Trend Tracer [AlgoAlpha]🟠 OVERVIEW
This tool builds a two-stage trend model that reacts to structure shifts while also showing how strong or weak the move is. It uses a mid-price band (from the highest high and lowest low over a lookback) and applies two Supertrend passes on top of it. The first pass smoothens the basis. The second pass refines that direction and produces the final trail used for signals. A gradient fill between the two trails uses RSI of price-to-trail distance to show when price is stretched or cooling off. The aim is to give traders a simple way to read trend alignment, pressure, and early turns without guessing.
🟠 CONCEPTS
The script starts with a mid-range basis. This is the average of the rolling highest high and lowest low. It acts as a stable structure reference instead of raw close or typical price. From there, two Supertrend layers are applied:
• The first Supertrend uses a shorter ATR period and lower factor. It reacts faster and sets the main regime.
• The second Supertrend uses a slightly longer ATR and higher factor. It filters noise, waits for confirmed continuation, and generates the signal line.
The interaction between these trails matters. The outer Supertrend provides context by defining the broader regime. The inner Supertrend provides timing by flipping earlier and marking possible shifts. The gradient fill uses RSI of (close − supertrend value) to display when price stretches away from the trail. This shows strength, exhaustion, or compression within the trend.
🟠 FEATURES
Bullish and bearish flip markers placed at recent highs/lows
Rejection signals off the trend tracer line
Alerts for bullish and bearish trend changes
🟠 USAGE
Setup : Add the script to your chart. Timeframe is flexible; lower timeframes show more flips while higher ones give cleaner swings. Adjust Length to change how wide the basis range is. Use the two ATR settings and factors to match the volatility of the market you trade.
Read the chart : When the refined trail (stv_) sits above price the regime is bearish; when below, it is bullish. The wide trail (stv) confirms the larger move. Watch the gradient fill: darker colors appear when price is stretched from the trail and lighter colors appear when the move is weakening. Flip markers ▲ or ▼ highlight the first clean shift of the refined trail.
Settings that matter : Increasing the Main Factor slows main-trend flips and filters chop. Increasing the Signal Factor delays the timing trail but reduces noise. Shortening Length makes the basis more reactive. ATR periods change how sensitive each Supertrend pass is to volatility.
Volatility
Bubbles + Clusters + SweepsIndicator For Bubbles + Clusters + Sweeps
✔ Volume bubbles
✔ Delta coloring (green/red intensity)
✔ Auto supply/demand zones
✔ Volume-profile style blocks inside zones
✔ Liquidity sweep markers
✔ Box drawings extending until filled
✔ Optional bubble filters (min-volume threshold)
Compression / ExpansionI created this Indicator to warn of compression and expansion so I could find the best area to trade I use it In conjunction with VWAP works on any timeframe and any asset where there is Volume
The Indicator produces a Letter C at the Start of Compression and a Letter E at the Start of Expansion you can change the settings to your liking On the chart my Expansion is in Red and compression is is Blue use In Conjunction with your favorite Indicators for Confluence
Average Candle SizeI created this indicator because I couldn't find a simple tool that calculates just the average candle size without additional complexity. Built for traders who want a straightforward volatility measure they can fully understand. How it works:
1. Calculate high-low for each candle
2. Sum all results
3. Divide by the total number of candles
Simple math to get the average candle size of the period specified in Length.
Trend Step Channel [BigBeluga]🔵 OVERVIEW
Trend Step Channel identifies directional bias by forming a dynamic volatility-based step channel. It detects trend shifts when candle lows close above the upper band (bullish) or when candle highs drop below the lower band (bearish). A step-style midline tracks the trend evolution, while an integrated dashboard shows price positioning percentages across multiple timeframes.
🔵 CONCEPTS
ATR-Based Channel — The indicator constructs upper and lower channel boundaries using ATR distance around a single adaptive trend line, providing automatic scaling with volatility.
Trend Direction Logic —
• Low above upper band → uptrend confirmation.
• High below lower band → downtrend confirmation.
Step Trend Line — A reactive midline that locks onto price swings, stepping upward or downward as new trend confirmations occur.
Channel Width — Defines the total volatility range around the midline; a wider channel smooths market noise, while a narrower one reacts faster.
Price Position Ratio — Calculates the relative position of the close within the channel, from 0% (bottom) to 100% (top).
🔵 FEATURES
Volatility-Adaptive Channel — Expands and contracts dynamically to match market volatility, maintaining consistent distance scaling.
Configurable MA Source — Choose from SMA, EMA, SMMA, WMA, or VWMA as the base smoothing method.
Color-Coded Step Line —
• Green indicates an uptrend.
• Orange indicates a downtrend.
Channel Fill Visualization — Semi-transparent fills highlight active volatility zones for clear trend identification.
Price Position Label — Displays a “<” marker and percentage at the channel edge showing how far the current close is from the lower or upper band.
Multi-Timeframe Dashboard —
• Displays alignment across 1H–5H charts.
• Each cell shows an arrow (↑ / ↓) with price % positioning.
• Cell background color reflects bullish or bearish bias.
Real-Time Updating — The channel, midline, and dashboard refresh dynamically every bar for continuous feedback.
🔵 HOW TO USE
Trend Confirmation —
• Bullish trend forms when candle low closes above the upper band.
• Bearish trend forms when candle high closes below the lower band.
Trend Continuation — Maintain bias while the step line color remains consistent.
Volatility Breakouts — Sudden candle breaks outside the band suggest new directional strength.
Dashboard Alignment — Confirm trend consistency across multiple timeframes before entering trades.
Entry Planning — In uptrends, consider entries near the lower band; in downtrends, focus on upper-band rejections.
Price Position Insight — Use the % label to judge whether price is extended (near 100%) or compressed (near 0%) within the channel.
🔵 CONCLUSION
Trend Step Channel delivers a precise, volatility-driven view of trend structure using ATR-based boundaries and a step-line framework. The integrated dashboard, color-coded channel, and live positioning metrics give traders a complete picture of market direction, trend strength, and price location within evolving conditions.
Auto Reaction Zones (XAUUSD)
✅ Auto Reaction Zones (XAUUSD) OANDA:XAUUSD
Auto Reaction Zones (XAUUSD) is an advanced supply & demand mapping tool designed to detect high-probability reaction zones using price impulses, volatility filters, market structure, and adaptive confirmation logic.
This indicator automatically identifies strong bullish and bearish reaction bases formed before impulsive movements, then plots dynamic demand and supply zones that help traders anticipate future reactions, reversals, or continuation points.
🔍 Core Features
▪ Automatic Supply & Demand Zone Detection
Identifies zones based on structural breakout impulses using ATR-based thresholds, volume confirmation, and validated base levels.
▪ Adaptive Confirmation Distance (ADR-Based)
The zone becomes active/confirmed only after price moves a configurable number of points.
A unique 3-case ADR logic adjusts the required confirmation distance based on current market volatility:
Case 1: Low ADR → smaller confirmation required
Case 2: Moderate ADR → medium confirmation
Case 3: High ADR → higher confirmation (more filtering)
This ensures stronger zones in high-volatility conditions (e.g., XAUUSD).
▪ Smart Zone Management
Automatic extension until tested or consumed
Optional lifetime limits (bars or days)
Auto-delete unconfirmed zones if price violates them too early
Hide tested or consumed zones for a cleaner chart
▪ Adjustable Zone Size Filtering
Option to enforce a minimum or maximum zone size, useful for cleaning noise and ultra-small reaction levels.
▪ ADR-Based Zone Spacing Filter
Prevents the creation of zones that are too close to each other.
Different spacing rules for same-direction and opposite-direction zones.
▪ Multi-Timeframe Mode
Overlay zones detected from higher timeframes directly onto your current chart.
▪ Directional Bias (EMA Filter)
Optionally restrict long/short zones based on EMA trend alignment.
▪ Real-Time Alerts
Receive alerts when price touches any active zone or only fresh zones.
🎯 Why This Indicator Is Different
Unlike typical supply/demand indicators that print every swing,
Auto Reaction Zones focuses on:
Only strong reaction bases
Only valid impulse-generated levels
Only zones confirmed by price movement
Only zones that respect volatility and minimum spacing rules
This results in cleaner charting, fewer false zones, and far more reliable reaction levels, especially on volatile instruments like XAUUSD.
⚠️ Disclaimer
This tool is not financial advice. Always combine zone analysis with broader market context and risk management.
Instant Volume Flow1. Volume Bars (Green/Red)
Shows instantly whether buyers or sellers are dominant.
2. Delta Volume Histogram
Green = net buying pressure
Red = net selling pressure
This lets you spot:
Big sell dumps
Sudden buy absorption
Volume momentum shifts
3. Spike Alerts
You get alerts when volume is more than 2× the 20-MA average volume.
Scalp Boost LONG✦ Overview
Scalp Boost LONG is a visual tool designed to highlight potential short-term upward impulses.
A signal is generated only when multiple market conditions align at the candle close, combining momentum dynamics, local probability shifts, and abnormal volume behavior.
The indicator does not repaint.
✦ Concept
The tool focuses on selective situations where the market shows signs of micro-breakout potential.
If all internal conditions are confirmed — a LONG event is displayed.
If not — the chart remains clean.
This builds a low-noise signal model, prioritizing quality over frequency.
✦ Signal Logic
The LONG signal requires confirmation of all core conditions:
• Local impulse dynamics
Identifies short-term acceleration suggesting a breakout from a compressed price structure.
• Probability beyond a statistical zone
Uses relative breakout probability instead of fixed levels, checking whether price exceeds expected local ranges.
• Abnormal volume activity
Highlights candles with monetary flow above a custom threshold, signaling increased market interest.
• Anti-overheat filter
Conditions avoiding exhausted or low-momentum phases where continuation is less likely.
Only when all filters are aligned a LONG marker appears.
✦ Visual Structure
The chart display is intentionally minimal:
• ROC Curve
Subdued line, showing short-term momentum without distraction.
• LONG Marker
Green triangle below the candle on confirmed events.
• Candle Highlight
Soft background highlight on the signal bar.
• Volume Marker
Small red dot at the bottom of candles with abnormal monetary flow.
All visual elements appear only on candle close.
✦ Alerts
A clean event structure is available for notifications:
LONG Signal
This allows receiving alerts during chart analysis or in automated workflows while keeping full control over decision-making.
✦ Notes & Guidelines
This tool:
is not a trading system,
does not provide targets or stops,
may trigger against the dominant trend,
should be combined with the user’s own methodology.
Signals are rare by design.
Do not interpret each event as a trend continuation — it highlights conditions, not outcomes.
✦ Suggested Use
-(Non-mandatory ideas for advanced users)
-identifying potential micro-breakouts,
-timing entries around volume spikes,
-adding context to scalping models,
-filtering impulsive moves from noise.
-suitable for a 5-minute timeframe
The indicator can be helpful as a confirmation layer, not a standalone decision tool.
Jefe ORBOpening Range Breakout (ORB) Indicator — Description
The Opening Range Breakout (ORB) Indicator automatically plots the high, low, and midpoint of the opening range for any market and any timeframe. This tool is ideal for intraday traders who rely on the initial price discovery window to identify direction, trend bias, liquidity sweeps, and breakout opportunities.
Features include:
Custom Opening Range start and end times
Opening Range High / Low / Mid lines
Optional session shading
Alerts for ORH/ORL breaks
Works across equities, futures, and crypto
This indicator lets traders tailor the ORB to 1m, 5m, 15m, 30m, or custom opening windows depending on their strategy.
How to Set the Time Correctly (IMPORTANT)
TradingView handles time based on two different factors:
The time zone of the chart/exchange
The time zone selected inside the indicator settings
Your ORB will ONLY plot correctly if your input times match the indicator’s chosen timezone—not your computer’s timezone.
Example: Matching NYSE Open While Trading From PST
NYSE opens at 9:30 AM Eastern Time
In Pacific Time (PST), this is 6:30 AM
In UTC, this is 14:30
If your indicator is set to use UTC, you must enter the ORB Start = 14:30 in order for the lines to align with the actual New York session open.
This is why, even though you personally trade in PST, you may need to use 14:30 when your chart or your indicator timezone is UTC.
Best Practice for Correct ORB Time Inputs
Choose your indicator timezone first, then enter the ORB start/end times in THAT zone:
If Indicator Timezone = America/New_York
Enter 09:30 for the ORB start
No conversion needed
If Indicator Timezone = America/Los_Angeles (PST)
Enter 06:30 for the ORB start
Matches NY open automatically
If Indicator Timezone = UTC
Enter 14:30 for the ORB start
This is 9:30 ET converted to UTC
The indicator intentionally allows manual timezone control so traders can align the opening range across global markets without depending on the chart's display timezone.
DXY Volatility Ranges TableThe Dollar Index (DXY) measures the US dollar's value against a basket of six major currencies, including the Euro, Japanese Yen, British Pound, Canadian Dollar, Swedish Krona, and Swiss Franc. Here are some key ranges for the DXY:
- Historical Highs and Lows:
- All-time high: 164.720 in February 1985
- All-time low: 70.698 on March 16, 2008
- Recent Trends:
- Current value: around 99.603 (as of December 5, 2025)
- 52-week high: 129.670 (November 8, 1985)
- 52-week low: 94.650 (projected target by some analysts)
- Volatility Ranges:
- Low volatility: DXY < 95
- Moderate volatility: DXY between 95-105
- High volatility: DXY > 105
- Support and Resistance Levels:
- Support: around 94.650 and 90.00
- Resistance: around 100.15/35 and 105.00
Viking Wheel Signals — CSP & CC (BB + RSI Confluence)This indicator highlights moments when Bollinger Bands expand while RSI confirms exhaustion, creating high-probability inflection points for Wheel Strategy entries.
When price tags the lower Bollinger Band while RSI is oversold, it often signals ideal zones for selling Cash-Secured Puts (CSPs). When price tags the upper Bollinger Band with RSI overbought, it helps time Covered Calls (CCs) or anticipate when shares may be called away.
Built specifically for the Wheel Strategy (CSP + CC), this tool maps volatility contractions, expansions, and trend shifts. For best results, use on the Daily chart and combine these signals with your own key support/resistance levels to fine-tune strike selection.
Tags: volatility, bollinger bands, rsi, options trading, wheel strategy, confluence, trend analysis
HH HL LH LL + BOS / CHoCHHH HL LH LL + BOS / CHoCH Structure Indicator (ATR Adaptive)
This indicator provides a complete market structure framework using swing-based pivots, real-time trend detection, BOS (Break of Structure), CHoCH (Change of Character), and optional ATR-adaptive swing sensitivity.
🔹 Core Features
1. Market Structure Labels
The script detects and labels:
HH – Higher High
LH – Lower High
HL – Higher Low
LL – Lower Low
These labels help visualize trend continuation or weakness in structure.
Each label type can be individually toggled ON/OFF in settings.
2. ATR-Based Adaptive Swing Length (Optional)
Swing pivots can be calculated using:
A fixed manual swing length, or
A dynamic ATR-based swing length that adjusts automatically to volatility.
Increasing volatility → longer swings
Decreasing volatility → tighter swings
This makes structure detection more stable and timeframe-adaptive.
3. Close-Based Break of Structure (BOS)
The indicator identifies a BOS when:
Price closes above the previous swing high (Bullish BOS↑)
Price closes below the previous swing low (Bearish BOS↓)
BOS labels can be turned ON/OFF without affecting internal calculations.
4. CHoCH (Change of Character)
CHoCH is triggered when a BOS occurs against the current trend, indicating a potential trend reversal:
CHoCH↑ – Bearish → Bullish reversal
CHoCH↓ – Bullish → Bearish reversal
CHoCH remains active even when BOS labels are turned off.
5. Alerts
The indicator provides alert conditions for:
CHoCH↑ (Bullish Trend Shift)
CHoCH↓ (Bearish Trend Shift)
This allows traders to automate notifications for significant trend changes.
6. Trend State Tracking
The script internally tracks the current structure-based trend:
Uptrend
Downtrend
Undefined
The trend updates dynamically based on real BOS events.
7. Fully Backwards Compatible
The indicator generates structure, BOS, and CHoCH even when scrolling back deep in chart history, thanks to extended max_bars_back handling.
Summary
This tool provides a complete, flexible, and non-repainting framework for market structure analysis, suitable for:
SMC/ICT traders
Swing & intraday traders
Trend traders
Price action analysts
With adaptive swing detection, clean structure labeling, BOS/CHoCH logic, and alert integration, the indicator helps traders understand market transitions with clarity and precision.
Buyer-Seller Locomotive IndexBuyer-Seller Locomotive Index (BSLI)
An original indicator that measures buyer and seller pressure, momentum shifts, and structural control in the market.
Overview
The Buyer-Seller Locomotive Index evaluates candle-level positioning relative to an adaptive EMA-based reference price. It calculates bull vs bear strength percentages and Total Power momentum using fast and slow EMAs, providing insight into which side currently dominates market structure. By combining pressure analysis with momentum smoothing, BSLI highlights both the intensity and direction of market control.
Features
Bull/Bear Strength Percentages: Normalized 0–100 values showing current dominance and threshold-based high-strength alerts.
Total Power Momentum: Fast and slow EMA crossover signals with a histogram to visualize expansion or contraction of pressure.
Visual Markers: Optional fight diamonds highlight candles intersecting the reference price, while dynamic labels show the exact strength percentages.
Crossover Signals: Circles mark potential shifts in momentum, helping to identify early transitions in market control.
Customizable Display: Users can toggle labels, markers, and histogram visibility for a clean or detailed chart view.
How to Use
BSLI provides traders with a multi-layered view of market structure:
Observe shifts in buyer vs seller dominance.
Spot early momentum transitions before trends become obvious.
Confirm price structure with Total Power and strength percentages.
Highlight periods of compression, conflict, or indecision for additional context.
This indicator is intended as a supportive analysis tool. Traders should combine it with personal methodology, risk management, and other analysis techniques. It is not a standalone trade signal.
Important Notes
Measures relative pressure, not absolute volume.
Percentages reflect current structure, not predicted price direction.
Signals are contextual; do not rely solely on crossovers for trading decisions.
Uses no lookahead; all calculations are based on completed bars.
Results may vary by asset, timeframe, and market volatility.
Originality
BSLI uniquely combines adaptive pressure extraction, normalized strength percentages, dual-EMA power momentum, conflict detection, and integrated labeling. This multi-component approach provides a clear and actionable view of the evolving balance between buyers and sellers, supporting both short-term and structural analysis.
UM VIX30-rolling/VIX Ratio oscillatorSUMMARY
A forward-looking volatility tool that often signals VIX spikes and market reversals before they happen. MA direction flips spotlight the moment volatility pressure shifts.
DESCRIPTION
This indicator compares spot VIX to a synthetic 30-day constant-maturity volatility estimate (“VIX30”) built from VX1 and VX2 futures. The VIX30/VIX Ratio reveals short-term volatility pressure and regime shifts that traditional VX1/VX2 roll-yield alone often misses.
VIX30 is constructed using true calendar-day interpolation between VX1 and VX2, with VX1% and VX2% showing the real-time weights behind the 30-day volatility anchor. The table displays the volatility regime, the VX1/VX2 weights, spot-term roll yield (VIX30/VIX), and futures-term roll yield (VX2/VX1), giving a complete, front-of-the-curve perspective on volatility dynamics.
Use this to spot early vol expansions, collapsing contango, and regime transitions that influence VXX, UVXY, SVIX, VX options, and VIX futures.
⸻
HOW IT WORKS
The script calculates the exact calendar days to expiration for the front two VIX futures. It then applies linear interpolation to blend VX1 and VX2 into a 30-day constant-maturity synthetic volatility measure (“VIX30”). Comparing VIX30 to spot VIX produces the VIX30/VIX Ratio, which highlights short-term volatility pressure and regime direction. A full term-structure table summarizes regime, VX1%/VX2% weights, and both spot-term and futures-term roll yields.
⸻
DEFAULT SETTINGS
VX1! and VX2! are used by default for front-month and second-month futures. These may be manually overridden if TradingView rolls contracts early. The default timeframe is 30 minutes, and the VIX30/VIX Ratio uses a 21-period EMA for regime smoothing. The historical threshold is set to 1.08, reflecting the long-run average relationship between VIX30 and VIX. All settings are user-configurable.
⸻
SUGGESTED USES
• Identify early volatility expansions before they appear in VX1/VX2 roll yield.
• Confirm contango/backwardation shifts with front-of-curve context.
• Time long/short volatility trades in VXX, UVXY, SVIX, and VX options.
• Monitor regime transitions (Low → Cautionary → High) to anticipate trend inflections.
• Combine with price action, NW trends, or MA color-flip systems for higher-confidence entries.
• MA red → green flips may signal opportunities to short volatility or increase equity exposure.
• MA green → red flips may signal opportunities to go long volatility, reduce equity exposure, or even take short-equity positions.
⸻
ALERTS
Alerts trigger when the ratio crosses above or below the historical threshold or when the moving-average slope flips direction. A green flip signals rising volatility pressure; a red flip signals fading or collapsing volatility. These can be used to automate long/short volatility bias shifts or trade-entry notifications.
⸻
FURTHER HINTS
• Increasing orange/red in the table suggests an emerging higher-volatility environment.
• SVIX (inverse volatility ETF) can trend strongly when volatility decays; on a 6h chart, MA green flips often align with attractive short-volatility opportunities.
• For long-volatility trades, consider shrinking to a 30-minute chart and watching for MA green → red flips as early entry cues.
• Experiment with different timeframes and smoothing lengths to match your trading style.
• Higher VIX30/VIX and VX2/VX1 roll yields generally imply faster decay in VXX, UVXY, and UVIX — or stronger upside momentum in SVIX.
QFT MTF Range DetectorQFT MTF Range Detector — QuantumFlowTrader
Description:
The QFT MTF Range Detector is a multi-timeframe (MTF) tool designed to identify consolidation zones or ranging conditions across multiple intraday timeframes — from 1 minute up to 4 hours. This indicator is optimized for high-frequency trading environments such as scalping and day trading.
How it works:
For each selected timeframe, the indicator evaluates five key technical conditions:
- Low ADX (less than 17) – suggesting weak trend strength.
- Range width within a specific normalized threshold.
- Normalized ATR (volatility filter) in a defined range.
- RSI near the neutral zone (40–60) with low volatility.
- Price proximity to the mid-range (consolidation center).
Each condition contributes a score. If at least 3 out of 5 conditions are met, that timeframe is considered to be in a range (consolidation).
Visual output:
A compact table is displayed on the chart showing all selected timeframes:
Black box = Timeframe is in a range (consolidation).
Purple box = Not in a range (likely trending or volatile).
Timeframes are labeled (e.g., "4H", "15M") for clarity.
Customization:
Choose display corner (top/bottom, left/right).
Enable or disable table borders.
Set custom colors for range and non-range signals.
Use case:
Traders can quickly assess which timeframes are in a range, helping them:
Avoid choppy markets,
Time entries and exits better,
Confirm multi-timeframe alignment.
Note: This is not a buy/sell signal indicator. It is a market condition filter to enhance decision-making.
Jenkins OscillatorAn oscillator designed to capture price movement relative to recent intra-candle volatility. Z-score normalization is applied to smoothed price and therefore should be read in terms of standard deviation AND direction.
UM VIX30/VIX Regime & Volatility Roll Yield
SUMMARY
A front-of-the-curve volatility indicator that compares spot VIX to a synthetic 30-day VIX (VIX30) built from VX1/VX2 futures, revealing early volatility pressure, regime shifts, and roll-yield transitions. Ideal for timing long/short volatility trades in VXX, UVXY, SVIX, and VIX futures.
DESCRIPTION
This indicator compares spot VIX to a synthetic 30-day constant-maturity volatility estimate (“VIX30”) built from VX1 and VX2 futures. The VIX30/VIX Ratio reveals short-term volatility pressure and regime shifts that traditional VX1/VX2 roll-yield alone often misses.
VIX30 is constructed using true calendar-day interpolation between VX1 and VX2, with VX1% and VX2% showing the real-time weights behind the 30-day volatility anchor. The table displays the volatility regime, the VX1/VX2 weights, spot-term roll yield (VIX30/VIX), and futures-term roll yield (VX2/VX1), giving a complete, front-of-the-curve perspective on volatility dynamics.
Use this to spot early volatility expansions, collapsing contango, and regime transitions that influence VXX, UVXY, SVIX, VX options, and VIX futures.
HOW IT WORKS
The script calculates the exact calendar days to expiration for the front two VIX futures. It then applies linear interpolation to blend VX1 and VX2 into a 30-day constant-maturity synthetic volatility measure (“VIX30”). Comparing VIX30 to spot VIX produces the VIX30/VIX Ratio, which highlights short-term volatility pressure and regime direction. A full term-structure table summarizes regime, VX1%/VX2% weights, and both spot-term and futures-term roll yields.
DEFAULT SETTINGS
VX1! and VX2! are used by default for front-month and second-month futures. These may be manually overridden if TradingView rolls contracts early. The default timeframe is 30 minutes, and the VIX30/VIX Ratio uses a 21-period EMA for regime smoothing. The historical threshold is set to 1.08, reflecting the long-run average relationship between VIX30 and VIX.
SUGGESTED USES
• Identify early volatility expansions before they appear in VX1/VX2 roll yield.
• Confirm contango/backwardation shifts with front-of-curve context.
• Time long/short volatility trades in VXX, UVXY, SVIX, and VX options.
• Monitor regime transitions (Low → Cautionary → High) to anticipate trend inflections.
• Combine with price action, Nadaraya-Watson trends, or MA color-flip systems for higher-confidence entries.
• MA red → green flips may signal opportunities to short volatility or increase equity exposure.
• MA green → red flips may signal opportunities to go long volatility, reduce equity exposure, or take short-equity positions.
ALERTS
Alerts trigger when the ratio crosses above or below the historical threshold or when the moving-average slope flips direction. A green flip signals rising volatility pressure; a red flip signals fading or collapsing volatility. These alert conditions can be used to automate long/short volatility bias shifts or trade-entry notifications.
FURTHER HINTS
• Increasing orange/red in the table suggests an emerging higher-volatility environment.
• SVIX (inverse volatility ETF) can trend strongly when volatility decays; on a 6-hour chart, MA green flips often align with attractive short-volatility opportunities.
• For long-volatility trades, consider shrinking to a 30-minute chart and watching for MA green → red flips as early entry cues.
• Experiment with different timeframes and smoothing lengths to match your trading style.
• Higher VIX30/VIX and VX2/VX1 roll yields generally imply faster decay in VXX, UVXY, and UVIX — or stronger upside momentum in SVIX.
• The author likes the 6-hour chart for short vol, and the 30-minute chart for long vol. Long vol trades are fast and furious so you want to be quick.
Institutional VWAP Suite (Lite Compatible)The **Institutional VWAP Suite (Lite Compatible)** brings true institutional volume-weighted price analysis to every trader — even on TradingView Lite/Free accounts where standard VWAP tools are restricted.
This script recreates the most important VWAP models used by banks, funds, and high-frequency desks, including:
• **Daily VWAP** (exchange-accurate)
• **Weekly VWAP** (manually accumulated)
• **Monthly VWAP** (manually accumulated)
• **Rolling Window VWAP** (array-based, fully Lite-compatible)
All calculations avoid blocked functions like `ta.sum` or session-restricted VWAP calls. Everything is built manually from volume and price to ensure accuracy across all accounts and all markets.
### Features
• Multi-timeframe VWAPs (Daily/Weekly/Monthly)
• Manual Rolling VWAP with adjustable length
• Optional VWAP bands (Lite-safe)
• Clean visuals with color-coded levels
• Optimized arrays for fast, stable performance
• Free-tier compatible — no premium functions required
This tool is designed for traders who want institutional structure, premium-level VWAP calculations, and consistent execution regardless of plan level. Perfect for scalpers, day traders, futures traders, and anyone who uses intraday volume profiles.
### Recommended Use
• Map directional bias using Daily vs Weekly VWAP
• Use Monthly VWAP for macro trend context
• Track intraday mean reversion with Rolling VWAP
• Use VWAP bands as dynamic support/resistance zones
A simple, powerful, no-restrictions VWAP engine — built for everyone.
Watermark | Bar Time | Average Daily RangeMulti Info Panel & Watermark
Multi Info Panel & Watermark is a utility indicator that displays several pieces of chart information in a single, customizable panel. It is designed to support intraday and swing analysis by making key data—such as symbol details, date, and average daily range—easy to see at a glance, as well as providing simple tools for notes and backtesting.
Features
Watermark / Custom Note
Optional text overlay that can be used as a watermark or personal note.
Can display a strategy name, reminder, or any other user-defined label on the chart.
Ticker Info
Shows information about the currently active symbol on the chart (for example, symbol name and other basic details depending on the inputs).
Helps keep track of which market or pair is being analyzed, especially when using multiple charts.
Current Date
Displays the current date directly on the chart.
Useful for screenshots, journaling, and documenting analysis.
Average Daily Range (ADR)
Calculates the average daily range of the active symbol over a user-defined number of recent days.
Helps visualize how much price typically moves in a day, which can support position sizing, target setting, or volatility awareness within your own trading approach.
Open Bar Time Marker
Marks the open time of a selected bar (for example, a session open or a specific reference bar).
Primarily intended as a visual aid for manual backtesting and reviewing historical price action.
Usage
Use the watermark and ticker info to keep your charts labeled and organized.
Refer to the ADR readout to understand typical daily volatility of the instrument you are studying.
Use the date and open bar time marker when creating screenshots, trade journals, or when replaying historical sessions for review.
This script does not generate trading signals and does not guarantee any performance or results. It is provided solely as an informational and visualization tool. Always combine it with your own analysis, risk management, and decision-making. Nothing in this indicator or description should be considered financial advice.
Force Pulse█ OVERVIEW
Force Pulse is a fast-reacting oscillator that measures the internal strength of market sides by analyzing the aggregated dominance of bulls and bears based on candle size.
The indicator normalizes this difference into a 0–100 range, generates signals (OB/OS, midline cross, MA midline cross), and detects divergences between price and the oscillator.
It also offers advanced visualization, signal markers, and alerts, making it a versatile tool suitable for many trading styles.
█ CONCEPTS
Force Pulse was designed as a universal tool that can be applied to various trading strategies depending on its settings:
- increasing the period lengths and smoothing transforms it into a momentum/trend indicator, revealing a stable dominance of one market side.
- Lowering these parameters turns it into a peak/low detector, ideal for contrarian and mean-reversion strategies.
The oscillator analyzes the relationship between the sum of bullish and bearish candles over a selected period, based on:
- candle body size, or
- average candle body size (AVG Body).
Depending on the selected mode, OB/OS levels should be adjusted, as value dynamics differ between modes.
The output is normalized to 0–100, where:
> 50 – bullish dominance,
< 50 – bearish dominance.
The additional MA line is derived from smoothed oscillator values and serves as a signal line for midline crosses and as a trend filter.
The indicator also detects divergences (HL/LL) between price and the oscillator.
█ FEATURES
Bull & Bear Strength:
- Calculations are based on Body or AVG Body – mode selection requires adjusting OB/OS levels.
- Bullish and bearish candle values are summed separately.
- All results are normalized to the 0–100 scale.
Force Pulse Oscillator:
- The main line reflects the current dominance of either market side.
Dynamic colors:
- Green – above 50,
- Red – below 50.
Signal MA:
- SMA based on oscillator values functions as a signal line.
- Helps detect momentum shifts and generates signals via midline crosses.
- Can serve as a trend confirmation filter.
Overbought / Oversold:
- Configurable OB/OS levels, also for the MA line.
- Dynamic OB/OS line colors: when the MA line exceeds the defined threshold (e.g., MA > maOverbought or MA < maOversold), OB/OS lines change color (red/green).
- This often signals a potential reversal or correction and may act as additional confirmation for oscillator-generated signals.
Divergences:
- Detection based on swing pivots:
- Bullish: price LL, oscillator HL
- Bearish: price HH, oscillator LH
- Displayed as “Bull” / “Bear” labels.
Signals:
Supports multiple signal types:
- Overbought/Oversold Cross
- Midline Cross
- MA Midline Cross (based on the signal MA line)
- Signals appear as triangles above/below the oscillator.
Visualization:
- Gradient options for lines and levels.
- Full customization of colors, transparency, and line thickness.
Alerts available for:
- Divergences
- OB/OS crossings
- Midline crossings
- MA midline crossings
█ HOW TO USE
Add the indicator to your TradingView chart → Indicators → search “Force Pulse”
Parameter Configuration
Calculation Settings:
- Calculation Period (lookback) – defines the strength calculation window.
Force Mode (Body / AVG Body):
- Body – faster response, higher sensitivity.
- AVG Body – more stable output; adjust band levels and periods to your strategy.
- EMA Smoothing (smoothLen) – reduces oscillator noise.
- MA Length – length of the signal line (SMA).
Threshold Levels:
- Set Overbought/Oversold levels for both the oscillator and the MA line.
- Adjust levels depending on Body / AVG Body mode.
Divergence Detection:
- Enable/disable divergence detection.
- PivotLength affects both delay and signal quality.
- Signal Settings: Choose one or multiple signal types.
- Style & Colors: Full control over color schemes, gradients, and transparency.
Signal Interpretation
BUY:
- Oscillator leaves oversold (OS crossover).
- Midline cross upward.
- MA crosses the midline from below.
- Bullish divergence.
SELL:
- Oscillator leaves overbought (drops below OB).
- Midline cross downward.
- MA crosses the midline from above.
- Bearish divergence.
Trend / Momentum:
-Longer periods and stronger smoothing → stable directional signals.
-MA as a trend filter: e.g., signal line above the midline (50) and MA pointing upward indicates continuation of a bullish impulse.
Contrarian / Mean Reversion:
- Short periods → rapid detection of peaks and troughs; ideal for contrarian signals and pullback entries.
█ APPLICATIONS
- Trend Trading: Using midline and MA midline crosses to determine direction.
- Reversal Trading: OB/OS levels and divergences help identify reversals.
- Scalping & Intraday: Short settings + signal line above the midline with bullish MA → shows short-term impulse and continuation.
- Swing Trading: Longer MA and higher lookback provide a stable view of market-side dominance.
- Momentum Analysis: Force Pulse highlights the strength of the wave before price movement occurs.
█ NOTES
- In strong trends, the oscillator may stay in extreme zones for a long time — this reflects dominance, not necessarily a reversal signal.
- Divergences are more reliable on higher timeframes.
- OB/OS levels should be tailored to Body/AVG Body mode and the instrument.
- Best results come from combining the indicator with other tools (S/R, market structure, volume).
Probability Cone█ Overview:
Probability Cone is based on the Expected Move . While Expected Move only shows the historical value band on every bar, probability panel extend the period in the future and plot a cone or curve shape of the probable range. It plots the range from bar 1 all the way to bar 31.
In this model, we assume asset price follows a log-normal distribution and the log return follows a normal distribution.
Note: Normal distribution is just an assumption; it's not the real distribution of return.
The area of probability range is based on an inverse normal cumulative distribution function. The inverse cumulative distribution gives the range of price for given input probability. People can adjust the range by adjusting the standard deviation in the settings. The probability of the entered standard deviation will be shown at the edges of the probability cone.
The shown 68% and 95% probabilities correspond to the full range between the two blue lines of the cone (68%) and the two purple lines of the cone (95%). The probabilities suggest the % of outcomes or data that are expected to lie within this range. It does not suggest the probability of reaching those price levels.
Note: All these probabilities are based on the normal distribution assumption for returns. It's the estimated probability, not the actual probability.
█ Volatility Models :
Sample SD : traditional sample standard deviation, most commonly used, use (n-1) period to adjust the bias
Parkinson : Uses High/ Low to estimate volatility, assumes continuous no gap, zero mean no drift, 5 times more efficient than Close to Close
Garman Klass : Uses OHLC volatility, zero drift, no jumps, about 7 times more efficient
Yangzhang Garman Klass Extension : Added jump calculation in Garman Klass, has the same value as Garman Klass on markets with no gaps.
about 8 x efficient
Rogers : Uses OHLC, Assume non-zero mean volatility, handles drift, does not handle jump 8 x efficient.
EWMA : Exponentially Weighted Volatility. Weight recently volatility more, more reactive volatility better in taking account of volatility autocorrelation and cluster.
YangZhang : Uses OHLC, combines Rogers and Garmand Klass, handles both drift and jump, 14 times efficient, alpha is the constant to weight rogers volatility to minimize variance.
Median absolute deviation : It's a more direct way of measuring volatility. It measures volatility without using Standard deviation. The MAD used here is adjusted to be an unbiased estimator.
You can learn more about each of the volatility models in out Historical Volatility Estimators indicator.
█ How to use
Volatility Period is the sample size for variance estimation. A longer period makes the estimation range more stable less reactive to recent price. Distribution is more significant on larger sample size. A short period makes the range more responsive to recent price. Might be better for high volatility clusters.
People usually assume the mean of returns to be zero. To be more accurate, we can consider the drift in price from calculating the geometric mean of returns. Drift happens in the long run, so short lookback periods are not recommended.
The shape of the cone will be skewed and have a directional bias when the length of mean is short. It might be more adaptive to the current price or trend, but more accurate estimation should use a longer period for the mean.
Using a short look back for mean will make the cone having a directional bias.
When we are estimating the future range for time > 1, we typically assume constant volatility and the returns to be independent and identically distributed. We scale the volatility in term of time to get future range. However, when there's autocorrelation in returns( when returns are not independent), the assumption fails to take account of this effect. Volatility scaled with autocorrelation is required when returns are not iid. We use an AR(1) model to scale the first-order autocorrelation to adjust the effect. Returns typically don't have significant autocorrelation. Adjustment for autocorrelation is not usually needed. A long length is recommended in Autocorrelation calculation.
Note: The significance of autocorrelation can be checked on an ACF indicator.
ACF
Time back settings shift the estimation period back by the input number. It's the origin of when the probability cone start to estimation it's range.
E.g., When time back = 5, the probability cone start its prediction interval estimation from 5 bars ago. So for time back = 5 , it estimates the probability range from 5 bars ago to X number of bars in the future, specified by the Forecast Period (max 1000).
█ Warnings:
People should not blindly trust the probability. They should be aware of the risk evolves by using the normal distribution assumption. The real return has skewness and high kurtosis. While skewness is not very significant, the high kurtosis should be noticed. The Real returns have much fatter tails than the normal distribution, which also makes the peak higher. This property makes the tail ranges such as range more than 2SD highly underestimate the actual range and the body such as 1 SD slightly overestimate the actual range. For ranges more than 2SD, people shouldn't trust them. They should beware of extreme events in the tails.
The uncertainty in future bars makes the range wider. The overestimate effect of the body is partly neutralized when it's extended to future bars. We encourage people who use this indicator to further investigate the Historical Volatility Estimators , Fast Autocorrelation Estimator , Expected Move and especially the Linear Moments Indicator .
The probability is only for the closing price, not wicks. It only estimates the probability of the price closing at this level, not in between.
WSMR v3.9 — WhaleSplash → Mean Reversal
# WSMR v3.9 — WhaleSplash → Mean Reversal
*A Non-Repainting Impulse‑Reversal Engine for Systematic Futures Trading*
## Overview
WSMR v3.9 is a complete impulse → exhaustion → mean‑reversion framework designed for systematic intraday trading. It identifies high‑energy displacement events (“WhaleSplashes”), measures volatility structure, tracks VWAP deviation, and confirms reversals using RSI divergence, Z‑Score resets, SMA20 reclaim, and pivot-based structure.
All signals are non‑repainting and alerts fire on bar close.
---
## Core Components
### 1. WhaleSplash (Short Impulse Event)
Triggered when a candle meets displacement conditions:
- Large bar range vs ATR
- Minimum % move
- Volume expansion
- VWAP deviation (tick-based)
- Z‑Score oversold / RSI exhaustion
- Volatility-gated
### 2. Mean Reversal Long (MR)
Requires:
- RSI bullish divergence
- Z‑Score reset
- SMA20 reclaim
- Higher-low confirmation
### 3. First-Candle Confirmation (Optional)
- MR Confirm → first green after MR
- WS Confirm → first red after WS
- TTL window configurable
### 4. Asia Session Filter
Optional restriction to:
**23:00 → 09:00 UTC**
### 5. Volatility Monitor
Detects:
- Normal
- Wicky
- Spiky
- Extreme
### 6. WS Frequency Analytics
Rolling frequency calculation across:
- Bars / Days / Weeks / Months
---
## Status Panel (Top-Right)
Shows:
- Mode (Global / Asia-only)
- Timeframe + TTL
- WS frequency
- Volatility state
---
## Alerts
- WhaleSplash SHORT
- WhaleSplash LONG (MR)
- MR Confirm LONG
- WS Confirm SHORT
- Volatility Warning
---
## Notes
- Fully non‑repainting
- Stable bar-close logic
- Optimised for 1m–5m
- Works on futures, indices, metals, FX
