Advanced Volatility-Adjusted Momentum IndexAdvanced Volatility-Adjusted Momentum Index (AVAMI)
The AVAMI is a powerful and versatile trading index which enhances the traditional momentum readings by introducing a volatility adjustment. This results in a more nuanced interpretation of market momentum, considering not only the rate of price changes but also the inherent volatility of the asset.
Settings and Parameters:
Momentum Length: This parameter sets the number of periods used to calculate the momentum, which is essentially the rate of change of the asset's price. A shorter length value means the momentum calculation will be more sensitive to recent price changes. Conversely, a longer length will yield a smoother and more stabilized momentum value, thereby reducing the impact of short-term price fluctuations.
Volatility Length: This parameter is responsible for determining the number of periods to be considered in the calculation of standard deviation of returns, which acts as the volatility measure. A shorter length will result in a more reactive volatility measure, while a longer length will produce a more stable, but less sensitive measure of volatility.
Smoothing Length: This parameter sets the number of periods used to apply a moving average smoothing to the AVAMI and its signal line. The purpose of this is to minimize the impact of volatile periods and to make the indicator's lines smoother and easier to interpret.
Lookback Period for Scaling: This is the number of periods used when rescaling the AVAMI values. The rescaling process is necessary to ensure that the AVAMI values remain within a consistent and interpretable range over time.
Overbought and Oversold Levels: These levels are thresholds at which the asset is considered overbought (potentially overvalued) or oversold (potentially undervalued), respectively. For instance, if the AVAMI exceeds the overbought level, traders may consider it as a possible selling opportunity, anticipating a price correction. Conversely, if the AVAMI falls below the oversold level, it could be seen as a buying opportunity, with the expectation of a price bounce.
Mid Level: This level represents the middle ground between the overbought and oversold levels. Crossing the mid-level line from below can be perceived as an increasing bullish momentum, and vice versa.
Show Divergences and Hidden Divergences: These checkboxes give traders the option to display regular and hidden divergences between the AVAMI and the asset's price. Divergences are crucial market structures that often signal potential price reversals.
Index Logic:
The AVAMI index begins with the calculation of a simple rate of change momentum indicator. This raw momentum is then adjusted by the standard deviation of log returns, which acts as a measure of market volatility. This adjustment process ensures that the resulting momentum index encapsulates not only the speed of price changes but also the market's volatility context.
The raw AVAMI is then smoothed using a moving average, and a signal line is generated as an exponential moving average (EMA) of this smoothed AVAMI. This signal line serves as a trigger for potential trading signals when crossed by the AVAMI.
The script also includes an algorithm to identify 'fractals', which are distinct price patterns that often act as potential market reversal points. These fractals are utilized to spot both regular and hidden divergences between the asset's price and the AVAMI.
Application and Strategy Concepts:
The AVAMI is a versatile tool that can be integrated into various trading strategies. Traders can utilize the overbought and oversold levels to identify potential reversal points. The AVAMI crossing the mid-level line can signify a change in market momentum. Additionally, the identification of regular and hidden divergences can serve as potential trading signals:
Regular Divergence: This happens when the asset's price records a new high/low, but the AVAMI fails to follow suit, suggesting a possible trend reversal. For instance, if the asset's price forms a higher high but the AVAMI forms a lower high, it's a regular bearish divergence, indicating potential price downturn.
Hidden Divergence: This is observed when the price forms a lower high/higher low, but the AVAMI forms a higher high/lower low, suggesting the continuation of the prevailing trend. For example, if the price forms a lower low during a downtrend, but the AVAMI forms a higher low, it's a hidden bullish divergence, signaling the potential continuation of the downtrend.
As with any trading tool, the AVAMI should not be used in isolation but in conjunction with other technical analysis tools and within the context of a well-defined trading plan.
חפש סקריפטים עבור "market structure"
ICT HTF Liquidity Levels /w Alert [MsF]Japanese below / 日本語説明は英文の後にあります。
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*This indicator is based on sbtnc's "HTF Liquidity Levels". It's a very cool indicator. thank you.
It has 3 functions: visualization of HTF liquidity (with alert), candle color change when displacement occurs, and MSB (market structure break) line display.
=== Function description ===
1. HTF liquidity (with alert)
Lines visualize the liquidity pools on the HTF bars. Alerts can be set for each TF's line.
Once the price reaches the line, the line is repaint.
To put it plainly, the old line disappears and a new line appears. The line that disappeared remains as a purged line. (It is also possible to hide the purged line with a parameter)
The alert will be triggered at the moment the line disappears. An alert will be issued when you touch the HTF's liquid pools where the loss is accumulated, so you can notice the stop hunting with the alert.
This alert is an original feature of this indicator.
The timeframe of the HTF can't modify. You can get Monthly, weekly, daily and H1 and H4.
Each timeframe displays the 3 most recent lines. By narrowing it down to 3, it is devised to make it easier to see visually. (This indicator original)
2. Displacement
Change the color display of the candlesticks when a bullish candle stick or bearish candle stick is attached. Furthermore, by enabling the "Require FVG" option, you can easily discover the FVG (Fair Value Gap). It is a very useful function for ICT trading.
3. MSB (market structure break)
Displays High/Low lines for the period specified by the parameter. It is useful for discovering BoS & CHoCH/MSS, which are important in ICT trading.
=== Parameter description ===
- HTF LIQUIDITY
- Daily … Daily line display settings (color, line width)
- Weekly … Weekly line display settings (color, line width)
- Monthly … Monthly line display settings (color, line width)
- INTRADAY LIQUIDITY
- 1H … 1H line display settings (color, line width)
- 4H … 4H line display settings (color, line width)
- PURGED LIQUIDITY … Display setting of the line once the candle reaches
- Show Purge Daily … Daily purged line display/non-display setting
- Show Purge Weekly … Weekly purged line display/non-display setting
- Show Purge Monthly … Monthly purged line display/non-display setting
- Show Purge 1H … 1H purged line display/non-display setting
- Show Purge 4H … 4H purged line display/non-display setting
- MARKET STRUCTURE BREAK - MBS
- Loopback … Period for searching High/Low
- DISPLACEMENT FOR FVG
- Require FVG … Draw only when FVG occurs
- Displacement Type … Displacement from open to close? or from high to low?
- Displacement Length … Period over which to calculate the standard deviation
- Displacement Strength … The larger the number, the stronger the displacement detected
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このインジケータはsbtncさんの"HTF Liquidity Levels"をベースに作成しています。
上位足流動性の可視化（アラート付き）、変位発生時のローソク色変更、MSB(market structure break)ライン表示の３つの機能を有します。
＜機能説明＞
■上位足流動性の可視化
上位足の流動性の吹き溜まり（ストップが溜まっているところ）をラインで可視化します。ラインにはアラートを設定することが可能です。
一度価格がラインに到達するとそのラインは再描画されます。
平たく言うと、今までのラインが消えて新しいラインが出現する。という事です。
消えたラインはpurgeラインとして残ります。（パラメータでpurgeラインを非表示にすることも可能です）
アラートはラインが消える瞬間に発報します。上位足の損切り溜まってるところにタッチするとアラートを発報するので、アラートにてストップ狩りに気づくことができます。
このアラート発報については本インジケータオリジナルの機能となります。
表示可能な上位足のタイムフレームは固定です。月足、週足、日足およびH1とH4を表示することができます。
各タイムフレーム、直近から3つのラインを表示します。3つに絞ることで視覚的に見やすく工夫しています。（本インジケータオリジナル）
■変位発生時のローソク色変更
大きな陽線、陰線を付けた場合に、そのローソク足をカラー表示を変更します。
さらに"Require FVG"オプションを有効にすることで、FVG（Fair Value Gap）を容易に発見することができます。ICTトレードにを行うにあたり大変有用な機能となっています。
■MSB(market structure break)ライン表示
パラメータで指定した期間のHigh/Lowをライン表示します。ICTトレードで重要視しているBoS & CHoCH/MSSの発見に役立ちます。
＜パラメータ説明＞
- HTF LIQUIDITY
- Daily … 日足ライン表示設定（色、線幅）
- Weekly … 週足ライン表示設定（色、線幅）
- Monthly … 月足ライン表示設定（色、線幅）
- INTRADAY LIQUIDITY
- 1H … 1時間足ライン表示設定（色、線幅）
- 4H … 4時間足ライン表示設定（色、線幅）
- PURGED LIQUIDITY … 一度到達したラインの表示設定
- Show Purge Daily … 日足ライン表示／非表示設定
- Show Purge Weekly … 週足ライン表示／非表示設定
- Show Purge Monthly … 月足ライン表示／非表示設定
- Show Purge 1H … 1時間足ライン表示／非表示設定
- Show Purge 4H … 4時間足ライン表示／非表示設定
- MARKET STRUCTURE BREAK - MBS
- Loopback … High/Lowを探索する期間
- DISPLACEMENT FOR FVG
- Require FVG … FVG発生時のみ描画する
- Displacement Type … openからcloseまでの変位か？highからlowまでの変位か？
- Displacement Length … 標準偏差を計算する期間
- Displacement Strength … 変位の強さ（数字が大きいほど強い変位を検出）
Money Flow LineWhat is this? The Money Flow Line (MFL) indicator is at its core a more even-tempered version of the Price-Volume-Trend (PVT). The primary difference is the usage of `hlc3` ((high + low + close) / 3) rather than `close` to use the "typical price" that it critical to the calculation of the Money Flow Index (MFI). Other similar indicators include the Accumulation Distribution Line (ADL) and the On Balance Volume (OBV) indicators. The purpose of all of these indicators is to attempt to measure the strength of the money flow by combining price and volume into a rolling measurement that can be compared over time to look for confirmations and divergences.
The indicator also includes an optional averaging (smoothing) line that can be enabled in the display settings. Enabling this smoothing line with a desired period allows for simpler trend comparisons and also allows the user to view how far the line has diverged from the mean. This creates an indicator very similar to Elder's Force Index (EFI), which is also a `close * volume` style indicator.
Why is this important? After an extreme movement or volume spike the MFI will "snap back" sharply as that bar eventually exits the set period. This produces a result that is meaningless and skews the indicator away from the market structure. Because of this behavior, range clamping, and the loss of comparative history I prefer to shy away from oscillator style indicators. The Money Flow Line instead gives you all of the history so you may compare and see the broader trend without sharp snaps in history based on an arbitrary period setting.
Why is this better? This produces a no-lag indicator that isn't subject to the harsh skewing produced by they Money Flow Index's period calculation. It doesn't lose history like MFI or EFI, is clear about the trend direction, and prefers a "typical price" (averaging the entire range of each bar) rather than whatever happens to be the closing price for a given bar.
How can I use it? The indicator is attempting to measure supply and demand in the markets. No indicator is perfect, but we can use all of the information we have available to make our best predictions. There are only 3 pieces of data the market gives us:
1. Price (action)
2. Volume
3. Time
The Money Flow Line combines all of these data points into a readable rolling data set that attempts to show subtle balance of power shifts based on changes in volume and "smart money" (or "big money") stepping in and out of the picture. Much like PVT, we look for the same things:
- Trend Identification: an up or down trend appears in the MFL
- Confirmations: the MFL agrees with price action in direction and magnitude
- Divergence: the MFL disagrees with price action, indicating a reversal may be coming soon
When applying the smoothing line we can also look for similar things we would with EFI. The primary case would be to look for the MFL to jump very far away from the mean (a high magnitude movement) which indicates that price may be reverting towards the mean soon (a "mean reversion"). On the other hand, it may indicate strength in the current price direction. All of these predictions depend heavily on price action and market structure. Good luck!
Luxy Super-Duper SuperTrend Predictor Engine and Buy/Sell signalA professional trend-following grading system that analyzes historical trend
patterns to provide statistical duration estimates using advanced similarity
matching and k-nearest neighbors analysis. Combines adaptive Supertrend with
intelligent duration statistics, multi-timeframe confluence, volume confirmation,
and quality scoring to identify high-probability setups with data-driven
target ranges across all timeframes.
Note: All duration estimates are statistical calculations based on historical data, not guarantees of future performance.
WHAT MAKES THIS DIFFERENT
Unlike traditional SuperTrend indicators that only tell you trend direction, this system answers the critical question: "What is the typical duration for trends like this?"
The Statistical Analysis Engine:
• Analyzes your chart's last 15+ completed SuperTrend trends (bullish and bearish separately)
• Uses k-nearest neighbors similarity matching to find historically similar setups
• Calculates statistical duration estimates based on current market conditions
• Learns from estimation errors and adapts over time (Advanced mode)
• Displays visual duration analysis box showing median, average, and range estimates
• Tracks Statistical accuracy with backtest statistics
Complete Trading System:
• Statistical trend duration analysis with three intelligence levels
• Adaptive Supertrend with dynamic ATR-based bands
• Multi-timeframe confluence analysis (6 timeframes: 5M to 1W)
• Volume confirmation with spike detection and momentum tracking
• Quality scoring system (0-70 points) rating each setup
• One-click preset optimization for all trading styles
• Anti-repaint guarantee on all signals and duration estimates
METHODOLOGY CREDITS
This indicator's approach is inspired by proven trading methodologies from respected market educators:
• Mark Minervini - Volatility Contraction Pattern (VCP) and pullback entry techniques
• William O'Neil - Volume confirmation principles and institutional buying patterns (CANSLIM methodology)
• Dan Zanger - Volatility expansion entries and momentum breakout strategies
Important: These are educational references only. This indicator does not guarantee any specific trading results. Always conduct your own analysis and risk management.
KEY FEATURES
1. TREND DURATION ANALYSIS SYSTEM - The Core Innovation
The statistical analysis engine is what sets this indicator apart from standard SuperTrend systems. It doesn't just identify trend changes - it provides statistical analysis of potential duration.
How It Works:
Step 1: Historical Tracking
• Automatically records every completed SuperTrend trend (duration in bars)
• Maintains separate databases for bullish trends and bearish trends
• Stores up to 15 most recent trends of each type
• Captures market conditions at each trend flip: volume ratio, ATR ratio, quality score, price distance from SuperTrend, proximity to support/resistance
Step 2: Similarity Matching (k-Nearest Neighbors)
• When new trend begins, system compares current conditions to ALL historical flips
• Calculates similarity score based on:
- Volume similarity (30% weight) - Is volume behaving similarly?
- Volatility similarity (30% weight) - Is ATR/volatility similar?
- Quality similarity (20% weight) - Is setup strength comparable?
- Distance similarity (10% weight) - Is price distance from ST similar?
- Support/Resistance proximity (10% weight) - Similar structural context?
• Selects the 15 MOST SIMILAR historical trends (not just all trends)
• This is like asking: "When conditions looked like this before, how long did trends last?"
Step 3: Statistical Analysis
• Calculates median duration (most common outcome)
• Calculates average duration (mean of similar trends)
• Determines realistic range (min to max of similar trends)
• Applies exponential weighting (recent trends weighted more heavily)
• Outputs confidence-weighted statistical estimate
Step 4: Advanced Intelligence (Advanced Mode Only)
The Advanced mode applies five sophisticated multipliers to refine estimates:
A) Market Structure Multiplier (±30%):
• Detects nearby support/resistance levels using pivot detection
• If flip occurs NEAR a key level: Estimate adjusted -30% (expect bounce/rejection)
• If flip occurs in open space: Estimate adjusted +30% (clear path for continuation)
• Uses configurable lookback period and ATR-based proximity threshold
B) Asset Type Multiplier (±40%):
• Adjusts duration estimates based on asset volatility characteristics
• Small Cap / Biotech: +40% (explosive, extended moves)
• Tech Growth: +20% (momentum-driven, longer trends)
• Blue Chip / Large Cap: 0% (baseline, steady trends)
• Dividend / Value: -20% (slower, grinding trends)
• Cyclical: Variable based on macro regime
• Crypto / High Volatility: +30% (parabolic potential)
C) Flip Strength Multiplier (±20%):
• Analyzes the QUALITY of the trend flip itself
• Strong flip (high volume + expanding ATR + quality score 60+): +20%
• Weak flip (low volume + contracting ATR + quality score under 40): -20%
• Logic: Historical data shows that powerful flips tend to be followed by longer trends
D) Error Learning Multiplier (±15%):
• Tracks Statistical accuracy over last 10 completed trends
• Calculates error ratio: (estimated duration / Actual Duration)
• If system consistently over-estimates: Apply -15% correction
• If system consistently under-estimates: Apply +15% correction
• Learns and adapts to current market regime
E) Regime Detection Multiplier (±20%):
• Analyzes last 3 trends of SAME TYPE (bull-to-bull or bear-to-bear)
• Compares recent trend durations to historical average
• If recent trends 20%+ longer than average: +20% adjustment (trending regime detected)
• If recent trends 20%+ shorter than average: -20% adjustment (choppy regime detected)
• Detects whether market is in trending or mean-reversion mode
Three analysis modes:
SIMPLE MODE - Basic Statistics
• Uses raw median of similar trends only
• No multipliers, no adjustments
• Best for: Beginners, clean trending markets
• Fastest calculations, minimal complexity
STANDARD MODE - Full Statistical Analysis
• Similarity matching with k-nearest neighbors
• Exponential weighting of recent trends
• Median, average, and range calculations
• Best for: Most traders, general market conditions
• Balance of accuracy and simplicity
ADVANCED MODE - Statistics + Intelligence
• Everything in Standard mode PLUS
• All 5 advanced multipliers (structure, asset type, flip strength, learning, regime)
• Highest Statistical accuracy in testing
• Best for: Experienced traders, volatile/complex markets
• Maximum intelligence, most adaptive
Visual Duration Analysis Box:
When a new trend begins (SuperTrend flip), a box appears on your chart showing:
• Analysis Mode (Simple / Standard / Advanced)
• Number of historical trends analyzed
• Median expected duration (most likely outcome)
• Average expected duration (mean of similar trends)
• Range (minimum to maximum from similar trends)
• Advanced multipliers breakdown (Advanced mode only)
• Backtest accuracy statistics (if available)
The box extends from the flip bar to the estimated endpoint based on historical data, giving you a visual target for trend duration. Box updates in real-time as trend progresses.
Backtest & Accuracy Tracking:
• System backtests its own duration estimates using historical data
• Shows accuracy metrics: how well duration estimates matched actual durations
• Tracks last 10 completed duration estimates separately
• Displays statistics in dashboard and duration analysis boxes
• Helps you understand statistical reliability on your specific symbol/timeframe
Anti-Repaint Guarantee:
• duration analysis boxes only appear AFTER bar close (barstate.isconfirmed)
• Historical duration estimates never disappear or change
• What you see in history is exactly what you would have seen real-time
• No future data leakage, no lookahead bias
2. INTELLIGENT PRESET CONFIGURATIONS - One-Click Optimization
Unlike indicators that require tedious parameter tweaking, this system includes professionally optimized presets for every trading style. Select your approach from the dropdown and ALL parameters auto-configure.
"AUTO (DETECT FROM TF)" - RECOMMENDED
The smartest option: automatically selects optimal settings based on your chart timeframe.
• 1m-5m charts → Scalping preset (ATR: 7, Mult: 2.0)
• 15m-1h charts → Day Trading preset (ATR: 10, Mult: 2.5)
• 2h-4h-D charts → Swing Trading preset (ATR: 14, Mult: 3.0)
• W-M charts → Position Trading preset (ATR: 21, Mult: 4.0)
Benefits:
• Zero configuration - works immediately
• Always matched to your timeframe
• Switch timeframe = automatic adjustment
• Perfect for traders who use multiple timeframes
"SCALPING (1-5M)" - Ultra-Fast Signals
Optimized for: 1-5 minute charts, high-frequency trading, quick profits
Target holding period: Minutes to 1-2 hours maximum
Best markets: High-volume stocks, major crypto pairs, active futures
Parameter Configuration:
• Supertrend: ATR 7, Multiplier 2.0 (very sensitive)
• Volume: MA 10, High 1.8x, Spike 3.0x (catches quick surges)
• Volume Momentum: AUTO-DISABLED (too restrictive for fast scalping)
• Quality minimum: 40 points (accepts more setups)
• Duration Analysis: Uses last 15 trends with heavy recent weighting
Trading Logic:
Speed over precision. Short ATR period and low multiplier create highly responsive SuperTrend. Volume momentum filter disabled to avoid missing fast moves. Quality threshold relaxed to catch more opportunities in rapid market conditions.
Signals per session: 5-15 typically
Hold time: Minutes to couple hours
Best for: Active traders with fast execution
"DAY TRADING (15M-1H)" - Balanced Approach
Optimized for: 15-minute to 1-hour charts, intraday moves, session-based trading
Target holding period: 30 minutes to 8 hours (within trading day)
Best markets: Large-cap stocks, major indices, established crypto
Parameter Configuration:
• Supertrend: ATR 10, Multiplier 2.5 (balanced)
• Volume: MA 20, High 1.5x, Spike 2.5x (standard detection)
• Volume Momentum: 5/20 periods (confirms intraday strength)
• Quality minimum: 50 points (good setups preferred)
• Duration Analysis: Balanced weighting of recent vs historical
Trading Logic:
The most balanced configuration. ATR 10 with multiplier 2.5 provides steady trend following that avoids noise while catching meaningful moves. Volume momentum confirms institutional participation without being overly restrictive.
Signals per session: 2-5 typically
Hold time: 30 minutes to full day
Best for: Part-time and full-time active traders
"SWING TRADING (4H-D)" - Trend Stability
Optimized for: 4-hour to Daily charts, multi-day holds, trend continuation
Target holding period: 2-15 days typically
Best markets: Growth stocks, sector ETFs, trending crypto, commodity futures
Parameter Configuration:
• Supertrend: ATR 14, Multiplier 3.0 (stable)
• Volume: MA 30, High 1.3x, Spike 2.2x (accumulation focus)
• Volume Momentum: 10/30 periods (trend stability)
• Quality minimum: 60 points (high-quality setups only)
• Duration Analysis: Favors consistent historical patterns
Trading Logic:
Designed for substantial trend moves while filtering short-term noise. Higher ATR period and multiplier create stable SuperTrend that won't flip on minor corrections. Stricter quality requirements ensure only strongest setups generate signals.
Signals per week: 2-5 typically
Hold time: Days to couple weeks
Best for: Part-time traders, swing style
"POSITION TRADING (D-W)" - Long-Term Trends
Optimized for: Daily to Weekly charts, major trend changes, portfolio allocation
Target holding period: Weeks to months
Best markets: Blue-chip stocks, major indices, established cryptocurrencies
Parameter Configuration:
• Supertrend: ATR 21, Multiplier 4.0 (very stable)
• Volume: MA 50, High 1.2x, Spike 2.0x (long-term accumulation)
• Volume Momentum: 20/50 periods (major trend confirmation)
• Quality minimum: 70 points (excellent setups only)
• Duration Analysis: Heavy emphasis on multi-year historical data
Trading Logic:
Conservative approach focusing on major trend changes. Extended ATR period and high multiplier create SuperTrend that only flips on significant reversals. Very strict quality filters ensure signals represent genuine long-term opportunities.
Signals per month: 1-2 typically
Hold time: Weeks to months
Best for: Long-term investors, set-and-forget approach
"CUSTOM" - Advanced Configuration
Purpose: Complete manual control for experienced traders
Use when: You understand the parameters and want specific optimization
Best for: Testing new approaches, unusual market conditions, specific instruments
Full control over:
• All SuperTrend parameters
• Volume thresholds and momentum periods
• Quality scoring weights
• analysis mode and multipliers
• Advanced features tuning
Preset Comparison Quick Reference:
Chart Timeframe: Scalping (1M-5M) | Day Trading (15M-1H) | Swing (4H-D) | Position (D-W)
Signals Frequency: Very High | High | Medium | Low
Hold Duration: Minutes | Hours | Days | Weeks-Months
Quality Threshold: 40 pts | 50 pts | 60 pts | 70 pts
ATR Sensitivity: Highest | Medium | Lower | Lowest
Time Investment: Highest | High | Medium | Lowest
Experience Level: Expert | Advanced | Intermediate | Beginner+
3. QUALITY SCORING SYSTEM (0-70 Points)
Every signal is rated in real-time across three dimensions:
Volume Confirmation (0-30 points):
• Volume Spike (2.5x+ average): 30 points
• High Volume (1.5x+ average): 20 points
• Above Average (1.0x+ average): 10 points
• Below Average: 0 points
Volatility Assessment (0-30 points):
• Expanding ATR (1.2x+ average): 30 points
• Rising ATR (1.0-1.2x average): 15 points
• Contracting/Stable ATR: 0 points
Volume Momentum (0-10 points):
• Strong Momentum (1.2x+ ratio): 10 points
• Rising Momentum (1.0-1.2x ratio): 5 points
• Weak/Neutral Momentum: 0 points
Score Interpretation:
60-70 points - EXCELLENT:
• All factors aligned
• High conviction setup
• Maximum position size (within risk limits)
• Primary trading opportunities
45-59 points - STRONG:
• Multiple confirmations present
• Above-average setup quality
• Standard position size
• Good trading opportunities
30-44 points - GOOD:
• Basic confirmations met
• Acceptable setup quality
• Reduced position size
• Wait for additional confirmation or trade smaller
Below 30 points - WEAK:
• Minimal confirmations
• Low probability setup
• Consider passing
• Only for aggressive traders in strong trends
Only signals meeting your minimum quality threshold (configurable per preset) generate alerts and labels.
4. MULTI-TIMEFRAME CONFLUENCE ANALYSIS
The system can simultaneously analyze trend alignment across 6 timeframes (optional feature):
Timeframes analyzed:
• 5-minute (scalping context)
• 15-minute (intraday momentum)
• 1-hour (day trading bias)
• 4-hour (swing context)
• Daily (primary trend)
• Weekly (macro trend)
Confluence Interpretation:
• 5-6/6 aligned - Very strong multi-timeframe agreement (highest confidence)
• 3-4/6 aligned - Moderate agreement (standard setup)
• 1-2/6 aligned - Weak agreement (caution advised)
Dashboard shows real-time alignment count with color-coding. Higher confluence typically correlates with longer, stronger trends.
5. VOLUME MOMENTUM FILTER - Institutional Money Flow
Unlike traditional volume indicators that just measure size, Volume Momentum tracks the RATE OF CHANGE in volume:
How it works:
• Compares short-term volume average (fast period) to long-term average (slow period)
• Ratio above 1.0 = Volume accelerating (money flowing IN)
• Ratio above 1.2 = Strong acceleration (institutional participation likely)
• Ratio below 0.8 = Volume decelerating (money flowing OUT)
Why it matters:
• Confirms trend with actual money flow, not just price
• Leading indicator (volume often leads price)
• Catches accumulation/distribution before breakouts
• More intuitive than complex mathematical filters
Integration with signals:
• Optional filter - can be enabled/disabled per preset
• When enabled: Only signals with rising volume momentum fire
• AUTO-DISABLED in Scalping mode (too restrictive for fast trading)
• Configurable fast/slow periods per trading style
6. ADAPTIVE SUPERTREND MULTIPLIER
Traditional SuperTrend uses fixed ATR multiplier. This system dynamically adjusts the multiplier (0.8x to 1.2x base) based on:
• Trend Strength: Price correlation over lookback period
• Volume Weight: Current volume relative to average
Benefits:
• Tighter bands in calm markets (less premature exits)
• Wider bands in volatile conditions (avoids whipsaws)
• Better adaptation to biotech, small-cap, and crypto volatility
• Optional - can be disabled for classic constant multiplier
7. VISUAL GRADIENT RIBBON
26-layer exponential gradient fill between price and SuperTrend line provides instant visual trend strength assessment:
Color System:
• Green shades - Bullish trend + volume confirmation (strongest)
• Blue shades - Bullish trend, normal volume
• Orange shades - Bearish trend + volume confirmation
• Red shades - Bearish trend (weakest)
Opacity varies based on:
• Distance from SuperTrend (farther = more opaque)
• Volume intensity (higher volume = stronger color)
The ribbon provides at-a-glance trend strength without cluttering your chart. Can be toggled on/off.
8. INTELLIGENT ALERT SYSTEM
Two-tier alert architecture for flexibility:
Automatic Alerts:
• Fire automatically on BUY and SELL signals
• Include full context: quality score, volume state, volume momentum
• One alert per bar close (alert.freq_once_per_bar_close)
• Message format: "BUY: Supertrend bullish + Quality: 65/70 | Volume: HIGH | Vol Momentum: STRONG (1.35x)"
Customizable Alert Conditions:
• Appear in TradingView's "Create Alert" dialog
• Three options: BUY Signal Only, SELL Signal Only, ANY Signal (BUY or SELL)
• Use TradingView placeholders: {{ticker}}, {{interval}}, {{close}}, {{time}}
• Fully customizable message templates
All alerts use barstate.isconfirmed - Zero repaint guarantee.
9. ANTI-REPAINT ARCHITECTURE
Every component guaranteed non-repainting:
• Entry signals: Only appear after bar close
• duration analysis boxes: Created only on confirmed SuperTrend flips
• Informative labels: Wait for bar confirmation
• Alerts: Fire once per closed bar
• Multi-timeframe data: Uses lookahead=barmerge.lookahead_off
What you see in history is exactly what you would have seen in real-time. No disappearing signals, no changed duration estimates.
HOW TO USE THE INDICATOR
QUICK START - 3 Steps to Trading:
Step 1: Select Your Trading Style
Open indicator settings → "Quick Setup" section → Trading Style Preset dropdown
Options:
• Auto (Detect from TF) - RECOMMENDED: Automatically configures based on your chart timeframe
• Scalping (1-5m) - For 1-5 minute charts, ultra-fast signals
• Day Trading (15m-1h) - For 15m-1h charts, balanced approach
• Swing Trading (4h-D) - For 4h-Daily charts, trend stability
• Position Trading (D-W) - For Daily-Weekly charts, long-term trends
• Custom - Manual configuration (advanced users only)
Choose "Auto" and you're done - all parameters optimize automatically.
Step 2: Understand the Signals
BUY Signal (Green Triangle Below Price):
• SuperTrend flipped bullish
• Quality score meets minimum threshold (varies by preset)
• Volume confirmation present (if filter enabled)
• Volume momentum rising (if filter enabled)
• duration analysis box shows expected trend duration
SELL Signal (Red Triangle Above Price):
• SuperTrend flipped bearish
• Quality score meets minimum threshold
• Volume confirmation present (if filter enabled)
• Volume momentum rising (if filter enabled)
• duration analysis box shows expected trend duration
Duration Analysis Box:
• Appears at SuperTrend flip (start of new trend)
• Shows median, average, and range duration estimates
• Extends to estimated endpoint based on historical data visually
• Updates mode-specific intelligence (Simple/Standard/Advanced)
Step 3: Use the Dashboard for Context
Dashboard (top-right corner) shows real-time metrics:
• Row 1 - Quality Score: Current setup rating (0-70)
• Row 2 - SuperTrend: Direction and current level
• Row 3 - Volume: Status (Spike/High/Normal/Low) with color
• Row 4 - Volatility: State (Expanding/Rising/Stable/Contracting)
• Row 5 - Volume Momentum: Ratio and trend
• Row 6 - Duration Statistics: Accuracy metrics and track record
Every cell has detailed tooltip - hover for full explanations.
SIGNAL INTERPRETATION BY QUALITY SCORE:
Excellent Setup (60-70 points):
• Quality Score: 60-70
• Volume: Spike or High
• Volatility: Expanding
• Volume Momentum: Strong (1.2x+)
• MTF Confluence (if enabled): 5-6/6
• Action: Primary trade - maximum position size (within risk limits)
• Statistical reliability: Highest - duration estimates most accurate
Strong Setup (45-59 points):
• Quality Score: 45-59
• Volume: High or Above Average
• Volatility: Rising
• Volume Momentum: Rising (1.0-1.2x)
• MTF Confluence (if enabled): 3-4/6
• Action: Standard trade - normal position size
• Statistical reliability: Good - duration estimates reliable
Good Setup (30-44 points):
• Quality Score: 30-44
• Volume: Above Average
• Volatility: Stable or Rising
• Volume Momentum: Neutral to Rising
• MTF Confluence (if enabled): 3-4/6
• Action: Cautious trade - reduced position size, wait for additional confirmation
• Statistical reliability: Moderate - duration estimates less certain
Weak Setup (Below 30 points):
• Quality Score: Below 30
• Volume: Low or Normal
• Volatility: Contracting or Stable
• Volume Momentum: Weak
• MTF Confluence (if enabled): 1-2/6
• Action: Pass or wait for improvement
• Statistical reliability: Low - duration estimates unreliable
USING duration analysis boxES FOR TRADE MANAGEMENT:
Entry Timing:
• Enter on SuperTrend flip (signal bar close)
• duration analysis box appears simultaneously
• Note the median duration - this is your expected hold time
Profit Targets:
• Conservative: Use MEDIAN duration as profit target (50% probability)
• Moderate: Use AVERAGE duration (mean of similar trends)
• Aggressive: Aim for MAX duration from range (best historical outcome)
Position Management:
• Scale out at median duration (take partial profits)
• Trail stop as trend extends beyond median
• Full exit at average duration or SuperTrend flip (whichever comes first)
• Re-evaluate if trend exceeds estimated range
analysis mode Selection:
• Simple: Clean trending markets, beginners, minimal complexity
• Standard: Most markets, most traders (recommended default)
• Advanced: Volatile markets, complex instruments, experienced traders seeking highest accuracy
Asset Type Configuration (Advanced Mode):
If using Advanced analysis mode, configure Asset Type for optimal accuracy:
• Small Cap: Stocks under $2B market cap, low liquidity
• Biotech / Speculative: Clinical-stage pharma, penny stocks, high-risk
• Blue Chip / Large Cap: S&P 500, mega-cap tech, stable large companies
• Tech Growth: High-growth tech (TSLA, NVDA, growth SaaS)
• Dividend / Value: Dividend aristocrats, value stocks, utilities
• Cyclical: Energy, materials, industrials (macro-driven)
• Crypto / High Volatility: Bitcoin, altcoins, highly volatile assets
Correct asset type selection improves Statistical accuracy by 15-20%.
RISK MANAGEMENT GUIDELINES:
1. Stop Loss Placement:
Long positions:
• Place stop below recent swing low OR
• Place stop below SuperTrend level (whichever is tighter)
• Use 1-2 ATR distance as guideline
• Recommended: SuperTrend level (built-in volatility adjustment)
Short positions:
• Place stop above recent swing high OR
• Place stop above SuperTrend level (whichever is tighter)
• Use 1-2 ATR distance as guideline
• Recommended: SuperTrend level
2. Position Sizing by Quality Score:
• Excellent (60-70): Maximum position size (2% risk per trade)
• Strong (45-59): Standard position size (1.5% risk per trade)
• Good (30-44): Reduced position size (1% risk per trade)
• Weak (Below 30): Pass or micro position (0.5% risk - learning trades only)
3. Exit Strategy Options:
Option A - Statistical Duration-Based Exit:
• Exit at median estimated duration (conservative)
• Exit at average estimated duration (moderate)
• Trail stop beyond average duration (aggressive)
Option B - Signal-Based Exit:
• Exit on opposite signal (SELL after BUY, or vice versa)
• Exit on SuperTrend flip (trend reversal)
• Exit if quality score drops below 30 mid-trend
Option C - Hybrid (Recommended):
• Take 50% profit at median estimated duration
• Trail stop on remaining 50% using SuperTrend as trailing level
• Full exit on SuperTrend flip or quality collapse
4. Trade Filtering:
For higher win-rate (fewer trades, better quality):
• Increase minimum quality score (try 60 for swing, 50 for day trading)
• Enable volume momentum filter (ensure institutional participation)
• Require higher MTF confluence (5-6/6 alignment)
• Use Advanced analysis mode with appropriate asset type
For more opportunities (more trades, lower quality threshold):
• Decrease minimum quality score (40 for day trading, 35 for scalping)
• Disable volume momentum filter
• Lower MTF confluence requirement
• Use Simple or Standard analysis mode
SETTINGS OVERVIEW
Quick Setup Section:
• Trading Style Preset: Auto / Scalping / Day Trading / Swing / Position / Custom
Dashboard & Display:
• Show Dashboard (ON/OFF)
• Dashboard Position (9 options: Top/Middle/Bottom + Left/Center/Right)
• Text Size (Auto/Tiny/Small/Normal/Large/Huge)
• Show Ribbon Fill (ON/OFF)
• Show SuperTrend Line (ON/OFF)
• Bullish Color (default: Green)
• Bearish Color (default: Red)
• Show Entry Labels - BUY/SELL signals (ON/OFF)
• Show Info Labels - Volume events (ON/OFF)
• Label Size (Auto/Tiny/Small/Normal/Large/Huge)
Supertrend Configuration:
• ATR Length (default varies by preset: 7-21)
• ATR Multiplier Base (default varies by preset: 2.0-4.0)
• Use Adaptive Multiplier (ON/OFF) - Dynamic 0.8x-1.2x adjustment
• Smoothing Factor (0.0-0.5) - EMA smoothing applied to bands
• Neutral Bars After Flip (0-10) - Hide ST immediately after flip
Volume Momentum:
• Enable Volume Momentum Filter (ON/OFF)
• Fast Period (default varies by preset: 3-20)
• Slow Period (default varies by preset: 10-50)
Volume Analysis:
• Volume MA Length (default varies by preset: 10-50)
• High Volume Threshold (default: 1.5x)
• Spike Threshold (default: 2.5x)
• Low Volume Threshold (default: 0.7x)
Quality Filters:
• Minimum Quality Score (0-70, varies by preset)
• Require Volume Confirmation (ON/OFF)
Trend Duration Analysis:
• Show Duration Analysis (ON/OFF) - Display duration analysis boxes
• analysis mode - Simple / Standard / Advanced
• Asset Type - 7 options (Small Cap, Biotech, Blue Chip, Tech Growth, Dividend, Cyclical, Crypto)
• Use Exponential Weighting (ON/OFF) - Recent trends weighted more
• Decay Factor (0.5-0.99) - How much more recent trends matter
• Structure Lookback (3-30) - Pivot detection period for support/resistance
• Proximity Threshold (xATR) - How close to level qualifies as "near"
• Enable Error Learning (ON/OFF) - System learns from estimation errors
• Memory Depth (3-20) - How many past errors to remember
Box Visual Settings:
• duration analysis box Border Color
• duration analysis box Background Color
• duration analysis box Text Color
• duration analysis box Border Width
• duration analysis box Transparency
Multi-Timeframe (Optional Feature):
• Enable MTF Confluence (ON/OFF)
• Minimum Alignment Required (0-6)
• Individual timeframe enable/disable toggles
• Custom timeframe selection options
All preset configurations override manual inputs except when "Custom" is selected.
ADVANCED FEATURES
1. Scalpel Mode (Optional)
Advanced pullback entry system that waits for healthy retracements within established trends before signaling entry:
• Monitors price distance from SuperTrend levels
• Requires pullback to configurable range (default: 30-50%)
• Ensures trend remains intact before entry signal
• Reduces whipsaw and false breakouts
• Inspired by Mark Minervini's VCP pullback entries
Best for: Swing traders and day traders seeking precision entries
Scalpers: Consider disabling for faster entries
2. Error Learning System (Advanced analysis mode Only)
The system learns from its own estimation errors:
• Tracks last 10-20 completed duration estimates (configurable memory depth)
• Calculates error ratio for each: estimated duration / Actual Duration
• If system consistently over-estimates: Applies negative correction (-15%)
• If system consistently under-estimates: Applies positive correction (+15%)
• Adapts to current market regime automatically
This self-correction mechanism improves accuracy over time as the system gathers more data on your specific symbol and timeframe.
3. Regime Detection (Advanced analysis mode Only)
Automatically detects whether market is in trending or choppy regime:
• Compares last 3 trends to historical average
• Recent trends 20%+ longer → Trending regime (+20% to estimates)
• Recent trends 20%+ shorter → Choppy regime (-20% to estimates)
• Applied separately to bullish and bearish trends
Helps duration estimates adapt to changing market conditions without manual intervention.
4. Exponential Weighting
Option to weight recent trends more heavily than distant history:
• Default decay factor: 0.9
• Recent trends get higher weight in statistical calculations
• Older trends gradually decay in importance
• Rationale: Recent market behavior more relevant than old data
• Can be disabled for equal weighting
5. Backtest Statistics
System backtests its own duration estimates using historical data:
• Walks through past trends chronologically
• Calculates what duration estimate WOULD have been at each flip
• Compares to actual duration that occurred
• Displays accuracy metrics in duration analysis boxes and dashboard
• Helps assess statistical reliability on your specific chart
Note: Backtest uses only data available AT THE TIME of each historical flip (no lookahead bias).
TECHNICAL SPECIFICATIONS
• Pine Script Version: v6
• Indicator Type: Overlay (draws on price chart)
• Max Boxes: 500 (for duration analysis box storage)
• Max Bars Back: 5000 (for comprehensive historical analysis)
• Security Calls: 1 (for MTF if enabled - optimized)
• Repainting: NO - All signals and duration estimates confirmed on bar close
• Lookahead Bias: NO - All HTF data properly offset, all duration estimates use only historical data
• Real-time Updates: YES - Dashboard and quality scores update live
• Alert Capable: YES - Both automatic alerts and customizable alert conditions
• Multi-Symbol: Works on stocks, crypto, forex, futures, indices
Performance Optimization:
• Conditional calculations (duration analysis can be disabled to reduce load)
• Efficient array management (circular buffers for trend storage)
• Streamlined gradient rendering (26 layers, can be toggled off)
• Smart label cooldown system (prevents label spam)
• Optimized similarity matching (analyzes only relevant trends)
Data Requirements:
• Minimum 50-100 bars for initial duration analysis (builds historical database)
• Optimal: 500+ bars for robust statistical analysis
• Longer history = more accurate duration estimates
• Works on any timeframe from 1 minute to monthly
KNOWN LIMITATIONS
• Trending Markets Only: Performs best in clear trends. May generate false signals in choppy/sideways markets (use quality score filtering and regime detection to mitigate)
• Lagging Nature: Like all trend-following systems, signals occur AFTER trend establishment, not at exact tops/bottoms. Use duration analysis boxes to set realistic profit targets.
• Initial Learning Period: Duration analysis system requires 10-15 completed trends to build reliable historical database. Early duration estimates less accurate (first few weeks on new symbol/timeframe).
• Visual Load: 26-layer gradient ribbon may slow performance on older devices. Disable ribbon if experiencing lag.
• Statistical accuracy Variables: Duration estimates are statistical estimates, not guarantees. Accuracy varies by:
- Market regime (trending vs choppy)
- Asset volatility characteristics
- Quality of historical pattern matches
- Timeframe traded (higher TF = more reliable)
• Not Best Suitable For:
- Ultra-short-term scalping (sub-1-minute charts)
- Mean-reversion strategies (designed for trend-following)
- Range-bound trading (requires trending conditions)
- News-driven spikes (estimates based on technical patterns, not fundamentals)
FREQUENTLY ASKED QUESTIONS
Q: Does this indicator repaint?
A: Absolutely not. All signals, duration analysis boxes, labels, and alerts use barstate.isconfirmed checks. They only appear after the bar closes. What you see in history is exactly what you would have seen in real-time. Zero repaint guarantee.
Q: How accurate are the trend duration estimates?
A: Accuracy varies by mode, market conditions, and historical data quality:
• Simple mode: 60-70% accuracy (within ±20% of actual duration)
• Standard mode: 70-80% accuracy (within ±20% of actual duration)
• Advanced mode: 75-85% accuracy (within ±20% of actual duration)
Best accuracy achieved on:
• Higher timeframes (4H, Daily, Weekly)
• Trending markets (not choppy/sideways)
• Assets with consistent behavior (Blue Chip, Large Cap)
• After 20+ historical trends analyzed (builds robust database)
Remember: All duration estimates are statistical calculations based on historical patterns, not guarantees.
Q: Which analysis mode should I use?
A:
• Simple: Beginners, clean trending markets, want minimal complexity
• Standard: Most traders, general market conditions (RECOMMENDED DEFAULT)
• Advanced: Experienced traders, volatile/complex markets (biotech, small-cap, crypto), seeking maximum accuracy
Advanced mode requires correct Asset Type configuration for optimal results.
Q: What's the difference between the trading style presets?
A: Each preset optimizes ALL parameters for a specific trading approach:
• Scalping: Ultra-sensitive (ATR 7, Mult 2.0), more signals, shorter holds
• Day Trading: Balanced (ATR 10, Mult 2.5), moderate signals, intraday holds
• Swing Trading: Stable (ATR 14, Mult 3.0), fewer signals, multi-day holds
• Position Trading: Very stable (ATR 21, Mult 4.0), rare signals, week/month holds
Auto mode automatically selects based on your chart timeframe.
Q: Should I use Auto mode or manually select a preset?
A: Auto mode is recommended for most traders. It automatically matches settings to your timeframe and re-optimizes if you switch charts. Only use manual preset selection if:
• You want scalping settings on a 15m chart (overriding auto-detection)
• You want swing settings on a 1h chart (more conservative than auto would give)
• You're testing different approaches on same timeframe
Q: Can I use this for scalping and day trading?
A: Absolutely! The preset system is specifically designed for all trading styles:
• Select "Scalping (1-5m)" for 1-5 minute charts
• Select "Day Trading (15m-1h)" for 15m-1h charts
• Or use "Auto" mode and it configures automatically
Volume momentum filter is auto-disabled in Scalping mode for faster signals.
Q: What is Volume Momentum and why does it matter?
A: Volume Momentum compares short-term volume (fast MA) to long-term volume (slow MA). It answers: "Is money flowing into this asset faster now than historically?"
Why it matters:
• Volume often leads price (early warning system)
• Confirms institutional participation (smart money)
• No lag like price-based indicators
• More intuitive than complex mathematical filters
When the ratio is above 1.2, you have strong evidence that institutions are accumulating (bullish) or distributing (bearish).
Q: How do I set up alerts?
A: Two options:
Option 1 - Automatic Alerts:
1. Right-click on chart → Add Alert
2. Condition: Select this indicator
3. Choose "Any alert() function call"
4. Configure notification method (app, email, webhook)
5. You'll receive detailed alerts on every BUY and SELL signal
Option 2 - Customizable Alert Conditions:
1. Right-click on chart → Add Alert
2. Condition: Select this indicator
3. You'll see three options in dropdown:
- "BUY Signal" (long signals only)
- "SELL Signal" (short signals only)
- "ANY Signal" (both BUY and SELL)
4. Choose desired option and customize message template
5. Uses TradingView placeholders: {{ticker}}, {{close}}, {{time}}, etc.
All alerts fire only on confirmed bar close (no repaint).
Q: What is Scalpel Mode and should I use it?
A: Scalpel Mode waits for healthy pullbacks within established trends before signaling entry. It reduces whipsaws and improves entry timing.
Recommended ON for:
• Swing traders (want precision entries on pullbacks)
• Day traders (willing to wait for better prices)
• Risk-averse traders (prefer fewer but higher-quality entries)
Recommended OFF for:
• Scalpers (need immediate entries, can't wait for pullbacks)
• Momentum traders (want to enter on breakout, not pullback)
• Aggressive traders (prefer more opportunities over precision)
Q: Why do some duration estimates show wider ranges than others?
A: Range width reflects historical trend variability:
• Narrow range: Similar historical trends had consistent durations (high confidence)
• Wide range: Similar historical trends had varying durations (lower confidence)
Wide ranges often occur:
• Early in analysis (fewer historical trends to learn from)
• In volatile/choppy markets (inconsistent trend behavior)
• On lower timeframes (more noise, less consistency)
The median and average still provide useful targets even when range is wide.
Q: Can I customize the dashboard position and appearance?
A: Yes! Dashboard settings include:
• Position: 9 options (Top/Middle/Bottom + Left/Center/Right)
• Text Size: Auto, Tiny, Small, Normal, Large, Huge
• Show/Hide: Toggle entire dashboard on/off
Choose position that doesn't overlap important price action on your specific chart.
Q: Which timeframe should I trade on?
A: Depends on your trading style and time availability:
• 1-5 minute: Active scalping, requires constant monitoring
• 15m-1h: Day trading, check few times per session
• 4h-Daily: Swing trading, check once or twice daily
• Daily-Weekly: Position trading, check weekly
General principle: Higher timeframes produce:
• Fewer signals (less frequent)
• Higher quality setups (stronger confirmations)
• More reliable duration estimates (better statistical data)
• Less noise (clearer trends)
Start with Daily chart if new to trading. Move to lower timeframes as you gain experience.
Q: Does this work on all markets (stocks, crypto, forex)?
A: Yes, it works on all markets with trending characteristics:
Excellent for:
• Stocks (especially growth and momentum names)
• Crypto (BTC, ETH, major altcoins)
• Futures (indices, commodities)
• Forex majors (EUR/USD, GBP/USD, etc.)
Best results on:
• Trending markets (not range-bound)
• Liquid instruments (tight spreads, good fills)
• Volatile assets (clear trend development)
Less effective on:
• Range-bound/sideways markets
• Ultra-low volatility instruments
• Illiquid small-caps (use caution)
Configure Asset Type (in Advanced analysis mode) to match your instrument for best accuracy.
Q: How many signals should I expect per day/week?
A: Highly variable based on:
By Timeframe:
• 1-5 minute: 5-15 signals per session
• 15m-1h: 2-5 signals per day
• 4h-Daily: 2-5 signals per week
• Daily-Weekly: 1-2 signals per month
By Market Volatility:
• High volatility = more SuperTrend flips = more signals
• Low volatility = fewer flips = fewer signals
By Quality Filter:
• Higher threshold (60-70) = fewer but better signals
• Lower threshold (30-40) = more signals, lower quality
By Volume Momentum Filter:
• Enabled = Fewer signals (only volume-confirmed)
• Disabled = More signals (all SuperTrend flips)
Adjust quality threshold and filters to match your desired signal frequency.
Q: What's the difference between entry labels and info labels?
A:
Entry Labels (BUY/SELL):
• Your primary trading signals
• Based on SuperTrend flip + all confirmations (quality, volume, momentum)
• Include quality score and confirmation icons
• These are actionable entry points
Info Labels (Volume Spike):
• Additional market context
• Show volume events that may support or contradict trend
• 8-bar cooldown to prevent spam
• NOT necessarily entry points - contextual information only
Control separately: Can show entry labels without info labels (recommended for clean charts).
Q: Can I combine this with other indicators?
A: Absolutely! This works well with:
• RSI: For divergences and overbought/oversold conditions
• Support/Resistance: Confluence with key levels
• Fibonacci Retracements: Pullback targets in Scalpel Mode
• Price Action Patterns: Flags, pennants, cup-and-handle
• MACD: Additional momentum confirmation
• Bollinger Bands: Volatility context
This indicator provides trend direction and duration estimates - complement with other tools for entry refinement and additional confluence.
Q: Why did I get a low-quality signal? Can I filter them out?
A: Yes! Increase the Minimum Quality Score in settings.
If you're seeing signals with quality below your preference:
• Day Trading: Set minimum to 50
• Swing Trading: Set minimum to 60
• Position Trading: Set minimum to 70
Only signals meeting the threshold will appear. This reduces frequency but improves win-rate.
Q: How do I interpret the MTF Confluence count?
A: Shows how many of 6 timeframes agree with current trend:
• 6/6 aligned: Perfect agreement (extremely rare, highest confidence)
• 5/6 aligned: Very strong alignment (high confidence)
• 4/6 aligned: Good alignment (standard quality setup)
• 3/6 aligned: Moderate alignment (acceptable)
• 2/6 aligned: Weak alignment (caution)
• 1/6 aligned: Very weak (likely counter-trend)
Higher confluence typically correlates with longer, stronger trends. However, MTF analysis is optional - you can disable it and rely solely on quality scoring.
Q: Is this suitable for beginners?
A: Yes, but requires foundational knowledge:
You should understand:
• Basic trend-following concepts (higher highs, higher lows)
• Risk management principles (position sizing, stop losses)
• How to read candlestick charts
• What volume and volatility mean
Beginner-friendly features:
• Auto preset mode (zero configuration)
• Quality scoring (tells you signal strength)
• Dashboard tooltips (hover for explanations)
• duration analysis boxes (visual profit targets)
Recommended for beginners:
1. Start with "Auto" or "Swing Trading" preset on Daily chart
2. Use Standard Analysis Mode (not Advanced)
3. Set minimum quality to 60 (fewer but better signals)
4. Paper trade first for 2-4 weeks
5. Study methodology references (Minervini, O'Neil, Zanger)
Q: What is the Asset Type setting and why does it matter?
A: Asset Type (in Advanced analysis mode) adjusts duration estimates based on volatility characteristics:
• Small Cap: Explosive moves, extended trends (+30-40%)
• Biotech / Speculative: Parabolic potential, news-driven (+40%)
• Blue Chip / Large Cap: Baseline, steady trends (0% adjustment)
• Tech Growth: Momentum-driven, longer trends (+20%)
• Dividend / Value: Slower, grinding trends (-20%)
• Cyclical: Macro-driven, variable (±10%)
• Crypto / High Volatility: Parabolic potential (+30%)
Correct configuration improves Statistical accuracy by 15-20%. Using Blue Chip settings on a biotech stock may underestimate trend length (you'll exit too early).
Q: Can I backtest this indicator?
A: Yes! TradingView's Strategy Tester works with this indicator's signals.
To backtest:
1. Note the entry conditions (SuperTrend flip + quality threshold + filters)
2. Create a strategy script using same logic
3. Run Strategy Tester on historical data
Additionally, the indicator includes BUILT-IN duration estimate validation:
• System backtests its own duration estimates
• Shows accuracy metrics in dashboard and duration analysis boxes
• Helps assess reliability on your specific symbol/timeframe
Q: Why does Volume Momentum auto-disable in Scalping mode?
A: Scalping requires ultra-fast entries to catch quick moves. Volume Momentum filter adds friction by requiring volume confirmation before signaling, which can cause missed opportunities in rapid scalping.
Scalping preset is optimized for speed and frequency - the filter is counterproductive for that style. It remains enabled for Day Trading, Swing Trading, and Position Trading presets where patience improves results.
You can manually enable it in Custom mode if desired.
Q: How much historical data do I need for accurate duration estimates?
A:
Minimum: 50-100 bars (indicator will function but duration estimates less reliable)
Recommended: 500+ bars (robust statistical database)
Optimal: 1000+ bars (maximum Statistical accuracy)
More history = more completed trends = better pattern matching = more accurate duration estimates.
New symbols or newly-switched timeframes will have lower Statistical accuracy initially. Allow 2-4 weeks for the system to build historical database.
IMPORTANT DISCLAIMERS
No Guarantee of Profit:
This indicator is an educational tool and does not guarantee any specific trading results. All trading involves substantial risk of loss. Duration estimates are statistical calculations based on historical patterns and are not guarantees of future performance.
Past Performance:
Historical backtest results and Statistical accuracy statistics do not guarantee future performance. Market conditions change constantly. What worked historically may not work in current or future markets.
Not Financial Advice:
This indicator provides technical analysis signals and statistical duration estimates only. It is not financial, investment, or trading advice. Always consult with a qualified financial advisor before making investment decisions.
Risk Warning:
Trading stocks, options, futures, forex, and cryptocurrencies involves significant risk. You can lose all of your invested capital. Never trade with money you cannot afford to lose. Only risk capital you can lose without affecting your lifestyle.
Testing Required:
Always test this indicator on a demo account or with paper trading before risking real capital. Understand how it works in different market conditions. Verify Statistical accuracy on your specific instruments and timeframes before trusting it with real money.
User Responsibility:
You are solely responsible for your trading decisions. The developer assumes no liability for trading losses, incorrect duration estimates, software errors, or any other damages incurred while using this indicator.
Statistical Estimation Limitations:
Trend Duration estimates are statistical estimates based on historical pattern matching. They are NOT guarantees. Actual trend durations may differ significantly from duration estimates due to unforeseen news events, market regime changes, or lack of historical precedent for current conditions.
CREDITS & ACKNOWLEDGMENTS
Methodology Inspiration:
• Mark Minervini - Volatility Contraction Pattern (VCP) concepts and pullback entry techniques
• William O'Neil - Volume analysis principles and CANSLIM institutional buying patterns
• Dan Zanger - Momentum breakout strategies and volatility expansion entries
Technical Components:
• SuperTrend calculation - Classic ATR-based trend indicator (public domain)
• Statistical analysis - Standard median, average, range calculations
• k-Nearest Neighbors - Classic machine learning similarity matching concept
• Multi-timeframe analysis - Standard request.security implementation in Pine Script
For questions, feedback, or support, please comment below or send a private message.
Happy Trading!
Trend Continuation [OmegaTools]Trend Continuation is a trend-following and trend-continuation tool designed to highlight high-probability pullbacks within an existing directional bias. It helps discretionary and systematic traders visually isolate “continuation zones” where a retracement is more likely to resolve in favor of the prevailing trend rather than trigger a full reversal.
1. Concept and Objective
The indicator combines two key components:
1. A trend bias engine (based either on a Rolling VWAP regime or on swing market structure).
2. A pullback pressure model, which quantifies how deep and “aggressive” the recent retracement has been relative to the trend.
The goal is to identify moments where the market pulls back against the trend, builds enough “reversal pressure,” and then shows signs that the trend is likely to **continue** rather than flip. When specific conditions are met, the indicator highlights bars and plots reference levels that can be used as potential continuation zones, filters, or confluence areas in a broader trading plan.
2. Trend Bias Modes
The primary trend direction is defined through the `Trend Mode` input:
* **RVWAP Mode (default)**
The script computes two rolling volume-weighted average prices over different lengths:
* A **shorter-term rolling VWAP**
* A **longer-term rolling VWAP**
When the shorter RVWAP is above the longer one, the bias is set to **bullish (+1)**. When it is below, the bias is **bearish (-1)**.
This creates a smooth, volume-weighted trend definition that tends to adapt to shifting regimes and filters out minor noise.
* **Market Structure Mode**
In this mode, trend bias is derived from **pivot highs and lows**:
* When price breaks above a recent pivot high, the bias flips to **bullish (+1)**.
* When price breaks below a recent pivot low, the bias flips to **bearish (-1)**.
This approach is more structurally oriented and reacts to significant swing breaks rather than just moving-average style relationships.
If no clear condition is met, the internal bias can temporarily be neutral, though the main design assumes working with clearly bullish or bearish environments.
3. Pullback and Reversal Pressure Logic
Once the trend bias is defined, the indicator measures **pullback intensity** against that trend:
* A **lookback window (“Pullback Length”)** scans recent highs and lows:
* In an uptrend, it tracks the **highest high** over the window and measures how far the current low pulls back from that high.
* In a downtrend, it tracks the **lowest low** and measures how far the current high bounces up from that low.
* This distance is converted into a **“reversal pressure” value**:
* In a bullish bias, deeper pullbacks (lower lows relative to the recent high) indicate stronger counter-trend pressure.
* In a bearish bias, stronger rallies (higher highs relative to the recent low) indicate stronger counter-trend pressure.
The raw reversal pressure is then smoothed with a long-term moving average to separate normal retracements from **statistically significant extremes**.
4. Thresholds and Histogram Coloring
To avoid reacting to every minor pullback, the indicator builds a **dynamic threshold** using a combination of:
* Long-term averages of reversal pressure.
* Standard deviation of reversal pressure.
* High-percentile values of reversal behavior over different sample sizes.
From this, a **threshold line** is derived, and the script then compares the current reversal pressure to this adaptive level:
* The **Reversal Histogram** (column plot) represents the excess reversal pressure above its own long-term average.
* When:
* There is a valid bullish or bearish bias, and
* The histogram is above the dynamic threshold,
the bars of the histogram are **colored**:
* Blue (or a similar “positive” color) in bullish bias.
* Red/pink (or a similar “negative” color) in bearish bias.
* When reversal pressure is below threshold or bias is not relevant, the histogram remains **neutral gray**.
These colored histogram segments represent **“high-tension” pullback states**, where counter-trend pressure has reached an extreme that, historically, often resolves with the original trend continuing rather than fully reversing.
5. Continuation Level and Bar Coloring on Price Chart
To connect the oscillator logic back to the chart:
* A **continuation reference level** is computed on the price series:
* In an uptrend, this is derived by subtracting the threshold from recent highs.
* In a downtrend, it is derived by adding the threshold to recent lows.
* This level is plotted as a **line on the price chart** (only when the trend bias is stable), acting as a visual guide for:
* Potential continuation zones,
* Possible stop-placement or invalidation areas,
* Or filters for entries/exits.
The bars are then **colored** when price crosses or interacts with these levels in the direction of the trend:
* In a bullish bias, bars closing below the continuation level can be highlighted as potential **deep pullback/continuation opportunities** or as warning signals, depending on the user’s playbook.
* In a bearish bias, bars closing above the continuation level are similarly highlighted.
This makes it easy to see where the oscillator’s “extreme pullback” conditions align with structural movements on the actual price bars.
6. Embedded Win-Rate Estimation (WR Table)
The script also includes an internal **win-rate style metric (WR%)** displayed in a small table on the chart:
* It tracks occurrences where:
* A valid bullish or bearish bias is present, and
* The Reversal Histogram is **above the threshold** (i.e., histogram is colored).
* It then approximates the **probability that the trend bias does not change** following such high-pressure pullback events.
* The WR value is shown as a percentage and represents, in essence, the **historical trend-continuation rate** under these specific conditions over the most recent sample of events.
This is not a formal statistical test and does not guarantee future performance, but it provides a quick visual indication of how often these continuation setups have led to **trend persistence** in the recent past.
7. How to Use in Practice
Typical applications include:
Trend-following entries on pullbacks
Identify the main trend using either RVWAP or Market Structure mode.
Wait for a colored histogram bar (reversal pressure above threshold).
Use the continuation reference line and bar coloring on the price chart to refine entry zones or invalidation levels.
Filtering signals from other systems
Run the indicator in the background to confirm trend continuation conditions before taking signals from another strategy (e.g., breakouts or momentum entries).
Only act on long signals when the bias is bullish and a high-pressure pullback has recently occurred; similarly for short signals in bearish conditions.
Risk management and trend monitoring
Monitor when reversal pressure is building against your current position.
Use shifts in bias combined with high reversal pressure to re-evaluate or scale out of trend-following trades.
Recommended steps:
1. Choose your Trend Mode:
- RVWAP for smoother, regime-style trend detection.
- Market Structure for swing-based structural changes.
2. Adjust Trend Length and Pullback Length to match your timeframe (shorter for intraday, longer for swing/position trading).
3. Observe where histogram colors appear and how price reacts around the continuation line and highlighted bars.
4. Integrate these signals into a pre-defined trading plan with clear entry, exit, and risk rules.
8. Limitations and Disclaimer
* This tool is a **technical analysis aid**, not a complete trading system.
* Past behavior of trend continuation or reversal pressure does **not** guarantee future results.
* The embedded WR metric is a **descriptive statistic** based on recent historical conditions only; it is not a promise of performance or a robust statistical forecast.
* All parameters (lengths, thresholds, modes) are user-configurable and should be **tested and validated** on your own data, instruments, and timeframes before any live use.
Disclaimer
This indicator is provided for informational and educational purposes only and does not constitute financial, investment, or trading advice. Trading and investing in financial markets involve substantial risk, including the possible loss of all capital. You are solely responsible for your own trading decisions and for evaluating all information provided by this tool. OmegaTools and the author of this script expressly disclaim any liability for any direct or indirect loss resulting from the use of this indicator. Always consult with a qualified financial professional before making any investment decisions.
Swing High-Low Line ConnectorSwing High-Low Line Connector is a simple and intuitive tool that automatically detects swing highs and swing lows using fractal-style pivot logic and connects them with clean, continuous lines. This indicator helps traders visualize market structure, trend shifts, and swing-based support/resistance levels at a glance.
The script identifies each confirmed swing point based on a user-defined lookback window (left/right bars). When a new swing is confirmed, the indicator updates the previous leg or creates a new one, effectively drawing the classic “zigzag-style” connections used in discretionary trading and price-action analysis.
A dynamic tail extension is included to show the most recent swing extending toward the current price. By default, the tail follows a ZigZag-style logic—extending upward after a swing low and downward after a swing high—but users can also anchor it to Close, High, Low, or HL2.
Features
Automatic detection of swing highs and swing lows
Clean line connections between swings (similar to discretionary market-structure mapping)
Proper consolidation handling: weaker highs/lows are ignored
Optional ZigZag-style dynamic tail extension
Fully customizable lookback window, line color, and line width
Works on any market and timeframe
Use Cases
Identifying market structure (HH, HL, LH, LL)
Visualizing trend transitions
Spotting breakout levels and swing-based support/resistance
Aiding discretionary swing trading, trend following, or pattern recognition
This indicator keeps the logic simple and visual—ideal for traders who prefer clean chart structure without unnecessary noise.
Liquidity ThermometerThis is a universal indicator that assesses market liquidity based on five key market parameters: volume, volatility, candlestick range, body size, and price momentum.
The indicator does not use open interest data and is suitable for all markets, including spot, futures, and Forex.
This indicator normalizes each metric historically and creates a composite index between 0 and 1, where higher values correspond to a stable and calm market environment, and lower values indicate periods of increased risk and potential liquidity stress.
LT generates an integral liquidity index in the range based on five normalized components:
-nVol — normalized volume, reflecting trading density and activity.
-nATR — the volatility component (ATR), inverted, as high volatility is typically associated with declining liquidity.
-nRange — the normalized candlestick range, also inverted to assess the structural narrowness of the price movement.
-nBody — the normalized candlestick body size (|close − open|), inverted to assess the balance of supply and demand.
-nMove — the normalized value of the price impulse movement (|Δclose|), reflecting short-term price spikes.
Each metric is linearly normalized over a sliding window (200 bars) using the formula:
norm(x) = (x − min) / (max − min),
where at max = min, the value is fixed at 0.5 to ensure stability.
The ALT index is calculated as a weighted combination:
ALT = 0.35 nVol + 0.20 (1 − nATR) + 0.20 (1 − nRange) + 0.15 (1 − nBody) + 0.10 (1 − nMove)
The result is further smoothed using EMA(3) to reduce micronoise.
Red Zone (MLI < 0.25) — Risk, Thin Liquidity
When the indicator falls into the red zone, it means the market is extremely volatile:
Characteristics:
Low volume — small trades have a strong impact on the price.
High volatility — candlesticks rise or fall sharply.
Wide candlestick range — the market is "breathing heavily," easily breaking price extremes.
Impulsive movements — small market shocks lead to sharp spikes.
Thin liquidity — few orders in the order book, large orders "eat up" the market.
What this means for a trader:
🔥 High risk of spikes and false breakouts.
⚠ Possible series of liquidations on leverage.
❌ It is not recommended to enter long or short positions without a filter or protection.
✅ Can be used for short scalping strategies if you know the entry point, but very carefully.
Green Zone (MLI > 0.75) — High Liquidity, Safe Zone
When the indicator rises into the green zone, it means the market is stable and balanced:
Characteristics:
High volume — the market is deep, orders are executed without a strong impact on the price.
Low volatility — candlesticks are stable, no sharp spikes.
Narrow candlestick range — price moves calmly.
Weak impulse movements — no sharp surges.
Sufficient liquidity — the market can handle large orders.
What this means for a trader:
✅ Safe zone for opening positions.
🔄 Easier to set stop-loss and take-profit orders.
💡 You can trade both up and down, the risk of sharp movements is minimal.
⚡ Under these conditions, there is a lower risk of spikes and accidental liquidations.
It does not predict price movements or guarantee results. It is an analytical tool intended for additional research into market structure.
Rage of UltronRage of Ultron - Multi-Timeframe Smart Money Trading System
Advanced Confluence-Based Trading Indicator
Rage of Ultron is a comprehensive multi-timeframe trading system that combines Smart Money Concepts (SMC) with macro market context, RSI divergences, liquidity sweeps, and volume analysis to identify high-probability setups across all markets.
Key Features
Multi-Timeframe Alignment
* Weekly Bias - Directional trend context
* Daily Structure - Order Blocks and Fair Value Gaps
* 4H Confirmation - Entry timing and execution
* Real-time MTF alignment scoring (🟢 Bull Aligned / 🔴 Bear Aligned / 🟡 Mixed)
Smart Money Concepts
* Order Blocks (OB) - Institutional entry zones with visual clarity
* Fair Value Gaps (FVG) - Price imbalances and retracement magnets
* Change of Character (CHoCH) - Market structure breaks (▲▼)
* Liquidity Sweeps - Stop hunt detection before reversals (💧)
Technical Analysis
* RSI Divergences - Regular and hidden divergences with zones (◆)
* RSI Swing Failure Patterns - Grade-A reversal setups (★)
* Automatic Fibonacci - Dynamic retracements and extensions
* Volume Impulse Detection - Weighted confirmation signals
Macro Market Radar
* DXY - Dollar strength assessment
* BTC Dominance - Crypto market risk gauge
* USDT Dominance - Stablecoin flow analysis
* Combined risk environment scoring
Confluence Scoring System (0-7)
Quantified setup quality with three alert tiers:
* Tier 1 (Score 6-7): Full confluence + sweep + volume + MTF alignment
* Tier 2 (Score 5): High confluence + volume or sweep
* Tier 3 (Score 4): Standard confluence setups
"Rage" Volume State
* 🟢 RAGE PULSE - Explosive volume spike (score 6+ trigger)
* ⚡ Active - Strong volume with good confluence
* 🟡 Stable - Moderate volume conditions
* 🔴 Dormant - Low volume, wait for confirmation
Visual Design
* Clean Zone Rendering - Persistent OB/FVG boxes with limited extension
* Signal Bar Highlighting - Colored fills and contrasting borders for instant recognition
* Dynamic Symbol Placement - ATR-based offset prevents overlap
* Comprehensive Panel - Real-time macro + trade metrics in one view
* Toggleable Legend - Learn signals, hide once familiar
How to Use
1. Set Your Timeframes - Default 1W/1D/4H works for swing trading
2. Monitor Macro Environment - Check risk-on/off context
3. Wait for Confluence ≥4 - Let multiple signals align
4. Enter on Tier 1/2 Alerts - Best probability setups
5. Use Fib Extensions for Targets - Systematic profit taking
Customizable Settings
* Multi-timeframe periods
* RSI length and divergence sensitivity
* Liquidity sweep parameters
* Fibonacci swing lookback
* Volume thresholds
* Shape offset multiplier
* Visual toggles (Fibs, extensions, legend)
Built-in Alert System
Three-tier alert structure lets you filter by setup quality. Set alerts for Tier 1 only for highest conviction trades, or include Tier 2 for more opportunities.
Best Practices
* Use on clean timeframes - 1H+ for less noise
* Combine with support/resistance - Zones near key levels = highest probability
* Respect the macro - Don't fight extreme risk-off environments
* Wait for the full stack - Best trades have 4+ aligned signals
* Practice on demo first - Learn signal behavior in your market
Works On
* Cryptocurrency (spot & futures)
* Forex pairs
* Stock indices
* Individual stocks
* Commodities
Note: This indicator identifies potential setups but does not guarantee profits. Always use proper risk management, position sizing, and stops. Past performance does not predict future results.
Created by cdotgnz | For educational purposes
SuperTrend Dual RMAOverview
The SuperTrend Dual RMA is a hybrid volatility-based trend-following system that merges two Relative Moving Averages (RMAs) with an Average True Range (ATR)–anchored SuperTrend framework. The primary purpose of this indicator is to offer a smoother and more reliable depiction of directional bias while maintaining sensitivity to price volatility and market volume.
Traditional SuperTrend implementations typically rely on a single moving average and a fixed volatility envelope. This dual RMA structure introduces an adaptive central tendency line that reacts proportionally to both price and volume, allowing for more nuanced identification of trend reversals and continuation patterns.
**Core Concept**
The indicator is built around two key principles — smoothing and volatility adaptation.
1. **Smoothing:** The use of two separate RMAs with configurable lengths creates a dynamic equilibrium between short-term responsiveness and long-term stability. The first RMA captures near-term directional shifts, while the second provides broader market context. The average of both becomes the foundation of the SuperTrend bands.
2. **Volatility Adaptation:** The ATR multiplier and period define the distance between upper and lower bands relative to recent volatility. This ensures that the SuperTrend line remains flexible across varying market conditions — expanding during high volatility and contracting during calm phases.
**Calculation Steps**
* The indicator first computes two volume-weighted RMAs based on the typical price (`hlc3`) multiplied by trading volume.
* Each RMA is normalized by the smoothed volume to maintain proportional weighting.
* These two RMAs are averaged to produce a “basis line” that reflects the current market consensus price.
* The ATR is calculated over a user-defined period, then multiplied by a volatility factor (ATR multiplier).
* The resulting ATR value defines dynamic upper and lower thresholds around the basis line.
* Trend direction is determined by price closing behavior relative to these thresholds:
* When the closing price exceeds the upper band, the trend is considered bullish.
* When it drops below the lower band, the trend turns bearish.
* If price remains within the bands, the prior trend direction is maintained for consistency.
**Visual Structure**
The SuperTrend Dual RMA provides multiple layers of visual feedback for enhanced interpretation:
* Two distinct RMA lines (short and long) are plotted with complementary colors for contrast and clarity.
* A soft fill between the RMA lines highlights the interaction between short- and medium-term momentum.
* The ATR-based SuperTrend bands are drawn above and below the basis, with adaptive coloring that corresponds to the prevailing trend direction.
* Bar colors automatically adjust to reflect bullish or bearish bias, making it easy to identify trend shifts without relying solely on crossovers.
* Optional triangle markers appear below or above bars to signal potential buy or sell opportunities based on crossover logic.
**Signals and Alerts**
The indicator provides real-time crossover detection:
* **Buy Signal:** Triggered when the closing price moves above the SuperTrend line, confirming potential bullish continuation or reversal.
* **Sell Signal:** Triggered when the closing price drops below the SuperTrend line, indicating possible bearish momentum or reversal.
Both conditions have built-in `alertcondition()` functions, allowing users to set automated alerts for trading or monitoring purposes. This enables integration with TradingView’s alert system for push notifications, emails, or webhook connections.
**Usage Guidelines**
* **Trend Identification:** Use the color-coded trend line and bar color as a visual guide to the current directional bias.
* **Entry and Exit Timing:** Consider entering trades when a new crossover alert appears, preferably in the direction of the overall higher-timeframe trend.
* **Parameter Tuning:** Adjust the RMA lengths and ATR parameters based on asset volatility. Shorter RMA and ATR settings provide faster reactions, suitable for intraday or high-frequency trading, while longer configurations better fit swing or position strategies.
* **Risk Management:** Because the SuperTrend inherently acts as a dynamic stop level, traders can use the opposite band or SuperTrend line as a trailing stop or exit signal.
**Practical Applications**
* Trend confirmation in multi-timeframe strategies.
* Adaptive trailing stop placement using the lower or upper band.
* Visual comparison of volume-weighted price movement against volatility envelopes.
* Integration into algorithmic trading systems as a signal filter or trend bias component.
* Identification of overextended conditions when price significantly diverges from the SuperTrend basis.
**Originality and Advantages**
The SuperTrend Dual RMA differentiates itself from conventional SuperTrend scripts through three innovative design choices:
1. **Dual Volume-Weighted RMAs:** By incorporating two RMAs weighted by trading volume, the indicator accounts for liquidity dynamics, producing smoother and more reliable averages compared to price-only calculations.
2. **Anchored SuperTrend Framework:** The SuperTrend bands are not derived from a fixed source (such as a single close or median price) but from a blended RMA basis, making them more adaptable to varying market behaviors.
3. **Integrated Multi-Layer Visualization:** The inclusion of filled regions between RMAs, dynamic band coloring, and bar tinting enhances readability and analytical depth without overwhelming the chart.
These improvements collectively create a more balanced and data-rich representation of market structure, offering a higher degree of analytical precision. It’s suitable for traders seeking both discretionary and systematic use, as the indicator’s logic is transparent and compatible with alert-based or automated workflows.
**Summary**
The SuperTrend Dual RMA is a refined evolution of the classic SuperTrend, optimized for traders who value smoother directional tracking and more intelligent volatility adaptation. It blends two time-sensitive, volume-aware moving averages with an ATR-derived volatility system to deliver reliable, actionable trend information. Its visual design, adaptive responsiveness, and integrated alert functionality make it a complete solution for identifying and managing trends across multiple asset classes and timeframes.
DEMA Flow [Alpha Extract]A sophisticated trend identification system that combines Double Exponential Moving Average methodology with advanced HL median filtering and ATR-based band detection for precise trend confirmation. Utilizing dual-layer smoothing architecture and volatility-adjusted breakout zones, this indicator delivers institutional-grade flow analysis with minimal lag while maintaining exceptional noise reduction. The system's intelligent band structure with asymmetric ATR multipliers provides clear trend state classification through price position analysis relative to dynamic threshold levels.
🔶 Advanced DEMA Calculation Engine
Implements double exponential moving average methodology using cascaded EMA calculations to significantly reduce lag compared to traditional moving averages. The system applies dual smoothing through sequential EMA processing, creating a responsive yet stable trend baseline that maintains sensitivity to genuine market structure changes while filtering short-term noise.
// Core DEMA Framework
dema(src, length) =>
EMA1 = ta.ema(src, length)
EMA2 = ta.ema(EMA1, length)
DEMA_Value = 2 * EMA1 - EMA2
DEMA_Value
// Primary Calculation
DEMA = dema(close, DEMA_Length)
2H
🔶 HL Median Filter Smoothing Architecture
Features sophisticated high-low median filtering using rolling window analysis to create ultra-smooth trend baselines with outlier resistance. The system constructs dynamic arrays of recent DEMA values, sorts them for median extraction, and handles both odd and even window lengths for optimal smoothing consistency across all market conditions.
// HL Median Filter Logic
hlMedian(src, length) =>
window = array.new_float()
for i = 0 to length - 1
array.push(window, src)
array.sort(window)
// Median Extraction
lenW = array.size(window)
median = lenW % 2 == 1 ?
array.get(window, lenW / 2) :
(array.get(window, lenW/2 - 1) + array.get(window, lenW/2)) / 2
// Smooth DEMA Calculation
Smooth_DEMA = hlMedian(DEMA_Value, HL_Filter_Length)
🔶 ATR Band Construction Framework
Implements volatility-adaptive band structure using Average True Range calculations with asymmetric multiplier configuration for optimal trend identification. The system creates upper and lower threshold bands around the smoothed DEMA baseline with configurable ATR multipliers, enabling precise trend state determination through price breakout analysis.
// ATR Band Calculation
atrBands(src, atr_length, upper_mult, lower_mult) =>
ATR = ta.atr(atr_length)
Upper_Band = src + upper_mult * ATR
Lower_Band = src - lower_mult * ATR
// Band Generation
= atrBands(Smooth_DEMA, ATR_Length, Upper_ATR_Mult, Lower_ATR_Mult)
15min
🔶 Intelligent Flow Signal Engine
Generates binary trend states through band breakout detection, transitioning to bullish flow when price exceeds upper band and bearish flow when price breaches lower band. The system maintains flow state persistence until opposing band breakout occurs, providing clear trend classification without whipsaw signals during normal volatility fluctuations.
🔶 Comprehensive Visual Architecture
Provides multi-dimensional flow visualization through color-coded DEMA line, trend-synchronized candle coloring, and bar color overlay for complete chart integration. The system uses institutional color scheme with neon green for bullish flow, neon red for bearish flow, and neutral gray for undefined states with configurable band visibility.
🔶 Asymmetric Band Configuration
Features intelligent asymmetric ATR multiplier system with default upper multiplier of 2.1 and lower multiplier of 1.5, optimizing for market dynamics where upside breakouts often require stronger momentum confirmation than downside breaks. This configuration reduces false signals while maintaining sensitivity to genuine flow changes.
🔶 Dual-Layer Smoothing Methodology
Combines DEMA's inherent lag reduction with HL median filtering to create exceptional smoothing without sacrificing responsiveness. The system first applies double exponential smoothing for initial noise reduction, then applies median filtering to eliminate outliers and create ultra-clean flow baseline suitable for high-frequency and institutional trading applications.
🔶 Alert Integration System
Features comprehensive alert framework for flow state transitions with customizable notifications for bullish and bearish flow confirmations. The system provides real-time alerts on crossover events with clear directional indicators and exchange/ticker integration for multi-symbol monitoring capabilities.
🔶 Performance Optimization Framework
Utilizes efficient array management with optimized median calculation algorithms and minimal variable overhead for smooth operation across all timeframes. The system includes intelligent bar indexing for median filter initialization and streamlined flow state tracking for consistent performance during extended analysis periods.
🔶 Why Choose DEMA Flow ?
This indicator delivers sophisticated flow identification through dual-layer smoothing architecture and volatility-adaptive band methodology. By combining DEMA's reduced-lag characteristics with HL median filtering and ATR-based breakout zones, it provides institutional-grade flow analysis with exceptional noise reduction and minimal false signals. The system's asymmetric band structure and comprehensive visual integration make it essential for traders seeking systematic trend-following approaches across cryptocurrency, forex, and equity markets with clear entry/exit signals and comprehensive alert capabilities for automated trading strategies.
Quantura - Session High/LowIntroduction
“Quantura – Session High/Low” is a professional-grade session mapping indicator that automatically identifies and visualizes the highs, lows, and ranges of key global trading sessions — London, New York, and Asia. It helps traders understand when and where liquidity tends to accumulate, allowing for better market structure analysis and session-based strategy alignment.
Originality & Value
This indicator unifies the three most influential global sessions into a single, adaptive visualization tool. Unlike typical session indicators, it dynamically updates live session highs and lows in real time while marking session boundaries and transitions. Its multi-session management system allows for immediate recognition of overlapping liquidity zones — a crucial feature for institutional and intraday traders.
The value and originality come from:
Real-time tracking of session highs, lows, and developing ranges.
Simultaneous visualization of multiple global sessions.
Optional vertical range lines for clearer visual segmentation.
Customizable session times, colors, and time zone offset for global accuracy.
Automatically extending and updating lines as each session progresses.
Functionality & Core Logic
Detects the start and end of each trading session (London, New York, Asia) using built-in time logic and user-defined UTC offsets.
Initializes session-specific high and low variables at the start of each new session.
Continuously updates session high/low levels as new candles form.
Draws color-coded horizontal lines for each session’s high and low.
Optionally adds vertical dotted lines to visually connect session range extremes.
Locks each session’s range once it ends, preserving historical structure for review.
Parameters & Customization
New York Session: Enable/disable, customize time (default 15:30–21:30), and set color.
London Session: Enable/disable, customize time (default 09:00–16:30), and set color.
Asia Session: Enable/disable, customize time (default 02:30–08:00), and set color.
Vertical Line: Toggle dotted vertical lines connecting session high and low levels.
UTC Offset: Adjust session timing to align with your chart’s local time zone.
Visualization & Display
Each session is color-coded for quick identification (default: blue for London, red for New York, green for Asia).
Horizontal lines track evolving session highs and lows in real time.
Once a session closes, the lines remain fixed to mark historical range boundaries.
Vertical dotted lines (optional) visually connect the session’s high and low for clarity.
Supports full overlay display without interfering with other technical indicators.
Use Cases
Identify liquidity zones and range extremes formed during active trading sessions.
Observe session overlaps (London–New York) to anticipate volatility spikes.
Combine with volume or market structure tools for session-based confluence.
Track how price interacts with prior session highs/lows to detect potential reversals.
Analyze session-specific performance patterns for algorithmic or discretionary systems.
Limitations & Recommendations
The indicator is designed for intraday analysis and may not provide meaningful output on daily or higher timeframes.
Adjust session times and UTC offset based on your broker’s or exchange’s timezone.
Does not provide trading signals — it visualizes session structure only.
Combine with liquidity and volatility indicators for full contextual understanding.
Markets & Timeframes
Compatible with all asset classes — including crypto, forex, indices, and commodities — and optimized for intraday timeframes (1m–4h). Particularly useful for traders analyzing session overlaps and volatility transitions.
Author & Access
Developed 100% by Quantura. Published as a Open-source script indicator. Access is free.
Compliance Note
This description fully complies with TradingView’s Script Publishing Rules and House Rules . It provides a detailed explanation of functionality, parameters, and realistic use cases without making any performance or predictive claims.
chart Pattern & Candle sticks Strategy# **XAUUSD Pattern & Candle Strategy - Complete Description**
## **Overview**
This Pine Script indicator is a comprehensive multi-factor trading system specifically designed for **XAUUSD (Gold) scalping and swing trading**. It combines classical technical analysis methods including candlestick patterns, chart patterns, moving averages, and volume analysis to generate high-probability buy/sell signals with automatic stop-loss and take-profit levels.
***
## **Core Components**
### **1. Moving Average System (Triple MA)**
**Purpose:** Identifies trend direction and momentum
- **Fast MA (20-period)** - Short-term price action
- **Medium MA (50-period)** - Intermediate trend
- **Slow MA (200-period)** - Long-term trend direction
**How it works:**
- **Bullish alignment**: MA20 > MA50 > MA200 (all pointing up)
- **Bearish alignment**: MA20 < MA50 < MA200 (all pointing down)
- **Crossover signals**: When Fast MA crosses Medium MA, it triggers buy/sell signals
- **Choice of SMA or EMA**: Adjustable based on preference
**Visual indicators:**
- Blue line = Fast MA
- Orange line = Medium MA
- Light red line = Slow MA
- Green background tint = Bullish trend
- Red background tint = Bearish trend
---
### **2. Candlestick Pattern Recognition (13 Patterns)**
**Purpose:** Identifies reversal and continuation signals based on price action
#### **Bullish Patterns (Signal potential upward moves):**
1. **Hammer** 🔨
- Long lower wick (2x body size)
- Small body at top
- Indicates rejection of lower prices (buyers stepping in)
- Best at support levels
2. **Inverted Hammer**
- Long upper wick
- Small body at bottom
- Shows buying pressure despite initial selling
3. **Bullish Engulfing** 📈
- Green candle completely engulfs previous red candle
- Strong reversal signal
- Body must be 1.2x larger than previous
4. **Morning Star** ⭐
- 3-candle pattern
- Red candle → Small indecision candle → Large green candle
- Powerful reversal at bottoms
5. **Piercing Line** ⚡
- Green candle closes above 50% of previous red candle
- Indicates strong buying interest
6. **Bullish Marubozu**
- Almost no wicks (95% body)
- Very strong bullish momentum
- Body must be 1.3x average size
#### **Bearish Patterns (Signal potential downward moves):**
7. **Shooting Star** 💫
- Long upper wick
- Small body at bottom
- Indicates rejection of higher prices (sellers in control)
- Best at resistance levels
8. **Hanging Man**
- Similar to hammer but appears at top
- Warning of potential reversal down
9. **Bearish Engulfing** 📉
- Red candle completely engulfs previous green candle
- Strong reversal signal
10. **Evening Star** 🌙
- 3-candle pattern (opposite of Morning Star)
- Green → Small → Large red candle
- Powerful top reversal
11. **Dark Cloud Cover** ☁️
- Red candle closes below 50% of previous green candle
- Indicates strong selling pressure
12. **Bearish Marubozu**
- Almost no wicks, pure red body
- Very strong bearish momentum
#### **Neutral Pattern:**
13. **Doji**
- Open and close nearly equal (tiny body)
- Indicates indecision
- Often precedes major moves
**Detection Logic:**
- Compares body size, wick ratios, and position relative to previous candles
- Uses 14-period average body size as reference
- All patterns validated against volume confirmation
***
### **3. Chart Pattern Recognition**
**Purpose:** Identifies major support/resistance and reversal patterns
#### **Patterns Detected:**
**Double Bottom** 📊 (Bullish)
- Two lows at approximately same level
- Indicates strong support
- Breakout above neckline triggers buy signal
- Most reliable at major support zones
**Double Top** 📊 (Bearish)
- Two highs at approximately same level
- Indicates strong resistance
- Breakdown below neckline triggers sell signal
- Most reliable at major resistance zones
**Support & Resistance Levels**
- Automatically plots recent pivot highs (resistance)
- Automatically plots recent pivot lows (support)
- Uses 3-bar strength for validation
- Levels shown as dashed horizontal lines
**Price Action Patterns**
- **Uptrend detection**: Higher highs + higher lows
- **Downtrend detection**: Lower highs + lower lows
- Confirms overall market structure
***
### **4. Volume Analysis**
**Purpose:** Confirms signal strength and filters false signals
**Metrics tracked:**
- **Volume MA (20-period)**: Baseline average volume
- **High volume threshold**: 1.5x the volume average
- **Volume increase**: Current volume > previous 2 bars
**How it's used:**
- All buy/sell signals **require volume confirmation**
- High volume = institutional participation
- Low volume signals are filtered out
- Prevents whipsaw trades during quiet periods
**Visual indicator:**
- Dashboard shows "High" volume in orange when active
- "Normal" shown in gray during low volume
***
### **5. Signal Generation Logic**
**BUY SIGNALS triggered when ANY of these occur:**
1. **Candlestick + Volume**
- Bullish candle pattern detected
- High volume confirmation
- Price above Fast MA
2. **MA Crossover + Volume**
- Fast MA crosses above Medium MA
- High volume confirmation
3. **Double Bottom Breakout**
- Price breaks above support level
- Volume confirmation present
4. **Trend Continuation**
- Uptrend structure intact (higher highs/lows)
- All MAs in bullish alignment
- Price above Fast MA
- Volume confirmation
**SELL SIGNALS triggered when ANY of these occur:**
1. **Candlestick + Volume**
- Bearish candle pattern detected
- High volume confirmation
- Price below Fast MA
2. **MA Crossunder + Volume**
- Fast MA crosses below Medium MA
- High volume confirmation
3. **Double Top Breakdown**
- Price breaks below resistance level
- Volume confirmation present
4. **Trend Continuation**
- Downtrend structure intact (lower highs/lows)
- All MAs in bearish alignment
- Price below Fast MA
- Volume confirmation
***
### **6. Risk Management System**
**Automatic Stop Loss Calculation:**
- Based on ATR (Average True Range) - 14 periods
- **Formula**: Entry price ± (ATR × SL Multiplier)
- **Default multiplier**: 1.5 (adjustable)
- Adapts to market volatility automatically
**Automatic Take Profit Calculation:**
- **Formula**: Entry price ± (ATR × TP Multiplier)
- **Default multiplier**: 2.5 (adjustable)
- **Default Risk:Reward ratio**: 1:1.67
- Higher TP multiplier = more aggressive targets
**Position Management:**
- Tracks ONE position at a time (no pyramiding)
- Automatically closes position when:
- Stop loss is hit
- Take profit is reached
- Opposite MA crossover occurs
- Prevents revenge trading and over-leveraging
**Visual Representation:**
- **Red horizontal line** = Stop Loss level
- **Green horizontal line** = Take Profit level
- Lines remain on chart while position is active
- Automatically disappear when position closes
***
### **7. Visual Elements**
**On-Chart Displays:**
1. **Moving Average Lines**
- Fast MA (Blue, thick)
- Medium MA (Orange, thick)
- Slow MA (Red, thin)
2. **Support/Resistance**
- Green crosses = Support levels
- Red crosses = Resistance levels
3. **Buy/Sell Arrows**
- Large GREEN "BUY" label below bars
- Large RED "SELL" label above bars
4. **Pattern Labels** (Small markers)
- "Hammer", "Bull Engulf", "Morning Star" (green, below bars)
- "Shooting Star", "Bear Engulf", "Evening Star" (red, above bars)
- "Double Bottom" / "Double Top" (blue/orange)
5. **Signal Detail Labels** (Medium size)
- Shows signal reason (e.g., "Bullish Candle", "MA Cross Up")
- Displays Entry, SL, and TP prices
- Color-coded (green for long, red for short)
6. **Background Coloring**
- Light green tint = Bullish MA alignment
- Light red tint = Bearish MA alignment
***
### **8. Information Dashboard**
**Top-right corner table showing:**
| Metric | Description |
|--------|-------------|
| **Position** | Current trade status (LONG/SHORT/None) |
| **MA Trend** | Overall trend direction (Bullish/Bearish/Neutral) |
| **Volume** | Current volume status (High/Normal) |
| **Pattern** | Last detected candlestick pattern |
| **ATR** | Current volatility measurement |
**Purpose:**
- Quick at-a-glance market assessment
- Real-time position tracking
- No need to check multiple indicators
***
### **9. Alert System**
**Complete alert coverage for:**
✅ **Entry Alerts**
- "Buy Signal" - Triggers when buy conditions met
- "Sell Signal" - Triggers when sell conditions met
✅ **Exit Alerts**
- "Long TP Hit" - Take profit reached on long position
- "Long SL Hit" - Stop loss triggered on long position
- "Short TP Hit" - Take profit reached on short position
- "Short SL Hit" - Stop loss triggered on short position
**How to use:**
1. Click "Create Alert" button
2. Select desired alert from dropdown
3. Set notification method (popup, email, SMS, webhook)
4. Never miss a trade opportunity
***
## **Recommended Settings**
### **For Scalping (Quick trades):**
- **Timeframe**: 5-minute
- **Fast MA**: 9
- **Medium MA**: 21
- **Slow MA**: 50
- **SL Multiplier**: 1.0
- **TP Multiplier**: 2.0
- **Volume Threshold**: 1.5x
### **For Swing Trading (Longer holds):**
- **Timeframe**: 1-hour or 4-hour
- **Fast MA**: 20
- **Medium MA**: 50
- **Slow MA**: 200
- **SL Multiplier**: 2.0
- **TP Multiplier**: 3.0
- **Volume Threshold**: 1.3x
### **Best Trading Hours for XAUUSD:**
- **Asian Session**: 00:00 - 08:00 GMT (lower volatility)
- **London Session**: 08:00 - 16:00 GMT (high volatility) ⭐
- **New York Session**: 13:00 - 21:00 GMT (highest volume) ⭐
- **London-NY Overlap**: 13:00 - 16:00 GMT (BEST for scalping) 🔥
***
## **How to Use This Strategy**
### **Step 1: Setup**
1. Open TradingView
2. Load XAUUSD chart
3. Select timeframe (5m, 15m, 1H, or 4H)
4. Add indicator from Pine Editor
5. Adjust settings based on your trading style
### **Step 2: Wait for Signals**
- Watch for GREEN "BUY" or RED "SELL" labels
- Check the signal reason in the detail label
- Verify dashboard shows favorable conditions
- Confirm volume is "High" (not required but preferred)
### **Step 3: Enter Trade**
- Enter at market or limit order near signal price
- Note the displayed Entry, SL, and TP prices
- Set your broker's SL/TP to match indicator levels
### **Step 4: Manage Position**
- Watch for SL/TP lines on chart
- Monitor dashboard for trend changes
- Exit manually if opposite MA crossover occurs
- Let SL/TP do their job (don't move them!)
### **Step 5: Review & Learn**
- Track win rate over 20+ trades
- Adjust multipliers if needed
- Note which patterns work best for you
- Refine entry timing
***
## **Key Advantages**
✅ **Multi-confirmation approach** - Reduces false signals significantly
✅ **Automatic risk management** - No manual calculation needed
✅ **Adapts to volatility** - ATR-based SL/TP adjusts to market conditions
✅ **Volume filtered** - Ensures institutional participation
✅ **Visual clarity** - Easy to understand at a glance
✅ **Complete alert system** - Never miss opportunities
✅ **Pattern education** - Learn patterns as they appear
✅ **Works on all timeframes** - Scalping to swing trading
***
## **Limitations & Considerations**
⚠️ **Not a holy grail** - No strategy wins 100% of trades
⚠️ **Requires practice** - Demo trade first to understand signals
⚠️ **Market conditions matter** - Works best in trending or volatile markets
⚠️ **News events** - Avoid trading during major economic releases
⚠️ **Slippage on 5m** - Fast markets may have execution delays
⚠️ **Pattern subjectivity** - Some patterns may trigger differently than expected
***
## **Risk Management Rules**
1. **Never risk more than 1-2% per trade**
2. **Maximum 3 positions per day** (avoid overtrading)
3. **Don't trade during major news** (NFP, FOMC, etc.)
4. **Use proper position sizing** (0.01 lot per $100 for micro accounts)
5. **Keep trade journal** (track patterns, win rate, mistakes)
6. **Stop trading after 3 consecutive losses** (psychological reset)
7. **Don't move stop loss further away** (accept losses)
8. **Take partial profits** at 1:1 R:R if desired
***
## **Expected Performance**
**Realistic expectations:**
- **Win rate**: 50-65% (depending on market conditions and timeframe)
- **Risk:Reward**: 1:1.67 default (adjustable to 1:2 or 1:3)
- **Signals per day**: 3-8 on 5m, 1-3 on 1H
- **Best months**: High volatility periods (news events, economic uncertainty)
- **Drawdowns**: Expect 3-5 losing trades in a row occasionally
***
## **Customization Options**
All inputs are adjustable in settings panel:
**Moving Averages:**
- Type (SMA or EMA)
- All three period lengths
**Volume:**
- Volume MA length
- High volume multiplier threshold
**Chart Patterns:**
- Pattern strength (bars for pivot detection)
- Show/hide pattern labels
**Risk Management:**
- ATR period
- Stop loss multiplier
- Take profit multiplier
**Display:**
- Toggle pattern labels
- Customize colors (in code)
***
## **Conclusion**
This is a **professional-grade, multi-factor trading system** that combines the best of classical technical analysis with modern risk management. It's designed to give clear, actionable signals while automatically handling the complex calculations of stop loss and take profit levels.
**Best suited for traders who:**
- Understand basic technical analysis
- Can follow rules consistently
- Prefer systematic approach over gut feeling
- Want visual confirmation before entering trades
- Value proper risk management
**Start with demo trading** for at least 20-30 trades to understand how the signals work in different market conditions. Once comfortable and profitable on demo, transition to live trading with minimal risk per trade.
Happy trading! 📈🎯
AMF PG Strategy v2.3AMF PG Strategy v2.3
1. Core Philosophy: Filtered and Volatility-Aware Trend Following
"AMF PG Strategy" is an advanced trend-following system designed to adapt to the dynamic nature of modern markets. The strategy's core philosophy is not just to follow the trend but also to wait for the right conditions to enter the market.
This is not a "black box." It is a rules-based framework that gives the user full control over various market filters. By requiring multiple conditions to be met simultaneously, the strategy aims to filter out low-quality signals and focus only on high-probability trend opportunities.
2. Core Engine: AMF PG Trend Following
At the heart of the strategy is a proprietary, volatility-aware trend-following mechanism called AMF PG (Praetorian Guard). This engine operates as follows:
Dynamic Bands: Creates a dynamic upper and lower band around the price that is constantly recalculated. The width of these bands is not fixed; It dynamically adjusts based on recent market volatility, volume flow, and price expansion. This adaptive structure allows the strategy to adapt to both calm and high-volatility markets.
Entry Signals: A buy signal is triggered when the price rises above the upper band. A sell signal is triggered when the price falls below the lower band. However, these signals are executed only when all the active filters described below give the green light.
Trailing Stop-Loss: When a position is entered, the opposite band automatically acts as a trailing stop-loss level. For example, when a buy position is opened, the lower band follows the price as a stop-loss. This allows for profit retention and trend continuation.
3. Multi-Layered Filter System: Understanding the Market
The power of this strategy comes from its modular filter system, which allows the user to filter market conditions based on their own analysis. Each filter can be enabled or disabled individually in the settings:
Filter 1: Trend Strength (ADX Filter): This filter confirms whether there is a strong trend in the market. It uses the ADX (Average Directional Index) indicator and only allows trades if the ADX value is above a certain threshold. This helps avoid trading in weak or directionless markets. It also confirms the direction of the trend by checking the position of the DMI (+DI and -DI) lines.
Filter 2: Sideways Market (Chop Index Filter): This filter determines whether the market is excessively choppy or directionless. Using the Chop Index, this filter aims to protect against fakeouts by blocking trades when the market is highly indecisive.
Filter 3: Market Structure (Hurst Exponent Filter): This is one of the strategy's most advanced filters. It analyzes the current market behavior using the Hurst Exponent. This mathematical tool attempts to determine whether a market tends to trend (permanent), tends to revert to the mean (anti-permanent), or moves randomly. This filter ensures that signals are generated only when market structure supports trending trades.
4. Risk Management: Maximum Drawdown Protection
This strategy includes a built-in capital protection mechanism. Users can specify the percentage of their capital they will tolerate to decline from its peak. If the strategy's capital reaches this set drawdown limit, the protection feature is activated, closing all open positions and preventing new trades from being opened. This acts as an emergency brake to protect capital against unexpected market conditions.
5. Automation Ready: Customizable Webhook Alerts
The strategy is designed for traders who want to automate their signals. From the Settings menu, you can configure custom alert messages in JSON format, compatible with third-party automation services (via Webhooks).
6. Strategy Backtest Information
Please note that past performance is not indicative of future results. The published chart and performance report were generated on the 4-hour timeframe of the BTCUSD pair with the following settings:
Test Period: January 1, 2016 - October 31, 2025
Default Position Size: 15% of Capital
Pyramiding: Closed
Commission: 0.0008
Slippage: 2 ticks (Please enter the slippage you used in your own tests)
Testing Approach: The published test includes 423 trades and is statistically significant. It is strongly recommended that you test on different assets and timeframes for your own analysis. The default settings are a template and should be adjusted by the user for their own analysis.
Dynamic Fractal Flow [Alpha Extract]An advanced momentum oscillator that combines fractal market structure analysis with adaptive volatility weighting and multi-derivative calculus to identify high-probability trend reversals and continuation patterns. Utilizing sophisticated noise filtering through choppiness indexing and efficiency ratio analysis, this indicator delivers entries that adapt to changing market regimes while reducing false signals during consolidation via multi-layer confirmation centered on acceleration analysis, statistical band context, and dynamic omega weighting—without any divergence detection.
🔶 Fractal-Based Market Structure Detection
Employs Williams Fractal methodology to identify pivotal market highs and lows, calculating normalized price position within the established fractal range to generate oscillator signals based on structural positioning. The system tracks fractal points dynamically and computes relative positioning with ATR fallback protection, ensuring continuous signal generation even during extended trending periods without fractal formation.
🔶 Dynamic Omega Weighting System
Implements an adaptive weighting algorithm that adjusts signal emphasis based on real-time volatility conditions and volume strength, calculating dynamic omega coefficients ranging from 0.3 to 0.9. The system applies heavier weighting to recent price action during high-conviction moves while reducing sensitivity during low-volume environments, mitigating lag inherent in fixed-period calculations through volatility normalization and volume-strength integration.
🔶 Cascading Robustness Filtering
Features up to five stages of progressive EMA smoothing with user-adjustable robustness steps, each layer systematically filtering microstructure noise while preserving essential trend information. Smoothing periods scale with the chosen fractal length and robustness steps using a fixed smoothing multiplier for consistent, predictable behavior.
🔶 Adaptive Noise Suppression Engine
Integrates dual-component noise filtering combining Choppiness Index calculation with Kaufman’s Efficiency Ratio to detect ranging versus trending market conditions. The system applies dynamic damping that maintains full signal strength during trending environments while suppressing signals during choppy consolidation, aligning output with the prevailing regime.
🔶 Acceleration and Jerk Analysis Framework
Calculates second-derivative acceleration and third-derivative jerk to identify explosive momentum shifts before they fully materialize on traditional indicators. Detects bullish acceleration when both acceleration and jerk turn positive in negative oscillator territory, and bearish acceleration when both turn negative in positive territory, providing early entry signals for high-velocity trend initiation phases.
🔶 Multi-Layer Signal Generation Architecture
Combines three primary signal types with hierarchical validation: acceleration signals, band crossover entries, and threshold momentum signals. Each signal category includes momentum confirmation, trend-state validation, and statistical band context; signals are further conditioned by band squeeze detection to avoid low-probability entries during compression phases. Divergence is intentionally excluded for a purely structure- and momentum-driven approach.
🔶 Dynamic Statistical Band System
Utilizes Bollinger-style standard deviation bands with configurable multiplier and length to create adaptive threshold zones that expand during volatile periods and contract during consolidation. Includes band squeeze detection to identify compression phases that typically precede expansion, with signal suppression during squeezes to prevent premature entries.
🔶 Gradient Color Visualization System
Features color gradient mapping that dynamically adjusts line intensity based on signal strength, transitioning from neutral gray to progressively intense bullish or bearish colors as conviction increases. Includes gradient fills between the signal line and zero with transparency scaling based on oscillator intensity for immediate visual confirmation of trend strength and directional bias.
All analysis provided by Alpha Extract is for educational and informational purposes only. The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations.
AG_STRATEGY📈 AG_STRATEGY — Smart Money System + Sessions + PDH/PDL
AG_STRATEGY is an advanced Smart Money Concepts (SMC) toolkit built for traders who follow market structure, liquidity and institutional timing.
It combines real-time market structure, session ranges, liquidity levels, and daily institutional levels — all in one clean, professional interface.
✅ Key Features
🧠 Smart Money Concepts Engine
Automatic detection of:
BOS (Break of Structure)
CHoCH (Change of Character)
Dual structure system: Swing & Internal
Historical / Present display modes
Optional structural candle coloring
🎯 Liquidity & Market Structure
Equal Highs (EQH) and Equal Lows (EQL)
Marks strong/weak highs & lows
Real-time swing confirmation
Clear visual labels + smart positioning
⚡ Fair Value Gaps (FVG)
Automatic bullish & bearish FVGs
Higher-timeframe compatible
Extendable boxes
Auto-filtering to remove noise
🕓 Institutional Sessions
Asia
London
New York
Includes:
High/Low of each session
Automatic range plotting
Session background shading
London & NY Open markers
📌 PDH/PDL + Higher-Timeframe Levels
PDH / PDL (Previous Day High/Low)
Dynamic confirmation ✓ when liquidity is swept
Multi-timeframe level support:
Daily
Weekly
Monthly
Line style options: solid / dashed / dotted
🔔 Built-in Alerts
Internal & swing BOS / CHoCH
Equal Highs / Equal Lows
Bullish / Bearish FVG detected
🎛 Fully Adjustable Interface
Colored or Monochrome visual mode
Custom label sizes
Extend levels automatically
Session timezone settings
Clean, modular toggles for each component
🎯 Designed For Traders Who
Follow institutional order flow
Enter on BOS/CHoCH + FVG + Liquidity sweeps
Trade London & New York sessions
Want structure and liquidity clearly mapped
Prefer clean charts with full control
💡 Why AG_STRATEGY Stands Out
✔ Professional SMC engine
✔ Real-time swing & internal structure
✔ Session-based liquidity tracking
✔ Non-cluttered chart — high clarity
✔ Supports institutional trading workflows
Z-Score Bands + SignalsZ-Score Statistical Market Analyzer
A multi-dimensional market structure indicator based on standardized deviation & regime logic
English Description
Concept
This indicator builds a statistical model of price behaviour by converting every candle’s movement into a Z-score — how many standard deviations each close is away from its moving average.
It visualizes the normal distribution structure of returns and provides adaptive entry signals for both Mean Reversion and Breakout regimes.
Rather than predicting price direction, it measures statistical displacement from equilibrium and dynamically adjusts the decision logic according to the market’s volatility regime.
⚙️ Main Components
Z-Score Bands (±1σ, ±2σ, ±3σ)
– The core structure visualizes volatility boundaries based on rolling mean and standard deviation.
– Price outside ±2σ often indicates statistical extremes.
Dual Signal Systems
Mean Reversion (MRL / MRS): when price (or return z-score) crosses back inside ±2σ bands.
Breakout (BOL / BOS): when price continues to expand beyond ±2σ.
Volatility Regime Classification
The indicator detects whether the market is currently in a low-vol or high-vol regime using percentile statistics of σ.
Low vol → Mean Reversion preferred
High vol → Breakout preferred
🧠 Adaptive Switches
A. Freeze MA/σ - Use previous-bar stats to avoid repainting and lag.
B. Confirm on Close - Only generate signals once the base-timeframe bar closes (eliminates look-ahead bias).
C. Return-based Signal - Use log-return Z-score instead of price deviation — normalizes volatility across assets.
D. Outlier Filter - Exclude bars with abnormal single-bar returns (e.g., >20%). Reduces false spikes.
E. Regime Gating - Automatically switch between Mean Reversion and Breakout logic depending on volatility percentile.
Each module can be toggled individually to test different statistical behaviours or tailor to a specific market condition.
📊 Interpretation
When the histogram of returns approximates a normal distribution, mean-reversion logic is often more effective.
When price persistently drifts beyond ±2σ or ±3σ, the distribution becomes leptokurtic (fat-tailed) — a breakout structure dominates.
Hence, this tool can help you:
Identify whether an asset behaves more “Gaussian” or “fat-tailed”;
Select the correct trading regime (MR or BO);
Quantitatively measure market tension and volatility clusters.
🧩 Recommended Use
Works on any timeframe and any asset.
Best used on liquid instruments (e.g., XAU/USD, indices, major FX pairs).
Combine with volume, sentiment or structural filters to confirm signals.
For strategy automation, pair with the companion script:
🧠 “Z-Score Strategy • Multi-Source Confirm (MRL/MRS/BOL/BOS)”.
⚠️ Disclaimer
This script is designed for educational and research purposes.
Statistical deviation ≠ directional prediction — use with sound risk management.
Past distribution patterns may shift under new volatility regimes.
==================================================================================
中文说明（简体）
概念简介
该指标基于价格的统计分布原理，将每根 K 线的波动转化为标准化的 Z-Score（标准差偏离值），用于刻画市场处于均衡或偏离状态。
它同时支持 均值回归（Mean Reversion） 与 突破延展（Breakout） 两种逻辑，并可根据市场波动结构自动切换策略模式。
⚙️ 主要功能模块
Z-Score 通道（±1σ / ±2σ / ±3σ）
用滚动均值与标准差动态绘制的统计波动带，价格超出 ±2σ 区域通常意味着极端偏离。
双信号系统
MRL / MRS（均值回归多空）：价格重新回到 ±2σ 以内时触发。
BOL / BOS（突破延展多空）：价格持续运行在 ±2σ 之外时触发。
波动率分层
自动识别市场处于高波动还是低波动区间：
低波动期 → 适合均值回归逻辑；
高波动期 → 适合突破趋势逻辑。
🧠 A–E 模块说明
A. 固定统计参数：使用上一根 K 线的均值和标准差，防止重绘。
B. 收盘确认信号：仅在当前时间框架收盘后生成信号，避免前视偏差。
C. 收益率信号模式：采用对数收益率的 Z-Score，更具普适性。
D. 异常波过滤：忽略单根极端波动（如 >20%）的噪声信号。
E. 波动率调节逻辑：根据市场处于高/低波动区间，自动切换 MRL/MRS 或 BOL/BOS。
📊 应用解读
如果收益率分布接近正态分布 → 市场倾向震荡，MRL/MRS 效果较佳；
若价格频繁偏离 ±2σ 或 ±3σ → 市场呈现“肥尾”分布，趋势延展占主导。
因此，该指标的核心目标是：
识别当前市场的统计结构类型；
根据波动特征自动切换交易逻辑；
提供结构化、可量化的市场状态刻画。
💡 使用建议
适用于所有时间框架与金融品种。
建议结合成交量或结构性指标过滤。
若用于策略回测，可搭配同名 “Z-Score Strategy • Multi-Source Confirm” 策略脚本。
⚠️ 免责声明
本指标仅用于研究与教学，不构成任何投资建议。
统计偏离 ≠ 趋势预测，实际市场行为可能在不同波动结构下改变。
Savitzky-Golay Filter (SGF)The Savitzky-Golay Filter (SGF) is a digital filter that performs local polynomial regression on a series of values to determine the smoothed value for each point. Developed by Abraham Savitzky and Marcel Golay in 1964, it is particularly effective at preserving higher moments of the data while reducing noise. This implementation provides a practical adaptation for financial time series, offering superior preservation of peaks, valleys, and other important market structures that might be distorted by simpler moving averages.
## Core Concepts
* **Local polynomial fitting:** Fits a polynomial of specified order to a sliding window of data points
* **Moment preservation:** Maintains higher statistical moments (peaks, valleys, inflection points)
* **Optimized coefficients:** Uses pre-computed coefficients for common polynomial orders
* **Adaptive weighting:** Weight distribution varies based on polynomial order and window size
* **Market application:** Particularly effective for preserving significant price movements while filtering noise
The core innovation of the Savitzky-Golay filter is its ability to smooth data while preserving important features that are often flattened by other filtering methods. This makes it especially valuable for technical analysis where maintaining the shape of price patterns is crucial.
## Common Settings and Parameters
| Parameter | Default | Function | When to Adjust |
|-----------|---------|----------|---------------|
| Window Size | 11 | Number of points used in local fitting (must be odd) | Increase for smoother output, decrease for better feature preservation |
| Polynomial Order | 2 | Order of fitting polynomial (2 or 4) | Use 2 for general smoothing, 4 for better peak preservation |
| Source | close | Price data used for calculation | Consider using hlc3 for more stable fitting |
**Pro Tip:** A window size of 11 with polynomial order 2 provides a good balance between smoothing and feature preservation. For sharper peaks and valleys, use order 4 with a smaller window size.
## Calculation and Mathematical Foundation
**Simplified explanation:**
The filter fits a polynomial of specified order to a moving window of price data. The smoothed value at each point is computed from this local fit, effectively removing noise while preserving the underlying shape of the data.
**Technical formula:**
For a window of size N and polynomial order M, the filtered value is:
y = Σ(c_i × x )
Where:
- c_i are the pre-computed filter coefficients
- x are the input values in the window
- Coefficients depend on window size N and polynomial order M
> 🔍 **Technical Note:** The implementation uses optimized coefficient calculations for orders 2 and 4, which cover most practical applications while maintaining computational efficiency.
## Interpretation Details
The Savitzky-Golay filter can be used in various trading strategies:
* **Pattern recognition:** Preserves chart patterns while removing noise
* **Peak detection:** Maintains amplitude and width of significant peaks
* **Trend analysis:** Smooths price movement without distorting important transitions
* **Divergence trading:** Better preservation of local maxima and minima
* **Volatility analysis:** Accurate representation of price movement dynamics
## Limitations and Considerations
* **Computational complexity:** More intensive than simple moving averages
* **Edge effects:** First and last few points may show end effects
* **Parameter sensitivity:** Performance depends on appropriate window size and order selection
* **Data requirements:** Needs sufficient points for polynomial fitting
* **Complementary tools:** Best used with volume analysis and momentum indicators
## References
* Savitzky, A., Golay, M.J.E. "Smoothing and Differentiation of Data by Simplified Least Squares Procedures," Analytical Chemistry, 1964
* Press, W.H. et al. "Numerical Recipes: The Art of Scientific Computing," Chapter 14
* Schafer, R.W. "What Is a Savitzky-Golay Filter?" IEEE Signal Processing Magazine, 2011
Swing High/Low (Adaptive)Swing High/Low (Adaptive)
Overview
The Indicator is a pivot point detection tool that identifies swing highs and lows with invalidation tracking. The key differentiator of this indicator is its adaptive invalidation system . Most pivot indicators simply mark every detected pivot without considering whether subsequent price action has made earlier pivots less relevant.
How It Works
The indicator uses Pine Script's native ta.pivotlow() and ta.pivothigh() functions combined with custom logic to detect swing points. The adaptive algorithm evaluates each potential pivot against the following criteria:
For Low Pivots:
Confirms a new low pivot when it's the next expected pivot type in the swing sequence
If consecutive lows occur, only accepts a new low if it's lower than the previous low
Marks the previous low as invalidated when a stronger low is detected
For High Pivots:
Confirms a new high pivot when it's the next expected pivot type in the swing sequence
If consecutive highs occur, only accepts a new high if it's higher than the previous high
Marks the previous high as invalidated when a stronger high is detected
This approach ensures that the indicator maintains clean swing structure and automatically adjusts when price action creates stronger pivots, providing a more realistic view of support and resistance levels.
Settings
Pivot Settings:
Left Bars : Number of bars to the left required for pivot confirmation (default: 5)
Right Bars : Number of bars to the right required for pivot confirmation (default: 5)
Pivot Display Settings:
Toggle visibility for low and high pivots independently
Customizable colors for valid pivot markers
Low pivots marked with upward triangle (▲)
High pivots marked with downward triangle (▼)
Invalid Pivot Settings:
Optional display of invalidated pivots
Separate color customization for invalid low and high pivots
Helps visualize where market structure expectations changed
ZigZag Settings:
Toggle ZigZag line display on/off
Separate colors for upward and downward price swings
Adjustable line width
Use Cases
1. Market Structure Analysis
Identify key swing points to understand the current market structure and trend direction. The adaptive invalidation feature ensures you're always looking at the most relevant pivots.
2. Support and Resistance Identification
Use confirmed swing highs and lows as potential support and resistance levels for entry and exit planning.
3. Trend Confirmation
The ZigZag visualization helps confirm trends by showing the sequence of higher highs and higher lows (uptrend) or lower highs and lower lows (downtrend).
Disclaimer
This indicator is designed as a technical analysis tool and should be used in conjunction with other forms of analysis and proper risk management. Past performance does not guarantee future results, and traders should thoroughly test any strategy before implementing it with real capital.
EMA HeatmapEMA Heatmap — Indicator Description
The EMA Order Heatmap is a visual trend-structure tool designed to show whether the market is currently trending bullish, trending bearish, or moving through a neutral consolidation phase. It evaluates the alignment of multiple exponential moving averages (EMAs) at three different structural layers: short-term daily, medium-term daily, and weekly macro trend. This creates a quick and intuitive picture of how well price movement is organized across timeframes.
Each layer of the heatmap is scored from bearish to bullish based on how the EMAs are stacked relative to each other. When EMAs are in a fully bullish configuration, the row displays a bright green or lime color. Fully bearish alignment is shown in red. Yellow tones appear when the EMAs are mixed or compressing, indicating uncertainty, trend exhaustion, or a change in market character. The three rows combined offer a concise view of whether strength or weakness is isolated to one timeframe or broad across the market.
This indicator is best used as a trend filter before making trading decisions. Traders may find more consistent setups when the majority of the heatmap supports the direction of their trade. Green-dominant conditions suggest a trending bullish environment where long trades can be favored. Red-dominant conditions indicate bearish momentum and stronger potential for short opportunities. When yellow becomes more prominent, the market may be transitioning, ranging, or gearing up for a breakout, making timing more challenging and risk higher.
• Helps quickly identify directional bias
• Highlights when trends strengthen, weaken, or turn
• Provides insight into whether momentum is supported by higher timeframes
• Encourages traders to avoid fighting market structure
It is important to recognize the limitations. EMAs are lagging indicators, so the heatmap may confirm a trend after the initial move is underway, especially during fast reversals. In sideways or low-volume environments, the structure can shift frequently, reducing clarity. This tool does not generate entry or exit signals on its own and should be paired with price action, momentum studies, or support and resistance analysis for precise trade execution.
The EMA Order Heatmap offers a clean and reliable way to stay aligned with the broader market environment and avoid lower-quality trades in indecisive conditions. It supports more disciplined decision-making by helping traders focus on setups that match the prevailing structural trend.
First-Move-Wrong Toolkit [CHE] First-Move-Wrong Toolkit — Session-bound sweep rejection with structure confirmation
Summary
This indicator marks potential “first move wrong” reversals during a defined trading session. It looks for a quick sweep beyond the prior day high or low, or the opening range high or low, followed by rejection and a basic structure confirmation. Optional rules require a retest and a VWAP reclaim in the direction of the trade idea. The script renders session levels as right-extended lines, signals as labels, optional SL/TP guide lines for visualization, and background tints during sweep events. Pivots are confirmed using swing width, which reduces repaint risk compared to live swings.
Motivation: Why this design?
Intraday reversals often start with a liquidity sweep around obvious highs or lows. Acting on the sweep alone can be noisy, while waiting for structure break and a retest can be slow. This tool balances both by checking a sweep and rejection at session-relevant levels, then requiring a simple structure cue and, optionally, a retest and a VWAP filter. The goal is a clear, rule-based signal layer that is easy to audit on chart without hidden state.
What’s different vs. standard approaches?
Baseline reference: Simple sweep detectors or basic CHOCH markers that ignore session context and liquidity anchors.
Architecture differences:
Session-aware opening range tracking that finalizes after the chosen minutes from session start.
Daily previous high and low pulled without lookahead, then extended forward as visual anchors.
Confirmed pivot highs and lows to avoid repaint from live, unconfirmed swings.
Optional retest rule using crossover or crossunder at the trigger level.
Optional VWAP filter to demand reclaim in the intended direction.
Global label cooldown to prevent clusters of signals.
Practical effect: Fewer one-off flips around noisy levels, clearer alignment with session structure, and compact visual feedback through lines, labels, and tints.
How it works (technical)
Levels: During the defined session, the script builds an opening range high and low until the configured minute mark after session start, then freezes those levels for the day. It also fetches the previous day high and low from the daily timeframe without lookahead and extends them forward.
Sweep and rejection: A sweep is defined as price moving beyond a target level and then rejecting back inside on the same bar. The script checks this condition separately for highs and lows against opening range and previous-day levels.
Structure validation: Confirmed pivot highs and lows are computed using a symmetric swing width. A bearish idea requires a prior sweep of a high plus a break through the last confirmed swing low. A bullish idea requires a prior sweep of a low plus a break through the last confirmed swing high.
Optional retest: If enabled, a bearish signal needs a cross under the bearish trigger level; a bullish signal needs a cross over the bullish trigger level.
VWAP filter (optional): The script requires a reclaim of VWAP in the intended direction when enabled.
State handling: Opening range values, previous-day lines, and the label cooldown timestamp are stored in persistent variables. Lines are created once and updated each bar to extend forward.
Repaint considerations: Pivots confirm only after the specified swing width, reducing repaint. The daily level request is performed without lookahead. Signals use closed-bar checks implied by crossover and crossunder logic.
Parameter Guide
Session (local) — Defines the active trading window. Default nine to seventeen. Narrower windows focus on the main session drive.
Opening Range (min) — Minutes from session start to finalize OR levels. Default fifteen. Shorter values react faster; longer values stabilize levels.
Use PrevDay H/L levels — Toggle previous-day anchors. On by default.
Use OR H/L levels — Toggle opening range anchors. On by default.
Equal H/L tolerance (ticks) — Intended tolerance for equal highs or lows. Default one. (Unknown/Optional) in current signals.
Swing width — Bars on both sides for confirmed pivots. Default two. Larger values reduce noise but confirm later.
Require CHOCH after sweep — Enforces structure break after a sweep. On by default.
Prefer retest entries — Requires crossover or crossunder of the trigger level. On by default.
VWAP filter — Demands a reclaim of VWAP in signal direction. Off by default.
TP in R (guide) — Multiplier for visual TP guides. Default one. Visualization only.
Show levels / Show signals / Show R-guides — Rendering toggles. R-guides are visual aids, not orders.
Label cooldown (bars) — Minimum bars between labels. Default five. Higher values reduce clusters.
Palette inputs — Colors and transparencies for levels, labels, VWAP, and tints.
Reading & Interpretation
Lines: Dotted lines represent opening range high and low after the OR window completes. Dashed lines represent previous-day high and low.
Signals: “Long” labels appear after a low-side sweep with rejection and structure confirmation, subject to optional retest and VWAP rules. “Short” labels mirror this on the high side.
Background tints: Red-tinted bars indicate a high-side sweep and rejection. Green-tinted bars indicate a low-side sweep and rejection.
R-guides: Circles display a visual stop level at the bar extreme and a target guide based on the selected multiple. They are informational only.
Practical Workflows & Combinations
Session reversal scans: During the first hour, watch for sweeps around previous-day or opening range levels, then wait for structure confirmation and optional retest.
Trend following with filters: Combine signals with higher-timeframe structure or a moving average regime check. Ignore signals against the dominant regime.
Exits and stops: Use the visual stop as a reference near the sweep extreme; adapt the target guide to volatility and market conditions.
Multi-asset / Multi-TF: Works on intraday timeframes for liquid futures, indices, forex, and large-cap equities. Start with default settings and adjust swing width and OR minutes to instrument volatility.
Behavior, Constraints & Performance
Repaint/confirmation: Pivots confirm after the swing window completes. Signals occur only when conditions are met on closed bars.
security()/HTF: Daily previous-day levels are requested without lookahead to reduce repaint.
Resources: Uses persistent variables and line updates per bar; no heavy loops or arrays.
Known limits: Signals can arrive later when swing width is large. Gaps around session boundaries may distort OR levels. VWAP behavior may vary with partial sessions or illiquid assets.
Sensible Defaults & Quick Tuning
Starting point: Session nine to seventeen, opening range fifteen minutes, swing width two, CHOCH required, retest on, VWAP off, cooldown five bars.
Too many flips: Increase swing width, enable VWAP filter, or raise label cooldown.
Too sluggish: Reduce swing width or shorten the opening range window.
Too many session-level hits: Disable either previous-day levels or opening range levels to simplify context.
What this indicator is—and isn’t
This is a session-aware visualization and signal layer focused on sweep-plus-structure behavior. It is not a complete trading system and does not manage orders, risk, or portfolio exposure. Use it with market structure, risk limits, and execution rules that fit your process.
Disclaimer
The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context.
Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved.
By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk.
Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts.
Best regards and happy trading
Chervolino
Crypto Exchange PremiumDescription: Crypto Exchange Premium
The Crypto Exchange Premium indicator is designed to quantify and visualize price disparities between different types of crypto markets — specifically between spot and perpetual futures markets, or between any two customizable sources of price data. By consolidating live data from multiple major exchanges, it creates a unified, cross-market measure of premium (or discount), helping traders identify institutional activity (i. e. by comparing exchanges with high institutional activity against others), arbitrage opportunities, and shifts in market sentiment before they become visible in price action alone.
Concept and Purpose
In cryptocurrency markets, price divergence between spot and perpetual pairs reflects the real-time interaction of demand and liquidity across market segments.
When perpetual prices trade above spot, it implies aggressive long positioning or bullish leverage (positive funding expectations).
Conversely, when spot trades above perps, it may reflect net selling pressure in futures or strong spot accumulation.
Unlike most tools that rely on funding rates or open interest alone, this indicator measures the actual traded price spread dynamically across exchanges. This allows traders to visualize the “premium curve” of the crypto market in a clear, data-driven format.
How It Works
The indicator aggregates real-time prices from a wide selection of exchanges, normalizes them into groups, and computes the difference (“premium”) between two chosen reference markets.
1. Exchange Aggregation:
Users can toggle individual exchanges for both spot and perpetual aggregation groups.
The script automatically calculates group averages by dividing the sum of all enabled exchange prices by the number of valid feeds.
Non-USD exchanges (e.g., KRW pairs on Upbit or Bithumb) are automatically converted into USD using live FX data (USDKRW) for accurate normalization.
2. Flexible Comparison Logic:
Each leg of the comparison (First vs. Second Source) can be chosen as one of:
Local chart symbol
Custom symbol
Aggregated Spot group
Aggregated Perpetual group
This allows users to compare, for example:
Binance Spot vs. Global Perp Average
Coinbase Spot vs. Binance Perp
BTCUSD vs. BTCUSDT.P (or any cross-exchange combination)
3. Premium Calculation:
The final value is computed as:
Premium = First Source Price − Second Source Price
and is plotted as a histogram (positive = green, negative = red). This visual instantly shows whether the first source trades at a premium or discount relative to the second.
How to Use
Select Data Sources:
Configure the “First Symbol” and “Second Symbol” in the settings. For most use cases:
First Symbol → Perps (Aggregated)
Second Symbol → Spot (Aggregated)
Adjust Exchange Selection:
Enable or disable individual exchanges to fine-tune your data set. For instance, disabling Korean exchanges filters out regional FX distortions.
Originality and Value
While many exchange difference or “premium indicators” track one or two exchanges, this script introduces multi-exchange aggregation, cross-market normalization, and user-configurable pairing, resulting in a more holistic and accurate reflection of market structure.
It bridges a gap between macro market breadth and microstructural price dynamics, empowering traders to:
Detect arbitrage inefficiencies between spot and perps.
Track regional price dislocations (USD vs. KRW).
Gauge the intensity of speculative leverage over time.
Anticipate funding rate shifts and liquidation clusters before they happen.
Ajay R5.41🔻 Ajay Gold 3H Power Indicator 🔻
Precision-Based Smart Sell System for Gold (XAU/USD)
💡 Overview
This indicator is specifically designed for Gold (XAU/USD) and delivers best results on the 3-Hour Timeframe (3H TF).
It is a Smart Money Logic-based Sell Confirmation System, combining institutional structure and candle behavior to generate highly accurate bearish signals.
⚙️ Technical Foundation
The indicator uses multiple advanced confirmations:
📉 EMA Trend Filter → Confirms downtrend
💪 RSI Overbought Rejection → Momentum reversal signal
📊 MACD Bearish Cross → Confirms trend strength
🕯️ Bearish Candle Structure → Price action validation
When all conditions align, a clear 🔻 Sell Signal is plotted on the chart.
💎 Hidden Feature
This indicator includes a hidden feature that activates only when the correct market structure forms.
It helps reduce false signals and increases accuracy without being visible on the chart — fully automated internal logic.
📆 Recommended Settings
Symbol: XAU/USD (Gold)
Timeframe: 3-Hour (3H)
Market: Forex / Commodity
Mode: Sell-Only Confirmation Indicator
Performance: Best precision and consistency on 3H TF
📈 How to Use
Select XAU/USD on chart and set 3H timeframe.
Add the indicator to the chart.
Wait for the 🔻 Sell Signal and confirm the market structure after candle close.
Take entry according to your risk management.
⚠️ Disclaimer
This indicator is for educational and analytical purposes only.
No system is 100% accurate — always backtest and demo trade before using in real trading.
💬 Credits
Developed by Ajay Sahu (India)
Based on Institutional & Smart Money Logic
Best results on 3H TF
Hidden Algorithm for XAU/USD traders
ULTIMATE Smart Trading Pro 🔥
## 🇬🇧 ENGLISH
### 📊 The Most Complete All-in-One Trading Indicator
**ULTIMATE Smart Trading Pro** combines the best technical analysis tools and Smart Money Concepts into a single powerful and intelligent indicator. Designed for serious traders who want a real edge in the markets.
---
### ✨ KEY FEATURES
#### 💰 **SMART MONEY CONCEPTS**
- **Order Blocks**: Automatically detects institutional zones where "smart money" enters positions
- **Break of Structure (BOS)**: Identifies structure breaks to confirm trend changes
- **Liquidity Zones**: Spots equal highs/lows areas where institutions hunt stops
- **Market Structure**: Visually displays bullish (green background) or bearish (red background) structure
#### 📈 **ADVANCED TECHNICAL INDICATORS**
- **RSI with Auto Divergences**: Classic RSI + automatic detection of bullish and bearish divergences
- **MACD with Signals**: Identifies bullish and bearish crossovers in real-time
- **Dynamic Support & Resistance**: Adaptive zones with intelligent scoring based on volume, multiple touches, and ATR
- **Fair Value Gaps (FVG)**: Detects unfilled price gaps (imbalance zones)
#### 📐 **AUTOMATIC TOOLS**
- **Auto Fibonacci**: Automatically calculates Fibonacci retracement levels on the last major trend
- **Pivot Points**: Daily, Weekly, or Monthly pivot points (PP, R1, R2, S1, S2)
- **Pattern Finder**: Automatically detects candlestick patterns (Hammer, Shooting Star, Engulfing, Morning/Evening Star) and chart patterns (Double Top/Bottom)
---
### 🎯 HOW TO USE IT
#### Quick Setup:
1. **Add the indicator** to your chart
2. **Open Settings** and enable/disable modules as needed
3. **Adjust parameters** for your trading style (scalping, swing, day trading)
#### Optimal Trading Setup:
🔥 **ULTRA STRONG Signal** when you have:
- An institutional **Order Block**
- Aligned with a **Support/Resistance** tested 3+ times
- An unfilled **FVG** nearby
- An **RSI divergence** confirming the reversal
- On a key **Fibonacci** level (50%, 61.8%, or 78.6%)
- Favorable market structure (green background for buys, red for sells)
---
### 💡 UNIQUE ADVANTAGES
✅ **Adaptive Intelligence**: Automatically adjusts to market volatility (ATR)
✅ **Volume Filters**: Validates important levels with volume confirmation
✅ **Multi-Timeframe Ready**: Works on all timeframes (1m to 1M)
✅ **Complete Alerts**: Notifications for all important signals
✅ **Clear Interface**: Emojis and colored labels for quick identification
✅ **Intelligent Scoring**: Levels ranked by importance (🔴🔴🔴 = very strong)
✅ **100% Customizable**: Enable only what you need
---
### 🎨 SYMBOL LEGEND
**Smart Money:**
- 🟢 OB = Bullish Order Block
- 🔴 OB = Bearish Order Block
- BOS ↑/↓ = Break of Structure
- 💧 LIQ = Liquidity Zone
**Candlestick Patterns:**
- 🔨 = Hammer (bullish signal)
- ⭐ = Shooting Star (bearish signal)
- 📈 = Bullish Engulfing
- 📉 = Bearish Engulfing
- 🌅 = Morning Star (bullish reversal)
- 🌆 = Evening Star (bearish reversal)
**Indicators:**
- 🚀 MACD ↑ = Bullish crossover
- 📉 MACD ↓ = Bearish crossover
- ⚠️ DIV = Bearish RSI divergence
- ✅ DIV = Bullish RSI divergence
**Support & Resistance:**
- 🟢/🔴 S1, R1 = Support/Resistance
- 🟢🟢🟢/🔴🔴🔴 = VERY strong level (3+ touches)
- (×N) = Number of times touched
---
### ⚙️ RECOMMENDED SETTINGS
**For Scalping (1m - 5m):**
- SR Lookback: 15
- Structure Strength: 3
- RSI: 14
- Volume Filter: ON
**For Day Trading (15m - 1H):**
- SR Lookback: 20
- Structure Strength: 5
- RSI: 14
- All filters: ON
**For Swing Trading (4H - Daily):**
- SR Lookback: 30
- Structure Strength: 7
- Pattern Lookback: 100
- Fibonacci: ON
---
### 🚨 DISCLAIMER
This indicator is a decision support tool. It does not guarantee profits and does not constitute financial advice. Always test on a demo account before real use. Trading involves significant risks.
---
## 📞 SUPPORT & UPDATES
For questions, suggestions, or bug reports, please comment below or contact the author.
**Version:** 1.0
**Last Updated:** October 2025
**Compatible:** TradingView Pine Script v6
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### 🌟 If you find this indicator useful, please give it a 👍 and share it with other traders!
**Happy Trading! 🚀📈**
