesses are less reliable. ═══════════════════════════════════════════════ 🔶 DISCLAIMER This indicator is a research and charting tool provided for educational purposes. It is not financial advice, and nothing it displays is a recommendation to buy or sell any asset. Trading involves substantial risk of loss. Always do your own analysis and manage risk responsibly.

Indicator

by Quantum-Algo

Vol Premium Gauge If you sell options, covered calls, puts, condors, whatever, the question is always the same: am I getting paid enough? Implied vol is what the market thinks will happen. Realized vol is what actually did. The gap between them is the insurance premium sellers collect. When it is fat, great. When it is thin or negative, you are picking up pennies in front of a steamroller. This applies beyond vanilla options. If you run concentrated liquidity on an automated market maker you are effectively short a straddle, selling gamma in exchange for fees, and the same logic holds: you want to provide liquidity when implied vol is rich relative to realized, because that is when the fees are most likely to outpace the impermanent loss. When the premium is thin you are giving away optionality for very little. This puts that IV versus RV relationship on your chart. The IV line pulls a real volatility index, and only a real one: VIX on the S&P, VXN on the Nasdaq, GVZ on gold, OVX on crude, DVOL on bitcoin. The dashboard names the index it used. If the instrument on your chart has no volatility index of its own, this reports no premium at all. That is deliberate. A premium is the gap between what the market charges and what actually happened, so estimating the first half from the second half measures your own estimator rather than the market. Realized vol still plots in three windows, fast, standard and slow, so you can see whether recent vol is spiking or compressing, and the verdict row reads RV ONLY. An earlier version scored every non-crypto symbol against VIX, which is the implied vol of the S&P rather than of the stock in front of you. A typical single name realizes well above VIX, so the spread came out negative and it read "cheap" on nearly everything. That is fixed by refusing to guess rather than by guessing better. The histogram is the spread, IV minus RV. Green when the premium is fat, red when thin. The filled area between the lines makes the relationship obvious at a glance, and price bars colour in the rich and cheap zones so you can read it without switching panes. The dashboard carries IV Rank and Percentile over the trailing year. High rank plus a fat spread is the sweet spot for selling. Low rank with a thin spread means step aside. The verdict row says it plainly: SELL PREMIUM, AVOID SELLING, or NEUTRAL. Triangles mark state changes. Implied tends to overstate realized on average, and that structural overpayment is where the money comes from. But it is not constant. Some weeks the spread is wide open, some weeks there is nothing there, and this is for telling the difference quickly. One caveat that matters: the premium is a condition, not a timing signal. A rich premium can stay rich, and a thin one can persist for weeks. Pair it with a trend or regime read so you are not selling into a move.

Indicator

Squeeze AI - Breakout Direction Probability [Dots3Red]🗜️ SQUEEZE AI - BREAKOUT DIRECTION PROBABILITY A squeeze tells you volatility is loading. It has never told you which way it's going to release. This script fixes that second half of the problem - not by predicting the future, but by remembering the past. Every completed squeeze on your chart becomes a measured data point, and when a new squeeze fires, the script reports what the most similar past squeezes actually did. ✨ WHY THIS MATTERS Bollinger-inside-Keltner squeeze detection has existed for years, and every version of it does the same thing: flags that a squeeze is happening, then flags that it released. What happens next has always been left to the trader's judgment. This script keeps score instead. It records the character of every squeeze that completes — how long it ran, how tight it got, what volume and momentum looked like — and pairs that with what price genuinely did afterward. When the next squeeze fires, it doesn't guess; it looks up the most similar squeezes this chart has actually produced and reports their real outcomes. 📊 ▲ 68% | +2.1 ATR | N=34 That reads as: of the 34 most similar past squeezes on this chart, 68% broke upward, averaging a 2.1 ATR move. Measured history, not a formula assuming squeezes behave a certain way. ⚙️ HOW IT WORKS 🗜️ Squeeze detection — the standard definition: Bollinger Bands (mean ± standard deviation) compress fully inside Keltner Channels (mean ± ATR). The moment BB's upper band drops below KC's upper band and BB's lower band rises above KC's lower band, a squeeze is active. A minimum-duration filter discards brief compressions too short to carry real information. 📐 Compression depth — beyond simple on/off, the script tracks how tight the squeeze actually gets: 0% means BB has barely tucked inside KC, approaching 100% means BB has nearly collapsed to a point. This becomes one of the features used for matching, since a shallow squeeze and an extreme one are genuinely different situations. 🧠 The KNN engine — every completed squeeze is stored as five measurements: duration, compression depth, average volume behavior during the squeeze, momentum at release, and volatility context. When it resolves, the actual outcome — direction and distance in ATR — is recorded against those five measurements. A new squeeze is compared against this stored history, and the K most similar past squeezes vote on direction and expected distance. 🔮 Live anticipation — while a squeeze is still compressing, before it even releases, an optional live label shows the KNN's current lean based on the squeeze's characteristics so far. This updates as the compression develops, so you're not waiting for the release to get a read. 🔒 Non-repainting — squeeze tracking, firing, and outcome grading all happen only on confirmed bars. The live anticipation label is explicitly a live-state readout (clearly distinguished from the historical fire labels) and is deleted and redrawn each update rather than left as a permanent mark. 🧭 HOW TO USE 1️⃣ Wait for the sample count. Early on a fresh chart, fire labels will show "Training… (4/12)" instead of a probability. The engine needs a real base of completed squeezes before its reads mean anything — don't trust a probability built on a handful of samples. 2️⃣ Read the N, not just the percentage. "▲ 68% | N=34" is a meaningfully different statement than "▲ 68% | N=8" — the first is a real pattern, the second could easily be noise. The script always shows N specifically so you can judge that yourself. 3️⃣ Watch the live anticipation label as the squeeze develops. A squeeze's characteristics (duration, compression, volume) can shift the KNN lean while it's still compressing — the live label lets you see that lean forming before release, not just after. 4️⃣ Check the dashboard's global stat for chart-level context. Beyond any single squeeze, the dashboard tracks what percentage of every recorded squeeze on this chart broke upward overall — useful context for whether this instrument has had a directional bias in its squeeze behavior. 5️⃣ Tune the minimum squeeze duration to the timeframe. A 4-bar minimum on a daily chart and a 4-bar minimum on a 1-minute chart represent very different amounts of real compression — adjust it to the timeframe you're actually trading. 🛠️ SETTINGS 🗜️ Squeeze Detection • BB Length / Multiplier, KC Length / Multiplier — standard Bollinger and Keltner parameters • Min Squeeze Duration — shortest compression the script will bother recording 📊 KNN Engine • Outcome Window — bars after release over which direction and distance are measured • K Neighbors — how many similar past squeezes vote on the current one • Max / Min Training Samples — memory cap and the minimum before probabilities display • ATR Baseline Period — the volatility-context window used in matching 🎨 Visualization • Fill between BB — boolean to control area fill • Squeeze Background Tint, Squeeze Zone Box — two independent ways to mark the active compression, usable together or separately • Fire Labels with Probability — the KNN readout shown on release • Live Anticipation Label — the developing-squeeze readout described above 🖥️ Dashboard • Show/hide, position — current squeeze state and duration, compression %, live KNN read, and chart-wide sample totals EXAMPLE (area fill between BB bands) 📝 NOTES Squeeze frequency varies enormously by instrument and timeframe — a fast-moving asset will accumulate the sample count needed for meaningful probabilities much faster than a slow one. On a new chart, expect several squeezes to pass before the KNN read becomes genuinely informative rather than a placeholder. ⚠️ DISCLAIMER This is an analytical and visualization tool. It does not generate trade signals and does not constitute financial advice. Historical squeeze outcomes do not guarantee how any future squeeze will resolve.

Indicator

BTC ETH 15m Signal (ATR + Flat Filter)A multi-timeframe indicator tailored specifically for trading BTC (Bitcoin) and ETH (Ethereum) on the 15-minute (15m) timeframe. The script generates precise BUY and SELL signals by combining classic momentum analysis with strict market noise filters. Key Features & Logic: Multi-Timeframe Confirmation (Multi-TF): Signals on the lower timeframe (15m) are only triggered when the higher-timeframe trend (1h) aligns and confirms deep oversold or overbought conditions via RSI and CCI. Momentum Filter (Stochastic): Entries are strictly timed with price reversals out of extreme zones, cutting out premature entries against the trend. Volatility Filter (ATR Filter): Protects against entering on a "dead" market. Signals are filtered out if current volatility is below its historical average. Flat Market Filter: Analyzes the price range of the last 20 bars to block false signals during tight consolidations. ⚠️ IMPORTANT DISCLAIMER:This indicator is not a "money button" (holy grail) and does not guarantee 100% win-rate trades. The crypto market is highly volatile. It is strongly recommended to enter positions in multiple parts (using dollar-cost averaging/laddered entries) to scale into trades smoothly. Always adhere strictly to your own RMM (Risk & Money Management) rules. Never risk capital you cannot afford to lose.

Indicator

by evgeniykulikov

Average Daily & Weekly Ranges ADR & AWR [D4A]The Average Daily Range (ADR) The Average Daily Range (ADR) is a common metric used to measure volatility in an asset. It calculates the average difference between the highest and lowest price over a time interval – normally five days. The range is calculated from the daily candle's open. The Average Weekly Range (AWR) Similarly, the Average Weekly Range (AWR) is a another metric that helps to gauge volatility in an asset and it works by calculating the average difference between the highest and the lowest price over a longer time interval - normally five weeks. Here, the range is calculated from the weekly candle's open. This data allows the trader to see how the price of asset is behaving in current day or week compared to previous days and weeks. For example, if it's Wednesday and the weekly range is still below 30%, you can expect (although it's not guaranteed) that Thursday and Friday will try to catch up with the historical average and offer larger price movements. What does the script do? - Displays a little widget with ADR and AWR metrics as a percent of average range over selected period of time, eg. 5, 10 or 20 days (or weeks). The tooltip shows average range size for selected period. - Shows the current day and week range size in given asset's metrics, eg. points for indices, pips for forex and so on. - Draws the current day and current week range line markers on the right side of the chart (the position is user customizable) - Draws historical daily and weekly ranges (5, 10 or 20 periods back) when enabled. How does the script calculate the ranges? Using request.security() function, the script reads official exchange/data-vendor daily bar — the same high/low you'd see if you switched the chart to a Daily timeframe. It's timeframe-independent (accurate whether you're viewing 1-minute or 1-hour bars) and reflects whatever session scope the data feed uses to build its daily candle (for continuous futures/forex, that's typically the full ~23-24 hour session, including the overnight/electronic session, not just RTH hours). SETTINGS: - Lookback Range (Days & Weeks) - select period of time which the script uses for calculation - Low, Average, High, Very High - widget background colors that reflect current day's range % size: low < 50%, average < 100%, high < 150% and anything higher or equal 150% is marked as very high. - BG Transparency - background transparency of the widget - Don't Color Grade, Use One Color - you can use only one color which is independent of the size of the current ADR - Show Today's Price % - shows the asset's current gain or loss % - Show Week's Price % - shows the asset's current price gain or loss compared to the price at weekly open - Up, Down, Even - the colors that symbolize gain, loss or even price - Widget location - define the location of the widget on the chart - Show current Average Day Range Marker Lines (ADR) - displays current ADR lines as markers on the right side of the chart - Show Historical Daily Lines (true day extent) - displays current and historical ADR levels as full length lines - High/Low - defines ADR+ and ADR- lines - 1/3 High/Low - defines 1/3 ADR+ and 1/3 ADR- lines - Offset left and Right - defines the beginning and end of the ADR marker lines - Show current Average Week Range Marker Lines (AWR) - displays current AWR lines as markers on the right side of the chart - Show Historical Weekly Lines (true week extent) - displays current and historical AWR levels as full length lines - High/Low - defines AWR+ and AWR- lines - 1/3 High/Low - defines 1/3 AWR+ and 1/3 AWR- lines - Offset left and Right - defines the beginning and end of the AWR marker lines - Labels - enable labels for the current day & week, define the size of label and right offset The script should work on all asset types and all timeframes which are below daily timeframe for ADR and weekly timeframe for AWR. ----------------- Disclaimer The content provided in this script is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.

Indicator

Return Dispersion Matrix [The Quant Science]Introduction The Return Dispersion Matrix is a quantitative analysis tool that maps the temporal dependence of returns. In technical terms, performs a two-dimensional, 1-lag autocorrelation analysis, measuring the relationship and relative frequency between the return of the previous session (Yesterday) and that of the current session (Today) within specific volatility ranges. It answers the key questions: 💭 🔑 “When a candle closes in the green or red, what is the most common range of returns?” 💭 🔑 “When the price did X yesterday, what does it probably do today?” What does this indicator do? 1. Automatically calculate the probability of future returns for a given range of values and display the result in the right-hand column. 2. Instantly identify the market trend using the quadrants. Calculates the quadrant with the highest number of points and highlights it by lighting it up. 🟢 Q1 A green candle followed by another green candle High concentration of points indicates that positive days tend to generate immediate additional momentum Suitable for trend-following and bullish breakout strategies 🟢 Q2 A red candle followed by a green candle Heavy trading volume indicates a “resilient” market: buyers step in immediately when prices fall (“buy the dip”) Suitable for accumulation strategies on pullbacks 🔴 Q3 A red candle followed by another red candle Indicates that sales generate further sales without immediate support Sign of underlying weakness or persistent downtrends 🔴 Q4 A green candle followed by a red candle There are many indications that rallies are short-lived and lead to rapid profit-taking in the Suitable for “sell the rally” strategies The horizontal X-axis represents the return of the previous candle (t-1), while the vertical Y-axis shows the return of the current candle (t). This allows you to visually determine whether a positive or negative day tends to be followed by one of the same sign (persistence) or the opposite sign (mean reversion). X-axis To the right of 0: previous candle closed in positive territory (+) To the left of 0: previous candle closed in negative territory (-) Y-axis Above 0: current candle is closing / has closed in positive territory (+) Below 0: current candle is closing / has closed in negative territory (-) 3. Automatically calculates volatility bands. It identifies the maximum range observed during the analysis period and divides the positive values into bands. These values are displayed in the left column in white. 4. Automatically calculates frequency clusters. The density and transparency of the points immediately reveal where most sessions are concentrated and which events represent anomalies or extreme outliers. Uses Identifying the Market Regime Observing the concentration of points reveals the prevailing nature of the asset: Q1 / Q3 Prevalence (Trend / Inertia): The market tends toward continuation. The best strategy is to buy on breakouts or sell on support breaks. Prevalence of Q2 / Q4 (Mean Reversion): Buying at highs is statistically a losing strategy. Assessment of Asymmetry and Risk Management (Fat Tails) By comparing the vertical extent of the points on the positive and negative sides: If, on the negative side (Q3 / Q4), the points frequently reach the extreme ranges (e.g., -L4 or -L5), while on the positive side they stop at +L2, the asset exhibits asymmetric downside volatility (crash risk). Essential for the correct calculation of position sizing and for the strategic placement of stop-loss orders. Operational Execution Filter (Probabilistic Edge) The tool acts as a statistical validator before entering the market: Example: A trader wants to go long on an asset. The matrix shows that, under current conditions, Quadrant Q2 has a frequency of 45% (high probability that a red day will be followed by a green day). Instead of buying during the positive candle, the trader waits for a negative session to close before placing a buy order at the next opening, thereby maximizing expected return. Settings Traders can easily adjust the indicator's parameters using the user interface. Data Points Visualization: adjust the number of points within the matrix Matrix Offset: move the table to the right on the graph Levels Color: set the indicator colors Highlight Dominant Quadrant: apply automatic calculation of the winning quadrant

Indicator

by thequantscience

Volume with Alert Volume with Alert DESCRIPTION Volume with Alert is a lightweight volume indicator built to make abnormal volume spikes easy to spot and to trigger alerts automatically. It plots volume as colored columns, adds an optional volume moving average for visual context, and highlights any bar whose volume meets or exceeds a threshold you define — no manual line-watching required. WHAT IT'S MADE OF - Volume histogram: standard up/down colored volume bars. - Threshold line: a dashed horizontal line at the volume level you set, so you can see at a glance how far current volume is from your alert level. - Volume moving average: a simple moving average of volume, plotted purely for visual reference — it does not affect the alert. - Highlight color: any bar with volume greater than or equal to your threshold turns yellow, instantly flagging high-volume bars on the chart. INPUTS - "Alert when volume is ≥ to": set your own fixed volume threshold, in the instrument's native volume units. Any bar reaching this value is highlighted and can trigger an alert. - "Volume moving average length (visual only)": the number of bars used to calculate the moving average line. Purely visual — adjust it to smooth or tighten the average as you like. HOW TO SET AN ALERT 1. Add the indicator to your chart and set your threshold in the settings. 2. Right-click the chart (or press Alt+A) and choose "Add alert." 3. Under "Condition," select "Vol Alert," then choose "Volume exceeds threshold." 4. Choose "Once Per Bar" to be notified in real time as the bar forms, or "Once Per Bar Close" to wait until the bar closes before alerting. 5. Customize the alert message if needed and save. NOTES - The threshold is a fixed value, so tune it per instrument and timeframe — volume scales vary a lot between forex, futures, and stocks. - The moving average is informational only; it does not gate or influence the alert condition.

Indicator

VWAP Rope Band by Bybllo VWAP Rope Band plots a smoothed trend line (the "rope") that only moves once price has traveled beyond a VWAP-deviation threshold from its last position - small back-and-forth noise around VWAP is absorbed, and the line only steps when a move is statistically meaningful. The threshold is the standard deviation of (close - VWAP) over a lookback period, scaled by a multiplier, so the surrounding band automatically widens or narrows with how far price is currently dispersing from VWAP - no manual adjustment needed as volatility changes. A genuine trend reversal is only registered once the rope actually reverses direction (not on every VWAP wiggle). That short transition window gets its own color, an optional gradient cloud, and an optional Buy/Sell badge at the exact bar the reversal is confirmed. INTENDED USE Works well for short-term futures scalping - Nasdaq futures, KOSPI200 futures, and similar instruments. Built and tested primarily on the 1-minute chart, but the underlying VWAP/rope/band logic is timeframe-agnostic and holds up well on 2, 3, and 5-minute charts and other intraday timeframes too. The StdDev Length and Band Multiplier adapt to volatility automatically, but it's worth rechecking them when you switch timeframe or instrument. FEATURES - Threshold-based "rope" trend line that ignores VWAP noise, only stepping on statistically meaningful deviations - Volatility-adaptive band (self-widening/narrowing standard-deviation envelope around the rope) - True-gradient cloud fill between rope and band, with adjustable steepness - Confirmed-reversal transition detection with its own color/cloud, auto-expiring after 5 bars if unresolved - Optional Buy/Sell badge plotted at the exact bar a reversal is confirmed - Two alert families: simple rope crossover/crossunder, and confirmed Buy/Sell signal alerts - Works on any chart type (candlestick, Heikin Ashi, Renko, etc.) since prices are pulled via request.security() from the underlying ticker This is a visual/alerting tool only - it does not place real orders. For educational and informational purposes only, not financial advice. Always verify how the rope and bands behave on your specific symbol and timeframe before relying on them for live trading.

Indicator

Implied Sigma Map (by Yulien)Implied Sigma Map transforms option-implied volatility into a practical daily volatility map directly on the price chart. The indicator uses the previous confirmed daily close as its anchor and calculates expected price distances in standard deviation , or sigma, levels. It supports two IV input methods: Direct Daily ATM IV, for brokers that provide daily implied volatility, and Annualized ATM IV, which is automatically converted into a daily value. Call and Put ATM IV are entered separately and averaged internally, helping produce a cleaner estimate of the market's implied daily volatility. The map displays configurable levels from ±0.25σ to ±3σ, allowing traders to quickly see how far price has moved relative to the volatility currently priced by the options market. The dashboard also tracks Current Sigma, Implied Move Consumed, and the current volatility regime. This makes it easier to distinguish normal price movement from volatility expansion and statistically extended conditions. The main value of the indicator is context. Instead of simply seeing that a market has moved 20, 40, or 100 points, traders can see that movement in volatility-adjusted terms—for example, +0.4σ, +1σ, or +1.5σ. Sigma levels are not automatic support, resistance, or trade signals. They are a framework for understanding how much of the market's implied daily move has already been consumed and whether price is trading in balance, expansion, or tail territory. For best results, use ATM implied volatility from the expiration being analyzed and verify that the Call and Put IV inputs correspond to the intended strike and expiration.

Indicator

Atlas IMA # Publication package: Atlas IMA ## Recommended public title Atlas IMA ## Recommended publication mode Public and open-source. Before publishing, confirm that you created the script or have permission to publish every non-public-domain part of its code. TradingView can moderate reused open-source code that is not properly credited. ## English description (place this first) Atlas IMA is an adaptive composite moving-average indicator designed to organize price action into directional bias, market regime, volatility phase, and moving-average confluence. “IMA” is the name of the composite average used by this script; it does not imply access to institutional order flow, private positioning, or proprietary market data. ### How it works The script calculates four price memories representing momentum, trend, regime, and structure. Each memory blends EMA, HMA, WMA, and RMA calculations. The weights and lengths are selected from an automatic asset profile for Nasdaq 100, gold, oil, and forex, or from manual settings. The four memories are combined into a final adaptive average. Its response changes according to: - ATR relative to its historical average, used to identify compression and expansion. - Directional efficiency, calculated as net displacement divided by the accumulated absolute price path. - Alignment and separation of the four memories. - Price position and the slope of the final average. The directional bias has five states: Strong Bullish, Bullish, Neutral, Bearish, and Strong Bearish. A strong state requires trend alignment and a minimum separation measured in ATR, which prevents tightly clustered averages from being classified as a strong directional condition. The phase engine reports Compression, Pre-change, Expansion, Exhaustion, or Transition. Pre-change requires the average memories to be in ATR-normalized confluence, price to be near the final average, and either a memory crossover or weakening slope. It does not predict the direction of the next move. ### Confluence and decision zone Confluence is measured by dividing the distance between the highest and lowest memory by ATR. This normalization makes the threshold more comparable across symbols and price scales. The optional decision zone is centered on Atlas IMA and is displayed only during Compression or Pre-change by default. ### Multi-timeframe behavior MTF mode is optional. When “MTF with closed/confirmed candle” is enabled, the script uses the previous completed higher-timeframe value together with `barmerge.lookahead_on`. The expression is offset inside the requested timeframe, so future higher-timeframe values are not used. When closed-candle mode is disabled, the active higher-timeframe value can change until that candle closes. Signals and alert conditions are confirmed on the chart candle close by default. The displayed average and panel can still update during the open realtime candle. Users who require stable MTF values should keep closed-candle MTF mode enabled. ### Main settings - Asset profile: automatic profile selection or manual parameters. - Source and MTF source: price source, timeframe, and confirmed/live MTF behavior. - Adaptive memories: momentum, trend, regime, and structure lengths. - Weighting and lag: component weights, lag engine, and additional smoothing. - Regime and volatility: ATR, ATR memory, efficiency, compression, expansion, and strong-bias thresholds. - Confluence and decision: ATR-normalized confluence threshold and decision-zone width. - Visual: clean/full/main-only presets, panel, optional markers, colors, and close confirmation. ### Spanish interface translation The script interface is in Spanish. The principal labels translate as follows: - Perfil de activo: Asset profile. Auto: Automatic. Oro: Gold. Petroleo: Oil. Manual: Manual. - Precio origen: Source price. Usar origen MTF SAFE: Use MTF source. Timeframe origen MTF: MTF source timeframe. - MTF con vela cerrada / confirmado: MTF using a closed/confirmed candle. - Mostrar panel: Show panel. Posicion panel: Panel position. - Memorias adaptativas: Adaptive memories. Momentum, tendencia, regimen and estructura: Momentum, trend, regime and structure. - Motor de lag: Lag engine. Conservador, Adaptativo and Rapido: Conservative, Adaptive and Fast. - Suavizado adicional IMA: Additional IMA smoothing. - Regimen y volatilidad: Regime and volatility. Memoria ATR: ATR memory. Eficiencia tendencia: Trend efficiency. - Compresion and expansion: Compression and expansion. Separacion ATR minima para bias fuerte: Minimum ATR separation for strong bias. - Mostrar zona de confluencia: Show confluence zone. Rango maximo confluencia x ATR: Maximum confluence range in ATR. - Mostrar Zona IMA de decision: Show IMA decision zone. Ancho Zona IMA x ATR: IMA zone width in ATR. - Zona decision solo en compresion / pre-cambio: Show the decision zone only in Compression/Pre-change. - Preset visual: Visual preset. Completo, Limpio and Solo principal: Full, Clean and Main only. - Mostrar senales de bias/fase: Show bias/phase signals. Fondo suave por bias: Soft bias background. - Confirmar senales y alertas al cierre: Confirm signals and alerts at candle close. - Alcista/Bajista/Neutral: Bullish/Bearish/Neutral. Fuerte: Strong. - Tendencia/Rango/Transicion: Trend/Range/Transition. - Compresion/Pre-cambio/Expansion/Agotamiento: Compression/Pre-change/Expansion/Exhaustion. - Confluencia Activa/No: Confluence Active/No. ### Suggested interpretation Atlas IMA is a context filter, not an entry system. A directional bias is more meaningful when the regime is Trend and the memories are aligned. Compression and Pre-change indicate conditions to monitor, not automatic trades. Transition and Neutral states explicitly represent insufficient directional evidence. ### Limitations - The indicator does not include position sizing, stops, targets, or backtested performance. - Moving averages are lagging calculations and will react after abrupt reversals. - Parameters are asset-oriented but are not independently optimized for every timeframe. - The current candle can change before it closes; close-confirmed alerts reduce, but do not eliminate, every form of realtime uncertainty. - Live MTF mode can revise while its source candle remains open. - Results on non-standard chart types are based on synthetic chart prices and may differ from standard candles. - No accuracy, profitability, or future-performance claim is made. ## Descripcion en espanol Atlas IMA es un indicador de media movil compuesta y adaptativa que organiza el movimiento del precio en bias direccional, regimen, fase de volatilidad y confluencia. “IMA” es el nombre de la media compuesta del script; no significa que utilice flujo de ordenes institucional, posiciones privadas ni datos propietarios. El indicador calcula cuatro memorias de precio: momentum, tendencia, regimen y estructura. Cada memoria combina EMA, HMA, WMA y RMA. Posteriormente adapta la respuesta de la media final utilizando ATR relativo, eficiencia direccional, alineacion de las memorias, separacion en ATR, pendiente y posicion del precio. El bias puede ser Alcista fuerte, Alcista, Neutral, Bajista o Bajista fuerte. Las fases disponibles son Compresion, Pre-cambio, Expansion, Agotamiento y Transicion. Pre-cambio exige confluencia normalizada por ATR, precio cercano a la IMA y debilitamiento de pendiente o cruce entre memorias. No predice la direccion del siguiente movimiento. El modo MTF confirmado utiliza la vela anterior ya cerrada del marco solicitado. Las senales y alertas se confirman al cierre de la vela del grafico por defecto. Si se selecciona MTF vivo, sus valores pueden cambiar hasta que cierre la vela de origen. Atlas IMA debe utilizarse como filtro de contexto, no como sistema automatico de entradas. No incorpora gestion de riesgo, stops, objetivos ni resultados historicos de estrategia. Las medias presentan retraso, los parametros no estan optimizados individualmente para todas las temporalidades y no se afirma ninguna precision o rentabilidad futura. ## Chart checklist before publishing - Use standard candles. - Remove every other indicator from the publication chart. The orange arrows/dots visible in the current screenshots must not appear unless they come from Atlas IMA and are explained. - Remove unrelated drawings and horizontal levels. - Keep the full symbol, timeframe, and Atlas IMA name visible. - Use the default Clean preset so the average and panel are easy to identify. - Choose a chart segment that shows at least two different regimes without selecting only unusually successful moments. - Verify the title contains only ASCII characters. - Review the description and ownership/credit information before submitting. ## Release notes Current release - Added ATR-normalized confluence. - Tightened Pre-change requirements. - Added close-confirmed signals and alerts. - Added optional confirmed closed-candle MTF behavior. - Added adaptive smoothing control. - Removed visual bridging across inactive zones. - Simplified the default chart presentation.

Indicator

by moralestrejoluisantonio

Compression Expansion Map [Pineify]Compression Expansion Map Overview Compression Expansion Map is a Pine Script v6 volatility lifecycle oscillator. It converts Bollinger and Keltner widths into comparable compression depths, records joint dwell, and confirms release with rising ATR. Problem Definition A squeeze flag only asks whether one envelope is inside another. It hides how unusual current narrowness is versus history, whether two volatility measures agree, and whether contraction has persisted. It can call any exit an expansion when width merely normalizes. Fixed thresholds transfer poorly across markets and timeframes because scales and distributions differ. Design Rationale Bollinger width uses standard deviation; Keltner width uses ATR. Each is basis-normalized and ranked against its own history. An agreement discount prevents one narrow envelope from creating maximum energy while the other remains broad; dwell separates a brief dip from a mature regime. “Not compressed” is insufficient. Release must follow minimum dwell, reduce compression at minimum velocity, and show positive ATR slope. This adds lag but filters normalization. Ranks resist outliers, while sacrificing absolute magnitude. Key Features Self-normalized Bollinger and Keltner bandwidth percentiles. Agreement-weighted compression energy with dwell maturity. Release velocity, ATR slope, and ATR percentile combined into expansion force. Centered field, DNA, halo, phases, dashboard, and confirmed alerts. How It Works Bollinger width is band distance divided by absolute basis; Keltner width is normalized identically. ta.percentrank maps each to 0–100; inversion gives high depth to historically narrow envelopes. Average depth receives a 0.60-to-1.00 agreement factor based on depth distance. Above threshold, a bar counter starts. Progress toward Minimum Compression Bars raises energy from 75% to 100%, so Primed requires depth and residence. Release velocity is the one-bar decline in compression; ATR slope compares current ATR with its earlier value. The first confirmed bar outside mature compression must pass both thresholds. Expansion force blends capped velocity, positive slope, and ATR percentile. It persists only while ATR rises and never beyond Maximum Expansion Hold. No future or external data is requested. How Multiple Indicators Work Together This is one sequence, not an unrelated blend. Bollinger observes dispersion; Keltner observes true range. Ranks create comparability, agreement prevents domination, and dwell stores persistence. Release velocity measures discharge; ATR slope tests acceleration. DNA lines expose inputs while the hero field and dashboard explain state. Trading Ideas and Insights A rising positive field means volatility is unusually compressed versus history. Primed is persistent compression, not direction. The expansion diamond confirms qualified release but cannot predict its direction. Repeated starts without maturity can mark unstable ranges; long dwell followed by weak release can mean normalization. These are contexts, not entry or performance claims. Unique Aspects The components are standard; the lifecycle is the contribution. Two normalized depths must agree, compression accumulates residence memory, and expansion requires release from maturity plus range acceleration. The charge/release layout makes order visible. Implementation is independent; no retrieved source was used, reconstructed, translated, or altered. How to Use Allow the percentile lookback to warm up. Read the positive field as compression energy and compare DNA lines for agreement. Treat Primed as volatility context, not direction. Use the negative field and confirmed diamond for a qualified release. Confirm direction, liquidity, execution, and risk independently. Disable secondary layers for a cleaner view. Customization Envelope Length sets the window; multipliers alter raw widths; rank lookback controls context and adaptation. Compression Threshold controls narrowness, while Minimum Compression Bars adds maturity and lag. Release Velocity controls discharge. ATR Slope settings define acceleration: lower values react faster but admit weaker releases. Maximum Expansion Hold caps persistence. Reevaluate settings across markets and timeframes. Assumptions and Limitations History must be representative. Percentiles are relative, both envelopes share price data, and ATR is directionless. Expansion cannot determine breakout direction or continuation. Live-bar values and phases may change before close; markers and alerts require barstate.isconfirmed . There is no lookahead, negative offset, external symbol, or higher-timeframe request, but the model is lagging and parameter-sensitive. Gaps, illiquidity, regime breaks, and short history reduce usefulness. Orders, fees, slippage, and profitability are outside scope. Conclusion Compression Expansion Map replaces a Boolean squeeze with an inspectable lifecycle. Depth measures charge, dwell measures maturity, and qualified release plus ATR acceleration measures expansion without claiming direction or outcomes.

Indicator

ORB A+ Confluence Strategy The ORB A+ Confluence Strategy is a high-quality trade setup system built around the Opening Range, VWAP, and a customizable Session Moving Average. It identifies A and A+ long and short setups using trend direction, volume, candle strength, retests, ORB location, and momentum. It can find opportunities both inside the opening range and on ORB breakouts, while filtering out overextended entries. The strategy also includes ATR-based stops and targets, break-even protection, trend-failure exits, customizable chart visuals, alerts, and built-in prop-firm risk guardrails.

Strategy

SPX/ES/SPY Converter (by Yulien)SPX/ES/SPY Converter is a real-time market level conversion and context tool designed for traders who follow the S&P 500 through SPY, SPX, and E-mini S&P 500 futures (ES). The indicator automatically detects the active market and displays live prices, conversion ratios, and equivalent price levels across the other two instruments. Using the interactive Reference Level, you can select or drag any price on the chart and immediately see its corresponding level in SPY, SPX, and ES. The recommended **SPX Cash Anchor** model uses the SPX/SPY relationship together with the live ES-SPX futures basis, creating a practical bridge between ETF, cash index, and futures prices. A Direct Live Ratio mode is also available for comparison. ### ES-SPX Basis The dashboard displays the current **ES-SPX basis**, representing the difference between E-mini S&P 500 futures and the SPX cash index. It also tracks how this basis has changed over the previous 5 and 15 minutes. Monitoring the basis can provide useful context when comparing futures and cash-market levels, especially when translating support, resistance, targets, stops, or other execution references between ES and SPX. ### ATR & Volatility Context The indicator includes an **ATR module calculated directly from the active chart and timeframe**, allowing volatility information to remain relevant to the instrument being traded. Along with the current ATR, it displays a configurable **ATR-based stop distance**, calculated as ATR multiplied by a user-defined factor. This provides a simple volatility-adjusted reference for evaluating stop placement and expected price movement. It is intended as a distance reference, not as a trading signal. The indicator also evaluates the current **volatility regime** by comparing the present ATR with a configurable average of previous ATR values. When ATR moves significantly above this baseline, the dashboard identifies volatility expansion; when it falls significantly below it, it identifies volatility contraction. This can help traders quickly recognize whether current market movement is unusually active, unusually quiet, or close to its recent volatility environment. The ATR regime measures **volatility, not market direction**. ### Trading Utility For intraday traders, having SPY, SPX, and ES synchronized in one place can make it easier to compare support and resistance, entries, stops, targets, gamma levels, and other important execution references without manually converting prices between instruments. Combining price conversion, futures basis, and volatility context provides a more complete view of how the same S&P 500 market is behaving across its main trading instruments. ### Data Quality The indicator monitors market-data freshness and synchronization during regular trading hours. Missing, stale, or desynchronized data can be identified, and affected conversions can be automatically suppressed. Converted levels are also rounded to the actual tick size of the destination market. **Important:** Real-time SPY, SPX, and ES market data is recommended for accurate intraday use. The indicator does not generate buy/sell signals or predict market direction.

Indicator

Iron Condor, Iron Butterfly & Vertical Spreads Visualizer Visualizes common options spread structures directly on the chart, including Iron Condors, Iron Butterflies, Short Credit Spreads, and Long Debit Spreads. Enter strike prices, premium, contracts, and profit target using the quick-paste format to display option legs, breakeven levels, max profit/loss, risk/reward, adjustment zones, position sizing, and estimated expiration P&L.

Indicator

Volatility Regime Breakout [Squeeze + ATR + Trend + PreAlert]Volatility Regime Breakout A hybrid indicator combining three layers of confirmation to detect the birth of high-volatility regimes and filter out low-quality entries in sideways markets. How it works: 🔹 Squeeze (BB vs KC): detects when Bollinger Bands compress inside Keltner Channels — a low-volatility phase that historically precedes strong directional moves. 🔹 Pre-Alert: before the release, the indicator measures whether the compression is accelerating (band-width contraction) to give you early warning (purple background + ⚠ icon) that an entry may be developing — this is not an entry signal, it's an early heads-up. 🔹 Expansion confirmation (ATR Ratio): on squeeze release, the script requires the ATR to be genuinely expanding relative to its baseline, filtering out false breakouts with no real range/momentum behind them. 🔹 Trend direction (EMA + slope): only generates a buy/sell signal when the breakout aligns with the underlying trend direction, avoiding counter-trend entries on the first impulse. Includes: Three distinct background states: normal squeeze, pre-alert, confirmed breakout BUY/SELL signals on bar close only (no repainting) Suggested Stop Loss / Take Profit levels based on ATR (visual reference only, not automatic execution) Independent, configurable alerts for pre-alert and confirmed entry, with custom messages All sensitivity parameters are adjustable from the settings panel Recommended for: BTC and high-volatility crypto assets, 1h timeframe and above to reduce noise. ⚠️ This script is a technical analysis tool, not an automated trading system or financial advice. SL/TP levels are for reference only. We recommend validating the logic through your own backtesting before using it on a live account, and always applying proper risk management.

Indicator

by santiagofiorani

Volatility Regime Breakout [Squeeze + ATR + Trend + PreAlert]Volatility Regime Breakout Indicador híbrido que combina tres capas de confirmación para detectar el nacimiento de regímenes de alta volatilidad y filtrar entradas de baja calidad en mercados laterales. Cómo funciona: 🔹 Squeeze (BB vs KC): detecta cuándo las Bandas de Bollinger se comprimen dentro de los Canales de Keltner — una fase de baja volatilidad que históricamente precede a movimientos direccionales fuertes. 🔹 Pre-Alerta: antes del release, el indicador mide si la compresión se está acelerando (contracción del ancho de banda) para avisarte con anticipación (fondo morado + icono ⚠) de que una entrada podría estar gestándose — no es señal de entrada, es un aviso temprano. 🔹 Confirmación de expansión (ATR Ratio): al salir del squeeze, exige que el ATR esté expandiéndose realmente respecto a su media, filtrando rupturas falsas sin volumen/rango real detrás. 🔹 Dirección de tendencia (EMA + pendiente): solo genera señal de compra/venta cuando la ruptura coincide con la dirección de la tendencia de fondo, evitando operar contra-tendencia en el primer impulso. Incluye: Fondo de color diferenciado para 3 estados: squeeze normal, pre-alerta, breakout confirmado Señales BUY/SELL en vela cerrada (sin repintado) Niveles de Stop Loss / Take Profit sugeridos basados en ATR (referencia visual, no ejecución automática) Alertas configurables independientes para pre-alerta y entrada confirmada, con mensajes personalizados Todos los parámetros de sensibilidad son ajustables desde el panel de configuración Recomendado para: BTC y criptoactivos de alta volatilidad, marcos temporales de 1h en adelante para reducir ruido. ⚠️ Este script es una herramienta de análisis técnico, no un sistema de trading automático ni una recomendación financiera. Los niveles de SL/TP son referenciales. Se recomienda validar la lógica mediante backtesting propio antes de usar en cuenta real, y aplicar siempre una gestión de riesgo adecuada.

Indicator

by santiagofiorani

Precedent [ThrowMaster]=============================================================== WHAT IT IS =============================================================== Precedent does not predict. It measures. Every time a defined market event confirms on your chart, Precedent records what price actually did over the following N bars. Once enough comparable records have accumulated, it displays the empirical distribution of those recorded outcomes: how far price travelled, how often it reached a given distance, and how many bars that took. The question it answers is narrow and deliberately so: "On this symbol, on this timeframe, when this kind of event happened at this kind of price level in this kind of market condition, what followed afterwards, and across how many cases?" Every number shown is measured from the visible history of the chart you are looking at. Nothing is imported from another market, no outcome percentages are hard-coded, and no distribution shape is assumed. If the chart has not yet produced enough comparable cases, the indicator stays silent and tells you how many it has. This is a context tool. It produces no buy or sell signals, no entry prices, and no stop levels, and it is not designed to be used as one. Please read the section titled THE MOST IMPORTANT WARNING before using it on a live chart. =============================================================== HOW IT WORKS =============================================================== 1. LEVEL MAP A running inventory of prices that carry structural meaning is maintained bar by bar: - Swing pivots confirmed with a symmetrical left/right lookback (default 21 bars each side for external structure, 5 for internal). - Equal highs and equal lows: when a new pivot lands within the merge tolerance of an existing level, that level's touch count increases rather than a second level being created. - Unfilled fair value gaps: a three-bar imbalance where the current bar's low is above the high from two bars ago (or the mirror for the bearish case). Each additional gap overlapping the same price adds to that level's weight, so three gaps stacked at one price are recorded as one level carrying three factors. - Order blocks: the extreme of the last opposite-coloured candle immediately before a displacement bar, where displacement means a body in the top 15 percent of the last 100 bodies AND the move takes out the most recent internal pivot. Displacement alone is not enough; it must be tied to a structural break. - Previous day and previous week high and low, requested with a one-bar offset so no unclosed higher-timeframe data is used. Each level accumulates a WEIGHT equal to the number of independent factors coinciding there, plus a bonus for repeated touches and for age beyond 200 bars. Two factors closer together than the merge tolerance (default 0.25 x ATR) are treated as one level with two factors, never as two levels. This prevents an order block that naturally sits inside a fair value gap from being counted twice. A level whose weight reaches the MAJOR threshold (default 4) is classified MAJOR; weight 1 to 3 is MINOR; anything else is NONE. Note on interpretation: a heavily touched level is treated as more SIGNIFICANT, not as stronger. Repeatedly tested highs and lows are exactly the prices that attract sweeps. The indicator does not assume which way that resolves; it measures what actually followed. 2. EVENT CLASSES Six event types are detected. Every one of them locks its state at bar close. SWP Sweep Price trades beyond a mapped level and closes back inside it, with a wick in the top quartile of the last 100 wicks on that side. SHF Shift A close beyond the most recent confirmed external swing, in either direction (break of structure or change of character). SQZ Squeeze Bollinger Bands (20, 2.0) contract entirely inside Keltner Channels (20, 1.5 x ATR) for at least five consecutive bars, then expand back out. CLX Climax Volume in the top 5 percent of the last 200 bars combined with a bar range in the top 10 percent. Where volume is unavailable, range plus body size is used instead and the dashboard states which. REJ Reject A bullish or bearish engulfing bar, or a pin bar with a wick in the top quartile of the last 100, but only when it occurs at a mapped level. A rejection candle floating in empty space is not recorded at all. DIV Divergence Price makes a lower low while cumulative flow makes a higher low, or the mirror case, measured at confirmed pivots. Flow is signed by body position within the bar range and scaled by volume where volume exists. Divergence is measured against volume-weighted flow, not against an oscillator. An oscillator derived from price and then compared back to price adds no independent information; volume is a separate data source. Two events of the same class are never recorded closer together than the full horizon. This is a deliberate statistical constraint: it costs sample size, and it buys the guarantee that no two stored outcomes share an overlapping future. 3. CONTEXT SCORE Three voices contribute to an additive score from 0 to 100. Nothing gates. No voice can block a signal; each only adds weight. STRUCTURE 35 Whether the recent sequence of confirmed swing highs and lows agrees with the event's direction. FLOW 30 The percentile rank of the bar's signed flow over the last 200 bars, cut to one fifth when its sign disagrees with the event direction. HTF 35 Whether the higher timeframe close sits above or below its own 50-period EMA, in agreement with the event. The score is then discounted by regime and renormalised back to a 0-100 scale, so scores remain comparable across regimes: RANGE structure x 0.70 (structure breaks constantly and means little inside a range) TRANSITION higher tf x 0.80 (higher timeframe bias is least reliable while it is turning) TREND flow x 0.85 (large volume is ordinary in a trend and therefore less informative) One correction is applied automatically: Climax and Divergence are themselves defined from flow, so for those two classes the flow weight is halved and the freed weight is split evenly between structure and higher timeframe. Without this, the flow voice would confirm an event that flow itself created. The score is converted into a two-level tier by comparing it to the 60th percentile of past scores for the same event class on this chart. There is no fixed cut-off number. 4. SIGNATURE AND BACKOFF Each recorded event is filed under a discrete key: event class x location class x regime x direction x score tier Direction is never merged at any level, because upward and downward outcomes are not symmetrical. When a new event confirms, the engine looks for stored outcomes sharing that key. If fewer than the minimum sample (default 20) exist, it drops the finest component and looks again: L3 event + location + regime + direction + tier L2 event + location + regime + direction L1 event + regime + direction L0 event + direction The first level with a sufficient sample is used, and the dashboard always states which level was used and how many records it contained. If even L0 is short, nothing is drawn and the dashboard shows CALIBRATING with the current count. Seeing L1 or L0 rather than L3 is normal, not a fault. Non-overlapping sampling produces a limited number of independent cases per chart, and the backoff exists precisely to handle that honestly rather than displaying a percentage built on four observations. 5. OUTCOME STORE For each recorded event the engine tracks, for the following H bars (default 24): - excursion at H/4, H/2, 3H/4 and H, expressed in R where R is the ATR(14) value at the event bar - maximum favourable and maximum adverse excursion - the bar number at which the move first reached +1R, +2R and +3R, or zero if it never did The record is written to the store only after H bars have fully elapsed. A projection displayed today is therefore built exclusively from events that had already finished before it was issued. This is a structural property of the design, not a discipline that has to be maintained. 6. WHAT IS DRAWN - An empirical quantile fan. The outer envelope traces the 5th and 95th percentiles of the matched outcomes at each of the four checkpoints; the inner envelope traces the 25th and 75th; the dashed centre line traces the 50th. The shape is asymmetric and heavy-tailed whenever the underlying data is, because the values are measured percentiles rather than a fitted curve. - A target line. The median maximum favourable excursion of the matched set is converted to a price, then snapped to a mapped structural level if one lies within half an ATR. Statistics choose the zone; structure chooses the exact price. The label states "level" when a snap occurred and "stat" when it did not. - Hit rate and expected bars. Both are read at the nearest whole R ring (+1R, +2R or +3R) to the target distance, and the ring is named on the label. Hit rate is the share of matched records that reached that ring within H bars. The bar count is the median first-passage time among those records that reached it. 7. RUN TRACKER A run begins at a confirmed structure shift and ends at the next confirmed shift in the opposite direction. Within a run, occurrences of each event class and direction are counted. When the run closes, one record per class is stored: how many had occurred before the reversal. The observation unit is therefore the run, not the event. This matters: counting events directly would produce heavily overlapping samples, since several events inside one run share the same future. Counting runs does not. The panel answers a question most tools ignore entirely: given that a third bearish divergence has now printed in this uptrend, in what fraction of past runs on this chart did the reversal arrive by the third, and in what fraction did the run extend to a fourth or beyond. 8. SELF-AUDIT Every displayed projection resolves into exactly one of four states, and these are never merged: HIT the target was reached first ADV the -1R reference was reached first AMB both were touched inside the same bar, so the order is unknowable from bar data and the case is discarded rather than claimed EXP H bars elapsed with neither touched The dashboard reports the running counts, and separately compares the average hit rate the tool projected against the hit rate it actually realised. If those two numbers diverge, the tool is telling you its own estimates are miscalibrated on this chart. Two further panels report whether the classification axes carry any information at all: median outcome for tier A versus tier B, and median outcome for MAJOR versus MINOR versus NONE locations. If a pair does not separate, that axis is not contributing, and you are meant to see that. =============================================================== WHAT MAKES IT ORIGINAL =============================================================== - Outcome statistics are conditioned on a discrete event signature and computed from the chart's own history, rather than assumed from a parametric distribution or imported as fixed percentages. - Projection targets are snapped onto mapped structural levels, so the displayed price is a real level rather than a quantile value floating in empty space. - The hierarchical backoff makes sparse conditioning explicit: the display always names the level of specificity that was achievable and the sample size behind it. - Sequence statistics use the completed run as the observation unit, which removes the sample overlap that direct event counting creates. - The indicator scores its own past projections against outcomes and displays projected versus realised hit rate on the chart. =============================================================== HOW TO READ THE CHART =============================================================== HORIZONTAL LINES The image below shows the level map alone, with the projection layer switched off, so the two grades of level can be compared directly: gold solid lines mark MAJOR levels, thin dotted lines mark MINOR ones. Two families of horizontal line exist, and they are drawn so that they can never be confused with each other. THE LEVEL MAP owns thin dotted lines and gold: Gold, solid, width 2 A MAJOR level: four or more independent structural factors coincide at this price. Washed white, DOTTED, A MINOR level: one to three factors. width 1 THE TARGET FAMILY owns solid width-2 lines in mint, coral and slate. No target line is ever drawn dotted or at width 1. Mint, solid, width 2, The target of the live projection. full opacity Extends to the right. Only one is live at a time. Coral, dotted, width 1 The -1R adverse reference of the live projection. Removed the moment the projection resolves. This is a measurement boundary used to classify the outcome. It is NOT a stop loss and must not be used as one. Once a projection resolves, its target line keeps its full width and stays solid. Only its colour and opacity change: Mint, faded HIT: price reached it within the horizon. Coral, faded ADV: price reached the -1R reference first. Slate blue-grey, faded EXP or AMB: the horizon elapsed with neither touched, or both were touched in the same bar and the case was discarded. Resolved lines are retained deliberately. A price that the statistics selected, and that was then snapped onto a structural level, often remains structurally relevant afterwards, and it is useful to see where those prices were. The number retained is configurable and defaults to six. Read the fade as expiry of a claim, not as expiry of the price. The faded line is a record that this price was once selected as a target and of what happened next. It is not a live target and carries no ongoing claim about the future. The image below shows several resolved projections on one chart, so the three outcome colours can be compared side by side: a faded mint line where price reached the target, a faded coral line where it reached the adverse reference first, and a faded slate line where the horizon elapsed without either being touched. The markers carry the matching three-letter outcome. Projections that did not work out are shown here deliberately; the indicator records its own failures and so should its description. Level lines are redrawn on each new bar and only levels within six ATR of current price are displayed, up to fourteen at a time. THE FAN Outer shaded band 5th to 95th percentile of matched historical outcomes. Inner shaded band 25th to 75th percentile. Dashed centre line 50th percentile, the median path. Teal the event pointed upward. Coral the event pointed downward. The fan is frozen at the moment the projection is issued and is never recalculated. It reaches forward exactly H bars. The next image shows a single live projection close up: the two shaded bands, the dashed median path, the mint target line, and the label carrying hit rate, sample size and remaining bars. Note that the bands are not symmetrical around the median, because they are measured percentiles rather than a fitted curve. EVENT MARKERS A small label prints at each recorded event, below the bar for upward events and above for downward ones. It contains a three-letter code and a number: SWP sweep SHF shift SQZ squeeze CLX climax REJ rejection DIV divergence The number is the count of that event class and direction so far inside the current run. "DIV 3" means this is the third divergence of that direction since the last structure shift. When a projection resolves, its marker gains a suffix and changes colour: HIT green target reached first ADV red the -1R reference reached first AMB amber both touched in the same bar; discarded EXP amber the horizon elapsed with neither touched THE TARGET LABEL Three lines at the right end of the projection: line 1 the target price, followed by "level" if it was snapped onto a mapped structural level or "stat" if no level was near line 2 hit rate and sample size, for example: hit 61% n=38 line 3 while the projection is live: bars remaining and the R ring the hit rate refers to. Once it resolves, this line is replaced by "RESOLVED" followed by HIT, ADV, AMB or EXP, and the whole label takes the matching colour. The bar count was frozen when the projection was issued and only counts down. Nothing behind it is recalculated. THE DASHBOARD EVENT class, direction, and sequence number in this run LOCATION MAJOR / MINOR / NONE and the level weight REGIME RANGE / TRANS / TREND, the context score, tier SIGNATURE backoff level used and sample size WITH q50 q75 q95 terminal excursion quantiles measured ALONG the event's own direction, in R AGAINST q25 q05 the same distribution's tail measured AGAINST the event's direction, in R TARGET price and hit rate ETA bars remaining and the R ring, or "no open projection" RUN EXT how far the current run has extended, in R FLOW SOURCE "volume" or "proxy" SEQ 1 / 2 / 3 / 4+ share of past completed runs that reversed after that many events of this class RUNS median median count before reversal, and number of runs TIER A / B median outcome in R for each tier, with counts LOC MAJ/MIN/NONE median outcome in R for each location class LEDGER running totals of hit, adv, amb and exp CALIBRATION average projected hit rate against realised The dashboard is reproduced below at readable size, since every claim made in the HOW IT WORKS section is meant to be verifiable there: the backoff level actually used, the sample size behind it, the quantiles, the sequence distribution, the two axis-health rows, and the running comparison of projected against realised hit rate. WITH and AGAINST are measured relative to the event's own direction, not relative to the chart. For a downward event, a WITH value of +1.4R means price fell by 1.4 ATR, and an AGAINST value of -1.8R means price rose by 1.8 ATR before the horizon closed. AGAINST is the row that tells you how violent the route can be, and it is the row most worth reading before deciding on any position size. =============================================================== THE MOST IMPORTANT WARNING =============================================================== DO NOT TREAT THE GREEN LINE AS A TARGET TO TRADE TOWARD, AND DO NOT TREAT ANY MARKER AS AN ENTRY SIGNAL. You will observe the following, and it is the single most dangerous thing about this indicator: The projection expires. The bars run out. The label reads "closed". And then, twenty or fifty bars later, price finally reaches the green line. It is tempting to read that as the tool having been right after all. It was not, and here is why that reading destroys accounts: 1. The green line is snapped to a structural level. Structural levels get revisited eventually, because that is what they are. Price arriving there after the horizon has expired is not evidence of anything. It is what levels do. 2. The expected bar count is a median of the cases that reached the ring. By definition, roughly half of the successful cases took longer than that. "The estimate elapsed and it is not there yet" is an ordinary outcome, not a malfunction. 3. Route is not measured. The indicator records where price ended up and how far it travelled. It does not promise that the path there was survivable. Price can travel far against you first, and still arrive. The AGAINST row is the only place the route appears at all, and even there it is a summary, not a guarantee. A faded line is a closed case. It has no ETA, no live claim and no implication that price is still heading there. If price later reaches a faded line, that is not a delayed hit. It is a structural level being revisited, which is what structural levels do. That third point is what actually costs money. A leveraged position opened on the strength of a hit rate can be liquidated by an adverse excursion long before the target is reached. The account is closed; the target being reached afterwards is irrelevant to it. This is not a remote scenario. It is the ordinary case whenever leverage is applied to a statistic that describes destinations rather than routes. The -1R red line does not protect you either. It is a measurement boundary chosen so outcomes can be classified consistently. It is not a risk parameter and was never sized to be one. Precedent is a context tool. It tells you what has typically followed this kind of moment on this chart, with the sample size attached. Entry timing, position size, stop placement, leverage and the decision to trade at all remain entirely yours and must come from a method this indicator does not contain and does not attempt to contain. If the only thing you take from a projection is "hit 61 percent, so buy" you have misread it. The intended reading is closer to: "in 38 comparable cases on this chart, price reached this level within 24 bars in 61 percent of them, taking a median of 9 bars, and the adverse tail of that distribution ran to -1.8R." =============================================================== LIMITATIONS AND REPAINT POLICY =============================================================== REPAINT BEHAVIOUR, ELEMENT BY ELEMENT - Event detection, tier assignment and score sampling are locked at bar close. They do not change afterwards. - Swing pivots confirm with a delay equal to the pivot length in bars (default 21). A level cannot appear before its pivot is confirmed. That delay is the cost of not looking ahead, and it is not avoided anywhere in this script. - Higher timeframe values are requested with a one-bar offset, so only completed higher timeframe bars are used. On the chart timeframe this means the higher timeframe bias lags by one higher timeframe bar. - The fan, the target line and the adverse line are computed once, at the confirmed bar that issued them, and are never recalculated. - The dashboard and the countdown update live within the forming bar by design. The countdown only subtracts from a number that was frozen at issue; no statistic behind it is recomputed. KNOWN LIMITATIONS - The statistics are descriptive, not predictive. They summarise what has already happened on the chart in front of you. They are not a forecast and are not out-of-sample. - Sample sizes are small by construction. Requiring non-overlapping outcomes limits the number of independent cases available, which is why the backoff and the visible sample counts exist. - Until enough completed outcomes exist, nothing is drawn at all. The image below shows that state: the dashboard reports CALIBRATING and the current count against the required minimum, and no fan, target or hit rate appears anywhere on the chart. - Chart history is finite. On low timeframes the available bars may cover only a matter of weeks, and possibly only one market regime. Treat a large sample drawn from a single regime with caution. - Outcomes are measured at bar resolution. When a bar touches both the target and the adverse reference, the order is unknowable and the case is marked ambiguous and discarded rather than assumed. - Statistics apply only to events this indicator itself defined. If you identify a setup it did not mark, no displayed percentage describes it. Borrowing a number from a different occasion is a misuse. - Where a symbol provides no usable volume, flow falls back to a body-position proxy on the same percentile scale. The dashboard states which is in use. Mixing the two would corrupt the store, so the fallback applies to the whole session or not at all. - Changing the higher timeframe from Auto to Manual changes what the signature key means. The stored outcomes are therefore cleared and rebuilt from zero when you do it. This is intentional. - Nothing here is tuned. There is no optimiser and no fitted weight. Thresholds are percentiles over disclosed rolling windows. If a parameter is changed, the level map and the statistics change with it, and the sample must accumulate again. =============================================================== DISCLAIMER =============================================================== This script is published for educational and analytical purposes. It is not financial advice, not a recommendation to buy or sell any instrument, and not a trading system. It produces no entry signals, no stop levels and no position sizing. Historical measurement does not indicate future results. Markets change regime, and a distribution measured on past bars may not describe the next ones. Trading carries risk of loss, and leveraged trading carries risk of total loss. Any decision taken while this indicator is on the chart remains entirely the responsibility of the person taking it.

Indicator

Custom Stop Loss from CMP (% / Points / ATR)A lightweight, non-intrusive stop-loss visualizer that plots your stop level directly from the current market price (CMP) as a fine dashed horizontal line, capped to a fixed lookback window (default ~1 month) so it never clutters your chart history. Three SL calculation modes: Percentage – SL = CMP ± (CMP × %) Points – SL = CMP ± fixed points ATR – SL = CMP ± (ATR × multiplier) Works for both Long and Short setups. Includes a live label showing exact SL price and distance from CMP, plus built-in alert conditions for when price hits your stop. Usage: Add the indicator to your chart. Open Settings (gear icon). Select Stop Loss Type: Percentage / Points / ATR. Enter your value (e.g., 5% or 10 points or ATR multiplier 2). Select Direction: Long or Short. Adjust Line Length (trading days back) to control how far the SL line extends historically — default 22 (~1 month). The red dashed line updates live with CMP on each new bar; label shows exact SL price and distance. Right-click → Add Alert → select "SL Hit - Long" or "SL Hit - Short" to get notified when price crosses your stop. Note: SL is recalculated from live CMP each bar — it is not locked to a fixed entry price. Best used for real-time risk visualization, not backtested trade tracking. Disclaimer (required by TradingView House Rules): This script is for educational purposes only and does not constitute financial advice. Past performance is not indicative of future results.

Indicator

by avdhesh_alstom

NQ Market Bias Engine NQ Market Bias Engine — Multi-Timeframe Trend, Volume & Market State The NQ Market Bias Engine is a multi-timeframe market-analysis indicator designed to help traders identify the prevailing directional bias of Nasdaq futures (NQ) while filtering out periods of consolidation and choppy price action. The indicator combines: 1H, 15M, 10M and 5M trend analysis 9, 20, 30, 50 and 200 EMAs EMA structure and alignment VWAP positioning Volume relative to a 20-period volume moving average ADX and directional momentum Multi-timeframe bias scoring Consolidation/chop detection Bullish, bearish and neutral market states LOOK LONG / LOOK SHORT / WAIT guidance Optional bullish, bearish and consolidation signals Optional EMA visualization Alert conditions for bias changes How the Bias Score Works NQ NASDAQ Futures Market Bias Multi Timeframe EMA VWAP Volume ADX Trend Consolidation Market Structure The indicator generates a 0–100 bias score based primarily on multi-timeframe trend structure, with additional weighting from EMA alignment, VWAP, momentum and volume. 65–100: Bullish bias 35–64: Neutral / mixed conditions 0–35: Bearish bias The indicator also attempts to identify consolidation/chop, particularly when trend strength is weak, moving averages are compressed, or higher and lower timeframes disagree. Important This indicator is designed as a decision-support and market-structure tool, not as a standalone trading system or guarantee of future price movement. A bullish or bearish reading should be considered context, not an automatic entry signal. Traders should combine the indicator with their own price-action analysis, risk management, liquidity levels, session structure and trade setup. Recommended use: NQ / Nasdaq futures on the 5-minute, 10-minute and 15-minute charts, with the 1-hour timeframe providing higher-timeframe context.

Indicator

by ejordanmartinez

ADR of RTH 1. finds average true range of RTH sessions in the last X number of days 2. finds current day's RTH range 3. divides the two. 4. box in top right showcases information

Indicator

ATR Based Strong Bar Highlighter - marks bars based on the following variables 1. size of bar relative to X ATR on 5 min chart - eg: 1.1X 14 bar ATR 2. body range size relative to bar range - eg: bar must be 80% of entire bar range 3. close range relative to bar range - eg: bull bar must close above 80% of bar range, bull bar must close below 20%

Indicator

TRADION Adaptive Momentum Matrix A normalized multi-factor momentum framework combining RSI structure, ROC velocity, MACD impulse and stochastic pressure into a unified -100 to +100 momentum regime model. ──────────────────────────── OVERVIEW ──────────────────────────── TRADION Adaptive Momentum Matrix (AMM) is a composite momentum oscillator designed to evaluate not only the direction of momentum, but also its intensity, acceleration and regime. Rather than displaying several conventional oscillators independently, AMM transforms four different momentum dimensions into normalized components and combines them into a single bounded Momentum Score ranging from -100 to +100. The engine integrates: • RSI Momentum Structure • Rate of Change (ROC) Velocity • ATR-Normalized MACD Impulse • Stochastic Pressure • Weighted Composite Momentum Scoring • Multi-Level Momentum Regimes • Momentum Signal Line • Compression Detection • Confirmed-Bar Momentum Transitions • Six Dedicated Alert Conditions The objective is to provide a unified interpretation of momentum conditions while preserving the information contributed by different momentum methodologies. ──────────────────────────── COMPOSITE MOMENTUM ARCHITECTURE ──────────────────────────── The core of TRADION AMM is a weighted composite model. Each momentum component measures a different characteristic of price behavior and is transformed into a normalized range before entering the final calculation. The four default components are: RSI Momentum — 30% ROC Velocity — 25% MACD Impulse — 25% Stochastic Pressure — 20% The component weights are user-adjustable. The engine automatically normalizes the total weighting, allowing users to modify the relative importance of individual components without requiring the weights to manually sum to 100. ──────────────────────────── 1. RSI MOMENTUM STRUCTURE ──────────────────────────── RSI is transformed around its 50 equilibrium level. Values above 50 contribute positively to the composite momentum model, while values below 50 contribute negatively. The distance from the 50 level represents the relative intensity of the RSI component. This allows RSI to function as a normalized directional momentum input rather than simply as an overbought/oversold condition. ──────────────────────────── 2. ROC VELOCITY ──────────────────────────── Rate of Change measures the velocity of price movement over the selected lookback period. Positive ROC contributes to bullish momentum. Negative ROC contributes to bearish momentum. Because raw ROC magnitude can vary considerably between instruments and market regimes, the component is normalized using a configurable ROC scale before entering the composite calculation. ──────────────────────────── 3. ATR-NORMALIZED MACD IMPULSE ──────────────────────────── The MACD component focuses on impulse rather than the absolute MACD level. The engine calculates the difference between the MACD line and its signal line and then normalizes this histogram relative to ATR. This is an important part of the architecture. A raw MACD histogram value cannot be directly compared across instruments with different price scales and volatility characteristics. ATR normalization expresses MACD impulse relative to the instrument's current volatility environment before it contributes to the composite score. ──────────────────────────── 4. STOCHASTIC PRESSURE ──────────────────────────── The Stochastic component evaluates the position of price within its recent high-low range. The result is smoothed and transformed around the neutral 50 level. Values above the midpoint contribute positive pressure, while values below the midpoint contribute negative pressure. This component adds a shorter-term measure of directional price pressure to the broader momentum framework. ──────────────────────────── THE -100 TO +100 MOMENTUM SCORE ──────────────────────────── After normalization and weighting, the four components are combined into the Adaptive Momentum Score. The final oscillator is bounded between: -100 = Maximum bearish momentum classification 0 = Momentum equilibrium +100 = Maximum bullish momentum classification The score is not intended to predict a specific future return. Instead, it measures the degree of directional agreement between the underlying momentum components at the current point in time. ──────────────────────────── MOMENTUM REGIME MODEL ──────────────────────────── Instead of treating momentum as simply positive or negative, TRADION AMM separates the oscillator into multiple regimes. Default bullish regimes: +15 to +40 BULLISH +40 to +70 STRONG BULLISH +70 to +100 EXTREME BULLISH Default bearish regimes: -15 to -40 BEARISH -40 to -70 STRONG BEARISH -70 to -100 EXTREME BEARISH The area between -15 and +15 represents the neutral momentum region. All major regime thresholds are configurable. ──────────────────────────── ADAPTIVE HISTOGRAM ──────────────────────────── The histogram provides the primary visual representation of the composite Momentum Score. Its color changes according to the active momentum regime. Bullish momentum progresses through increasingly stronger green / turquoise classifications as the score rises. Bearish momentum progresses through increasingly stronger red classifications as the score falls. The histogram therefore communicates two variables simultaneously: • Momentum direction • Momentum intensity This makes transitions between neutral, directional, strong and extreme momentum regimes immediately visible. ──────────────────────────── MOMENTUM SIGNAL LINE ──────────────────────────── A configurable EMA of the Momentum Score is plotted as a secondary signal line. This provides a smoothed reference for interpreting changes in the composite oscillator. The relationship between the Momentum Score and its signal line can help identify: • Momentum acceleration • Momentum deceleration • Changes in short-term impulse • Potential regime transitions The signal line can be enabled or disabled from the settings. ──────────────────────────── MOMENTUM ACCELERATION ──────────────────────────── The engine also calculates the bar-to-bar change in the composite Momentum Score. Positive momentum that continues to increase represents bullish momentum acceleration. Negative momentum that continues to decrease represents bearish momentum acceleration. This internal measurement allows the framework to distinguish momentum level from changes in momentum intensity. ──────────────────────────── COMPRESSION ENGINE ──────────────────────────── Markets do not remain in directional momentum regimes continuously. TRADION AMM therefore includes a Momentum Compression model. The engine evaluates the standard deviation of the composite Momentum Score over a configurable lookback period. Compression is identified when: • Momentum variability falls below the selected threshold • The composite score remains inside the neutral momentum region These conditions identify periods where directional momentum has contracted. Compression does NOT predict the direction of a future breakout. It simply identifies a low-dispersion momentum environment that may deserve additional attention. ──────────────────────────── CONFIRMED MOMENTUM TRANSITIONS ──────────────────────────── TRADION AMM includes six momentum transition classifications: BULLISH SHIFT STRONG BULLISH EXTREME BULLISH BEARISH SHIFT STRONG BEARISH EXTREME BEARISH These events are generated when the composite Momentum Score crosses the corresponding regime threshold. When Confirm Signals At Bar Close is enabled, a transition is accepted only after the current chart bar has been confirmed. This helps prevent temporary intrabar threshold crossings from being treated as completed momentum transitions. ──────────────────────────── VISUAL REGIME MAP ──────────────────────────── The oscillator panel is divided into visually distinct momentum zones. This provides a structured map of the current momentum environment: EXTREME BULLISH ↑ STRONG BULLISH ↑ BULLISH ↑ NEUTRAL / COMPRESSION ↓ BEARISH ↓ STRONG BEARISH ↓ EXTREME BEARISH The visual design is intended to make changes in momentum regime readable without requiring constant interpretation of individual indicator values. ──────────────────────────── USER CONTROLS ──────────────────────────── Momentum Engine: • Source • RSI Period • ROC Period • MACD Fast Length • MACD Slow Length • MACD Signal Length • Stochastic Period • Stochastic Smoothing Component Weights: • RSI Weight • ROC Weight • MACD Weight • Stochastic Weight Normalization: • ROC Normalization Scale • MACD ATR Normalization Period • MACD Normalization Sensitivity Momentum Regimes: • Bullish Threshold • Strong Threshold • Extreme Threshold Signal Engine: • Momentum Signal Length • Show Momentum Shift Signals • Confirm Signals At Bar Close Compression: • Compression Lookback • Compression Threshold • Highlight Compression Visual Settings: • Show Momentum Histogram • Show Signal Line • Show Regime Zones ──────────────────────────── ALERT SYSTEM ──────────────────────────── Six dedicated TradingView alert conditions are included: • TRADION BULLISH SHIFT • TRADION STRONG BULLISH • TRADION EXTREME BULLISH • TRADION BEARISH SHIFT • TRADION STRONG BEARISH • TRADION EXTREME BEARISH Each momentum classification can therefore be monitored independently. ──────────────────────────── PRACTICAL INTERPRETATION ──────────────────────────── TRADION Adaptive Momentum Matrix can be used as: • A composite momentum oscillator • A momentum regime classifier • A momentum-strength confirmation layer • A momentum acceleration/deceleration reference • A compression detection framework • A confirmation tool alongside independent trend analysis • An alert-based momentum monitoring system For example, a positive Momentum Score does not automatically imply that momentum is strong. The regime model distinguishes between ordinary bullish momentum, strong bullish momentum and extreme bullish momentum. The same principle applies to bearish conditions. This distinction is central to the design of the indicator. ──────────────────────────── DESIGN PHILOSOPHY ──────────────────────────── Momentum is multidimensional. RSI measures momentum differently from ROC. ROC measures velocity differently from MACD impulse. Stochastic positioning provides different information from all three. TRADION Adaptive Momentum Matrix does not attempt to replace these concepts with a single conventional oscillator. Instead, it asks a broader question: How strongly do multiple independent momentum measurements agree on the current directional state? The individual components are normalized, weighted and aggregated into a common -100 to +100 framework. The resulting Momentum Score is then classified into structured regimes, allowing direction and intensity to be interpreted within the same analytical model. ──────────────────────────── IMPORTANT NOTES ──────────────────────────── TRADION Adaptive Momentum Matrix is an analytical oscillator, not a trading strategy or prediction system. BULLISH, STRONG BULLISH, EXTREME BULLISH, BEARISH, STRONG BEARISH and EXTREME BEARISH classifications describe conditions calculated by the indicator. They do not guarantee future price direction, profitability or trade outcomes. EXTREME momentum should not automatically be interpreted as a reversal condition. Strong momentum can remain elevated or depressed for extended periods during directional markets. Similarly, Momentum Compression does not predict the direction or timing of a future breakout. Confirmed-bar processing can reduce temporary intrabar signals, but it does not eliminate market risk, signal lag or false transitions. Users should evaluate the indicator within their own analytical framework and apply appropriate risk management. For research and educational purposes.

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