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Options

Iron Fly 0DTE StrategyOverview This indicator identifies optimal entry and exit points for 0DTE (zero days to expiration) Iron Fly options strategies on SPX. It uses a combination of DMI (Directional Movement Index) regime classification and ATR (Average True Range) volatility measurement to determine when market conditions favor non-directional premium selling. An Iron Fly is a neutral options strategy that profits when price stays near a central strike. This indicator automates the decision of WHEN to enter and at WHAT strikes, based on quantifiable market conditions rather than discretionary judgment. How It Works Market Regime Classification The core logic uses DMI and ADX to classify market conditions into four regimes: SAFE - ADX below 25 AND DI Spread below 20: Low directional momentum, ideal for Iron Flies CAUTION - ADX below 35 AND DI Spread below 30: Moderate conditions, wider wings recommended WARNING - ADX below 45 OR DI Spread below 45: Elevated risk, no new entries NO ENTRY - ADX above 45 AND DI Spread above 45: Strong trend, avoid premium selling The DI Spread is calculated as the absolute difference between DI+ and DI-. A low spread indicates balanced buying and selling pressure, which favors range-bound price action. Dynamic Wing Width Calculation Wing width (the distance between the short strikes and protective long strikes) is calculated dynamically using: Wing Width = ATR(14) × Multiplier × Late Session Factor The multiplier varies by Entry Aggressiveness setting (5x to 7x ATR). Wings are widened by 20% in CAUTION regime for additional protection. Late in the session (after 50% elapsed), wings narrow by up to 20% as less time remains for adverse moves. Wing width is bounded between 15 and 50 points and rounded to the nearest 5-point strike. Entry Logic New positions open when: Market regime is SAFE or CAUTION Current open positions are below the maximum limit Daily trade count is below the daily limit Price has moved sufficiently from the last entry (trigger distance) No existing position at the calculated strike Exit Logic Positions close when price exceeds a dynamic exit threshold: Exit Threshold = Wing Width × (Base Exit Percent + Time Decay Bonus) The Base Exit Percent varies by Exit Aggressiveness (50% to 80%). The Time Decay Bonus increases throughout the session (0% to 25%), allowing wider tolerance as theta decay works in your favor. What Makes This Original This indicator differs from simple moving average or RSI-based approaches by: Using DMI spread (not just ADX) to measure directional balance, which better identifies consolidation Dynamically sizing wings based on current ATR rather than fixed widths Adjusting exit tolerance based on session progress to account for theta decay Implementing regime-based position management that automatically steps aside during trending conditions Providing complete strike calculations for the 4-leg Iron Fly structure Settings Guide Strategy Settings Entry Aggressiveness - Controls how often new trades open. LOW: fewer trades, wider wings, more selective. MID: balanced. HIGH: more trades, tighter wings. Exit Aggressiveness - Controls how long positions are held. LOW: exits early at 50% of wing. MID: exits at 65% plus time bonus. HIGH: holds longer, exits at 80%. Max Concurrent Flies - Maximum simultaneous open positions (1-5). Start with 1-2. Max Trades Per Day - Daily limit to prevent overtrading (3-30). Session Settings Session Start/End - Trading hours in Eastern Time. Default 10:00-16:00. How to Use Add indicator to SPX chart (1-5 minute timeframe recommended) Create alert with condition "Any alert() function call" When OPEN alert fires, execute the 4-leg Iron Fly in your broker at the specified strikes When CLOSE alert fires, close the position Always verify the premium collected justifies the risk before entering Alert Messages OPEN alerts provide: Strike price, wing width, and all four leg strikes (short call, short put, long call, long put). CLOSE alerts provide: Strike price and exit reason (price exceeded threshold or session ended). Status Panel The on-chart panel displays: Positions - Current open count vs maximum Market - Current regime classification Wings - Current calculated wing width Exit @ - Current exit threshold distance Trades - Daily trade count vs limit Limitations Designed specifically for SPX 0DTE options; may not suit other underlyings Does not account for bid-ask spreads or execution slippage Market regime classification may lag during rapid regime changes Past performance of signals does not guarantee future results Requires manual execution in your options broker Best Conditions This strategy performs best during: Range-bound, choppy market conditions Normal volatility days (avoid major news events) Regular trading hours (10 AM - 4 PM ET) Avoid using during: Strong trending days FOMC announcements, CPI releases, earnings Pre-market or after-hours Disclaimer This indicator is for educational and informational purposes only. It does not constitute financial advice. Options trading involves substantial risk of loss Iron Flies can result in losses up to the wing width minus premium collected Past indicator signals do not guarantee future performance Always understand your maximum risk before entering any trade Never risk more than you can afford to lose Conduct your own research and consider consulting a financial advisor
אינדיקטור Pine Script®
מאת ‎luiscaballero‎
SPX Specter v4.1 - Institutional Confluence Engine================================================================================ SPX SPECTER v4.1 - PUBLICATION DESCRIPTION ================================================================================ TITLE: SPX Specter v4.1 — Institutional Confluence Engine ACCESS: Invite-Only ================================================================================ FULL DESCRIPTION ================================================================================ SPX Specter v4.1 is a complete institutional confluence engine that scores every bar across 10+ factors and only fires signals when multiple dimensions align. Instead of relying on a single indicator, DC PRO stacks regime, structure, volume, momentum, multi-timeframe alignment, candle quality, VIX sentiment, and supply/demand zones into a single 0-100 confidence score — so you can trade with conviction and skip the noise. Built specifically for SPY, SPX, ES, and MES. Full support for futures extended hours (overnight Asian, London, and Pre-Market sessions). ------------------------------ SIGNAL TYPES (6) ------------------------------ MR — Mean Reversion Fires in BALANCED regime when price rejects the 2-sigma VWAP band. Price must wick beyond +2s/-2s and close back inside. Best during lunch chop and range-bound days. PB — Trend Pullback Fires in TREND regime when price pulls back to a key support/resistance level (VWAP, 1-sigma band, 21 EMA, 50 EMA) and bounces with a quality candle. Requires EMA alignment (21 > 50 for longs) and multi-timeframe cascade agreement. ORB — Opening Range Breakout Fires in TREND regime when price breaks out of the opening range (configurable: 5-60 min) with volume confirmation (1.3x+ avg). Requires MTF cascade alignment and EMA structure. ORF — Opening Range Failure Fires in BALANCED regime when price sweeps beyond the opening range then reverses back inside — a failed breakout / fade signal. GT — Globex Trap (Short at Globex High / Long at Globex Low) Fires during regular or extended hours when price sweeps the overnight Globex high or low then reverses. Two detection patterns: - Sweep + Reverse: price breaks the level, closes back inside - Wick Rejection: wick beyond the level, body stays inside FILTERED by built-in supply/demand zone engine — GT Short only fires if a quality supply zone (score 14+) overlaps Globex High AND trend is down. GT Long only fires if a quality demand zone overlaps Globex Low AND trend is up. First-touch-only per level per day. ------------------------------ CONFIDENCE SCORING (0-100) ------------------------------ Every signal must exceed the minimum confidence threshold (default: 65) to fire. The score is built from: BASE COMPONENTS: Regime match 25 pts (correct regime for signal type) Level proximity 0-20 (VWAP, bands, PDH/L, OR, magnets, ON H/L) Volume 0-15 (relative volume vs 20-bar average) Session timing 0-15 (AM Trend = 15, PM Trend = 13, Lunch = 0) Candle quality 0-15 (rejection wicks, engulfing, strong body) Momentum / EMA 0-10 (RSI position + EMA alignment) BONUS COMPONENTS: MTF Cascade 0-15 (weighted: 4H=4, 1H=4, 30m=3, 15m=2, 5m=2) RSI Divergence 0-8 (bull/bear divergence within 5 bars) Level Cluster 0-5 (3+ levels converging = confluence) Gap Alignment 0-5 (gap fill direction matches signal) HARD FILTERS (not scored — gate on/off): VIX Sentiment blocks counter-VIX trades VIX Extreme blocks ALL trades above threshold (default: 30) Volatile Regime blocks ALL trades (ATR ratio >= 1.8x) Signal Cooldown minimum bars between signals (default: 10) Scores of 80+ represent high-conviction setups. Scores of 65-79 are standard quality. Below 65: no signal fires. ------------------------------ REGIME DETECTION ------------------------------ Three market regimes are identified in real-time: BALANCED — Low efficiency, frequent VWAP crosses, tight bands. Price is range-bound. Favors MR and ORF signals. TREND — High efficiency or few VWAP crosses, expanding bands. Directional movement. Favors PB and ORB signals. VOLATILE — ATR ratio spikes above threshold (default: 1.8x). All signals suppressed. Stay flat. Regime transitions are labeled on the chart with ">> BALANCED", ">> TREND", or ">> VOLATILE" markers. ------------------------------ MULTI-TIMEFRAME CASCADE ------------------------------ Cascades through up to 5 timeframes simultaneously: 5m: 2 pts | 15m: 2 pts | 30m: 3 pts | 1H: 4 pts | 4H: 4 pts Each timeframe checks: close vs VWAP + EMA 9 vs EMA 21. Higher timeframes carry more weight. PB/ORB longs require 3+ of 5 timeframes bullish. The cascade ensures you're trading with the bigger picture, not against it. Configurable: choose max timeframe from 5m up to 4H. ------------------------------ VIX SENTIMENT ENGINE ------------------------------ Daily VIX data provides a hard directional filter: VIX below MA + falling = BULLISH for SPX → blocks SHORT entries VIX above MA + rising = BEARISH for SPX → blocks LONG entries VIX above extreme level = SUPPRESS ALL new entries This prevents counter-trend entries during macro fear/complacency shifts. Not a score booster — a gate that blocks bad-side trades entirely. ------------------------------ SUPPLY / DEMAND ZONE ENGINE ------------------------------ A built-in S/D zone detector identifies institutional order flow footprints using the impulse-base-departure pattern: DBR (Drop-Base-Rally) — Demand zone (reversal) RBD (Rally-Base-Drop) — Supply zone (reversal) RBR (Rally-Base-Rally) — Demand continuation DBD (Drop-Base-Drop) — Supply continuation Each zone is scored 0-19 using: Time (0-2) — Tight bases score higher Purity (0-4) — Fresh untouched zones score highest Strength (0-4) — Strong departure + broke leg-in = max Trend (0-4) — Zone aligned with current trend direction Range (1) — Fixed neutral RRR (0-4) — Distance to nearest opposing zone vs zone height Zones are actively managed: fresh zones have full score, tested zones get reduced purity, and mitigated zones (price closed through) are automatically removed. The S/D engine serves as a quality filter for Globex Trap signals. GT signals only fire when a zone with score 14+ overlaps the Globex level. This prevents traps at random levels with no institutional backing. Optional: enable "Show S/D Zone Boxes" to visualize zones. ------------------------------ GLOBEX TRAP SIGNALS ------------------------------ Globex High and Low are tracked from the CME Globex session (6:00 PM - 9:30 AM ET). During the trading session, orange dashed lines mark these levels. When price sweeps a Globex level and reverses, a GT signal fires — but ONLY if: 1. A quality S/D zone (score 14+) overlaps that level 2. The trend agrees (supply + downtrend for shorts, demand + uptrend for longs) 3. The level hasn't already been trapped today (first-touch-only) This triple-confirmation filter ensures GT signals represent genuine institutional trap setups, not random level tests. ------------------------------ FUTURES EXTENDED HOURS ------------------------------ Full support for ES and MES overnight trading. When enabled: Asian Session 6 PM – 2 AM ET (3 pts session score) London Session 2 AM – 5 AM ET (6 pts session score) Pre-Market 5 AM – 9:30 AM ET (7 pts session score) Post-Close 4 PM – 5 PM ET (3 pts session score) Daily Halt 5 PM – 6 PM ET (signals blocked) All signal types, level plots, regime detection, and Globex traps work during extended hours. SPY and SPX remain RTH-only. The toggle is automatic — it activates only on ES/MES symbols. ------------------------------ KEY LEVELS ------------------------------ Automatically plotted: - VWAP with 1-sigma and 2-sigma bands - Prior Day High / Low / Close - Opening Range High / Low / Mid (configurable: 5-60 min) - Overnight High / Low - Globex High / Low - Auto Magnets (nearest round number: $0.50 SPY / $5.00 ES) - Gap fill target level Manually configurable: - Gamma Flip, Call Wall, Put Wall (from SpotGamma / GEX tools) - Up to 2 custom magnet levels All levels feed into the proximity engine and confluence scoring. ------------------------------ VISUAL SYSTEM ------------------------------ - Regime background tint (gold = balanced, blue/purple = trend, red = volatile) - Color-coded signal labels with confidence score (MR 78, PB 82, GT, etc.) - SL / TP dashed lines auto-drawn on signals, auto-cleared when hit - Signal bar coloring (green = long, red = short) - Regime transition labels (">> TREND", ">> BALANCED", ">> VOLATILE") - RSI divergence labels ("DIV") - 9 / 21 / 50 EMA ribbon - 20-row info panel with real-time metrics ------------------------------ INFO PANEL (20 rows) ------------------------------ DC PRO v4.1 Header Regime TREND / BALANCED / VOLATILE Session Current session window (AM TREND, LONDON, etc.) VWAP ABOVE/BELOW + slope direction EMA BULL (9>21) / BEAR (9<21) / NEUTRAL MTF (max) 3/5 BULL / 2/5 BEAR / MIXED Volume HIGH / ABOVE AVG / NORMAL / LOW + relative ratio Near Lvl Nearest key level name Cluster Count of levels within proximity threshold RSI Current RSI value Diverg BULL DIV / BEAR DIV / --- Gap GAP UP/DN + fill status VIX BULL / BEAR / CALM / ELEVATED / EXTREME + value ATR Ratio Current vs average (volatility gauge) Confidence Current score / 100 Breakdown Component scores (L V S C M H D) Signal Active signal or --- Globex H/L Today's Globex High / Low values GT Used Which Globex levels have been trapped S/D @Glx Zone count + best scores at Globex levels ------------------------------ HOW TO USE ------------------------------ 1. Add the indicator to SPY, SPX, ES, or MES (2-5 min chart recommended) 2. Read the panel: - Check Regime (determines which signal types can fire) - Check Session (AM Trend and PM Trend are highest probability) - Check MTF alignment (3+ of 5 TFs aligned = strong directional bias) - Check VIX (BEAR VIX blocks longs, BULL VIX blocks shorts) 3. Wait for a signal label to appear: - MR 78 = Mean Reversion with 78 confidence - PB 85 = Trend Pullback with 85 confidence - ORB 72 = Opening Range Breakout with 72 confidence - GT (arrow) = Globex Trap with S/D zone confirmation 4. Use SL/TP lines as reference: - SL = 2x ATR from entry (configurable) - TP = 1x risk by default (configurable) - Lines auto-clear when SL or TP is hit 5. For Globex Traps: - Watch the orange Globex H/L lines - When price approaches, check the S/D @Glx panel row - A GT signal means: sweep + quality zone + trend alignment - These are high-conviction reversal setups 6. For ES/MES overnight: - Enable "Futures Extended Hours" in settings - London and Pre-Market sessions have highest ETH scores - Asian session signals are lower conviction (thin volume) - Signals are blocked during the 5-6 PM daily halt Pro Tips: - Signals with 80+ confidence are the highest quality - PB signals during AM Trend (10:30-11:30) are historically strong - MR signals work best during lunch and late afternoon - ORB signals in the first 30 min after OR completes catch clean breakouts - GT signals are rare but high-conviction — don't ignore them - When VIX is EXTREME, the indicator goes flat — respect that - Use the score breakdown (L V S C M H D) to understand WHY a signal scored the way it did - If Cluster shows 4+ LEVELS, that's a major confluence zone - Enable S/D Zone Boxes to see where institutional zones sit ------------------------------ SETTINGS OVERVIEW ------------------------------ Symbol Guard - Strict mode (SPY/SPX/ES/MES only) Session & Timing - Regular / Overnight session times - Futures Extended Hours toggle (ES/MES) - No-trade window after open - Lunch suppression window - EOD entry buffer EMAs - 9 / 21 / 50 EMA toggle and lengths VWAP & Bands - Band length, slope lookback - Show/hide 1s/2s bands Key Levels - Prior Day H/L/C, Opening Range, Overnight H/L - Auto Magnets (step size per symbol) Globex - Show Globex H/L lines - Show GT signals - Globex session time Manual Dealer Levels - Gamma Flip, Call Wall, Put Wall - Custom magnets (for SpotGamma / GEX data) Gap Analysis - Enable/disable, minimum gap % Regime Detection - Regime length, efficiency threshold - VWAP cross threshold, balanced band ratio - ATR length, volatile ATR ratio RSI Divergence - Enable/disable, pivot lookback Multi-Timeframe Cascade - Enable/disable, max timeframe (5m-4H) Confluence & Scoring - Near threshold (ATR multiple) - Min confidence (0-100) - Signal cooldown (bars) VIX Sentiment - Enable/disable, MA length, slope lookback - Extreme threshold, suppress toggle S/D Zones - Enable S/D filter for GT signals - Show zone boxes on chart - Min quality score (0-19) - Max zones tracked - Base candle body %, impulse multiplier, max bases Risk Overlay - Stop distance (ATR multiple) - Take-profit multiplier (x risk) Visuals - Regime background, info panel, SL/TP lines - Signal bar coloring ------------------------------ ALERTS ------------------------------ MR_LONG Mean Reversion Long fired MR_SHORT Mean Reversion Short fired PB_LONG Pullback Long fired PB_SHORT Pullback Short fired ORB_LONG Opening Range Breakout Long fired ORB_SHORT Opening Range Breakout Short fired ORF_LONG Opening Range Failure Long fired ORF_SHORT Opening Range Failure Short fired GT_SHORT Globex Trap Short at Globex High GT_LONG Globex Trap Long at Globex Low GT_ANY Any Globex Trap signal ANY_SIGNAL Any signal fired REGIME_SHIFT Regime changed VOLATILE_ON Volatile regime started BULL_DIV Bullish RSI divergence detected BEAR_DIV Bearish RSI divergence detected ------------------------------ RECOMMENDED SETTINGS ------------------------------ Timeframe: 2-minute (primary), 5-minute (swing) Symbols: SPY, SPX, ES, MES Session: Regular hours for SPY/SPX Extended hours for ES/MES (enabled by default) Min Conf: 65 (default) — raise to 75 for fewer, higher-quality signals MTF Max: 240 (4H cascade recommended for full picture) SL/TP: 2.0 ATR stop / 1.0x risk TP (default) For scalping: Lower cooldown to 5 bars, lower min conf to 60 For swing: Raise cooldown to 15 bars, raise min conf to 75 For GT only: Disable MR/PB signals (set min conf to 100), watch only GT signals with S/D zone boxes enabled ------------------------------ CHANGELOG ------------------------------ v4.1 — Globex Traps + S/D Zones + Futures ETH - Added Globex High/Low tracking (6 PM - 9:30 AM ET session) - Added Globex Trap signals (Sweep+Reverse and Wick Rejection) - Built-in Supply/Demand zone detector with 0-19 quality scoring - S/D zone filter for GT signals (score 14+ required + trend alignment) - First-touch-only gating per Globex level per day - Futures Extended Hours mode for ES/MES (Asian/London/Pre-Market) - Daily 5-6 PM halt detection and signal suppression - Auto-clearing SL/TP lines when stop or target is hit - ES and MES added to symbol guard - Info panel expanded to 20 rows with Globex and S/D data - 3 new alert conditions (GT_SHORT, GT_LONG, GT_ANY) v4.0 — Institutional Confluence Engine - Complete rewrite from v3.x architecture - 0-100 multi-factor confidence scoring system - 6 signal types (MR, PB, ORB, ORF, GT, plus divergence labels) - Regime detection with VOLATILE suppression - Multi-timeframe cascade (5m through 4H, weighted scoring) - VIX sentiment engine (hard directional gate) - Gap analysis and scoring - Level cluster detection - RSI divergence engine with visual labels - Candle pattern quality scoring - Session-aware timing with AM/PM windows - Professional info panel with real-time breakdown - ATR-based SL/TP overlay - Regime transition labels - Signal cooldown system ------------------------------ NOTES ------------------------------ - This indicator is invite-only. Request access via DM. - Best used on 2-minute or 5-minute charts for SPY, SPX, ES, or MES. - The S/D zone methodology incorporates concepts from institutional order flow theory and is not to be redistributed. - VIX data requires access to CBOE:VIX — available on most TradingView plans. - MTF cascade uses request.security calls — the indicator may take a moment to load on first application. - For futures overnight trading, ensure your data feed provides extended hours data (most futures feeds do by default). ------------------------------ DISCLAIMER ------------------------------ This indicator is for educational and informational purposes only. It does not constitute financial advice. Signals represent areas of statistical confluence — they do not guarantee future price reactions. Past performance is not indicative of future results. Always use proper risk management and never risk more than you can afford to lose. Trade at your own risk.
אינדיקטור Pine Script®
מאת ‎blazethatish‎
CISD - [CT] Private Algorithm that is invite only. It is only spread through word of mouth and is not available on any website. This algorithm will give you the best chance at being green and is even better when following specific plays of someone or yourself. This is not supposed to guarantee profit and the team are not financial advisors. Please always manage your own risk according to your risk tolerance . CISD – Institutional Structure, Displacement & IPDA Framework by calmstrades Overview CISD – Change In State of Delivery is an institutional-grade market structure and displacement framework designed to objectively identify state transitions in price delivery, validated pullbacks, and IPDA-based expansion targets across all timeframes. This tool is built for traders who operate using institutional market structure, displacement logic, and probabilistic expansion models, not lagging indicators or retail oscillators. CISD does not repaint, does not rely on hindsight pivots, and is designed to be used in real-time execution environments. Core Concepts Behind CISD 1. Change in State of Delivery (CISD) A CISD event occurs when: Price breaks structure A valid pullback is formed Price displaces and closes beyond the pullback origin This represents a true shift in orderflow, not a simple liquidity raid or wick. The indicator automatically detects and plots: Bullish CISD levels (+CISD) Bearish CISD levels (−CISD) Each CISD level acts as: A state boundary A bias confirmation level A high-probability continuation or failure reference 2. Institutional Pullback Validation Unlike basic BOS tools, CISD: Tracks real pullbacks, not arbitrary candle counts Uses open/close logic, not just highs and lows Invalidates weak structure breaks automatically This eliminates: Fake breakouts Liquidity-only moves Retail “structure spam” 3. CISD Level Management Each CISD level is: Extended forward dynamically Tracked until invalidated by a close Optionally removed or preserved using Keep Old CISD Levels Once a CISD is completed: The market state flips Bullish ↔ Bearish A new opposing CISD sequence begins Fractal IPDA Standard Deviation Engine This script also includes a multi-timeframe IPDA deviation framework, inspired by institutional expansion models. What It Plots: 0 and 1 anchors Custom deviation levels (user-defined) Expansion targets above and below structure Monthly, Weekly, Daily, and Intraday fractals How It Works: Automatically detects swing highs/lows Anchors deviations from true displacement legs Supports fractal alignment across timeframes This allows traders to: Project probable delivery ranges Identify premium/discount expansion zones Align CISD with measured institutional objectives Market Structure (ICT-Style Swing Framework) Included is a multi-tier swing labeling system: Short-Term (ST) Intermediate-Term (IT) Long-Term (LT) This helps visualize: Structural progression Liquidity ladders Higher timeframe narrative vs execution timeframe Time-Based Institutional Markers The script draws vertical session markers aligned to key institutional timing windows (timezone selectable), including: Asia open/close transitions London & New York inflection points Killzone reference timing These are time-based context tools, not trade signals. Alerts (Optional) You may enable alerts for: Bullish CISD confirmation (close above −CISD) Bearish CISD confirmation (close below +CISD) Alerts only trigger on confirmed closes, never intrabar noise. How to Use CISD (Step-by-Step) Step 1 – Define the Narrative Use higher timeframes (HTF): Identify current market state Note the most recent CISD level Align with IPDA deviation targets Step 2 – Wait for CISD Confirmation A valid setup requires: Structure break Pullback formation Close beyond CISD level No close = no confirmation. Step 3 – Use CISD as Bias & Risk Reference Once confirmed: CISD acts as directional bias CISD level acts as risk boundary Entries are refined using: Lower timeframe structure Liquidity interaction Time-of-day alignment Step 4 – Target IPDA Deviations Use deviation levels as: Partial take-profit zones Full delivery objectives Trailing bias checkpoints What This Indicator Is NOT ❌ A buy/sell signal generator ❌ A scalping shortcut ❌ A repainting structure tool ❌ A retail oscillator strategy This is a context and execution framework. Best Use Cases Futures (ES, NQ, YM, RTY) FX majors Indices & high-liquidity assets ICT / Smart Money models Intraday to swing trading Final Notes CISD is designed for traders who: Understand market structure Respect displacement Trade with narrative, not indicators If you don’t wait for confirmation, CISD will not save you. If you do, it will keep you aligned with true institutional delivery. — calmstrades
אינדיקטור Pine Script®
מאת ‎calmstrades‎
INCEPTEDGE NIFTY OPTIONSMarkets move with structure, not chaos — if you know where to look. Our Pivot, SMA & VWAP–based indicator is designed to identify institutional levels, trend direction, and high-probability trade zones with absolute clarity. Pivot Points highlight key support & resistance where price reacts again and again. SMA (Simple Moving Average) defines the true market trend — no lagging noise, no guesswork. VWAP (Volume Weighted Average Price) reveals fair value, showing where smart money is active.
אינדיקטור Pine Script®
מאת ‎mohammedrafiq888‎
INCEPTEDGE TRENDAt InceptEdge Enterprises, we believe the market doesn’t need prediction — it needs discipline. Our trading approach is built on Fibonacci levels and pure market trend analysis, the same timeless tools professional traders have relied on for decades. No noise, no over-indicators, no emotional trading. We focus on: Minimum loss protection High-probability entries Strict risk management Consistent 1:3 risk-reward trades For every trade, risk is defined first. Profits are allowed to grow. Losses are cut early — always. That’s how capital survives. That’s how accounts grow. We don’t chase the market. We follow the trend, respect price structure, and let Fibonacci do the heavy lifting. Small losses. Big wins. Repeatable process. If you’re tired of random tips and want a structured, professional trading mindset, you’re in the right place.
אינדיקטור Pine Script®
מאת ‎mohammedrafiq888‎
ES/NQ Options and Dealer Hedge Map - CTES/NQ Options and Dealer Hedge Map – CT This script builds a structured dealer hedge map for ES and NQ by reading a mini‑options chain directly from CME options symbols and combining it with volatility and session data. ​ ​ What it calculates Options‑based grid and gamma walls: The script auto‑detects whether you are on ES or NQ, then builds an 11‑strike grid around a user‑defined center strike. For each strike it pulls daily call/put prices, changes, volumes and P/C ratios, and uses those to locate the dominant call wall above price and put wall below price, which act as dealer‑hedging resistance and support. ​ GEX‑M (Monthly) and GEX‑S (Session) hedge pressure: Using the options chain plus VIX/VXN/VIX9D/VIX1D and session VWAP, it derives two hedge‑pressure anchors. GEX‑M is a monthly anchor based on settlement‑anchored ATM and ITM concentration blends with volatility expectations; GEX‑S is a session pivot that blends VWAP, ATM strike and short‑term vol. These two levels define the core bull/bear structure for the day. ​ Bull/Bear/Neutral zones: Once GEX‑M and GEX‑S are locked at key times (RTH open, Globex open, or manual), the script draws persistent bull, bear and neutral boxes. Above both levels is the bull zone, below both is the bear zone, and the band between them is neutral. These zones automatically expand using a volatility‑scaled overshoot buffer so that target areas adapt to the current vol regime. ​ Expected‑move and volatility regime bands: From the VIX family and term structure (VIX spot vs VX1, VVIX, VIX1D, VIX9D) it computes a one‑day expected move and plots EM high/low bands. The same inputs feed a volatility score that classifies the environment into CALM, ELEVATED, STRESS or EXTREME, which controls how wide the zones extend and how aggressive you should be fading or following moves. ​ Open‑interest positioning levels (3‑day OI): The script requests a separate 3‑day OI series for the ES/NQ future and detects new OI highs, large positive/negative OI spikes, multi‑bar accumulation and capitulation events. It then promotes the most significant of these into persistent support/resistance levels, with separate color‑coding for accumulation vs capitulation and with touch/age filters to avoid stale levels. ​ ITM concentration and dealer balanced band: It identifies where ITM calls cluster below price and ITM puts above price, building separate ITM support/resistance levels and a “dealer balanced range” around a P/C‑derived equilibrium line. This highlights where large covered‑call and cash‑secured put positions are likely defended. ​ Options Flow Line (OFL) and flow signals: The OFL is a proprietary smoothed level derived from a rolling VWAP‑style process that tracks how options‑driven flow pulls price through the grid. On top of that, the script computes flow direction from grouped call/put % changes, detects flow exhaustion (OFL flattening after targets) and basic price‑vs‑OFL divergences, and plots them as chart markers and optional alerts. ​ How traders use it Use GEX‑M and GEX‑S, together with the bull/bear/neutral boxes, as your primary directional bias framework for ES/NQ, then refine trade locations around gamma walls, ITM clusters and high‑signal OI levels. ​ Combine the expected‑move bands and volatility regime score to size positions and decide whether to fade moves into walls/zones or press momentum when regime is in STRESS/EXTREME. ​ The script is fully original and does not include third‑party open‑source code; all options‑chain, hedge‑pressure and OFL logic was developed in‑house to integrate CME options data, VIX family, OI and yield curve into a single ES/NQ dealer‑map workflow. ​
אינדיקטור Pine Script®
מאת ‎Creative-Trader‎
1
Peak Rejection LevelsPeak Rejection Levels is a price-action–based indicator designed to automatically identify strong rejection levels at swing highs and swing lows. It highlights areas where price attempted to move further but was firmly rejected, often acting as key support or resistance zones. The indicator is especially useful for : Intraday and swing trading Identifying high-probability rejection zones Support/resistance mapping based on pure price action Confluence with trend, structure, or indicator-based strategies 📈 What Is a “Peak Rejection”? A peak rejection is defined using strict price-action rules: 🔺 Swing High Rejection (Resistance) A swing high is marked as a rejection when: The candle is a confirmed swing high The candle has an upper wick The upper wick is larger than the candle body The wick represents the highest price of the swing This indicates strong selling pressure and rejection from higher prices 🔻 Swing Low Rejection (Support) A swing low is marked as a rejection when: The candle is a confirmed swing low The candle has a lower wick The lower wick is larger than the candle body The wick represents the lowest price of the swing This indicates strong buying pressure and rejection from lower prices When these conditions are met, the indicator draws a horizontal level at the rejection wick. 🧠 Key Features ✅ Works on any timeframe ✅ Non-repainting (uses confirmed swings) ✅ Automatically removes broken levels ✅ Automatically removes old levels based on time ✅ Clean and uncluttered chart output ✅ Pure price-action logic (no indicators, no lag)
אינדיקטור Pine Script®
מאת ‎Joel-James‎
# TLADe Quantum Field Ladder - ES/SPX/SPYìA proprietary visualization of market structure through the lens of field dynamics. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT THIS INDICATOR DOES This indicator introduces a fundamentally different approach to GEX visualization. Rather than showing discrete price levels, the Quantum Field Ladder reveals the continuous force fields that shape price movement — mapping where price is naturally attracted (MAGNETS) and where it faces resistance (WALLS). What you see: • Gradient Fields — smooth visual zones showing influence decay from center • MAGNETS (Cyan) — attractor zones where price tends to gravitate • WALLS (Magenta) — repulsor zones where price faces friction • Field Width — the effective range of each level's influence • Intensity Gradient — stronger fields appear more saturated ━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THE QUANTUM APPROACH Traditional GEX analysis treats levels as binary: price either reaches them or doesn't. The Quantum Field model recognizes that gamma exposure creates force gradients — continuous zones of influence that extend beyond exact strike prices. Each level acts like a gravitational body, with influence that fades with distance. This model is based on proprietary research into how dealer hedging flows create measurable "field effects" in price action: ▸ MAGNETS (Attractors) Zones where balanced positioning creates price stability. Price tends to drift toward these levels during low-volatility regimes. ▸ WALLS (Repulsors) Zones of concentrated one-sided exposure. Price experiences friction and often reverses at these boundaries. The gradient visualization shows where influence is strongest (center) and where it fades (edges) — giving you a more intuitive read on market structure. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━ KEY FEATURES ▸ Ticker Switcher Select ES, SPX, or SPY directly in settings. Data converts automatically. One script, three instruments. ▸ Max Levels Control Display 5 to 30 quantum fields based on your preference. Reduce clutter or see the full picture. ▸ Gradient Visualization Smooth linefill gradients show field intensity decay. Adjust smoothness and scale to match your style. ▸ Rich Tooltips Hover for details: Lagrange boundaries (L↑/L↓), field width, GEX values. ▸ Color Customization Adjust Magnet and Wall colors, transparency levels. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO READ THE FIELDS Each field represents a zone of market influence: • Cyan/Teal gradient = MAGNET (price attractor) • Pink/Magenta gradient = WALL (price repulsor) • Denser gradient = stronger influence • Wider field = larger zone of effect • Center line = exact strike level The key insight: price doesn't just "touch" levels — it enters fields of influence. Watch how price behaves as it approaches field boundaries, not just centers. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━ PRO TIP: FIELD CONFLUENCE The most significant zones occur when multiple fields overlap: • Magnet + Magnet = Strong attractor (price magnet) • Wall + Wall = Hard boundary (likely reversal) • Magnet + Wall = Transition zone (watch for breakout or rejection) Combine with the TLADe GEX Dashboard for complete analysis: Fields show WHERE influence exists, traditional levels show exact strikes. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ABOUT THE DATA The fields shown use a static snapshot for demonstration. For current session data with live Quantum Field calculations, export fresh scripts from the TLADe terminal at tradelikeadealer.com ━━━━━━━━━━━━━━━━━━━━━━━━━━━━ RELATED ► TLADe GEX Dashboard — Traditional GEX levels with histogram profilehttps://it.tradingview.com/script/pl7cjJzJ/ ━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DISCLAIMER This tool is for informational and educational purposes only. It does not constitute financial advice. Trading involves significant risk. The Quantum Field model is a proprietary visualization framework — past structure does not guarantee future behavior.
אינדיקטור Pine Script®
מאת ‎TLADe_TradeLikeaDealer‎
BEP Level by Jitendra BEP Level Indicator "Break-Even Zone" Overview Summary of This Indicator Options Break-Even (BEP) indicator that calculates and plots Call & Put BEP levels using real option premiums. It helps option sellers identify the true no-profit / no-loss price zone directly on the chart. This indicator is ideal for NIFTY, BANKNIFTY, SENSEX, BANKEX, and NSE stocks. Dynamically builds ATM option symbols (CE & PE) Fetches option premiums from NSE / BSE Calculates Call BEP & Put BEP Displays forward-only or historical BEP levels Highlights the BEP trading zone Triggers alerts when price enters the BEP zone Key Features Accurate Options BEP Calculation Uses real CE & PE option premiums Supports Daily / Weekly / Monthly BEP Manual ATM Strike & Expiry control BEP Zone visualization Forward-only clean BEP levels Historical BEP tracking (optional) Alert when price enters BEP zone Designed for option sellers & range traders How BEP Is Calculated Call BEP = ATM Strike + Call Premium Put BEP = ATM Strike − Put Premium Between Call BEP & Put BEP Price inside zone → Option sellers break even Price outside zone → One side starts losing Premium source can be selected as: Previous period close Today’s open Live premium Supported Instruments Fill Right Option Expiry Dates in Setting NIFTY BANKNIFTY SENSEX (BSX) BANKEX (BKX) NSE Stocks Display Modes Only Next BEP Shows forward-projected BEP levels only Best for live trading Clean & clutter-free view Next + Historical Displays past BEP levels Optional shaded BEP zone Useful for analysis & back testing ATM & EXPIRY SETTING Premium Data Retrieval (Core Logic) Previous Period Close request.security(symbol, tf, close ) Current Period Open request.security(symbol, tf, open) Live Premium request.security(symbol, timeframe.period, close) Data Flow Summary Chart Symbol ↓ Instrument Detection ↓ Prefix + Expiry + Strike ↓ Option Symbol (CE / PE) ↓ request.security() ↓ Premium Selection ↓ BEP Calculation Data Safety & Performance Considerations Uses dynamic_requests=true to allow runtime symbol creation No loops → avoids request limit issues Premiums are fetched only for: One Call option One Put option Optimized for real-time usage Thanks TradingView Community
אינדיקטור Pine Script®
מאת ‎asctraderbihar‎
Manual "Frozen" ATR Multi-Levels [Fixed Fibonacci Style]Overview This tool is designed for traders who use ATR (Average True Range) to set their take-profit and stop-loss levels but are tired of standard ATR indicators that "wiggle" or move as volatility changes during the trade. Unlike standard indicators, this tool behaves like a drawing tool (similar to a Fibonacci Retracement). You click your entry price once, input the current ATR value, and the script "freezes" 8 perfectly horizontal, dashed levels on your chart. Key Features Custom Entry Anchor: Click anywhere on the chart to set your "Open Price." No-Wiggle Levels: Once placed, the lines stay perfectly straight, regardless of how the live ATR fluctuates. Strategic Labels: +1 to +5 ATR: Clear upside targets for scaling out. -2 ATR STOP LOSS: Automatically labeled for disciplined risk management. -3 ATR EMER STOP: A final "Emergency Stop" level for high-volatility events. High Visibility: Heavy dashed lines with color-coded labels (Green for Profit, Red for Risk, Gray for Entry). Fully Customizable: Toggle any level on/off to keep your chart clean. How to Use Note the current ATR value from your preferred timeframe. Load this script and click your Entry/Open Price on the chart. In the Settings box that appears, type the ATR value into the "Manual ATR Value" field.
אינדיקטור Pine Script®
מאת ‎t3stoups‎
Rai x Dynamic ProRai x Dynamic – Advanced RSI TMA Trend Force Indicator Description: This indicator combines RSI with a custom TMA (Triangular Moving Average) and Trend Force EMA filter to provide high-quality BUY/SELL signals with neon-style visual feedback. Features: • RSI + TMA crossover signals • EMA Trend Force filter for trend confirmation • Dynamic BUY/SELL labels with neon color themes • Win/Loss labels for past signals (educational purposes) • Live Dashboard showing trend, win rate, wins/loss count • Works on any timeframe, best for short-term analysis Instructions: 1. Use the “Enable Trend Force Filter” to follow EMA trend direction. 2. Adjust RSI Length, TMA Half Length, and Deviation to suit your trading style. 3. Observe BUY/SELL signals with the neon labels. 4. Dashboard provides visual stats for last N bars (adjustable via Dashboard Lookback). 5. For best results, combine with volume and higher timeframe trend confirmation. ⚠️ Note: • This indicator is for educational and analysis purposes. • No indicator guarantees profit. Always manage risk responsibly.
אינדיקטור Pine Script®
מאת ‎fx_rai‎
Bank Nifty RSI Dynamic v6This is a specialized mean-reversion strategy designed for Bank Nifty (NSE:NIFTYBANK) on the 5-minute timeframe. It focuses on capturing rapid reversals when the market reaches extreme overbought or oversold conditions based on the Relative Strength Index (RSI). Unlike standard RSI strategies that wait for a cross back into the neutral zone, this script uses asymmetric dynamic exits to lock in profits early as momentum shifts. How it Works Timeframe: Optimized for 5m (Intraday). Bullish Entry (Call): Triggers when the RSI closes below 30. This identifies a potential "exhaustion" in selling pressure. Bearish Entry (Put): Triggers when the RSI closes above 68. This identifies a potential "overextension" in buying pressure. Dynamic Exits: Calls are closed when RSI recovers to 45. Puts are closed when RSI cools down to 56. Position Sizing: Fixed at 3 Lots (90 units), calibrated for the 2026 Bank Nifty lot size. Key Features Pine Script v6: Built using the latest TradingView standards for faster execution and better backtesting accuracy. Capital Efficiency: Includes a zero-margin override to ensure the backtester reflects the full 3-lot position regardless of account leverage settings. Visual Signals: Uses clear plotshape triangles (Green for Call, Red for Put) directly on the price chart for easy manual execution or alert monitoring. Risk Disclaimer Bank Nifty is highly volatile. This strategy does not include a fixed stop loss by default (exits are momentum-based), so users should be prepared for drawdowns during strong trending phases where RSI remains in extreme zones for extended periods. Always backtest on your preferred broker's data before going live.
אסטרטגיית Pine Script®
מאת ‎rahulrana95‎
Option Levels KiKOption Levels KiK - Automatic Options Levels Converter This indicator automatically converts SPX options levels to ES futures prices in real-time. KEY FEATURES: - Automatic conversion from any index (SPX, NDX, etc.) to its corresponding futures contract (ES, NQ, etc.) - Two conversion modes: Ratio or Spread - Automatic reference price capture at user-defined time (default 15:30 Paris time) - Displays key options levels: Gamma Flip, Forward, C50, C70, P50, P70 CONVERSION METHODS: - Ratio Mode: Future Level = Index Level × (ES Reference / SPX Reference) - Spread Mode: Future Level = Index Level + (ES Reference - SPX Reference) CUSTOMIZATION: - Enable/disable individual levels - Fully customizable colors, line styles, and widths - Labels displayed on the right side of the chart - Reference time automatically converts from Paris timezone to US market time USAGE: 1. Enter your options levels for the index (e.g., SPX) 2. The indicator automatically converts them to futures levels (e.g., ES) 3. Monitor the conversion info table in the top-right corner Perfect for options traders who need to track index levels on futures charts!
אינדיקטור Pine Script®
מאת ‎Jerem_KiK‎
Binary Options Signals Provider M1-H4 [TradingFinder]🔵 Introduction Binary Options trading is highly sensitive to timing, precision, and short-term price reactions. Unlike other trading styles, entries in binary markets must be executed at exact moments when price behavior, momentum, and liquidity conditions align within a very limited time window. This Screener is designed to generate Binary Options trading signals based on pure price action analysis, market structure, and liquidity behavior rather than lagging indicators. The signals are not random alerts; they are produced only when price reacts at critical decision points defined by supply and demand zones. The core logic focuses on how price behaves when it reaches areas of concentrated orders, where liquidity absorption or injection typically leads to fast directional moves. These reactions are evaluated through candlestick structure, momentum shifts, and false breakout behavior, which are essential for short-duration binary setups. By combining order blocks, Fair Value Gaps, imbalances, and breaker structures with strict candlestick confirmation, this indicator identifies high-probability Long and Short Binary Options signals suitable for short-term expirations across multiple timeframes. Rather than predicting the market, the indicator reacts to real-time order flow and liquidity interaction, making it a structured and disciplined tool for traders who rely on precise execution in Binary Options environments. Long Signal : Short Signal : 🔵 How to Use The first step is to identify valid structural zones such as order blocks, Fair Value Gaps, imbalances, or breaker structures. These zones represent areas where order flow has previously shown a strong directional response and where future reactions are likely to occur. Once a zone is identified, the indicator continuously monitors price behavior as it approaches and interacts with that area. A signal is generated only when price reaches a valid zone, liquidity behavior becomes evident, and a confirming candlestick structure forms in alignment with the expected direction. This approach ensures that Binary Options signals are issued only during moments of active market participation, where short-term directional moves have the highest probability of success. 🟣 Long Signal A Long Binary Options signal is generated when price reaches a validated demand zone, such as a bullish order block, an unfilled bullish Fair Value Gap, a lower-structure imbalance, or a bullish breaker. As price enters the demand area, the indicator evaluates whether sell-side liquidity is being absorbed. This is reflected through changes in candlestick structure and momentum behavior. Confirmation occurs when bullish price action patterns form, including structures such as : Pin Bars with long lower wicks Bullish Engulfing patterns Rejection candles False breakouts of local lows Short-term momentum continuation after liquidity sweep When these conditions align within or near the demand zone, the indicator issues a Long signal, indicating a high-probability bullish reaction suitable for Binary Options execution with short expirations. 🟣 Short Signal A Short Binary Options signal is generated when price reaches a validated supply zone, such as a bearish order block, a bearish Fair Value Gap, an upper-structure imbalance, or a bearish breaker. In these areas, price often collects buy-side liquidity above nearby highs before reversing. The indicator monitors this behavior and waits for clear bearish confirmation through candlestick structure and momentum shift. Bearish confirmation patterns include : Pin Bars with long upper wicks Bearish Engulfing patterns Rejection candles Indecision followed by strong bearish displacement False breakouts of local highs Once price confirms rejection or liquidity exhaustion within or near the supply zone, the indicator generates a Short signal, highlighting a short-term bearish opportunity optimized for Binary Options trading. 🔵 Settings Last Candle in Signal Direction: When On, a signal is issued only if the last candle moves in the direction required by the signal. Signal in Nearly Zone : When enabled, the signal becomes valid even if the candle is near the zone rather than strictly inside it. When disabled, only signals formed inside the zone are allowed. Table on Chart : This setting enables or disables the on chart screener table. When enabled, the table displays signal status, correlation information, and symbol data directly on the chart. When disabled, the chart remains clean with no table overlay. Number of Symbols : This option controls how many symbol pairs are displayed in the screener table. Users can choose between four or six pairs depending on screen size and personal preference. Table Size : This setting adjusts the visual scale of the screener table. Smaller sizes are suitable for minimal layouts, while larger sizes improve readability when monitoring multiple pairs simultaneously. Table Mode : This setting offers two layout styles for the signal table. Basic mode displays symbols in a single vertical column, using more vertical space and providing straightforward readability. Extended mode arranges symbols in pairs side by side, optimizing screen space with a more compact and efficient layout. Table Position : This option defines where the screener table is placed on the chart. The table can be positioned in any corner or central area to avoid overlapping with price action or other indicators. 🔵 Conclusion Binary Options trading requires precise timing, disciplined execution, and a clear understanding of short-term market behavior. This indicator is built on the principle that high-quality binary signals emerge not from prediction, but from real-time price reactions at key liquidity zones. By combining supply and demand analysis with structural elements such as order blocks, Fair Value Gaps, imbalances, and breaker structures, the indicator filters out random price movements and focuses only on moments when the market is actively responding to order flow. Signals are generated exclusively when price reaches a validated zone, liquidity behavior becomes evident, and a confirming candlestick forms at the correct location. This structured process helps reduce emotional or impulsive entries and maintains consistency in execution. Rather than acting as a standalone decision-maker, the indicator functions as a confirmation and timing tool, assisting traders in identifying high-probability Long and Short Binary Options setups across multiple timeframes while remaining aligned with the underlying mechanics of price and liquidity.
אינדיקטור Pine Script®סקריפט בתשלום
מאת ‎TFlab‎
ORB + Expected Move + Trade Bias RWCORB + Expected Move + Trade Bias v3 Overview A comprehensive 0DTE SPX options trading indicator designed to identify optimal credit spread and iron condor setups based on Opening Range Breakout (ORB) analysis, Expected Move calculations, VWAP dynamics, and multi-factor confidence scoring. The indicator provides specific strike suggestions, real-time position management signals, and exit warnings. Who This Is For This indicator is built for traders who sell 0DTE SPX credit spreads (put spreads, call spreads, or iron condors) and want a systematic, data-driven approach to: Determine trade direction (bullish, bearish, or neutral) Select appropriate strikes based on market conditions Manage positions with clear exit signals Core Components 1. Opening Range Breakout (ORB) The ORB establishes the initial trading range after market open, serving as the foundation for trade bias determination. Settings: ORB Period: Choose 15, 30, 45, or 60 minutes Shorter periods (15-30 min) = more signals, more noise Longer periods (45-60 min) = fewer signals, more reliable ranges ORB Breakout Buffer %: Percentage buffer beyond ORB high/low before confirming breakout (default 0.1%) Colors: Customize ORB high (green), low (red), and fill colors How It Works: Tracks the high and low during the ORB period After ORB completes, monitors for breakouts above/below with buffer Counts consecutive bars above/below ORB for confirmation 2. Expected Move (EM) Calculates the statistically expected daily range based on Average True Range (ATR). Settings: ATR Length: Lookback period for ATR calculation (default 14) ATR Multiplier: Scale the expected move (default 1.0) Colors: Customize expected move lines and fill How It Works: Pulls daily ATR from the previous session Projects expected move boundaries from session open Used for strike distance calculations and range containment analysis 3. VWAP Analysis Volume Weighted Average Price with standard deviation bands provides trend confirmation and stretch detection. Settings: Show VWAP: Toggle VWAP line visibility Show VWAP StdDev Bands: Toggle ±1 standard deviation bands VWAP Band Multiplier: Adjust band width (default 1.0) VWAP Slope Lookback: Bars to measure VWAP slope (default 10) Key Metrics: VWAP Slope: Normalized slope indicating trend strength Strong Up (↑↑): > 0.5 Up (↑): 0.3 to 0.5 Flat (—): -0.3 to 0.3 Down (↓): -0.5 to -0.3 Strong Down (↓↓): < -0.5 Stretched Detection: Warns when price is >1.5 standard deviations from VWAP 4. Prior Day Levels (PDH/PDL) Yesterday's high and low serve as key support/resistance levels where institutional orders often cluster. Settings: Show Prior Day High/Low: Toggle PDH/PDL lines Show Prior Day Close: Optional PDC line Colors: Customize PDH (teal), PDL (orange), PDC (gray) Why It Matters: Price above PDH = strong bullish continuation signal Price below PDL = strong bearish continuation signal Price between PDH/PDL = range-bound, favors iron condors Strikes are adjusted to respect these levels as potential support/resistance Trade Signal System Signal Time Settings: Signal Time (ET): Choose when the indicator evaluates and locks in the trade signal 1100 = 8:00 AM PT / 11:00 AM ET 1115 = 8:15 AM PT / 11:15 AM ET (default) 1130 = 8:30 AM PT / 11:30 AM ET 1145 = 8:45 AM PT / 11:45 AM ET 1200 = 9:00 AM PT / 12:00 PM ET Recommendation: Later signal times (8:30-9:00 AM PT) provide more data and reduce morning fakeout signals, but leave less time for theta decay. Confidence Scoring (9 Factors) The indicator calculates three scores: Iron Condor (IC), Bullish, and Bearish. The highest score determines the signal. Factor 1: Price Position vs ORB (max 40 pts) Inside ORB → +35-40 IC points Above ORB (confirmed breakout) → +40 Bull points Below ORB (confirmed breakout) → +40 Bear points Factor 2: VWAP Slope (max 30 pts) Flat slope → +25 IC points Strong positive slope → +30 Bull points Strong negative slope → +30 Bear points Factor 3: Price vs VWAP Position (max 20 pts) Above upper band → +20 Bull points Below lower band → +20 Bear points Near VWAP → +12 IC points Factor 4: VWAP Consistency (max 15 pts) 70%+ bars above VWAP → +15 Bull points 70%+ bars below VWAP → +15 Bear points Mixed → +10 IC points Factor 5: Move from Open (max 20 pts) 30% of EM up → +20 Bull points 30% of EM down → +20 Bear points <12% move either way → +15 IC points Factor 6: Trend Structure (max 15 pts) Higher highs + higher lows → +15 Bull points Lower lows + lower highs → +15 Bear points No clear structure → +8 IC points Factor 7: Day Range Containment (max 15 pts) Range <35% of EM → +15 IC points Range <50% of EM → +8 IC points Range >65% of EM → Points to directional score Factor 8: Gap Behavior (max 12 pts) Gap up, unfilled, above ORB → +12 Bull points Gap down, unfilled, below ORB → +12 Bear points Gap filled, inside ORB → +8 IC points Factor 9: Prior Day High/Low (max 20 pts) Above PDH → +20 Bull points Below PDL → +20 Bear points Between PDH/PDL → +15-20 IC points Alignment Bonuses (max 25 pts) Additional points when multiple factors align in the same direction. Signal Types SignalMeaningTradeIRON CONDORRange-bound conditionsSell both put and call credit spreadsPUT SPREADBullish conditionsSell put credit spread onlyCALL SPREADBearish conditionsSell call credit spread onlyNO TRADEConflicting signals or low confidenceStay out Confidence Levels ConfidenceColorStrike Mode75%+Green🍆 AGGRESSIVE (tighter strikes, more premium)60-75%Lime/Yellow🌶️ NORMAL (balanced strikes)45-60%Yellow/Orange🐢 CONSERVATIVE (wider strikes, safer)<45%Orange/RedNO TRADE triggered Strike Suggestions Base Calculation For Iron Condors: Strikes are calculated from current price at signal time as the midpoint, ensuring symmetric risk on both sides. For Directional Spreads: Strikes are calculated from session open, betting on continuation. Put Strike = Midpoint - (Expected Move × Distance) Call Strike = Midpoint + (Expected Move × Distance) Distance Settings: High Confidence (75%+): 0.60 EM (default) - Tighter strikes, more premium Mid Confidence (60-75%): 0.70 EM (default) - Balanced Low Confidence (<60%): 0.80 EM (default) - Wider strikes, safer Skew Adjustments When Auto-Adjust for Skew is enabled, strikes are asymmetrically adjusted based on: VIX Level: VIX > 20: Puts pushed wider (-0.05), Calls pulled tighter (+0.05) VIX < 15: Opposite adjustment 2-Day Momentum: Strong down move: Puts pushed wider Strong up move: Calls pushed wider Prior Day Levels: Below PDL: Puts pushed wider (more downside protection) Above PDH: Calls pushed wider (more upside protection) PDH/PDL Strike Reference If the calculated strike is too close to PDH or PDL, the indicator adjusts to place strikes 10 points beyond these key levels (maximum 20 point adjustment). Exit Signal System Three-Stage Warning System Stage 1: EARLY ⚠️ (Yellow) Trigger: Price moves against position with: Below VWAP AND in lower fib zones (for put spreads/IC downside) Above VWAP AND in upper fib zones (for call spreads/IC upside) Action: Heightened awareness. Consider reducing position or tightening mental stops. Note: Only fires once per direction per day to avoid alert fatigue. Stage 2: CAUTION (Orange) Trigger: 2+ consecutive bars beyond ORB Price has traveled 25%+ of the distance to short strike Action: Actively manage position. Prepare to exit. Stage 3: EXIT (Red) Trigger: 3+ consecutive bars beyond ORB (configurable) Price has traveled 40%+ of the distance to short strike VWAP slope confirms the move (if enabled) Action: Close position immediately. Exit Settings Exit Confirmation Bars: Consecutive bars required for EXIT signal (default 3) CAUTION Distance %: How far toward strike before CAUTION (default 25%) EXIT Distance %: How far toward strike before EXIT (default 40%) Require VWAP Confirmation: EXIT only fires if VWAP slope confirms direction Fibonacci Retracement Levels After signal fires, fib levels are drawn between key price points: For Iron Condors: 0% = Put Strike 100% = Call Strike For Put Spreads: 0% = Put Strike (danger zone) 100% = Day High at signal For Call Spreads: 0% = Day Low at signal 100% = Call Strike (danger zone) Fib Levels Shown: 0%, 23.6%, 38.2%, 50%, 61.8%, 78.6%, 100% Fib Zone Tracking: The left table shows current fib zone, color-coded: Red: Near strikes (danger) Orange: Approaching strikes Green: Safe middle zones Information Tables Left Table (Position Management) RowDescriptionSIGNALCurrent trade signal with confidence colorConfConfidence percentageEXITCurrent exit status (HOLD/EARLY/CAUTION/EXIT)Fib ZoneCurrent price position in fib structurePDHPrior day high valuePDLPrior day low valuevs PDPosition relative to prior day rangeModeStrike mode (🍆/🌶️/🐢)PutSuggested short put strikeCallSuggested short call strikeCall Dist% distance traveled toward call strikePut Dist% distance traveled toward put strike Right Table (Market Factors) RowDescriptionStructureOverall market structure (BULLISH/BEARISH/RANGE/MIXED)PricePosition relative to ORBVWAPVWAP slope direction and strengthStretchedWarning if price extended from VWAPMoveCurrent move from open as % of EMEM UsedDay range as % of expected moveGapGap status (up/down, filled/unfilled)ReversalV-top or V-bottom detectionConflictAny conflicting signals detectedVIXCurrent VIX levelSkewMomentum-based skew direction Alerts The indicator includes pre-configured alerts: AlertDescriptionEntry: Iron CondorIC signal firedEntry: Put SpreadBullish signal firedEntry: Call SpreadBearish signal firedHigh Confidence EntryAny signal with 75%+ confidenceNo TradeNO TRADE signal firedEARLY WARNINGEarly warning triggeredCAUTIONPosition under pressureEXIT NOWExit signal triggered Recommended Settings Conservative (New Traders) ORB Period: 60 minutes Signal Time: 1130 (8:30 AM PT) Min Confidence: 50% Strike Distances: 0.65 / 0.75 / 0.85 Balanced (Default) ORB Period: 30-45 minutes Signal Time: 1115 (8:15 AM PT) Min Confidence: 45% Strike Distances: 0.60 / 0.70 / 0.80 Aggressive (Experienced) ORB Period: 30 minutes Signal Time: 1100 (8:00 AM PT) Min Confidence: 40% Strike Distances: 0.55 / 0.65 / 0.75 Important Notes This indicator does not guarantee profits. It provides a systematic framework for trade selection and management. Paper trade first. Test the indicator on historical data and paper trade before using real capital. Position sizing matters. Never risk more than you can afford to lose on any single trade. Exits are suggestions. Use the exit signals as guidance, but always apply your own judgment. Market conditions vary. The indicator performs best in normal volatility environments. Use extra caution during major news events, FOMC days, and earnings season. SPX/SPY focused. While the indicator may work on other instruments, it was designed specifically for SPX 0DTE options trading. Version History v3.0 Added 45/60 minute ORB options Added configurable signal time (8:00-9:00 AM PT) Added stretched detection (VWAP distance warning) Added Prior Day High/Low as scoring factor Iron Condor strikes now centered on current price (symmetric risk) Split table UI (left: position, right: factors) PDH/PDL reference for strike adjustments Credits Developed for the 0DTE SPX options trading community. Inspired by SMB Capital's ORB methodology, VWAP analysis techniques, and real-world credit spread trading experience. Disclaimer: This indicator is for educational and informational purposes only. It is not financial advice. Trading options involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results.
אינדיקטור Pine Script®
מאת ‎rcockrum‎
Dr Shubh's BTC Pro-Vol & Volatility Edge Dashboard█ Overview The BTC Pro-Vol & Volatility Edge Dashboard is a professional-grade analysis suite designed for crypto-options traders and volatility arbitrageurs. In the high-stakes world of Bitcoin options, price is only half the story; Volatility is the true driver of value. This indicator quantifies the Volatility Risk Premium (VRP) —the spread between Implied Volatility (IV) and Realized Volatility (RV)—to determine if option premiums are overpriced or underpriced. It provides institutional-level clarity on when to harvest theta and when to hedge directional risk. █ Core Mechanics ⚪ 1. The Volatility Risk Premium (VRP) Engine The heart of the indicator calculates the spread between: Implied Volatility (IV) : Sourced via a dynamic proxy (BVOL/BTCDVOL), representing the market's forward-looking fear. Realized Volatility (RV): A 20-day annualized standard deviation of log-returns, representing the actual physical movement of Bitcoin. The Edge: When IV > RV, a positive "Volatility Risk Premium" exists, favoring the option seller. ⚪ 2. Adaptive Gamma Proximity Tracking Unlike standard indicators, this tool tracks your specific Short Strike Price. It calculates the mathematical distance between the current price and your "danger zone," providing real-time feedback on your "Delta" and "Gamma" exposure. ⚪ 3. Contextual Bar Coloring The chart environment adapts to the volatility regime: 🟢 Lime Bars: Indicate a high-VRP environment where time-decay (Theta) is working aggressively in your favor. 🔴 Red Bars: Indicate a "Volatility Breach" or strike-proximity warning, signaling that movement is outperforming the premium collected. █ How to Use 🟢 Strategy: Premium Harvesting (Short Volatility) Deploy this when the Dashboard status shows " SELL PREM " and the VRP Edge is above 5%. Logic: The market is paying a high "insurance premium" for movement that isn't actually happening. Ideal for: Short Straddles, Short Strangles, and Iron Condors. 🔴 Strategy: Risk Management & Delta Hedging When the Dashboard status flips to " HEDGE " or the status box turns solid Red: Logic : The "Gamma Risk" has become too high. Either the price is too close to your strike or Bitcoin's actual movement is "eating" your premium faster than time can decay it. Action: Consider closing the tested side or using BTC Futures to neutralize your Delta. 💡 Pro Tip: Do not "chase" the last 10% of profit. If your sold options have lost 80-90% of their value, the risk-to-reward ratio for staying in the trade is mathematically poor. █ Key Settings IV Proxy Symbol: Defaulted to BVOL. Flexible input to ensure compatibility with various data feeds. Short Strike Price: Manually input your specific "Sold" strike to enable the "TO STRIKE" tracking logic. Display Settings: Fully dynamic table positioning and "Huge" text options for multi-monitor setups. █ Disclaimer The content provided in this script is for educational and informational purposes only. Options trading involves substantial risk of loss and is not suitable for all investors. The "Pro-Vol" indicator utilizes statistical models that may not account for "Black Swan" events or sudden liquidity gaps. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on this information. Past performance of volatility spreads is not indicative of future results. Trade at your own risk.
אינדיקטור Pine Script®
מאת ‎shubh_trader‎
ALL-IN ZONE X INDICATORALL-IN ZONE X is a smart price-action indicator designed to help traders identify high-probability Buy & Sell zones using a combination of EMA trend structure, Bollinger Bands, and swing points. 🔍 Key Features Automatic Buy & Sell Signals Detects potential reversal and continuation areas based on swing structure and Bollinger positioning. Dynamic Entry Zones Highlights optimal entry areas using ATR-based volatility, adapting to current market conditions. Clear TP & SL Projection Displays Take Profit (TP1–TP3) and Stop Loss levels in a clean panel without cluttering the chart. Trend Confirmation with EMA Uses EMA 20 / 50 / 200 to provide clear market bias and trend direction. NOW Panel (Buy / Sell / Wait) A simple bottom panel that shows the current market bias in real time — ideal for quick decision-making. Clean & Minimal Chart Design Removes unnecessary visual noise, focusing only on actionable information. Invite-Only Protection Built-in access control to ensure private and controlled distribution. 🎯 Best Use Cases Intraday & Scalping strategies Trend pullback entries Structure-based reversals Forex, Gold (XAUUSD), and Indices ⚠️ Disclaimer This indicator is a decision-support tool, not a financial advice system. Always apply proper risk management and confirm signals with your own analysis.
אינדיקטור Pine Script®
מאת ‎punchy3345‎