ATR Daniel# ATR Daniel - Indicator Description
## 🇬🇧 ENGLISH VERSION
### ATR Daniel - Smart Trailing Stop Manager
**ATR Daniel** is an intelligent trailing stop indicator that automatically adapts to your trading style and the asset you're trading.
#### Key Features:
**🎯 3 Trading Modes:**
- **Swing Trading** - For position trading with wider stops
- **Intraday** - For day trading with balanced parameters
- **Scalping** - For quick trades with tight stops
**📊 Automatic Asset Detection:**
The indicator automatically recognizes 3 major assets and applies optimized parameters:
- **XAUUSD (Gold)** - Lower volatility settings
- **BTCUSDT (Bitcoin)** - Medium volatility settings
- **NAS100USD (Nasdaq 100)** - Higher volatility settings
**🔧 Flexible Configuration:**
- **Auto Mode**: Applies optimal parameters based on detected asset and selected trading mode
- **Manual Mode**: Customize ATR length and multiplier to your preferences
- **Customizable Colors**: Choose your own line color
- **ON/OFF Display**: Toggle line visibility as needed
**📈 Visual Display:**
- Dynamic trailing stop line that follows price action
- Color changes based on trend direction (bullish/bearish)
- Real-time info table showing:
- Current asset
- Trading mode
- ATR value
- Stop loss distance
- Recommended SL price
- Current trend direction
- Signal arrows at trend reversals (optional)
**💡 How It Works:**
The indicator uses ATR (Average True Range) to calculate dynamic stop loss levels that adapt to market volatility. The trailing stop follows the price in trending markets while protecting your position.
**Perfect for:**
- Traders who want automated stop loss management
- Multi-asset traders (Gold, Bitcoin, Nasdaq)
- All trading styles (Swing, Intraday, Scalping)
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Volume
Target Trend + Filter Toggles [ChadAnt] V3Minor Update that allows the user to adjust the size of the stop loss.
Indicator Overview and Core Logic CREDIT TO BIGBELUGA FOR THE MAIN INDICATOR
The indicator, named "Target Trend + Filter Toggles", is an overlay that draws directly on the price chart.
1. Core Trend Detection (Modified SMA Channel)
The indicator uses a primary trend-following mechanism based on a custom channel built with Simple Moving Averages (SMAs) and Average True Range (ATR):
SMA High: ta.sma(high, length) + atr_value
SMA Low: ta.sma(low, length) - atr_value
The length is set by the user (default 20).
The atr_value is a smoothed ATR (SMA of ATR(200), multiplied by 0.8), acting as an offset to create a channel around the price action.
Trend Logic:
Uptrend (trend=true): When the close price crosses over the sma_high line.
Downtrend (trend=false): When the close price crosses under the sma_low line.
Visual Trend: The candles are colored based on this determined trend, and the SMA High/Low lines are plotted.
2. Signal Generation (Raw vs. Filtered)
Raw Signal: A raw signal (signal_up_raw or signal_down_raw) is triggered simply when the core trend logic changes (e.g., trend changes from down to up).
Filtered Signal: The final buy/sell signal (signal_up or signal_down) is triggered only when the raw signal is true AND all currently active filter toggles are confirmed within a specified filter_lookback period (default 3 bars).
⚙️ Filter Toggles and Calculations
The script includes an extensive system of boolean (on/off) toggles for various popular technical indicators, allowing the user to customize which filters must be confirmed for a signal to be valid.
FILTER CATEGORIES:
MACD,
VOLUME,
STOCHRSI,
AWESOME OSCILLATOR,
MOVING AVERAGE,
VWAP,
COUNTERTREND MA
COUNTERTREND VWAP
The script uses a for loop to check if the required confirmation happened within the last filter_lookback number of bars.
🎯 Target and Stop-Loss Levels
Upon a valid filtered signal (signal_up or signal_down), the indicator uses an extensive user-defined type (TrendTargets) and a custom draw_targets method to draw potential trade management lines:
Entry Price: The close price of the bar where the filtered signal occurred.
Stop Loss (SL):
For a Long signal: The sma_low line (the lower band of the trend channel).
For a Short signal: The sma_high line (the upper band of the trend channel).
Profit Targets (T1, T2, T3): These are calculated based on the ATR multiplier (atr_value) and an adjustable user input called target (default 1).
Targets are a multiple of atr_value added to (for longs) or subtracted from (for shorts) the Entry Price.
T1: Entry +/- (5 + target) * atr_value
T2: Entry +/- (10 + target * 2) * atr_value
T3: Entry +/- (15 + target * 3) * atr_value
These levels are plotted as extended lines with corresponding labels (e.g., "SL," "Entry," "T1"). The script also includes logic to mark targets with a "✔" and the stop-loss with an "✖" if the price hits those levels.
🎨 Visualization
The script provides clear visual cues:
Candle Coloring: Candles are colored with up_color (Green/Teal) for an uptrend and dn_color (Brown/Orange) for a downtrend.
Trend Lines: The sma_high and sma_low lines are plotted and subtly shaded between the price action.
Signal Shapes: A filtered signal triggers a set of two colored triangles (one small solid, one large transparent) plotted below the low for a long signal and above the high for a short signal.
Trade Zones: The area between the Stop Loss and the Entry line is shaded in the counter-trend color, and the area between the Entry line and the T3 line is shaded in the trend color.
This indicator is essentially a complete trading system that uses a combination of an ATR-based trend channel for entries, a multitude of technical indicators for confirmation, and an ATR-based system for trade management (SL/TPs).
Would you like me to focus on a specific filter's logic, or perhaps help you configure the indicator's inputs for a certain trading style?
Target Trend + Filter Toggles [ChadAnt] V2Minor Update that allows the user to add/remove profit targets!
Indicator Overview and Core Logic CREDIT TO BIGBELUGA FOR THE MAIN INDICATOR
The indicator, named "Target Trend + Filter Toggles", is an overlay that draws directly on the price chart.
1. Core Trend Detection (Modified SMA Channel)
The indicator uses a primary trend-following mechanism based on a custom channel built with Simple Moving Averages (SMAs) and Average True Range (ATR):
SMA High: ta.sma(high, length) + atr_value
SMA Low: ta.sma(low, length) - atr_value
The length is set by the user (default 20).
The atr_value is a smoothed ATR (SMA of ATR(200), multiplied by 0.8), acting as an offset to create a channel around the price action.
Trend Logic:
Uptrend (trend=true): When the close price crosses over the sma_high line.
Downtrend (trend=false): When the close price crosses under the sma_low line.
Visual Trend: The candles are colored based on this determined trend, and the SMA High/Low lines are plotted.
2. Signal Generation (Raw vs. Filtered)
Raw Signal: A raw signal (signal_up_raw or signal_down_raw) is triggered simply when the core trend logic changes (e.g., trend changes from down to up).
Filtered Signal: The final buy/sell signal (signal_up or signal_down) is triggered only when the raw signal is true AND all currently active filter toggles are confirmed within a specified filter_lookback period (default 3 bars).
⚙️ Filter Toggles and Calculations
The script includes an extensive system of boolean (on/off) toggles for various popular technical indicators, allowing the user to customize which filters must be confirmed for a signal to be valid.
FILTER CATEGORIES:
MACD,
VOLUME,
STOCHRSI,
AWESOME OSCILLATOR,
MOVING AVERAGE,
VWAP,
COUNTERTREND MA
COUNTERTREND VWAP
The script uses a for loop to check if the required confirmation happened within the last filter_lookback number of bars.
🎯 Target and Stop-Loss Levels
Upon a valid filtered signal (signal_up or signal_down), the indicator uses an extensive user-defined type (TrendTargets) and a custom draw_targets method to draw potential trade management lines:
Entry Price: The close price of the bar where the filtered signal occurred.
Stop Loss (SL):
For a Long signal: The sma_low line (the lower band of the trend channel).
For a Short signal: The sma_high line (the upper band of the trend channel).
Profit Targets (T1, T2, T3): These are calculated based on the ATR multiplier (atr_value) and an adjustable user input called target (default 1).
Targets are a multiple of atr_value added to (for longs) or subtracted from (for shorts) the Entry Price.
T1: Entry +/- (5 + target) * atr_value
T2: Entry +/- (10 + target * 2) * atr_value
T3: Entry +/- (15 + target * 3) * atr_value
These levels are plotted as extended lines with corresponding labels (e.g., "SL," "Entry," "T1"). The script also includes logic to mark targets with a "✔" and the stop-loss with an "✖" if the price hits those levels.
🎨 Visualization
The script provides clear visual cues:
Candle Coloring: Candles are colored with up_color (Green/Teal) for an uptrend and dn_color (Brown/Orange) for a downtrend.
Trend Lines: The sma_high and sma_low lines are plotted and subtly shaded between the price action.
Signal Shapes: A filtered signal triggers a set of two colored triangles (one small solid, one large transparent) plotted below the low for a long signal and above the high for a short signal.
Trade Zones: The area between the Stop Loss and the Entry line is shaded in the counter-trend color, and the area between the Entry line and the T3 line is shaded in the trend color.
This indicator is essentially a complete trading system that uses a combination of an ATR-based trend channel for entries, a multitude of technical indicators for confirmation, and an ATR-based system for trade management (SL/TPs).
Would you like me to focus on a specific filter's logic, or perhaps help you configure the indicator's inputs for a certain trading style?
Average Volume Corner BoxAn indicator that anchors a single info box to the chart’s top right corner. It compares the current volume to a selectable moving average (SMA, EMA, WMA) and displays a status (VOL > AVG or VOL < AVG), the current volume, the average volume, and percent difference. The color switches between red and green backgrounds so you can read volume at a glance without cluttering the chart with those stinky volume rectangles.
Features
• Fixed corner box anchored to the chart top right
• Choose MA type: SMA, EMA, WMA
• Selectable MA length
• Optional percent difference display
• Threshold multiplier to only flag meaningful spikes (e.g., vol > avg * 1.5)
• Configurable colors and font size
Target Trend + Filter Toggles ChadAntIndicator Overview and Core Logic CREDIT TO BIGBELUGA FOR THE MAIN INDICATOR
The indicator, named "Target Trend + Filter Toggles", is an overlay that draws directly on the price chart.
1. Core Trend Detection (Modified SMA Channel)
The indicator uses a primary trend-following mechanism based on a custom channel built with Simple Moving Averages (SMAs) and Average True Range (ATR):
SMA High: ta.sma(high, length) + atr_value
SMA Low: ta.sma(low, length) - atr_value
The length is set by the user (default 20).
The atr_value is a smoothed ATR (SMA of ATR(200), multiplied by 0.8), acting as an offset to create a channel around the price action.
Trend Logic:
Uptrend (trend=true): When the close price crosses over the sma_high line.
Downtrend (trend=false): When the close price crosses under the sma_low line.
Visual Trend: The candles are colored based on this determined trend, and the SMA High/Low lines are plotted.
2. Signal Generation (Raw vs. Filtered)
Raw Signal: A raw signal (signal_up_raw or signal_down_raw) is triggered simply when the core trend logic changes (e.g., trend changes from down to up).
Filtered Signal: The final buy/sell signal (signal_up or signal_down) is triggered only when the raw signal is true AND all currently active filter toggles are confirmed within a specified filter_lookback period (default 3 bars).
⚙️ Filter Toggles and Calculations
The script includes an extensive system of boolean (on/off) toggles for various popular technical indicators, allowing the user to customize which filters must be confirmed for a signal to be valid.
FILTER CATEGORIES:
MACD,
VOLUME,
STOCHRSI,
AWESOME OSCILLATOR,
MOVING AVERAGE,
VWAP,
COUNTERTREND MA
COUNTERTREND VWAP
The script uses a for loop to check if the required confirmation happened within the last filter_lookback number of bars.
🎯 Target and Stop-Loss Levels
Upon a valid filtered signal (signal_up or signal_down), the indicator uses an extensive user-defined type (TrendTargets) and a custom draw_targets method to draw potential trade management lines:
Entry Price: The close price of the bar where the filtered signal occurred.
Stop Loss (SL):
For a Long signal: The sma_low line (the lower band of the trend channel).
For a Short signal: The sma_high line (the upper band of the trend channel).
Profit Targets (T1, T2, T3): These are calculated based on the ATR multiplier (atr_value) and an adjustable user input called target (default 1).
Targets are a multiple of atr_value added to (for longs) or subtracted from (for shorts) the Entry Price.
T1: Entry +/- (5 + target) * atr_value
T2: Entry +/- (10 + target * 2) * atr_value
T3: Entry +/- (15 + target * 3) * atr_value
These levels are plotted as extended lines with corresponding labels (e.g., "SL," "Entry," "T1"). The script also includes logic to mark targets with a "✔" and the stop-loss with an "✖" if the price hits those levels.
🎨 Visualization
The script provides clear visual cues:
Candle Coloring: Candles are colored with up_color (Green/Teal) for an uptrend and dn_color (Brown/Orange) for a downtrend.
Trend Lines: The sma_high and sma_low lines are plotted and subtly shaded between the price action.
Signal Shapes: A filtered signal triggers a set of two colored triangles (one small solid, one large transparent) plotted below the low for a long signal and above the high for a short signal.
Trade Zones: The area between the Stop Loss and the Entry line is shaded in the counter-trend color, and the area between the Entry line and the T3 line is shaded in the trend color.
This indicator is essentially a complete trading system that uses a combination of an ATR-based trend channel for entries, a multitude of technical indicators for confirmation, and an ATR-based system for trade management (SL/TPs).
Would you like me to focus on a specific filter's logic, or perhaps help you configure the indicator's inputs for a certain trading style?
Volume Based Ranges (VBR) [SS]Here is the Volume Based Ranges or VBR indicator.
How it works
The indicator works by:
Sorting volume into buying and selling volume, then
Calculating 2 independent Z-Scores for buying and selling data, then
Identifying the high buying and selling nodes through the use of the Z-score threshold.
Tracks the average target/move based on buying and selling nodes over a designated lookforward horizon (i.e. if you want to see the average move a high selling node happens over 20 candles, you can modify the lookforward horizon to 20).
Calculates the composition from each volume node, displaying the composition information on each line (the % of buying and selling each node contains).
How to Use it
To use this indicator:
Select the Z-Score length of assessment: By default, z-score is 75 and this is usually fine to leave.
Identify the threshold trigger: This will need to be adjusted based on your timeframe. If you are using 1 minute, the data is noiser and you want more profound signals. Thresholds generally in this range should be between 5 - 7. For larger timeframes, you want to relax this threshold, to about 2 to 3. You can toggle in increments of 0.5 to find what works the best. Generally you want to see very rigorous volume node signals instead of tons of them.
Determine what you want to see: You can turn of the support and resistance lines and just have the node identification signals and the return boxes. Or, you can just have the support and resistance lines and turn off the return boxes. You can customize the information the indicator displays in the settings menu to suit what you are most interested in.
Let's look at some examples '
DIS on the hourly. We can see that the average up move from the high buying nodes has a target of 115.42, and in between there we can see the high selling and buying nodes and their compositions.
High buying (100% of the high buying volume) is around the 112.61. This means, you would expect this to be an area of retracement.
We can also see that high selling is just below that at 111.66, which can be a resistance area.
Here is a closer look at the levels specifically:
EPAM on the daily:
You can see a successful retrace back to a high volume node.
Concluding remarks
That's the indicator!
Its one that is best to get a feel for, play around and decide on the settings you like for your individual ticker.
I have included tooltip descriptions for the settings within the indicator as well.
I hope you enjoy it and find it helpful!
Thanks for reading/checking it out and as always, safe trades!
VWAP (SIYL) Stdev Bands v2v2 indicator to allow for reversion-to-mean trading via the Stay In Your Lane approach.
nOI + Funding + CVD • strategynOI + Funding + CVD Strategy
Overview
This strategy is designed for cryptocurrency trading on platforms like TradingView, focusing on perpetual futures markets. It combines three key indicators—Normalized Open Interest (nOI), Funding Rate, and Cumulative Volume Delta (CVD)—to generate buy and sell signals for long and short positions. The strategy aims to capitalize on market imbalances, such as overextended open interest, funding rate extremes, and volume deltas, which often signal potential reversals or continuations in trending markets.
The script supports pyramiding (up to 10 positions), uses percentage-based position sizing (default 10% of equity per trade), and allows customization of trade directions (longs and shorts can be enabled/disabled independently). It includes multiple signal systems for entries, various exit mechanisms (including stop-loss, take-profit, time-based exits, and conditional closes based on indicators), a Martingale add-on system for averaging positions during drawdowns, and handling of opposite signals (ignore, close, or reverse).
This strategy is not financial advice; backtest thoroughly and use at your own risk. It requires data sources for Open Interest (OI) and Funding Rates, which are fetched via TradingView's security functions (e.g., from Binance for funding premiums).
Key Indicators
1. Normalized Open Interest (nOI)
Group: Open Interest
Purpose: Measures the relative level of open interest over a lookback window to identify overbought (high OI) or oversold (low OI) conditions, which can indicate potential exhaustion in trends.
Calculation:
Fetches OI data (close) from the symbol's standard ticker (e.g., "{symbol}_OI").
Normalizes OI within a user-defined window (default: 500 bars) using min-max scaling: (OI - min_OI) / (max_OI - min_OI) * 100.
Upper threshold (default: 70%): Signals potential short opportunities when crossed from above.
Lower threshold (default: 30%): Signals potential long opportunities when crossed from below.
Visualization: Plotted as a line (teal above upper, red below lower, gray in between). Horizontal lines at upper, mid (50%), lower, and a separator at 102%.
Notes: Handles non-crypto symbols by adjusting timeframe to daily if intraday. Errors if no OI data available.
2. Funding Rate
Group: Funding Rate
Purpose: Tracks the average funding rate (premium index) to detect market sentiment extremes. Positive funding suggests bull bias (longs pay shorts), negative suggests bear bias.
Calculation:
Fetches premium index data from Binance (e.g., "binance:{base}usdt_premium").
Supports lower timeframe aggregation (default: enabled, using 1-min TF) for smoother data.
Averages open and close premiums, clamps values, and scales/shifts for plotting (base: 150, scale: 1000x).
Upper threshold (default: 1.0%): Overheat for shorts.
Lower threshold (default: 1.0%): Overcool for longs.
Ultra level (default: 1.8%): Extreme for additional short signals.
Smoothing: Uses inverse weighted moving average (IWMA) or lower-TF aggregation to reduce noise.
Visualization: Shifted plot (green positive, red negative) with filled areas. Horizontal lines for overheat, overcool, base (0%), and ultra.
Notes: Custom ticker option for non-standard symbols.
3. Cumulative Volume Delta (CVD)
Group: CVD (Cumulative Volume Delta)
Purpose: Measures net buying/selling pressure via volume delta, normalized to identify divergences or confirmations with price.
Calculation:
Delta: +volume if close > open, -volume if close < open.
Cumulative: Rolling cumsum over a window (default: 500 bars), smoothed with EMA (default: 20).
Normalized: Scaled by absolute max in window (-1 to 1 range).
Scaled/shifted for plotting (base: 300 or 0 if anchored, scale: 120x).
Upper threshold (default: 1.0%): Over for shorts.
Lower threshold (default: 1.0%): Under for longs.
Visualization: Shifted plot (aqua positive, purple negative) with filled areas. Horizontal lines for over, under, and separator (default: 252).
Filter Options (for Signal A):
Enable filter (default: false).
Require sign match (Long ≥0, Short ≤0).
Require extreme zones.
Require momentum (rising/falling over N bars, default: 3).
Signal Logics for Entries
Entries are triggered by buy/sell signals from multiple systems (A, B, C, D), filtered by direction toggles and entry conditions.
Signal System A: OI + Funding (with optional CVD filter)
Enabled: Default true.
Sell (Short): nOI > upper threshold, falling over N bars (default: 3), delta ≥ threshold (default: 3%), funding > overheat, and CVD filter OK.
Buy (Long): nOI < lower threshold, rising over N bars (default: 3), delta ≥ threshold (default: 3%), funding < overcool, and CVD filter OK.
Signal System B: Short - Funding Crossunder + Filters
Enabled: Default true.
Sell (Short): Funding crosses under overheat level, optional: CVD > over, nOI < upper.
Signal System C: Short - Ultra Funding
Enabled: Default false.
Sell (Short): Funding crosses ultra level (up or down, both default true).
Signal System D: Long - Funding Crossover + Filters
Enabled: Default true.
Buy (Long): Funding crosses over overcool level, optional: CVD < under, nOI > lower.
Combined: Sell if A/B/C active; Buy if A/D active.
Entry Filters
Cooldown: Optional pause between entries (default: false, 3 bars).
Max Entries: Limit pyramiding (default: true, 6 max).
Entries only if both filters pass and direction allowed.
Opposite Signal Handling
Mode: Ignore (default), Reverse (close and enter opposite), or Close (exit only).
Processed before regular entries.
Position Management
Martingale (3 Steps):
Enabled per step (default: all true).
Triggers add-ons at loss levels (defaults: 5%, 8%, 11%) by adding % to position (default: 100% each).
Resets on position close.
Break Even:
Enabled (default: true).
Activates at profit threshold (default: 5%), sets SL better by offset (default: 0.1%).
Exit Systems
Multiple exits checked in sequence.
Exit 1: SL/TP
Enabled: Separate for long/short (default: true).
SL: % from avg price (defaults: 1% long/short).
TP: % from avg price (defaults: 2% long/short).
Exit 2: Funding
Enabled: Separate for long (up) / short (down) (default: true).
Long Exit: Funding > upper exit threshold (default: 0.8%).
Short Exit: Funding < lower exit threshold (default: 0.8%).
Exit 3: nOI
Enabled: Separate for long (up) / short (down) (default: true).
Long Exit: nOI > upper exit (default: 85%).
Short Exit: nOI < lower exit (default: 15%).
Exit 4: Global SL
Enabled: Default true.
Exit: If position loss ≥ % (default: 7%).
Exit 5: Break Even (integrated in position block)
Exit 6: Time Limit
Enabled: Separate for long/short (default: true).
Exit: After N bars in trade (defaults: 30 each).
Timer updates on add-ons if enabled (default: true).
Visual Elements
Buy/Sell Labels: Small labels ("BUY"/"SELL") on bars with signals, limited to last 30.
All indicators plotted on a separate pane (overlay=false).
Usage Notes
Backtesting: Adjust parameters based on asset/timeframe. Test on historical data.
Data Requirements: Works best on crypto perps with OI and funding data.
Risk Management: Incorporates SL/TP and global SL; monitor drawdowns with Martingale.
Customization: All thresholds, enables, and scales are inputs for fine-tuning.
Version: Pine Script v6.
For questions or improvements, contact the author. Happy trading!
LTF Volume Bubbles on HTFLTFVB HTF plots lower-timeframe volume “bubbles” directly on your higher-timeframe chart, so you can see where and how strong real intrabar activity is without dropping down a timeframe.
Trading Blueprint v7 Pro — VWAP-CVD, cPOC Trend MomentumTBv7 Pro is the advanced release of the Trading Blueprint framework — engineered for institutional-style intraday analysis that fuses VWAP location, CVD orderflow, composite profile bias, and momentum curvature into one cohesive system.
Core Framework
VWAP Structure → Adaptive mean anchored to session VWAP with ±1σ / ±2σ deviation envelopes for dynamic equilibrium detection.
vPOC per bar by ruckard ()
Anchored Volume Profile by DGT ()
CVD Orderflow Divergence → Smoothed delta histogram with fractal pivots identifying hidden absorption and exhaustion (patterns (Bull / Bear Div). Cumulative Volume Delta by AustrianTradingMachine )
cPOC Integration (2-Day Composite) by poopsnag (me :)→ Confirms true acceptance or rejection zones across sessions for precision bias alignment.
TMI (Trend Momentum Indicator by TradingRiot()) → Quantifies slope + mean crossover strength, providing actionable momentum confirmation (bullish / bearish support / divergence).
Bias Dashboard → Displays VWAP bias, numerical score, and dynamic color feedback for at-a-glance trade orientation.
Usage Context
Designed for professionals trading 15 m execution inside 1 h / 4 h context. Ideal for VWAP-cPOC location setups, reversion / continuation scalps, and orderflow confirmation using cumulative delta behavior.
🔧 Modules such as RSI / AO are pre-wired and easily activated for full Trading Blueprint confluence mapping.
cPOC 2 DayIt’s perfect for your 2-Day cPOC since:
It derives from volume distribution data.
It highlights market structure, value area, and composite volume behavior.
Traders searching for “cPOC,” “volume profile,” or “market profile” will find it here.
Use this if your indicator’s main function is showing POCs, VAH/VAL, or composite volume balance zones.
If your cPOC script is part of a broader system:
Trend Analysis — if it’s used for directional bias and context with VWAP/EMAs.
Support/Resistance — if the tool primarily highlights POC/VAH/VAL as static levels to trade from.
Other — only if your indicator mixes data from multiple frameworks (e.g., combines orderflow, delta, VWAP, and TPO).
Indicator Overview主力籌碼預判買賣力道 (JUMBO)Pro+ 2.0主力預判買賣力道 Pro+ 是一個先進的多維度交易分析系統，專為台灣股市投資者設計。本指標整合了趨勢、成交量、動量、價格位置和波動率五大維度，通過加權評分系統生成綜合的「Power指標」，精準預判主力資金動向。
🔧 核心技術架構
1. 多維度評分系統
趨勢維度 (30%)：雙EMA系統 + MACD + ADX趨勢強度
成交量維度 (25%)：OBV能量潮 + 成交量比率分析
動量維度 (20%)：RSI + MFI資金流量指標
價格位置維度 (20%)：VWAP + 布林通道位置分析
波動率維度 (5%)：ATR波動率調整
2. 多重確認機制
趨勢確認：EMA金叉/死叉 + 超級趨勢方向
成交量確認：成交量脈衝檢測 + OBV趨勢確認
動量確認：RSI超買超賣 + MFI資金流向
位置確認：布林通道位置 + VWAP相對位置
📊 主要功能特色
訊號系統
主力佈局訊號 🟥
趨勢多頭確認 + Power > 35
成交量放大 + 動量指標多頭
RSI未超買 + 價格突破基準
主力出貨訊號 🟩
趨勢空頭確認 + Power < -35
成交量異常 + 動量指標空頭
RSI未超賣 + 價格跌破基準
Power交叉訊號 🟠🔵
黃金交叉：Power線向上穿越Power MA線
死亡交叉：Power線向下穿越Power MA線
視覺化系統
台灣股市顏色標準：紅色上漲/多頭，綠色下跌/空頭
多層級K線著色：強力訊號→普通訊號→偏多偏空→盤整
智能資訊面板：實時顯示8大關鍵指標狀態
⚙️ 參數設定說明
主要參數
EMA週期：13/55（短期/長期）
Power閾值：35（靈敏度調整）
成交量濾波：1.2倍（異常成交量檢測）
超級趨勢：10週期/3倍數（趨勢過濾）
進階參數
布林通道：20週期/2倍標準差
波動率設定：14週期ATR
動量指標：14週期RSI/MFI
🎯 交易應用策略
進場時機
強力買入：🔥標記 + Power黃金交叉
常規買入：紅色向上箭頭 + Power > 35
確認買入：多重條件同時滿足
出場時機
強力賣出：💧標記 + Power死亡交叉
常規賣出：綠色向下箭頭 + Power < -35
風險控制：趨勢反轉 + 動量減弱
風險管理
止損設定：ATR波動率參考
倉位控制：Power數值強度分級
訊號過濾：ADX趨勢強度確認
📈 指標優勢
高準確率：多重條件過濾，減少假訊號
及時性：領先指標預判主力動向
完整性：涵蓋技術分析主要維度
用戶友好：直觀的視覺化設計
自定義：參數可調適應不同交易風格
🎯 Indicator Overview
Main Force Prediction Buying/Selling Strength Pro+ is an advanced multi-dimensional trading analysis system specifically designed for Taiwan stock market investors. This indicator integrates five key dimensions: trend, volume, momentum, price position, and volatility, generating a comprehensive "Power Indicator" through a weighted scoring system to accurately predict institutional fund movements.
🔧 Core Technical Architecture
1. Multi-Dimensional Scoring System
Trend Dimension (30%): Dual EMA system + MACD + ADX trend strength
Volume Dimension (25%): OBV accumulation + Volume ratio analysis
Momentum Dimension (20%): RSI + MFI money flow index
Price Position Dimension (20%): VWAP + Bollinger Bands position analysis
Volatility Dimension (5%): ATR volatility adjustment
2. Multi-Confirmation Mechanism
Trend Confirmation: EMA golden/death cross + SuperTrend direction
Volume Confirmation: Volume spike detection + OBV trend confirmation
Momentum Confirmation: RSI overbought/oversold + MFI money flow
Position Confirmation: Bollinger Bands position + VWAP relative position
📊 Key Features
Signal System
Institutional Accumulation Signals 🟥
Bullish trend confirmation + Power > 35
Volume expansion + Momentum indicators bullish
RSI not overbought + Price breakthrough baseline
Institutional Distribution Signals 🟩
Bearish trend confirmation + Power < -35
Abnormal volume + Momentum indicators bearish
RSI not oversold + Price breakdown below baseline
Power Cross Signals 🟠🔵
Golden Cross: Power line crosses above Power MA line
Death Cross: Power line crosses below Power MA line
Visualization System
Taiwan Market Color Standard: Red for uptrend/bullish, Green for downtrend/bearish
Multi-level Candlestick Coloring: Strong signals → Regular signals → Bias signals → Consolidation
Smart Info Panel: Real-time display of 8 key indicator statuses
⚙️ Parameter Settings
Main Parameters
EMA Periods: 13/55 (Short-term/Long-term)
Power Threshold: 35 (Sensitivity adjustment)
Volume Filter: 1.2x (Abnormal volume detection)
SuperTrend: 10 period/3 multiplier (Trend filtering)
Advanced Parameters
Bollinger Bands: 20 period/2 standard deviations
Volatility Settings: 14 period ATR
Momentum Indicators: 14 period RSI/MFI
🎯 Trading Application Strategies
Entry Timing
Strong Buy: 🔥 Mark + Power Golden Cross
Regular Buy: Red upward arrow + Power > 35
Confirmed Buy: Multiple conditions simultaneously met
Exit Timing
Strong Sell: 💧 Mark + Power Death Cross
Regular Sell: Green downward arrow + Power < -35
Risk Control: Trend reversal + Momentum weakening
Risk Management
Stop Loss Setting: ATR volatility reference
Position Sizing: Power value strength grading
Signal Filtering: ADX trend strength confirmation
📈 Indicator Advantages
High Accuracy: Multiple condition filtering reduces false signals
Timeliness: Leading indicators predict institutional movements
Completeness: Covers main dimensions of technical analysis
User-Friendly: Intuitive visualization design
Customizable: Adjustable parameters adapt to different trading styles
🔍 Professional Usage Tips
Trend Confirmation: Use in conjunction with major trend direction
Volume Validation: Ensure volume confirms price movements
Risk Management: Always use appropriate position sizing
Timeframe Analysis: Apply across multiple timeframes for confirmation
Market Context: Consider overall market conditions and sector rotation
版本: Pro+ 2.0
適用市場: 台股、亞股、全球股市
最佳時間框架: 日線、4小時線、1小時線
開發者: JUMBO Trading System
更新日期: 2025版本
VWAP Kalman FilterOverview
This indicator applies Kalman filtering techniques to Volume Weighted Average Price (VWAP) calculations, providing a statistically optimized approach to VWAP analysis. The Kalman filter reduces noise while maintaining responsiveness to genuine price movements, addressing common VWAP limitations in volatile or low-volume conditions.
Technical Implementation
Kalman Filter Mathematics
The indicator implements a state-space model for VWAP estimation:
- Prediction Step: x̂(k|k-1) = x̂(k-1|k-1) + v(k-1)
- Update Step: x̂(k|k) = x̂(k|k-1) + K(k)
- Kalman Gain: K(k) = P(k|k-1) / (P(k|k-1) + R)
Where:
- x̂ = estimated VWAP state
- K = Kalman gain (adaptive weighting factor)
- P = error covariance
- R = measurement noise
- Q = process noise
- v = optional velocity component
Core Components
Dual VWAP System
- Standard VWAP: Traditional volume-weighted calculation
- Kalman-filtered VWAP: Noise-reduced estimation with optional velocity tracking
- Real-time divergence measurement between filtered and unfiltered values
Adaptive Filtering
- Process Noise (Q): Controls adaptation to price changes (0.001-1.0)
- Measurement Noise (R): Determines smoothing intensity (0.01-5.0)
- Optional velocity tracking for momentum-based filtering
Multi-Timeframe Anchoring
- Session, Weekly, Monthly, Quarterly, and Yearly anchor periods
- Automatic Kalman state reset on anchor changes
- Maintains VWAP integrity across timeframes
Features
Visual Components
- Dual VWAP Lines: Compare filtered vs. unfiltered in real-time
- Dynamic Bands: Three-level deviation bands (1σ, 2σ, 3σ)
- Trend Coloring: Automatic color adaptation based on price position
- Cloud Visualization: Highlights divergence between standard and Kalman VWAP
- Signal Markers: Crossover and band-touch indicators
Trading Signals
- VWAP crossover detection with Kalman filtering
- Band touch alerts at multiple standard deviation levels
- Velocity-based momentum confirmation (optional)
- Divergence warnings when filtered/unfiltered values separate
Information Display
- Real-time VWAP values (both standard and filtered)
- Trend direction indicator
- Velocity/momentum reading (when enabled)
- Divergence percentage calculation
- Anchor period display
Input Parameters
VWAP Settings
- Anchor Period: Choose calculation reset period
- Band Multipliers: Customize deviation band distances
- Display Options: Toggle standard VWAP and bands
Kalman Parameters
- Length: Base period for calculations (5-200)
- Process Noise (Q: Higher values increase responsiveness
- Measurement Noise (R): Higher values increase smoothing
- Velocity Tracking: Enable momentum-based filtering
Visual Controls
- Toggle filtered/unfiltered VWAP display
- Band visibility options
- Signal markers on/off
- Cloud fill between VWAPs
- Bar coloring by trend
Use Cases
Noise Reduction
Particularly effective during:
- Low volume periods (pre-market, lunch hours)
- Volatile market conditions
- Fast-moving markets where standard VWAP whipsaws
Trend Identification
- Cleaner trend signals with reduced false crosses
- Earlier trend detection through velocity component
- Confirmation through divergence analysis
Support/Resistance
- Filtered VWAP provides more stable S/R levels
- Bands adapt to filtered values for better zone identification
- Reduced false breakout signals
Technical Advantages
1. Optimal Estimation: Mathematically optimal under Gaussian noise assumptions
2. Adaptive Response: Self-adjusting to market conditions
3. Predictive Element: Velocity component provides forward-looking insight
4. Noise Immunity: Superior noise rejection vs. simple moving average smoothing
Limitations
- Assumes linear price dynamics
- Requires parameter optimization for different instruments
- May lag during sudden volatility regime changes
- Not suitable as standalone trading system
Mathematical Background
Based on control systems theory, the Kalman filter provides recursive Bayesian estimation originally developed for aerospace applications. This implementation adapts the algorithm specifically for financial time series, maintaining VWAP's volume-weighted properties while adding statistical filtering.
Comparison with Standard VWAP
Standard VWAP Issues Addressed:
- Choppy behavior in low volume
- Whipsaws around VWAP line
- Lag in trend identification
- Noise in deviation bands
Kalman VWAP Benefits:
- Smooth yet responsive line
- Fewer false signals
- Optional momentum tracking
- Statistically optimized filtering
Alert Conditions
The indicator includes several pre-configured alert conditions:
- Bullish/Bearish VWAP crosses
- Upper/Lower band touches
- High divergence warnings
- Velocity shifts (if enabled)
---
This open-source indicator is provided as-is for educational and trading purposes. No guarantees are made regarding trading performance. Users should conduct their own testing and validation before using in live trading.
VWAP + WaveTrend + CHoCH & BOS//@version=5
indicator("GC — VWAP + WaveTrend + CHoCH & BOS (v3.3, clean + pro visuals)", overlay=true, max_lines_count=500, max_labels_count=500)
// ================== TOGGLES D'AFFICHAGE ==================
showVWAPLine = input.bool(true, "Afficher VWAP")
showVWAPBands = input.bool(true, "Afficher Bandes VWAP (ATR)")
showWave = input.bool(true, "Afficher WaveTrend (vague)")
showCHoCH = input.bool(true, "Afficher CHoCH")
showBOS = input.bool(true, "Afficher BOS")
showOB = input.bool(true, "Afficher Order Blocks")
highlightBreakCandle = input.bool(true, "Surbrillance bougie de cassure (CHoCH)")
// ================== TOGGLES LOGIQUES ==================
useBiasFilter = input.bool(true, "Activer filtre Biais HTF (Ichimoku)")
useSessionsFilter = input.bool(true, "Activer filtre Sessions (Europe/Paris)")
enableAlerts = input.bool(true, "Activer alertes LONG/SHORT")
// ================== PARAMS ==================
tfHTF1 = input.timeframe("60", "HTF #1 (H1) pour biais")
tfHTF2 = input.timeframe("240", "HTF #2 (H4) pour biais")
// Sessions (format HHMM-HHMM)
asiaSess = input.session("0100-0900", "Asie (Heure Paris)")
lonSess = input.session("0900-1730", "Londres (Heure Paris)")
nySess = input.session("1430-2200", "New York (Heure Paris)")
useAsia = input.bool(true, "Filtrer Asie")
useLon = input.bool(false, "Filtrer Londres")
useNY = input.bool(false, "Filtrer New York")
// VWAP bands (ATR)
atrLenBands = input.int(14, "ATR Len (bandes VWAP)")
atrMult = input.float(1.0, "ATR Mult (bandes)", step=0.1)
// Structure
pivotLen = input.int(5, "Pivot len (structure)")
// ================== BIAIS ICHIMOKU (HTF) ==================
tenkanLen = input.int(9, "Tenkan", inline="ichi")
kijunLen = input.int(26, "Kijun", inline="ichi")
spanBLen = input.int(52, "SenkouB",inline="ichi")
f_ichi(srcH, srcL, cLen, bLen) =>
ts = (ta.highest(srcH, cLen) + ta.lowest(srcL, cLen)) / 2.0
ks = (ta.highest(srcH, bLen) + ta.lowest(srcL, bLen)) / 2.0
= request.security(syminfo.tickerid, tfHTF1, f_ichi(high, low, tenkanLen, kijunLen), barmerge.gaps_on, barmerge.lookahead_off)
= request.security(syminfo.tickerid, tfHTF2, f_ichi(high, low, tenkanLen, kijunLen), barmerge.gaps_on, barmerge.lookahead_off)
biaisBullRaw = close > ksH1 and tsH1 > ksH1 and close > ksH4 and tsH4 > ksH4
biaisBearRaw = close < ksH1 and tsH1 < ksH1 and close < ksH4 and tsH4 < ksH4
biaisBull = useBiasFilter ? biaisBullRaw : true
biaisBear = useBiasFilter ? biaisBearRaw : true
// ================== SESSIONS ==================
inAsia = not na(time(timeframe.period, asiaSess, "Europe/Paris"))
inLon = not na(time(timeframe.period, lonSess, "Europe/Paris"))
inNY = not na(time(timeframe.period, nySess, "Europe/Paris"))
sessionPassRaw = (useAsia and inAsia) or (useLon and inLon) or (useNY and inNY) or (not useAsia and not useLon and not useNY)
sessionPass = useSessionsFilter ? sessionPassRaw : true
// ================== VWAP + BANDES (ATR) ==================
vwap = ta.vwap
atrB = ta.atr(atrLenBands)
upper = vwap + atrMult * atrB
lower = vwap - atrMult * atrB
plot(showVWAPLine ? vwap : na, "VWAP", linewidth=2, color=color.new(color.gray, 0))
plot(showVWAPBands ? upper : na, "VWAP + ATR", color=color.new(color.gray, 0))
plot(showVWAPBands ? lower : na, "VWAP - ATR", color=color.new(color.gray, 0))
// ================== WAVE TREND (vague lisible) ==================
waveLen1 = input.int(20, "Wave base EMA")
waveLen2 = input.int(40, "Wave smoothing Hull")
srcWT = (high + low + close)/3.0
emaBase = ta.ema(srcWT, waveLen1)
w2half = math.max(1, math.round(waveLen2 / 2.0))
hull = ta.wma(2*ta.wma(emaBase, w2half) - ta.wma(emaBase, waveLen2), math.max(1, math.round(math.sqrt(waveLen2))))
wave = ta.ema(hull, math.max(2, math.round(waveLen1/2.0)))
slopeUp = wave > wave
slopeDn = wave < wave
waveColor =
(useBiasFilter and biaisBullRaw and slopeUp) ? color.new(color.lime, 0) :
(useBiasFilter and biaisBearRaw and slopeDn) ? color.new(color.red, 0) :
color.new(color.gray, 0)
plot(showWave ? wave : na, "WaveTrend", linewidth=3, color=waveColor)
// ================== STRUCTURE: PIVOTS ==================
ph = ta.pivothigh(high, pivotLen, pivotLen)
pl = ta.pivotlow(low, pivotLen, pivotLen)
var float lastSwingHigh = na
var float lastSwingLow = na
var int lastSwingHighBar = na
var int lastSwingLowBar = na
if not na(ph)
lastSwingHigh := ph
lastSwingHighBar := bar_index - pivotLen // index du pivot confirmé
if not na(pl)
lastSwingLow := pl
lastSwingLowBar := bar_index - pivotLen
// Cassures confirmées (bar close)
brokeHigh = not na(lastSwingHigh) and ta.crossover(close, lastSwingHigh)
brokeLow = not na(lastSwingLow) and ta.crossunder(close, lastSwingLow)
// Tendance locale par pente de la Wave
trendUp = slopeUp
trendDown = slopeDn
// Définition des états
bosUp = barstate.isconfirmed and trendUp and brokeHigh
bosDown = barstate.isconfirmed and trendDown and brokeLow
chochUp = barstate.isconfirmed and trendDown and brokeHigh
chochDown = barstate.isconfirmed and trendUp and brokeLow
// ================== VISUELS PRO (lignes BOS/CHoCH + OB + Highlight) ==================
// Conteneurs pour limiter l'encombrement
var line bosLines = array.new_line()
var label bosLabels = array.new_label()
var line chochLines = array.new_line()
var label chochLbls = array.new_label()
var box obBoxes = array.new_box()
var box brkBoxes = array.new_box()
f_trim(arrLine, arrLbl, maxKeep) =>
// supprime les plus anciens si on dépasse maxKeep
if array.size(arrLine) > maxKeep
l = array.shift(arrLine)
line.delete(l)
if array.size(arrLbl) > maxKeep
lb = array.shift(arrLbl)
label.delete(lb)
f_trim_boxes(arr, maxKeep) =>
if array.size(arr) > maxKeep
b = array.shift(arr)
box.delete(b)
// --- Création BOS Up / Down (ligne horizontale + petit label "bos")
if showBOS and bosUp and not na(lastSwingHigh) and not na(lastSwingHighBar)
l = line.new(lastSwingHighBar, lastSwingHigh, bar_index, lastSwingHigh, xloc=xloc.bar_index, extend=extend.none, color=color.new(color.lime, 0), width=2)
lb = label.new(bar_index, lastSwingHigh, "bos", style=label.style_label_left, color=color.new(color.lime, 0), textcolor=color.new(color.black, 0))
array.push(bosLines, l), array.push(bosLabels, lb), f_trim(bosLines, bosLabels, 12)
if showBOS and bosDown and not na(lastSwingLow) and not na(lastSwingLowBar)
l = line.new(lastSwingLowBar, lastSwingLow, bar_index, lastSwingLow, xloc=xloc.bar_index, extend=extend.none, color=color.new(color.red, 0), width=2)
lb = label.new(bar_index, lastSwingLow, "bos", style=label.style_label_left, color=color.new(color.red, 0), textcolor=color.new(color.white, 0))
array.push(bosLines, l), array.push(bosLabels, lb), f_trim(bosLines, bosLabels, 12)
// --- CHoCH Up / Down (ligne + label "ChoCh" + highlight bougie de cassure)
if showCHoCH and chochUp and not na(lastSwingHigh) and not na(lastSwingHighBar)
l = line.new(lastSwingHighBar, lastSwingHigh, bar_index, lastSwingHigh, xloc=xloc.bar_index, extend=extend.none, color=color.new(color.teal, 0), width=2)
lb = label.new(bar_index, lastSwingHigh, "ChoCh", style=label.style_label_left, color=color.new(color.teal, 0), textcolor=color.new(color.black, 0))
array.push(chochLines, l), array.push(chochLbls, lb), f_trim(chochLines, chochLbls, 12)
if highlightBreakCandle
b = box.new(bar_index, high, bar_index, low, bgcolor=color.new(color.orange, 70))
array.push(brkBoxes, b), f_trim_boxes(brkBoxes, 8)
if showCHoCH and chochDown and not na(lastSwingLow) and not na(lastSwingLowBar)
l = line.new(lastSwingLowBar, lastSwingLow, bar_index, lastSwingLow, xloc=xloc.bar_index, extend=extend.none, color=color.new(color.maroon, 0), width=2)
lb = label.new(bar_index, lastSwingLow, "ChoCh", style=label.style_label_left, color=color.new(color.maroon, 0), textcolor=color.new(color.white, 0))
array.push(chochLines, l), array.push(chochLbls, lb), f_trim(chochLines, chochLbls, 12)
if highlightBreakCandle
b = box.new(bar_index, high, bar_index, low, bgcolor=color.new(color.orange, 70))
array.push(brkBoxes, b), f_trim_boxes(brkBoxes, 8)
// --- Order Blocks : dernière bougie opposée avant cassure (body-only)
f_last_opposite_body_idx(maxLookback, wantBull) =>
// cherche la dernière bougie opposée dans les 'maxLookback' barres précédant la cassure
var int idx = na
for i = 1 to maxLookback
isBear = close < open
isBull = close > open
if (wantBull and isBear) or (not wantBull and isBull)
idx := i
break
idx
maxLook = 10
if showOB and (bosUp or chochUp) and not na(lastSwingHigh)
obIdx = f_last_opposite_body_idx(maxLook, true) // pour un mouvement haussier, bougie "opposée" est rouge
if not na(obIdx)
topB = math.max(open , close )
botB = math.min(open , close )
b = box.new(bar_index - obIdx, topB, bar_index - obIdx, botB, xloc=xloc.bar_index, extend=extend.right, bgcolor=color.new(color.blue, 80), border_color=color.new(color.blue, 40))
array.push(obBoxes, b), f_trim_boxes(obBoxes, 10)
if showOB and (bosDown or chochDown) and not na(lastSwingLow)
obIdx = f_last_opposite_body_idx(maxLook, false) // pour un mouvement baissier, bougie "opposée" est verte
if not na(obIdx)
topB = math.max(open , close )
botB = math.min(open , close )
b = box.new(bar_index - obIdx, topB, bar_index - obIdx, botB, xloc=xloc.bar_index, extend=extend.right, bgcolor=color.new(color.blue, 80), border_color=color.new(color.blue, 40))
array.push(obBoxes, b), f_trim_boxes(obBoxes, 10)
// ================== ALERTES ==================
barOK = barstate.isconfirmed and sessionPass
longSignal = barOK and biaisBull and ( (showBOS and bosUp) or (showCHoCH and chochUp) ) and (showVWAPLine ? close >= vwap : true)
shortSignal = barOK and biaisBear and ( (showBOS and bosDown) or (showCHoCH and chochDown) ) and (showVWAPLine ? close <= vwap : true)
alertcondition(enableAlerts and longSignal, "LONG signal (clean)", "LONG — {{ticker}} {{interval}}")
alertcondition(enableAlerts and shortSignal, "SHORT signal (clean)", "SHORT — {{ticker}} {{interval}}")
Liquidation Reversal Signals [AlgoAlpha]🟠 OVERVIEW
This tool detects potential liquidation-driven reversals by combining z-score analysis of up/down volume with the classic Supertrend. It watches for abnormal surges in directional volume (on a lower timeframe) and links them to trend flips on the main chart. When both align within a short window, it flags a probable reversal caused by forced liquidations. The goal is to help traders identify exhaustion points where aggressive liquidation moves may mark the end of a trend leg.
🟠 CONCEPTS
The logic revolves around Z-score normalization of up and down volume to locate statistical extremes. When up-volume z-scores exceed a threshold during a bearish Supertrend, it implies trapped shorts being squeezed; the opposite applies for long liquidations. The script tracks these liquidation spikes and monitors whether a Supertrend regime change follows soon after. If confirmed within the allowed timeout, a colored signal marks the event.
In essence:
Z-score outliers = potential forced liquidations.
Supertrend = structural regime context.
Combined = statistically confirmed reversal signals, not random flips.
This pairing reduces false positives by ensuring that both volatility structure and order-flow extremes agree before flagging a reversal.
🟠 FEATURES
Z-score detection for liquidation spikes with adjustable lookback and threshold.
Confirmation logic linking liquidations to Supertrend flips.
Alerts for liquidation spikes and confirmed reversal starts.
On-chart “No Volume” warning to avoid misreads on illiquid assets.
🟠 USAGE
Setup : Add the script to your main chart. Choose a lower timeframe (default 15m) to capture more granular liquidation flows. Adjust Z-Score Length to control how far back the script measures normal behavior and Threshold to decide what counts as extreme. Keep Timeout Bars low (e.g. 20–50) for faster reversals, or higher for slower markets.
Read the chart :
• Circles appear below bars when long liquidations occur; above bars for short liquidations.
• A Supertrend flip with a recent liquidation spike will display an arrow and color shift.
• Fills between candles and trend lines show which side dominates: green for bullish reversal, red for bearish.
• Candle color fades based on the magnitude of liquidation pressure.
Settings that matter :
• Z-Score Length : Longer smooths noise but delays signal; shorter reacts faster.
• Z-Score Threshold : Higher means only extreme liquidations trigger; lower finds smaller squeezes.
• Timeout Bars : Defines how long after a liquidation the Supertrend flip remains valid.
• Lower Timeframe : Determines the precision of volume readings; too low may increase noise.
SMC Clean: Structure + LiquidityThis indicator provides Smart Money Concepts (SMC) tools designed to help traders analyze market structure, liquidity pools, and institutional trading zones. It combines several popular SMC methods into one powerful, customizable tool, with a clean and controlled chart display.
Features and How it Works:
Swing Highs and Lows: The indicator identifies confirmed swing highs and swing lows using a lookback period (default: 15 bars). These points form the basis for market structure analysis.
Equal Highs/Equal Lows (EQH/EQL): When price action creates repeated swing highs or lows within a defined tolerance, the tool automatically marks these areas as potential liquidity pools. These are levels where multiple stop orders may accumulate, sometimes leading to significant market moves.
Liquidity Lines & Sweeps: Liquidity lines highlight unswept highs and lows, making it easy to see where price may hunt liquidity. When price crosses a swing high/low and closes back, a sweep label is shown (optional).
BOS/CHOCH Detection:
Break of Structure (BOS): Signals a continuation of the current trend if price closes beyond the previous swing point.
Change of Character (CHOCH): Highlights when price reverses and breaks a key swing from the opposite direction, hinting at a potential trend change or shift in market regime.
Only confirmed swing points are considered to avoid repainting.
Premium & Discount Zones Explained:
After a new confirmed swing high and swing low, the area between them forms a “range.”
The premium zone is the upper half (from midpoint to swing high): this is typically considered where price is “expensive” or overvalued for the current swing, and is often watched for potential sell setups.
The discount zone is the lower half (from swing low to midpoint): this is where price is “cheap” or undervalued for the current swing, commonly monitored for potential buy setups.
Colored boxes mark these zones on your chart for instant reference.
Dashboard (Movable Position):
A visually enhanced dark-themed dashboard shows the current market structure (Bullish/Bearish), liquidity bias (Buy-Side, Sell-Side, or Balanced, based on unswept levels), and last swept side (i.e., which liquidity pool was last taken by price).
Dashboard position can be set anywhere on your chart for best visibility.
Customization Options:
Enable/disable any feature individually for a cleaner chart.
Control colors, transparency, and swing sensitivity via user settings.
How to Use:
Add the indicator to your chart and adjust settings to fit your trading style.
Use swing lines and dashboard to determine current market structure and bias.
Watch equal highs/lows and liquidity lines for possible sweep events.
Use the premium/discount zones to locate optimal areas for trade entries—with institutional logic, buy when price reaches the discount (lower) zone, and look for sales in the premium (upper) zone.
Use BOS/CHOCH signals as objective confirmations of trend or regime changes. Always interpret signals in context of broader price action.
Important Notes:
This indicator is educational and analytical—NO signals are guaranteed.
All calculations are non-repainting and use only confirmed price data (no lookahead).
No claims of predicting future price movement or performance are made.
Disclaimer:
This tool is for technical analysis education only. It is not a financial advice nor a guaranteed trading system. Please test all signals and concepts before using in live markets.
Dashboard — Vol & PriceDashboard for traders
Indicator Description
1. Prev Day High
What it shows: the previous trading day's high.
Why it shows: a resistance level. Many traders watch to see if the price will hold above or below this level. A breakout can signal buying strength.
2. Prev Day Low
What it shows: the previous day's low.
Why it shows: a support level. If the price breaks downwards, it signals weakness and a possible continuation of the decline.
3. Today
What it shows:
The difference between the current price and yesterday's close (in absolute values and as a percentage).
Color: green for an increase, red for a decrease.
Why it shows: immediately shows how strong a gap or movement is today relative to yesterday. This is an indicator of current momentum.
4. ADR, % (Average Daily Range)
What it shows: Average daily range (High – Low), expressed as a percentage of the closing price, for the selected period (default 7 days).
Why it's useful: To understand the "normal" volatility of an instrument. For example, if the ADR is 3%, then a 1% move is small, while a 6% move is very large.
5. ATR (Average True Range)
What it shows: Average fluctuation range (including gaps), in absolute points, for the specified period (default 7 days).
Why it's useful: A classic volatility indicator. Useful for setting stops, calculating position sizes, and identifying "noise" movements.
6. ATR (Today), %
What it shows: How much the current movement today (from yesterday's close to the current price) represents in % of the average ATR.
Why it shows: Shows whether the instrument has "played out" its average range. If the value is already >100%, there is a high probability that the movement will begin to slow.
7. Vol (Today)
What it shows:
Current trading volume for the day (in millions/billions).
Comparison with yesterday as a percentage (for example: 77.32M (-52.78%)).
Color: green if the volume is higher than yesterday; red if lower.
Why it shows:Quickly shows whether the market is active today. Volume = fuel for price movement.
8. Avg Vol (20d)
What it shows: Average daily volume over the last 20 trading days.
Why it's useful:"normal" activity level. It's a convenient backdrop for assessing today's turnover.
9. Rel. Vol (Today), % (Relative Volume)
What it shows: Deviation of the current volume from the average (20 days).
Formula: `(today / average - 1)` * 100`.
+30% = volume 30% above average, -40% = 40% below average.
Color: green for +, red for –.
Why it's useful:A key indicator for a trader. If RelVol > 100% (green), the market is "charged," and the movement is more significant. If low, activity is weak and movements are less reliable.
10. Normalized RS (Relative Strength)
What it shows: the relative strength of a stock to a selected benchmark (e.g., SPY), normalized by the period (default 7 days).
100 = same result as the market.
> 100 = the stock is stronger than the index.
<100 = weaker than the index.
Why it's needed: filtering ideas. Strong stocks rise faster when the market rises, weak stocks fall more sharply. This helps trade in the direction of the trend and select the best candidates.
In summary:
Prev High / Low — key support and resistance levels.
Today — an instant understanding of the current momentum.
ADR and ATR — volatility and potential movement.
ATR (Today) — how much the instrument has already "run."
Vol + Rel.Vol — activity and confirmation of the movement's strength.
RS — selecting strong/weak leaders against the market.
[FS] Pivot Measurements# Pivot Measurements
An advanced TradingView indicator that combines LuxAlgo's pivot point detection algorithm with automatic measurement calculations between consecutive pivots.
## Features
### Pivot Detection
- **Regular Pivots**: Detects standard pivot highs and lows using configurable pivot length
- **Missed Pivots**: Identifies missed reversal levels that occurred between regular pivots
- **Visual Indicators**:
- Regular pivot highs: Red downward triangle (▼)
- Regular pivot lows: Teal upward triangle (▲)
- Missed pivots: Ghost emoji (👻)
- **Zigzag Lines**: Connects pivots with colored lines (solid for regular, dashed for missed)
- **Ghost Levels**: Horizontal lines indicating missed pivot levels
### Measurement System
- **Automatic Measurements**: Calculates price movements between consecutive pivots
- **Visual Display**:
- Transparent colored boxes (blue for upward, red for downward movements)
- Measurement labels showing:
- Price change (absolute and percentage)
- Duration (bars, days, hours, minutes)
- Volume approximation
- **Smart Positioning**: Labels positioned outside boxes (above for upward, below for downward)
- **Color Coding**: Blue for positive movements, red for negative movements
## Parameters
### Pivot Detection
- **Pivot Length** (default: 50): Number of bars on each side to identify a pivot point
- **Regular Pivots**: Toggle and colors for regular pivot highs and lows
- **Missed Pivots**: Toggle and colors for missed pivot detection
### Measurements
- **Number of Measurements** (1-10, default: 10): Maximum number of measurements to display
- **Show Measurement Boxes**: Toggle to show/hide measurement boxes and labels
- **Box Transparency** (0-100, default: 90): Transparency level for measurement boxes
- **Border Transparency** (0-100, default: 50): Transparency level for box borders
- **Label Background Transparency** (0-100, default: 30): Transparency level for label backgrounds
- **Label Size**: Size of measurement labels (tiny, small, normal, large)
## Usage
1. Add the indicator to your chart
2. Configure the **Pivot Length** based on your timeframe:
- Lower values for shorter timeframes (e.g., 10-20 for 1-5 min)
- Higher values for longer timeframes (e.g., 50-100 for daily)
3. Adjust pivot colors and visibility as needed
4. Customize measurement display settings:
- Set the number of measurements to display
- Adjust transparency levels for boxes, borders, and labels
- Choose label size
## Technical Details
- **Pine Script Version**: v6
- **Pivot Detection**: Based on () algorithm for detecting regular and missed pivots
- **Measurement Calculation**:
- Measures between consecutive pivots (from most recent to older)
- Calculates price change, percentage change, duration, and approximate volume
- Automatically sorts pivots chronologically
- **Performance**: Optimized with helper functions to reduce code duplication
## Notes
- The indicator automatically limits the number of stored pivots to optimize performance
- Measurements are only created when there are at least 2 pivots detected
- All measurements are recalculated on each bar update
- The indicator uses `max_bars_back=5000` to ensure sufficient historical data
## License
This indicator uses LuxAlgo's pivot detection algorithm from (). Please refer to the original LuxAlgo license for pivot detection components.
Nifty Futures Momentum ScalperNifty Futures Momentum Scalper
Backtesting
VPA , RSI, momentum trades with EMA crossover
ONLY LONG – 4H Breakout → 1H EMA(12/21) [Signals]🔹 ONLY LONG – 4H Breakout → 1H EMA(12/21)
Author: SystemsOverFeelings
Type: Signal-only indicator (non-repainting)
Timeframe: Designed for the 1H chart
Markets: BTCUSDT perpetual& major pairs
📖 Concept
A high-timeframe confirmation model for trend-continuation longs.
It detects:
A 4-Hour breakout candle closing above recent range highs,
With very-high volume confirmation, and
Then waits for a 1-Hour pullback into the EMA(12/21) band or a Break of Structure (BOS) to re-enter.
No repainting — all 4H logic uses request.security(..., lookahead_off) for confirmed data.
🧩 Signal Logic
✅ 4H Trigger: Breakout candle with volume > SMA(20) × user multiplier.
✅ Armed Regime: Green background = system ready for 1H entries.
🟢 LONG Signal: 1H candle consolidates inside or touches the EMA band, or shows BOS confirmation.
❌ EXIT Signal: 4H EMA(12) crosses below EMA(21).
All signals are visually marked and alert-ready.
⚙️ Adjustable Parameters
4H volume multiplier
Range lookback days
Pullback strictness (inside/touch)
1H BOS pivot length & mode
Expiry time for invalidated setups
🔔 Alerts
Built-in alerts for:
4H breakout trigger
1H long entry signal
4H band exit
Use them directly via “Create Alert → Condition → This Script → Choose Signal.”
💡 Notes
Works best on BTC/ETH 1H chart.
Non-repainting, multi-timeframe logic.
Use for directional bias or entry timing — not financial advice.
SatoshiFrame Lot Size CalculatorSatoshiFrame Lot Size Calculator that help you to manage your lot size in forex and crypto trade
Quantura - Supply & Demand Zone DetectionIntroduction
“Quantura – Supply & Demand Zone Detection” is an advanced indicator designed to automatically detect and visualize institutional supply and demand zones, as well as breaker blocks, directly on the chart. The tool helps traders identify key areas of market imbalance and potential reversal or continuation zones, based on price structure, volume, and ATR dynamics.
Originality & Value
This indicator provides a unique and adaptive method of zone detection that goes beyond simple pivot or candle-based logic. It merges multiple layers of confirmation—volume sensitivity, ATR filters, and swing structure—while dynamically tracking how zones evolve as the market progresses. Unlike traditional supply and demand indicators, this script also detects and plots Breaker Zones when previous imbalances are violated, giving traders an extra layer of market context.
The key values of this tool include:
Automated detection of high-probability supply and demand zones.
Integration of both volume and ATR filters for precision and adaptability.
Dynamic zone merging and updating based on price evolution.
Identification of breaker blocks (invalidated zones) to visualize market structure shifts.
Optional bullish and bearish trade signals when zones are retested.
Clear, visually optimized plotting for efficient chart interpretation.
Functionality & Core Logic
The indicator continuously scans recent price data for swing highs/lows and combines them with optional volume and ATR conditions to validate potential zones.
Demand Zones are formed when price action indicates accumulation or a strong bullish rejection from a low area.
Supply Zones are created when distribution or strong bearish rejection occurs near local highs.
Breaker Blocks appear when existing zones are invalidated by price, helping traders visualize potential market structure shifts.
Bullish and bearish signals appear when price re-enters an active zone or breaks through a breaker block.
Parameters & Customization
Demand Zones / Supply Zones: Enable or disable each individually.
Breaker Zones: Activate breaker block detection for invalidated zones.
Volume Filter: Optional filter to only confirm zones when volume exceeds its long-term average by a user-defined multiplier.
ATR Filter: Optional filter for volatility confirmation, ensuring zones form under strong momentum conditions.
Swing Length: Controls the number of bars used to detect structural pivots.
Sensitivity Controls: Adjustable ATR and volume multipliers to fine-tune detection responsiveness.
Signals: Toggle for on-chart bullish (▲) and bearish (▼) signal plotting when price interacts with zones.
Color Customization: User-defined bullish and bearish colors for both standard and breaker zones.
Core Calculations
Zones are detected using pivot highs and lows with a defined lookback and lookahead period.
Additional filters apply if ATR and volume are enabled, requiring conditions like “ATR > average * multiplier” and “Volume > average * multiplier.”
Detected zones are merged if overlapping, keeping the chart clean and logical.
When price breaks through a zone, the original box is closed, and a new breaker zone is plotted automatically.
Bullish and bearish markers appear when zones are retested from the opposite side.
Visualization & Display
Demand zones are shaded in semi-transparent bullish color (default: blue).
Supply zones are shaded in semi-transparent bearish color (default: red).
Breaker zones appear when previous imbalances are broken, helping to spot structural shifts.
Optional arrows (▲ / ▼) indicate potential buy or sell reactions on zone interaction.
Use Cases
Identify institutional areas of accumulation (demand) or distribution (supply).
Detect potential breakout traps and market structure shifts using breaker zones.
Combine with other tools such as volume profile, EMA, or liquidity indicators for deeper confirmation.
Observe retests and reactions of zones to anticipate possible reversals or continuations.
Apply multi-timeframe analysis to align higher timeframe zones with lower timeframe entries.
Limitations & Recommendations
The indicator does not predict future price movement; it highlights structural imbalances only.
Performance depends on chosen swing length and sensitivity—users should optimize parameters for each market.
Works best in volatile markets where supply and demand imbalances are clearly expressed.
Should be used as part of a broader trading framework, not as a standalone signal generator.
Markets & Timeframes
The “Quantura – Supply & Demand Zone Detection” indicator is suitable for all asset classes including cryptocurrencies, Forex, indices, commodities, and equities. It performs reliably across multiple timeframes, from intraday scalping to higher timeframe swing analysis.
Author & Access
Developed 100% by Quantura. Published as a Open-source script indicator. Access is free.
Important
This description complies with TradingView’s Script Publishing and House Rules. It clearly explains the indicator’s originality, underlying logic, functionality, and intended use without unrealistic claims or performance guarantees.
Quantura - Fair Value GapIntroduction
“Quantura – Fair Value Gap” is a precision-engineered institutional concept indicator designed to automatically identify, visualize, and manage Fair Value Gaps (FVGs) across any market or timeframe. It enables traders to observe price inefficiencies, potential liquidity voids, and retracement areas that often act as magnets for price rebalancing.
Originality & Value
Unlike many public FVG scripts that only highlight candle gaps, this indicator integrates dynamic filters and adaptive logic to determine the strength and reliability of each gap. It merges overlapping zones intelligently and optionally extends valid imbalances forward for ongoing reference.
Its value lies in:
Dynamic statistical filtering based on gap standard deviation.
Optional volume confirmation for high-confidence FVGs.
Automatic merging of overlapping or adjacent gaps for clean visualization.
Support for both bullish and bearish imbalances.
Signal alerts when gaps are filled or rebalanced by price.
Functionality & Core Logic
Detects Fair Value Gaps by comparing candle-to-candle price displacement.
Applies a Gap Filter (standard deviation-based) to qualify valid gaps.
Optionally validates gaps formed under significant volume conditions.
Draws color-coded boxes to mark bullish (discount) and bearish (premium) inefficiencies.
Monitors each FVG until price fills the gap, at which point the box is visually closed.
Provides optional signal markers (“▲” or “▼”) when rebalancing occurs.
Parameters & Customization
Gap Filter: Sets the minimum statistical deviation required for a valid FVG. Higher values detect fewer, stronger gaps.
Volume Filter: Toggles additional validation using relative volume strength.
Volume Sensitivity: Adjusts how much above-average volume must be present to confirm a gap.
Bullish/Bearish Colors: Customize color schemes for imbalance zones.
Extend Gaps: Optionally extend open gaps forward for better confluence tracking.
Signals: Enables or disables gap-fill signal markers.
Visualization & Display
Bullish FVGs: Appear in blue-tinted boxes, indicating potential demand-side inefficiencies.
Bearish FVGs: Appear in red-tinted boxes, representing potential supply-side inefficiencies.
Overlapping zones are merged automatically to maintain clarity.
Filled gaps remain visible for historical context, allowing for post-event analysis.
Optional signal arrows display when price returns to rebalance an FVG.
Use Cases
Identify institutional inefficiencies and liquidity voids.
Detect premium and discount levels in trending markets.
Combine with market structure or order block indicators for confluence.
Track when price rebalances inefficiencies to refine entry/exit points.
Build FVG-based algorithmic strategies that rely on structural imbalance resolution.
Limitations & Recommendations
The indicator detects structural imbalances but does not predict future direction or guarantee profitability.
Volume filters may behave differently across brokers due to data-source differences.
Use alongside structure or liquidity tools for enhanced decision-making.
Extreme volatility or illiquid assets may generate temporary invalid gaps.
Markets & Timeframes
Compatible with all markets (crypto, forex, equities, indices, futures) and all timeframes. Recommended for multi-timeframe confluence analysis — e.g., detecting higher-timeframe FVGs and refining lower-timeframe entries.
Author & Access
Developed 100% by Quantura. Published as a Open-source script indicator. Access is free.
Compliance Note
This description adheres fully to TradingView’s House Rules and Script Publishing Requirements . It provides a detailed explanation of originality, core logic, limitations, and appropriate use — with no unrealistic or misleading performance claims.
