Simple Scalper PRO V1.1 (Alx_Sport_Tour)# Simple Scalper PRO
## 🇬🇧 ENGLISH
**Clear signals. Clean chart. Simple rules.**
Simple Scalper PRO is a practical intraday and scalping indicator designed for traders who want to quickly identify potential market entries and dynamic exits without filling the chart with unnecessary information.
The indicator combines **EMA 9/20/50/100/200** with **ATR-based volatility analysis** to create a simple, structured trading framework.
### 🚀 ENTRY SIGNALS
**LONG**
EMA 9 crosses EMA 50 upward.
**SHORT**
EMA 9 crosses EMA 50 downward.
Signals are displayed directly on the chart with clean **L** and **S** markers, making potential entry points easy to identify.
### 🛡️ ATR-BASED STOP LOSS
Stop Loss is calculated using:
**1.5 × ATR**
ATR timeframe, ATR period and Stop Loss multiplier are fully configurable in the indicator settings, allowing the tool to be adapted to different instruments and trading styles.
### 🎯 DYNAMIC EXIT
Simple Scalper PRO does **not** use fixed Take Profit targets.
Instead, exits are generated dynamically using the relationship between **EMA 9 and EMA 20**.
**LONG → EXIT**
EMA 9 crosses EMA 20 downward.
**SHORT → EXIT**
EMA 9 crosses EMA 20 upward.
This approach allows the exit signal to react to changing market conditions instead of relying on a predetermined price target.
### 📊 BUILT-IN DASHBOARD
The compact dashboard provides the most important information at a glance:
• Position
• Entry Price
• ATR
• ATR Timeframe
• ATR Period
• Exit Price
• Current Trend
No unnecessary TP levels or overloaded statistics — just the information needed for quick decision-making.
### ⚙️ FULLY CONFIGURABLE
The indicator gives you control over the main parameters:
• EMA 9 Period
• EMA 20 Period
• EMA 50 Period
• EMA 100 Period
• EMA 200 Period
• ATR Timeframe
• ATR Period
• Stop Loss × ATR
### 🔔 ALERTS
TradingView alerts are available for:
🟢 LONG
🔴 SHORT
The indicator intentionally keeps alerts focused on entry signals.
### 💡 DESIGNED FOR
Simple Scalper PRO can be useful for:
• Scalping
• Intraday trading
• Short-term trend following
• Fast market analysis
• Traders who prefer clean and uncomplicated charts
**Simple Scalper PRO focuses on one thing: keeping your trading view simple, structured and easy to read.**
Use it as part of your own trading strategy and always consider market conditions, risk management and confirmation from additional analysis.
*Simple Scalper PRO is a technical analysis tool and does not provide financial advice or guarantee trading results.*
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# 🇷🇺 РУССКАЯ ВЕРСИЯ
**Чёткие сигналы. Чистый график. Простые правила.**
Simple Scalper PRO — практичный индикатор для **скальпинга и внутридневной торговли**, созданный для трейдеров, которым важно быстро видеть потенциальные точки входа и динамические выходы без перегруженного графика.
Индикатор объединяет **EMA 9/20/50/100/200** и анализ волатильности на основе **ATR**, создавая простую и понятную структуру для принятия торговых решений.
### 🚀 СИГНАЛЫ ВХОДА
**LONG**
EMA 9 пересекает EMA 50 снизу вверх.
**SHORT**
EMA 9 пересекает EMA 50 сверху вниз.
Сигналы отображаются непосредственно на графике в виде компактных меток **L** и **S**, благодаря чему потенциальные точки входа легко заметить даже при быстром движении рынка.
### 🛡️ STOP LOSS НА ОСНОВЕ ATR
Stop Loss рассчитывается по формуле:
**1.5 × ATR**
Таймфрейм ATR, период ATR и множитель Stop Loss полностью настраиваются в параметрах индикатора.
Это позволяет адаптировать расчёт под различные инструменты и торговые стили.
### 🎯 ДИНАМИЧЕСКИЙ ВЫХОД
Simple Scalper PRO **не использует фиксированный Take Profit**.
Вместо заранее заданных целей выход определяется динамически с помощью пересечения **EMA 9 и EMA 20**.
**LONG → EXIT**
EMA 9 пересекает EMA 20 сверху вниз.
**SHORT → EXIT**
EMA 9 пересекает EMA 20 снизу вверх.
Такой подход позволяет сигналу выхода реагировать на изменение рыночной динамики, а не зависеть от заранее установленной ценовой цели.
### 📊 ВСТРОЕННЫЙ DASHBOARD
Компактная информационная панель показывает всё самое необходимое:
• Position
• Entry Price
• ATR
• ATR Timeframe
• ATR Period
• Exit Price
• Current Trend
Без лишних уровней Take Profit и перегруженной статистики — только ключевая информация для быстрого анализа.
### ⚙️ ПОЛНАЯ НАСТРОЙКА
В параметрах индикатора можно настроить:
• EMA 9 Period
• EMA 20 Period
• EMA 50 Period
• EMA 100 Period
• EMA 200 Period
• ATR Timeframe
• ATR Period
• Stop Loss × ATR
### 🔔 ALERTS
Алерты TradingView доступны для:
🟢 LONG
🔴 SHORT
Алерты специально ограничены сигналами входа, чтобы не перегружать уведомления.
### 💡 ДЛЯ КОГО ПОДХОДИТ
Simple Scalper PRO может быть полезен для:
• Скальпинга
• Внутридневной торговли
• Краткосрочной торговли по тренду
• Быстрого анализа рынка
• Трейдеров, предпочитающих чистый и понятный график
**Simple Scalper PRO создан с одной главной идеей: сделать торговый график простым, структурированным и удобным для чтения.**
Используйте индикатор как часть собственной торговой системы и учитывайте рыночные условия, управление рисками и дополнительные подтверждения.
*Simple Scalper PRO является инструментом технического анализа, не является финансовой рекомендацией и не гарантирует прибыльность торговли.*
אינדיקטור
Fed Funds Pricing [BackQuant]Fed Funds Pricing
Overview
Fed Funds Pricing is a rates-monitoring indicator that uses 30-Day Federal Funds futures available on TradingView together with FRED policy-rate and Treasury-yield data to visualize the path currently implied by the futures strip.
The script displays:
The current federal funds target range.
The Effective Federal Funds Rate (EFFR).
An expected path across upcoming FOMC meetings.
A most-likely discrete target-range path.
A meeting-by-meeting distribution of possible target ranges.
Cut / unchanged / hike probabilities relative to the current target range.
Recent repricing across the next three meetings.
Cumulative 25 bp-equivalent moves priced by the December meeting.
The US Treasury yield curve and daily yield changes.
2s10s and 5s30s curve spreads.
The indicator is intended as a compact way to inspect what is currently embedded in Fed funds futures pricing alongside the current policy rate and Treasury curve.
Data Used
The script uses several TradingView-accessible data series.
Federal Funds Target Range
The lower and upper target-range boundaries come from:
FRED: DFEDTARL
FRED: DFEDTARU
Their midpoint is used as the current target-range reference.
EFFR
The Effective Federal Funds Rate is read from:
FRED: EFFR
EFFR is shown independently because the effective overnight rate can sit at a different level from the midpoint of the target range.
Fed Funds Futures
The script reads a strip of monthly ZQ contracts from TradingView.
For each contract:
Implied Monthly Average Rate = 100 - Futures Price
A ZQ contract therefore represents the market-implied average effective federal funds rate across its delivery month.
Treasury Yields
The rates matrix also reads:
3-month Treasury yield.
6-month Treasury yield.
1-year Treasury yield.
2-year Treasury yield.
5-year Treasury yield.
10-year Treasury yield.
30-year Treasury yield.
These are displayed with their one-day change and spread versus EFFR.
From Monthly Futures to Meeting Rates
A monthly Fed funds futures contract represents an average rate across the entire calendar month.
When an FOMC meeting occurs inside that month, the monthly average can contain:
Days before the meeting at one expected rate.
Days after the meeting at another expected rate.
The script uses the scheduled meeting date and the implied monthly average rate to separate those two portions.
For a meeting month, the basic relationship is:
Monthly Average × Days in Month = Pre-Meeting Days × Start Rate + Post-Meeting Days × End Rate
The script works backward from a later month without an FOMC meeting to derive the implied start and end rates around each meeting.
This creates an estimated rate change associated with each upcoming meeting.
25 Basis Point Step Assumption
Meeting changes are expressed in units of:
0.25 percentage points = 25 basis points
For each meeting:
Expected Meeting Steps = (End Rate - Start Rate) / 0.25
For example:
-1.0 step = one 25 bp cut.
0.0 steps = unchanged.
+1.0 step = one 25 bp hike.
-0.4 steps = an expected change lying between no move and one 25 bp cut.
How the Probability Distribution is Built
The probability distribution shown by the indicator is calculated by the script from the futures-implied fractional 25 bp change.
It is not a separate probability series imported from a data provider.
If the implied move lies between two adjacent 25 bp outcomes, the script assigns probability between those two outcomes so that their weighted average equals the futures-implied move.
For example, an implied meeting change of:
-0.40 steps
is represented by a mixture of:
0 steps.
-1 step.
whose weighted expected value equals -0.40.
If the implied move is exactly an integer number of 25 bp steps, the full local probability is assigned to that outcome.
Cumulative Meeting Distribution
The local distribution for each meeting is combined sequentially with the distributions from earlier meetings.
This produces a cumulative distribution of possible target-rate levels by each future meeting.
That distinction is important.
The table's:
Cut
Hold
Hike
columns describe the probability that the cumulative target range by that meeting is:
Below the current target range.
At the current target range.
Above the current target range.
They are not simply the probability of a cut, hold or hike occurring at that individual meeting.
Most Likely
The Most Likely column shows the target range with the highest probability in the cumulative distribution for that meeting.
The adjacent probability is the probability assigned to that modal target range.
This should be interpreted as:
the highest-probability cumulative rate level produced by the script's distribution
rather than a certainty about the meeting outcome.
Expected Rate
The Expected column uses the probability-weighted average of the cumulative 25 bp distribution.
Conceptually:
Expected Rate = Current Target Midpoint + Expected Cumulative Steps × 0.25
Unlike the Most Likely path, the expected value can sit between discrete 25 bp target levels.
Expected Path
The blue expected path connects the current target-range midpoint with the expected rate calculated at each upcoming meeting.
It therefore represents the probability-weighted path derived from the futures strip.
The path is drawn as steps around scheduled meeting dates.
Most-Likely Path
The dashed most-likely path follows the modal discrete target range at each meeting.
This can differ from the expected path.
For example, the most likely individual range may remain unchanged while enough probability is assigned to a cut that the expected rate already sits below the current midpoint.
Detailed Meeting Distribution
The Detailed Meeting setting selects one upcoming meeting.
The lower-right table then displays the individual cumulative target ranges generated for that meeting and the probability assigned to each.
Meeting 1 is the nearest upcoming meeting, Meeting 2 is the next, and so on.
This provides more detail than the summary table's Cut / Hold / Hike grouping.
Next 3 Meetings Repricing
The rates matrix compares the current futures-implied meeting changes with the previous daily futures observations.
For the first three available meetings, the script sums the expected meeting changes and compares that combined expectation with the previous day.
The result is displayed in basis points.
A positive change means the strip has repriced toward a higher expected policy path.
A negative change means it has repriced toward a lower expected policy path.
The indicator labels these changes:
HAWKISH = higher expected rates versus the previous observation.
DOVISH = lower expected rates.
UNCHANGED = little or no change.
These labels refer only to the direction of futures repricing.
Moves Priced by December
The rates matrix also reports the cumulative expected policy movement by the first upcoming December FOMC meeting included in the script.
It is shown both as:
25 bp-equivalent moves.
Basis points.
For example:
-2.0 cuts = approximately 50 bp of cumulative easing priced relative to the current range.
Fractional values are possible because the figure is an expected value rather than a single discrete outcome.
Target Range and EFFR History
The indicator can plot the historical upper and lower target-range boundaries as a shaded band.
EFFR can be plotted alongside them.
This provides historical context for:
Policy-rate changes.
Where the effective overnight rate trades within the target range.
The starting point used by the forward pricing display.
FOMC Meeting Markers
Scheduled meeting dates can be displayed directly on the main chart.
Optional labels show the meeting month.
The meeting calendar is explicitly defined inside the script rather than downloaded dynamically.
Important Calendar Limitation
The current source contains hard-coded FOMC meeting dates for 2026 and 2027.
It also requests a predefined range of monthly ZQ contracts.
The script therefore requires source updates as the calendar and futures horizon move forward.
If future meeting dates change or additional years are required, the hard-coded meeting schedule needs to be updated.
Treasury Rates Matrix
The upper-left table provides a compact Treasury curve view.
For each maturity it displays:
Current yield.
One-day change in basis points.
Spread versus EFFR.
This allows the futures-implied policy path to be viewed alongside broader Treasury pricing.
2s10s
Calculated as:
10Y Yield - 2Y Yield
and displayed in basis points.
5s30s
Calculated as:
30Y Yield - 5Y Yield
and also displayed in basis points.
The table includes the one-day change in each curve spread.
How to Read the Indicator
The indicator is mainly designed around three questions.
1. What cumulative policy path is currently priced?
Use:
Expected path.
Most-likely path.
Meeting summary table.
2. How has that pricing changed?
Use:
Next 3 meetings repricing.
This shows whether the near-term strip moved toward a higher or lower expected policy path versus the previous daily observation.
3. How does the broader rates market look?
Use:
Treasury yield matrix.
Spreads versus EFFR.
2s10s.
5s30s.
Important Interpretation Notes
The displayed probabilities are model-derived from the futures-implied meeting changes.
They depend on:
The ZQ futures prices available through TradingView.
The scheduled meeting dates defined in the script.
The assumption of discrete 25 bp policy steps.
The calendar-day decomposition of meeting months.
The output should therefore be read as a transparent transformation of futures pricing, not as a direct observation of future policy decisions.
The futures market itself can also reprice continuously as economic data and expectations change.
Limitations
The probability distribution is derived by the script rather than imported as an independently calculated probability dataset.
Meeting outcomes are represented using discrete 25 bp steps.
Unusual policy moves may not be represented as naturally as standard 25 bp changes.
The meeting calendar is hard-coded.
The requested futures strip covers a fixed contract horizon.
Futures pricing reflects market expectations and risk premia; it is not a guarantee of future policy.
Missing or unavailable TradingView contracts can prevent some meetings from being calculated.
Expected paths can change materially as futures prices move.
Summary
Fed Funds Pricing converts the monthly ZQ futures strip into a meeting-by-meeting view of expected US policy rates.
Each futures price is converted into its implied monthly average federal funds rate. For months containing an FOMC meeting, the script uses the meeting date and surrounding monthly rates to estimate the implied pre- and post-meeting rate.
That meeting change is expressed in 25 bp steps and converted into a simple discrete distribution between adjacent outcomes. These meeting distributions are then combined to produce cumulative target-range probabilities for later meetings.
The indicator displays the resulting expected path, most-likely path, meeting distributions and near-term repricing alongside the current target range, EFFR and Treasury yield curve.
It is intended as a transparent visualization of rates-market pricing from the underlying data used by the script, rather than as a prediction of what the Federal Reserve will do.
אינדיקטור
Buy Point % LevelsBuy Point % Levels
Overview
Buy Point % Levels is a visual planning tool for position management. Once you've bought (or plan to buy) a stock at a given price, it draws a horizontal "Buy" line at that price plus a set of dashed stop-loss and take-profit lines, each expressed as a percentage above or below your buy point. Every line is labeled on the right with its percentage and the exact price it corresponds to, so you can see your risk/reward levels laid out on the chart at a glance.
It does not generate buy/sell signals, plot historical markers, or fire alerts — it's a reference overlay for a position you already have in mind, redrawn fresh on the most recent bar each time the chart updates.
How the buy price is determined
The script figures out your buy price in this order of priority:
1. Positions list match — if the current chart's ticker appears in the "Positions" input (see below), that price is used automatically, regardless of any other setting.
2. Manual override — if the ticker isn't in the Positions list and "Manual Override" is checked, the script uses the Buy Price input/line. The first time you use it, that line starts at the last close — drag it on the chart or type an exact value to set your real entry.
3. Default (tracking mode) — if neither of the above applies, the buy point defaults to the current/last close and moves with the price on every bar. This is the out-of-the-box behavior for any ticker you haven't entered a fixed price for — ideal for watchlist tickers you're just observing, so you can see what your levels would look like if you bought at today's price.
How to use it
Add the indicator to a chart. With no other settings changed, the buy point simply tracks the current/last close — this default behavior is what you want for a ticker you're just watching, not yet holding: as the price moves, the buy line and every level move with it, so you can see at a glance what the stop-loss and target prices would be if you bought right now.
Once you actually own a position (or have a specific entry price in mind), lock the buy point in place with either:
- Positions list — type "SYMBOL:PRICE" into the Positions field for every ticker you hold (e.g. "FLNC:19.86, TSLA:245, AAPL:227.5"), so the right fixed buy price loads automatically no matter which of those charts you open, or
- Manual Override — check Manual Override and drag the buy-price line to your entry price on a single chart.
In the Levels section, turn on the stop-loss and target percentages you want to see, and adjust each percentage to match your own risk/reward plan.
The buy line (blue) and your selected levels (red for stop, green for targets) will appear at the right edge of the chart, each labeled with its percentage and price.
Inputs
Buy Point
Positions (SYMBOL:PRICE, comma separated) — optional — A running list of ticker/price pairs, e.g. "FLNC:19.86, TSLA:245". When the chart's symbol matches one in this list (case-insensitive), that price is used as the buy point automatically — useful for keeping one master list that works across all your charts.
Manual Override (use Buy Price field / dragged line below) — When checked, and the current symbol isn't in the Positions list, the buy point comes from the Buy Price field instead of defaulting to the last close.
Buy Price (drag the line on the chart, or type here) — The manual entry price. This appears as a draggable line on the chart when the indicator is added; you can drag it into place or type a value directly in Settings. Only used when Manual Override is on and the symbol isn't matched in Positions.
Extend Lines Right (bars) — How many bars past the current price the lines and labels extend to the right. Default 10.
Levels — eight independent percentage levels, each with its own on/off checkbox and editable percentage, applied relative to the buy price: Each level draws a dashed horizontal line (red for the stop, green for targets) and a label showing its percentage and the resulting price. Any level can be renamed in effect by simply changing its percentage — the label always reflects the live value.
Notes
Lines and labels are only drawn on the most recent bar, so they always reflect your current settings rather than showing historical levels.
This is a manual planning aid, not a signal generator — it does not predict price movement, issue alerts, or represent a recommendation to buy or sell any security. Always do your own research and manage risk according to your own plan.
אינדיקטור
ORB 15 minuteORB Indicator
A compact Opening Range Breakout (ORB) tool that automatically captures a user‑defined opening session (default 06:30–06:45 PT) and plots the range as a box plus key reference lines to help spot early breakouts and targets. It draws the ORB high, low, and mean, optional breakout, target, and deviation levels, and can fill the zone for quick visual context. All elements are fully toggleable and the session time is customizable.
Key features
Default session: 06:30–06:45 PT; manual session option.
Visuals: ORB box, high/low/mean lines, optional filled zone.
Breakout & targets: Breakout lines, 50% target levels, and deviation levels.
Persistence: Lines extend for a configurable 20 bars after the session.
Use cases: Identify opening breakout levels, intraday support/resistance, and short‑term targets for entries and exits. אינדיקטור
Liquidity LevelsLiquidity Levels finds confirmed swing pivots on your chart and merges nearby ones into clusters. Each cluster is drawn as a horizontal line, and the label tells you how many separate pivots landed there.
The core idea: a level that price has rejected seven times is not the same as a level price touched once. The indicator makes that difference visible at a glance.
How to read the chart
The label is the signal. The x number is the touch count.
Label Meaning Conviction
x7 cluster Seven pivots merged Wall — highest conviction
x3 cluster Three pivots merged Solid, tradeable
(no label) Single pivot Thin — low conviction
Line weight and opacity scale with touch count. Thick and opaque = many touches. Thin and dashed = one. You should be able to read the chart's hierarchy without reading a single number.
Colour: Orange = resistance (pivot highs). Blue = support (pivot lows).
The two inputs that matter
Length (default 10) — Bars required either side to confirm a pivot. Higher = fewer, more significant swings. Lower = more levels, more noise.
This is deliberately set to 10 to match Turtle Soup PRO's mssOffset, so both indicators agree on what counts as a swing. If you change one, change the other — otherwise Turtle Soup can sweep a level this indicator never drew, and you'll see signals "at nothing."
Volume Filter — A ratio vs the 20-bar SMA, not a percentage. 1.0 means the pivot bar's volume must exceed the 20-bar average.
⚠️ Thin-session warning. On Sunday reopen, holidays, or the 16:00–16:30 window, volume is erratic and the 20-bar average gets dragged up by the open burst. A 1.0 filter can starve the script and draw nothing at all. Blank chart ≠ broken script — check this input first.
How to use it
1. Mark the walls first. Find the highest touch counts. Those are your structural levels for the session — targets and invalidation points.
2. Measure the distance. A wall 20+ points away is a target. A level 3 points away is a decision point you're about to hit.
3. Ignore single touches unless price is reacting to one right now.
4. Use it as a map, not a trigger. This indicator has no directional opinion by design. It never tells you to buy or sell. It tells you where the liquidity sits — the trigger comes from your entry system.
Using it with Turtle Soup PRO
Liquidity Levels is the map. Turtle Soup PRO is the trigger.
Question Indicator
WHERE is the liquidity? Liquidity Levels
WHEN did it get swept? Turtle Soup PRO
The workflow:
Mark the walls (Liquidity Levels)
Read the backdrop (Turtle Soup dashboard — trend is context, not trigger)
Wait for a sweep at a level that matters
Take Turtle Soup's entry / SL / TP
Manage into the next cluster
The golden rule: a sweep at a 7-touch wall is the best setup on the chart. A sweep at a single touch is noise. The map is what separates them.
Common mistakes
Taking every sweep. Sweeps happen constantly. Only the ones at high-count clusters matter.
Treating it as a signal. It draws levels. It does not generate entries.
Forgetting the volume filter on thin sessions. Blank chart → check the filter before assuming the script broke.
Changing len without changing Turtle Soup's mssOffset. The two must stay aligned or they'll disagree about structure.
Under the hood (for the script-minded)
Pivot detection uses ta.pivothigh / ta.pivotlow with the len input
Clustering merges pivots within a tolerance band, incrementing the touch count
History buffers are explicitly declared via max_bars_back(...) on reassigned series variables (volSeries, hlc3Series, closeSeries, openSeries), and every dynamic-index site references those declared variables — not the built-ins. This is the defensive pattern that prevents runtime errors if the lookback is ever deepened.
⚠️ Educational, not financial advice — size to your own risk tolerance. אינדיקטור
אינדיקטור
אינדיקטור
Advanced kNN Dip Pattern [The Quant Science]Advanced kNN Dip Pattern is designed to identify significant price drops and evaluate their bounce probability using historical past patterns through our kNN Lorentzian Classification machine learning library.
To train the machine learning model, the script extracts and normalizes four fundamental geometric metrics of each candle using a fifty-period min-max scaling function.
🔹 The first feature is the candle body size , calculated as the absolute value between the close and the open.
🔹 The second feature is the total candle range , defined by the difference between the high price and the low price.
🔹 The third and fourth features measure the wicks instead, calculating respectively the space between the high and the highest point between the close and the open for the upper wick, and the distance between the lowest point between the close and the open and the low for the lower wick.
👉 About our kNN Lorentzian Classification Library:
🔷 What It Does
The script analyzes real-time candle structure and detects sudden downturns by comparing them against a dynamic historical database.
Detects the dip by monitoring the market for user-defined percentage drops relative to the recent high price.
Performs kNN classification by extracting four geometric candle features, namely body size, total range, upper wick, and lower wick, normalizing them, and comparing them with historical patterns through the algorithm.
Finally, applies a signal filter , generating an entry only when a significant drop occurs in conjunction with a positive prediction based on the most similar historical neighbors.
🔷 What It Is Used For
This indicator is a key tool for mean reversion and dip buying strategies.
Helps filter out false crashes by distinguishing healthy, high-probability bounce corrections from strongly bearish trends.
The automatically drawn boxes and lines also allow you to visually assess the extent of the movement and price reaction in historical tests.
Thanks to the percentage confidence, the trader also knows how closely the current pattern historically resembles winning setups.
🔷 Who Uses It
Quantitative and systematic traders who want to leverage statistical classification models without leaving the TradingView environment.
Swing traders looking for optimal entry points on volatile assets such as cryptocurrencies or growth stocks during market correction phases.
Algo-trading enthusiasts interested in understanding how to implement matrices, arrays, and external libraries in Pine Script v6.
🔷 How to Use It
Add the script to your chart , which requires importing the dedicated library.
Configure the main parameters in the settings panel by defining the analysis period in bars and the minimum percentage drawdown threshold required to trigger the analysis.
Monitor the chart , and when the signal turns on, the script colors the bar, draws a transparent box highlighting the magnitude of the drop from the peak to the low, and prints an HUD label with the statistical details.
🔷 User Interface Management
Configure the main parameters in the settings group by defining the Analysis Period expressed in bars, set to a default of 2, and the percentage Dip Threshold, set to a default of -5 percent.
Analysis Period indicates the number of bars the script considers to calculate the recent high price against which the drawdown is measured.
Dip Threshold represents the minimum percentage price drop threshold required for the system to recognize a movement as a valid dip and initiate the machine learning analysis.
Machine Learning Vs. Traditional Dip Patterns
Traditional patterns historically suffer from the severe flaw of triggering right in the middle of strong downward trends, catching what is jargon-wise called the falling knife and leading to massive losses. The integration of k Nearest Neighbors in this script brilliantly overcomes this limit by analyzing the geometric microstructure of the candle and comparing it with thousands of past events. The system does not merely observe how far the price has dropped, but evaluates whether that precise candle profile historically has a good probability of generating a bounce or if it instead anticipates a prolonged collapse, filtering out false signals and protecting capital.
Below you can find a quickly comparison analysis between a classic Dip and a kNN Dip.
To do that, we used our Dip & Rip Patterns indicator:
אינדיקטור
DAO GAM Reversal StructureBX Reversal Structure - Adaptive Top and Bottom is a market-structure indicator designed to identify potential horizontal reversal structures formed by two significant swing areas, referred to as A and B.
The indicator analyzes both top structures and bottom structures.
For a top structure, the script looks for an upward price phase followed by a meaningful rejection. It uses the high and close of the final bullish anchor candle to define a price zone around the swing high.
For a bottom structure, the logic is reversed. The script looks for a downward price phase followed by a meaningful recovery and uses the low and close of the final bearish anchor candle to define the swing-low zone.
When two valid zones, A and B, share an overlapping price area, the script attempts to determine a horizontal reference level called X.
The X level is selected so that it remains within the common price area of A and B while avoiding the interior of candle bodies located between the two structures. Wick interaction with X is permitted.
This approach is intended to distinguish meaningful horizontal market structures from simple price equality between two isolated swing points.
Main concepts
The indicator evaluates several structural conditions, including:
Minimum price movement into and away from each swing.
A minimum number of candles forming the directional phase before and after the swing.
Overlap between the price zones of A and B.
Candle-body interaction between A and B.
Separation between the two swing areas.
Distance and spacing between A and B.
Additional interactions with the X level after the structure is formed.
The indicator can detect:
Top structures: potential resistance or reversal structures.
Bottom structures: potential support or reversal structures.
Adaptive mode
The indicator includes an adaptive mode based on ATR (Average True Range).
Instead of relying exclusively on fixed price distances, ATR-based thresholds can automatically scale according to the volatility of the current symbol and timeframe.
This allows the indicator to be tested on different markets and timeframes, including forex, metals, cryptocurrencies, indices and other instruments available on TradingView.
A manual mode is also available for users who prefer fixed parameter values.
A, B and X
A represents the first qualified swing structure.
B represents a later qualified swing structure that shares a valid price area with A.
X is the horizontal reference level calculated from the overlapping zones of A and B.
Additional qualified interactions with the same level may be displayed as C, D, E or subsequent touches.
For top structures, X acts as a horizontal resistance reference.
For bottom structures, X acts as a horizontal support reference.
Line behavior
After a valid A-B structure is detected, the X line is extended to the right.
The visual line stops when a future candle body reaches the X level. Candle wicks alone do not necessarily stop the line.
The script may also generate a CHECK condition when price moves a specified distance beyond X within the configured monitoring period.
These signals indicate that the predefined structural condition has occurred; they are not automatic trading orders.
How to use
Users can apply the indicator directly to a chart and choose between:
AUTO (ATR): parameters adapt to current market volatility.
MANUAL: price-distance parameters are entered manually.
Because volatility and market structure differ significantly between instruments and timeframes, users should evaluate the parameters on the specific market they intend to analyze.
The indicator is intended primarily as a market-structure visualization and research tool. It can be combined with independent analysis of trend, volatility, liquidity, risk management and broader market context.
Original concept
The central idea of this indicator is that a horizontal resistance or support structure should not necessarily be defined by two identical highs or lows.
Instead, each swing is represented as a price zone between the close and the extreme of its anchor candle.
The indicator searches for the common price area between two qualifying zones and then determines a horizontal level that respects candle-body structure between them.
This zone-overlap and candle-body approach is the main structural concept used by the script.
Limitations
This indicator does not predict future market direction and does not guarantee that a detected support or resistance structure will produce a reversal.
Pivot-based structures require subsequent candles for confirmation, so signals are identified only after sufficient market data becomes available.
ATR adaptation improves portability between instruments and timeframes, but no single parameter configuration can provide identical behavior across all markets.
Low-liquidity instruments, gaps, unusually volatile market conditions and different data feeds may produce different results.
Historical structures should not be interpreted as evidence of future profitability.
Users should independently evaluate the indicator and apply appropriate risk management before making trading decisions. אינדיקטור
Market Regime EngineMarket Regime Engine
Market Regime Engine is a multi-layer market-state and historical research framework designed to identify what the market is doing, where it is in the broader market cycle, how mature the current regime is, and how similar historical environments have behaved afterward.
Rather than defining trend from a single indicator, the engine processes price, volume, volatility, momentum, and market structure through several independent layers and combines them into a standardized:
Regime Score: -100 → +100
The architecture is:
Price + Volume → Fast Engine → Structure Engine → Context Engine → Regime Score → Regime + Stage → Regime Age → Historical Cohort
The objective is to remain responsive to genuine changes in market behavior without allowing a single moving-average cross, high-volume candle, or isolated structural signal to completely change the market classification.
Fast Engine
The Fast Engine is the most responsive part of the model and receives substantial weight in the final score.
It analyzes:
20 SMA location — whether price is above or below its short-term trend mean.
20 SMA slope — whether the trend itself is rising, falling, or flattening.
Displacement — candle-body expansion normalized by ATR.
Relative Volume (RVOL) — determines whether directional movement is being accompanied by meaningful participation.
The combination of price relative to the 20 SMA, SMA slope, displacement, and volume provides the first indication that market behavior is changing.
ATR normalization allows these measurements to adapt across instruments and volatility regimes.
Structure Engine
The Structure Engine asks whether price structure confirms what the Fast Engine is detecting.
It tracks:
Swing highs
Swing lows
Higher highs
Higher lows
Lower highs
Lower lows
Break of Structure (BOS)
Change of Character (CHoCH)
A BOS identifies a meaningful break of established swing structure and receives one of the largest individual weights in the model.
A CHoCH identifies a potential change in the prevailing structural direction and is particularly useful when an established trend begins deteriorating.
This creates an important distinction between simply moving above or below the 20 SMA and actually changing market structure.
Context Engine
The Context Engine determines whether the surrounding environment supports the signals coming from price and structure.
It incorporates:
ATR — normalizes price movement and allows the engine to compare displacement and SMA distance across changing volatility environments.
ADX/DMI — measures trend strength and directional confirmation. ADX itself does not determine whether the market is bullish or bearish; it strengthens an already established directional condition.
Fair Value Gaps (FVG) — identify recent price imbalances that provide additional directional context.
Order Blocks — identify recent opposing candles preceding meaningful displacement.
FVG and Order Block information intentionally receive relatively small weights because they are treated as contextual evidence rather than primary directional signals.
Regime Score
All of these components feed into a single standardized score:
-100 ←──────── 0 ────────→ +100
Negative values represent increasing bearish alignment, while positive values represent increasing bullish alignment.
The full weighting framework is:
Component Maximum Weight
Price vs. 20 SMA ±15
20 SMA Slope ±15
Relative Volume ±10
Displacement ±10
Swing Structure ±10
Break of Structure ±20
CHoCH ±10
ADX/DMI ±5
FVG ±2.5
Order Block ±2.5
Maximum Score ±100
This hierarchy is intentional.
The engine places greater importance on price, the 20 SMA, volume, displacement and structural breaks, while FVGs and Order Blocks act as secondary confirmation.
Regime Classification
The Regime Score is translated into five market states:
Strong Bull — broad bullish alignment with strong directional confirmation.
Bull — bullish evidence dominates, but the environment is not strong enough to qualify as Strong Bull.
Range / Neutral — directional evidence is weak, balanced, or conflicting.
Bear — bearish evidence dominates.
Strong Bear — broad bearish alignment with strong downside confirmation.
A confirmation mechanism prevents every short-lived fluctuation from changing the official regime.
For example, price briefly crossing below a rising 20 SMA does not automatically terminate a Bull regime. Other components must deteriorate sufficiently for the aggregate score to confirm a meaningful transition.
This provides the responsiveness of a fast indicator without making the classification excessively sensitive to noise.
Regime vs. Market Stage
One of the most important features of the full engine is that Regime and Stage are separate calculations.
Regime = tactical market condition
Regime answers:
What is the market doing right now?
It is relatively fast and responsive.
Stage = structural market cycle
Stage answers:
Where is the market within the broader trend cycle?
The model uses four stages:
Stage 1 — Base / Accumulation
Typically characterized by flattening trend, weaker ADX, overlapping price structure, and stabilization following a bearish environment.
Stage 2 — Markup
Characterized by a rising 20 SMA, bullish structure, price above the trend mean, structural upside progression and strengthening trend conditions.
Stage 3 — Distribution
Represents deterioration following a bullish environment. The 20 SMA may flatten, bullish structure begins failing, lower highs may develop, and bearish CHoCH can signal that the previous advance is losing control.
Stage 4 — Markdown
Characterized by a falling 20 SMA, bearish structure, price below the trend mean and established downside progression.
Because Stage and Regime are independent, the model can recognize transitions such as:
Strong Bull / Stage 2 → Bull / Stage 2 → Range / Stage 2 → Range / Stage 3 → Bear / Stage 3 → Bear / Stage 4
This provides considerably more information than simply labeling every bar "uptrend" or "downtrend."
Regime Age
Once a confirmed regime begins, the engine counts how many bars that regime has survived.
This produces Regime Age.
For example:
Bull — Age 4
Bull — Age 8
Bull — Age 13
Bull — Age 21
The numbers 8, 13 and 21 do not determine the regime or Stage.
They are strictly research checkpoints.
A market does not become more bullish because it reaches Age 13, nor does it become bearish because it reaches Age 21.
Instead, regime age allows the model to investigate whether the statistical behavior of a market changes as a regime matures.
Historical Cohort Engine
The full Market Regime Engine extends beyond classification by maintaining a historical cohort research layer.
At the designated regime-age checkpoints:
8 bars
13 bars
21 bars
the engine studies subsequent market behavior over:
5 bars
10 bars
20 bars
The research layer can evaluate characteristics such as:
Continuation probability
Average forward return
Historical sample size
Direction-adjusted performance
The larger framework can also be extended to measure:
Median return
Maximum Favorable Excursion (MFE)
Maximum Adverse Excursion (MAE)
Regime survival rate
Regime failure rate
Probability of a new high or low
Probability of transitioning into another regime
This creates a distinction between classification and expectancy.
The Regime Engine tells you:
What environment are we in?
The Historical Cohort Engine asks:
What has historically happened after environments like this?
Importantly, historical cohort statistics do not feed back into the Regime Score. They remain an independent research layer.
Distance From the 20 SMA
The full engine also measures price's distance from its 20 SMA in ATR units:
(Price − 20 SMA) / ATR
This provides information that a simple Bull/Bear classification cannot.
For example, two markets might both have a +55 Bull Regime Score, but one could be:
0.30 ATR above its 20 SMA
while the other is:
2.20 ATR above its 20 SMA.
The directional environment may be similar, but the second market is substantially more extended.
SMA distance is therefore treated primarily as location information rather than additional directional points, helping avoid double-counting the same trend information.
Full Dashboard
The larger version exposes the internal workings of the engine rather than displaying only the final regime.
The dashboard reports:
Current Regime
Regime Score
Market Stage
Regime Age
Price vs. 20 SMA
SMA slope
RVOL
Displacement
BOS
CHoCH
ADX
FVG
Order Block context
ATR-normalized SMA distance
5-bar historical cohort results
10-bar historical cohort results
20-bar historical cohort results
This makes the indicator transparent: instead of simply being told that the market is Bullish, the user can see why the model reached that conclusion.
Example
Suppose the dashboard reports:
Regime: BULL
Score: +32.5
Stage: Stage 2 — Markup
Age: 9 bars
with:
Price above 20 SMA: +15
Rising SMA: +15
RVOL: 0
Displacement: 0
BOS: 0
CHoCH: 0
ADX: 0
Bullish FVG: +2.5
The result is:
+15 + 15 + 2.5 = +32.5
The correct interpretation is not simply "the market is going higher."
Instead, the engine is saying:
The market remains structurally bullish and in a Stage-2 environment, but immediate momentum, volume and structural-break confirmation are currently limited.
That distinction is the purpose of the model.
Philosophy of the Indicator
Market Regime Engine is built around the idea that:
Regime ≠ Trade Entry
A bullish regime does not mean every bar should be bought, just as a bearish regime does not mean every bar should be sold.
The engine is designed to establish environment and directional context.
Execution can then be handled separately using the trader's preferred methodology—price location, pullbacks, candlestick confirmation, support/resistance, volume profile, or other entry criteria.
The framework therefore separates three different questions:
Regime:
What is the market doing?
Stage:
Where are we in the broader cycle?
Historical Cohort:
What happened historically after comparable conditions?
Together, these create a market-state framework that attempts to remain fast enough to recognize meaningful change, structured enough to resist noise, and transparent enough to understand exactly why the market received its current classification.
For research and educational purposes only. Market Regime Engine does not predict future prices and is not financial advice. אינדיקטור
אינדיקטור
STP Trade Idea AnalysisThe STP Trade Idea Analysis Indicator is a conditional price-path projection engine designed to help traders evaluate potential market direction, important reaction levels, and alternative price scenarios directly on the chart.
Rather than relying on a single technical signal, the indicator combines multiple forms of market structure and price action analysis to provide a clearer view of where price may move next. The system evaluates Elliott-wave structure, Fibonacci levels, Fair Value Gaps (FVGs), Supply and Demand, trend information, and technical confluence to identify meaningful areas of support, resistance, and potential price reactions.
A key feature is the Primary and Secondary Elliott price paths. The Primary path represents the currently favored scenario based on the available market structure, while the Secondary path provides an alternative if price action develops differently. These paths are conditional projections rather than fixed predictions and can adjust as new market information becomes available.
Key Features
Conditional Price-Path Projection – Displays Primary and Secondary Elliott-style scenarios based on current market structure.
Primary Elliott Path – Shows the currently favored 1–5 impulse and A–B–C corrective price path.
Secondary Elliott Path – Displays an alternative scenario if market structure begins to shift.
Fibonacci Levels – R1–R4 and S1–S4 levels derived from the 6:00 AM ET anchor and prior regular-session trading range.
Bullish FVGs – Green shaded areas identify bullish price imbalances that may act as future reaction or support zones.
Bearish FVGs – Red shaded areas identify bearish price imbalances that may act as future reaction or resistance zones.
Supply and Demand Zones – Identify areas where buying or selling pressure may influence future price action.
Confluence Support and Resistance – Highlights important decision zones where multiple independent technical levels cluster.
21 and 50 EMAs – Provide additional visual context for trend direction and price structure.
How to Use the Indicator
For the clearest analysis, I recommend using the indicator primarily on the 1-hour and Daily charts.
Start with the Daily chart to understand the larger market structure, longer-term trend, major support and resistance areas, and the broader Primary and Secondary price-path scenarios. This provides the higher-timeframe context for the trade.
Next, move to the 1-hour chart for a more detailed view of the current setup. Use the 1-hour chart to evaluate developing Elliott structure, FVGs, Fibonacci levels, Supply and Demand, and nearby confluence zones.
Pay particular attention to the Primary Elliott path. This represents the currently favored scenario based on the market information available to the indicator. The Secondary Elliott path should not be ignored. It represents an alternative scenario and can help identify where your original trade thesis may be weakening or where market structure may be changing.
Use the Confluence Support and Resistance zones as potential decision areas. These zones are especially important because they represent areas where multiple independent technical factors cluster, rather than a level derived from a single calculation.
Bullish and Bearish FVG shaded zones can provide additional context. Watch how price behaves as it approaches or enters these imbalances. A reaction, rejection, continuation, or fill can provide useful information about whether the Primary price path remains intact.
The Fibonacci R1–R4 and S1–S4 levels provide additional reference points for potential price reactions and targets. They are established using the 6:00 AM ET anchor and prior regular-session range.
Suggested Workflow
1. Start with the Daily chart
Identify the broader trend, Elliott scenario, major zones, and directional context.
2. Move to the 1-hour chart
Evaluate the current price structure and more actionable Primary and Secondary paths.
3. Identify Confluence Support and Resistance
Look for areas where price may react, consolidate, reverse, or break through.
4. Review FVGs and Fibonacci Levels
Use these as additional confirmation and as potential areas for reaction.
5. Compare the Primary and Secondary paths
The Primary path represents the favored scenario. The Secondary path helps you prepare for an alternative outcome.
6. Let price action confirm the scenario
The projected path should be used as a roadmap, not as a guarantee. As price structure changes, the favored scenario can change as well.
Understanding the Projection
The goal of the indicator is not to predict an exact future price. Instead, it provides a structured framework for answering a more useful trading question:
If the current market structure continues, what is the most probable price path, and what alternative path should I be prepared for if conditions change?
Using the Daily chart for broader context and the 1-hour chart for trade analysis allows traders to evaluate both the larger market structure and the developing setup before making a trading decision.
Important: The STP Trade Idea Analysis Indicator is intended for technical analysis, education, and trade planning. Primary and Secondary price paths are conditional scenarios based on available market data and should not be interpreted as guaranteed future price movements.
אינדיקטור
אינדיקטור
TRU NQ Macro DossierFor the Trader Round Up community. Built on the macro study by Petar and a
16-year NQ statistical extension (June 2010 - June 2026, 1-minute data).
Shared by LS (@ludv44). Statistics of the past, not financial advice.
THE IDEA (per the study): the hourly move tends to START inside the ICT macro
window xx:50-xx:10 (origin forms there in ~73-78% of hours for most macros),
and the distance it travels from the macro OPEN into the next hour's close is
remarkably stable across 16 years when measured in %ADR(20) or % of price.
This indicator plots, for 14 macros of the trading day (from LO into the PM session), the two
statistical target envelopes around the macro open:
ADR TP = median run %ADR(20) x live ADR(20) (both sides of open)
price%TP = median run %price x macro open (both sides of open)
DEFAULT VISUALS: vertical ADR-target outline at xx:50 + macro OPEN price line
+ the ADR & price% target envelope, drawn xx:50 -> xx+1:10. Everything else
(macro High/Low/EQ lines, stats block, large-macro zone, names) is built in
but OFF by default - all configurable.
NOTES: constants are NQ-derived; ADR(20) and price are read live, so it also
runs on MNQ (identical) and approximately on ES. Intraday charts (M1-M5 best).
ET-anchored (America/New_York), DST-safe. The 8:50 ET macro is the one
exception to the origin rule - the 9:30 ET cash open right after it takes
over; treat its stats as a warning, not an invitation. אינדיקטור
MTF Range Flip HTF Market Structure BiasWhat this does
This is an intraday strategy for index futures that combines a range-flip entry model on the
chart timeframe with a market-structure bias taken from a higher timeframe. It only takes
trades in the direction the higher timeframe is trending, and only when price has pulled back
into the discount half of the higher-timeframe range.
The range flip
A "range" here is defined by price action rather than a fixed window. When a candle closes
beyond the current range's high or low, that close is treated as meaningful — a new range is
built around that candle, and the old one is discarded. Each of these events is a flip.
Flips are tracked on two timeframes at once. The chart timeframe supplies the entry trigger;
the higher timeframe supplies the range whose midline governs location.
Bias — higher-timeframe market structure
The strategy only takes longs when higher-timeframe structure is bullish and shorts when it
is bearish. Two structure definitions are available:
BOS — a higher-timeframe close beyond the last confirmed swing point
HH-HL sequence — successive higher highs and higher lows, or the bearish mirror
Swing points are confirmed with a configurable pivot length, so structure is only ever read
from bars that have already closed.
Location — the midline rule
By default the strategy buys weakness inside strength: a long needs price below the
higher-timeframe range midline, a short needs price above it. This keeps entries on the
pullback side rather than chasing extension. A breakout variant is available if you prefer
the opposite behaviour.
Entry, stop and target
Entry — a chart-timeframe range flip that agrees with bias and location, inside the
session window.
Stop — the most recent confirmed swing pivot beyond the entry, plus a tick buffer. The
stop is frozen at the moment of the fill, so later swings never move it. Alternative
references (the flip candle's own range, or the previous range) are selectable, and optional
minimum and maximum stop widths are available.
Target — a multiple of the stop distance, set separately for each side. The default is
1.5R on longs and 0.5R on shorts, reflecting that in testing the two sides did not behave
symmetrically. An optional breakeven rule can be armed at a chosen R multiple and applied to
one side or both.
Depth-based position sizing
Depth measures where an entry sits inside the higher-timeframe range, normalised to range
width — 0.50 is the midline, 0.00 is the range edge, and a negative value means price is
beyond the edge while the higher timeframe has not yet flipped.
When enabled, entries deeper than the threshold receive a larger multiplier. The idea is that
not every pullback is equal, and the deepest ones can be treated differently from shallow
ones. Sizing can be applied to longs, shorts, or both.
A separate depth gate can block entries outright unless they are deep enough — useful for
isolating whether depth is what separates good entries from poor ones on your instrument.
Optional filters
Volatility regime — requires daily ATR to sit above a chosen percentile of its own
recent history. This model needs range expansion to reach its targets, and this stands it
aside in quiet conditions. Off by default.
VWAP — session or weekly anchored. Can require price above or below VWAP, or simply
block entries more than N ATR away from it without imposing a direction. Off by default.
Regime switch — an optional daily or weekly structure read that can restrict trading to
one side. Off by default.
Session windows — a general entry window plus a separate, later window for shorts.
On-chart panel
A live table reports bias state, current range, position, stop widths for both sides, filter
status, and a signal funnel showing how many flips were blocked by each filter. It also
reports average R — overall, split by side, and split by depth bucket. Net profit on a
structural-stop strategy is influenced by how wide the stops happened to be, so average R is
the more honest read on whether a change actually improved entry quality.
Default settings used for the published results
Instrument and timeframe: NQ1!, 5-minute chart, higher timeframe 60-minute
Initial capital: 100,000 USD
Order size: 2 contracts, fixed quantity
Pyramiding: 0 — one position at a time, no scaling in
Commission: 2.25 USD per contract
Slippage: 1 tick
Bar detalization: High (~40 ticks per bar) — set this in Properties
Script execution: on bar close
Notes and limitations
Backtested results are hypothetical and do not represent actual trading. Past performance
does not guarantee future results, and no strategy performs the same across all market
conditions.
Set bar detalization to High. With coarse detalization the backtester has to guess the
order of touches inside a bar, which flatters any strategy whose stop and target can both sit
inside the same candle.
Volatility lookback. If you enable the volatility filter, the "ranked vs last N bars"
value must be smaller than the number of daily bars your chart can supply. A one-year chart
holds roughly 250 trading days, so a 252 setting will return no data. The panel prints an
explicit warning if this happens rather than silently passing every trade.
Sizing multipliers use whole contracts. With a base size of 2 and a 2x multiplier you get
4 contracts; fractional results are rounded and floored at 1.
Sample size. The stricter filters and gates cut trade count quickly. If a configuration
leaves you with only a few dozen trades, treat the result as indicative rather than
conclusive regardless of how good it looks.
Defaults are a starting point, not a recommendation. Test on your own instrument, timeframe
and cost assumptions before drawing conclusions.
This script is published for educational purposes. It is not financial advice. אסטרטגייה
ERL x IRL PO3 (M1D)ERL x IRL PO3
Tracks one ICT sequence from start to finish: a dealing range on a higher timeframe, one side of it raided, a market structure shift on the chart, and then the PD arrays the reversal leaves behind, counted one by one into a grade. It draws the sequence as it happens and reports where you are in it. It is not a signal generator: nothing fires, and the entry is left to you.
What it does
1 · Dealing range.
The range is found on a higher timeframe — 4H by default; 1H, 6H, Daily and Weekly are options — and followed at chart scope, so every level is anchored on the chart bar that actually printed it. It forms once, from the highest and lowest swings inside the lookback, and then it holds: sweeps, internal swings and lower highs inside it do not touch it. Both sides draw as soon as it exists — the buyside and sellside liquidity, each labelled as the external range liquidity it is, extending to the right edge. It rebuilds only after a close through a side, judged on the range timeframe's candles with the same allowance the sweep uses: the broken side stays in grey, marked broken; the last swing before the breaking leg becomes the new far side; and the new near side forms on price as a dotted line until the range timeframe confirms a swing there, then locks. The thirds are available as dotted lines, and the console names where price sits in them.
2 · Sweep.
A wick through one side is the raid. The level belongs to the range timeframe, so the reclaim is judged there: price may close beyond the level on the chart, but not for longer than a set number of range candles, one by default. Reclaim inside that and it is a sweep; stay beyond it and it is a break. On the raid the swept side freezes as a dotted, spent line with a Sweep tag on the outside of the level — below a sellside raid, above a buyside one — and the other side is now the draw, and says so. A sweep must cross the level from inside: price sitting beyond a level after a break is never re-read as a fresh raid. An optional failed push at the far side can be required first.
3 · Market structure shift. The gate. After the sweep, the latest chart swing inside the range is the structure to break. The shift confirms on a close through it that is also back inside the swept level, and the leg from the sweep extreme to that close has to clear a displacement floor — the V — or the script keeps waiting rather than calling a grind a shift. The reference swing draws as a short solid line to the break bar, labelled MSS at the swing on its outside; it stops at the break so it is never mistaken for a level. Nothing internal is drawn before this point. An optional New York session window — RTH, the AM killzone or the PM session — restricts which shifts count; it is off by default so the whole chart can be scanned, and on for live alerts it keeps them to the session you trade.
4 · PD arrays and grade. Once the shift confirms, six candidates are counted as they form, each once:
— the displacement gap, +FVG or −FVG, with its consequent encroachment; — the volume imbalance; — the suspension block, drawn with a hard border and its midline; — the inversion gap, an opposite-direction gap the leg closed through; — the breaker; — the optimal trade entry band, 0.62 to 0.79 of the leg.
Absorption keeps one leg from counting twice: a suspension block replaces the gap and the imbalance of its own triplet, and a gap absorbs an imbalance on either of its seams. The OTE is measured the way it is drawn by hand: from the leg's own low or high — the extreme between just before the raid and the shift, not the sweep wick alone — to the first two-candle swing after the shift, a high the next candle does not exceed or a low it does not undercut. It fires when that swing confirms, not on a touch, and a dotted grey diagonal from the leg's start to its end shows the range being measured. By default the band stays at that first swing; a setting lets it follow higher swings until price has traded into it. The band is blackish grey, because it is a measurement rather than a directional array. The breaker uses the failed-block reading shared with the Unicorn Model and the Confluence Engine: an order block exists only where a displacement candle against the setup, with a real body, closed through the last chart swing and left a gap around it, and the block is the run of opposite-close candles immediately before it, wick to wick. It becomes the breaker only when a close passes back through it — the block fails and flips in place, the way a gap inverts. A block price never closed through is an order block and never a breaker. The grade is a count: three arrays for A, four for A+, both inputs. It rides on the draw's own label at the right edge — BSL · ERL · 15m A+ — so no grade tag sits inside price. When the setup ends, taken or retired, the draw line stops dotted and the grade moves to the target's swing, one ATR clear of the line, so it reads as history without sitting on price. An array a close trades through is removed from the chart; the count stands, because the array did form.
5 · Three assets, one draw. On NQ, ES and YM, micros included, the peers are read against the same range. The console reports whether each has taken the draw, names the laggard — the one still to move is the trade — and, when the chart is the laggard, watches for a catch-up gap on a 1H or 30m confirmation timeframe. A SMT is read on the bar it forms: when the chart sweeps a level and a peer holds its own, a solid line runs from the range swing to the sweep extreme — the chart's lower low against the peer's higher low — and the Sweep tag names the peer that held: Sweep · SMT YM. If every peer later takes its level the line is removed and the tag reverts, because the divergence failed.
6 · PO3 candle.
The live candle of the range timeframe, drawn beside price as a proper candle with a hard border and wicks, offset to the right so it clears the level labels, with its open, high, low and close carried back as lines and tagged. A PO3 price that sits on a live range level merges into that level's label, so nothing stacks. Hidden when the chart is not below the range timeframe.
7 · Console. Two named columns, all in ink. Under the chart timeframe: the verdict and grade; the range and where price sits in it; the draw with its distance and the risk-to-reward from the nearest array; Sweep · MSS · OTE as three ticks. Under the two peers: the draw check; which peers have taken the draw, with any SMT; the catch-up gap when the chart lags; the last completed setup; the range candle's countdown and range. Silent rows are dropped.
Visual grammar
Purple marks bullish arrays, magenta bearish; liquidity, structure and text are black, and the consequent encroachment is dotted grey. A live level is solid; a spent one is dotted. Gaps fill at a light opacity you set; blocks carry a hard border. Every label sits in clear air by construction, not by luck: a level's name sits at the swing that made the level, on its outside — above a high, below a low — where nothing has traded; the Sweep tag at the raid's wick, the same way; the MSS at its reference swing; the OTE bold in the middle of its band; the live range names and every zone caption at the right edge past the last candle. The OTE band is blackish grey. Arrays price has closed through are removed, not faded, and the last five setups per direction stay on the chart as history.
Method & repainting
Every detection path — the range swings, the sweep and its reclaim, the shift, every array, the breaker search and the peer reads — evaluates on closed bars only. The range timeframe is followed at chart scope with no security call, so a range level is fixed to the bar that printed it and never moves. The peers and the catch-up timeframe are read from completed candles with a non-repainting call; the peers are also read on the chart timeframe, on closed bars, so a SMT resolves on the bar it forms. Swings confirm a set number of bars after they print; that is a fixed delay, not a revision.
Two things update live. The console reads current price, and the PO3 candle is the forming candle of the range timeframe, rebuilt on every tick and never left as history.
Settings
Range timeframe, swing strength, lookback and minimum size; the reclaim allowance, sweep expiry, setup retirement and how many setups to keep; the displacement floor; the session window; the gap height floor, OTE band, breaker drawing mode and order-block body; the grade thresholds and minimum risk-to-reward; the peer cross-check and catch-up timeframe; every drawn element individually; the PO3 candle; label size, right offset and fill opacities. Eight alerts: bullish and bearish shift, grade A, grade A+, and the catch-up gap.
Disclaimer
This is a decision-support tool for discretionary ICT trading. It is not financial advice, and no market's past behaviour is indicative of future results. אינדיקטור
Agreed Upon DOLAGREED UPON DOL
Marks the unmitigated fair value gap that price is most likely to reach regardless of
which way the market resolves.
THE IDEA
Most targets require you to be right about direction. An agreed-upon draw on liquidity
does not. It is a gap positioned so that both outcomes route through it:
- if price continues, it runs straight through the gap on its way to the liquidity
beyond
- if price reverses, it must first rebalance the gap before it can deliver the
other way
Either branch touches it. That is what "agreed" means - both directions have agreed on
it. You are not betting on direction, you are collecting the level that gets hit either
way.
THE FOUR CONDITIONS
A gap is marked AGREED only when all four hold on its own timeframe:
1. it is an unmitigated fair value gap
Nothing else qualifies. Not session highs, not previous day levels, not
intermediate highs or lows. Only an untouched three-candle imbalance.
2. unswept liquidity exists BEYOND it, on its own side
The continuation branch needs somewhere to run to.
3. unswept liquidity exists on the OPPOSITE side of price
The reversal branch needs somewhere to run to.
4. the path to it is clear
Nothing between price and the gap - no unswept swing, no other unmitigated gap,
no session or daily level. If something sits in between, that nearer level is
where the market decides, so the far gap is no longer inevitable.
Miss condition 2 or 3 and only one branch exists, so you are back to betting on
direction. Miss condition 4 and the level is simply further away, not inevitable.
ON THE CHART
- a box around the agreed gap, labelled with the timeframe it came from
- dotted lines showing the liquidity pools the test is using
- "swept" tags wherever a pool is taken out
By default only the nearest agreed gap on each side is drawn. Turn on non-agreed gaps
to see what was rejected - the rejections tell you more about whether the logic matches
your read than the acceptances do.
THE PANEL
TF gaps agreed
15m 3 1
30m 2 0
1H 4 1
REASSESS POOL SWEPT
Per timeframe: how many unmitigated gaps are tracked, and how many currently qualify.
A red "!" next to a timeframe means it sits below your chart timeframe and has been
switched off.
The bottom row lights up when the map changes, because it goes stale as the session
runs:
TARGET HIT price reached the level you were pointing at
POOL SWEPT a liquidity pool was taken, so the conditions have shifted
MAP CHANGED a new candle printed a gap, or one was mitigated
New candles manufacture new gaps all session. A read taken at the open is stale within
the hour. Alerts are available for all three.
TIMEFRAMES
Analysis timeframes must be at or above your chart timeframe. request.security cannot
read down - it returns junk instead of erroring, so anything below the chart is disabled
outright and flagged in the panel.
Defaults are 15m / 30m / 1H, which means a 15m chart or lower. Each timeframe is
analysed self-contained: a 15m gap is judged against 15m swings, a 1H gap against 1H
swings. Results are identical on any chart below them, so you can sit on the 1m all
session and still be reading hourly structure.
WHAT THIS IS NOT
Not a bias tool. An agreed DOL has no direction by design - that is the whole point. It
tells you WHERE, never WHICH WAY.
Not an entry signal. It is a target. Two agreed gaps on opposite sides is not a
conflict, it is a range - wait to see which side fires, then trade toward what is left.
Not a filter for reachability. A gap 600 points away can satisfy all four conditions and
still be out of reach in a session. Judge distance yourself.
SETTINGS WORTH TOUCHING
Swing Left / Right defines what counts as a liquidity pool, so it drives
conditions 2, 3 and 4. Counted in bars of the analysis
timeframe, not your chart. If everything shows as agreed,
raise these first.
Require Clear Path condition 4. Turning it off will produce many more signals
and most of them will not be inevitable.
Session / Daily as
Obstacles the strictest part. An unswept London high anywhere in the
path kills the signal. Turn off first if it is too tight.
Only Nearest Each Side off shows every qualifying gap rather than just the closest.
אינדיקטור
Cipher B Adaptive v6Cipher B — Adaptive v6
Cipher B — Adaptive is a WaveTrend-style momentum oscillator that re-tunes itself to the coin it is applied to. The same script gives usable overbought/oversold levels and cross signals on BTC daily, a mid-cap alt on 4H or a meme coin on 5 minutes, without changing the settings.
WHY THIS EXISTS
Classic Cipher B oscillators use fixed levels (±53 / ±60) and fixed smoothing (10 / 21). Those numbers were tuned for BTC-like behaviour. On a meme coin the wave regularly runs to ±90, so "overbought" fires far too early and a cross at -55 is not really a dip. On BTC on higher timeframes the wave rarely reaches ±60, so the extreme zones are almost never touched. This script solves that with two independent adaptive layers.
HOW IT WORKS
1. Asset profile (volatility tier)
The script measures annualised realised volatility: the standard deviation of log returns over the lookback, scaled by the number of bars per year for the chart timeframe. Because it is annualised, a 5-minute chart and a daily chart are compared on the same scale. The result is mapped to a 0…1 factor between two thresholds:
• below 75% = Large Cap (BTC / ETH behaviour)
• 75% to 150% = Alt
• above 150% = Meme
The factor stretches the Channel and Average lengths by up to 30% on the noisiest coins, which suppresses whipsaw crosses without adding lag on calm charts. If you disagree with the detection, the Profile input overrides it.
2. Adaptive levels
In Adaptive mode the outer OB/OS levels are the 95th and 5th percentile of WT1 over the last 300 bars, clamped between 40 and 95. The inner levels are the outer level × 0.88, which preserves the original 53/60 geometry. Levels are asymmetric by default: in an uptrend the oversold line sits shallower, so dip signals fire where dips actually end, and the overbought line sits deeper. Turn on Symmetric levels if you prefer mirrored lines. Fixed mode keeps your manual levels and widens them by the profile, up to 35% on meme-tier coins.
3. Waves and money flow
WT1 (blue) and WT2 (dark blue) are the standard WaveTrend pair. The cloud between them is green while momentum is bullish and red while it is bearish; the histogram shows the same distance. The green/red money-flow wave is the Cipher B style RSI-MFI hybrid: sustained green means buying pressure behind the move.
4. Divergence
Pivots are found on the oscillator, not on price. Price is read in the window around each pivot, and a divergence is confirmed once, when the second pivot is confirmed. Markers are drawn on the actual pivot bar and the two pivots are connected with a line. Optional filters: at least one pivot must be inside the OB/OS zone, and the pivots must be within a set number of bars of each other. Hidden (trend-continuation) divergences can be switched on separately.
HOW TO READ THE SIGNALS
• Dim dot: WT1 crosses WT2 in the mid-range. Informational only.
• Solid green / red dot: a cross inside the oversold / overbought zone. This is the classic Cipher B buy / sell dot.
• Gold / orange diamond (STRONG): a zone cross that is either beyond the extreme level or follows a divergence within the last 20 bars.
• Triangle marked DIV: regular divergence. Small triangle marked H: hidden divergence.
• Shaded background: WT1 is beyond the extreme levels.
INFO TABLE
The table shows the detected profile (auto or manual), annualised volatility, the lengths and levels currently in use, WT1 / WT2, zone, momentum and money-flow direction. If a signal looks off on a particular coin, this is where you check what the script decided.
SETTINGS WORTH KNOWING
• Profile: Auto / Large Cap / Alt / Meme.
• Large-cap vol ceiling and Meme vol floor: the tier thresholds. Raise them on very low timeframes if BTC keeps being classed as Alt.
• Max length stretch: set to 0 to disable smoothing adaptation.
• Level mode, Adaptive lookback, Extreme percentile: how the levels are derived. A lower percentile (for example 90) gives more signals.
• Divergence memory: how long a divergence keeps upgrading zone crosses to STRONG.
ALERTS
Ten alert conditions: any cross, zone cross, STRONG signal, regular divergence and hidden divergence, each for both directions.
NOTES
• The first 300 bars of a chart use the fixed levels until enough history exists for the percentile.
• The volatility thresholds and the 365-day annualisation are tuned for crypto. On stocks or forex the profile reads differently; use the Profile override there.
• Cross signals confirm on bar close. Divergence signals confirm a few bars after the pivot (Pivot length), as with any pivot-based method. Nothing is recalculated on past bars after that.
CREDITS
Built on the WaveTrend oscillator by LazyBear and the Cipher B concept popularised by Market Cipher and VuManChu's open-source Cipher B. The volatility profile, percentile levels, tiered signals and pivot-aligned divergence logic are original to this script.
This indicator is an analysis tool, not financial advice. Test it on your own markets and timeframes before relying on it. אינדיקטור
Daily Key Reversal Levels (ThreeKay)# Higher-Timeframe Major Reversal Levels
## Release 1.0
Higher-Timeframe Major Reversal Levels is a TradingView indicator designed to identify prices where the market showed aggressive rejection on an important timeframe. Instead of plotting every pivot, high, or low, it looks for a pronounced wick, a close away from the wick's extreme, and meaningful follow-through in the opposite direction.
The result is a cleaner map of historically important supply, demand, and support/resistance flip levels.
## What the indicator detects
The indicator uses Daily candles by default. Optional 1-hour, 4-hour, weekly, and monthly sources can be enabled in Settings.
A price becomes a candidate level only when a higher-timeframe candle meets all of these conditions:
1. The rejection wick is large compared with the candle body.
2. The wick occupies a meaningful percentage of the candle's total range.
3. The candle closes away from the rejected extreme.
4. Price follows through in the opposite direction by the required ATR distance.
The tip of an upper rejection wick contributes to a supply zone, while the tip of a lower rejection wick contributes to a demand zone. Touches do not need to occur at the exact same tick: nearby wick rejections inside the ATR-sized price range are grouped, and the displayed line uses their average rejected price.
## Main advantages
- **Filters ordinary swing points:** A pivot alone is not enough. The market must demonstrate forceful rejection and follow-through.
- **Uses higher-timeframe structure:** Important 1H through monthly reactions can be viewed while trading on lower chart timeframes.
- **Adapts to volatility:** ATR-based thresholds scale automatically between different markets and price ranges.
- **Tracks repeated respect:** Each separate reaction strengthens the level and increases its line thickness.
- **Identifies role flips:** A level respected from both sides is colored purple, showing that former support became resistance or vice versa.
- **Shows confluence:** Labels identify the source timeframes, such as ` `.
- **Reduces chart clutter:** Nearby reactions are consolidated using an ATR-based merge tolerance.
- **Supports alerts:** TradingView can notify you when price approaches a qualified level.
## Reading the chart
- **Green — Demand:** Price aggressively rejected lower prices and reversed upward.
- **Red — Supply:** Price aggressively rejected higher prices and reversed downward.
- **Purple — Flip:** The same area has acted as both support and resistance.
- **`x2`, `x3`, etc.:** Number of separate qualifying reactions recorded near the level.
- **` `:** Higher timeframes that confirmed the area.
- **`best 2.40 ATR`:** Largest confirmed move away from the level.
Thicker lines represent levels with more qualifying reactions.
## Recommended setup
1. Open TradingView's Pine Editor.
2. Paste the contents of `Major_Reversal_Levels.pine` into a new indicator.
3. Save the script and select **Add to chart**.
4. Open the indicator's Settings menu.
5. Daily is enabled by default. Enable another source only if you also want its levels displayed universally.
6. Start with the default qualification settings, then adjust strictness for the market being traded.
## Suggested presets
### Balanced — recommended starting point
- Minimum confirming timeframes: `1`
- HTF bars allowed for reversal: `3`
- Minimum reversal move: `1.0 ATR`
- Separate reactions required: `1`
- Level merge tolerance: `0.60 ATR`
- Minimum wick/body ratio: `1.5`
This displays important single-event wick rejections while making repeatedly respected levels visually stronger.
### Strict confluence
- Minimum confirming timeframes: `2`
- Minimum reversal move: `1.5–2.0 ATR`
- Separate reactions required: `2`
- Minimum wick/body ratio: `2.0`
- Wick portion of candle: `0.40–0.50`
Use this when you want fewer levels with stronger historical evidence.
### More sensitive
- Minimum confirming timeframes: `1`
- Minimum reversal move: `0.75 ATR`
- Separate reactions required: `1`
- Minimum wick/body ratio: `1.0`
- Wick portion of candle: `0.30`
This can be useful for markets with smaller candles, but it will produce more levels.
## Settings explained
### Universal timeframe-level visibility
Each toggle controls whether levels detected from that source timeframe are displayed on the chart. For example, enabling Daily and Weekly allows those levels to remain visible while analyzing intraday charts.
**Minimum confirming timeframes** controls timeframe confluence. A value of `1` accepts a level from any enabled source. A value of `2` requires the same price area to be recognized by at least two enabled timeframes.
### Major-level qualification
**HTF bars allowed for reversal** is the number of completed source-timeframe candles used to confirm follow-through after the rejection wick. Increasing it allows slower reversals to qualify but increases confirmation delay.
**Minimum reversal move (ATR)** controls how far price must travel away from the wick before the level is accepted.
**Separate reactions required** determines how many distinct wick-rejection events must occur near the price. Use `1` for major single-event swings or `2–3` for repeatedly defended levels only.
**Level merge tolerance (ATR)** determines how close two rejected prices must be to count as the same area.
**Minimum wick/body ratio** measures the wick relative to the real candle body.
**Wick portion of candle** requires the wick to occupy a minimum percentage of the complete high-to-low range.
**Close away from wick extreme** ensures the candle did not finish near the rejected price.
**Minimum rejection-candle range (ATR)** filters out small candles whose wick may look large only because the body is unusually tiny.
## Alert setup
1. Select **Create Alert** in TradingView.
2. Choose this indicator under Condition.
3. Select **Approaching respected HTF reversal level**.
4. Choose the desired alert frequency and delivery method.
The alert distance is volatility-adjusted using the chart timeframe's ATR. Increase **Alert distance** for earlier warnings or decrease it for tighter notifications.
## Confirmation and repainting behavior
Levels are not accepted immediately when the wick forms. The indicator waits for the selected number of completed higher-timeframe candles to confirm that price genuinely moved away. After confirmation, the line is anchored to the original wick price and time.
This means a newly forming wick will not appear instantly. The delay is intentional and helps prevent weak, unfinished rejections from being labeled as major levels.
## Practical use
Treat the levels as areas of interest rather than automatic entry signals. When price returns to a level, look for confirmation from market structure, volume, momentum, or your normal execution model. Higher reaction counts and multi-timeframe labels indicate stronger historical evidence, but no level is guaranteed to hold.
This indicator is an analytical tool and does not provide financial advice or guarantee trading results.
אינדיקטור
Hourly Alpha Profile Terminal [The Quant Science]Hourly Alpha Profile Terminal is an advanced quantitative analysis tool developed for the TradingView platform, designed for traders operating on intraday timeframes up to 60 minutes. Its main goal is to unveil the hidden structure of price volatility and directionality on an hourly basis , focusing on a specific day of the week chosen by the user. Instead of relying on traditional momentum indicators, this script historically maps market behavior hour by hour, calculating win rates and risk intensity for all 24 hours of the day.
🔷 What It Does
The script performs real-time statistical and visual analysis directly on the chart through two dedicated quantitative terminals.
The Win Rate Profile Terminal divides the entire day into 24 hourly slots from 00:00 to 23:59, analyzes how many hourly cycles closed bullish compared to the total for the selected day of the week, and returns a success percentage win rate and an explicit directional bias of bullish, bearish, or neutral, accompanied by a visual progress bar.
The Volatility Profile Terminal calculates the logarithmically normalized standard deviation of hourly returns for each time slot, generating a volatility index and risk-based intensity bars to identify precisely which hour of the day experiences the most violent price movements as the peak risk slot.
🔷 How to Use It
To obtain correct data, the indicator requires an intraday timeframe less than or equal to 60 minutes, such as 1m, 5m, 15m, or 60m. If applied to daily, weekly, or higher charts, the terminal blocks execution and displays an error warning.
Add the script to your intraday chart on TradingView, open the indicator settings to select the day of the week you want to analyze, and observe the overlapping tables on the chart to identify hours with high win rates above 55% for trend opportunities or hours with extreme volatility for risk management.
🔷 What It Is Used For
Hourly Seasonality Analysis for discovering during which times of day a given asset historically shows a strong directional tendency.
Entry Timing Optimization for avoiding false breakouts during low-directionality or erratic risk hours and focusing on statistical high-probability slots.
Risk Management and Volatility Mapping for understanding when the market becomes more volatile to prevent excessive slippage or correctly position stop losses based on peak risk hours.
🔷 Who Uses It
Day Traders and Scalpers who need a statistical edge based on recurring market behaviors during trading sessions like the London or New York opens.
Quantitative and Systematic Traders looking to filter operational setups by integrating hourly probability matrices.
Market Analysts seeking an objective and visual reading of market microstructure without cluttering the chart with classic oscillators.
🔷 User Interface Management
Settings: Day to Analyze allows you to choose the day of the week to analyze from Monday to Sunday.
Win Rate Terminal Positio n allows you to position the probability table in your preferred corner of the screen using options like Top Right, Top Left, Bottom Right, Bottom Left, or Center.
Win Rate Terminal Size lets you adjust the text size inside the table to Small, Normal, or Large.
Volatility Terminal Position manages the screen position of the volatility table.
Volatility Terminal Size modifies the text size of the volatility table to fit any screen resolution.
🔷 To be used in combination with the Bias Detector Terminal
This script completes a suite consisting of two scripts:
🔹 Bias Detector Terminal used to find a day with a bias. For example, by analyzing Bitcoin on a Daily timeframe, we find a bias for Saturday.
👉 Bias Detector Terminal:
🔹 Hourly Alpha Profile Terminal let us dive deeper into the market and analyze the Saturday intraday session.
אינדיקטור
Institutional Swing Pressure Engine [ISPE]Description
Swing Pressure Engine is a multi-factor swing trading indicator designed to identify periods where directional pressure may be building before or during a larger price expansion.
Rather than relying on a single oscillator or breakout condition, ISPE evaluates several independent characteristics of market behavior and combines them into bullish and bearish pressure models.
The indicator analyzes five primary areas:
Compression — Measures whether volatility and price ranges are contracting relative to the instrument’s own historical behavior. It incorporates ATR, Bollinger Band width, realized volatility, rolling range contraction, candle-body compression, and Bollinger/Keltner squeeze conditions.
Flow — Estimates accumulation and distribution using price-and-volume proxies including closing location, relative volume, OBV behavior, directional volume, price response to volume, and absorption-style behavior. These calculations do not identify actual institutional orders; they infer buying and selling pressure from publicly available price and volume data.
Relative Strength — Measures the instrument against a broad-market benchmark and an optional sector benchmark. It evaluates relative performance, downside resilience, upside participation, and beta-adjusted relative behavior.
Structure — Evaluates the technical structure surrounding price, including proximity to support and resistance, moving-average alignment, higher-low/lower-high behavior, trend efficiency, and changes in rejection strength near important levels.
Multi-Timeframe Context — Uses higher-timeframe trend information to determine whether the current setup is aligned with the broader market structure.
These components are combined into separate Bull Pressure and Bear Pressure scores ranging from 0–100.
ISPE also calculates an Expansion score intended to represent the strength of conditions associated with a potential directional move. These values are composite heuristic scores and should not be interpreted as statistically calibrated probabilities.
Market States
The indicator classifies current conditions into states such as:
Dormant
Compressing
Accumulating
Distributing
Pressurized Bull
Pressurized Bear
Bull Pressure Divergence
Bear Pressure Divergence
Bull Expansion Imminent
Bear Expansion Imminent
Bull Expansion
Bear Expansion
Failed Breakout
Expansion Exhaustion
The purpose of these states is to make the underlying calculations easier to interpret at a glance.
Pressure Divergence
One of ISPE’s distinctive features is its Pressure Divergence model.
Pressure divergence occurs when price remains relatively compressed while the internal bullish or bearish pressure score changes significantly.
For example, price may remain nearly unchanged while accumulation, relative strength, structure, and compression increasingly favor the bullish side. ISPE can identify this as bullish pressure divergence before a traditional price breakout occurs.
The same logic is applied inversely to bearish setups.
How to Use
ISPE is primarily intended as a swing-trading research and confirmation tool.
A potentially favorable bullish setup may show:
Elevated compression
Strong accumulation
Strong relative strength
Favorable bullish structure
Positive higher-timeframe alignment
Bull pressure clearly exceeding bear pressure
A bearish setup uses the inverse conditions.
Higher pressure scores do not automatically represent trade signals. They are intended to identify environments that may deserve additional analysis.
The indicator also displays current structural support and resistance, along with potential entry, invalidation, and target reference levels when directional pressure becomes sufficiently elevated.
These levels are generated from current volatility and market structure and should be treated as analytical references rather than guaranteed entry or exit prices.
Adaptive Normalization
Many components of ISPE are normalized against the instrument’s own historical distribution using rolling percentile calculations.
This allows the indicator to adapt to securities with substantially different volatility characteristics.
For example, volatility that is unusually low for one stock may still be very high for another. ISPE therefore evaluates compression relative to the instrument itself rather than relying exclusively on fixed thresholds.
Relative Strength
By default, the indicator compares the current instrument with SPY and an optional sector ETF.
Users should change the sector benchmark where appropriate.
For example, a technology stock may reasonably be compared with XLK, while stocks from other industries should use a more appropriate sector benchmark.
Multi-Timeframe Data
ISPE incorporates higher-timeframe trend information into its pressure model.
Higher-timeframe calculations use confirmed historical higher-timeframe information to reduce repainting behavior from unfinished higher-timeframe bars.
Limitations
ISPE does not predict future prices and does not guarantee profitable trades.
The Bull Pressure, Bear Pressure, and Expansion readings are composite analytical scores rather than verified probabilities of future returns.
Accumulation and distribution calculations are based on price and volume proxies. The script cannot determine whether specific transactions originate from institutions, market makers, retail traders, or other market participants.
Support, resistance, entry, invalidation, and target levels change as market structure and volatility change.
Relative-strength calculations also depend on the selected benchmarks, so inappropriate benchmark selection can reduce their usefulness.
The indicator should therefore be used as one component of a broader trading process rather than as a standalone decision system.
Intended Use
ISPE was designed primarily for identifying and evaluating developing swing-trading environments where volatility compression, directional pressure, relative strength, and market structure begin aligning before or during price expansion.
Its primary purpose is not simply to identify completed breakouts, but to organize several underlying characteristics of a developing setup into a compact directional pressure model. אינדיקטור
Bias Detector Terminal [The Quant Science]Bias Detector Terminal is a quantitative analysis tool designed to identify day-of-week statistical bias and seasonality. By calculating the historical frequency of bullish closes for each trading day, the terminal provides a clear picture of directional market probabilities.
🔷 What it does
The indicator analyzes daily price history to calculate:
Bullish Ratio: The number of bullish sessions (close > open) relative to total historical bars for each day of the week (Monday to Sunday).
Session Win Rate: The exact percentage of positive closes for every trading day.
Smart Bias Signals: Categorizes each session based on statistical thresholds:
🟢 : Win Rate >= 55%
🔴 : Win Rate <= 45%
⚪ : Win Rate between 45% and 55%
Visual Flow Profile: An inline progress bar for instant visual assessment of buy/sell pressure.
Composite Metrics: A summary row showing the cumulative baseline for all historical data analyzed.
🔷 How to use it
Chart Application: Add the script to the chart of your chosen asset (Stocks, Crypto, Forex, Indices).
Timeframe Setting: Make sure the chart is set to the Daily (1D/Daily) timeframe. The script includes a built-in check that will trigger an error if applied to lower timeframes.
🔷 Interface Customization
Through the indicator settings you can:
Change the console position on screen (Top Right, Top Left, Bottom Right, Bottom Left, Center).
Modify the terminal font size (Small, Normal, Large).
🔷 Use Cases
Weekly Operational Planning: Identify in advance which days of the week historically favor buyers or sellers from a statistical standpoint.
Confluence Filter: Avoid opening short positions on days with a historically high bullish win rate (and vice versa), raising the overall quality of your trade setups.
Seasonality Analysis: Determine if a specific asset exhibits recurring statistical patterns (e.g., Turnaround Tuesday or Friday weakness).
🔷 Target Audience
Quant & Systematic Traders: For those who base their decisions on statistical data rather than gut feeling.
Day Traders & Swing Traders: Useful for aligning intraday operations with the statistical trend of the current day.
Market Analysts: For those who want to integrate high-level visual reporting and quantitative metrics into their TradingView analysis.
אינדיקטור
Multi-Timeframe MA ForecastMulti-Timeframe MA Forecast
This indicator combines two things that other MA tools don't: it plots a moving average from any timeframe onto your chart using proper multi-timeframe handling, and it projects that average forward under a simple assumption, that price holds at the current value while the calculation window rolls ahead. The result is a forward view of where the MA is headed if price goes nowhere, which is a different and useful question from where the MA has been.
Why forecast a moving average
An MA's slope isn't entirely driven by "recent price action" in the vague sense traders usually mean. At any given bar, the slope is set by one comparison: the price entering the average versus the price leaving it. A rising 50-day SMA can flatten or roll over not because anything new happened today, but because the price from 50 days ago, now dropping out of the window, was unusually high or low. That effect is knowable in advance since it depends on price action that already happened.
This matters because many systematic and algorithmic strategies key off MA slope and MA crossovers as regime filters. If you can see that a large gap is about to roll out of a 200-period window, you can anticipate a slope change before it shows up on the indicator itself, rather than reacting to it after the fact.
The forecast is not a price prediction. It answers a narrower, mechanical question: given the prices already in the pipeline, what does this average do next if price simply holds still.
Why MA slope matters for support and resistance
Slope changes the character of an MA:
- Price above a rising MA: the MA tends to act as support
- Price below a rising MA: the MA tends to act as a magnet , pulling price back up toward it
- Price below a falling MA: the MA tends to act as resistance
- Price above a falling MA: the MA tends to act as a magnet , pulling price back down toward it
A forecasted slope flip is an early signal that the MA's role relative to price may be about to change.
How the timeframe handling works
Set the Timeframe higher, lower, or equal to your chart's. The average is calculated on that timeframe using TradingView's multi-timeframe request functions, so the current bar always reflects the true live value of the higher-timeframe average, including the period still forming.
When the Timeframe is higher than the chart, history is drawn as a stairstep: once a higher-timeframe period closes, its final value is drawn back across the bars of that period. This is retroactive, the value shown mid-period was not knowable until that period actually closed, and it gives the clean, stepped look most MTF overlays use. When the Timeframe is the same as or lower than the chart, there's no period to wait for, so the line simply reflects the true value on every bar as it happens.
Either way, the forecast always starts from the current, fully up-to-date value of the average.
Forecast styling is separate from the MA's
The moving average uses its own Line Thickness and MA Line Style inputs, and the forecast has a matching, independently-set Forecast Line Style. These are exposed as inputs rather than through the native Style tab because the forecast is built from a drawing object rather than a plotted series, and drawing objects can't be styled from that tab. Giving the MA its own matching inputs, rather than mixing native Style-tab controls with input-based ones, keeps both fully and consistently customizable.
Supported MA types
SMA (simple), EMA (exponential), WMA (weighted), and HMA (Hull) are supported, each forecast using that type's own real recurrence rather than a shared approximation. EMA and SMA are the cheapest to compute; WMA and HMA require tracking the full calculation window at every forecast step.
Memory limitations on extreme timeframe ratios
Pulling multi-timeframe history through TradingView's request functions has a memory cost that scales with the ratio between the chart timeframe and MA timeframe, particularly when the MA timeframe is much lower than the chart's. In practice:
- EMA has no meaningful limit, since it doesn't require historical window data
- SMA can handle roughly double the timeframe ratio or MA length that WMA and HMA can, before hitting TradingView's memory ceiling
- Very extreme combinations, for example a 1-hour MA on a weekly chart with a long length, can hit a runtime memory error
If you see a memory error, try a coarser MA timeframe, a shorter MA length, switching to EMA or SMA, or lowering the Forecast % input, all of which reduce the amount of historical data the script needs to hold.
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Every request.security() call in this script that uses barmerge.lookahead_on does so only on a history-offset expression, per TradingView's documented pattern for retrieving higher-timeframe data without lookahead bias. No un-offset higher-timeframe value is ever requested with lookahead_on. אינדיקטור
