QUANTUM VELOCITY | Institutional ScalperThe **QUANTUM VELOCITY | Institutional Scalper** is a premium, institutional-grade trading system designed specifically for the volatility of the Gold (XAUUSD) market. It combines advanced trend algorithms with "Locked" non-repainting signals to provide a reliable edge for both Scalpers and Swing Traders.
**Key Features:**
1. **🚀 Auto-Optimization Engine**: Automatically detects your timeframe (5m, 1H, Daily) and adjusts internal sensitivity, trend filters, and zone strength to match market conditions. No manual tuning required.
* *5m Scalping*: Uses EMA 21 & Strict filtering.
* *Swing*: Uses EMA 50 & Balanced settings.
2. **🔒 Zero-Repaint "Locked" Signals**: All entry signals (Triangles) and trade management lines are calculated on the *Confirmed Previous Candle*. Once a signal appears, it stays. No more "disappearing" signals.
3. **🌊 Ribbon Trend Cloud**: Replaces standard candles with a Heiken Ashi Smoothed Ribbon.
* *Green Ribbon*: Bullish Momentum.
* *Red Ribbon*: Bearish Momentum.
4. **📦 Smart Supply & Demand**: Automatically identifies and draws the most significant Supply and Demand zones ("Order Blocks") based on institutional pivot points, extended for clarity.
5. **🛡️ Risk Management System**: Built-in 2:1 Reward/Risk ratio visualizer. Shows Entry, Stop Loss, and Take Profit lines for the last 5 setups to help you review past performance instantly.
**How to Use:**
* **Scalping (M5)**: Follow the "Buy" triangles when the Ribbon is Green. Ensure price is above the 200 SMA (if enabled).
* **Swing (H1/D1)**: Use major trend changes and Supply/Demand zones for entries.
**Optimization:**
* Tuned specifically for **CAPITALCOM:GOLD** and other XAUUSD feeds.
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Stop guessing in the Gold market. The new **Quantum Velocity** indicator brings institutional precision to your chart.
✅ **NO Repainting** (Signals Lock on Close)
✅ **Auto-Optimized** for Gold (5m/1H/Daily)
✅ **Smart Supply/Demand** Zones
✅ **Built-in Risk Management** (Entry/SL/TP)
Perfect for XAUUSD scalpers who are tired of fakeouts.
Volatility
Institutional Volume BubblesInstitutional Bubble Signals – Aggression, Absorption & MTF Clusters
This indicator detects institutional activity using extreme-volume events and classifies them into aggression, absorption, and multi-timeframe dominance.
It is designed for real-time discretionary traders who want to identify where large players are entering, absorbing flow, or creating traps in key zones.
The script uses:
1. Extreme Volume Detection (Z-Score Model)
A dynamic Z-score on local volume identifies statistically unusual buy/sell pressure.
Events are marked as:
Aggressive Buys (green bubbles)
Aggressive Sells (red bubbles)
Buy Absorption (yellow diamonds)
Sell Absorption (orange diamonds)
2. Absorption Logic (Wick Behavior + Trend Context)
The indicator classifies absorption events when the market shows:
A strong directional candle (volume + body threshold)
A sweep of the previous high/low
A close significantly away from the extreme
A clear prior trend (context filter)
This helps distinguish true absorption from simple volatility or random spikes.
3. Range & ATR Filters
The script includes multiple layered filters to remove noise:
ATR-based minimum range
Micro-range detection (flat candles)
Extreme-volume conditions inside ranges
Edge-of-range logic to avoid false signals
Optional CVD flow filter
This ensures bubbles only appear during meaningful conditions.
4. Multi-Timeframe Clusters (5m → 15m → 1h → 4h → 1D)
The script aggregates aggression events into MTF blocks:
5-minute signals form 15-minute triangles
15-minute summary forms 1-hour and 4-hour signals
Daily direction (filtered) appears as triangles when new sessions begin
These MTF markers help identify where institutional dominance aligns across higher timeframes, improving directional bias.
How to Use
Circles = aggressive market orders (imbalances)
Diamonds = absorption (large players absorbing flow)
Triangles (MTF) = multi-timeframe directional dominance
Green below price = bullish pressure
Red above price = bearish pressure
Yellow/Orange diamonds = potential reversals or absorption traps
Use the MTF triangles to confirm or reject trade direction
What Makes This Script Original
This script combines several concepts rarely seen together in a single open-source tool:
Z-Score volume outliers
Absorption based on trend, sweeps, and relative body strength
Range logic with statistical volume peaks
Optional CVD-based confirmation
Multi-timeframe summaries using lower-timeframe events
The intention is not to replicate orderbook tools, but to provide a proxy for institutional presence using public OHLCV data.
Recommended Settings
Use 1m, 5m, 15m, 1h or 4h timeframes
Keep your chart clean when using the indicator
Pair it with structural analysis (BOS/ChoCH), liquidity sweeps and key levels
Do NOT combine it with other heavy overlays when publishing or sharing charts.
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Señales Institucionales – Agresión, Absorción y Clústers Multitemporales
Este indicador detecta actividad institucional a través de eventos de volumen extremo y los clasifica en agresión, absorción, y dominancia multitemporal.
Utiliza un modelo Z-Score para señalar compras y ventas agresivas, y una lógica de absorción basada en:
Contexto de tendencia
Barrida del máximo/mínimo anterior
Fuerza de la vela
Cierre relativo al extremo previo
Incluye filtros de rango, ATR y un filtro opcional por CVD para eliminar ruido.
Además, agrega eventos de 5m para generar señales limpias en 15m, 1h, 4h y 1D, permitiendo identificar zonas donde los grandes jugadores dominan el flujo.
Cómo interpretarlo:
Círculos verdes/rojos → agresión
Diamantes → absorción (posible giro o trampa)
Triángulos → clústeres multitemporales
Verde abajo → presión alcista
Rojo arriba → presión bajista
El objetivo es ofrecer una visión clara y ordenada de dónde actúan los participantes institucionales sin necesidad de herramientas de orderflow.
LEVENT: Lifetime Estimation via Efficiency-Regime EventLEVENT — Lifetime Estimation via Efficiency-Regime Event Transitions
LEVENT is a research-grade indicator that estimates the remaining structural lifetime of the current market regime.
Unlike trend, volatility, or momentum tools, LEVENT does not measure price movement — it measures how long the current market structure is likely to survive before breaking.
This script implements the LEVENT model published on Zenodo (Bülent Duman, 2026) and is built on top of the open-source DERYA (Dynamic Efficiency Regime Yield Analyzer) microstructural efficiency framework.
What LEVENT measures
LEVENT outputs a single continuous variable L that represents the remaining survival capacity of the active efficiency regime.
High L → the current regime has strong structural endurance
Falling L → the regime is consuming its capacity
L → 0 → regime exhaustion and elevated probability of transition
This makes LEVENT a forward-looking structural time variable, not a price indicator.
What is inside this script
This implementation contains the following components:
1. DERYA (open-source microstructure efficiency)
DERYA is computed from OHLC data as:
Net close-to-close movement divided by total intrabar range
It is smoothed with an EMA and normalized over a rolling window to produce a bounded efficiency state (0–100).
This is an open-source indicator and is explicitly credited in the LEVENT paper.
2. Transition Strength (S)
S measures how unstable the regime is by combining:
the slope of DERYA
the acceleration of DERYA
This is not RSI, MACD, or ATR — it is a state-transition intensity metric.
3. Regime Engine
Markets are classified into four structural regimes:
Expansion
Exhaustion
Collapse
Base / Recovery
A debounce + persistence filter is used to avoid noise-based flickering.
4. Structural Lifetime (LEVENT L)
Each regime is assigned a capacity (Λ) and a fragility (α).
LEVENT then evolves as a jump-and-countdown survival process:
On regime change → L resets to full capacity
Inside a regime → L decays deterministically
High instability → faster decay
This is not a moving average, oscillator, or probability estimate — it is a structural survival clock.
How to use LEVENT
LEVENT is designed to be used as a regime-health overlay, not a buy/sell trigger.
Typical uses:
Detect late-stage trends when L is low
Avoid initiating positions when the regime is near collapse
Compare structural stability across assets
Combine with price, trend, or volume systems
Do not use LEVENT alone as a trading signal.
LEVENT tells you “how long the structure may last”, not “where price will go.”
Visuals
Background colors show the current regime
The LEVENT line shows remaining structural lifetime
A table displays the active regime and current L value
Important notes
LEVENT is not RSI, MACD, ATR, or trend
LEVENT does not predict price direction
LEVENT does not issue entry/exit signals
LEVENT is a research-grade structural model
The DERYA component used here is an open-source microstructural efficiency estimator and is credited accordingly.
Risk and disclaimer
This script is provided for research and analytical purposes only.
It is not financial advice and must not be used as a standalone trading system.
Markets are uncertain.
All trading decisions and risks remain entirely the responsibility of the user.
LEVENT: Lifetime Estimation via Efficiency-regime Event Transitions
Introducing a Regime-Dependent Structural Lifetime Estimator for Financial Markets Using OHLC Data
Author: DUMAN,Bülent
Affiliation: Independent Researcher
zenodo.org
Kinetic Flux Indicator [Deewii]Kinetic Flux is a comprehensive trading analysis suite built around a proprietary analysis library. The system is designed to provide a complete, highly configurable solution for market analysis, strategy backtesting, and real-time market scanning.
Through a modular design, the system is divided into several independent but collaborative components—including Indicators, Strategies, and Market Scanners—all utilizing the sophisticated analysis data generated by the core library. The design reflects a deep understanding of trading workflows, offering not only basic entry/exit signals but also advanced features such as position management, market state filtering, and diverse exit mechanisms to adapt to different user trading styles and risk management needs.
This library is the computational hub of the entire system, encapsulating all core calculation logic. Its primary responsibility is to receive market data (e.g., price, volume) and output a rich set of analytical indicators and trading signals. Due to its proprietary nature, the internal working principles of the library are not disclosed. However, its key data outputs are widely used by other components in the system, including:
Oscillator: Core momentum oscillator values.
Dynamic Bands: Upper Band and Lower Band values.
Trend Line: Adaptive trend values.
Trailing Stop: Dynamically calculated stop-loss price levels.
Trading Signals: Entry, Exit, Cut, Add
Market Compression
This component is responsible for visualizing the analysis results from the core library directly on the chart. It provides extensive visual options, allowing users to intuitively interpret market states and trading signals. Key visualization elements include:
Main Chart: Displays current position status (e.g., Entry, Add, Partial Cut, Stop) via bar color changes.
Sub-Pane: Plots the Oscillator, Dynamic Bands, and Trend Line, utilizing color gradients and fill areas to highlight momentum states.
Signal Labels: Marks Entry, Add, Cut, and Stop exit points on the chart with symbols.
Squeeze Background: Highlights the chart background with a specific color when the market enters a compression state, providing additional market context.
Multi-Filter Profit MaximizerDescription : This script is a trend-following system designed to maximize profits by capturing extended trends while filtering out market noise. It integrates four core components:
SuperTrend (Customized): Acts as a dynamic trailing stop and trend baseline.
ADX Filter: Ensures signals only occur during active volatility to avoid choppy markets.
CVD (Cumulative Volume Delta): Validates the price movement with actual volume flow.
Stochastic Momentum: Pinpoints high-probability entry entries within the trend.
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How to Use This Indicator (Profit Maximization Manual)
This indicator is designed to prioritize **“win rate” and “price range”** over the number of entries.
Market Environment Recognition (Background & Lines):
Green background & green line: An uptrend. Focus solely on long positions.
Red background & red line: A downtrend. Focus solely on short positions.
EMA 200 (Orange Line): The iron rule is to go long if the candlestick is above this line, and short if it's below.
Entry (BUY / SELL Signals):
Enter when the BUY or SELL label appears.
This is the moment when the “trend direction,” “momentum via ADX,” “fund flow via CVD,” and “timing via Stochastic” all align perfectly.
Profit Maximization Exit (Most Critical):
Stop Loss (SL): Exit immediately if the candle body breaks below the green (or red) SuperTrend line right after entry. No hesitation.
Take Profit (TP):
Method A (Trend Riding): Hold until the SuperTrend line changes color. If a major trend emerges, this can yield tremendous profits.
Method B (Conservative Approach): Take half the profit at roughly a 1:2 risk-reward ratio, then hold the remainder aligned with the SuperTrend.
Why This is “The Best”
Many indicators get whipped back and forth in range-bound markets, spitting out profits. It's coded to generate absolutely no signals when ADX < 20 (weak market). Furthermore, using SuperTrend as the stop-loss line forces a structure that comes closest to the Holy Grail of trading: **“Small losses, unlimited profits as long as the trend continues.”**
ATR + STRAT Dashboard (LAST + DIR + REV) + Est MovesATR + STRAT Dashboard is a multi-timeframe market structure indicator built around The Strat and ATR context. It summarizes higher-timeframe control (buyers vs sellers), highlights key Strat conditions (inside/outside/2-1-2 style transitions), and flags common reversal candles (hammer / shooting star style signals) to help spot potential turns. It also includes ATR-based context and estimated move guidance so you can quickly gauge whether price has “room” to run or is extended.
What it shows
MTF Dashboard: quick read of trend/control across multiple timeframes
Direction/Control: color-based bias (buyers vs sellers in charge)
Reversal Flags: highlights reversal-style candles for awareness (not guaranteed)
ATR Context + Estimated Moves: volatility-based framework for targets/expectations
Non-repainting HTF behavior: designed to use closed higher-timeframe bars to reduce repaint surprises
Note: This tool is for structure + context, not trade signals by itself. Always confirm with your plan/risk management.
Universal Kinetic MasterThe Universal Kinetic Master (UKM) is an advanced volatility architect designed to replace static Moving Averages. Unlike detailed manual settings, it utilizes a proprietary **Auto-Calibration Engine** that mathematically adjusts its channel sensitivity based on the specific asset class (Crypto/Stocks/Forex).
**Underlying Concepts:**
1. **Kinetic Volatility:** The script analyzes the historical "energy" (ATR) of the asset to determine if the market is in an Expansion or Compression phase.
2. **Adaptive Filtering:** During low-energy chops, the visual channel tightens or hides signals to prevent false breakouts.
3. **Proximity Sizing:** Visual dots resize dynamically as price approaches the kinetic mean, signalling potential reversion.
**Features:**
- Auto-detects Asset Class (Crypto vs Stocks).
- Smart Dashboard for real-time volatility status.
- Filtered "High Quality" signals only.
Master Cycle: Quantum Wave# AI Smart Signal: Quantum Wave Edition
**The Ultimate Market Co-Pilot: Precision Trend & Momentum Synthesis**
The **Quantum Wave** is not just another moving average; it is a sophisticated **Double-Smoothed Heiken Ashi Oscillator** designed to mathematically filter out market noise and visualize the true underlying trend structure.
This script combines three powerful engines into one "Master" system:
1. **Quantum Cycle Logic:** A proprietary algorithm that smooths price action to reveal the dominant "Heartbeat" of the market.
2. **Adaptive Momentum Visuals:** Dynamic dot sizing that reacts to volatility expansion and contraction.
3. **Smart Regime Filtering:** An AI-driven filter (ADX & Volatility) that automatically suppresses signals during dangerous "Choppy" or sideways markets.
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## 🔬 Scientific Methodology
### 1. The Quantum Smoothing Algorithm
Most indicators suffer from "Whipsaws" (fake signals) because they react to every candle wick. The Quantum Wave solves this by creating a **Synthetic Price Series**.
* **Step 1:** It normalizes Open, High, Low, and Close data.
* **Step 2:** It applies a dual-layer Exponential Smoothing filter.
* **Result:** A clean, flowing "Ribbon" that ignores noise and only turns when the actual trend structure shifts.
### 2. Dynamic Momentum Sizing (The "Living" Dots)
The visual dots on the chart are "alive". They resize in real-time based on the **Body Strength** of the movement:
* 🔵 **Small Dots (Weak/Range):** Indicates the market is resting or deciding. *Guidance: STAY OUT / WAIT.*
* 🟢 **Medium Dots (Trend):** Indicates a confirmed healthy trend. *Guidance: ENTER / HOLD.*
* 🟡 **Large Dots (Power):** Indicates a high-volatility expansion phase. *Guidance: MAX PROFIT POTENTIAL.*
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## 🛠️ Key Features
* **Instruction Overlay:** A built-in Dashboard tells you exactly what to do (BUY, SELL, HOLD, or WAIT) based on complex logic, simplified into one word.
* **Auto-Timeframe Detection:** The sensitivity automatically adjusts whether you are scalping (1-min) or Swing Trading (Daily).
* **Market Structure Labels:** Automatically identifies Higher Highs (HH) and Lower Lows (LL) to confirm trend direction.
* **Demand & Supply Zones:** Auto-plots key reaction levels for Take Profit targets.
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## 🎯 How to Trade
**For a BUY Setup:**
1. **Trend:** Ensure the Quantum Wave (Dots) are **GREEN**.
2. **Momentum:** Look for the dots to grow from Small to Medium.
3. **Confirmation:** Wait for the Dashboard to read "ACTION: BUY".
**For a SELL Setup:**
1. **Trend:** Ensure the Quantum Wave (Dots) are **RED**.
2. **Momentum:** Look for the dots to grow from Small to Medium.
3. **Confirmation:** Wait for the Dashboard to read "ACTION: SELL".
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Initial Balance and FAContext-first intraday framework combining Initial Balance, volatility regime, and higher-timeframe reference levels.
This indicator is built around the principle that markets alternate between balance and imbalance, and that the most reliable opportunities emerge when price interacts with well-defined reference levels. Rather than relying on reactive signals, the framework emphasizes context first—using structurally important levels derived from prior sessions and higher timeframes to understand where acceptance, rejection, and initiative activity are most likely to occur. The goal is not prediction, but clarity: identifying where price is operating relative to its recent value, range, and volatility regime.
The approach deliberately separates calculation from interpretation. Core reference levels remain stable across timeframes, while volatility conditions are evaluated using a higher-timeframe lens to avoid noise and overfitting. This allows intraday traders to operate with a consistent directional bias, regardless of chart resolution, and focus execution around high-quality locations rather than chasing momentum. The indicator is designed to support discretionary decision-making, reinforcing disciplined trade selection, risk awareness, and alignment with broader market structure
RISK Disclaimer
This indicator is provided for educational and analytical purposes only and does not constitute investment advice or trade recommendations. Markets involve risk, and past behavior does not guarantee future results. Users are solely responsible for their trading decisions, position sizing, and risk management. Always validate signals with your own analysis and trade within predefined risk limits.
Trend volume profile 2.0 Trend Signal Pro is a technical analysis indicator designed to help traders
identify market trend direction and potential entry points.
The indicator analyzes price behavior using standard candlestick data
and applies trend-filtering logic to reduce false signals during
sideways market conditions.
Signals are generated only when multiple internal conditions align,
making it suitable for intraday and swing trading across different markets.
This indicator does not repaint and should be used as a decision-support tool,
not as a standalone trading system. Proper risk management is advised.
Weighted Stochastic Oscillator [SeerQuant]Weighted Stochastic Oscillator (WSTO)
The Weighted Stochastic Oscillator (WSTO) is an enhanced stochastic-based trend oscillator that builds on the traditional %K/%D framework by introducing adaptive weighting and configurable smoothing. By dynamically amplifying the oscillator’s deviation from the 50 midline based on a selected market “weight” (Volume, Momentum, Volatility, or Reversion Factor), WSTO provides a cleaner view of trend strength and regime shifts—without relying on classic 80/20 overbought/oversold bands.
⚙️ How It Works
WSTO uses a standard stochastic calculation, measuring where price sits within its rolling high/low range over a lookback period. That %K is then “context-weighted” using your selected weighting method: Volume, Momentum, Volatility, or Reversion Factor.
The weighting is normalized for stability (so it doesn’t blow out during abnormal periods), then applied by amplifying the oscillator’s deviation from the 50 midline. In practice, this means strong conditions make the oscillator lean harder away from 50 (clearer trend), while quieter conditions keep it closer to traditional stochastic behaviour.
The weighted %K is then smoothed using your chosen moving average type, and a second smoothing pass generates the %D signal line. Trend logic is based on a neutral band around 50: bullish when the oscillator holds above (50 + Neutral Zone), bearish when it holds below (50 - Neutral Zone), and neutral while it remains inside that range.
✨ Customizable Settings
WSTO is built to be tuned without overcomplication. You can choose the stochastic source mode (Close, HLC3, OHLC4, or a custom input source), set the stochastic length, and control smoothing via separate %K and %D smoothing lengths.
You can also pick from a wide selection of moving average types (SMA, EMA, RMA, HMA, DEMA, TEMA, etc.) to match your style.
The weighting method is the core differentiator. Volume weighting emphasizes participation, Momentum weighting emphasizes directional impulse, Volatility weighting emphasizes expansion/contraction, and Reversion Factor weighting biases toward mean-reversion dynamics by responding inversely to variance. On the style side, you can select a preset colour scheme (Default/Modern/Cool/Monochrome) or enable custom bull/bear/neutral colours. Candle coloring is optional, and you can decide whether candles follow %K or %D.
🚀 Features and Benefits
WSTO gives you an alternative stochastic that adapts to market conditions instead of treating every regime the same. The weighting engine makes trend strength more obvious when conditions justify it, while the neutral-zone framework reduces noise compared to classic OB/OS bands. With flexible smoothing and clean visual state changes, it works well as a trend filter, a confirmation layer, or a regime signal alongside other systems.
📜 Disclaimer
This indicator is for educational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Always consult a licensed financial advisor before making trading decisions. Use at your own risk.
BLACKBOX AI Trade Sniper [12CROWNS]BLACKBOX AI Trade Sniper
Stop guessing. Start targeting.
The BLACKBOX AI Trade Sniper is an institutional-grade algorithmic trading system designed exclusively for BLACKBOX Trade Journal Pro users. Built for precision scalping and swing trading, this tool eliminates market noise to reveal the true trend.
THE PROBLEM:
Most indicators lag or get chopped up in ranging markets, leading to false signals and drawdown.
THE SOLUTION:
The Trade Sniper synthesizes Renko Brick Construction with Heikin Ashi Smoothing to create a "MagLock" effect. It ignores minor price fluctuations and only fires a signal when a statistically significant structural break is confirmed by volatility (ATR).
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MISSION CRITICAL FEATURES:
1. Renko-Based Trend Engine (Noise Cancellation)
Instead of reacting to every tick, the AI runs a background simulation using Dynamic Renko Bricks. It auto-adjusts to market volatility using Average True Range (ATR).
- Result: You stay in the trade during chop and only exit when the trend actually reverses.
2. Target Lock Visuals (The Cockpit)
A clean, military-inspired HUD keeps your chart professional and clutter-free.
- Green Target (⌖): Confirmed Bullish Structural Break (Long Entry).
- Red Target (⌖): Confirmed Bearish Structural Break (Short Entry).
- Yellow Warning: Early detection system signaling that price has moved 80% toward a reversal.
3. Volatility "G-Force" Filter
Bad trades happen in low volume. The integrated G-Force monitor analyzes real-time volume vs. baseline averages to filter out weak moves (Crab Market) and highlight high-conviction breakouts.
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HOW TO USE:
- Scalpers: Use on lower timeframes (1m - 15m) to catch rapid trend shifts with the Renko Engine.
- Swing Traders: Use on higher timeframes (1H - 4H) to filter out intraday noise and ride major moves.
- Risk Management: Utilize the "Sniper Warning" (Yellow Target) to tighten stop-losses before a trend flip occurs.
ACCESS:
This is a proprietary Invite-Only Script protected by 12CROWNS. Access is restricted to active members of the BLACKBOX Trade Journal ecosystem.
For access details and documentation:
12crowns.com
Note: This tool does not repaint. All signals are confirmed upon candle close.
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Keywords: Trend Analysis, Renko, Volatility, Buy Sell, Scalping, Algo Trading, Sniping, Support Resistance, 12CROWNS, BlackBox
RDI Price ZonesOverview
RDI Price Zones is a manual price-level visualization indicator.
It draws user-defined horizontal zones and a reference line to help visually organize important price areas on the chart.
This script does not calculate, infer, or fetch market data.
All levels are entered manually by the user.
What it draws
• Reference Line — A horizontal line at a user-defined price level.
• Upper Zones — Rectangular price areas drawn to the right of the chart.
• Lower Zones — Rectangular price areas drawn to the left of the chart.
These elements are purely visual and do not generate signals.
Inputs
• Up to three upper zone price levels (manual input).
• Up to three lower zone price levels (manual input).
• One reference price level.
• Zone thickness defined as a percentage of price.
• Optional color and border settings.
Design notes
• Zones are drawn as rectangles anchored to price levels.
• Rectangles extend a fixed number of bars for visualization purposes only.
• Percentage-based thickness allows zones to scale across different instruments.
Usage
This indicator is intended to help users visually map predefined price areas during a session.
It does not predict price movement, suggest trades, or provide trading signals.
Disclaimer
This script is provided for educational and visualization purposes only.
It does not offer trading advice, does not guarantee results, and should not be used as the sole basis for trading decisions.
Short summary (≤200 chars)
Manual price-zone visualization tool. Draws user-defined rectangular zones and a reference line. No calculations, no signals, no predictions. Educational use only.
SMC Wave Sentinel v4.1 - Precision Trend Engine (by ChatGPT)Wave Sentinel v4.1 – Precision Trend Engine (by ChatGPT)
Wave Sentinel v4.1 is a precision-engineered scalping and trend detection system that combines adaptive multi-EMA logic with synchronized Profit Wave visualization.
Designed collaboratively with ChatGPT (2026), this system focuses on precision, responsiveness, and visual clarity for active traders.
Features:
• Adaptive multi-EMA trend detection
• Profit Wave visualization with top/bottom zones
• Single active signal logic (reduces false flips)
• Adaptive background trend filtering
• Customizable colors, alerts, and visual styles
Optimized for 15-second to 1-minute charts, but adaptable to any timeframe.
Built for scalpers, momentum traders, and algorithmic developers who value speed, structure, and visual precision.
SPX 0DTE Options War Detector v2 (RELAXED)# SPX 0DTE Options War Detector v2
## Real-Time Contract Acceleration Analysis for Same-Day SPX Options Trading
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## 🎯 WHAT THIS INDICATOR DOES
The SPX 0DTE Options War Detector identifies when SPX option contracts are moving **significantly faster** than the underlying SPX index itself - a critical signal for 0DTE (zero days to expiration) options traders looking for explosive intraday moves.
**Core Concept:**
When a 1 OTM call contract moves +30% while SPX only moves +0.15%, the **acceleration ratio is 200x**. This indicates gamma expansion, dealer hedging, or strong directional conviction - exactly what creates 100%+ option gains in minutes.
**This indicator tracks that acceleration in real-time and alerts you when contracts are exploding.**
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## 🔥 KEY FEATURES
### 1. **Real-Time Option Contract Tracking**
- Fetches live prices for your specified call and put option contracts
- Calculates % change over customizable lookback period (default: 3 bars)
- Compares contract movement vs. SPX movement every bar
### 2. **Acceleration Ratio Detection**
- **Calculates: Contract % Change ÷ SPX % Change**
- Signals when ratio exceeds threshold (default: 2x)
- Example: Contract up 40% while SPX up 0.20% = 200x acceleration
### 3. **Multi-Timeframe Alignment (Optional)**
- Checks 1-minute, 5-minute, and 15-minute EMA trends
- Confirms all timeframes agree before entry (can be toggled off)
- Reduces fakeouts by requiring conviction across multiple timeframes
### 4. **Smart Entry Signals**
- 🚀 **Green Arrow (CALL)**: Contract accelerating + SPX rising + bullish alignment
- 🔥 **Red Arrow (PUT)**: Contract accelerating + SPX falling + bearish alignment
- Only triggers during active trading hours (10am-3pm EST default)
### 5. **Automatic Exit Management**
- ❌ **Orange X**: Momentum dying (acceleration drops below 1x)
- ⏱️ **Time Exit**: Automatic exit after 30 minutes max hold
- **"In Trade" Tracking**: Dashboard shows current position status
### 6. **Live Dashboard**
- Real-time contract prices
- % change for calls, puts, and SPX
- Acceleration ratios (with color coding)
- Multi-timeframe alignment status (✓|✓|✓)
- Winner indicator (🏆) showing which side has edge
- Volume status (🔥 surge or 😴 quiet)
- Session status (LIVE or CLOSED)
### 7. **Background Regime Detection**
- 🟢 **Green background**: Calls winning (higher acceleration)
- 🔴 **Red background**: Puts winning (higher acceleration)
- ⚪ **Gray background**: Chop zone (no clear edge)
### 8. **Customizable Alerts**
- CALL ENTRY alert with acceleration details
- PUT ENTRY alert with acceleration details
- EXIT alerts when momentum dies
- All alerts include specific metrics (acceleration ratio, % changes)
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## 📋 HOW TO USE THIS INDICATOR
### **STEP 1: Daily Setup (Most Important!)**
Every morning before market open:
1. **Open SPX Options Chain** on TradingView
2. **Find current SPX price** (e.g., 6965)
3. **Calculate 1 OTM strikes:**
- Call Strike = SPX + 5 points (e.g., 6970)
- Put Strike = SPX - 5 points (e.g., 6960)
4. **Copy exact ticker symbols** from options chain:
- Example Call: `OPRA:SPXW260113C6970`
- Example Put: `OPRA:SPXW260113P6960`
5. **Update indicator settings:**
- Click gear icon
- Paste Call Option Ticker
- Paste Put Option Ticker
- Save
**Ticker Format:**
- `OPRA:SPXW` = Prefix for SPX weekly options
- `260113` = Expiry date (YYMMDD format, Jan 13, 2026)
- `C` or `P` = Call or Put
- `6970` = Strike price
### **STEP 2: Chart Setup**
- **Symbol**: SPX (S&P 500 Index)
- **Timeframe**: 1-minute chart
- **Session**: Regular market hours (9:30am-4pm EST)
- **Indicator Settings**: Default settings work well for most traders
### **STEP 3: During Trading Hours**
**Watch for Entry Signals:**
1. Monitor the dashboard for acceleration building (50x → 150x → 250x)
2. Check that "WINNER" 🏆 appears on one side consistently
3. Verify volume is 🔥 (if volume filter enabled)
4. **Wait for the arrow to print on chart**
- 🚀 Green arrow up = ENTER CALL
- 🔥 Red arrow down = ENTER PUT
5. Check the label for exact metrics (acceleration, % changes)
**Execute Trade:**
- Entry is MANUAL (indicator provides signals, you execute)
- Enter your chosen contract size
- Set stop loss at -50% contract value (or your risk tolerance)
- Target: 50-150% gain (typical for 0DTE accelerations)
**Exit When:**
- ❌ Orange X appears (momentum dying)
- ⏱️ 30 minutes elapsed (time-based exit)
- Dashboard shows "In Trade: NO"
- Target profit hit
- Stop loss hit
### **STEP 4: Settings Customization**
**Default Settings (Recommended for Starting):**
```
Trading Hours: 10am - 3pm EST
Acceleration Threshold: 2.0x
Contract % Threshold: 3.0%
Lookback Bars: 3
Require All Timeframes: FALSE
Require Volume Surge: FALSE
```
**If Getting Too Many Signals (>20/day):**
- Increase Acceleration Threshold to 3.0x or 4.0x
- Increase Contract % Threshold to 5.0%
- Enable "Require All Timeframes" = TRUE
- Enable "Require Volume Surge" = TRUE
**If Getting Too Few Signals (<5/day):**
- Decrease Acceleration Threshold to 1.5x
- Decrease Contract % Threshold to 2.0%
- Keep both filters OFF
---
## ⚙️ INDICATOR SETTINGS EXPLAINED
### **Core Parameters:**
**Trading Start/End Hour**
- Default: 10am - 3pm EST
- Most volatile 0DTE action happens in these hours
- Adjust if you trade different sessions
**Min Acceleration Ratio**
- Default: 2.0x
- How many times faster contract must move vs. SPX
- Higher = fewer but stronger signals
- Lower = more signals, potentially more noise
**Min Contract % Change**
- Default: 3.0%
- Minimum % gain contract must show
- Filters out tiny movements
- Higher = more selective entries
**Lookback Bars**
- Default: 3 bars (3 minutes on 1min chart)
- Period for calculating % changes
- Shorter = more reactive to quick moves
- Longer = smoother but slower signals
**Require All Timeframes Aligned**
- Default: FALSE (only checks 1min EMA)
- When TRUE: Requires 1min, 5min, AND 15min all aligned
- Use TRUE for highest-quality signals (fewer entries)
- Use FALSE for more opportunities
**Require Volume Surge**
- Default: FALSE
- When TRUE: Only signals when volume >1.5x average
- Confirms conviction behind moves
- Can miss quiet but powerful setups if enabled
### **Option Ticker Inputs:**
**Call Option Ticker**
- MUST be updated daily for 0DTE trading
- Format: `OPRA:SPXW `
- Example: `OPRA:SPXW260113C6970`
- Find in TradingView's SPX Options Chain
**Put Option Ticker**
- MUST be updated daily for 0DTE trading
- Format: `OPRA:SPXW `
- Example: `OPRA:SPXW260113P6960`
- Usually 5-10 points below ATM strike
---
## 📊 UNDERSTANDING THE DASHBOARD
### **Dashboard Fields:**
**Price** → Current option contract price
**% Change** → Contract % change over lookback period (green = up, red = down)
**Accel Ratio** → Contract % ÷ SPX % (green if >threshold)
**SPX % Chg** → SPX index % change
**1m|5m|15m** → Timeframe alignment (✓ = aligned, ✗ = not aligned)
**WINNER** → 🏆 appears on side with higher acceleration
**Volume** → 🔥 = surge, 😴 = quiet
**In Trade** → YES = currently tracking a position, NO = flat
**Session** → LIVE = trading hours active, CLOSED = outside hours
### **What to Look For:**
**Strong CALL Setup:**
```
Price: 45.2
% Change: +38% (green)
Accel Ratio: 250x (green - above threshold)
SPX % Chg: +0.15%
1m|5m|15m: ✓|✓|✓ (all aligned)
WINNER: 🏆 (call side)
Volume: 🔥
In Trade: NO (ready for entry)
Session: LIVE
```
→ Wait for 🚀 green arrow, then consider entry
**Strong PUT Setup:**
```
Price: 52.8
% Change: +45% (green)
Accel Ratio: 225x (green)
SPX % Chg: -0.20%
1m|5m|15m: ✓|✓|✓ (all aligned)
WINNER: 🏆 (put side)
Volume: 🔥
In Trade: NO
Session: LIVE
```
→ Wait for 🔥 red arrow, then consider entry
---
## 💡 BEST PRACTICES
### **DO:**
✅ Update option tickers EVERY morning
✅ Wait for the arrow signal (don't trade dashboard alone)
✅ Exit when orange X appears (momentum dying)
✅ Respect the 30-minute max hold time
✅ Only trade during high-volume periods (🔥)
✅ Start with paper trading for 5-10 days
✅ Track your actual results (not just signals)
✅ Use proper position sizing (risk 1-2% of account per trade)
### **DON'T:**
❌ Trade without updating tickers daily
❌ Chase signals after arrow already printed
❌ Hold past exit signals "hoping" for recovery
❌ Trade during lunch hour (low volume)
❌ Take every signal (filter for best setups)
❌ Ignore timeframe alignment when enabled
❌ Trade outside 10am-3pm window (lower liquidity)
❌ Risk more than you can afford to lose
---
## 🎯 TYPICAL USE CASES
### **Case 1: Scalper (Multiple Trades Per Day)**
- Settings: Acceleration 2.0x, All filters OFF
- Expectation: 15-20 signals per day
- Strategy: Take 5-8 best setups (🔥 volume + ✓|✓|✓ alignment)
- Hold Time: 3-10 minutes
- Target: 50-100% per trade
### **Case 2: Selective Trader (Quality Over Quantity)**
- Settings: Acceleration 3.0x, All filters ON
- Expectation: 5-8 signals per day
- Strategy: Take every signal with conviction
- Hold Time: 10-20 minutes
- Target: 100-150% per trade
### **Case 3: Trend Rider (Momentum Continuation)**
- Settings: Acceleration 2.5x, Volume ON, Timeframes OFF
- Expectation: 10-15 signals per day
- Strategy: Take signals that align with market trend
- Hold Time: 15-30 minutes
- Target: 75-125% per trade
---
## ⚠️ IMPORTANT DISCLAIMERS
### **Risk Warning:**
- 0DTE options are EXTREMELY high risk
- You can lose 100% of position in minutes
- Only trade with money you can afford to lose completely
- This indicator does NOT guarantee profits
- Past performance does not indicate future results
### **Not Financial Advice:**
- This is an educational tool for analyzing option acceleration
- Not a recommendation to buy or sell any security
- Consult a licensed financial advisor before trading
- The creator assumes no liability for trading losses
### **Technical Limitations:**
- Requires real-time option data subscription
- Option tickers MUST be updated daily for 0DTE
- Signals are based on historical patterns (not predictive)
- Acceleration can reverse instantly (use stops always)
- Low liquidity contracts may show false signals
### **Market Conditions:**
- Works best in trending markets (strong directional moves)
- Less effective in choppy/range-bound conditions
- High volatility days produce more signals
- Quiet days may produce few or no signals
---
## 🚀 EXPECTED RESULTS
### **Signal Frequency:**
- **Relaxed Settings**: 15-20 signals per day
- **Balanced Settings**: 10-15 signals per day
- **Strict Settings**: 5-8 signals per day
### **Signal Quality:**
- **Not every signal is a trade** (filter for best setups)
- **Trending days = more signals** (this is normal)
- **Chop days = fewer quality signals** (be patient)
- **Exit signals are fast** (3-10 minutes typical for 0DTE)
### **Win Rate Expectations (Realistic):**
- **Beginner**: 40-50% win rate
- **Intermediate**: 50-60% win rate
- **Advanced**: 60-70% win rate
- **Risk/Reward**: Target 1:1 to 1:3 (with discipline)
### **Performance Factors:**
- Your entry timing (taking best vs. all signals)
- Your exit discipline (following stops)
- Market conditions (trending vs. chop)
- Position sizing (proper risk management)
- Experience level (paper trade first!)
---
## 🔧 TROUBLESHOOTING
### **"Dashboard shows NaN"**
→ Option ticker not found or no data
→ Verify ticker format is correct
→ Check strike is not too far OTM (use 1-2 OTM only)
### **"No signals generating"**
→ Check "Session" shows LIVE
→ Lower acceleration threshold (try 1.5x)
→ Disable all filters temporarily
→ Verify option tickers updated for today
### **"Too many signals"**
→ Increase acceleration to 3x or higher
→ Enable "Require All Timeframes" = TRUE
→ Enable "Require Volume Surge" = TRUE
→ Increase contract % to 5-7%
### **"Exit warnings without entries"**
→ Fixed in V2 (only shows when "In Trade: YES")
→ If still appearing, indicator may need refresh
### **"Only CALL or only PUT signals"**
→ This is NORMAL on trending days
→ Market dictates which side has edge
→ System working correctly if directional
---
## 📚 ADDITIONAL RESOURCES
### **Recommended Learning:**
- SPX 0DTE options basics and mechanics
- Gamma risk and dealer hedging concepts
- Option acceleration vs. underlying movement
- Proper position sizing and risk management
- Backtesting vs. forward testing methodology
### **Complementary Tools:**
- Bookmap (order flow analysis)
- Volume profile indicators
- Opening range breakout tools
- Volatility index (VIX) monitoring
### **Community:**
- Share your results and optimizations
- Discuss settings for different market conditions
- Report bugs or suggest improvements
- Help other traders learn the system
---
## 📝 VERSION HISTORY
**v2.0 - Relaxed Entry Conditions**
- Removed new high/low requirement (too strict)
- Made multi-timeframe alignment optional
- Made volume surge optional
- Added "In Trade" tracking to dashboard
- Fixed exit warnings appearing without entries
- Lowered default contract % threshold to 3%
**v1.0 - Initial Release**
- Core acceleration detection logic
- Multi-timeframe EMA alignment
- Dashboard with real-time metrics
- Entry and exit signal system
- Basic alert structure
---
## 🤝 CREDITS & ATTRIBUTION
**Concept:** Contract acceleration detection for 0DTE SPX options
**Methodology:** Real-time comparison of option contract movement vs. underlying index movement
**Target Audience:** Active 0DTE options traders seeking explosive intraday moves
**Development:** Collaborative refinement through live testing and user feedback
**Open Source:** This script is published for the trading community. Feel free to modify and improve, but please credit the original work.
---
## 💬 FINAL NOTES
This indicator was built by traders, for traders who understand that 0DTE options require:
- **Speed** (decisions in seconds)
- **Precision** (knowing when contracts are truly accelerating)
- **Discipline** (following exits without emotion)
- **Risk Management** (proper sizing and stops)
If you use this tool, you accept the risks. If you profit from it, pay it forward by helping others learn.
**Trade smart. Trade small. Trade safe.**
---
## 📞 SUPPORT & FEEDBACK
If this indicator helps you, please:
- ⭐ Leave a review
- 📊 Share your optimization settings
- 🐛 Report any bugs or issues
- 💡 Suggest improvements
**Good luck, and may your acceleration ratios be ever in your favor!**
---
*Disclaimer: This indicator is for educational and informational purposes only. Trading options involves substantial risk of loss. The creator makes no guarantees of profitability and assumes no liability for trading decisions made using this tool.*
Stablecoin Depeg & Risk Monitor [SANKTOV]Stablecoin Depeg & Risk Detector
This indicator is a comprehensive monitoring tool designed for professional traders and liquidity providers to track the stability of major stablecoins ( USDT, USDC, and FDUSD ) against the US Dollar. Unlike simple price alerts, this script utilizes multi-layer detection logic to separate market noise from genuine systemic risk.
Key Features
Multi-Asset Monitoring: Simultaneously tracks USDT, USDC, and FDUSD depeg events using high-precision data retrieval from institutional-grade feeds.
Volatility-Adjusted Thresholds: Automatically widens or tightens depeg sensitivity based on ATR (Average True Range) to reduce false positives.
Multi-Timeframe (MTF) Confirmation: Prevents "wick-induced" alerts by requiring confirmation from higher timeframes before flagging a severe event.
Systemic Risk Detection (Sync Depeg): Specialized logic that triggers when multiple stablecoins depeg simultaneously, signaling a broad market crisis.
Spread & Rotation Analysis: Visualizes the spread between USDT and USDC to detect "flight to safety" rotations or capital outflows.
Visualizations & Dashboard
Risk Histogram: Color-coded bars showing the severity of depegs (Moderate, Severe, Extreme) for each asset.
Heat Ribbon & Spread Visualization: A dynamic ribbon at the bottom showing rotation intensity and direction.
Real-time Status Table: A clean HUD providing instant prices, basis point deviations, and systemic status.
Historical Markers: Automatic labels and shapes on the chart to review past depeg events for correlation analysis.
Professional Alert System
Individual Asset Alerts: Specific triggers for both downside depegs and upside premiums.
Synchronous Alerts: Critical alerts for systemic events where multiple pegs are failing at once.
Composite Alerts: Streamlined notification management for "Any Severe" or "Any Extreme" market events.
How to use
This indicator is best used on lower timeframes (1m to 15m) for real-time monitoring while keeping the MTF confirmation set to 1H. It is an essential tool for anyone holding large stablecoin positions or managing DeFi liquidity pools.
ATR RangeATR Range is a minimal, clean volatility context indicator designed to show how much of the Daily and Weekly ATR has already been used — without cluttering your chart.
Instead of plotting multiple lines or tables, this indicator displays two simple, highly-informative lines:
• Day Range (X) is Y% of ATR (Z)
• Week Range (X) is Y% of ATR (Z)
These lines update intraday and give you immediate awareness of whether price has already made an average move or still has room to expand.
⸻
🔍 What It Shows
• Daily range vs Daily ATR
• Weekly range vs Weekly ATR
• Percentage of ATR already consumed
⸻
🎯 Why This Is Useful
• Helps avoid chasing extended moves
• Adds volatility context to entries and exits
• Ideal for futures, options, and index trading
ALTINS1 Darphane Altin Sertifikasi Fair Value Tracker [ALPAY.B]This indicator displays the fair value of the Darphane Gold Certificate (ALTINS1) traded on Borsa Istanbul.
It calculates the theoretical price based on 0.01 grams of Spot Gold (XAU/USD) converted to Turkish Lira (USD/TRY). This tool is essential for investors to monitor whether the certificate is trading at a significant premium or discount compared to its intrinsic gold value.
Key Features:
Real-time Fair Value calculation.
Live Premium/Discount percentage tracking.
Visual background warnings for overvalued conditions.
Elder AutoEnvelope 1m/5mOverview
This script is an advanced implementation of Dr. Alexander Elder’s AutoEnvelope, specifically optimized for 1-minute (1m) and 5-minute (5m) low-timeframe trading.
The logic treats the market as a "manic-depressive" entity:
Center Line (26 EMA): Represents the fair value consensus.
Fast Line (13 EMA): Captures short-term price momentum.
Envelopes (Bands): Represent the limits of price "sanity." Under normal conditions, 95% of price action should remain within these bands.
Key Features
Powered by Pine Script V6: Built on the latest engine for maximum precision and performance.
Real-time Coverage Tracker: A dashboard in the top-right corner displays the percentage of price bars contained within the bands over the lookback period. The goal is to adjust the Multiplier until coverage is ~95%.
Dual Smoothing: To combat high-frequency noise on 1m/5m charts, this script applies a secondary smoothing layer to the channel width, preventing the "jagged" lines found in standard indicators.
Recommended Settings
Lookback: Defaulted to 300. On a 1m chart, this represents 5 hours of data, providing a much more robust "normal" range than the standard 100-period setting.
Multiplier: Usually ranges between 2.0 and 3.5 depending on the asset's volatility. Tune this until the Coverage Panel shows ~95%.
SmoothLen: Defaulted to 20. Increase this value for even smoother, more "parallel" bands during high-noise sessions.
Practical Trading Advice
Take Profit Zones: In an uptrend, treat the Upper Band as a primary target. When price pierces the band and closes back inside, it’s often the climax of the move.
Mean Reversion: When price touches the Lower Band while significantly stretched away from the yellow Center Line, look for a bounce back to the value area, especially if the Purple Fast Line begins to flatten.
Trend Filtering:
Price above Fast Line (Purple) + Upward slope: Bullish bias. Only look for Longs or Profit Taking.
Price below Fast Line (Purple) + Downward slope: Bearish bias. Only look for Shorts or Covering.
Asset Calibration: When switching assets (e.g., Gold to BTC), always fine-tune the Multiplier. The bands are only statistically valid when the Coverage Panel stays between 94% and 96%.
指标简介
本脚本是基于亚历山大·爱尔德博士（Dr. Alexander Elder）著名的“自动包络线”（AutoEnvelope）理论开发的进阶版本，特别针对 1分钟（1m）和 5分钟（5m） 等短周期高频交易进行了优化。
该指标的核心逻辑是将市场视为一个“躁郁症患者”：
中心线 (26 EMA)：代表市场的平均价值认同。
快线 (13 EMA)：代表短期价格动能。
包络线 (Bands)：代表价格波动的极端边界（95% 的价格应运行在通道内）。
核心功能
V6 引擎驱动：采用最新的 Pine Script V6 编写，计算更精准，内存占用更低。
实时覆盖率统计：右上角实时显示过去 300 根 K 线中有多少比例落在通道内。目标是手动调整倍数（Multiplier）使该数值维持在 95% 左右。
双重平滑处理：针对短线噪音，对通道宽度进行了二次平滑，避免了传统指标在 1 分钟图上常见的“锯齿状”变形。
参数设置建议
Lookback (回溯周期)：默认 300。在 1m 图上代表过去 5 小时，能提供比默认 100 周期更稳定的边界。
Multiplier (偏离倍数)：根据不同品种调整（通常在 2.0 - 3.5）。请观察右上角面板，当覆盖率接近 95% 时，该倍数最为准确。
SmoothLen (平滑系数)：默认 20。如果觉得轨道太乱，可调高此值。
实际交易建议
波段止盈点：在上升趋势中，当价格刺破上轨且 K 线实体收回上轨下方时，是绝佳的多头平仓位。
均值回归：当价格偏离中心线触碰下轨，且快线（紫色）开始走平时，预示即将反弹回中心线。
趋势过滤：
价格在快线（紫色）上方且快线斜率向上：只做多或平多，不逆势抄顶。
价格在快线（紫色）下方且快线斜率向下：只做空或平空。
覆盖率校准：切换交易品种（如从黄金切换到比特币）后，务必微调 Multiplier，确保覆盖率处于 94%-96% 之间，此时的边界才具有统计学意义。
YVAO Q SinyalliVoltide al sat osilatörüdür. rsi haraketli ortlamaları ile trend tahmini imkanı sağlar.
ZenAlgo - SqueezeThis indicator is a separate-pane tool that reads the current chart symbol (treated as the traded instrument, typically a perpetual) and optionally reads a second symbol used as a comparison reference. It can operate in two broad modes:
Basis on - the script attempts to obtain a "spot or reference" close and compares the chart close against it.
Basis off - all basis related parts are disabled and only the on-chart derived components remain.
The comparison reference can be selected via presets (dominance and market cap style tickers, BTC perpetual, etc.) or via a manual symbol selector. There is also an optional second comparison line that is visual-only and does not influence the squeeze logic.
Spot and reference selection, including safety and fallback
When basis mode is enabled, the script needs a valid comparison close series. It supports three ways to obtain it:
Manual selection - you choose a specific reference symbol or one of the provided presets.
Auto spot from the chart symbol - the script strips the ".P" suffix from the chart ticker to guess a spot ticker (fast, but can be invalid on some symbols or spread charts).
Exchange fallback chain - if the manual request fails to return data, the script tries a hardcoded sequence of exchanges for the same base pair (same exchange prefix first, then Binance, then Bybit, then MEXC, then Bitget). It uses requests that ignore invalid symbols so the script fails gracefully into the next option. Spread-style synthetic tickers are detected and excluded from this fallback process.
Why this matters: basis style comparisons are only meaningful when the reference series is actually available and aligned to the same timeframe. The script spends a lot of logic on preventing runtime failures and preventing accidental "fake basis" on unsupported tickers.
VWAP with standard deviation bands on multiple reset schedules
The next major block computes anchored VWAP states for several higher-level periods. The core approach is:
It performs a running, volume-weighted accumulation of typical price for the anchor period.
It simultaneously accumulates the second moment needed to estimate dispersion around VWAP, producing a standard deviation estimate around the anchored VWAP.
On each reset boundary (daily, weekly, monthly, quarterly, semiannual, yearly), the accumulators reset and begin a new anchored VWAP segment.
Why this matters: anchored VWAP is treated here as a rolling "fair value" for the current period. The dispersion estimate is used to convert distance from VWAP into discrete states (premium, discount, etc.) instead of relying on raw price distance, which varies widely across assets.
Smoothed average line used as a slower trend filter
Alongside the anchored VWAPs, the script builds a slow baseline from the chart close using a two-stage smoothing process. This baseline is then used as a slower reference for trend qualification.
Why this matters: the trend logic requires alignment between price, the daily anchored VWAP, and this slower baseline, plus confirmation that both the daily VWAP and the slow baseline are rising or falling. This avoids classifying trend from price position alone.
Trend classification used for context labeling
Trend is classified as:
Bull trend when price is above the daily anchored VWAP, the daily anchored VWAP is above the slow baseline, and both the daily VWAP and the slow baseline are rising.
Bear trend when price is below the daily anchored VWAP, the daily anchored VWAP is below the slow baseline, and both are falling.
If neither is true, the script treats trend as neutral for its table and for squeeze sub-labeling.
Why this matters: the script later distinguishes events that align with the prevailing trend versus those that run against it.
VWAP state mapping and heatmap rows
For each anchored VWAP (D, W, M, Q, S, Y), the script assigns a discrete state label based on where price is relative to VWAP and how many dispersion units away it is. The state labels include:
Above, Below
Premium and Discount tiers
"Super" and "Mega" tiers for more extreme distances
These states are turned into colors using a selected palette preset. The script then draws horizontal "heat" lines at fixed Y offsets inside the indicator pane, one row per anchor timeframe, plus optional row-letter labels that also show whether the anchored VWAP is rising, falling, or stable.
How to interpret:
The heatmap is not a price plot. It is a categorical summary of where current price sits relative to each anchored VWAP and its dispersion.
Multiple rows allow you to see whether price is simultaneously extended on short anchors but neutral on long anchors, or vice versa.
Normalized metrics used for squeeze detection and plots
The script computes several standardized (z-scored) series over a fixed lookback length:
Chart close z-score - how far the current close is from its recent mean in standardized units.
Reference close z-score - same standardization on the chosen comparison series (only when basis is enabled and reference exists).
Basis percentage z-score - derived from the ratio between chart close and the reference close, transformed into percent difference, then standardized.
Delta proxy z-score - a signed volume proxy that assigns positive weight on up candles, negative weight on down candles, and zero on unchanged candles, then standardized. For symbols with missing volume, it can fall back to a constant weight of 1 depending on settings.
Why this matters:
The use of z-scores makes thresholds portable across assets and regimes. Instead of using raw basis percent or raw volume, the script detects whether each component is unusually large relative to its own recent distribution.
Squeeze event conditions and "continuation vs countertrend" labeling
The core squeeze events are defined by three simultaneous conditions, each compared to a fixed threshold:
Price is moving fast enough (rate-of-change threshold).
Basis deviation is large enough in one direction (basis z-score threshold).
Delta proxy deviation is large enough in the same direction (delta z-score threshold).
When these align to the upside, the script calls it a short squeeze event (upward acceleration with positive basis and positive delta proxy abnormality). When they align to the downside, it calls it a long squeeze event (downward acceleration with negative basis and negative delta proxy abnormality).
Volume availability handling:
You can hard-disable squeeze detection on symbols where volume is missing.
Or you can allow it, in which case the delta proxy uses a fallback weight so the pipeline still functions.
Continuation vs countertrend:
Each squeeze event is classified relative to the trend state described earlier.
A squeeze that agrees with the trend is marked as continuation.
A squeeze that opposes the trend is marked as countertrend.
Visual output tied to squeezes:
Optional dots are plotted near the top or bottom of the pane to indicate event type (short vs long, continuation vs countertrend).
Optional candle coloring is applied only during squeeze states, using separate colors for continuation bull, continuation bear, and countertrend.
Basis vs chosen comparison relationship on fixed timeframes
In addition to the main squeeze logic, the script evaluates how the basis z-score compares to the chosen reference z-score on four fixed intraday timeframes (5m, 15m, 1h, 4h). For each timeframe it assigns a simple state:
Basis standardized value above the reference standardized value
Basis standardized value below the reference standardized value
Equal or unavailable
These states are primarily used to color table cells as a compact multi-timeframe context readout.
Why this matters: it provides a quick view of whether the basis deviation is leading or lagging the chosen reference across multiple granularities, without changing the main squeeze definitions.
Cross between basis and chosen reference
When enabled and basis is available, the script detects crosses between:
Basis z-score line
Chosen reference z-score line
It can plot small up or down triangles on the basis plot when the basis standardized value crosses above or below the reference standardized value. The triangle color is tied to the daily VWAP heat color so the marker inherits the daily premium/discount context.
Why this matters: it isolates regime changes where the basis deviation becomes stronger or weaker than the reference series in standardized terms, which can be used as a context shift rather than a standalone entry indication.
Pane plots, fills, and thresholds
The indicator pane can show:
The chart close z-score line (perp series).
The chosen reference z-score line (compare series, when available).
The basis z-score line.
The optional second comparison z-score line.
A background fill is drawn between the chart close z-score and the reference z-score to visualize which is higher at the moment. Horizontal reference lines are also drawn for:
The basis z-score thresholds used for squeeze logic.
The delta proxy z-score thresholds used for squeeze logic.
Zero line and additional guide lines at several standardized levels.
How to interpret values:
The plotted values are standardized units relative to each series’ own recent distribution.
A value around 0 indicates "near recent average."
Large positive or negative values indicate "unusually above or below recent average" for that specific series.
Table readout and derived bias score
A table can be shown in the top-right of the pane, summarizing:
Current mode (basis off, auto spot, or which preset/manual reference is in use).
Whether basis data is valid.
Trend state and a slope warning/ok flag.
Daily and weekly anchored VWAP numeric values and their premium/discount state coloring.
A daily vs weekly VWAP difference state.
Price rate-of-change state.
Basis percent value and basis z-score state.
Delta proxy z-score state.
Chart close z-score state.
Reference z-score state.
A composite bias score and text label.
The four timeframe basis-vs-reference relationship states (5m, 15m, 1h, 4h).
The score is then mapped to labels from strong bearish through neutral to strong bullish, optionally appending the most recent squeeze classification when present.
Right-side value tags
On the last bar, the script can draw short horizontal lines and labels to the right showing the latest values for:
Chart close z-score
Reference z-score
Basis z-score
Optional second comparison z-score
These tags are offset a user-selected number of bars into the future so they remain readable.
"Best" block and alert conditions
A final logic layer uses:
Two fixed thresholds on the basis z-score (one associated with an "up" cross and one with a "down" cross).
A count of how many enabled VWAP heatmap rows are currently in "hot" states (above or premium tiers) vs "cold" states (below or discount tiers).
A recent-squeeze filter that checks whether any squeeze event happened within a defined lookback window.
It then plots:
Small circles for threshold crosses when at least a minimum hot/cold alignment exists.
Diamonds when alignment exists, optionally larger when alignment count is higher.
Separate diamonds when the threshold cross happens without a recent squeeze.
Alert conditions are provided for:
Strong "best" diamonds when alignment meets a higher minimum.
Optional alerts for "best" threshold crosses without recent squeezes.
Optional alerts for basis-vs-reference z-score crosses.
Why this matters: it gates threshold events by broader multi-anchor context, attempting to avoid treating a single standardized cross as equally meaningful in every macro positioning regime.
Added value over common free indicators
This script combines several components that are often separate in typical tools, and it enforces explicit data-availability safeguards:
Anchored VWAP states across multiple calendar resets with an internal dispersion estimate and a compact heatmap summary.
Basis style comparison that can be driven by multiple preset market references, with a fallback chain across exchanges and explicit spread-chart protection.
Squeeze detection that requires simultaneous agreement across price acceleration, basis deviation, and a signed volume proxy deviation, then labels the event by trend alignment.
A unified pane where standardized series, thresholds, heatmap context, and table diagnostics are all consistent with the same internal state.
Disclaimers and where it can fall short
If the chosen reference symbol is unavailable or returns gaps, basis-dependent outputs can be unavailable or may switch to fallback sources depending on settings. This can change the basis series behavior compared to a strictly fixed reference feed.
The delta component is a proxy based on candle direction and volume, not an exchange order-flow delta. On symbols with unreliable volume, enabling fallback weighting can keep the indicator running but reduces the meaning of "volume-driven" parts.
Standardized values depend on the chosen lookback. In highly non-stationary regimes, what is "unusual" can shift quickly.
Anchored VWAP states depend on reset definitions in UTC. If your trading session expectations are tied to different session boundaries, interpret anchor transitions accordingly.
How to best use it
Start by verifying Basis OK in the table when basis mode is enabled. If it shows an error state, either switch reference mode, disable basis, or enable fallback if appropriate for your symbol.
Use the heatmap rows to understand whether price is extended relative to multiple anchored baselines simultaneously or only on short anchors.
Treat squeeze dots and candle coloring as event markers, then use the trend label (continuation vs countertrend) and the VWAP states to decide whether the event aligns with your broader plan.
Use basis vs chosen crosses and the basis-vs-reference multi-timeframe states as context shifts, not as isolated triggers.
If you enable alerts, prefer those that include the multi-row hot/cold alignment gating when you want fewer, more context-filtered notifications.
Daily ATR Daily Levels [SystemAlpha]Daily ATR Daily Levels Indicator
OVERVIEW:
This indicator plots dynamic support and resistance levels based on the Daily Average True Range (ATR). It helps traders identify potential price targets and reversal zones by calculating ATR-based levels from the current day's high/low or gap levels.
KEY FEATURES:
- Calculates upper and lower ATR levels using customizable period and multiplier
- Automatically detects and accounts for price gaps
- Visual overflow indicators when price breaches ATR levels
- Works on all intraday timeframes (not available on weekly/monthly)
- Fully customizable line styles, colors, and dimensions
- Choose between today's or yesterday's ATR values
HOW IT WORKS:
1. Calculates the Daily ATR using your specified period (default: 20)
2. Identifies the day's high/low or gap reference points
3. Upper Level = Bottom Price + (ATR × Multiplier)
4. Lower Level = Top Price - (ATR × Multiplier)
5. Lines change color when price exceeds the ATR levels (overflow)
USE CASES:
- Setting profit targets based on average daily volatility
- Identifying potential support/resistance zones
- Gauging if the market has moved beyond normal daily range
- Risk management and position sizing based on ATR
INPUTS:
- Length: ATR calculation period (default: 20)
- Multiplier: ATR multiplication factor for level distance (1-5)
- Value: Use today's or yesterday's ATR calculation
- Line customization: style, width, length, offset, and colors
DISPLAY:
- Orange lines: Normal ATR levels
- Red lines: Price has breached the ATR level (overflow condition)
- Labels show the exact price level and ATR value
BEST PRACTICES:
- Use on intraday timeframes (1min to daily)
- Combine with other technical analysis tools for confirmation
- Higher multipliers (2-3x) work well for swing trading targets
- Monitor overflow conditions for potential exhaustion signals
Behavioral Transform Model: Conditional Support & ResistanceOverview
Spot abnormal price moves based on recent market behavior.
This indicator models how traders perceive “normal” price action, using recent return patterns to draw adaptive support and resistance levels. It builds a dynamic corridor around a conditional expected value, shading an envelope that the majority of price closes historically. Price closes outside this corridor are marked with color-coded anomaly signals, highlighting significant shifts in market behavior.
In short, the tool does three things: it distinguishes normal vs. abnormal price behaviour, draws data-driven support and resistance zones, and helps you see excess volatility as it develops.
What You See (Conditional Upon the Lookback Period)
Expected Value (gray line): Rolling average serving as the center point.
Upper & Lower Bounds (±1 standard deviation): Define the core “normal” price range. The upper bound is displayed in blue, and the lower bound in orange. Secondary bounds use darker shades of blue and orange to distinguish them. You can see the edges of these bounds on the chart and adjust shading if preferred. The latest values for all bounds are also shown on the price axis for easy reference.
Secondary Bounds: Wider outer limits set by the Secondary Standard Deviation input.
Shaded Corridors: Visually framing the range between core and secondary bounds for quick context.
Anomaly Markers:
White: Close outside normal corridor
Blue: Close above secondary upper bound
Orange: Close below secondary lower bound
Markers highlight behavior shifts but do not provide triggers or advice.
How It Works
The model captures trader behavior by framing price relative to a local mean and volatility derived from recent returns. The shaded corridor represents a statistically grounded “normality” band that adapts as market conditions change. Price moves beyond this band signal behaviorally and statistically significant events, such as sentiment shifts or volatility spikes.
Inputs
Lookback Period: Defines horizon for recent history, mimicking trader memory. Shorter values react quickly; longer values smooth noise.
Secondary Standard Deviation: Adjusts the width of the outer bounds and filters the frequency of anomaly markers. Regular anomaly markers still appear normally and are mainly influenced by the lookback period, while extreme anomaly markers depend on both the lookback and the secondary standard deviation width setting.
How to Use
Add to standard candlestick charts with adequate history.
Follow price relation to the shaded corridor to gauge normality.
Use anomaly markers to spot meaningful deviations from recent behavior.
Adjust inputs to match personal trading style and timeframe: longer chart timeframes often pair better with shorter lookback windows, allowing the model to remain focused on the most recent and relevant return structure.
Notes
Valid for most symbols and timeframes with sufficient data.
Restricted to standard chart types.
Latest support/resistance levels displayed on price scale.
Limitations & Risks
Outputs depend on lookback setting; different settings emphasize different dynamics.
This tool is descriptive only—no predictive signals or trade instructions are provided.
Combine with other analysis methods and apply risk management.
Past behavior does not guarantee future results.
