Bitcoin Gold Fair Value Model | AlphaNattBitcoin Gold Fair Value Model | AlphaNatt
A quantitative regression-based projection model that estimates Bitcoin’s fair value using gold as a macro-monetary benchmark.
This model, inspired by RJAlpha, applies a lag-adjusted statistical regression between gold and Bitcoin to identify the time-shifted correlation that historically aligns Bitcoin’s market value with gold’s macro trends. It produces a forward-looking projection, statistical confidence intervals, and explanatory metrics that assess the reliability of the relationship.
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🧠 Core Concept
Gold serves as a proxy for global liquidity and real monetary value, often leading risk assets during liquidity expansions and contractions.
Bitcoin’s long-term trend tends to react to these same liquidity cycles, but with a measurable lag.
This indicator models that lag statistically, estimating Bitcoin’s “fair value” as if its price were fully caught up to gold’s recent movements.
The regression captures both directional influence and proportional magnitude through slope and intercept coefficients.
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⚙️ Model Features
Dynamic Lag Regression – Uses a configurable leadDays period to align gold’s prior movements with Bitcoin’s current pricing behavior.
Rolling Sample Window – Continuously recalibrates the regression coefficients using a user-defined lookback length, allowing the model to adapt to new market conditions.
Forward Projection – Extends Bitcoin’s fair value into the future, based on present gold levels and the established lag relationship.
Volatility-Adjusted Confidence Bands – Displays one standard deviation and 95% confidence intervals around the projected path to visualize expected uncertainty.
Model Fitness Metric – Includes an R² score that quantifies the strength and stability of the BTC–Gold relationship within the active window.
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📈 Visualization Breakdown
Cyan Line: Historical gold-driven fair value of Bitcoin.
Magenta Lines: Future fair value projection and confidence bands (offset by leadDays).
Projection Label: Displays the 60-day projected price target.
Statistical Table: Shows live model output including the projected fair value, 1-SD range, 95% confidence interval, and R² score.
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🔧 User Inputs
Show 1 SD Bands? – Toggles visibility of the standard deviation boundaries.
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📊 Interpretation Guide
When Bitcoin trades below its projected fair value, the model suggests it is temporarily undervalued relative to gold’s macro trend.
When Bitcoin trades above its projected fair value, it may be overextended in relation to the model’s equilibrium estimate.
A higher R² implies greater reliability — periods where gold explains a large portion of Bitcoin’s price variance.
Confidence intervals represent uncertainty, not directional certainty; deviation beyond them often implies a structural shift in correlation or market regime.
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⚠️ Disclaimer
This indicator is designed for quantitative research and macro correlation analysis. It does not constitute investment advice, price prediction, or trading signal generation. Always verify assumptions and cross-check results with independent analysis before using in a live environment.
אינדיקטורים ואסטרטגיות
Mean reversion strategyThis is mean reversion strategy.
Use this strategy with MTF.
This strategy has low risk reward ratio but drawdowns are also limited
scalping signals 1 min xauusd + eurusd v2Transform Your 1-Minute Scalping with Precision Entry Signals
RSI Signals EUR/USD is a cutting-edge scalping indicator specifically optimized for EUR/USD on the 1-minute timeframe. Designed for active traders seeking quick profits from micro-movements, this indicator delivers crystal-clear entry signals with automatic Stop Loss and Take Profit levels.
What This Indicator Does
🎯 Smart Entry Signals
Get instant visual alerts when high-probability trading opportunities arise. The indicator identifies multiple types of reversal patterns and momentum shifts, displaying clear labels directly on your chart so you never miss a trade.
🎨 Color-Coded Candles
Candlesticks automatically change color based on active signals, making it effortless to track your current position at a glance. Each signal type has its unique color, eliminating confusion in fast-moving markets.
📊 Automatic Risk Management
Every signal comes with pre-calculated Stop Loss and Take Profit levels displayed as dynamic horizontal lines that extend across your chart. Set and forget - no more manual calculations or guesswork.
🎚️ Multiple Take Profit Targets
Maximize your profits with three progressive TP levels (TP1, TP2, TP3) based on optimal risk-reward ratios. Scale out of positions strategically as price moves in your favor.
🛡️ Intelligent Signal Management
When a Stop Loss is triggered, all visual indicators automatically disappear, and candle colors reset until the next fresh signal appears. This keeps your chart clean and focused on what matters.
⚡ Built for Speed
Specifically calibrated for EUR/USD volatility and spread characteristics, ensuring signals are actionable in real-time without lag or repainting.
Good For
Scalpers targeting 5-15 pip moves
Day traders looking for quick in-and-out opportunities
Forex traders focused on EUR/USD pair
Traders who value clear visual cues over complex analysis
RPT Position Sizer🎯 Purpose
This indicator is a position sizing and stop-loss calculator designed to help traders instantly determine:
How many shares/contracts to buy,
How much risk (₹) they are taking per trade,
How much capital will be deployed, and
The precise stop-loss price level based on user-defined parameters.
It displays all key values in a compact on-chart table (bottom-left corner) for quick trade planning.
💡 Use Case
Perfect for discretionary swing traders, systematic position traders, and risk managers who want instant visual feedback of trade sizing metrics directly on the chart — eliminating manual calculations and improving discipline.
⚙️ Key Features
Dynamic Inputs
Trading Capital (₹) — total available capital for trading.
RPT % — risk-per-trade as a percentage of total capital.
SL % — stop-loss distance in percent below CMP (Current Market Price).
CMP Source — can be linked to close, hl2, etc.
Rounding Style — round position size to Nearest, Floor, or Ceil.
Decimals Show — control number formatting precision in the table.
Core Calculations
SL Points: CMP × SL%
SL Price: CMP − SL Points
Risk Amount (₹): Capital × RPT%
Position Size: Risk ÷ SL Points
Capital Used: Position Size × CMP
Clean On-Chart Table Display
Displays:
Trading Capital
RPT %
Risk Amount (₹)
Position Size (shares/contracts)
Capital Required (₹)
Stop-Loss % & SL Price
The table uses a minimalistic white-on-black design with clear labeling and rupee formatting for quick reference.
Data Window Integration
Plots hidden values (Position Size, Risk Amount, SL Points, Capital Used) for use in TradingView’s Data Window—ideal for strategy testing and exporting values.
Multi-Asset Universal Valuation Z_score -> PROFABIGHI_CAPITAL🌟 Overview
The Multi-Asset Universal Valuation Z-Score → PROFABIGHI_CAPITAL indicator delivers a sophisticated portfolio screening tool by calculating normalized Z-scores for multiple assets simultaneously, incorporating price deviations alongside a suite of technical and risk-adjusted metrics to uncover relative overvaluations or undervaluations.
It empowers traders to monitor up to 25 assets—such as cryptocurrencies—in real-time through comprehensive tables, highlighting mispriced opportunities via statistical extremes, fair value estimates, and dynamic rankings for strategic rebalancing in diversified holdings.
📅 Assets Configuration
– Number of Assets : Define the portfolio size from 1 to 25 symbols, optimizing for computational load while expanding coverage for broader market scans.
– Asset Symbols (1-25) : Individually select tickers, often crypto pairs like BTCUSD or ETHUSD, to form a watchlist tailored to specific sectors or correlations for comparative analysis.
📊 General Settings
– Z-Score Lookback Period : Set the historical window for mean and standard deviation computations, influencing sensitivity to recent versus long-term deviations.
– Correlation Analysis Period : Establish the span for evaluating metric-price relationships, ensuring robust adjustments for interdependent signals.
– Show Main Table : Activate a central dashboard aggregating all assets' prices, sigma bands, fair values, and Z-scores for at-a-glance portfolio oversight.
– Show Ranking Tables : Enable sorted overviews of the top oversold and overbought assets, prioritizing high-conviction opportunities by deviation severity.
– Use Price Weighting : Blend direct price Z-scores with indicator-derived ones, anchoring the final score in raw market behavior.
– Adaptive Weighting : Dynamically scale metric influences by their correlation strength to price, promoting relevance in varying regimes.
📈 RSI Settings
– Enable RSI : Incorporate relative strength index to capture momentum extremes within the Z-score framework.
– RSI Length : Adjust the computation period to fine-tune overbought/oversold detection in asset valuations.
📈 ROC Settings
– Enable ROC : Include rate of change to highlight acceleration or deceleration in price trends for deviation scoring.
– ROC Period : Specify the lookback for percentage shifts, balancing short-term volatility with trend persistence.
📈 BB% Settings
– Enable BB% : Factor in Bollinger Bands position to measure range-bound extremes relative to volatility.
– BB Length : Define the moving average span for the bands' centerline.
– BB Standard Deviation : Set the multiplier for band width, controlling sensitivity to price envelopes.
📈 Crosby Ratio Settings
– Enable Crosby Ratio : Activate this trend angle proxy using smoothed Heikin-Ashi for directional slope analysis.
– Crosby Length : Choose the smoothing window to refine the ratio's responsiveness to price arcs.
📈 Sharpe Ratio Settings
– Enable Sharpe Ratio : Embed risk-adjusted returns to penalize volatility in the valuation score.
– Sharpe Period : Select the calculation horizon for mean returns and standard deviation.
– Sharpe Smoothing : Apply exponential averaging to stabilize the annualized efficiency metric.
📈 Sortino Ratio Settings
– Enable Sortino Ratio : Focus on downside volatility for a more trader-friendly risk gauge.
– Sortino Period : Determine the span for excess returns over the risk-free benchmark.
– Risk-Free Rate (%) : Input the annual safe yield to adjust for opportunity costs.
– Sortino Smoothing : Smooth the downside-focused ratio for consistent signals.
📈 Omega Ratio Settings
– Enable Omega Ratio : Use gains-versus-losses probability for threshold-sensitive performance ranking.
– Omega Period : Set the evaluation window for return distributions.
– Target Return (%) : Define the minimum acceptable yield to bifurcate positive/negative outcomes.
– Omega Smoothing : Refine the ratio with averaging to mitigate outlier impacts.
🛡️ Threshold Settings
– Extreme Overbought Level : Mark severe positive deviations warranting aggressive sells or hedges.
– Extreme Oversold Level : Flag profound negative deviations for opportunistic buys.
– Overbought Level : Signal moderate upward stretches for cautionary monitoring.
– Oversold Level : Indicate mild downward pulls for potential accumulation.
🎨 Color Settings
– Neutral Color : Subtle shade for assets within normal ranges, avoiding false alarms.
– Overbought Color : Alerting red for high-valuation warnings.
– Oversold Color : Inviting green for undervaluation opportunities.
– Extreme Overbought Color : Intense maroon for crisis-level bubbles.
– Extreme Oversold Color : Bright lime for deep-value bargains.
🔧 Helper Functions
– RSI/ROC/BB% Computations : Standard oscillators for momentum, change rate, and band positioning.
– Crosby Ratio : Approximates trend slope via Heikin-Ashi averages and ATR-normalized angles.
– Sharpe/Sortino/Omega Ratios : Annualized efficiency metrics, with Sortino emphasizing downside and Omega using return thresholds.
– Z-Score Normalization : Transforms series into standard deviations from means for cross-asset comparability.
– Correlation & Beta Adjustments : Quantifies metric-price links to refine weighted influences.
– Weighted Z-Score Blend : Integrates indicators with price via betas and correlations for holistic scoring.
– Symbol Cleanup : Strips exchange prefixes and pairs for concise table labels.
📦 Multi-Asset Processing
– Security Fetching : Pulls comprehensive data—prices, Z-scores, means, deviations, expectations—for each asset in parallel.
– Array Management : Dynamically stores metrics in expandable arrays, scaling to the selected portfolio size.
– Ranking Engine : Bubble-sorts by Z-scores to prioritize undervalued (low) and overvalued (high) assets for quick scans.
📋 Main Table
– Central Dashboard : Rows for prices, ±1/2/3 sigma bands, fair values, expected prices, and dual Z-scores; columns per asset with color-coded cells by deviation severity.
– Dynamic Headers : Asset symbols highlighted if ranked in top oversold/overbought quintiles for immediate focus.
🏆 Ranking Tables
– Oversold Rankings : Top 5 (or fewer) by lowest Z-scores, detailing symbols, individual Z's, averages, and the weakest metric.
– Overbought Rankings : Top 5 (or fewer) by highest Z-scores, mirroring structure for symmetry in bubble detection.
📊 Current Asset Visualization
– Sigma Deviation Plots : Lines mapping ±1/2/3 standard deviations from the mean for contextual over/undervaluation.
– Fair Value & Expected Price Traces : Central mean and Z-adjusted projection to visualize reversion targets.
– Live Price Overlay : Blue line tracking current close against bands for real-time deviation monitoring.
– Zone Backgrounds : Faint tints scaling from neutral to extreme colors based on the asset's Z-score status.
🔔 Alerts
– Overbought Entry : Activates on crossing into moderate high-deviation territory.
– Oversold Entry : Triggers upon entering low-deviation zones.
– Extreme Overbought/Oversold : High-priority warnings at critical thresholds for portfolio-wide risks.
✅ Key Takeaways
– Cross-asset Z-scores reveal portfolio imbalances via statistical lenses, blending raw price with advanced ratios.
– Adaptive correlations ensure metric relevance, while rankings accelerate opportunity hunting.
– Comprehensive tables and band visuals turn complex data into actionable insights for diversified trading.
– Customizable metrics and thresholds adapt to crypto volatility or traditional equities alike.
Advanced DMI [NexusSignals]Overview
The Advanced DMI is a enhanced version of the classic Directional Movement Index (DMI) and Average Directional Index (ADX) indicator, designed to provide traders with deeper insights into trend strength, direction, and momentum. It combines visual plots, a customizable data table, and multiple alert conditions to help identify bullish/bearish trends, consolidations, and potential reversals. This indicator is ideal for trend-following strategies, scalping, or swing trading across various timeframes and assets.
Key enhancements include:
A trend strength metric that quantifies bullish/bearish dominance.
A dynamic table displaying real-time and historical DMI/ADX values, with color-coded signals and buy/sell pressure percentages.
Visual fills and arrows for quick trend interpretation.
Built-in alerts for key crossovers, threshold breaches, and consolidation phases.
The indicator calculates and display:
+DI (Plus Directional Indicator): Measures upward price movement strength.
-DI (Minus Directional Indicator): Measures downward price movement strength.
ADX: Gauges overall trend strength (higher values indicate stronger trends).
Trend Strength: A normalized score computed as ((+DI - -DI) / (+DI + -DI)) * ADX, ranging from negative (bearish) to positive (bullish). This helps quantify trend bias.
Buy/Sell %: Candle body analysis showing the percentage of buyer (close above low) vs. seller (high above close) control in the current bar.
Plots include:
Strength Histogram : Color-coded columns (green for bullish, red for bearish) to visualize trend intensity.
ADX Line : White line showing trend strength, with arrows indicating rising/falling.
+DI and -DI Lines: Green (+DI) and red (-DI) lines with conditional fills above the 15 threshold for strong trends.
Horizontal threshold lines at 15 (consolidation threshold) and 25 (strong trend threshold).
The table (optional) summarizes data for the current candle, previous candle, and two candles ago, including arrows for directional changes and color highlights for quick scans.
Inputs
General Settings:
DMI Length (default: 14): Period for +DI/-DI calculation.
ADX Smoothing (default: 14): Smoothing period for ADX.
ADX Consolidation Threshold (default: 15): Below this, suggests sideways market.
ADX Stronger Trend Threshold (default: 25): Above this, indicates a robust trend.
Threshold for Strong Bullish/Bearish DMI Strength (defaults: 10 / -10): Levels for strength alerts.
Table Settings:
Show Table? (default: true): Toggle the data table on/off.
Table Text Color, Header Color, Text Size, Position: Customize appearance and placement (e.g., middle_right).
How It Works
Interpretation
Bullish Signals: +DI > -DI, rising +DI (↑ arrow), Strength > 0 (green histogram), Buy% > Sell%. Look for ADX > 25 for confirmed uptrends.
Bearish Signals: -DI > +DI, rising -DI (↑ arrow), Strength < 0 (red histogram), Sell% > Buy%. ADX rising above thresholds strengthens the downtrend.
Consolidation: Both +DI and -DI < 20, ADX ≤ 15 (blue fill possible). Use this to avoid choppy markets.
Crossovers: +DI crossing above -DI suggests bullish reversal; opposite for bearish.
Fills: Areas above 15 highlight dominant trends (green for bullish, maroon for bearish).
Combine with price action or other indicators like RSI for better accuracy. Works on any timeframe, but test on historical data for your strategy.
Alerts
The indicator includes 12 built-in alert conditions for automation:
Strength crossing above/below 0 or bullish/bearish thresholds.
+DI/-DI crossovers (bullish/bearish).
ADX crossing above strong threshold.
+DI/-DI crossing above 25 or below 15.
Consolidation detection (low ADX with flat DI lines).
Set up alerts in TradingView by selecting the condition from the dropdown.
Usage Tips
Enable the table for quick multi-candle analysis without scrolling the chart.
Customize colors and positions to fit your workspace.
Backtest on your favorite assets (e.g., stocks, forex, crypto) to optimize thresholds.
For faster loading on large datasets, the script is optimized to update the table only on the last bar.
This indicator is provided by NexusSignals for educational and trading purposes. Always use risk management and verify signals. Feedback welcome!
Integral Signal (Volume & Price Analysis) v6 - Final# 📈 Integral Signal v6: Volume and Price Momentum Aggregator
**The Integral Signal v6** is a comprehensive, multi-factor indicator designed to cut through market noise by aggregating five crucial volume and price momentum factors into a single, reliable score. This tool is ideal for traders looking for high-conviction entry and exit points, validated by both immediate pressure (CVD) and long-term structure (VRVP).
The indicator generates a score ranging from **-1.0 to +1.0**, where a higher absolute value indicates greater consensus among factors, leading to a high-probability signal.
### 📊 How the Score is Calculated (The Five Factors)
The Integral Score is a weighted average of the following market forces:
1. **CVD Imitation (Cumulative Volume Delta):** Measures the rate-of-change (ROC) for both price and volume to gauge immediate buying/selling pressure.
2. **Open Interest (OI) Imitation:** Assesses whether price movement is supported by significant volume spikes (a proxy for genuine participation).
3. **Liquidations Imitation:** Identifies major volatility spikes combined with new lows/highs, signaling potential 'squeezes' and reversals.
4. **Funding Rate Imitation:** Uses RSI overbought/oversold levels to proxy market overheating and sentiment.
5. **VRVP Imitation (Volume Profile Structure):** Utilizes a 50-period Simple Moving Average (SMA) to filter signals based on the overall trend and structural support/resistance.
### ✨ Key Features
* **High-Conviction Signals:** Signals are triggered only when the Integral Score crosses a user-defined threshold (e.g., 0.85), requiring multiple factors to align.
* **Dual Filtering:** Includes optional MACD and RSI filters to ensure signals only fire when the underlying trend momentum is supportive.
* **Adaptability:** Separate optimal settings are provided for aggressive short-term trading (Scalping) and high-reliability long-term positioning (Swing Trading).
---1. Scaling / Aggressive Trading (15m Timeframe)
Use these settings for short-term entry/exit points and day trading. They are designed to capture quick momentum shifts with reduced but still present noise.
Parameter Category Parameter Name Value Notes
Threshold Signal Threshold (-1 to +1) 0.8 Requires high momentum consensus.
Weight Weight: CVD 0.40 High priority for immediate pressure.
Weight Weight: Open Interest 0.15 Reduced priority.
Weight Weight: Liquidations 0.10 Reduced priority due to noise.
Weight Weight: Funding Rate 0.05 Minimal priority on 15m.
Weight Weight: VRVP (SMA Zone) 0.30 High priority for trend filtering.
Filter Use RSI Filter True
Filter RSI Period 14 Standard, responsive setting.
Filter Use MACD Filter True
Экспортировать в Таблицы
2. Swing Trading / High Reliability (4H / 1D Timeframe)
Use these settings for signals intended to hold positions for days or weeks. They are heavily weighted towards long-term structural confirmation.
Parameter Category Parameter Name Value Notes
Threshold Signal Threshold (-1 to +1) 0.85 Highly restrictive, requires strong consensus.
Weight Weight: CVD 0.45 Highest priority for major buying/selling pressure.
Weight Weight: Open Interest 0.10 Low priority.
Weight Weight: Liquidations 0.05 Lowest priority (to filter short-term volatility).
Weight Weight: Funding Rate 0.10 Increased weight, useful for identifying market "overheating" on higher TFs.
Weight Weight: VRVP (SMA Zone) 0.30 High priority for trend confirmation.
Filter Use RSI Filter True
Filter RSI Period 21 Smoother, more reliable RSI for longer timeframes.
Filter Use MACD Filter True
Экспортировать в Таблицы
Trinity Oscillator -> PROFABIGHI_CAPITAL🌟 Overview
The Trinity Oscillator → PROFABIGHI_CAPITAL fuses normalized signals from RSI, MACD, and Stochastic into a weighted composite for holistic momentum assessment, amplifying turning points and divergences across multiple oscillators.
It equips traders with a unified view of overbought/oversold conditions, trend strength, and component consensus for precise reversal and continuation cues.
👁️ Component Settings
– Enable RSI Component : Toggle to blend RSI for overbought/oversold extremes in the composite.
– RSI Length & Source : Adjustable lookback and data input for RSI sensitivity and base price.
– Enable MACD Component : Toggle to incorporate MACD for trend convergence/divergence in the mix.
– MACD Fast/Slow/Signal Lengths & Source : Periods for fast/slow EMAs, signal smoothing, and input data.
– Enable Stochastic Component : Toggle to add Stochastic for range-bound momentum in the blend.
– Stochastic %K Length, Smoothing & %D Length : Lookbacks for %K range, %K refinement, and %D signal.
⚖️ Weights
– RSI/MACD/Stochastic Weights : Proportional influences from each component, normalized for balanced or biased composite emphasis.
👁️ Display Settings
– Trinity Smoothing Length : Period to smooth the overall oscillator line for trend clarity.
– Show Individual Components : Option to overlay separate normalized lines for multi-oscillator review.
– Show Trinity Histogram : Toggle to visualize momentum bars below the zero line for divergence spotting.
📏 Levels
– Overbought Level : Upper threshold flagging potential sell pressure from collective strength.
– Oversold Level : Lower threshold signaling buy opportunities from unified weakness.
– Neutral Upper/Lower : Boundaries outlining the consolidation band for mild directional hints.
🎨 Colors
– Overbought/Oversold/Neutral Colors : Hues for extreme zones, signals, and balanced readings.
– Bullish/Bearish Colors : Shades for positive/negative histogram bars to denote acceleration.
📈 Trinity Oscillator Calculation
– Normalized Components : Scales RSI and Stochastic to 0-100 range; normalizes MACD histogram deviations similarly for comparability.
– Weighted Blend : Averages enabled components by user weights to form a raw composite momentum score.
– Smoothing & Momentum : Applies exponential average for the main line, with histogram derived from line deviations for velocity insights.
📡 Signal Generation
– Crossover Triggers : Bullish on rises above oversold; bearish on drops below overbought for reversal entries.
– Momentum Cues : Upward breaks of midline or neutral upper with positive trend for bullish confirmation; opposite for bearish.
– Divergence Scans : Price lower lows with higher oscillator lows for bullish; higher price highs with lower oscillator highs for bearish.
– Consensus Alignment : All components above midline for strong bullish; below for bearish unity.
– Extreme Alerts : Deep oversold with rising trend for high-conviction buys; overbought with falling for sells.
📉 Visualization
– Main Line : Thick plot shifting colors by zone, with optional faint overlays for individual components.
– Histogram Bars : Stacked visuals below zero, tinting bullish/bearish based on direction and acceleration.
– Reference Lines : Dashed extremes, dotted neutrals, solid midline for threshold navigation.
– Zone Fills : Subtle shading in overbought/oversold for emphasis without clutter.
– Signal Markers : Tiny triangles at crossovers for buy/sell highlights.
– Consensus Background : Faint bullish/bearish tints when components synchronize.
– Info Table : Top-right panel listing Trinity value/signal, component readings, consensus, dominant driver, strength, and trend in color-coded rows.
🔔 Alerts
– Crossover Notifications : For oversold buys or overbought sells.
– Momentum Warnings : On midline or neutral shifts with trend confirmation.
– Extreme Flags : For deep levels with velocity changes.
– Consensus Triggers : When all components align bullishly or bearishly.
– Divergence Notices : For bullish/bearish price-oscillator mismatches.
✅ Key Takeaways
– Weighted trinity blend harmonizes RSI, MACD, and Stochastic for noise-resistant momentum.
– Consensus and dominance pinpoint high-conviction setups across components.
– Histogram and divergences uncover hidden turns for early edges.
– Flexible toggles and visuals adapt to scalping or swing trading styles.
Multi-Period Stochastic Oscillator -> PROFABIGHI_CAPITAL🌟 Overview
The Multi-Period Stochastic Oscillator → PROFABIGHI_CAPITAL fuses multiple Stochastic sets across varying periods into a weighted composite for nuanced momentum detection, blending fast reactivity with slow confirmation to pinpoint overbought/oversold turns and crossovers.
It empowers traders to weigh timeframe sensitivities and spot consensus alignments for high-probability reversals in ranging or trending conditions.
👁️ Stochastic Sets
– Enable Stochastic Set 1 : Toggle to incorporate a fast set tuned for short-term price swings and quick signals.
– Stoch1 K/D/Smooth Periods : Adjustable lookbacks and smoothing for %K raw calculation, %D signal, and noise reduction in Set 1.
– Enable Stochastic Set 2 : Toggle to add a medium set for balanced intermediate momentum without excessive lag.
– Stoch2 K/D/Smooth Periods : Customizable periods for %K, %D, and smoothing tailored to Set 2's responsiveness.
– Enable Stochastic Set 3 : Toggle to include a slow set for validating sustained trends over longer horizons.
– Stoch3 K/D/Smooth Periods : Configurable lookbacks for %K, %D, and refinement in Set 3.
– Enable Stochastic Set 4 : Toggle to blend a custom set for personalized sensitivity adjustments.
– Stoch4 K/D/Smooth Periods : Flexible periods for %K, %D, and smoothing to fit specific strategies in Set 4.
⚖️ Weights
– Weight Stoch1/Stoch2/Stoch3/Stoch4 : Proportional influences from each set in the composite, allowing emphasis on faster or slower components for tuned bias.
👁️ Display Settings
– Smoothing Length : Period to exponentially average the composite for smoother trend depiction.
– Show Individual Stochastics : Option to overlay separate set lines for multi-period divergence checks.
📏 Levels
– Overbought Level : Upper boundary signaling potential exhaustion from upward momentum.
– Oversold Level : Lower boundary indicating possible rebound from downward pressure.
– Neutral Upper/Lower : Inner thresholds framing the range for transitional bullish or bearish leans.
🎨 Colors
– Overbought Color : Shade for extreme upper zones and sell cautions.
– Oversold Color : Tint for deep lower zones and buy opportunities.
– Neutral Color : Hue for balanced readings in sideways action.
🔧 Stochastic Oscillator Function
The core routine derives %K from closing price position within recent high-low ranges, smooths it, then generates %D as a moving average signal for crossover confirmation.
📈 Calculations
– Individual Sets : Computes %K and %D for each enabled set using price extremes over specified lookbacks.
– Weighted Composite : Averages %K values proportionally by weights to form a unified momentum proxy.
– Signal Derivation : Applies simple moving average to the composite for a secondary %D line to detect turns.
– Smoothing Finish : Exponential average on the blend for refined, lag-minimized output.
📡 Signals
– Crossover Triggers : Bullish on rises above oversold; bearish on drops below overbought for reversal entries.
– %K/%D Crosses : Upward in lower half for bullish momentum; downward in upper for bearish.
– Midline Momentum : Breaks above 50 for upside confirmation; below for downside.
– Extreme Alerts : Deep oversold with positive change for strong buys; overbought with negative for sells.
– Consensus Alignment : All sets above midline for bullish unity; below for bearish.
– Divergence Scans : Price lower lows with higher oscillator lows for bullish; opposite for bearish.
– Strength Indicators : Absolute levels measure conviction across periods.
📉 Visualization
– Composite Lines : Thick %K plot tinting by zone, with thinner %D for crossover visuals.
– Individual Overlays : Faint %K/%D pairs for active sets, revealing timeframe-specific behaviors.
– Reference Lines : Dashed extremes, dotted neutrals, solid midline for level orientation.
– Zone Fills : Gentle shading in overbought/oversold for emphasis.
– Signal Markers : Tiny triangles for crossovers and circles for %K/%D interactions.
– Info Table : Top-right grid with composite and set values, signals, consensus, and strength in dynamic colors.
🔔 Alerts
– Crossover Notices : For oversold buys or overbought sells.
– Cross Warnings : On %K above/below %D in respective halves.
– Midline Shifts : For 50-level momentum changes.
– Extreme Flags : For deep turns with velocity.
– Consensus Triggers : When sets align above/below midline or in extremes.
– Divergence Alerts : For bullish/bearish mismatches.
✅ Key Takeaways
– Multi-set fusion yields layered Stochastic insights beyond isolated views.
– Weights and toggles fine-tune for scalping speed or swing patience.
– Crosses and consensus layer confirmations for reliable edges.
– Table and markers distill complexity into actionable glances.
Multi-Timeframe RSI Oscillator -> PROFABIGHI_CAPITAL🌟 Overview
The Multi-Timeframe RSI Oscillator → PROFABIGHI_CAPITAL aggregates RSI signals from multiple timeframes into a weighted composite for layered momentum analysis, helping traders spot overbought/oversold alignments across scales without single-frame bias.
It smooths the blend for clearer trends, with optional overlays for individual readings and consensus checks to confirm directional strength.
📊 RSI Settings
– RSI Length : Adjustable lookback for computing relative strength on all selected timeframes.
– RSI Source : Data input, such as closing prices, for RSI base calculations.
⏰ Timeframes
– Timeframe 1 (Fast) : Quickest scale for capturing short-term price swings and early signals.
– Timeframe 2 (Medium) : Balanced scale for intermediate momentum without excessive noise.
– Timeframe 3 (Slow) : Slower scale for validating trends over extended periods.
– Timeframe 4 (Ultra Slow) : Longest scale for overarching market regime insights.
⚖️ Weights
– Weight 1 (Fast) : Emphasis on the fastest timeframe's RSI in the overall blend.
– Weight 2 (Medium) : Contribution from the medium timeframe for steady influence.
– Weight 3 (Slow) : Role of the slow timeframe in anchoring the composite.
– Weight 4 (Ultra Slow) : Impact of the ultra-slow timeframe for long-view stability.
👁️ Display Settings
– Smoothing Length : Period to refine the composite line via exponential averaging.
– Show Individual RSIs : Toggle to reveal separate timeframe lines for detailed comparison.
– Show Current Timeframe RSI : Option to include the chart's native RSI for reference.
📏 Levels
– Overbought Level : Upper threshold flagging potential exhaustion from buying pressure.
– Oversold Level : Lower threshold indicating possible rebound from selling fatigue.
– Neutral Upper/Lower : Inner boundaries defining the range for mild bullish or bearish tilts.
🎨 Colors
– Overbought Color : Hue for extreme upper zones and sell warnings.
– Oversold Color : Shade for deep lower zones and buy cues.
– Neutral Color : Tint for balanced readings in consolidation.
– Current TF Color : Distinct shade for the active chart's RSI line.
📈 Calculations
– Multi-Timeframe RSIs : Fetches RSI values from each selected scale, falling back to current if invalid.
– Weighted Blend : Combines readings proportionally by user weights for a unified momentum score.
– Smoothing Application : Applies exponential average to the mix for trend-smoothing without lag.
📡 Signals
– Crossover Triggers : Bullish on upward breaks from oversold; bearish on downward from overbought for reversal plays.
– Consensus Alignment : All timeframes above midline for bullish harmony; below for bearish.
– Strength Gauge : Absolute composite value measures overall conviction across scales.
📉 Visualization
– Composite Line : Prominent plot that shifts hues by zone for quick momentum assessment.
– Individual Overlays : Subtle lines for enabled timeframes, highlighting divergences when shown.
– Current TF Line : Dedicated trace for the chart's RSI to anchor analysis.
– Reference Lines : Dashed extremes, dotted neutrals, solid midline for level guidance.
– Zone Fills : Gentle shading in overbought/oversold regions for visual alerts.
– Signal Markers : Minimal triangles at crossovers for non-cluttered buy/sell hints.
– Info Table : Compact top-right summary of composite and timeframe values, signals, and consensus.
🔔 Alerts
– Buy Crossover : Notification when composite rises above oversold for potential longs.
– Sell Crossover : Warning when composite falls below overbought for potential shorts.
✅ Key Takeaways
– Layers timeframes for robust RSI without isolated-frame pitfalls.
– Weighting tunes sensitivity from aggressive to conservative views.
– Consensus and visuals unify multi-scale insights for confident trades.
– Adaptable smoothing and toggles suit any chart speed or style.
Engulfing Detector [HASIB]Description:
Engulfing Detector is a clean and powerful candlestick pattern indicator designed to automatically detect Bullish and Bearish Engulfing setups on any chart and any timeframe.
This tool helps traders easily spot reversal zones and potential trend continuation entries by highlighting high-probability engulfing candles with clear visual signals.
🔹 Features:
Detects both Bullish and Bearish Engulfing patterns in real time
Works on all timeframes and all assets (Forex, Crypto, Stocks, Indices)
Customizable color alerts for bullish and bearish signals
Lightweight, fast, and optimized for smooth performance
Perfect for price action traders and candlestick strategy lovers
📈 Created with precision and simplicity by Hasib, for traders who love clarity and confidence in their charts.
Multi-Period Ultimate Oscillator -> PROFABIGHI_CAPITAL🌟 Overview
The Multi-Period Ultimate Oscillator → PROFABIGHI_CAPITAL combines multiple weighted sets of the Ultimate Oscillator across varied periods to create a composite momentum gauge, blending short-term reactivity with long-term trend stability for spotting divergences and extremes.
It enables traders to filter noise through customizable weighting and smoothing, delivering consensus-driven signals for reversals and momentum shifts.
👁️ Ultimate Oscillator Sets
– Enable UO Set 1 : Toggle to activate a balanced set of short, medium, and long periods for general momentum analysis.
– Enable UO Set 2 : Toggle to include a quicker set emphasizing very recent price action for responsive signals.
– Enable UO Set 3 : Toggle to incorporate a slower set for confirming broader trends and cycles.
– Enable UO Set 4 : Toggle to add a custom-tuned set for flexible timeframe alignment.
⚖️ Weights
– Weight UO1/UO2/UO3/UO4 : Adjustable contributions from each set to the composite, allowing emphasis on faster or slower components.
👁️ Display Settings
– Smoothing Length : Period to apply EMA smoothing on the overall composite for reduced whipsaws.
– Show Individual UOs : Toggle to overlay separate oscillator lines for multi-period comparison.
📏 Levels
– Overbought Level : Threshold indicating potential selling pressure from excessive buying.
– Oversold Level : Threshold signaling potential buying opportunities from extreme weakness.
– Neutral Upper/Lower : Boundaries framing the consolidation range for directional transitions.
🎨 Colors
– Overbought/Oversold/Neutral Colors : Custom hues for zones, lines, and signals to highlight momentum states.
🔧 Ultimate Oscillator Function
The core computation weighs buying pressure against true range over short, medium, and long periods, producing a bounded oscillator that diverges from price for early reversal cues.
📈 Calculations
– Individual Oscillators : Computes each enabled set using price highs, lows, and closes for multi-period momentum.
– Weighted Composite : Blends sets by normalized weights to form a unified signal.
– Smoothing Layer : Applies EMA to the blend for trend clarity and noise reduction.
📡 Signals
– Crossover Triggers : Bullish on breaks above oversold; bearish below overbought for entry reversals.
– Midline Momentum : Positive crosses above 50 for upside acceleration; negative below for downside.
– Extreme Alerts : Deep oversold with rising momentum for strong buys; overbought with falling for sells.
– Consensus Checks : All sets above 50 for bullish alignment; below for bearish.
– Divergence Scans : Price lower lows with higher oscillator lows for bullish; opposite for bearish.
– Strength Measures : Absolute values gauge overall conviction across periods.
📉 Visualization
– Composite Line : Thick plot shifting colors by zone for instant momentum bias.
– Individual Overlays : Faint lines for active sets when enabled, showing period-specific divergences.
– Reference Lines : Dashed extremes, dotted neutrals, solid midline for threshold guidance.
– Zone Fills : Subtle shading in overbought/oversold areas for visual emphasis.
– Signal Markers : Tiny triangles at crossovers for buy/sell highlights.
📋 Information Table
– Top-Right Panel : Displays composite value and signal, individual set readings with directional tags, consensus status, and strength indicators in color-coded rows.
🔔 Alerts
– Crossover Notifications : For oversold buys or overbought sells.
– Midline Warnings : On 50-level momentum shifts.
– Extreme Flags : For deep reversals with velocity.
– Consensus Notices : When sets align above/below 50 or in extremes.
– Divergence Alerts : For bullish/bearish mismatches.
✅ Key Takeaways
– Multi-set blending delivers robust momentum without single-period lag.
– Weighting and toggles customize for scalping or swing styles.
– Consensus and divergences add confirmation layers for precision.
– Visual table and zones streamline multi-timeframe harmony.
Multi-Period CCI Oscillator -> PROFABIGHI_CAPITAL🌟 Overview
The Multi-Period CCI Oscillator → PROFABIGHI_CAPITAL blends multiple timeframes of the Commodity Channel Index into a weighted, smoothed composite for comprehensive momentum analysis. It helps traders detect overbought/oversold extremes, trend shifts, and consensus across fast-to-slow periods, reducing noise while highlighting directional biases.
📊 CCI Periods
– Fast CCI Length : Short-term period for capturing quick momentum swings.
– Medium CCI Length : Intermediate period for balanced trend insights.
– Slow CCI Length : Longer period for confirming sustained directions.
– Ultra Slow CCI Length : Extended period for overarching market regimes.
⚖️ Weights
– Fast/Medium/Slow/Ultra Slow Weights : Adjustable contributions to the composite, emphasizing preferred timeframes for customized sensitivity.
🛤️ Smoothing & Display
– Smoothing Length : EMA period to refine the overall composite line.
– Show Individual CCIs : Toggle to overlay separate CCI lines for component scrutiny.
📏 Levels
– Overbought/Oversold Levels : Thresholds signaling extreme momentum exhaustion.
– Neutral Upper/Lower : Boundaries defining transition zones between bull/bear biases.
🎨 Colors
– Bullish/Bearish/Neutral/Overbought/Oversold Colors : Custom tints for lines, zones, and signals to match trading themes.
📈 Signal Generation
– Composite Momentum : Weighted average of all CCIs, smoothed for clear trend velocity.
– Crossover Triggers : Bullish on breaks above oversold; bearish below overbought for reversal entries.
– Momentum Shifts : Positive crosses of zero or neutral upper for upside acceleration; negative for downside.
– Consensus Alignment : All CCIs positive for strong bullish; all negative for bearish conviction.
– Dominant Period : Identifies the strongest timeframe driving the signal for timeframe-specific focus.
– Strength Measure : Absolute composite value gauges overall momentum intensity.
📉 Visualization
– Composite Line : Thick, zone-tinted plot shifting colors by level for instant bias reads.
– Individual Overlays : Faint lines for enabled CCIs when toggled, revealing timeframe divergences.
– Reference Lines : Dashed extremes, dotted neutrals, solid zero for quick threshold checks.
– Extreme Zones : Subtle fills beyond overbought/oversold for visual warning.
– Signal Markers : Tiny triangles at crossovers for buy/sell highlights.
– Consensus Background : Faint bullish/bearish shades when periods align.
– Info Table : Top-right panel with composite value/signal, individual readings, trend, status, consensus, and dominant period.
🔔 Alerts
– Crossover Notifications : For oversold buys or overbought sells.
– Momentum Warnings : On zero or neutral shifts.
– Consensus Flags : When all periods agree on direction.
✅ Key Takeaways
– Multi-timeframe weighting creates a holistic momentum view beyond single-period noise.
– Consensus and dominance add layers for high-conviction setups.
– Custom levels and visuals adapt to any style or timeframe.
– Smoothed composite sharpens reversals while table tracks component harmony.
Inverse Fisher Transform Multi-Indicator -> PROFABIGHI_CAPITAL🌟 Overview
The Inverse Fisher Transform Multi-Indicator → PROFABIGHI_CAPITAL applies the Inverse Fisher Transform to multiple oscillators like RSI, Stochastic, CCI, Williams %R, MACD, and MFI, creating a weighted composite signal for enhanced momentum detection. It helps traders identify overbought/oversold extremes, consensus alignments, and divergences through a smoothed, probabilistic view of market strength.
👁️ Indicator Selection
– Enable RSI IFT : Toggle to incorporate RSI-transformed signals into the composite.
– Enable Stochastic IFT : Toggle to include Stochastic %K-transformed signals.
– Enable CCI IFT : Toggle to add CCI-transformed signals for cycle analysis.
– Enable Williams %R IFT : Toggle to blend Williams %R-transformed signals for momentum extremes.
– Enable MACD IFT : Toggle to integrate MACD-transformed signals for trend convergence.
– Enable MFI IFT : Toggle to factor in MFI-transformed signals for volume-weighted flow.
📊 Oscillator Settings
– RSI Length & IFT Length : Periods for base RSI computation and its IFT smoothing.
– Stochastic %K Length, Smoothing & IFT Length : Periods for Stochastic %K, its smoothing, and IFT application.
– CCI Length & IFT Length : Periods for CCI base and its IFT refinement.
– Williams %R Length & IFT Length : Periods for Williams %R base and IFT smoothing.
– MACD Fast/Slow Length & IFT Length : EMA periods for MACD and its IFT smoothing.
– MFI Length & IFT Length : Periods for MFI base and IFT application.
⚖️ Weights
– RSI/Stochastic/CCI/Williams %R/MACD/MFI Weights : Adjustable contributions to the composite, normalized for balanced influence.
👁️ Display Settings
– Multi-IFT Smoothing : Period to smooth the overall composite line for cleaner trends.
– Show Individual IFTs : Toggle to overlay separate transformed lines for component review.
– Show Zero Line : Toggle the central reference line for positive/negative separation.
📏 Levels
– Overbought/Oversold Levels : Thresholds for extreme momentum zones.
– Neutral Upper/Lower : Boundaries defining the consolidation range.
🎨 Colors
– Overbought/Oversold/Neutral/Bullish/Bearish Colors : Custom hues for zones, signals, and backgrounds.
🔧 Inverse Fisher Transform
The core function normalizes an oscillator's values over a lookback, smooths them, clamps to avoid extremes, then applies the mathematical transform to output a sigmoid-like signal between -1 and 1, amplifying turning points for sharper reversals.
📈 Composite Calculation
– Base Indicators : Computes raw values from selected oscillators using price, volume, and range data.
– IFT Application : Transforms each enabled oscillator individually for bounded, noise-reduced outputs.
– Weighted Blend : Averages transformed values by user weights, then smooths the result for a unified momentum gauge.
📡 Signal Analysis
– Trend & Momentum : Tracks changes in the composite for directional bias and acceleration.
– Crossover Signals : Triggers buys on oversold breaks and sells on overbought drops.
– Zero Crosses : Flags bullish shifts above zero and bearish below for equilibrium changes.
– Momentum Cues : Confirms strength in neutral zones with positive/negative velocity.
– Extreme Alerts : Highlights deep oversold/overbought with turning momentum.
– Consensus Checks : Scans for aligned bullish/bearish readings across all active components.
– Divergence Scans : Detects price-IFT mismatches over lookback periods for reversal hints.
📉 Visualization
– Composite Line : Thick, color-shifting plot for the main Multi-IFT, tinting by zone.
– Individual Overlays : Faint lines for enabled IFTs when toggled, aiding comparison.
– Reference Lines : Dashed overbought/oversold, dotted neutrals, solid zero for quick reads.
– Zone Fills : Subtle shading in extreme areas for visual emphasis.
– Signal Markers : Tiny triangles at crossovers for buy/sell points.
– Consensus Background : Faint bullish/bearish tints when components align.
– Info Table : Top-right panel listing Multi-IFT value/signal, individual readings, consensus, and dominant component.
🔔 Alerts
– Crossover Notifications : For oversold buys or overbought sells.
– Zero Cross Warnings : On equilibrium shifts.
– Momentum Triggers : For neutral zone accelerations.
– Extreme Flags : On deep reversals with velocity.
– Consensus Alerts : When all components agree on direction.
– Divergence Notices : For hidden bullish/bearish setups.
✅ Key Takeaways
– Blends multiple IFT-transformed oscillators for robust, noise-filtered momentum consensus.
– Customizable weights and toggles allow tailored focus on preferred signals.
– Sharpens reversals via Fisher math while spotting divergences for early edges.
– Visual table and zones simplify multi-indicator harmony in any timeframe.
Simple Hidden Markov Model -> PROFABIGHI_CAPITAL🌟 Overview
The Simple Hidden Markov Model → PROFABIGHI_CAPITAL indicator employs a streamlined Markov chain to infer hidden market regimes—bullish, bearish, neutral, or high volatility—drawing from key technical features for probabilistic state estimation. It aids traders in spotting momentum shifts and risk levels through smoothed probabilities and filtered signals for informed decision-making.
⚙️ Model Parameters
– Lookback Period : Adjustable window for volatility assessments and feature derivations to reflect recent dynamics.
– Volatility Threshold : Custom cutoff for spotting elevated price swings to trigger cautionary regimes.
– Momentum Period : Length for evaluating price change intensity against prior closes.
– Volume MA Period : Smoothing span for volume to identify relative activity surges.
– State Sensitivity : Confidence level required to validate regime changes and generate alerts.
📊 Feature Engineering
– Price & Return Metrics : Computes logarithmic returns and standard deviations for underlying volatility.
– Momentum & Volume Ratios : Measures price shifts over periods and volume spikes for trend and flow insights.
– Technical Overlays : Integrates RSI for extremes, MACD for divergence, and Bollinger Band positioning for range context.
– Normalized Volatility : Scales average true range by price to objectively detect swing intensity.
🎯 State Probability Calculations
– Bullish Regime : Accumulates scores from oversold conditions, positive momentum, and low-range extremes for buy potential.
– Bearish Regime : Builds from overbought signals, negative divergence, and high-range squeezes for sell bias.
– Neutral Regime : Rewards mid-range indicators, subdued divergence, and balanced positioning for consolidation.
– High Volatility Regime : Flags via threshold breaches, volatility spikes, and volume anomalies for heightened risk.
🔄 State Transition Probabilities
– Chain Smoothing : Weights fresh scores with historical states for gradual evolution in regime likelihoods.
– Dominant Selection : Picks the leading probability while preserving transition memory for persistence tracking.
🛡️ State Filtering
– Consistency Check : Demands repeated bars in a state to confirm and curb erratic flips.
– Sensitivity Gate : Enforces minimum strength for shifts to ensure reliable progression.
📈 Trading Signals
– Long Cues : Emerge on bullish regime entry with sufficient confidence for upward plays.
– Short Cues : Trigger on bearish transitions for downside targeting.
– Exit Prompts : Advise closures in neutral or volatile phases to sidestep ambiguity.
🛡️ Risk Management
– Strength Scaling : Ties position exposure to probability conviction, from aggressive in strong states to conservative in mild ones.
– Volatility Safeguard : Amplifies caution in high-swing regimes to temper sizing or pause activity.
📊 Visualization
– Regime Backgrounds : Subtle tints—green for bullish, red for bearish, yellow for neutral, purple for volatility—to denote active states.
– Probability Traces : Colored lines mapping bullish, bearish, neutral, and volatility chances against a central reference.
– State Dashboard : Compact top-right table displaying current regime, peak probability, sizing guidance, and breakdowns with dynamic hues.
🔔 Alert Conditions
– Entry Notifications : Announce bullish or bearish shifts with strength metrics for prompt positioning.
– Exit Warnings : Signal neutral or volatility onset to facilitate timely unwinds.
✅ Key Takeaways
– Blends features into probabilistic regimes for proactive market reads.
– Filtering and thresholds sharpen signals amid noise.
– Visual probabilities and table streamline regime monitoring.
– Probability-driven sizing aligns risk with conviction levels.
༒LIQUIDITY༒ 🧠 Indicator Description: ༒LIQUIDITY༒
The ༒LIQUIDITY༒ indicator visualizes a dynamic liquidity and liquidation level heatmap based on changes in Open Interest (OI) from Binance futures markets.
It highlights precise areas where clusters of leveraged LONG and SHORT positions are likely to be liquidated, offering traders a clear view of liquidity zones.
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⚙️ Key Features:
📉 Liquidity Heatmap: Displays potential liquidation levels derived from Open Interest data.
⚡ Three customizable leverage levels to detect high and low liquidation ranges.
🧩 Intrabar resolution control for multi-timeframe analysis (1m, 5m, 15m, etc.).
🎚️ Signal filtering (optional): Focus on significant Open Interest spikes only.
🎨 Progressive color gradient: Colors change according to contract size, creating a clear heatmap of risk clusters.
🔔 Built-in alerts when LONG or SHORT clusters get swept by price action.
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🧭 How to Read It:
Green/Yellow zones: Indicate areas with a high concentration of LONG liquidations, potential downside liquidity targets.
Blue/Purple zones: Show SHORT liquidation clusters, often acting as upside liquidity targets.
The more intense the color, the greater the contract volume at that price level.
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💡 Usage Tips:
Best combined with Smart Money Concepts (SMC) tools, Order Blocks, or Fair Value Gaps (FVG).
Recommended for timeframes between 5 minutes and 1 hour for optimal clarity and performance.
Adjust the scale and dispersion factor to fine-tune the map’s precision and visual clarity.
RSI with AVG MA'S -> PROFABIGHI_CAPITAL🌟 Overview
The RSI with AVG MAs → PROFABIGHI_CAPITAL indicator enhances traditional RSI analysis by layering moving averages across multiple timeframes, providing smoothed momentum signals and divergence detection for spotting overbought/oversold conditions and potential reversals. It allows traders to focus on averaged RSI values or individual components for clearer entry cues in trending or ranging markets.
⚙️ RSI & MA Settings
– RSI Period : Adjustable lookback for calculating relative strength across selected timeframes.
– MA1 Period & Type : Length and style for the first smoothing layer on RSI, with options from simple to advanced adaptive averages.
– MA2 Period & Type : Length and style for the second smoothing layer, enabling dual-filtered RSI views for reduced noise.
⏰ Timeframe Settings
– Timeframe 1, 2, 3 : Select higher timeframes to aggregate RSI and MA data, creating a multi-resolution momentum overview.
📏 Level Settings
– Long Line : Customizable threshold for bullish momentum signals based on averaged RSI crossovers.
– Short Line : Customizable threshold for bearish momentum signals, aiding quick reversal identification.
🔍 Divergence Settings
– Pivot Lookback : Bars to scan for highs/lows in price and RSI for divergence patterns.
– Label Offset : Positioning adjustment for visual divergence markers.
– Divergence Pivot Detection Length : Sensitivity control for left-side pivot confirmation to balance signals.
– Divergence Pivot Confirmation Length : Right-side delay for fewer false positives in pattern validation.
– Plot Bullish/Bearish Divergences : Toggles for displaying upward (bullish) or downward (bearish) divergence alerts.
👁️ Display Options
– Display Option : Choose to show all lines, specific MAs, raw RSI, or the total average for customized chart focus.
📊 Multi-Timeframe Calculations
The indicator computes RSI on each selected timeframe, then applies chosen moving averages to smooth values, averaging them for a consensus signal that filters single-timeframe noise. Divergences are scanned by comparing price pivots against averaged RSI extremes, highlighting mismatches for reversal potential.
📈 Signal Generation
– Momentum Crossovers : Bullish cues when averages rise above the long line; bearish when dropping below the short line.
– Overbought/Oversold Alerts : Warnings for averages crossing extreme levels like 70 or 80 for caution, and 50 for directional shifts.
– Divergence Triggers : Bullish when price hits lower lows but RSI forms higher lows; bearish on price higher highs with RSI lower highs.
🔔 Alert Conditions
– MA & Total Average Alerts : Notifications for entries into danger zones (above 70/80) or health/sell zones (below 70/50).
– RSI Pressure Alerts : Signals for overbought pressure above 70 or selling momentum below 50.
– Divergence Alerts : Specific messages for bullish or bearish patterns, including price and RSI value details.
📉 Visualization
– Averaged Lines : Color-coded plots for individual timeframes, MAs, RSI, or totals, with options to isolate views.
– Horizontal Levels : Dotted lines at standard extremes (80/70/50/35/25) and solid custom lines for long/short thresholds.
– Divergence Markers : Circle plots at pivot points, with labeled boxes detailing price/RSI comparisons for quick scans.
– Flexible Display : Toggle between full clutter or streamlined averages to suit analysis style.
✅ Key Takeaways
– Multi-timeframe RSI smoothing uncovers reliable momentum without single-frame whipsaws.
– Dual MAs and averages provide layered confirmation for crossovers and extremes.
– Built-in divergences add reversal edge, with alerts for hands-free monitoring.
– Customizable views and levels adapt to any timeframe or trading approach.
Uni Combined Oscillator (LOG + SQRT + STD) -> PROFABIGHI_CAPITAL🌟 Overview
The Universal Combined Oscillator → PROFABIGHI_CAPITAL blends three advanced transformation methods—logarithmic for percentage-based momentum, square root for volatility-tempered signals, and standard deviation for statistical deviation scoring—to deliver a unified view of market momentum, extremes, and regime shifts. Traders can toggle individual oscillators or rely on the averaged signal for spotting overbought/oversold conditions, divergences, and trend biases with customizable normalization and smoothing.
⚙️ General Settings
– Lookback Length : Adjustable period for momentum calculations and normalization across all oscillators.
– Smoothing Length : Period to apply averaging for reducing signal noise.
– Smoothing Type : Selection of moving average styles like simple, exponential, weighted, or running for signal refinement.
– Z-Score Length : Period for computing statistical deviations to flag extremes.
– Show Z-Score : Toggle to overlay Z-score lines for overbought/oversold statistical insights.
– Normalization : Choice of scaling methods like range-based, deviation-based, or ranking for consistent comparisons.
– Source : Data input, such as closing prices, for all oscillator computations.
📐 SQRT Oscillator Settings
– SQRT Method : Transformation style for price shifts, volatility measures, range data, or blended components.
– Outlier Threshold : Level to detect and cap extreme values in square root signals for stability.
📊 STD Oscillator Settings
– Standard Score Length : Period for deviation-based scoring in the standard oscillator.
– Standard Score Method : Base input like prices, returns, volume, ranges, or a mix for scoring.
– Window Type : Calculation window as fixed rolling or growing expanding for context.
– Regime Threshold : Level to categorize market states as bullish, bearish, or neutral.
👁️ Display Options
– Show Average Oscillator : Enable the blended average line for overall signal clarity.
– Show LOG Oscillator : Activate logarithmic view for momentum on percentage scales.
– Show SQRT Oscillator : Turn on square root view for smoothed volatility insights.
– Show STD Oscillator : Enable deviation scoring for statistical market reads.
– Show Components : Reveal sub-plots within oscillators for deeper breakdown.
– Only Z-Score Mode : Restrict view to Z-score overlays for focused statistical analysis.
📊 Oscillator Components & Methods
The indicator processes signals through layered transformations:
LOG Oscillator : Applies logs to price changes, rate of change, and velocity for capturing proportional momentum.
SQRT Oscillator : Uses square roots on shifts, deviations, and ranges to dampen non-linear effects.
STD Oscillator : Scores deviations from means using price or volume metrics for outlier detection.
Normalization Techniques : Scales outputs to uniform ranges via min-max, standard deviations, or percentiles.
Volatility Adjustment : Incorporates average true range to adapt signals to market swings.
Z-Score Integration : Measures extremes statistically across all views for deviation alerts.
📈 Advanced Analysis Features
LOG Momentum System:
Change & Rate Detection : Tracks logarithmic accelerations in price action.
Velocity Blending : Averages momentum elements for smoother impulse reads.
Volatility Correction : Divides by range measures to balance in choppy conditions.
SQRT Transformation System:
Safe Root Handling : Manages negative inputs for reliable non-linear scaling.
Range & Deviation Metrics : Roots highs/lows and spreads for tempered volatility.
Outlier Safeguards : Caps extremes to avoid signal distortion.
Trend Bias Layer : Adjusts for directional lean using simple averages.
STD Scoring System:
Window Flexibility : Rolls or expands deviations for tailored historical views.
Fast/Slow Blends : Weights short and long scores for adaptive smoothing.
Regime Labeling : Classifies states by threshold crosses for bias confirmation.
Divergence Scanning : Compares price and score trends for reversal hints.
📏 Signal & Normalization Control
– Smoothing Application : Layers averages to filter noise across components.
– Scaling Choices : Aligns oscillators for seamless blending and Z-score use.
– Volatility Normalization : Scales by range for condition-aware strength.
– Average Blending : Equals parts from all for consensus signal.
– Ranking Position : Places current value in historical context for relativity.
📋 Analysis Framework
Signal Generation:
Overbought Cues : Lines crossing upper bounds or positive Z-scores for sell pressure.
Oversold Cues : Dips below lower bounds or negative Z-scores for buy opportunities.
Regime Changes : Shifts in scoring to flag bullish or bearish dominance.
Divergence Flags : Mismatches between price and oscillator for potential turns.
Z-Score Management:
Extreme Bounds : Positive or negative deviations for high-conviction extremes.
Capping Mechanisms : Limits outliers in root views for steady readings.
Meta Deviations : Layered scores for broader normalized insights.
Rank Validation : Historical placement to gauge signal potency.
Risk & Filter Integration:
Range Filters : Adjusts sensitivity to swings for balanced alerts.
Equal Weighting : Consensus from components for reliable averages.
Contextual Scaling : Ties to lookback for market-relative views.
Threshold Guards : Caps for uniform analysis without spikes.
🎨 Visual Features
– Oscillator Lines : Thick blues for mains, thins for subs and Z-overlays in varied hues.
– Z-Score Traces : Fine lines tracking deviations on selected plots.
– Background Shades : Faint reds for overbought, greens for oversold, blues/grays for regimes.
– Reference Levels : Dashed zero and dotted deviation lines, plus sigma bounds.
– Info Table : Top-right panel with live values, statuses, regimes, and params in color-coded rows.
– Component Traces : Optional thins revealing inner metrics on active oscillators.
🔍 Advanced Features
– Multi-Transformation Mix : Fuses log, root, and deviation for layered perspectives.
– Scaling Variety : From range to rank for custom oscillator harmony.
– State & Mismatch Logic : Boolean tags for regimes and turn signals.
– Live Recalcs : Bar-by-bar updates for Z and outlier checks.
– Array Storage : Holds history for ranks and growing windows.
– Range Adaptation : True range tweaks for varying conditions.
– Average Styles : Diverse smoothers for tuned signal flow.
🔔 Signal Alerts & Monitoring
– Upper Cross Alerts : Triggers on breaches of overbought or positive Z-levels.
– Lower Cross Alerts : Fires on drops below oversold or negative Z-levels.
– State Shifts : Notices entry into bullish, bearish, or neutral phases.
– Mismatch Warnings : Flags price-score drifts for reversal scans.
– Extreme Events : Special notices for root outliers.
By merging logarithmic, square root, and deviation methods with statistical overlays, the Universal Combined Oscillator → PROFABIGHI_CAPITAL equips traders with a versatile momentum dashboard, blending signals for precise extremes, regimes, and divergences in TradingView.
✅ Key Takeaways
– Fuses three oscillators for holistic momentum and volatility reads.
– Z-scores and regimes cut noise with stats-driven filters.
– Table and hues streamline live oversight.
– Toggles and scalers fit any trading approach.
DM Dynamic EMA 9 DM Dynamic EMA 9 colors for strategy decisions:
Entry & Exit Logic
Long (Buy) entries
Enter long when the EMA line turns green (so candles are full-body above EMA 9).
Exit long when:
EMA line turns grey (first full-body close below EMA 9), or
EMA line turns red (confirmed down-trend).
Short (Sell) entries
Enter short when the EMA line turns red (so candles are full-body below EMA 9).
Exit short when:
EMA line turns grey (first full-body close above EMA 9), or
EMA line turns green (confirmed up-trend).
Trading Tip
You can combine this visual cue with another filter (like RSI > 50 for longs, < 50 for shorts) to avoid false transitions.
NQ Manipulation/Distribution Projections + Average RangeThis is not your typical OHLC indicator :)
Overview:
The Manipulation/Distribution Projections (OHLC Stats) indicator is a powerful tool designed to forecast potential price levels for various timeframes. It operates on a simple yet profound principle: price action within a single candle can be broken down into "manipulation" and "distribution" phases. By analyzing over 17 years of historical data for major assets in Python, this script calculates the average (mean) and typical (median) extent of these movements.
These statistical insights are then used to project key levels on your chart based on the current period's opening price, providing a statistically-grounded framework for potential support, resistance, and price targets.
Key Concepts Explained
The indicator's logic is based on how price wicks and bodies form relative to the opening price.
• Manipulation: This refers to the initial move that goes against the candle's eventual direction. For a bullish candle, it's the lower wick (the move from the open down to the low before reversing higher). For a bearish candle, it's the upper wick (the move from the open up to the high before selling off). It represents a "fake out" or a stop hunt.
• Distribution: This is the primary, directional move of the candle from the opening price. For a bullish candle, it's the distance from the open to the high. For a bearish candle, it's the distance from the open to the low. It represents the "real" intended direction of price for that period.
How It Works
This indicator does not calculate these ratios in real-time. Instead, it leverages a comprehensive statistical analysis performed externally in Python on over 17 years of OHLC data. This analysis determined the mean and median ratios for both Manipulation and Distribution movements across different timeframes and, for intraday periods, different times of day.
These pre-computed, static ratios are embedded directly into the script. When a new period begins (e.g., a new day on the Daily timeframe), the indicator:
1. Takes the opening price for that period.
2. Retrieves the corresponding pre-calculated Manipulation and Distribution ratios.
3. Applies these ratios to the opening price to project eight potential price levels:
o + / - Mean Distribution
o + / - Median Distribution
o + / - Mean Manipulation
o + / - Median Manipulation
This approach provides a stable, forward-looking set of levels for the entire duration of the trading period.
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Features
• Statistically-Derived Projections: Plots eight key price levels based on historical tendencies, providing clear potential zones for entries, exits, and stop placement.
• Selectable Timeframe: Choose to view projections for the 1H, 4H, 1D, or 1W periods directly from the settings.
• Dynamic Stats Table: A powerful, on-chart dashboard that provides real-time context. For all four timeframes (1H, 4H, 1D, 1W), it shows:
o Position: Where the current price is relative to the projected zones (e.g., "In +Manip Zone," "Below -Dist").
o Range Completed: The percentage of the historical average range that the current period has already covered.
o Current & Average Range: The current high-to-low range in points vs. the historical average.
• Historical Context: You can display levels for previous periods to see how price has interacted with them in the past.
• Full Customization: Control the color, style, and visibility of every line, label, and fill to match your chart's theme.
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How to Use
This indicator is versatile and can be integrated into various trading strategies.
• Identifying Targets & Reversal Zones: The Distribution levels (especially the zone between the median and mean) can serve as logical take-profit targets, as they represent a historical point of extension. Conversely, Manipulation levels can indicate areas where price might form a wick and reverse.
• Gauging Volatility: Use the Stats Table's "Range Completed" column to assess market conditions. If the 1D range is only 30% complete by mid-day, there may be room for significant expansion. If it's already at 150%, the market might be overextended and due for consolidation.
• Multi-Timeframe Confluence: Use the Stats Table to quickly check if the price on a lower timeframe (e.g., 1H) is approaching a significant level on a higher timeframe (e.g., 1D), adding more weight to that level.
• Defining Bias: If the price opens and holds above the Manipulation zones, it can signal a strong directional bias for the rest of the period.
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Settings
• Projection Timeframe: The primary timeframe for which to calculate and display the levels.
• Historical Periods to Show: Set to 1 for only the current period, or increase to see how levels from past periods held up.
• Timezone: Set the timezone for accurate hourly calculations (defaults to America/New_York).
• Visuals: Customize the appearance of the projection lines, labels, and the shaded zones between mean and median levels.
• Stats Table: Enable/disable the table and configure its position, size, and colors.
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Disclaimer: This indicator is for informational and educational purposes only. It does not constitute financial advice or a recommendation to buy or sell any asset. All trading involves risk, and past performance is not indicative of future results. Please do your own research and risk management.
Enjoy!
Universal Valuation Z_score -> PROFABIGHI_CAPITAL🌟 Overview
The Universal Valuation Z-Score indicator provides a comprehensive multi-indicator valuation framework by computing Z-scores across momentum oscillators, volatility bands, and risk-adjusted metrics to assess over/undervaluation relative to historical norms. It weights these signals based on correlation strength with price, generates fair value estimates, and highlights extreme levels through color-coded candles and vertical bars for intuitive market positioning.
⚙️ General Settings
- Z-Score Lookback Period : Adjustable historical window for normalizing indicator deviations from mean
- Correlation Analysis Period : Timeframe for measuring indicator-price relationships and beta factors
- Show Threshold Lines : Toggle visibility of dynamic overbought/oversold boundaries on the chart
- Show Indicator Selection : Choose to display the composite average Z-score or a specific metric like RSI or Sharpe
- Use Price Weighting : Incorporate direct price Z-score into the final valuation blend
- Adaptive Weighting : Dynamically adjust indicator influence based on their correlation to price movements
📊 Barchoice Settings
- Overbought Threshold : Extreme upper level triggering vertical bar highlights for potential reversals
- Oversold Threshold : Extreme lower level signaling vertical bar alerts for buying opportunities
📈 RSI Configuration
- Enable RSI : Toggle inclusion of RSI Z-score in the weighted valuation
- RSI Source : Select the price input for momentum oscillation
- RSI Length : Period for calculating relative strength index deviations
📈 ROC Configuration
- Enable ROC : Include rate-of-change Z-score for momentum acceleration analysis
- ROC Period : Lookback for measuring percentage price shifts
📈 BB% Configuration
- Enable BB% : Factor in Bollinger Bands percentage Z-score for volatility positioning
- BB% Source : Data input for band-based normalization
- BB Length : Smoothing period for the central moving average
- BB Standard Deviation : Multiplier defining band width for extreme deviation detection
📈 CCI Configuration
- Enable CCI : Add Commodity Channel Index Z-score for cyclical deviation tracking
- CCI Source : Typical price or custom input for momentum extremes
- CCI Length : Period for typical price averaging and deviation
📈 Crosby Ratio Configuration
- Enable Crosby Ratio : Incorporate angle-based trend strength Z-score
- Crosby Length : Smoothing span for Heikin Ashi close and ATR comparison
📈 Sharpe Ratio Configuration
- Enable Sharpe Ratio : Include risk-adjusted return Z-score for efficiency weighting
- Sharpe Period : Window for return/volatility normalization
- Sharpe Smoothing : EMA length to stabilize efficiency readings
📈 Sortino Ratio Configuration
- Enable Sortino Ratio : Factor downside-focused efficiency Z-score
- Sortino Period : Historical scope for negative deviation analysis
- Risk-Free Rate : Benchmark yield subtracted from returns
- Sortino Smoothing : Filter for refined downside ratio
📈 Omega Ratio Configuration
- Enable Omega Ratio : Add probability-weighted gains/losses Z-score
- Omega Period : Lookback for return distribution evaluation
- Target Return : Threshold separating gains from losses
- Omega Smoothing : EMA to smooth ratio fluctuations
📏 Threshold Values
- Extreme Overbought Level : Upper Z-score boundary for strongest sell signals
- Extreme Oversold Level : Lower Z-score boundary for strongest buy signals
- Overbought Level : Moderate upper threshold for cautionary alerts
- Oversold Level : Moderate lower threshold for opportunity alerts
- Neutral Upper : Boundary separating fair value from slight overvaluation
- Neutral Lower : Boundary separating fair value from slight undervaluation
🎨 Color Settings
- Neutral Color : Default shade for balanced Z-score zones
- Overbought Color : Alert red for high valuation extremes
- Oversold Color : Alert green for low valuation extremes
- Neutral Upper Color : Subtle pink for mild overvaluation
- Neutral Lower Color : Subtle teal for mild undervaluation
- Light Overbought : Pale red for approaching overbought
- Light Oversold : Pale green for approaching oversold
- Zero Line Color : Gray reference for fair value centerline
📊 Valuation Calculation Methods
Z-Score Normalization:
- Computes standard deviations from historical means for each enabled indicator
- Standardizes diverse metrics into comparable deviation scores
- Handles insufficient data with null values for robustness
Correlation and Beta Analysis:
- Measures linear relationships between indicator Z-scores and price movements
- Calculates sensitivity (beta) for scaling deviations to price impact
- Uses rolling windows to capture evolving indicator relevance
Weighted Composite Formation:
- Applies equal or correlation-based weights to blend indicator Z-scores
- Incorporates price Z-score optionally for direct market alignment
- Adjusts via beta and absolute correlation for predictive strength
Fair Value Estimation:
- Derives mean price over lookback as central valuation anchor
- Projects expected price from composite Z-score and standard deviation
- Generates symmetric threshold bands at ±1, ±2, ±3 deviations
📈 Visual and Status Features
Z-Score Overlay Plot:
- Displays selected or average Z-score as a dynamic line on price chart
- Color gradients from neutral to extreme for instant valuation cues
- Zero line and threshold horizontals for reference boundaries
Candle Coloring:
- Tints bars based on Z-score zones for quick over/undervaluation scanning
- Applies to current bar only to avoid historical clutter
- Integrates with overlay for contextual price action review
Vertical Extreme Bars:
- Highlights bars where price wicks touch extreme Z-derived levels
- Semi-transparent backgrounds for non-intrusive alerts
- Combines price and Z-score conditions for dual confirmation
📋 Information Tables
Current Values Panel:
- Top-right summary of Z-score, price deviation, status, and fair value
- Color-codes entries matching the active Z-score zone
- Includes expected price projection for forward guidance
Correlation Matrix:
- Bottom-left grid showing indicator-price correlations and betas
- Rows for each metric with decimal precision for relationship strength
- Aids in understanding which signals drive valuation most
Price Levels Summary:
- Bottom-right ladder of Z-derived thresholds from -3 to +3 sigma
- Lists corresponding price levels for potential support/resistance
- Toggles with threshold display for integrated analysis
🔔 Alert System
- Overbought Crossover : Triggers when Z-score enters upper threshold zone
- Oversold Crossunder : Fires on Z-score dropping into lower threshold
- Price vs. Expectation Cross : Alerts on price diverging from indicator-derived target
- Extreme Wick Hits : Notifies when highs/lows breach far Z-boundaries
✅ Key Takeaways
- Holistic Valuation Tool : Blends multiple Z-scores for robust over/undervaluation signals
- Adaptive Intelligence : Correlation-weighted indicators prioritize price-relevant metrics
- Visual Simplicity : Color gradients, tables, and bars make complex analysis intuitive
- Customizable Depth : Toggle indicators and thresholds to fit any market or style
- Forward Projection : Expected prices guide targets beyond current fair value
- Risk-Aware Framework : Sharpe, Sortino, and Omega add efficiency layers to momentum
- Alert Precision : Zone crosses and wick extremes ensure timely notifications