Impulse Trend Levels [BOSWaves]Impulse Trend Levels - Momentum-Adaptive Trend Detection with Impulse-Driven Confidence Bands
Overview
Impulse Trend Levels is a momentum-aware trend identification system that tracks directional price movement through adaptive confidence bands, where band width dynamically adjusts based on impulse strength and freshness to reflect real-time conviction in the current trend direction.
Instead of relying on fixed moving average crossovers or static band multipliers, trend state, band positioning, and zone thickness are determined through impulse detection patterns, exponential decay modeling, and volatility-normalized momentum measurement.
This creates dynamic trend boundaries that reflect actual momentum intensity rather than arbitrary technical levels - contracting during fresh impulse conditions when trend conviction is high, expanding during impulse decay periods when directional confidence weakens, and incorporating momentum freshness calculations to reveal whether trends are accelerating or deteriorating.
Price is therefore evaluated relative to bands that adapt to momentum state rather than conventional static thresholds.
Conceptual Framework
Impulse Trend Levels is founded on the principle that meaningful trend signals emerge when price momentum intensity reaches significant thresholds relative to recent volatility rather than when price simply crosses moving averages.
Traditional trend-following methods identify directional changes through price-indicator crossovers, which often ignore the underlying momentum dynamics and conviction levels that sustain those moves. This framework replaces static-threshold logic with impulse-driven band construction informed by actual momentum strength and decay characteristics.
Three core principles guide the design:
Trend direction should be determined by volatility-normalized momentum breaches, not simple price crossovers alone.
Band width must adapt to impulse freshness, reflecting real-time confidence in the current trend.
Momentum decay modeling reveals whether trends are maintaining strength or losing conviction.
This shifts trend analysis from static indicator levels into adaptive, momentum-anchored confidence boundaries.
Theoretical Foundation
The indicator combines exponential moving average smoothing, mean absolute deviation measurement, impulse detection methodology, and exponential decay tracking.
An EMA-based trend baseline provides directional reference, while Mean Absolute Deviation (MAD) offers volatility-normalized scaling for momentum measurement. Impulse detection identifies significant price movements relative to recent volatility, triggering fresh momentum readings that decay exponentially over time. Band multipliers interpolate between tight and wide settings based on calculated impulse freshness.
Four internal systems operate in tandem:
Trend Baseline Engine : Computes EMA-smoothed price levels for directional reference and band anchoring.
Volatility Measurement System : Calculates MAD to provide adaptive scaling that normalizes momentum across varying market conditions.
Impulse Detection Logic : Identifies volatility-normalized price movements exceeding threshold levels, capturing momentum intensity and direction.
Decay-Based Confidence Modeling : Applies exponential decay to impulse readings, converting raw momentum into time-weighted freshness metrics that drive band adaptation.
This design allows trend confidence to reflect actual momentum behavior rather than reacting mechanically to price formations.
How It Works
Impulse Trend Levels evaluates price through a sequence of momentum-aware processes:
Baseline Calculation : EMA smoothing of open and close creates a directional trend reference that filters short-term noise.
Volatility Normalization : MAD calculation over a specified lookback provides dynamic scaling for momentum measurement.
Raw Impulse Detection : Price change over impulse lookback divided by MAD creates volatility-normalized momentum readings.
Threshold-Based Activation : When normalized momentum exceeds threshold (1.0), impulse registers with absolute magnitude and directional sign.
Exponential Decay Application : Between impulse events, stored impulse value decays exponentially via configurable decay rate.
Freshness Conversion : Decaying impulse transforms into freshness metric (0-100%) representing current momentum conviction.
Adaptive Band Construction : Band multiplier interpolates between minimum (fresh) and maximum (stale) settings based on freshness, then scales MAD to determine band width.
Trend State Logic : Price crossing above upper band triggers bullish state; crossing below lower band triggers bearish state; state persists until opposite breach.
Signal Generation : Trend state switches from bearish to bullish produce buy signals; bullish to bearish switches produce sell signals.
Retest Identification : Price touching inner band edge after signal buffer period marks retests, with cooldown periods preventing excessive plotting.
Together, these elements form a continuously updating trend framework anchored in momentum reality.
Interpretation
Impulse Trend Levels should be interpreted as momentum-anchored trend confidence boundaries:
Bullish Trend State (Cyan) : Established when price closes above adaptive upper band, indicating upward momentum breach with associated confidence level.
Bearish Trend State (Magenta) : Established when price closes below adaptive lower band, signaling downward momentum breach with directional conviction.
Trend Cloud : Visual gradient zone displays between outer and inner band edges, with opacity reflecting current trend state and confidence.
Band Width Dynamics : Tighter bands indicate fresh impulse (high confidence), wider bands indicate impulse decay (reduced confidence).
▲ Buy Signals : Green upward triangles mark bullish trend state initiations at crossovers above upper band.
▼ Sell Signals : Red downward triangles mark bearish trend state initiations at crossovers below lower band.
✦ Retest Markers : Small diamonds identify price retouching inner band edge after sufficient buffer period from initial signal.
Retest Extension Lines : Horizontal projections from retest points extend forward, marking potential support/resistance levels.
Colored Candles : Optional bar coloring reflects current trend state for immediate visual reference. Note: The original chart candles must be disabled in chart settings for the trend-colored candles to display properly.
Impulse freshness, band width dynamics, and momentum normalization outweigh isolated price movements.
Signal Logic & Visual Cues
Impulse Trend Levels presents two primary interaction signals:
Buy Signal (▲) : Green label appears when trend state switches from bearish to bullish via upper band crossover, suggesting momentum shift to upside.
Sell Signal (▼) : Red label displays when trend state switches from bullish to bearish via lower band crossunder, indicating momentum shift to downside.
Retest detection provides secondary confirmation when price revisits inner band boundaries after signal buffer cooldown expires.
Alert generation covers trend state switches (long/short), retest occurrences, and impulse freshness decay below 50% threshold for systematic monitoring.
Strategy Integration
Impulse Trend Levels fits within momentum-informed and adaptive trend-following approaches:
Momentum-Confirmed Entries : Use band crossovers as high-probability trend initiation points where volatility-normalized momentum exceeded threshold.
Freshness-Based Position Sizing : Scale exposure based on impulse freshness - larger positions during fresh impulse periods, reduced sizing as impulse decays.
Band-Width Risk Management : Expect wider price ranges when bands expand during decay, tighter ranges when bands contract during fresh impulse.
Retest-Based Re-entry : Use inner band retests as lower-risk entry opportunities within established trends after initial signal cooldown.
Cloud-Aligned Directional Bias : Favor trades aligning with current trend state rather than counter-trend positions.
Multi-Timeframe Momentum Confirmation : Apply higher-timeframe impulse trend state to filter lower-timeframe entry precision.
Technical Implementation Details
Core Engine : EMA-based baseline with MAD volatility measurement
Impulse Model : Volatility-normalized momentum detection with directional sign capture
Decay System : Exponential decay application (0.8-0.99 range) with freshness conversion
Band Construction : Linear interpolation between min/max multipliers scaled by MAD
Visualization : Gradient-filled cloud zones with bar coloring and signal labels
Signal Logic : State-switch detection with retest buffer and cooldown mechanisms
Performance Profile : Optimized for real-time execution across all timeframes
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Micro-trend detection for scalping with responsive impulse settings
15 - 60 min : Intraday momentum tracking with balanced decay characteristics
4H - Daily : Swing-level trend identification with sustained impulse persistence
Suggested Baseline Configuration:
Trend Length : 19
Impulse Lookback : 5
Decay Rate : 0.99
MAD Length : 20
Band Min (Fresh) : 1.5
Band Max (Stale) : 1.9
Signal Buffer Period : 10
Show Trend Cloud : Enabled
Color Bars : Enabled (requires disabling original chart candles in chart settings)
Show Buy/Sell Signals : Enabled
These suggested parameters should be used as a baseline; their effectiveness depends on the asset's volatility profile, momentum characteristics, and preferred signal frequency, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Excessive signal noise : Increase Trend Length to demand smoother baseline crossovers or increase Impulse Lookback for less reactive momentum detection.
Missed momentum shifts : Decrease Impulse Lookback to capture shorter-term momentum changes or reduce Decay Rate to allow faster impulse fade.
Bands too tight/wide : Adjust Band Min and Band Max multipliers to modify confidence zone thickness across freshness spectrum.
Impulse decays too quickly : Increase Decay Rate toward 0.99 to sustain impulse readings longer between fresh events.
Impulse decays too slowly : Decrease Decay Rate toward 0.8 for faster momentum fade and more frequent band expansion.
Unstable volatility scaling : Increase MAD Length to smooth volatility measurement and reduce sensitivity to short-term spikes.
Too many retest markers : Increase retest cooldown period (55 bars hardcoded) or increase Signal Buffer Period to space out signals.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Trending markets with clear momentum phases and directional persistence
Instruments with consistent volatility characteristics where MAD scaling normalizes effectively
Momentum continuation strategies entering on fresh impulse signals
Trend-following approaches benefiting from adaptive confidence measurement
Reduced Effectiveness:
Choppy, range-bound markets with frequent whipsaw crossovers
Extremely low volatility environments where impulse threshold becomes difficult to breach
News-driven or gapped markets with discontinuous momentum patterns
Mean-reversion dominant conditions where momentum breaches quickly reverse
Consolidation and sideways price action where trend-following methodologies inherently struggle due to lack of sustained directional movement
Integration Guidelines
Confluence : Combine with BOSWaves structure, volume analysis, or traditional trend indicators
Freshness Respect : Trust signals occurring during high impulse freshness periods with contracted bands
Decay Awareness : Reduce position sizing or tighten stops as impulse decays and bands widen
Retest Utilization : Treat inner band retests as continuation confirmation rather than reversal signals
State Discipline : Maintain directional bias aligned with current trend state until opposite band breach occurs
Disclaimer
Impulse Trend Levels is a professional-grade momentum and trend analysis tool. It uses volatility-normalized impulse detection with exponential decay modeling but does not predict future price movements. Results depend on market conditions, volatility characteristics, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates price structure, volume context, and comprehensive risk management.
Indikator dan strategi
Reversal Detection System v3.3═══════════════════════════════════════════════════
REVERSAL DETECTION SYSTEM v3.3
Professional Multi-Feature Market Structure Analysis
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Born from 40+ years of trading experience across commodities, stocks, and futures markets. After founding multiple successful companies including Anchor Financial and U.S. Investors Group, I shifted focus entirely to trading, spending 12 years specializing in micro futures scalping (MNQ, MES, MYM, MGC, MCL). This system represents 20+ years of indicator development on ThinkScript, now converted to TradingView to help the trading community.
DEVELOPER: NPR21 - Retired sales executive, professional day trader, second-degree black belt in Tae Kwon Do (discipline shapes trading mindset). Converting my personal ThinkScript library to TradingView to share proven tools with the community.
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CORE FEATURES
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✓ REVERSAL DETECTION - Adaptive ATR-based with 5 sensitivity presets (Very High to Very Low) plus custom mode. Non-repainting confirmed signals with optional preview.
✓ SMART MONEY CONCEPTS - BOS (Break of Structure) continuation signals and CHoCH (Change of Character) reversal warnings. Fractal-based institutional footprint tracking.
✓ PREMIUM/DISCOUNT ZONES - Three-zone price structure (Premium/Equilibrium/Discount) with volume-based strength analysis. Shows actual buy/sell pressure from last 20 bars with Strong/Weak High/Low labels.
✓ ORDER BLOCKS - Volumetric split visualization showing buy/sell pressure ratios. Automatic mitigation detection with breaker zones (flipped polarity). Shows institutional entry zones.
✓ FAIR VALUE GAPS (FVG) - Three-candle gap detection with 50% Consequent Encroachment lines. Dynamic fill percentage tracking with auto-cleanup when filled.
✓ MOBIUS TREND PIVOTS - Institutional-grade pivot system with True Range-based target zones. Dynamic cloud visualization with real-time long/short entry signals and risk offset lines.
✓ STRONG/WEAK HIGHER HIGHS & LOWER LOWS - Market structure shift detection with strength percentages showing momentum conviction.
✓ SUPPLY/DEMAND ZONES - Rectangular zones at confirmed reversal pivots with adjustable display limits.
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WHY THIS WORKS
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Each feature captures different institutional behavior:
- Premium/Discount = Where smart money accumulates vs distributes
- Order Blocks = Exact zones where institutions placed large orders
- BOS/CHoCH = Trend structure confirmation and reversal warnings
- FVG = Inefficient price discovery that gets filled
- Mobius = Pivot-based target zones with high hit rates
- Volume Strength = Actual order flow conviction (not price-based guesses)
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QUICK START
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1. Choose sensitivity: High (1-5m), Medium (15m-1H), Low (4H-Daily)
2. Enable features you want (all ON by default)
3. Set ONE alert: "STRONG Bullish/Bearish Signal" for best setups
4. Paper trade 1-2 months before going live
SCALPERS (1-5m): Use Very High sensitivity, focus on Order Blocks + Mobius signals
DAY TRADERS (15m-1H): Use Medium sensitivity, focus on BOS/CHoCH + Premium/Discount
SWING TRADERS (4H-Daily): Use Low sensitivity, focus on major structure + Strong/Weak HL
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CUSTOMIZATION
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- Independent text size controls for ALL label types (Tiny/Small/Normal/Large)
- Adjustable swing high/low line width (1-5)
- Customizable zone extensions and lookback periods
- Color customization for all components
- Toggle each feature independently
- Real-time info dashboard showing active features
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ALERT SYSTEM
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Available alerts:
- Bullish/Bearish Reversals
- BOS and CHoCH (structure breaks)
- Fair Value Gaps
- Mobius pivot crossovers
- Strong confluence signals (reversal + trend aligned)
Recommended: Start with "STRONG Bullish/Bearish Signal" - these require multiple confirmations and have highest win rates.
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WORKS ON
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✓ All timeframes (1m to Monthly)
✓ All instruments (Stocks, Forex, Futures, Crypto, Indices)
✓ Tested extensively on micro futures (MNQ, MES, MYM, MGC, MCL)
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IMPORTANT NOTES
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- This indicator provides technical analysis signals - NOT financial advice
- Always use proper risk management (1-2% risk per trade maximum)
- Past performance does not guarantee future results
- Combine with price action and fundamental analysis
- Test thoroughly on paper/demo before live trading
- Best results come from understanding WHY features work, not blindly following signals
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COMPREHENSIVE GUIDE
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For detailed usage instructions including:
- Step-by-step trade examples for Forex, Futures Scalpers, and Swing Traders
- Multi-timeframe confirmation strategies
- Alert configuration guide
- Troubleshooting and optimization
- Performance tracking methods
Visit: docs.google.com
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CREDITS
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Inspiration from Michael J. Huddleston & ICT (Inner Circle Trader) for Smart Money Concepts framework. Mobius for trend pivot methodology. The trading community for decades of shared knowledge.
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VERSION HISTORY
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v3.3 (January 27, 2026) - Added Premium/Discount zones with volume strength, Mobius pivots, Strong/Weak HL detection, enhanced customization
v3.2 (January 2026) - Enhanced order blocks, FVG tracking, info table
v3.1 (January 2026) - Initial TradingView release
MACD-V (Volatility Normalized MACD)Award-Winning Momentum Indicator by Alex Spiroglou (CMT Charles Dao Award & NAAIM Founders Award, 2022)
The classic MACD has powered trading decisions for decades, but it suffers from five major limitations that undermine consistency:
1- Readings are not comparable over time (absolute price dependency causes massive scale differences across decades)
2- Not comparable across markets or assets (e.g., stocks vs. forex vs. crypto)
3- No universal overbought/oversold levels
4- Excessive whipsaws in low-momentum/range-bound conditions
5- Lagging signals in high-momentum reversals (e.g., missing big chunks of V-shaped recoveries)
MACD-V solves all five issues by normalizing momentum against volatility instead of price.
Core Formula
MACD-V = (EMA(12) - EMA(26)) / ATR(26) × 100
This expresses momentum in units of Average True Range (ATR), creating a volatility-adjusted oscillator that remains mathematically meaningful and comparable:
-Analysts can use MACD-V across any timeframe:
-Across any asset class (stocks, forex, commodities, bonds, crypto)
-Over decades of history
Key Features & Benefits
Time-stable & cross-market comparable: A +100 reading today has the same meaning as +100 in the past years, regardless of asset or price level.
Universal extremes: ±150 captures ~95% of all readings across markets → extreme/stretched momentum.
Momentum Lifecycle Roadmap (objective framework):
+150 or < -150: Extreme / overstretched (high reversal risk)
+50 to +150 or -50 to -150: Strong directional momentum (rallying, retracing, rebounding, reversing)
-50 to +50: Neutral / low momentum / ranging (avoid most signals — high whipsaw zone)
Range Rules for regime context: In bullish regimes (price > 200 EMA), -50 to -150 becomes the practical oversold zone; readings below -100 are rare and often powerful buy setups. Opposite in bearish regimes.
Improved signal quality: Filter whipsaws in neutral zone, anticipate lag in extremes, prioritize high-probability crosses in strong-momentum bands.
MACD-V Histogram (MACD-VH): Normalized short-term momentum with extremes at ±40 for fast reversal detection.
Backtesting & strategy-friendly: Enables reliable historical analysis, cross-asset relative strength, and systematic rules
MACD-V transforms momentum from subjective art into objective, repeatable science — giving you consistent, actionable insights no matter what you're trading.
Use it standalone or layer with trend filters (e.g., 200 EMA), volume, or price action for even stronger edges.
Developer: Alex Spiroglou
Open-source versions inspired by his work — feel free to fork and improve!
Happy trading! 🚀
Future Swing [BigBeluga]🔵 OVERVIEW
Future Swing is a swing-based projection tool that estimates the potential size and price target of the next swing move using historical swing behavior.
Instead of predicting direction randomly, it analyzes completed swing legs, measures their percentage moves, and projects a statistically derived swing target into the future.
The indicator combines swing structure, high/low zones, volume context, and a real-time dashboard to help traders anticipate where price may travel next.
🔵 CONCEPTS
Swing Detection — Swing highs and lows are identified using a configurable lookback length.
Swing Percentage Tracking — Each completed swing leg is converted into a percentage move and stored.
Statistical Projection — Future swing size is estimated using Average, Median, or Mode of past swing percentages.
Directional Awareness — Projections adapt automatically based on current swing direction.
🔵 FEATURES
Historical Swing Sampling —
• Uses a user-defined number of completed swings.
• More samples = smoother projection, fewer samples = faster adaptation.
Future Swing Projection —
• Dashed line projects the estimated swing target forward in time.
• Projection distance is visual-only and does not affect calculations.
High/Low Swing Zones —
• Upper and lower swing zones expand using ATR distance.
• Zones visualize potential reaction and rejection areas.
Volume Context per Swing —
• Buy and sell volume are accumulated during each swing leg.
• Delta and total volume are displayed in the dashboard.
Smart Dashboard —
• Displays each stored swing percentage.
• Shows calculated swing projection value.
Flexible Projection Method —
• Average: smooth and balanced.
• Median: filters out extreme outliers.
• Mode: focuses on the most common swing size.
Extendable Zones —
• Swing zones can optionally extend forward indefinitely.
🔵 HOW TO USE
Anticipate Swing Targets — Use the projected swing line as a probabilistic price objective.
Combine with Structure — Align projections with support, resistance, or liquidity zones.
Filter by Volume — Confirm swing quality using delta and total volume metrics.
Adjust Sensitivity — Tune swing length and historical sample size to match timeframe and volatility.
Context, Not Certainty — Use projections as guidance, not fixed take-profit levels.
🔵 CONCLUSION
Future Swing transforms past swing behavior into a forward-looking projection model.
By combining swing structure, statistical aggregation, ATR zones, and volume analysis, it offers traders a structured way to estimate where the next meaningful price move may reach — without relying on fixed targets or subjective assumptions.
Smart Trader, Episode 04, by Ata Sabanci, Candles and Z ScoresSmart Trader, Episode 04
Candles and Z-Scores: A Statistical Approach to Market Analysis
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OVERVIEW
This indicator applies Z-Score statistical analysis to measure how unusual current market conditions are compared to historical norms. It simultaneously analyzes five key metrics: Price, Total Volume, Buy Volume, Sell Volume, and Delta (Buy minus Sell) . The system detects 60 academically-researched market scenarios and provides visual feedback through Z-Lines (support/resistance levels), Event Markers, Trend Channels, and a comprehensive Dashboard.
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CORE CONCEPT: WHY Z-SCORE?
A Z-Score measures how many standard deviations a value is from its mean. In financial markets, extreme Z-Scores indicate statistically rare events that often precede significant price movements.
Mathematical Formula:
Z = (Current Value - Mean) / Standard Deviation
Interpretation:
• Z ≥ +2.0: Extremely high (occurs approximately 2.5% of the time)
• Z ≥ +1.0: Above average
• Z ≈ 0: Normal (near the mean)
• Z ≤ -1.0: Below average
• Z ≤ -2.0: Extremely low (occurs approximately 2.5% of the time)
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ACADEMIC FOUNDATION
This indicator is inspired by / grounded in market microstructure literature (abbreviated citations in-script) from market microstructure literature:
• Price-Volume Relationship - Karpoff (1987), Journal of Financial and Quantitative Analysis, Cambridge
Volume is positively correlated with price change magnitude
• Order Flow Imbalance - Cont, Kukanov, Stoikov (2014), Journal of Financial Econometrics
Order imbalance drives price more reliably than raw volume
• Informed Trading (PIN Model) - Easley, Kiefer, O'Hara, Paperman (1996), Journal of Finance
Buy/Sell imbalance reveals informed trader activity
• Mixture of Distributions - Tauchen & Pitts (1983), Clark (1973)
Volume clusters with volatility regimes
• Volume Predictability - Gervais, Kaniel, Mingelgrin (2001)
Volume shocks predict future returns
• Liquidity & Order Imbalance - Chordia, Roll, Subrahmanyam (2002)
Order imbalance affects short-term returns
• Volume-Return Dynamics - Llorente, Michaely, Saar, Wang (2002)
Speculation vs. risk-sharing patterns
• Reversal vs. Continuation - Campbell, Grossman, Wang (MIT)
High volume predicts lower autocorrelation
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VOLUME ENGINE
The indicator offers two methods for decomposing total volume into Buy and Sell components:
Method 1: Geometry (Approximation)
Uses candle structure to estimate buying and selling pressure:
Buy Volume = Total Volume × (Close - Low) / (High - Low)
Sell Volume = Total Volume × (High - Close) / (High - Low)
• Works on all instruments without additional data requirements
• Fast calculation
• Less precise than intrabar method
Method 2: Intrabar (Precise)
Uses Lower Timeframe (LTF) tick/second data to aggregate actual up-ticks versus down-ticks:
• More accurate volume decomposition
• Requires LTF data availability
• Configurable LTF: 1T (tick), 1S, 15S, 1M
Delta Calculation:
Delta = Buy Volume - Sell Volume
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Z-SCORE SYSTEM
The system calculates Z-Scores for five metrics simultaneously, using a configurable lookback period (default: 20 bars):
• Zp (Price Z-Score): Measures price deviation from its mean
• Zv (Volume Z-Score): Measures total volume deviation
• Zbuy (Buy Volume Z-Score): Measures buying pressure deviation
• Zsell (Sell Volume Z-Score): Measures selling pressure deviation
• ZΔ (Delta Z-Score): Measures order flow imbalance deviation
Threshold Constants:
• ZH (Z High) = 2.0: Extreme threshold
• ZM (Z Medium) = 1.0: Moderate threshold
• Z0 (Z Zero) = 0.5: Near-zero threshold
Group System:
The analysis window is divided into groups (default: 5 groups × 20 bars = 100 bar total window). Group numbers (1, 2, 3...) are displayed above candles when enabled, helping identify the relative age of detected levels.
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Z-LINES (SUPPORT/RESISTANCE LEVELS)
When any metric reaches an extreme Z-Score, the system marks that price level as a significant support or resistance zone.
Detection Logic:
• Upper Z-Line: Drawn from the HIGH when Z ≥ upper threshold (default +2.0)
• Lower Z-Line: Drawn from the LOW when Z ≤ lower threshold (default -2.0)
Multi-Metric Detection:
Z-Lines can be triggered by any of the five metrics (Price, Volume, Buy, Sell, Delta). When multiple metrics trigger at similar price levels, they are clustered together into a single combined label showing all contributing metrics.
Persistence:
Z-Lines persist for the entire analysis window (Period × Groups bars) and are NOT removed when price touches them. This allows traders to see historical support/resistance levels that may still be relevant.
Anti-Overlap System:
Labels are automatically repositioned to prevent overlap. The "Label Min Gap (%)" setting controls minimum vertical separation between ALL labels (both upper and lower), ensuring readability even when multiple levels cluster together.
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EVENT DETECTION ENGINE (60 SCENARIOS)
The system analyzes 60 distinct market scenarios based on Z-Score combinations. Each scenario is derived from academic research and assigned a confidence score based on signal strength and alignment.
Notation:
• Zp = Price Z-Score
• Zv = Total Volume Z-Score
• Zbuy = Buy Volume Z-Score
• Zsell = Sell Volume Z-Score
• ZΔ = Delta Z-Score
• dirP = Price direction (+1 if Zp > 0.5, -1 if Zp < -0.5, else 0)
• = Previous bar value
• ZH = 2.0 (High threshold)
• ZM = 1.0 (Medium threshold)
• Z0 = 0.5 (Zero threshold)
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CATEGORY A: PRICE-VOLUME (Events 1-10)
Based on: Karpoff (1987), Tauchen-Pitts (1983), Clark (1973)
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Event 1: Breakout Confirmed
|Zp| ≥ ZH AND Zv ≥ ZH AND sign(ZΔ) = dirP AND dirP ≠ 0
Direction: Bullish/Bearish (follows price direction)
Event 2: Trend Strength Confirmed
|Zp| ≥ ZH AND Zv ≥ ZH
Direction: Follows price direction
Event 3: Fragile Move
|Zp| ≥ ZH AND Zv ≤ -ZM
Direction: Warning (price move without volume support)
Event 4: Weak Rally
Zp ≥ ZH AND Zv ≤ -ZH
Direction: Warning (price up without volume)
Event 5: Weak Selloff
Zp ≤ -ZH AND Zv ≤ -ZH
Direction: Warning (price down without volume)
Event 6: Momentum Build
ZM ≤ |Zp| < ZH AND Zv ≥ ZH
Direction: Follows price direction
Event 7: Churn
|Zp| ≤ Z0 AND Zv ≥ ZH
Direction: Neutral (high volume, low price movement)
Event 8: Quiet Compression
|Zp| ≤ Z0 AND Zv ≤ -ZH
Direction: Neutral (low volume, low price movement)
Event 9: High Volume Regime
Zv ≥ ZH
Direction: Neutral
Event 10: Low Volume Regime
Zv ≤ -ZH
Direction: Neutral
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CATEGORY B: ORDER-FLOW / DELTA (Events 11-16)
Based on: Cont, Kukanov, Stoikov (2014), Easley, Kiefer, O'Hara, Paperman (1996)
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Event 11: Imbalance Drives Price
|ZΔ| ≥ ZH AND sign(ZΔ) = dirP AND dirP ≠ 0
Direction: Follows price direction (dirP), with delta alignment required
Event 12: Divergence Top
Zp ≥ ZH AND ZΔ ≤ -ZH
Direction: Warning (distribution at top)
Event 13: Divergence Bottom
Zp ≤ -ZH AND ZΔ ≥ ZH
Direction: Warning (accumulation at bottom)
Event 14: Absorption Positive
|Zp| ≤ Z0 AND Zv ≥ ZH AND ZΔ ≥ ZH
Direction: Bullish (buy absorption, support forming)
Event 15: Absorption Negative
|Zp| ≤ Z0 AND Zv ≥ ZH AND ZΔ ≤ -ZH
Direction: Bearish (sell absorption, resistance forming)
Event 16: Depth Wall
Zv ≥ ZH AND |ZΔ| ≥ ZH AND |Zp| ≤ Z0
Direction: Neutral (market depth absorbing)
─────────────────────────────────────────────────────────────
CATEGORY C: BUY VS SELL (Events 17-23)
Based on: Easley, Kiefer, O'Hara, Paperman (1996), Chordia, Roll, Subrahmanyam (2002)
─────────────────────────────────────────────────────────────
Event 17: Aggressive Buy Dominance
Zbuy ≥ ZH AND ZΔ ≥ ZH AND Zsell ≤ -ZM
Direction: Bullish
Event 18: Aggressive Sell Dominance
Zsell ≥ ZH AND ZΔ ≤ -ZH AND Zbuy ≤ -ZM
Direction: Bearish
Event 19: Two-Sided Battle
Zbuy ≥ ZH AND Zsell ≥ ZH AND |ZΔ| ≤ Z0
Direction: Neutral (buyers and sellers equally strong)
Event 20: Battle with Buy Edge
Zbuy ≥ ZH AND Zsell ≥ ZH AND ZM ≤ ZΔ < ZH
Direction: Bullish
Event 21: Battle with Sell Edge
Zbuy ≥ ZH AND Zsell ≥ ZH AND -ZH < ZΔ ≤ -ZM
Direction: Bearish
Event 22: Hidden Accumulation
Zbuy ≥ ZH AND |Zp| ≤ Z0 AND Zv ≥ ZH
Direction: Bullish (buy shock without price movement)
Event 23: Hidden Distribution
Zsell ≥ ZH AND |Zp| ≤ Z0 AND Zv ≥ ZH
Direction: Bearish (sell shock without price movement)
─────────────────────────────────────────────────────────────
CATEGORY D: PREDICTABILITY (Events 24-26)
Based on: Gervais, Kaniel, Mingelgrin (2001), Karpoff (1987)
─────────────────────────────────────────────────────────────
Event 24: Volume Shock Positive Drift
Zv ≥ ZH AND |Zp| ≤ ZM
Direction: Follows price direction
Event 25: Volume Shock Negative Drift
Zv ≤ -ZH AND |Zp| ≤ ZM
Direction: Opposite to price direction
Event 26: Abnormal Volume Info Arrival
Zv ≥ ZH
Direction: Neutral
─────────────────────────────────────────────────────────────
CATEGORY E: REVERSAL VS CONTINUATION (Events 27-30)
Based on: Campbell, Grossman, Wang (MIT), Llorente, Michaely, Saar, Wang (2002)
─────────────────────────────────────────────────────────────
Event 27: High Vol Reversal Risk
Zv ≥ ZH
Direction: Warning (high volume implies lower positive autocorrelation)
Event 28: Low Vol Continuation Risk
Zv ≤ -ZH
Direction: Follows price direction (trend likely continues)
Event 29: Speculation Continuation
Zv ≥ ZH AND |ZΔ| ≥ ZM AND sign(ZΔ) = dirP AND dirP ≠ 0
Direction: Follows price direction
Event 30: Risk Sharing Reversal
Zv ≥ ZH AND |ZΔ| ≤ Z0
Direction: Warning (potential reversal)
─────────────────────────────────────────────────────────────
CATEGORY F: IMBALANCE LAG (Events 31-33)
Based on: Chordia, Roll, Subrahmanyam (2002)
─────────────────────────────────────────────────────────────
Event 31: Persistent Imbalance Push
|ZΔ| ≥ ZM AND |ZΔ | ≥ ZM AND sign(ZΔ) = sign(ZΔ )
Direction: Follows delta direction (persistent pressure)
Event 32: Imbalance Pressure Decay
(ZΔ ≥ ZM AND ZΔ ≤ -ZM) OR (ZΔ ≤ -ZM AND ZΔ ≥ ZM)
Direction: Warning (imbalance sign flip)
Event 33: Intraday Imbalance Predicts
|ZΔ| ≥ ZM
Direction: Follows delta direction
─────────────────────────────────────────────────────────────
CATEGORY G: SUPPORT/RESISTANCE (Events 34-36)
Based on: Peskir (Manchester)
─────────────────────────────────────────────────────────────
Event 34: SR Barrier Event
|Zp| ≤ Z0 AND Zv ≥ ZH
Direction: Neutral (price stalls with high volume)
Event 35: Volume Backed SR Level
|Zp| ≤ Z0 AND Zv ≥ ZH AND |ZΔ| ≥ ZM
Direction: Follows delta direction
Event 36: Volume Poor SR Level
|Zp| ≤ Z0 AND Zv ≤ -ZM
Direction: Warning (weak S/R without volume)
─────────────────────────────────────────────────────────────
CATEGORY H: EXTENDED ANALYSIS (Events 37-50)
Based on: Extended market microstructure analysis
─────────────────────────────────────────────────────────────
Event 37: Climax Buy
Zbuy ≥ ZH AND Zp ≥ ZH AND Zv ≥ ZH
Direction: Warning (extreme buying exhaustion, potential top)
Event 38: Climax Sell
Zsell ≥ ZH AND Zp ≤ -ZH AND Zv ≥ ZH
Direction: Warning (extreme selling exhaustion, potential bottom)
Event 39: Stealth Accumulation
Zbuy ≥ ZM AND |Zp| ≤ Z0 AND Zv ≤ Z0
Direction: Bullish (quiet buying)
Event 40: Stealth Distribution
Zsell ≥ ZM AND |Zp| ≤ Z0 AND Zv ≤ Z0
Direction: Bearish (quiet selling)
Event 41: Volume Divergence Bull
Zp ≤ -ZM AND Zv ≤ -ZM
Direction: Bullish (price down but volume declining)
Event 42: Volume Divergence Bear
Zp ≥ ZM AND Zv ≤ -ZM
Direction: Bearish (price up but volume declining)
Event 43: Delta Price Alignment
|Zp| ≥ ZM AND |ZΔ| ≥ ZM AND sign(Zp) = sign(ZΔ)
Direction: Follows price direction (strong trend confirmation)
Event 44: Extreme Compression
|Zp| ≤ Z0 AND Zv ≤ -ZH
Direction: Neutral (very low volatility)
Event 45: Volatility Expansion
|Zp| ≥ ZH AND Zv ≥ ZH
Direction: Follows price direction (breakout from compression)
Event 46: Buy Exhaustion
Zbuy ≥ ZH AND Zp ≤ Z0
Direction: Warning (high buy but price fails)
Event 47: Sell Exhaustion
Zsell ≥ ZH AND Zp ≥ -Z0
Direction: Warning (high sell but price holds)
Event 48: Trend Acceleration
|Zp| ≥ ZM AND |Zp| > |Zp | AND Zv ≥ ZM
Direction: Follows price direction (increasing momentum)
Event 49: Trend Deceleration
|Zp| ≥ ZM AND |Zp| < |Zp | AND sign(Zp) = sign(Zp )
Direction: Warning (decreasing momentum)
Event 50: Multi Divergence
(Zp ≥ ZM AND ZΔ ≤ -ZM) OR (Zp ≤ -ZM AND ZΔ ≥ ZM) + |Zp| ≥ ZM AND Zv ≤ -ZM
Direction: Warning (multiple divergence signals)
─────────────────────────────────────────────────────────────
CATEGORY I: TREND-INTEGRATED (Events 51-60)
Based on: Combined price-volume-delta trend analysis
─────────────────────────────────────────────────────────────
Event 51: Trend Breakout Confirmed
|Zp| ≥ ZH AND Zv ≥ ZH AND |ZΔ| ≥ ZM AND sign(ZΔ) = dirP AND dirP ≠ 0
Direction: Follows price direction
Event 52: Trend Support Test
Zp ≥ ZM AND Z0 ≤ Zp < ZM AND ZΔ ≥ Z0
Direction: Bullish (pullback in uptrend)
Event 53: Trend Resistance Test
Zp ≤ -ZM AND -ZM < Zp ≤ -Z0 AND ZΔ ≤ -Z0
Direction: Bearish (rally in downtrend)
Event 54: Trend Reversal Signal
sign(Zp) ≠ sign(Zp ) AND |Zp| ≥ ZM AND |Zp | ≥ ZM
Direction: Follows new price direction (momentum flip)
Event 55: Channel Absorption
|Zp| ≤ Z0 AND Zv ≥ ZH
Direction: Neutral (range-bound with volume)
Event 56: Trend Continuation Volume
|Zp| ≥ ZM AND Zv ≥ ZM AND sign(ZΔ) = dirP AND dirP ≠ 0
Direction: Follows price direction (healthy trend with volume)
Event 57: Trend Exhaustion
|Zp| ≥ ZM AND Zv ≤ -ZM AND |Zp| < |Zp |
Direction: Warning (trend losing steam)
Event 58: Range Breakout Pending
|Zp| ≤ Z0 AND Zv ≤ -ZH AND |ZΔ| ≥ ZM
Direction: Follows delta direction (compression with imbalance)
Event 59: Trend Quality High
|Zp| ≥ ZM AND sign(ZΔ) = dirP AND Zv ≥ Z0 AND dirP ≠ 0
Direction: Follows price direction (strong aligned signals)
Event 60: Trend Quality Low
|Zp| ≥ ZM AND sign(ZΔ) ≠ dirP AND dirP ≠ 0
Direction: Warning (conflicting signals)
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TREND CHANNEL SYSTEM
The trend channel system is adapted from Smart Trader Episode 03 to provide consistent visual context for price action analysis.
How It Works:
• Divides the chart into blocks based on Z-Score groups
• Calculates OHLC (Open, High, Low, Close) for each block
• Detects Higher Highs/Higher Lows (uptrend) or Lower Highs/Lower Lows (downtrend) patterns
• Draws channel lines connecting block extremes
• Classifies by angle: steep angles indicate trends, flat angles indicate ranges
Channel Classifications:
• UPTREND: Higher highs and higher lows detected
• DOWNTREND: Lower highs and lower lows detected
• RANGE: Channel angle below threshold (default 10 degrees)
Label Information:
• Trend direction (UPTREND/DOWNTREND/RANGE)
• Channel boundary prices
• Distance from current price (absolute and percentage)
• Channel angle in degrees
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DASHBOARD
The dashboard provides a comprehensive real-time view of all Z-Score metrics and detected events.
Dashboard Sections:
1. Header Row
Displays indicator name and current calculation mode (CLOSED or LIVE).
2. Metric Rows (Price, Total Volume, Buy Volume, Sell Volume, Delta)
Each row displays:
• Value: Current metric value
• Z: Calculated Z-Score
• Visual: Graphical Z-bar showing position relative to mean
• Status: Interpretation (Extreme High, Above Avg, Normal, Below Avg, Extreme Low)
• Upper: Oldest active upper Z-Line in window (Label Mirror)
• Lower: Oldest active lower Z-Line in window (Label Mirror)
3. Event Detection Section
• Count of triggered events out of 60 total scenarios
• Market Bias: Bull/Bear/Neutral percentage with visual bar
• Strongest Event: Highest confidence event currently triggered
• #2 Event: Second highest confidence event
4. Footer
Shows engine type (Geometry/Intrabar), Z-Score period, calculation basis, and number of valid bars.
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ALERT SYSTEM
The indicator uses native alertcondition() functions, keeping the settings menu clean while providing comprehensive alert options in TradingView's alert dialog.
Available Alert Categories:
• Master Alerts: Any event, Any bullish, Any bearish, Any warning
• Single Event Alerts: Individual alerts for key events (Breakout, Climax, Divergence, etc.)
• Category Alerts: Alerts by event category (Price-Volume, Order-Flow, etc.)
• Confluence Alerts: 2+, 3+, 4+, or 5+ aligned events
• Bias Shift Alerts: 10%, 20%, or 30% shifts in market bias
• High Confidence Alerts: Events with 60%+, 70%+, 80%+, or 90%+ confidence
• Divergence Alerts: Price vs Volume or Price vs Delta divergences
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DATA ACCURACY AND LIMITATIONS
This indicator is 100% VOLUME-BASED and requires Lower Timeframe (LTF) intrabar data for accurate calculations when using the Intrabar method.
Data Accuracy Levels:
• 1T (Tick): Most accurate, real volume distribution per tick
• 1S (1 Second): Reasonably accurate approximation
• 15S (15 Seconds): Good approximation, longer historical data available
• 1M (1 Minute): Rough approximation, maximum historical data range
Backtest and Replay Limitations:
• Replay mode results may differ from live trading due to data availability
• For longer backtest periods, use higher LTF settings (15S or 1M)
• Not all symbols/exchanges support tick-level data
• Crypto and Forex typically have better LTF data availability than stocks
A Note on Data Access:
Higher TradingView plans provide access to more historical intrabar data, which directly impacts the accuracy of volume-based calculations. More precise volume data leads to more reliable calculations.
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LANGUAGE SUPPORT (TRI-LINGUAL UI)
This indicator includes a built-in language switch with three interface languages :
• English (EN)
• Türkçe (TR)
• 한국어 (KO)
The selected language updates key interface text such as the Dashboard headers/rows , tooltips , and the Event Engine outputs (event names, category names, and direction labels). Turkish diacritics and Korean Hangul are supported for clean, native readability.
Why only three languages?
Each additional language requires duplicating strings throughout the code, which increases script size/memory usage and compilation time. To keep the indicator optimized and responsive, language options are intentionally limited to three.
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⚠️ DISCLAIMER
FOR EDUCATIONAL AND RESEARCH PURPOSES ONLY
This indicator is designed as an educational and research tool based on academic market microstructure literature. It is NOT financial advice and should NOT be used as the sole basis for trading decisions.
Important Notices:
• Past performance does not guarantee future results
• All trading involves risk of substantial loss
• The indicator's signals are statistical probabilities, not certainties
• Always conduct your own research and consult qualified financial advisors
• The creator assumes no responsibility for trading losses
Research Sources:
This indicator is built upon peer-reviewed academic research from:
• Journal of Financial and Quantitative Analysis (Cambridge University Press)
• Journal of Finance
• Journal of Financial Econometrics
• MIT Working Papers
• arXiv Financial Mathematics
PSAR Laboratory [DAFE]PSAR Laboratory : The Ultimate Adaptive Trailing Stop & Reversal Engine
23 Advanced Algorithms. Adaptive Acceleration. Smart Flip Logic. Parabolic SAR Reimagined.
█ PHILOSOPHY: WELCOME TO THE LABORATORY
The standard Parabolic SAR, created by the legendary J. Welles Wilder Jr., is a tool of beautiful simplicity. But in today's complex, algorithm-driven markets, its simplicity is its fatal flaw. Its fixed acceleration and rigid flip logic cause it to fail precisely when you need it most: it whipsaws in choppy conditions and gives back too much profit in strong trends.
The PSAR Laboratory was not created to be just another PSAR. It was engineered to be the definitive evolution of Wilder's original concept. This is not an indicator; it is a powerful, interactive research environment. It is a sandbox where you, the trader, can move beyond the static "one-size-fits-all" approach and forge a PSAR that is perfectly adapted to your specific market, timeframe, and trading style.
We have deconstructed the very DNA of the Parabolic SAR and rebuilt it from the ground up, infusing it with modern quantitative techniques. The result is an institutional-grade suite of 23 distinct, mathematically diverse algorithms that dynamically control every aspect of the PSAR's behavior.
█ WHAT MAKES THIS A "LABORATORY"? THE CORE INNOVATIONS
This tool stands in a class of its own. It is a collection of what could be 23 separate indicators, all seamlessly integrated into one powerful engine.
The 23 Algorithm Engine: This is the heart of the Laboratory. Instead of one rigid formula, you have a library of 23 unique mathematical engines at your command. These algorithms are not simple tweaks; they are complete re-imaginings of how the PSAR should behave, based on concepts from information theory, digital signal processing, fractal geometry, and institutional analysis.
Truly Adaptive Acceleration (AF): The standard PSAR's "gas pedal" (the AF) is dumb; it accelerates at a fixed rate. Our algorithms make it intelligent. The AF can now speed up in clean, trending environments to lock in profits, and automatically slow down in choppy, chaotic conditions to avoid whipsaws.
Advanced Flip Confirmation Logic: Say goodbye to noise-driven flips. You are no longer at the mercy of a single wick touching the SAR. The Laboratory provides multiple layers of flip confirmation, including requiring a bar close beyond the SAR, a volume spike to validate the reversal, or even a multi-bar confirmation .
Comprehensive Noise Filtering Core: In a revolutionary step, you can apply one of over 30 advanced signal processing filters directly to the SAR output itself. From ultra-low-lag filters like the Hull MA and DAFE Spectral Laguerre to adaptive filters like KAMA and FRAMA , you can surgically remove noise while preserving the responsiveness of the core signal.
Integrated Performance Engine: How do you know which of the 23 algorithms is best for your market? You test it. The built-in Performance Dashboard is a comprehensive backtesting and analytics engine that tracks every trade, providing real-time data on Win Rate, Profit Factor, Max Drawdown, and more. It allows you to scientifically validate your chosen configuration.
█ A GUIDED TOUR OF THE ALGORITHMS: 23 PATHS TO AN EDGE
b]These 23 algorithms are not simple settings; they are distinct mathematical philosophies for how a Parabolic SAR should adapt to the market. They are grouped into three primary categories: those that adapt the Acceleration Factor (AF) , those that enhance the Extreme Point (EP) detection, and those that redefine the Flip Logic .
CATEGORY A: ACCELERATION FACTOR (AF) ADAPTATION
These algorithms dynamically change the "gas pedal" of the PSAR.
1. Volatility-Scaled AF
Core Concept: Treats volatility as market friction. The PSAR should be more forgiving in high-volatility environments.
How It Works: It calculates a Volatility Ratio by comparing the short-term ATR to the long-term ATR. If current volatility is high (ratio > 1), it reduces the AF Step. If volatility is low (ratio < 1), it increases the AF Step to trail tighter.
Ideal Use Case: The best all-rounder. Excellent for any market, especially those with clear shifts between high and low volatility regimes (like indices and crypto).
2. Efficiency Ratio (ER) AF
Core Concept: The PSAR should accelerate aggressively in clean, efficient trends and slow down dramatically in choppy, inefficient markets.
How It Works: It uses Kaufman's Efficiency Ratio (ER), which measures the net directional movement versus the total price movement. A high ER (near 1.0) signifies a pure trend, triggering a high AF multiplier. A low ER (near 0.0) signifies chop, triggering a low AF multiplier.
Ideal Use Case: Markets that alternate between strong trends and sideways chop. It is exceptionally good at surviving ranging periods.
3. Shannon Entropy AF
Core Concept: Uses Information Theory to measure market disorder. The PSAR should be conservative in chaos and aggressive in order.
How It Works: It calculates the Shannon Entropy of recent price changes. High entropy means the market is unpredictable ("chaotic"), causing the AF to slow down. Low entropy means the market is organized and trending, causing the AF to speed up.
Ideal Use Case: Advanced traders looking for a mathematically pure way to distinguish between a tradable trend and random noise.
4. Fractal Dimension (FD) AF
Core Concept: Measures the "jaggedness" or complexity of the price path. A smooth path is a trend; a jagged, space-filling path is chop.
How It Works: It calculates the Fractal Dimension of the price series. An FD near 1.0 is a smooth line (high AF). An FD near 1.5 is a random walk (low AF).
Ideal Use Case: Visually identifying the moment a smooth trend begins to break down into chaotic, unpredictable movement.
5. ADX-Gated AF
Core Concept: Uses the classic ADX indicator to confirm the presence of a trend before allowing the PSAR to accelerate.
How It Works: If the ADX value is above a "Strong" threshold (e.g., 25), the AF accelerates normally. If the ADX is below a "Weak" threshold (e.g., 15), the AF is "frozen" and will not increase, preventing the SAR from tightening up in a non-trending market.
Ideal Use Case: For classic trend-following purists who trust the ADX as their primary regime filter.
6. Kalman AF Estimator
Core Concept: A sophisticated signal processing algorithm that predicts the "true" optimal AF by filtering out price "noise."
How It Works: It treats the PSAR's AF as a state to be estimated. It makes a prediction, then corrects it based on how far the actual price deviates. It's like a GPS constantly refining its position. The "Process Noise" input controls how fast it thinks the AF can change, while "Measurement Noise" controls how much it trusts the price data.
Ideal Use Case: Smooth, high-inertia markets like commodities or major forex pairs. It creates an incredibly smooth and responsive AF.
7. Volume-Momentum AF
Core Concept: A trend's acceleration is only valid if confirmed by both volume and price momentum.
How It Works: The AF will only increase if a new Extreme Point is made on above-average volume AND the Rate of Change (ROC) of the price is aligned with the trend's direction.
Ideal Use Case: Any market with reliable volume data (stocks, futures, crypto). It's excellent for filtering out low-conviction moves.
8. Garman-Klass (GK) AF
Core Concept: Uses a more advanced, statistically efficient measure of volatility (Garman-Klass, which uses OHLC data) to adapt the AF.
How It Works: It modulates the AF based on whether the current GK volatility is higher or lower than its historical average. Unlike the standard Volatility-Scaled algo, it tends to slow down more in high volatility and speed up less in low volatility, making it more conservative.
Ideal Use Case: Traders who want a volatility-adaptive model that is more focused on risk reduction during volatile periods.
9. RSI-Modulated AF
Core Concept: The RSI can identify points of potential trend exhaustion or strong momentum.
How It Works: If a trend is bullish but the RSI enters the "Overbought" zone, the AF slows down, anticipating a pullback. Conversely, if the RSI is in the strong momentum mid-range (40-60), the AF is boosted to trail more aggressively.
Ideal Use Case: Mean-reversion traders or those who want to automatically loosen their trail stop near potential exhaustion points.
10. Bollinger Squeeze AF
Core Concept: A Bollinger Band Squeeze signals a period of volatility compression, often preceding an explosive breakout.
How It Works: When the algorithm detects that the Bollinger Band Width is in a "Squeeze" (below a certain historical percentile), it boosts the AF in anticipation of a fast move, allowing the PSAR to catch the breakout quickly.
Ideal Use Case: Breakout traders. This algorithm primes the PSAR to be maximally responsive right at the moment a breakout is most likely.
11. Keltner Adaptive AF
Core Concept: Keltner Channels provide a robust measure of a trend's "normal" volatility channel.
How It Works: When price is trading strongly outside the Keltner Channel, it's considered a powerful trend, and the AF is boosted. When price falls back inside the channel, it's considered a consolidation or pullback, and the AF is slowed down.
Ideal Use Case: Trend followers who use channel breakouts as their primary confirmation.
12. Choppiness-Gated AF
Core Concept: Uses the Choppiness Index to quantify whether the market is trending or consolidating.
How It Works: If the Choppiness Index is below the "Trend" threshold (e.g., 38.2), the AF is boosted. If it's above the "Range" threshold (e.g., 61.8), the AF is significantly reduced.
Ideal Use Case: A more responsive alternative to the ADX-Gated algorithm for distinguishing between trending and ranging markets.
13. VIDYA-Style AF
Core Concept: Uses a Chande Momentum Oscillator (CMO) to create a variable-speed acceleration factor.
How It Works: The absolute value of the CMO is used to create a dynamic smoothing constant. Strong momentum (high absolute CMO) results in a faster, more responsive AF. Weak momentum results in a slower, smoother AF.
Ideal Use Case: Momentum traders who want their trailing stop's speed directly tied to the momentum of the price itself.
14. Hilbert Cycle AF
Core Concept: Uses Ehlers' Hilbert Transform to extract the dominant cycle period of the market and synchronizes the PSAR with it.
How It Works: It dynamically adjusts the AF based on the detected cycle period (shorter cycles = faster AF) and can also modulate it based on the current phase within that cycle (e.g., accelerate faster near cycle tops/bottoms).
Ideal Use Case: Markets with clear cyclical behavior, like commodities and some forex pairs.
CATEGORY B: EXTREME POINT (EP) ENHANCEMENT
These algorithms make the detection of new highs/lows more intelligent.
15. Volume-Weighted EP
Core Concept: A new high or low is more significant if it occurs on high volume.
How It Works: It can be configured to only accept a new EP if the volume on that bar is above average. It can also "weight" the EP by volume, pushing it further out on high-volume bars.
Ideal Use Case: Filtering out weak, low-conviction price probes in markets with reliable volume.
16. Wavelet Filtered EP
Core Concept: Uses wavelet decomposition (a signal processing technique) to separate the underlying trend from high-frequency noise.
How It Works: It calculates a smoothed, wavelet-filtered version of the price. A new EP is only registered if the actual high/low significantly exceeds this smoothed baseline, effectively ignoring minor noise spikes.
Ideal Use Case: Noisy markets where small, insignificant wicks can cause the AF to accelerate prematurely.
17. ATR-Validated EP
Core Concept: A new EP should represent a meaningful move, not just a one-tick poke.
How It Works: It requires a new high/low to exceed the previous EP by a minimum amount, defined as a multiple of the current ATR. This ensures only volatility-significant advances are counted.
Ideal Use Case: A simple, robust way to filter out "noise" EPs and slow down the AF's acceleration in choppy conditions.
18. Statistical EP Filter
Core Concept: A new EP is only valid if the price change that created it is statistically significant.
How It Works: It calculates the Z-Score of the bar's price change relative to recent history. A new EP is only accepted if its Z-Score exceeds a certain threshold (e.g., 1.5 sigma), meaning it was an unusually strong move.
Ideal Use Case: For quantitative traders who want to ensure their trailing stop only tightens in response to statistically meaningful price action.
CATEGORY C: FLIP LOGIC & CONFIRMATION
These algorithms change the very rules of when and why the PSAR reverses.
19. Dual-PSAR Gate
Core Concept: Uses two PSARs—one fast and one slow—to confirm a reversal.
How It Works: A flip signal for the main PSAR is only considered valid if both the fast (sensitive) PSAR and the slow (structural) PSAR have flipped. This acts as a powerful trend filter.
Ideal Use Case: An excellent method for reducing whipsaws. It forces the PSAR to wait for both short-term and longer-term momentum to align before signaling a reversal.
20. MTF Coherence PSAR
Core Concept: Do not flip against the higher timeframe macro trend.
How It Works: It pulls PSAR data from two higher timeframes. A flip is only allowed if the new direction does not contradict the trend on at least one (or both) of those higher timeframes. It also boosts the AF when all timeframes are aligned.
Ideal Use Case: The ultimate tool for multi-timeframe traders who want to ensure their entries and exits are in sync with the bigger picture.
21. Momentum-Gated Flip
Core Concept: A reversal is only valid if it is supported by a significant surge of momentum.
How It Works: A price cross of the SAR is not enough. The script also requires the Rate of Change (ROC) to exceed a certain threshold for a set number of bars, confirming that there is real force behind the reversal.
Ideal Use Case: Filtering out weak, drifting reversals and only taking signals that are initiated with explosive power.
22. Close-Only PSAR
Core Concept: Wicks are noise; the bar's close is the final decision.
How It Works: This algorithm modifies the flip logic to ignore wicks. A flip only occurs if one or more bars close beyond the SAR line.
Ideal Use Case: One of the most effective and simple ways to reduce false signals from volatile wicks. A fantastic default choice for any trader.
23. Ultimate PSAR Consensus
Core Concept: The highest conviction signal comes from the agreement of multiple, diverse mathematical models.
How It Works: This is the capstone algorithm. It runs a "vote" between a selection of the top-performing algorithms (e.g., Volatility-Scaled, Efficiency Ratio, Dual-PSAR). A flip is only signaled if a majority consensus is reached. It can even weight the votes based on each algorithm's recent performance.
Ideal Use Case: For traders who want the absolute highest level of confirmation and are willing to accept fewer, but more robust, signals.
█ PART II: THE NOISE FILTERING CORE - The Shield
This is a revolutionary feature that allows you to apply a second layer of signal processing directly to the SAR line itself, surgically removing noise before the flip logic is even considered.
FILTER CATEGORIES
Basic Filters (SMA, EMA, WMA, RMA): The classic moving averages. They provide basic smoothing but introduce significant lag. Best used for educational purposes.
Low-Lag Filters (DEMA, TEMA, Hull MA, ZLEMA): A family of filters designed to reduce the lag inherent in basic moving averages. The Hull MA is a standout, offering a superb balance of smoothness and responsiveness.
Adaptive Filters (KAMA, VIDYA, FRAMA): These are "smart" filters. They automatically adjust their smoothing level based on market conditions. They will be very smooth in choppy markets and become highly responsive in trending markets.
Advanced DSP & DAFE Filters: This is the pinnacle of signal processing.
Ehlers Filters (SuperSmoother, 2-Pole, 3-Pole): Based on the work of John Ehlers, these use digital signal processing techniques to remove high-frequency noise with minimal lag.
Gaussian & ALMA: These use a bell-curve weighting, giving the most importance to recent data in a smooth, non-linear fashion.
DAFE Spectral Laguerre: A proprietary, non-linear filter that uses a feedback loop and adapts its "gamma" based on volatility, providing exceptional tracking in all market conditions.
How to Choose a Filter
Start with "None": First, find an algorithm you like with no filtering to understand its raw behavior.
Introduce Low Lag: If you are getting too many whipsaws from noise, apply a short-length Hull MA (e.g., 5-8). This is often the best solution.
Go Adaptive: If your market has very distinct trend/chop regimes, try an Adaptive KAMA .
Maximum Purity: For the smoothest possible output with excellent responsiveness, use the DAFE Spectral Laguerre or Ehlers SuperSmoother .
█ THE VISUAL EXPERIENCE: DATA AS ART
The PSAR Laboratory is not just functional; it is beautiful. The visualization engine is designed to provide you with an intuitive, at-a-glance understanding of the market's state.
Algorithm-Specific Theming: Each of the 23 algorithms comes with its own unique, professionally designed color palette. This not only provides visual variety but allows you to instantly recognize which engine is active.
Dynamic Glow Effects: For many algorithms, the PSAR dots will emit a soft "glow." The brightness and color of this glow are not random; they are tied to a key metric of the active algorithm (e.g., trend strength, volatility, consensus), providing a subtle, visual cue about the health of the trend.
Adaptive Volatility Bands: Certain algorithms will display dynamic bands around the PSAR. These are not standard deviation bands; their width is controlled by the specific logic of the active algorithm, showing you a visual representation of the market's expected range or energy level.
Secondary Reference Lines: For algorithms like the Dual-PSAR or MTF Coherence, a secondary line will be plotted on the chart, giving you a clear visual of the underlying data (e.g., the slow PSAR, the HTF trend) that is driving the decision-making process.
█ THE MASTER DASHBOARD: YOUR MISSION CONTROL
The comprehensive dashboard is your unified command center for analysis and performance tracking.
Engine Status: See the currently selected Algorithm, the active Noise Filter, the Trend direction, and a real-time progress bar of the current Acceleration Factor (AF).
Algorithm-Specific Metrics: This is the most powerful section. It displays the key real-time data from the currently active algorithm. If you're using "Shannon Entropy," you'll see the Entropy score. If you're using "ADX-Gated," you'll see the ADX value. This gives you a direct, quantitative look under the hood.
Performance Readout: When enabled, this section provides a full breakdown of your backtesting results, including Win Rate, Profit Factor, Net P&L, Max Drawdown, and your current trade status.
█ DEVELOPMENT PHILOSOPHY
The PSAR Laboratory was born from a deep respect for Wilder's original work and a relentless desire to push it into the 21st century. We believe that in modern markets, static tools are obsolete. The future of trading lies in adaptation. This indicator is for the serious trader, the tinkerer, the scientist—the individual who is not content with a black box, but who seeks to understand, test, and refine their edge with surgical precision. It is a tool for forging, not just following.
The PSAR Laboratory is designed to be the ultimate tool for that evolution, allowing you to discover and codify the rules that truly fit you.
█ DISCLAIMER AND BEST PRACTICES
THIS IS A TOOL, NOT A STRATEGY: This indicator provides a sophisticated trailing stop and reversal signal. It must be integrated into a complete trading plan that includes risk management, position sizing, and your own contextual analysis.
TEST, DON'T GUESS: The power of this tool is its adaptability. Use the Performance Dashboard to rigorously test different algorithms and settings on your chosen asset and timeframe. Find what works, and build your strategy around that data.
START SIMPLE: Begin with the "Volatility-Scaled AF" algorithm, as it is a powerful and intuitive all-rounder. Once you are comfortable, begin experimenting with other engines.
RISK MANAGEMENT IS PARAMOUNT: All trading involves substantial risk. The backtesting results are hypothetical and do not account for slippage or psychological factors. Never risk more capital than you are prepared to lose.
"I don't think traders can follow rules for very long unless they reflect their own trading style. Eventually, a breaking point is reached and the trader has to quit or change, or find a new set of rules he can follow. This seems to be part of the process of evolution and growth of a trader."
— Ed Seykota, Market Wizard
Taking you to school. - Dskyz, Trade with Volume. Trade with Density. Trade with DAFE
Supertrend Breakout | Gold | ProjectSyndicate• ⭐ Still stuck with regular SuperTrend in 2026? Check out the new ST Breakout Algo.
• ⚙️ SuperTrend Breakout | Gold | ProjectSyndicate (Pine v6) — built for XAUUSD precision, and equally lethal on Forex + Crypto.
• 📦 Shift Zones (boxed consolidation after reversals) = clean, tradable structure (no noisy SuperTrend spaghetti).
• 📈 BUY STOP ▲ auto-plotted above bullish zones for breakout entries — no guesswork, just levels.
• 📉 SELL STOP ▼ auto-plotted below bearish zones for breakdown plays — instant clarity.
• 🧠 Adaptive spacing uses zone range % so stops scale with volatility (perfect for Gold’s swings).
• 🧭 Projection lines extend forward so you can plan the trade before price arrives.
• 🟩🟪 Dual color system + BULL/BEAR labels = zero interpretation lag when trend flips.
• 🧼 Box-only display keeps charts clean: zones + stops = actionable, minimal, fast decisions.
• ⭐ Bookmark this + add it to your TradingView chart — your breakout roadmap for Gold, FX, Crypto.
• 🚀 Make it your default overlay: spot consolidation → place stops → ride the expansion move.
• 📦 Enable/Disable BUY/SELL breakouts. For Gold you can use BUY only breakouts.
🩶 How to Support ProjectSyndicate
Thank you for using the Supertrend Breakout | Gold | ProjectSyndicate
If you find this tool valuable, you can support our work:
• 🌫️ Follow us on TradingView: Stay up-to-date with our latest script releases and updates.
• 🩶 Add to Favorites: Click the “Add to Favorite Scripts” button on TradingView to save it for easy access.
• 🐘 Explore our other scripts: We offer a range of free, high-quality indicators for the modern trader—specializing in Smart Money Concepts (SMC) and Support & Resistance Levels.
🩶 Your support helps us continue to develop and share powerful, free tools with the trading community.
ES M20 chart
EURUSD M20 chart
BTCUSD H1 chart
10 Youtube Opening Range Strategies + Backtest 1. Quick Flip Scalper
A strategy centered on fading or following the initial move relative to the Opening Range (OR).
LONG Rules:
Reversal Mode: If the Opening Range is Bearish (Red), enter Long when price drops below the Opening Range Low (ORL).
Continuity Mode: If the Opening Range is Bullish (Green), enter Long when price drops below the Opening Range Low (ORL) (Buying the deep pullback/trap).
SHORT Rules:
Reversal Mode: If the Opening Range is Bullish (Green), enter Short when price breaks above the Opening Range High (ORH).
Continuity Mode: If the Opening Range is Bearish (Red), enter Short when price breaks above the Opening Range High (ORH) (Selling the deep pullback/trap).
2. First Candle Scalper
Identical to the Quick Flip Scalper but restricts entries to the very first retest only.
LONG Rules:
Same as Quick Flip Long, but only triggers once per session.
SHORT Rules:
Same as Quick Flip Short, but only triggers once per session.
3. Smart Money Trap (SMT)
Identifies a "fakeout" breakout followed immediately by a reversal candlestick pattern.
LONG Rules:
Condition: The previous candle low was below the ORL, but the candle closed back inside (above ORL).
Trigger: Must have a Bullish Engulfing or Bullish Rejection pattern closing above the ORL.
SHORT Rules:
Condition: The previous candle high was above the ORH, but the candle closed back inside (below ORH).
Trigger: Must have a Bearish Engulfing or Bearish Rejection pattern closing below the ORH.
4. Trident Pattern (TG Capital)
A London-session exclusive strategy requiring a Fair Value Gap (FVG) and a Doji confirmation.
LONG Rules:
Filter: Price is Above the 200 EMA (if enabled).
Setup: A Bullish FVG forms.
Confirmation: A Doji candle wicks down into the 50% level of the FVG.
Trigger: Enter on the next candle close.
SHORT Rules:
Filter: Price is Below the 200 EMA (if enabled).
Setup: A Bearish FVG forms.
Confirmation: A Doji candle wicks up into the 50% level of the FVG.
Trigger: Enter on the next candle close.
5. OTE Framework (MBB Trader)
Simulates an Optimal Trade Entry by combining a Liquidity Sweep with a Market Structure Shift (SMR).
LONG Rules:
Sweep: Price drops below the lowest low of the last 20 candles.
Structure: A Bullish SMR forms (Low → High → Lower Low → Higher High).
SHORT Rules:
Sweep: Price breaks above the highest high of the last 20 candles.
Structure: A Bearish SMR forms (High → Low → Higher High → Lower Low).
6. Liquidity Trap (Marco Trades)
A contrarian strategy that buys/sells purely on sweeps of major structural levels.
LONG Rules:
Trigger: Price sweeps (drops below) the lowest low of the last 50 candles.
SHORT Rules:
Trigger: Price sweeps (breaks above) the highest high of the last 50 candles.
7. Trojan Horse (Trader Mayne)
Uses Trend EMAs (50 & 200) to identify direction, then enters on a Lower Timeframe Breaker.
LONG Rules:
Trend: 50 EMA > 200 EMA (Uptrend).
Trigger: Price sweeps a recent 10-candle low, then immediately breaks a recent 5-candle high.
SHORT Rules:
Trend: 50 EMA < 200 EMA (Downtrend).
Trigger: Price sweeps a recent 10-candle high, then immediately breaks a recent 5-candle low.
8. Simplified SMT (9:30 Range)
Focuses on the 9:30 AM range. Waits for a breakout and a confirmed failure to sustain it.
LONG Rules:
Context: Price previously broke above the ORH.
Trigger: Price returns to the ORH (Retest) with a Bullish Engulfing/Rejection pattern.
SHORT Rules:
Context: Price previously broke below the ORL.
Trigger: Price returns to the ORL (Retest) with a Bearish Engulfing/Rejection pattern.
9. 9:30 One-Candle (Scarface)
Uses the high/low of the single 9:30 candle as the range.
LONG Rules:
Setup: Price closes above the 9:30 High.
Trigger: Price pulls back and touches/dips into the 9:30 High (Retest).
SHORT Rules:
Setup: Price closes below the 9:30 Low.
Trigger: Price pulls back and touches/wicks into the 9:30 Low (Retest).
10. London Breakout (Joovier)
Based on the 3 AM - 9 AM EST box.
LONG Rules:
Trigger: A candle's Body (Open and Close) forms completely above the Box High after the session opens.
SHORT Rules:
Trigger: A candle's Body (Open and Close) forms completely below the Box Low after the session opens.
⚠️ DISCLAIMER & LIMITATION OF LIABILITY
1. NO AFFILIATION / INDEPENDENT PROJECT This script is an independent coding project created solely for testing, research, and entertainment purposes. The creator of this indicator is not associated, affiliated, endorsed by, or in any way connected to the strategy authors or influencers mentioned within the tool (including but not limited to TG Capital, MBB Trader, Marco Trades, Trader Mayne, Scarface, or Joovier).
The strategy names are used strictly for identification purposes to credit the original concept creators.
This code represents an independent interpretation of public trading concepts. It may not reflect the exact, proprietary, or private methods taught by these individuals.
This is not an official product from any of the aforementioned parties.
2. FOR EDUCATIONAL PURPOSES ONLY This indicator is strictly for educational and informational purposes. It is not a signal service and does not constitute investment, financial, or trading advice. The buy/sell labels generated by this script are merely visual representations of specific code logic and should not be interpreted as instructions to execute trades.
3. EXCLUSION OF LIABILITY By using this script, you explicitly agree that:
The creator assumes no responsibility or liability for any direct, indirect, consequential, or incidental losses or damages resulting from the use of this tool.
You engage in trading entirely at your own risk.
You release the creator from any legal responsibility regarding your trading activities or financial results.
4. HYPOTHETICAL PERFORMANCE The statistics displayed on the "Dashboard" (Win Rate, P&L, etc.) are hypothetical and based on historical backtesting data.
Past performance is not indicative of future results.
These results do not account for slippage, spreads, commission fees, or real-time liquidity issues.
Strategies that performed well in the past may fail in current or future market conditions.
5. HIGH-RISK WARNING Trading in financial markets (Stocks, Forex, Crypto, Futures) involves a high degree of risk and is not suitable for all investors. You could lose some or all of your initial investment. You should not trade with money that you cannot afford to lose.
IF YOU DO NOT AGREE WITH THESE TERMS, DO NOT USE THIS SCRIPT.
Professional Market StructureThis indicator is designed to simplify market structure by visually identifying the current trend phase using dynamic price channels.
It automatically plots structure-based channels by analyzing recent highs, lows, and price slope to determine whether the market is in an ascending (bullish) or descending (bearish) phase.
🔍 What This Script Shows
Ascending Structure: When price momentum is positive, the channel highlights bullish control.
Descending Structure: When momentum turns negative, the channel shifts to reflect bearish pressure.
Pivot High Labels: Important turning points are marked to help spot potential distribution or exhaustion zones.
Live Trend Status: The current market condition is clearly labeled on the chart.
🎯 How Traders Can Use It
Identify trend direction at a glance
Avoid trading against structure
Spot possible reversal or slowdown areas
Use it as a confirmation tool with supply & demand, liquidity, or price action strategies
🧠 Best Use Case
Forex, Crypto, Indices
Works best on 1H – 4H timeframes
Ideal for educational and structure-based trading
This is a non-repainting, structure-focused tool built for clarity—not clutter.
MVRV Ratio Indicator [captainua]MVRV Ratio Indicator - Market Value to Realized Value Ratio
Overview
This professional indicator calculates and visualizes the MVRV (Market Value to Realized Value) ratio (raw, non-Z-score) with optional MVRV-Z overlay, comparing current market capitalization to realized capitalization to help identify potential market tops and bottoms for cryptocurrency markets.
Unlike MVRV-Z which normalizes the ratio using standard deviation (creating a Z-score), the raw MVRV ratio provides direct comparison between market cap and realized cap. This indicator enhances the raw ratio with historical percentile bands, percentile rank calculation, divergence detection, historical event logging, dynamic color gradients, enhanced visualization options, optional MVRV-Z comparison, and NEW advanced metrics including Risk Score, MVRV Momentum, Time in Zone tracking, and Price Target calculations.
NEW Features in This Version:
• Risk Score (0-100): Composite indicator based on MVRV level and percentile rank for instant risk assessment
• MVRV Momentum: Rate of change indicator showing trend direction (↑ Increasing, ↓ Decreasing, → Flat)
• Time in Zone: Tracks how long MVRV has been in the current zone (top/bottom/neutral) in bars
• Price Targets: Calculates price levels at key MVRV thresholds (fair value, top, bottom)
• Input Validation: Warns about invalid parameter combinations (e.g., extreme thresholds out of order)
• Multiple Smoothing Options: SMA, EMA, WMA, RMA for noise reduction
• Performance Optimized: Cached request.security() calls, ta.percentrank() for efficiency
• Human-Readable Timestamps: Event log now shows dates (YYYY-MM-DD) instead of bar indices
Core Calculations
MVRV Ratio Calculation:
The script calculates MVRV ratio using the standard formula: MVRV Ratio = Market Cap / Realized Cap. This formula provides a direct ratio without normalization, showing how many times the current market cap exceeds (or falls below) the realized cap.
Market Capitalization (Market Cap): The total market value of all coins in circulation, calculated as current price × circulating supply. This represents the market's current valuation of the asset.
Realized Capitalization (Realized Cap): The sum of the value of each coin when it last moved on-chain, representing the average cost basis of all coins.
Raw Ratio Interpretation:
- Ratio > 3.5: Extreme overvaluation (market cap significantly above realized cap)
- Ratio 2.5-3.5: Moderate overvaluation
- Ratio 1.0-2.5: Fair value to moderate overvaluation
- Ratio 0.8-1.0: Fair value to moderate undervaluation
- Ratio < 0.8: Undervaluation (market cap close to or below realized cap)
Risk Score (NEW):
Composite risk indicator ranging from 0-100:
- 80-100: Very High Risk (extreme overvaluation)
- 60-80: High Risk (overvaluation)
- 40-60: Moderate Risk (fair value range)
- 20-40: Low Risk (undervaluation)
- 0-20: Very Low Risk (extreme undervaluation)
The risk score uses percentile rank when available, or normalizes MVRV ratio to the 0-100 scale based on configured thresholds.
MVRV Momentum (NEW):
Rate of change indicator showing trend direction:
- ↑ Increasing: MVRV ratio rising (momentum > 0.01)
- ↓ Decreasing: MVRV ratio falling (momentum < -0.01)
- → Flat: MVRV ratio stable
- Displays percentage change over configurable period (default: 14 bars)
Time in Zone (NEW):
Tracks duration in current zone:
- Top Zone: Bars spent above top threshold (3.5)
- Bottom Zone: Bars spent below bottom threshold (0.8)
- Neutral Zone: Bars spent between thresholds
- Resets when zone changes
- Helps identify prolonged extreme conditions
Price Targets (NEW):
Calculates price levels at key MVRV thresholds:
- Price @ Fair Value: Price when MVRV = 1.0
- Price @ Top Threshold: Price when MVRV = 3.5
- Price @ Bottom Threshold: Price when MVRV = 0.8
- Based on estimated realized price (current price / MVRV ratio)
Data Source Selection:
The indicator supports multiple data source options for maximum flexibility:
Glassnode (Recommended):
- Uses Glassnode Market Cap data
- Calculates MVRV from Market Cap / Realized Cap
- Symbol format: GLASSNODE:{TOKEN}_MARKETCAP
- Requires Glassnode data subscription
- Also requires CoinMetrics for Realized Cap
- Best for comprehensive analysis with MVRV-Z comparison
IntoTheBlock:
- Direct MVRV ratio data from IntoTheBlock
- Simplest option - no calculations required
- Works for BTC and other supported tokens
- Symbol format: INTOTHEBLOCK:{TOKEN}_MVRV
- Requires IntoTheBlock data subscription on TradingView
Historical Percentile Bands:
The indicator calculates rolling percentile bands over a configurable period (default: 500 bars):
- 5th Percentile: Very low historical values (extreme undervaluation range)
- 25th Percentile: Lower quartile (undervaluation range)
- 50th Percentile: Median (fair value center)
- 75th Percentile: Upper quartile (overvaluation range)
- 95th Percentile: Very high historical values (extreme overvaluation range)
Percentile bands use ta.percentile_nearest_rank() for efficient calculation.
Percentile Rank:
Percentile rank shows where the current MVRV ratio sits in the historical distribution (0-100%):
- 0-25%: Bottom quartile (undervaluation)
- 25-50%: Lower half (moderate undervaluation to fair value)
- 50-75%: Upper half (fair value to moderate overvaluation)
- 75-100%: Top quartile (overvaluation)
Now uses efficient ta.percentrank() instead of array-based calculation.
Input Validation (NEW):
The indicator validates input parameters and displays warnings for:
- Extreme High Threshold should be > Top Threshold
- Extreme Low Threshold should be < Bottom Threshold
- Min Lookback Range must be < Max Lookback Range
- Top Threshold should be > Moderate Overvalued
- Moderate Overvalued should be > Fair Value
- Fair Value should be > Bottom Threshold
- Rapid Increase Threshold should be > 0
- Rapid Decrease Threshold should be < 0
Smoothing Options (Enhanced):
Multiple smoothing types available:
- SMA: Simple Moving Average (equal weight)
- EMA: Exponential Moving Average (more weight to recent)
- WMA: Weighted Moving Average (linear weight)
- RMA: Running Moving Average (Wilder's smoothing)
Reference Levels
Overvalued (Potential Top) - 3.5:
The 3.5 level indicates potentially extreme overvaluation. When MVRV ratio exceeds this threshold:
- Market cap is significantly above realized cap
- Potential selling opportunities for profit-taking
- Risk of market corrections or reversals
- Risk Score typically >80 (Very High Risk)
Moderately Overvalued - 2.5:
The 2.5 level indicates moderate overvaluation:
- Market cap is above realized cap but not extreme
- Caution warranted but not necessarily sell signal
- Risk Score typically 60-80 (High Risk)
Fair Value - 1.0:
The 1.0 level indicates fair valuation:
- Market cap equals realized cap
- Balanced market conditions
- Risk Score typically 40-60 (Moderate Risk)
Undervalued (Potential Bottom) - 0.8:
The 0.8 level indicates potentially undervalued conditions:
- Market cap is close to or below realized cap
- Potential buying opportunities for accumulation
- Risk Score typically <40 (Low Risk)
Visual Features
MVRV Ratio Line:
The main indicator line displays the calculated MVRV ratio with dynamic color gradient:
- Bright Red: Extreme overvaluation (ratio ≥ top threshold + 0.5)
- Orange: High overvaluation (ratio ≥ top threshold)
- Cornflower Blue: Neutral/Fair value (around fair value level)
- Deep Sky Blue: Low/Undervaluation (ratio ≤ bottom threshold)
- Bright Green: Extreme undervaluation (ratio ≤ bottom threshold - 0.1)
Can also be displayed as histogram/bar chart.
Historical Percentile Bands:
Five percentile bands with optional fills:
- 5th Percentile (Blue): Very low historical range
- 25th Percentile (Blue): Lower quartile
- 50th Percentile (Gray): Historical median
- 75th Percentile (Orange): Upper quartile
- 95th Percentile (Red): Very high historical range
Reference Lines:
Horizontal reference lines at key levels (all customizable):
- Top Threshold (default 3.5): Purple/violet
- Moderate Overvalued (default 2.5): Orange
- Fair Value (1.0): Gray
- Bottom Threshold (default 0.8): Blue
Background Highlights:
Optional background color highlights:
- High Zone (Maroon/Red): MVRV ratio ≥ top threshold
- Low Zone (Green): MVRV ratio ≤ bottom threshold
Divergence Detection:
Advanced divergence detection between price and MVRV ratio:
- Regular Bullish Divergence: Price lower low + MVRV higher low
- Regular Bearish Divergence: Price higher high + MVRV lower high
- Hidden Bullish Divergence: Price higher low + MVRV lower low
- Hidden Bearish Divergence: Price lower high + MVRV higher high
- Visual markers with icons (🐂/🐻) and connecting lines
Historical Event Log (Enhanced):
Comprehensive event tracking:
- Tracks zone entries/exits, extreme values, cross events
- Now displays human-readable dates (YYYY-MM-DD) instead of bar indices
- Color-coded events (red for top/high, green for bottom/low)
- Configurable log size (5-50 events)
Information Table (Enhanced):
Comprehensive on-chart table with NEW metrics:
Current Values:
- MVRV Ratio: Current ratio value
- Percentile Rank: Position in historical distribution (0-100%)
- Risk Score (NEW): Composite risk indicator (0-100) with risk level
- Market Status: Current market condition
- Signal: Trading signal (Strong Buy/Buy/Hold/Sell/Strong Sell)
- MVRV Momentum (NEW): Trend direction with percentage change
- Time in Zone (NEW): Current zone and duration in bars
Price Information (Enhanced):
- Current Price: Current market price
- Est. Realized Price: Estimated realized price
- Price @ Fair Value (NEW): Price when MVRV = 1.0
- Price @ Top Threshold (NEW): Price when MVRV = 3.5
- Price @ Bottom Threshold (NEW): Price when MVRV = 0.8
Other Metrics:
- Percentile Bands: Range from 5th to 95th percentile
- MVRV-Z Score: Z-score value (when comparison enabled)
- Change (1D/1W/1M): Ratio change over timeframes
- To Top/Bottom: Percentage distance to key levels
- Historical Range: Percentage below ATH / above ATL
- 30D Volatility: Standard deviation
Historical Event Log:
- Recent events with dates and values
- Color-coded for quick identification
Alert System
Comprehensive alerting capabilities:
Zone Alerts:
- Top Zone Entry/Exit
- Bottom Zone Entry/Exit
Cross Alerts:
- Cross Above/Below Top Threshold
- Cross Above/Below Fair Value (1.0)
Extreme Value Alerts:
- Extreme High (configurable, default: 4.5)
- Extreme Low (configurable, default: 0.7)
Rate of Change Alerts:
- Rapid Increase/Decrease
Divergence Alerts:
- Bullish/Bearish Divergence
- Hidden Bullish/Bearish Divergence
All alerts support cooldown to prevent spam.
Usage Instructions
Getting Started:
1. Select data source (Glassnode recommended)
2. Enable Risk Score for composite risk assessment (0-100)
3. Enable MVRV Momentum to track trend direction
4. Enable Time in Zone to see zone duration
5. Enable Price Targets to see price levels at key thresholds
6. Use weekly timeframe for cleaner signals
Risk-Based Position Sizing:
Use Risk Score to guide position sizing:
- Risk Score >80 (Very High Risk): Reduce/exit positions
- Risk Score 60-80 (High Risk): Smaller positions, caution
- Risk Score 40-60 (Moderate Risk): Normal positions
- Risk Score 20-40 (Low Risk): Larger positions opportunity
- Risk Score <20 (Very Low Risk): Strong accumulation zone
Momentum-Based Analysis:
Use MVRV Momentum for trend confirmation:
- ↑ Increasing + High MVRV: Late bull market, caution
- ↑ Increasing + Low MVRV: Recovery phase, bullish
- ↓ Decreasing + High MVRV: Distribution, potential top
- ↓ Decreasing + Low MVRV: Capitulation, accumulation opportunity
Zone Duration Analysis:
Use Time in Zone for context:
- Extended time in Top Zone: Late cycle, increased reversal risk
- Extended time in Bottom Zone: Accumulation opportunity
- Quick zone transitions: Higher volatility regime
Price Target Usage:
Use Price Targets for planning:
- Price @ Fair Value: Natural equilibrium level
- Price @ Top Threshold: Potential distribution target
- Price @ Bottom Threshold: Potential accumulation target
Technical Specifications
- Pine Script Version: v6
- Indicator Type: Non-overlay (displays in separate panel)
- Repainting Behavior: Minimal - calculations based on confirmed bar data
- Performance: Optimized with cached request.security() calls and ta.percentrank()
- Input Validation: Validates parameter combinations with warnings
- Compatibility: Works on all timeframes (data sources provide daily resolution)
- Edge Case Handling: Zero-division protection, NA value handling, boundary checks
Performance Optimizations:
- Cached request.security() calls for Market Cap, Realized Cap, and IntoTheBlock data
- Efficient ta.percentrank() replaces array-based percentile calculation
- Consolidated duplicate code (color functions, state tracking)
- Single-line ternary expressions for Pine Script compatibility
Constants:
- MAX_HISTORY_BARS = 5000 (TradingView's limit)
- PERCENTILE_EXTREME_HIGH = 90.0
- PERCENTILE_HIGH = 75.0
- PERCENTILE_MID = 50.0
- PERCENTILE_LOW = 25.0
- MIN_PERCENTILE_SAMPLES = 10
- DEFAULT_VOLATILITY_HIGH = 0.1
Known Limitations
- Data availability: Requires valid data subscription (IntoTheBlock, Glassnode, or CoinMetrics)
- Token support: Works with tokens supported by the selected data source
- Historical data: Percentile calculations require sufficient history (200+ bars recommended)
- Timeframe: Always uses daily resolution data from providers; works on all chart timeframes
- History limit: All lookback periods capped at 5000 bars
Changelog
Latest Version:
- Added Risk Score (0-100) composite indicator
- Added MVRV Momentum with trend direction
- Added Time in Zone tracking
- Added Price Target calculations
- Added Input Validation with warnings
- Added multiple smoothing options (SMA, EMA, WMA, RMA)
- Improved performance with cached security calls
- Replaced array-based percentile with ta.percentrank()
- Human-readable timestamps in event log (YYYY-MM-DD)
- Fixed hline() conditional value bug
- Consolidated duplicate code
- Updated indicator name for clarity
For detailed usage instructions, see the script comments.
Kalman Hull Bands For Loop | RakoQuant Kalman Hull Bands For Loop | RakoQuant
RakoQuant | Kalman Hull Bands For Loop is a trend-following breakout + regime tool built to keep you on the right side of the market with clean structure and minimal noise. It combines a Kalman Filter (noise reduction), a Hull Moving Average baseline (responsive trend anchor), and a standard deviation envelope computed via a for-loop (robust rail bands) to define actionable bullish and bearish regimes.
What it does
This indicator builds a dynamic “rail system” around price:
Kalman Filtered Source → reduces measurement noise in the input series.
Hull Baseline (HMA) → fast trend baseline built on the Kalman-filtered source.
Deviation Bands (“Rails”) → upper/lower rails based on a loop-calculated standard deviation.
Regime Breakout Logic → trend regime flips only when price breaks out beyond the rails:
Bullish regime when close crosses above the upper rail
Bearish regime when close crosses below the lower rail
Once a regime is established, the tool highlights the active rail in bright neon and fades the inactive rail (optional), giving you a clear “trend corridor” and a strong visual state.
Key Features
1) Kalman Noise Filtering (R & Q)
The Kalman filter smooths the selected source using:
R (Measurement Noise) – how noisy you assume the observations are
Q (Process Noise) – how quickly the model is allowed to adapt
This helps reduce chop without turning the indicator into a laggy moving average.
2) Hull Baseline (fast + smooth)
The baseline is a Hull Moving Average applied to the Kalman-filtered source:
responsive in trend,
cleaner during transitions,
ideal for breakout regime detection.
3) Deviation Envelope with Two Modes
Deviation rails are calculated using a for-loop standard deviation (population stdev), with two choices:
Residual vs Baseline (default): deviation of (src - baseline)
→ focuses on “distance from fair value” instead of raw price volatility
Raw Source: deviation of the source itself
→ classic volatility envelope behavior
Then bands are formed by:
upper = baseline + mult * sd
lower = baseline - mult * sd
4) Regime Rails + Candle Painting (RakoQuant Neon)
Bull regime: active lower rail plotted in Neon Aqua
Bear regime: active upper rail plotted in Neon Magenta
Candles are painted to match the current state (optional)
Inactive rails can be shown faintly for context.
5) Alerts for Breakouts
Built-in alerts trigger exactly on regime flips:
Bull Breakout (close crosses above upper rail)
Bear Breakout (close crosses below lower rail)
How to Use It
Trend-following approach
Stay with the active regime until a breakout flip occurs.
In bull regime, the lower rail behaves like an adaptive trend support guide.
In bear regime, the upper rail behaves like an adaptive trend resistance guide.
Breakout confirmation
Use the breakout as a confirmation layer with your other confluences:
take longs only after a bull breakout,
take shorts only after a bear breakout,
filter mean-reversion trades by the regime state.
Inputs Summary
Source: select what the model tracks (default: high)
Kalman: R / Q controls smoothing vs responsiveness
Baseline: Hull length
Deviation: loop length, mode (Residual vs Baseline / Raw Source), multiplier
Visuals: candle painting, baseline visibility, inactive rails
Disclaimer
Backtests are based on historical data and are not indicative of future performance.
:
MA-trix Laboratory [DAFE]MA-trix Laboratory : The Ultimate Moving Average & Trend Following Engine
55+ Algorithms. Dual/Triple MA Systems. Advanced Signal Filtering. Quantum Smoothing. This is not just a moving average; it is the definitive toolkit for forging your perfect trend.
█ PHILOSOPHY: WELCOME TO THE LABORATORY
The moving average is the cornerstone of technical analysis. It is also, in its standard form, an obsolete, one-dimensional tool. A simple EMA or SMA is a blunt instrument in a market that demands surgical precision. It lags, it whipsaws, and it fails to adapt to the market's ever-changing character.
The MA-trix Laboratory was not created to be another moving average. It was engineered to be the final word on moving averages—a comprehensive, institutional-grade research and execution environment. This is not an indicator; it is a powerful, interactive sandbox where you, the trader, can move beyond the static "one-size-fits-all" approach. Here, you can experiment, test, and forge a moving average system that is perfectly synchronized with your specific market, timeframe, and analytical style.
We have deconstructed the very concept of "average" and rebuilt it from the ground up, creating a library of over 55 distinct mathematical algorithms —from timeless classics to proprietary quantum models—all housed within a single, unified, and infinitely configurable engine.
█ WHAT MAKES THIS A "LABORATORY"? THE CORE INNOVATIONS
This tool stands in a class of its own, offering a suite of features that collectively create an unparalleled analytical experience.
The 55+ Algorithm MA Core: This is the heart of the Laboratory. You are not limited to one or two MA types. You have a vast library of over 55 unique mathematical engines at your command, from classical SMAs to advanced adaptive algorithms like KAMA and FRAMA, to proprietary DAFE models like the "DAFE Flux Reactor" and "DAFE Quantum Step."
Multi-MA Architecture: Seamlessly switch between Single, Dual, and Triple MA operational modes. Build classic two-line crossover systems, three-line trend alignment confirmations, or beautiful, flowing ribbons with just a single click.
Advanced Post-Smoothing Engine: In a revolutionary step, you can apply a second layer of signal processing to your chosen MA. Select from a suite of over 20 professional-grade noise filters —including Ehlers' SuperSmoother, Kalman Filters, and the proprietary "DAFE Phase-Zero"—to surgically remove noise from your MA line after it has been calculated, achieving unprecedented smoothness without significant lag.
The Institutional Signal Filtering Suite: A signal is only as good as its filter. The Laboratory includes a powerful, multi-domain filter engine that acts as an intelligent gatekeeper for your signals. You can require signals to be confirmed by any combination of:
📦 Volume: Require a surge in volume to validate a crossover.
🌊 Volatility: Only take signals during low-volatility "squeeze" conditions or high-volatility expansions.
💪 Trend: Use the ADX to ensure you are only taking signals in the direction of a strong, established trend.
🚀 Momentum: Use RSI, MACD, or ROC to confirm that momentum is on your side.
Integrated Performance Engine: How do you know which of the 55+ algorithms is best? You test it. The built-in Performance Dashboard is a comprehensive backtesting engine that tracks every trade generated by your configuration, providing real-time data on Win Rate, Profit Factor, Net P&L, and Max Drawdown.
█ THE ARSENAL: A DEEP DIVE INTO THE ALGORITHMIC CORE
This is your library of mathematical DNA. The 55+ MA types are grouped into distinct families, each with a unique philosophy.
THE ALGORITHM FAMILIES
The Classics (SMA, EMA, WMA, etc.): The foundational building blocks. Simple, reliable, and universally understood. EMA for responsiveness, SMA for smoothness.
The Low-Lag Warriors (DEMA, TEMA, Hull MA, ZLEMA): A family of MAs engineered specifically to combat the inherent lag of classical averages. The Hull MA is a standout, offering a remarkable balance of extreme smoothness and near-zero lag.
The Adaptive Geniuses (KAMA, VIDYA, FRAMA, Volatility Adjusted MA): These are "smart" MAs. They contain internal logic that allows them to automatically change their speed based on market conditions. They will tighten up in fast-moving trends and loosen in sideways chop, intelligently filtering out noise.
The DSP & Quantitative Masters (Gaussian, Ehlers, Butterworth, Laguerre): These algorithms are born from the world of digital signal processing and advanced mathematics. They use sophisticated techniques like bell-curve weighting, non-linear feedback loops, and frequency filtering to separate the true trend "signal" from market "noise" with unparalleled precision.
The DAFE Proprietary Engines (The "Black Ops" MAs): The crown jewels of the Laboratory. These are custom-built, proprietary algorithms you will not find anywhere else:
DAFE Flux Reactor: A volatility-thermodynamic MA that adapts its alpha using a sigmoid function on Bollinger Band width, creating explosive responsiveness during volatility breakouts.
DAFE Tensor Flow: A multi-vector MA that uses a weighted average of the OHLC data (a "tensor") before applying Hull smoothing, creating an incredibly robust center of gravity.
DAFE Quantum Step: A non-linear, stepped MA that only moves if price exceeds a volatility-based quantum threshold, effectively ignoring all insignificant noise.
DAFE Gravity Well: An institutionally-focused MA that weights its calculation by both time (recency) and volume, pulling the average towards zones of heavy market participation.
THE POST-SMOOTHING FILTERS
This is a second layer of refinement. After your primary MA is calculated, you can pass it through one of over 20 advanced filters to achieve an even higher degree of clarity.
The Ehlers Filters (SuperSmoother, 2-Pole, 3-Pole): A suite of brilliant DSP filters for surgical noise removal.
The Kalman Filter: A predictive filter from robotics and aerospace engineering that provides an "optimal estimate" of the MA's true position.
DAFE Proprietary Smoothers:
DAFE Phase-Zero: Uses a de-trending feedback loop to achieve near-zero lag smoothing.
DAFE Spectral Smooth: A frequency-domain filter that removes jitter while preserving the primary trend.
█ OPERATIONAL MODES & SIGNAL GENERATION
The Laboratory is designed for ultimate flexibility.
Modes: Instantly switch between Single, Dual, and Triple MA modes. Each mode can be a standard line display or a beautiful, flowing Ribbon .
Signal Logic: You have complete control over what constitutes a "signal." Choose from nine different logic modes, including classic Price Cross , Dual MA Cross , Triple MA Alignment , or even advanced logic like Slope Change and Sequential Cross .
The Filter Gauntlet: Before a signal is plotted, it can be passed through the four-stage filtering suite. You can demand that a simple EMA crossover is also confirmed by high volume, ADX trend strength, and bullish RSI—all at the same time. This transforms a basic signal into a high-conviction, multi-factor setup.
█ THE MASTER DASHBOARD: YOUR MISSION CONTROL
The comprehensive dashboard is your unified command center for analysis and performance tracking.
Engine Status: See the currently selected Operation Mode and a detailed breakdown of the type and length of each active MA.
Market Dynamics: Get an at-a-glance view of the current Trend Status, Momentum intensity (based on MA slope), and the percentage deviation of price from your primary MA.
Filter Readout: If filters are enabled, the dashboard provides a live status for each active filter (Volume, Volatility, Trend, Momentum), showing you a "PASS" or "BLOCK" status in real-time.
Performance Readout: When enabled, this section provides a full breakdown of your backtesting results, including Trade Count, Win Rate, Profit Factor, Net P&L, and Max Drawdown.
█ DEVELOPMENT PHILOSOPHY
The MA-trix Laboratory was born from a deep respect for the moving average and a relentless desire to push its boundaries into the 21st century. We believe that in modern markets, static tools are obsolete. The future of trading lies in adaptation and customization. This indicator is for the serious trader, the tinkerer, the scientist—the individual who is not content with a black box, but who seeks to understand, test, and refine their edge with surgical precision. It is a tool for forging your own alpha, not just following someone else's.
"I don't think traders can follow rules for very long unless they reflect their own trading style. Eventually, a breaking point is reached and the trader has to quit or change, or find a new set of rules he can follow. This seems to be part of the process of evolution and growth of a trader."
█ DISCLAIMER AND BEST PRACTICES
THIS IS A TOOL, NOT A STRATEGY: This indicator provides a sophisticated trend and signal generation framework. It must be integrated into a complete trading plan that includes risk management, position sizing, and your own contextual analysis.
TEST, DON'T GUESS: The power of this tool is its adaptability. Use the Performance Dashboard to rigorously test different algorithms, settings, and filters on your chosen asset and timeframe. Find what works, and build your strategy around that data.
START SIMPLE: The possibilities can be overwhelming. Begin with a classic Dual MA mode (e.g., EMA 20/50) with no filters. Once you are comfortable, begin experimenting with more advanced MA types and layering on filters one by one.
RISK MANAGEMENT IS PARAMOUNT: All trading involves substantial risk. The backtesting results are hypothetical and do not account for slippage or psychological factors.
Never risk more capital than you are prepared to lose.
— Ed Seykota, Market Wizard
The MA-trix Laboratory is designed to be the ultimate tool for that evolution, allowing you to discover and codify the rules that truly fit you.
Taking you to school. - Dskyz, Don't be average. Trade with MA-trix. Trade with DAFE
SMT Scalping PRO (NQ vs ES)Indicator Description: SMT Scalping PRO (NQ vs ES)
SMT Scalping PRO is a specialized technical indicator designed for traders who use Smart Money Technique (SMT) divergences between two symbols — in this case, NQ (Nasdaq 100) and ES (S&P 500). The indicator helps identify potential short-term bullish and bearish market moves by analyzing swing points across both instruments.
Key Features:
Dual-Symbol Comparison: Tracks the primary symbol and a comparison symbol simultaneously, using their open prices.
Swing Detection: Automatically identifies pivot highs and pivot lows based on a user-defined sensitivity setting (Swing Sensitivity), allowing faster or slower response to price swings.
SMT Divergence Signals: Detects bullish or bearish divergences when one asset’s swing movement does not align with the other, signaling potential market turning points.
Customizable Labels: Shows SMT signals directly on the chart with configurable background color, text color, and label size for easy visualization.
Alerts: Optional alerts notify the trader when bullish or bearish SMT conditions occur, helping capture trading opportunities in real time.
Inputs:
Comparison Symbol: Symbol to compare against (default: ES).
Swing Sensitivity: Determines responsiveness of swing detection (lower = faster signals).
Label Settings: Enable/disable labels, choose label size and colors.
Alerts: Enable or disable real-time alerts for SMT signals.
Use Case:
Ideal for scalpers and short-term traders who monitor intermarket relationships and want a visual, easy-to-read indication of potential divergence-driven market moves between indices or correlated instruments.
Institutional Alpha Vector | D_QUANT Institutional Alpha Vector | D_QUANT
Overview
The Institutional Alpha Vector (IAV) is an original trend-following framework that replaces single-indicator bias with a Weighted Composite Score . Instead of relying on a simple moving average, this script aggregates four distinct quantitative dimensions—Price, Momentum, Volatility, and Volume—into a normalized value called the "Alpha Vector."
The goal of this tool is to identify "Institutional Consensus"—periods where multiple mathematical models align in the same direction, reducing the likelihood of false breakouts in choppy markets.
How It Works: The Quantitative Engines
The script calculates four independent signals. For each module, a state is stored (1 for Bullish, -1 for Bearish, 0 for Neutral).
1. Price Filter (Hull Moving Average):
The script uses an HMA (a weighted moving average that reduces lag by using the square root of the period). A signal is triggered when the price crosses over/under this "Spine."
2. Volatility Regime (RMA + ATR):
This module uses a Moving Average (RMA) combined with an Average True Range (ATR) offset. It acts as a volatility filter that price must move beyond 1 ATR from the mean to register a trend, ensuring the market isn't just "drifting."
3. Momentum Physics (ADX/DMI):
Based on J. Welles Wilder’s Directional Movement Index. It checks if the is above (or vice versa) but only if the ADX (Average Directional Index) is above a user-defined threshold (default: 10), confirming the presence of a strong trend.
4. Institutional Flow (Chaikin Money Flow):
This confirms price action with volume. It calculates the accumulation/distribution of money flow over a specific period. A signal is only valid if the CMF is positive (Bullish) or negative (Bearish).
The Alpha Vector Calculation
This is the core "originality" of the script. The indicator takes the active modules and calculates a Composite Score :
This results in a value between -1.0 and +1.0 .
* High Confidence Long: When the score exceeds +0.1 (adjustable).
* High Confidence Short: When the score drops below -0.1 (adjustable).
* Neutral Zone: When the score is near 0, the script colors the bars grey, signaling a lack of institutional consensus.
Visual Intelligence: The "Electric Conduit"
The script visualizes market energy through a custom rendering engine:
* The Spine: A central line representing the HMA trend.
* The Conduit (Fill): A dynamic gradient that expands or contracts based on the ATR (Average True Range) . This allows traders to see "volatility expansion" (wide ribbon) vs "compression" (tight ribbon) at a glance.
* Bar Coloring : Automatically aligns the chart candles with the Alpha Vector state to remove cognitive load.
How to Use
1. Define your Strategy: In the settings, you can toggle specific modules. If you are trading a low-volume asset, you might disable the **CMF** module.
2. Identify the Consensus: Look for the ribbon to change from Grey (Neutral) to Cyan/Gold.
3. Monitor the HUD: A small dashboard in the bottom right displays the live Alpha Vector score. A score of 1.0 means all four engines are in 100% bullish agreement.
Disclaimer: Trading involves significant risk. This tool is for educational and analytical purposes and does not constitute financial advice.
Cycle & Flow Indicator - D_QuantCycle & Flow Architecture (CFA) | Multi-Factor Regime Analysis
Overview
The Cycle & Flow Architecture (CFA) is a trend-following visualization engine that utilizes a triple-confirmation "Voting Mechanism" to identify market regimes. Rather than relying on a single lagging indicator, the CFA aggregates Cyclical Momentum, Directional Bias, and Volume Flow from the Daily timeframe to provide a unified consensus signal on your current chart.
The goal of this script is to filter market noise by requiring a quantitative agreement between three non-correlated mathematical models before a "Regime Change" is visualized.
The Quantitative Logic
The core of the CFA is its Aggregation Engine, which calculates a normalized Quant Score ranging from -1.0 to +1.0. The engine polls three distinct components:
Schaff Trend Cycle (STC): This component identifies the cyclical nature of price. It applies a double-smoothed stochastic process to a MACD line. In this script, the STC contributes a bullish signal when the cycle is above 25 and a bearish signal when the cycle is below 75 and falling.
Parabolic SAR (PSAR): Used as a rigid directional filter. It calculates the "Stop and Reverse" points, if the price is above the PSAR, it contributes a +1 to the consensus, if below, a -1.
Ease of Movement (EOM): This is the volume-validation component. It analyzes the relationship between price change and volume. A positive EOM suggests price is moving up on light resistance (conviction), while negative EOM suggests easy downward movement.
How it Works: The Voting Mechanism
The script calculates these three values on the Daily (D) timeframe using request.security to ensure higher-timeframe confluence.
Bullish Regime: Triggered when the average score exceeds the Bullish Threshold (Default: 0.2).
Bearish Regime: Triggered when the average score falls below the Bearish Threshold (Default: -0.2).
Neutral Regime: When the components disagree or the scores hover near zero, the engine renders a "Grey" noise state, signaling a high-probability "sit on hands" environment.
How to Use
The Ghost Cloud: The central Hull Moving Average (HMA 20) acts as the baseline. The "cloud" fills between this baseline and the price, colored by the current Score.
Volatility Extensions: The script plots ATR-based bands (14-period) that only appear during confirmed regimes. In a Bullish regime, the upper band appears, in a Bearish regime, the lower.
Trade Execution: Traders typically look for the "Bullish/Bearish Start" alerts to signal the beginning of a new regime and use the "Grey" neutral zones to tighten stop-losses or exit positions.
Settings
Thresholds: Increase the Bullish/Bearish thresholds (e.g., to 0.5) to require more stringent agreement between the STC, PSAR, and EOM.
Timeframe Note: The calculations are hardcoded to the Daily timeframe to provide a "North Star" directional bias regardless of whether you are viewing the 15m or 4h chart.
Disclaimer: This tool is for educational and analytical purposes only. Quantitative models represent mathematical probabilities, not guarantees.
© D_QUANT
Crypto Precision Signals "Crypto Precision Signals - Reliable" Script Comprehensive Documentation
This document aims to clearly and objectively explain the functional principles, design logic, and usage methods of the "Crypto Precision Signals - Reliable" Pine Script. We adhere to principles of transparency and pragmatism. All descriptions are based on publicly available technical analysis theories, and we make no promises regarding any definitive profit performance. Final trading decisions should be made independently by the user based on comprehensive market analysis.
I. Core Design Philosophy and Originality
The originality of this script lies not in creating new analytical indicators, but in constructing a decision-making framework based on multi-dimensional condition confluence and systematic risk control. Its core philosophy is: a signal from a single indicator has limited reliability, whereas signals from different analytical dimensions (trend, momentum, overbought/oversold levels, market participation) can, when converging under specific rules, potentially identify higher-probability trading environments. Furthermore, the script encourages more disciplined trading through mandatory cooldown mechanisms and visual state tracking.
II. Detailed Explanation of Integration Rationale and Synergistic Operation Mechanism
The script integrates four classic technical elements, and their selection and combination have clear logical justification:
1. Trend & Momentum Foundation Layer: MACD
Integration Rationale: MACD is a classic tool for identifying trend direction, momentum strength, and potential turning points. The crossover of its fast and slow lines is an intuitive representation of momentum change, providing the initial "action signal" for the system.
Synergistic Mechanism: In this script, a MACD golden cross or death cross is one of the primary conditions for triggering a potential buy or sell signal. It acts as the system's "engine," responsible for identifying the initiation of market momentum.
2. Overbought/Oversold & Auxiliary Trigger Layer: RSI
Integration Rationale: RSI measures the speed and magnitude of price changes to gauge overbought or oversold market conditions. It complements the trend-following MACD by providing reference points for market sentiment extremes.
Synergistic Mechanism: The script innovatively sets RSI extremes (<30 oversold, >70 overbought) as trigger conditions parallel to MACD crossovers. This means the system can capture not only trend initiation points but also potential reversal opportunities from extreme sentiment (e.g., a buy point after a pullback to key support within an uptrend due to short-term oversold conditions). MACD and RSI together form a dual-trigger engine of "trend momentum" and "market sentiment."
3. Trend Filter Layer: 50-Period Simple Moving Average (SMA)
Integration Rationale: "Trading with the trend" is a core tenet of technical analysis. The SMA-50 is widely used as a benchmark for medium-term trends.
Synergistic Mechanism: This layer acts as a strict "direction filter." All potential signals generated by MACD or RSI must pass the SMA-50 test:
Buy Signal: The current price must be above the SMA-50, ensuring the trade attempt aligns with the potential medium-term uptrend.
Sell Signal: The current price must be below the SMA-50, ensuring the trade attempt aligns with the potential medium-term downtrend.
This mechanism effectively filters out numerous counter-trend, high-risk reversal attempts, focusing the system on "trading with the major trend" opportunities.
4. Volume Confirmation Layer: Dynamic Volume Average
Integration Rationale: Volume is key to gauging market participation and the authenticity of price movements. Price breakouts or signals lacking volume support are often weak.
Synergistic Mechanism: This is the key validation layer of the script. The system calculates a 30-period average volume and allows users to set a multiplier (default 2.0). A signal is only finally confirmed when the trigger condition (from MACD or RSI) occurs simultaneously with the current bar's volume being significantly higher than the recent average (i.e., a "volume spike"). This validation ensures the signal is supported by broad market participation, aiming to increase the signal's credibility and reduce "false breakouts" or whipsaws caused by low liquidity.
Synergistic Operation Summary:
The script operates like a multi-stage screening funnel:
Signal Trigger: Initiated by a MACD crossover or RSI entering an extreme zone.
Preliminary Trend Screening: The price location of the trigger signal must pass the SMA-50 trend filter (buy above, sell below).
Energy Validation: Concurrently with the above conditions, a volume spike must provide confirmation.
Final Output: Only when all conditions are met simultaneously is a visual "BUY" or "SELL" label generated.
III. Control & Auxiliary Layers: Enhancing Disciplined Use
Beyond the signal generation logic, the script includes two original designs to enhance practicality:
Signal Frequency Controller (Cooldown Period):
Mechanism: After generating a valid signal, the system enters a user-adjustable "cooldown period" (default 5 bars). No new signals of the same type will be generated during this period.
Purpose: Forces a reduction in trading frequency, prevents signal overload during high volatility or ranging markets, encourages waiting for higher-quality, more spaced-out opportunities, and helps avoid emotional overtrading.
Visual State Tracker (Bar Coloring):
Mechanism: The system internally tracks the state of the last valid signal (buy or sell). After a buy signal, subsequent bars are tinted light blue; after a sell signal, subsequent bars are tinted light orange, until the next opposing signal appears.
Purpose: Provides the user with an intuitive visual reference for the "signal validity period" or "observation phase," helping to quickly identify which stage the market is in according to the system's logic and assisting in gauging market rhythm.
IV. Functional Purpose and Usage Method
Core Purpose: Serves as an auxiliary decision-making tool for swing trading or trend-pullback entries, suitable for timeframes of 1 hour and above. It filters for potential trade nodes that combine trend alignment, momentum, sentiment, and capital interest through multi-condition confluence.
Usage Process:
Loading: Add the script to a TradingView chart.
Observation: Watch for "BUY/SELL" labels confirmed by a "volume spike" and aligned with the trend direction.
Analysis: Never treat signals as direct trading orders. Always analyze the signal within the broader market context:
Check if the signal occurs near key support or resistance levels.
Observe the candlestick patterns (e.g., Pin Bar, Engulfing patterns) on the signal bar and its vicinity.
Assess the overall market structure on higher timeframes.
Decision & Risk Control: Only consider using the signal as an entry reference if it aligns with conclusions from your other analysis tools. Any trade must have a clearly defined stop-loss level set in advance and proper position sizing/risk management.
V. Important Disclaimer
This script is a technical analysis辅助 tool. Its signals are calculated based on historical data and mathematical formulas. Financial markets carry inherent risks, and past performance is in no way indicative of future results. Users must understand that all trading decisions carry the possibility of loss. The developer assumes no responsibility for any trading activities conducted by users based on this script or their outcomes. Please use it prudently under a full understanding of its logic and associated risks.
Trend Line & Delta Montosca [English v33.7]This indicator, Trend Line & Delta Montosca , is a high-precision tool designed to identify institutional entry points by combining price action structure with real-time volume sentiment (Order Flow).
Here is a breakdown of its core logic and operational flow:
1. Market Structure & Trendline Analysis
The indicator starts by identifying "Pivot Highs" and "Pivot Lows" based on the Sensitivity settings you chose.
Pivot Connect Method: It draws trendlines connecting these key structural points. A "Long" bias is established when a trendline is broken to the upside, and a "Short" bias when broken to the downside.
BOS (Break of Structure): It monitors when the price closes above the previous high or below the previous low to confirm the current market phase (Bullish or Bearish).
2. Intermarket Synchronization (ES + NQ)
This is a unique "Institutional" filter. The script checks a secondary symbol (e.g., NQ if you are trading ES) to ensure the move is happening across the entire market.
If both instruments hit a pivot at the same time, the trendline is drawn thicker, indicating higher institutional conviction.
3. Order Flow Validation (Delta)
Breaking a trendline is not enough; it must be backed by "Smart Money" volume. The indicator uses Lower Timeframe (LTF) Intrabar Data to calculate the Delta:
Strength Filter: It checks if the buying/selling volume in a single candle exceeds a specific percentage (set to 75% by default).
Efficiency Filter: It identifies "Absorption" where the price moves aggressively with lower volume, suggesting a lack of resistance.
4. Inverted FVG (Fair Value Gap) Reaction
The final "trigger" is often the reaction to a Fair Value Gap.
The script tracks bearish and bullish FVGs.
The Inversion Logic: A "Long" signal is only validated if the price "inverts" a bearish FVG (closes above it), treating the old resistance as new institutional support.
5. Blue Sky Filter (ATH)
When the price is at an All-Time High (ATH), traditional FVG reactions might not exist. The script includes an optional "Blue Sky" logic that allows for trend-following entries even if there is no previous FVG to invert, as long as the structural breakout and Delta are present.
Visualization Summary
Labels: Clearly mark "LONG" or "SHORT" at the exact candle of entry.
Snapshots: To help you review your trades, the script leaves a "visual footprint" (the trendline and the FVG box) that caused the signal, so you can see the exact institutional context after the trade has moved.
Clean CPR v7.0 (Call & Put)// --------------------------------------------------------------------
// DESCRIPTION
// --------------------------------------------------------------------
// Clean CPR v7.1 is a multi-module trading and analysis toolkit built
// around Central Pivot Range (CPR) for intraday and swing trading.
//
// Core features:
// • Daily / Weekly / Monthly CPR with fills, labels and price display
// • Automatic CPR width classification (Super Narrow → Wide)
// • Visual alert when today’s CPR is WIDE (“WIDE CPR TODAY”)
// • Trade filtering: Wide CPR days are blocked from new entries
// • Pivot-based Support & Resistance (R1–R5, S1–S5, optional historical)
// • Developing CPR and Developing R1 / S1 levels
// • Previous Session High/Low with optional shaded zones
// • Dual Donchian Channels with auto-alignment coloring
// • Anchored Day-Open VWAP
// • Initial Balance (first hour range)
// • CPR + ATR + EMA + Fundamentals information table
// • Integrated 1H Call & Put breakout strategy with Supertrend, ADX,
// ATR trailing stop, targets, gap handling and time filters
//
// This script is designed as a single dashboard combining market bias,
// volatility, structure, and execution logic in one indicator.
// --------------------------------------------------------------------
Stock ScreenerMissing great trade opportunities is annoying, and unless you have 12 screens or only trade one market, you are missing a lot of trades. To fix that, we created this stock screener so you get notified instantly of potential great trading conditions in real time, right on your chart.
You get notified of trading benchmarks being met by the value being displayed on the scanner as well as a color change so that it grabs your attention and makes you aware that you should take a look at the other market and look for a potential trade. It also has built in alerts so you can have an alert notification go off when any of your trading conditions are met instead of needing to watch the scanner for color changes.
The screener will change the ticker symbol background color to red green when price is above or below the previous daily range and above or below both VWAPs. This signals that the ticker is trending, which typically means it is a great time to trade that market and follow the trend.
This stock screener allows you to scan up to 10 different markets at the same time for various different conditions so you always know what is going on with your favorite trading symbols. If you want to scan more tickers, just add the indicator to your chart again and change the table position to the other side of the screen and update the tickers on the 2nd screener, allowing you to have 20 tickers at a time.
The scanner can be fully customized by changing the markets that it screens and turning on or off as many of them as you would like. You can also turn on or off any of the different data sets so that you only get information about trading conditions that matter to you.
The screener can provide data on any type of market, such as stocks, crypto, futures, forex and more. Each ticker can be adjusted to whatever market you would like it to scan for data in the settings panel, the only limitation is that it will not provide data for the VWAP and volume trend score if the ticker you are screening does not provide volume data.
Screener Features
The scanner will provide the following types of data for each ticker that is turned on:
Volume - Provides a volume score compared to the average volume and notifies you of higher than normal volume and volume spikes on individual bars by changing colors.
Volatility - Provides a volatility score compared to the average volatility and notifies you of higher than normal volatility by changing colors.
Oscillator - Choose between the RSI or CCI. The value of that oscillator will be displayed and will notify you when values are in extreme ranges such as overbought or oversold conditions according to the threshold values you enter in the settings panel. When those thresholds have been breached, you will be notified by it changing color.
Big Candles - Compares the current candle to average previous candle sizes, and changes color to notify you of big candles including a big top wick, big bottom wick, big candle body and big candle high to low range.
Daily Level Touches & Trends - Calculates and displays various daily candle and intraday open price levels that act as support and resistance. Notifies you when price is touching any of the daily levels that are turned on. The levels you can have on are as follows: previous day high, previous day low or previous day open. It also will notify you when price is touching the current day’s open, NY 930am open, Asia 8pm open, London 2am open and NY midnight 12am open. It will also say “Above” if price is above the previous day’s high or it will say “Below” if price is below the previous day’s low. The color of the cell will also change when a level touch is happening or price is above the previous day high or below the previous day low.
VWAP - Choose from 2 different VWAP lengths, default settings are daily and weekly VWAPs. You will get notified if price touches either of the VWAPs and they will also say “Above” or “Below” if price is currently above or below each VWAP.
How To Use The Screener To Help You Trade
The main purpose of the screener is to scan other markets and notify you of potential good trading opportunities such as price bouncing off of the daily levels or VWAPs. It can also be used to know when price is trending according to the VWAPs and daily levels. Lastly, you can use it to know how the volume and volatility trends are currently which gives you more confidence in taking a trade with this data when volume and volatility are present.
Volume Score
When volume is high, this represents a good time to trade because there are many market participants and price is likely to be volatile while there is high volume which can present a lot of good trade setups for you to take.
The volume score shown on the screener measures the current volume trend compared to previous volume trends and calculates that into a score based on 100 being the same as the previous volume trend. So any value above 100 means it is high volume and any value less than 100 means it is lower volume than normal.
In the settings panel, you can adjust the volume threshold that needs to be met for a volume notification to show up. The default setting is at 120, so you will get notified when the current volume trend score is 120 or higher or you can adjust that threshold value to whatever value you prefer.
It also will notify you when there is a volume spike on the current bar. This is determined by calculating an average of the recent volume totals and then checking to see if the current bar is greater than or equal to that average multiplied by 3. So if a single bar has volume that is greater than 3 times what the average volume is, then you will get a notification that says “Spike” to make you aware of that volume spike.
The volume trend threshold, volume spike multiplier and lookback length for the average volume used in volume spike calculations can all be adjusted in the settings panel to fit your desired preferences.
Volatility Score
High volatility can mean it is a great time to trade because the market is moving quickly and providing large enough movements that you can get in and out in a short amount of time, while still accruing decent sized trade PnL.
The volatility score will calculate the current volatility for each market compared to previous conditions and then divide the current volatility by the average volatility to give you a volatility score. Anything over 100 means the market is decently volatile and you should look at that market to find potential trade setups to execute on. Anything below 100 means the market is not very volatile and it is usually best to just wait until volatility returns before you start trading again.
The screener will notify you when the volatility score is above the threshold you set. The default value is set to 90, but can be adjusted to your preference. Pay attention to any market that shows an alert and take a look at that chart because the high volatility may present a good trade setup for you in the near future.
Oscillator Score
The oscillator data can be switched between Relative Strength Index(RSI) and Commodity Channel Index(CCI).
The RSI provides a value between 0 and 100 that indicates the momentum and strength of the recent price action. Many traders use the extremes of the 0-100 range to signal overbought or oversold conditions and use that as a sign to look for price to reverse in the near future. The typical values used for this and the default settings to provide notifications are: 70 for overbought and 30 for oversold. The scanner will notify you when the RSI value is considered overbought or oversold so you know to take a look at the chart and analyze if it is ready for a trade to be taken.
The CCI provides a value that can be used to determine the trend strength of the underlying asset when the oscillator moves above 100 or below -100. These extreme values are outside of the normal accumulation range and signify that price is moving strongly in that direction so it may be a good time to take a trade in the direction of the trend. The scanner will show you the value of the CCI for each market and notify you if that value is above 100 or below -100.
Both RSI and CCI settings can be adjusted in the settings panel to your desired settings so you have the exact oscillator settings you prefer to use as well as the exact values that you want to use for being notified.
Big Candles
Big candles can mean that many traders are buying or selling at the same time and many times indicate a good signal to trade in that same direction. That is why we included this calculation in the screener, so you are always aware when a large candle prints.
It calculates the average size of the recent candles and then uses that average as the benchmark to determine if the current candle is considered big and worthy of notifying you to take a look at that chart.
You can adjust the multiplier used for the big candle threshold to whatever you desire, but the default setting is 3 which means the candle will be considered big and notify you if it is 3 times as large as an average candle.
The big candles data will track the following candle values and notify you with these labels:
High to Low candle size = HL
Candle Body from open to close candle size = OC
Top Wick size = TW
Bottom Wick size = BW
Daily Level Touches & Trend
Daily level touches are excellent levels to watch for price to bounce because they often act as support and resistance levels for intraday trading. The scanner will track each market and notify you when the current candle is touching any of the daily levels that you have turned on in the settings panel.
The main levels that are turned on by default and are useful for all markets and how they will be labeled on the scanner are as follows:
Previous Day High = High
Previous Day Low = Low
Previous Day Open = < Open
Previous Day Close = Close
Current Day Open = Open
We also included some extra levels that are useful for futures traders. They are as follows:
NY 930am Open = 930am
NY 12am Midnight Open = 12am
Asia Open at 8pm NY time = Asia
London Open at 2am NY Time = London
Watch how price reacts to these levels and then trade the bounces off of these levels if the price action confirms that it is going to respect that level.
When price is currently above the previous day high, the scanner will say “Above” and show a green color, indicating a bullish trend and that price is above the previous daily candle’s high.
When price is currently below the previous day low, the scanner will say “Below” and show a red color, indicating a bearish trend and that price is below the previous daily candle’s low.
Pay attention to when price is trending above or below the previous daily candle as those trends can provide excellent trend trading opportunities.
The daily levels that you have turned on in the settings will also show as lines on the chart and include a label next to them, identifying each level so you know what each line represents. You can turn on or off all of the lines shown on the chart in the main settings or turn them off one by one in the style panel of the settings. Labels can also be turned on or off for all of the lines in the main settings panel. You can adjust the label positioning in the Label Offset section of the settings panel.
VWAP Touches & Trend
VWAP stands for volume weighted average price and is a very popular tool that traders use to determine trend direction based on volume as well as an excellent level to trade price bounces off of.
The typical VWAP time period used is Daily, which means the volume weighted average price will reset at the beginning of a new day. We set the first VWAP to be the daily VWAP by default and the second one to be the weekly VWAP. You can adjust both of the time periods to be any of the provided time lengths that you choose.
The screener will show “Above” with a green background color when price is above the VWAP, indicating a bullish trend. It will show “Below” with a red background color when price is below the VWAP, indicating a bearish trend. When both VWAPs are showing Above or Below, you can expect price to trend in that direction, so look for pullbacks you can trade in the direction of the trend. If the VWAPs are showing different directions, then you should expect to bounce back and forth between the VWAPs, but be careful and watch out for price to break beyond either one and start a trend.
When the current candle is touching the VWAP, the scanner will change colors and say VWAP to notify you that price is touching the VWAP and you should look at that chart and analyze the market for a potential bounce off of the VWAP to trade.
Trending Market Signals
Strong trends are excellent markets to trade and can many times provide excellent trading opportunities that don’t require expert price action reading skills to be able to take winning trades from. That is why we included a signal to notify you of a strong trending market.
The strong trending market will show up as a green or red background color for the ticker name. If the color of the ticker name is green, it is notifying you that the price is above the previous daily high, above VWAP 1 and above VWAP 2 and is a good market to look for bullish trend trades. If the color of the ticker name is red, it is notifying you that the price is below the previous daily low, below VWAP 1 and below VWAP 2 and is a good market to look for bearish trend trades.
Changing The Tickers It Scans
To change the tickers that the indicator scans, scroll near the bottom of the settings panel and select the ticker symbol you want to update and then search for the exact symbol you want to use. If you want to scan less tickers, then just turn some of the tickers off that you don’t need.
Scanning More Than 10 Tickers
If you want to scan more than 10 tickers, you can add the scanner to your chart again and then just change the table position to the other side of the screen. This will allow you to scan 10 more tickers that will show up separately. Then if you want even more, just add the indicator to your chart again and update the table position until you have as many markets as you want. The table position setting can be found at the bottom of the main settings panel.
Alerts
The screener has alerts that can be used to notify you when any of the data set thresholds have been met or if price is touching one of the levels. You can set alerts for the following events:
Bullish Trend Alert - Price is above the previous daily high and above both VWAPs.
Bearish Trend Alert - Price is below the previous daily low and below both VWAPs.
High Volume Alert - Volume is higher than the threshold or a volume spike is detected.
High Volatility Alert - Volatility is higher than the threshold.
Oscillator Is Extended Alert - Oscillator value has exceeded the upper or lower threshold.
Big Candle Alert - A big candle has been detected.
Daily Level Touch Alert - One of the daily levels that is turned on is being touched.
VWAP Touch Alert - One of the 2 VWAPs are being touched.
An alert will trigger when any one of tickers on your scanner meets the alert conditions, so when you see the alert, you will need to go to your chart and look at the scanner to see which ticker it was and then navigate to that chart to look for potential trade setups.
The alerts will use the exact same settings you have configured in the settings panel to send you alert notifications. With normal settings, this could give you a lot of alerts, so if you only want alerts to fire when abnormal conditions are being met, try setting up a second screener on your chart that has very high threshold values and only has the most important level touches on. Then turn the setting "Do Not Show The Screener On The Chart" to off so the calculations will still run and fire alerts, but won't clog up your charts. This way you can only get alert notifications when major events happen but still have your normal screener settings available on your chart.
Markets This Can Be Used On
This screener uses the price action and volume data so you can use it to scan any type of market you would like as long as the ticker you are scanning has price and volume data feeds. If a market does not have volume data, then it will just show NaN in the volume row and the VWAP rows will not show anything.
CRT Master 974 par GUIROA Stephane [ULTIMATE MTF + HTF SWEEP]"CRT Master Blueprint ". This indicator is designed to display multi-timeframe levels from user-defined timeframes and highlight certain trading signals within a specified session.
Multi-Timeframe Configuration
1.Input Timeframes: Users can input three separate timeframes (e.g., 30 minutes, 60 minutes, 240 minutes).Each timeframe is assigned an option to be displayed or hidden, along with a customizable color.
2.Display Options: Each timeframe can be toggled on or off, with corresponding colors set in the input parameters.
Level Retrieval Function
3.Getting Levels: The get_crt_levels function retrieves high, low, and close values from the previous bar of a specified timeframe.pinescript
Drawing Levels
4.Drawing Levels Function: The draw_levels function visuals the high, low, and mid levels with different styles (dashed and dotted lines) and labels on the chart based on whether the respective timeframes' options are enabled.
6.Dashboard: A small table displays the status of the indicator (active or inactive) and the primary timeframe on the chart.
Summary
In summary, this indicator is helpful for traders who want to visually analyze multiple timeframe levels and receive signals based on specific price action within a defined session. The use of customizable parameters allows for flexibility in adapting to different trading strategies or preferences.
Short-Term Weekly Refuges (Shelters)## // Introduction //
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Short-Term Weekly Refuges (Shelters) (WR or RS) is a structural analysis indicator designed to track price action during the current week. It combines a configurable ZigZag with Fibonacci retracements anchored to recent phases, using the Weekly Opening Price (W.O.P.) as a key reference level.
This indicator is optimized for 4H timeframe but also works on 1H and 15min charts.
## // Theoretical Foundation of the Indicator //
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The WR (RS) indicator provides a structural framework for following price action during the current trading week.
The core concept: Recent ZigZag phases, combined with the Weekly Opening Price, create dynamic support and resistance levels that institutional traders often monitor and use for intraweek positioning. The indicator allows you to select which recent phase (1-10) serves as the Fibonacci anchor.
## // Indicator Objectives //
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1) Display a configurable ZigZag showing recent price structure with numbered phases (1 = most recent). Users should configure the ZigZag parameters based on whether they are analyzing a Major Degree Pattern (larger swings, less noise) or a Minor Degree Pattern (smaller swings, more detail), following standard Elliott Wave terminology. Configure the ZigZag to match the degree of your analysis: use higher Depth values for Major Degree Patterns, or lower values for Minor Degree Patterns.
2) Draw Fibonacci retracements on a user-selected phase, with two modes:
• "On ZigZag": Traditional Fibonacci on the selected phase.
• "Relative to W.O.P.": Fibonacci from phase anchor (i0) to Weekly Opening Price.
3) Show Weekly Opening Price lines as horizontal references, with the current week's line extended into the future.
4) Provide Pivot Up/Down markers for additional confirmation of local highs and lows.
5) Support multiple simultaneous indicator loads with visual identifier labels to distinguish between different analysis degrees (e.g., "Major Degree Pattern" vs "Minor Degree Pattern").
6) Optional Embedded Indicator: Enable Intraday Shelters (RID) - percentage-based support/resistance levels calculated from the Daily Opening Price, useful for 1H and 15min trading.
## // Key Features //
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• **Flexible ZigZag**: Adjustable Depth, Deviation, and Backstep parameters to adapt to any asset's volatility.
• **Phase Selection**: Choose from the 10 most recent phases for Fibonacci anchoring.
• **Dual Fibonacci Modes**: Trace on the ZigZag phase itself, or relative to the Weekly Opening Price.
• **New Age Color Palette**: Professional Fibonacci color scheme used by old school experienced traders.
• **Weekly Opening Price (W.O.P.)**: Historical weekly opens plus current week projection.
• **"Show Only W.O.P." Mode**: Isolate just the Weekly Opening Price line for cleaner charts on non-4H timeframes.
• **Optional Intraday Shelters (RID)**: 11 percentage levels (±0.382%, ±1%, ±1.5%, ±2%, ±2.5%) based on Daily Opening Price.
• **Multi-Load Support**: Visual identifier tags and Large Label for running multiple indicator instances simultaneously.
## // Recommended Workflow //
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1) Load the indicator on a 4H chart.
2) Adjust ZigZag parameters (Depth, Deviation) until the phases match your visual analysis of recent price structure.
3) Select the phase you want to use as Fibonacci anchor (typically Phase 2, 3 or higher).
4) Choose Fibonacci mode: "On ZigZag" for phase analysis, or "Relative to W.O.P." for analysis based on weekly opening price context.
5) Monitor how price interacts with the Fibonacci levels and Weekly Opening Price throughout the week.
6) Optionally enable RID for intraday precision on 1H or 15min charts.
## // Integration with Other Refuge Indicators //
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WR (RS) is part of a complete refuge-based analysis ecosystem:
• LTR (RLP) (Long-Term Refuges): For automatic determination of the predominant phase of a ZigZag, which institutional investors choose as the basis for a Fibo whose levels calculate the projection for order placement over the following months and years.
• LTRS (RLPS) (Simple Long-Term Refuges): Simplified version of LTR in which the known coordinates of the predominant phases (obtained with the LTR indicator) of one or up to five assets are easily captured for permanent long-term operation.
• WR (RS) (Short-Term Weekly Refuges): (This indicator) For short-term tactical analysis (4H, 1H) based on chosen phases of a ZigZag that define Fibo levels generated during the near past week(s) and probably effective in the present week.
• IDR (RID) (Intra-Day Refuges): For daily operations relying on intraday levels on timeframes of 1H or less. Ideal for scalping traders.
By combining LTR, LTRS, WR and IDR, you obtain a multi-level framework that allows you to operate with clarity at any time horizon, from intraday positions to investments spanning months and years.
## // Additional Notes //
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1) Default parameters are optimized for volatile assets (crypto, tech stocks). For forex or less volatile instruments, consider reducing Deviation to 3-8%.
2) The "Phase in Development" (dashed line) shows the tentative current ZigZag segment that may still change as new bars form.
3) Bug reports, improvement proposals for the ZigZag generator, pattern determination, or Fibo composition, etc., will be greatly appreciated and taken into account for a future version. Best regards and happy hunting.
(Sorry: Spanish translation erased trying to avoid confusing publishing banning rules).
