The Institutional Anchor (Daily OC Zone)The Institutional Anchor (Daily OC)
This indicator is a high-performance tool for traders who rely on "Institutional Candles" or "Opening Candles" (OC) to define their daily bias. Built on the latest Pine Script® v6 engine, it provides a stable, non-repainting foundation for identifying key institutional support and resistance levels.
Core Features & Technical Edge
1. Dual-Mode Zone Definition
Traders have different ways of defining institutional strength. This script supports both methods to suit your specific strategy:
Body-Only Mode: Focuses on the "Real Move" by using the Open and Close of the anchor candle.
Full Range Mode (Wicks): Accounts for total liquidity grabs and volatility by including the High and Low.
2. Precision Equilibrium (Mean Threshold)
In institutional trading, the 50% level of a candle is the "Fair Value" or Mean Threshold.
Includes a customizable Midline with independent styling (Solid, Dashed, Dotted).
Automatically calculates the exact mathematical center, helping you spot high-probability rejections at the "Equilibrium" of the move.
3. Professional Visualization Suite
Global Timezone Alignment: A built-in UTC Offset ensures you can align with New York (UTC-5), London (UTC+0), or your specific exchange time without manual calculations.
Auto-Naming System: Automatically labels zones with the Day of the Week (e.g., "Monday OC") to help you track weekly cycles and "Power of 3" (Accumulation/Manipulation/Distribution).
Historical Memory: Choose to show only the current day's active zone for a clean workspace, or display historical zones to find "nested" levels from previous days.
4. Dynamic Price Action Alerts
Stay notified without being glued to the screen. The script includes pre-configured, logically consistent alert conditions:
Equilibrium Touch: Triggers the moment price interacts with the 50% Mean Threshold.
Boundary Breach: Notifies you when price exits or taps the upper or lower edges of the zone.
5. Universal Market Compatibility
BTC & Crypto Optimized: Handles 24/7 data streams flawlessly without logic gaps.
Forex Precision: Perfect for London Open or Midnight Open strategies on pairs like EUR/USD.
Non-Repainting: Once the anchor hour closes, the zone is locked, providing a reliable reference point for the rest of the trading day.
How to Use
Market Open Hour: Enter the hour (24h format) of your chosen anchor candle (e.g., 2 for 2:00 AM).
UTC Offset: Match the offset to your preferred trading session time.
Customize Style: Adjust colors, transparency, and line styles to match your chart theme.
Indikator dan strategi
AnchoredVolume ProDescription
AnchoredVolume builds a real-time volume profile that distributes volume across price levels, identifying the Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL). These levels represent where 70% of volume occurred and act as powerful support/resistance zones.
VWAP Adapt ProDescription
VWAPADAPT provides institutional-grade VWAP (Volume Weighted Average Price) analysis with multiple standard deviation bands, session reset options, and slope analysis. VWAP represents the average price weighted by volume - where institutional traders have executed throughout the day.
ATR Suite ProDescription
A comprehensive ATR (Average True Range) toolkit providing multiple volatility metrics including standard ATR, normalized ATR, ATR percentage, and volatility state classification. Essential for position sizing, stop placement, and volatility regime detection.
SmootherStepper Pro Description
SmootherStepper applies triple exponential smoothing to the TrenderStepper algorithm, creating an ultra-smooth trend line that eliminates whipsaws while maintaining responsiveness to genuine trend changes. The three-stage smoothing process creates a superior signal-to-noise ratio compared to single-pass methods.
TrenderStepper Pro Description
TrendStepper is a volatility-adaptive trend identification system that uses a stepped price channel methodology. Unlike traditional moving averages that lag price action, TrendStepper only changes direction when price moves a specified number of ticks away from the current trend value, filtering out market noise while capturing significant directional moves.
Chainbey AI - Pattern Memory Table (v2)Chainbey AI – Pattern Memory & Market Outcome Table
Chainbey AI Pattern Memory is an advanced market behavior reference indicator designed to help traders understand how the current price structure compares with historical market patterns.
Instead of repainting signals or forcing trades, this tool focuses on context awareness:
It analyzes the current price pattern range
Matches it against selected historical price structures
Displays how price reacted after similar patterns in the past
Shows an estimated directional outcome and momentum strength
All results are presented in a lightweight on-chart table, keeping the chart clean and readable.
🔍 What this indicator shows
📅 Matched historical date & time
📈 Expected direction (UP / DOWN / FLAT)
📊 Historical move percentage
⚡ Estimated momentum strength
🧠 Similarity score (lower = closer pattern match)
🎯 How traders use it
Confirm bias before entering a trade
Understand historical reactions at similar market structures
Avoid emotional decisions by referencing past behavior
Combine with support/resistance, volume, RSI, or trend tools
⚠️ This indicator does NOT generate buy/sell signals.
It is a decision-support & market insight tool, best used alongside your own strategy.
🧩 Best use cases
Crypto, Forex, Commodities, Indices
Intraday & swing trading
Market structure and pattern-based strategies
Bias confirmation before entries
⚠️ Disclaimer
This indicator is for educational and analytical purposes only.
It does not guarantee future performance and should not be considered financial advice.
TradeHook.tech - MTMGBS AnchoredVolume ProDescription
AnchoredVolume builds a real-time volume profile that distributes volume across price levels, identifying the Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL). These levels represent where 70% of volume occurred and act as powerful support/resistance zones.
GLI Regime Index (v1.0)GLI Regime Index
Global Liquidity Intelligence for Risk Markets
The GLI Regime Index is a macro-liquidity regime engine that classifies the financial system based on where cash is actually flowing inside the Fed–Treasury plumbing.
Markets do not move on narratives.
They move on liquidity.
GLI measures that liquidity in real time by combining four institutional-grade signals:
• Fed Reverse Repo (RRP) – where excess cash is being parked
• 3-Month Treasury Bills – where short-term money prefers to earn yield
• IORB – the Federal Reserve’s policy floor
• SOFR – the true cost of funding in the system
By comparing these flows, GLI identifies which institution is currently in control of money:
Regime What It Means
FED DOMINANT Abundant reserves, liquidity flowing into risk assets
T-BILL DOMINANT Treasury absorbing liquidity, risk tightening
CASH GLUT Excess money trapped at the Fed (RRP high)
FUNDING STRESS Funding markets under pressure (SOFR > IORB)
NEUTRAL Transition state between regimes
These regimes are not opinions — they are the mechanical state of the dollar system.
Why this matters
Assets like NVDA, BTC, high-beta tech, and growth stocks don’t trade on earnings — they trade on marginal liquidity.
GLI tells you:
When rallies are supported by real money
When breakouts are likely to fail
When dips are being bought vs distributed
When risk is being quietly withdrawn
If you’ve ever wondered why price seems to hit invisible walls,
GLI shows you where those walls come from.
How to use it
Apply GLI to any chart.
When the background turns:
Green (Fed Dominant) → Risk assets are structurally supported
Orange (T-Bill Dominant) → Liquidity is draining from risk
Blue (Cash Glut) → Money is stuck at the Fed, rallies struggle
Red (Funding Stress) → Volatility and liquidation risk rise
The built-in Liquidity HUD shows:
RRP usage
Fed vs Treasury dominance
SOFR stress
Rate spreads in real time
No interpretation required.
What GLI is not
GLI is not a technical indicator.
It does not look at price, volume, or momentum.
It looks at the money behind the price.
That’s why it works.
Chainbey Ai - Swing High/Low Range📈 Chainbey Ai – Swing High / Swing Low Range
Chainbey Ai – Swing High / Swing Low Range is a clean and powerful market-structure indicator designed to automatically identify key swing levels and visualize the active price range on any chart.
This tool helps traders clearly see where price is reacting, consolidating, or preparing for a breakout.
🔹 What This Indicator Does
✔ Automatically detects the latest confirmed Swing High
✔ Automatically detects the latest confirmed Swing Low
✔ Draws horizontal levels for both swings
✔ Labels levels clearly as “Swing High” and “Swing Low”
✔ Highlights the range between swings using a background fill
✔ Updates dynamically as new market structure forms
🔹 Why It’s Useful
Identify support & resistance without manual drawing
Visualize consolidation zones instantly
Spot breakout and fake-out areas faster
Ideal for range trading, breakout trading, and trend confirmation
Works perfectly with price action, volume, and order-flow concepts
🔹 Best Use Cases
Crypto (Spot & Futures)
Forex
Indices
Commodities (Gold, Silver, Oil)
Timeframes: Works on all timeframes (especially strong on 15M, 30M, 1H)
🔹 How to Trade With It
Buy bias when price holds above Swing Low inside the range
Sell bias when price rejects from Swing High
Breakout confirmation when price closes strongly outside the range
Combine with volume, momentum, or liquidity concepts for higher accuracy
🔹 Customization
Adjust Swing Length to control sensitivity
Enable/disable range background fill
Customize colors and transparency
Extend swing levels to the right for forward guidance
⚠️ Disclaimer
This indicator is a technical analysis tool, not financial advice.
Always manage risk and confirm signals with your own strategy.
🔗 Built by Chainbey Ai
Smart Structure • Clean Levels • Clear Ranges 🚀
Chainbey Ai - Previous Day High & Low📌 Chainbey Ai – Previous Day High & Low (Source Candle)
This indicator automatically plots the Previous Day High (PDH) and Previous Day Low (PDL) on any intraday chart, starting from the exact candle where those levels were formed — not from the new day open. This removes visual gaps and gives a more accurate market structure view.
🔹 Key Features
✅ Accurate PDH & PDL levels based on the full previous trading day
🎯 Lines start from the actual high/low candle (no artificial gap)
🏷️ Optional PDH / PDL labels placed directly on source candles
🟦 Optional range background fill between PDH and PDL
📊 Works perfectly on 5m, 15m, 30m, 1H intraday charts
⚡ Lightweight, clean, and repaint-safe
🧠 Best Use Cases
Liquidity sweep & stop-hunt detection
Breakout vs fake-breakout analysis
Support / resistance from prior session
London & New York session bias confirmation
⚠️ Notes
Levels are calculated using the broker’s daily session
Designed for intraday trading, not daily/weekly charts
PM/PW/PD/OVN/CD/CM/CW/ORB Highs & Lows + EMAs + ATH/ATL/52WTogglable:
Previous Month High / Low
Previous Week High / Low
Previous Day High / Low
Current Month High / Low
Current Week High / Low
Current Day High / Low
ORB High / Low
Overnight High / Low
Asia Session High / Low
London Session High / Low
All Time High / Low
52week High / Low
3 EMAs (default 21/34/55)
Dashboards + lines on chart
HaP RSIComprehensive Guide to HaP RSI Indicator
Introduction
The HaP RSI indicator is a custom technical analysis tool designed to replicate the logic and structure of the HaP MACD indicator but applied to the Relative Strength Index (RSI). This indicator combines traditional RSI concepts with advanced smoothing techniques, dynamic signal generation, and visual cues to help traders identify potential entry and exit points, trend strength, and momentum shifts.
This document provides an exhaustive explanation of the indicator's logic, its components, and practical strategies for trading with it.
Logic and Structure of HaP RSI
The HaP RSI indicator is built on the foundation of the RSI oscillator, which measures the speed and change of price movements to identify overbought and oversold conditions. The indicator enhances RSI by incorporating the following elements:
RSI Calculation: Uses a customizable length (default 10) and allows selection of smoothing type (EMA or SMA) for flexibility.
Signal Line: A moving average of the RSI (default length 9) that acts as a reference for crossovers and trend confirmation.
DEMA Logic: Double Exponential Moving Average applied to RSI and its signal line to generate dynamic dot signals for entries and exits.
Visual Elements: Midline at 50, Overbought/Oversold levels at 70 and 30, color-coded dots (Blue, Green, Orange, Red) for intuitive interpretation.
Conditions and Signal Generation
The indicator uses a sophisticated set of conditions to determine market states and generate actionable signals:
Buy Condition: Triggered when the DEMA of RSI is above the DEMA of its signal line AND the DEMA signal line is rising. This indicates strengthening bullish momentum.
First Signal Dot: Appears as a Blue dot when the buy condition becomes true for the first time after being false. This marks the start of a potential bullish phase.
Ongoing Signal Dot: Appears as Green if RSI is rising or Orange if RSI is falling while the buy condition remains true. This provides real-time feedback on momentum strength.
Exit Dot: Appears as Red when the buy condition turns false after being true, signaling a potential end to the bullish phase.
Crossovers: RSI crossing above its signal line (bullish) or below (bearish) are calculated but hidden by default, offering additional confirmation if enabled.
Trading Strategies Using HaP RSI
The HaP RSI indicator can be used in multiple ways to enhance trading decisions. Below are detailed strategies and best practices:
1. Entry Strategies
Enter long positions when a Blue dot appears, confirming the start of bullish momentum. Ideally, combine this with RSI above the midline (50) and price action breaking resistance.
Add to positions or scale in when Green dots appear, indicating continued bullish strength.
2. Exit Strategies
Exit or tighten stops when a Red dot appears, signaling weakening momentum.
Consider partial exits on Orange dots if momentum slows but the trend remains intact.
3. Trend Confirmation
Use the midline (50) as a regime filter: RSI above 50 generally favors long trades, while below 50 favors shorts.
Overbought/Oversold levels (70/30) can help identify exhaustion points for reversals or caution zones.
4. Risk Management
Always combine HaP RSI signals with stop-loss placement based on recent swing lows/highs.
Avoid chasing signals in low-volatility environments; confirm with volume or higher timeframe trend.
Advanced Usage and Best Practices
Combine HaP RSI with other indicators like moving averages or price action patterns for confluence.
Use alerts for Blue and Red dots to automate monitoring and reduce missed opportunities.
Backtest the indicator on multiple timeframes (H1 recommended) to optimize settings for your trading style.
Summary
HaP RSI is a powerful tool that blends RSI's simplicity with advanced signal logic, making it suitable for trend-following, momentum trading, and swing strategies. Its visual clarity and dynamic alerts allow traders to act decisively while managing risk effectively.
SMT divergencesSMT divergences, virtually shows where Divergences in a pair are, choose your pairs and add to chart, only shows divergence when the laggard pair is sweeping downward and the leading pair doesn't sweep.
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For Source the Cutie
SMI + Trend Whale Tracker//@version=6
// Fixed Line 1: Explicitly naming the title and shorttitle
indicator(title="SMI + Trend Whale Tracker", shorttitle="SMI_Whale", overlay=true)
// --- Inputs ---
lenK = input.int(10, "%K Length", group="SMI Settings")
lenD = input.int(3, "%D Length", group="SMI Settings")
lenEMA = input.int(3, "EMA Length", group="SMI Settings")
volMult = input.float(3.0, "Whale Volume Multiplier (x Avg)", group="Whale Settings")
trendLen = input.int(200, "Global Trend SMA Length", group="Trend Settings")
// --- Calculations: SMI ---
emaEma(src, len) => ta.ema(ta.ema(src, len), len)
hi = ta.highest(lenK), lo = ta.lowest(lenK)
relRange = close - (hi + lo) / 2
smi = (hi - lo) != 0 ? 200 * (emaEma(relRange, lenD) / emaEma(hi - lo, lenD)) : 0
// --- Calculations: Global Trend ---
sma200 = ta.sma(close, trendLen)
isBullishTrend = close > sma200
plot(sma200, "200 SMA", color=color.new(color.blue, 50), linewidth=2)
// --- Calculations: Whale Tracker with Filter ---
avgVol = ta.sma(volume, 20)
isWhaleVol = volume > (avgVol * volMult)
// Filter: Whale must buy while price is above the 200 SMA
isWhaleBuy = isWhaleVol and close > open and isBullishTrend
isWhaleSell = isWhaleVol and close < open
// --- Visuals ---
plotshape(isWhaleBuy, style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small, title="Whale Buy")
plotshape(isWhaleSell, style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small, title="Whale Sell")
// --- Dashboard ---
var table dash = table.new(position.top_right, 2, 3, bgcolor=color.new(color.black, 0), border_width=1)
if barstate.islast
smiColor = smi > 40 ? color.green : (smi < -40 ? color.red : color.gray)
trendColor = isBullishTrend ? color.green : color.red
table.cell(dash, 0, 0, text="SMI", text_color=color.white)
table.cell(dash, 1, 0, text=str.tostring(smi, "#.#"), bgcolor=smiColor, text_color=color.white)
table.cell(dash, 0, 1, text="Trend", text_color=color.white)
table.cell(dash, 1, 1, text=isBullishTrend ? "BULLISH" : "BEARISH", bgcolor=trendColor, text_color=color.white)
table.cell(dash, 0, 2, text="Whale", text_color=color.white)
table.cell(dash, 1, 2, text=isWhaleVol ? "ACTIVE" : "None", bgcolor=isWhaleVol ? color.purple : color.gray, text_color=color.white)
// --- Alerts ---
if isWhaleBuy
alert("Whale Buy + Trend Aligned: " + syminfo.ticker, alert.freq_once_per_bar_close)
TradeCraftly - Previous OHLC Levels📌 TradeCraftly – Previous OHLC Levels
TradeCraftly OHLC plots the most important higher-timeframe price levels directly on your chart, helping you identify key support, resistance, and reference zones with clarity.
🔹 What this indicator shows
Previous Day OHLC (High, Low, Open, Close)
Previous Week OHLC
Previous Month OHLC
Today’s Open (no historical clutter)
All levels are drawn as clean horizontal rays and extend only into the current session, keeping the chart focused and readable.
🔹 Key Features
Individual enable / disable controls for Day, Week, and Month levels
No historical clutter – only the most relevant levels are shown
Labels aligned to today’s first candle for quick level identification
Custom line width, color, and style (solid / dashed / dotted)
Works seamlessly on all intraday and higher timeframes
🔹 Why use Previous OHLC levels?
Previous period OHLC levels are widely used by:
Intraday traders
Swing traders
Index & futures traders
They often act as:
Strong support & resistance
Liquidity zones
Breakout / rejection levels
🔹 Best Use Cases
Market open bias using Today’s Open
Intraday trades around PDH / PDL
Weekly range reactions near PWH / PWL
Higher-timeframe context using Monthly levels
⚠️ Disclaimer
This indicator is for educational purposes only and does not provide trading signals or financial advice. Always manage risk and confirm with your own analysis.
Fair Value Gaps w Signals fair value gaps for resistance and support. It is important to understand ranges with this. An open bearish fair value gaps can indicate a bearish range. A bullish fair value gaps in premium can indicate retracement into the bearish range. A fair value gaps on a high time frame in discount of the range can be a indicator to go long. one can play the fair value gaps in discount or a range back into it for longs. negation of the fair value gaps candle bearish or bullish is stop loss. One would want to see a small time frame turn around story within the fair value gaps you are trading. FVG are support and resistance until the market is balanced. A bearish fair value gaps untouched can indicate the end of a range. The candle before the 1st bullsih fair value gaps could be the beginning of the range. all time frames
Vertical line at 6PMVertical line deliniated every 6pm for the asian session trading and backtesting.
RSI Trendline Breakout BB Exit -by RiazMalikUse this strategy based on RSI and bolinger bands
When RSI trend line breaks take position when RSI touches bolinger bands exit
Volume-Weighted Price Z-Score [QuantAlgo]🟢 Overview
The Volume-Weighted Price Z-Score indicator quantifies price deviations from volume-weighted equilibrium using statistical standardization. It combines volume-weighted moving average analysis with logarithmic deviation measurement and volatility normalization to identify when prices have moved to statistically extreme levels relative to their volume-weighted baseline, helping traders and investors spot potential mean reversion opportunities across multiple timeframes and asset classes.
🟢 How It Works
The indicator's core methodology lies in its volume-weighted statistical approach, where price displacement is measured through normalized deviations from volume-weighted price levels:
volumeWeightedAverage = ta.vwma(priceSource, lookbackPeriod)
logDeviation = math.log(priceSource / volumeWeightedAverage)
volatilityMeasure = ta.stdev(logDeviation, lookbackPeriod)
The script uses logarithmic transformation to capture proportional price changes rather than absolute differences, ensuring equal treatment of percentage moves regardless of price level:
rawZScore = logDeviation / volatilityMeasure
zScore = ta.ema(rawZScore, smoothingPeriod)
First, it establishes the volume-weighted baseline which gives greater weight to price levels where significant trading occurred, creating a more representative equilibrium point than simple moving averages.
Then, the logarithmic deviation measurement converts the price-to-average ratio into a normalized scale:
logDeviation = math.log(priceSource / volumeWeightedAverage)
Next, statistical normalization is achieved by dividing the deviation by its own historical volatility, creating a standardized z-score that measures how many standard deviations the current price sits from the volume-weighted mean.
Finally, EMA smoothing filters noise while preserving the signal's responsiveness to genuine market extremes:
rawZScore = logDeviation / volatilityMeasure
zScore = ta.ema(rawZScore, smoothingPeriod)
This creates a volume-anchored statistical oscillator that combines price-volume relationship analysis with volatility-adjusted normalization, providing traders with probabilistic insights into market extremes and mean reversion potential based on standard deviation thresholds.
🟢 Signal Interpretation
▶ Positive Values (Above Zero): Price trading above volume-weighted average indicating potential overvaluation relative to volume-weighted equilibrium = Caution on longs, potential mean reversion downward = Short/sell opportunities
▶ Negative Values (Below Zero): Price trading below volume-weighted average indicating potential undervaluation relative to volume-weighted equilibrium = Caution on shorts, potential mean reversion upward = Long/buy opportunities
▶ Zero Line Crosses: Mean reversion transitions where price crosses back through volume-weighted equilibrium, indicating shift from overvalued to undervalued (or vice versa) territory
▶ Extreme Positive Zone (Above +2.5σ default): Statistically rare overvaluation representing 98.8%+ confidence level deviation, indicating extremely stretched bullish conditions with high mean reversion probability = Strong correction warning/short signal
▶ Extreme Negative Zone (Below -2.5σ default): Statistically rare undervaluation representing 98.8%+ confidence level deviation, indicating extremely stretched bearish conditions with high mean reversion probability = Strong buying opportunity signal
▶ ±1σ Reference Levels: Moderate deviation zones (±1 standard deviation) marking common price fluctuation boundaries where approximately 68% of price action occurs under normal distribution
▶ ±2σ Reference Levels: Significant deviation zones (±2 standard deviations) marking unusual price extremes where approximately 95% of price action should be contained under normal conditions
🟢 Features
▶ Preconfigured Presets: Three optimized parameter sets accommodate different analytical approaches, instruments and timeframes. "Default" provides balanced statistical measurement suitable for swing trading and daily/4-hour analysis, offering deviation detection with moderate responsiveness to price dislocations. "Fast Response" delivers heightened sensitivity optimized for intraday trading and scalping on 15-minute to 1-hour charts, using shorter statistical windows and minimal smoothing to capture rapid mean reversion opportunities as they develop. "Smooth Trend" offers conservative extreme identification ideal for position trading on daily to weekly charts, employing extended statistical periods and heavy noise filtering to isolate only the most significant market extremes.
▶ Built-in Alerts: Seven alert conditions enable comprehensive automated monitoring of statistical extremes and mean reversion events. Extreme Overbought triggers when z-score crosses above the extreme threshold (default +2.5σ) signaling rare overvaluation, Extreme Oversold activates when z-score crosses below the negative extreme threshold (default -2.5σ) signaling rare undervaluation. Exit Extreme Overbought and Exit Extreme Oversold alert when prices begin reverting from these statistical extremes back toward the mean. Bullish Mean Reversion notifies when z-score crosses above zero indicating shift to overvalued territory, while Bearish Mean Reversion triggers on crosses below zero indicating shift to undervalued territory. Any Extreme Level provides a combined alert for any extreme threshold breach regardless of direction. These notifications allow you to capitalize on statistically significant price dislocations without continuous chart monitoring.
▶ Color Customization: Six visual themes (Classic, Aqua, Cosmic, Ember, Neon, plus Custom) accommodate different chart backgrounds and visual preferences, ensuring optimal contrast for identifying positive versus negative deviations across trading environments. The adjustable fill transparency control (0-100%) allows fine-tuning of the gradient area prominence between the z-score line and zero baseline, with higher opacity values creating subtle background context while lower values produce bold deviation emphasis. Optional bar coloring extends the z-score gradient directly to the indicator pane bars, providing immediate visual reinforcement of current deviation magnitude and direction without requiring reference to the plotted line itself.
*Note: This indicator requires volume data to function correctly, as it calculates deviations from a volume-weighted price average. Tickers with no volume data or extremely limited volume will not produce meaningful results, i.e., the indicator may display flat lines, erratic values, or fail to calculate properly. Using this indicator on assets without volume data (certain forex pairs, synthetic indices, or instruments with unreported/unavailable volume) will produce unreliable or no results at all. Additionally, ensure your chart has sufficient historical data to cover the selected lookback period, e.g., using a 100-bar lookback on a chart with only 50 bars of history will yield incomplete or inaccurate calculations. Always verify your chosen ticker has consistent, accurate volume information and adequate price history before applying this indicator.
Spot Futures Divergence & Auction ContextSpot–Futures Divergence & Auction Context
Spot–Futures Divergence & Auction Context is a contextual market analysis indicator designed to help traders understand where the market is positioned and when structural divergence is meaningful.
This tool compares spot and futures price structure using confirmed swing pivots and overlays that information with VWAP location, auction regime, and higher-timeframe (HTF) trend context.
⚠️ This indicator is NOT a buy/sell signal generator.
It is intended for discretionary decision support and market context only.
🔍 What This Indicator Shows
1️⃣ Spot–Futures Structural Divergence
Identifies divergence between spot and futures swing structure
Highlights where derivatives are leading or lagging cash markets
Uses confirmed pivots only (non-repainting)
2️⃣ Divergence Quality (DIV-A / DIV-B)
DIV-A: Divergence aligned with HTF trend
DIV-B: Divergence against or without HTF alignment
Helps distinguish high-quality context from early warnings
3️⃣ VWAP Context & Deviation Bands
Session VWAP plotted on futures
Optional VWAP deviation bands (±1σ / ±2σ / ±3σ) for auction stretch context
Bands are visual only, not signals
4️⃣ Auction Regime Detection
Classifies market as BALANCED or IMBALANCED
Helps avoid divergence during strong trend / directional auctions
5️⃣ Options Bias Panel (Context Only)
Provides a high-level directional or volatility bias, such as:
CALL BIAS
PUT BIAS
SELL PREMIUM
WAIT
This bias is informational, not an instruction to trade.
⚙️ Key Settings Explained
Futures / Execution Symbol
Select the futures or derivative symbol you are trading (e.g., NIFTY1!, BANKNIFTY1!, ES1!, BTCUSDT.P).
Spot / Cash Reference Symbol
Select the corresponding spot or cash index used for structural comparison.
Divergence Display Mode
Show All → Displays all divergences
Hide in Imbalanced → Suppresses divergences during strong directional auctions
DIV-A only in Imbalanced → Shows only HTF-aligned divergences on trend days
This is a discipline and visibility control, not a signal filter.
VWAP Deviation Bands
Optional visual bands to assess how far price is trading from fair value.
Best used for context, not entries.
🧭 How to Use (1-Page User Guide)
Recommended Workflow
Start with auction regime
Balanced → mean-reversion context
Imbalanced → trend / momentum context
Observe VWAP location
Near VWAP → fair value
Extended → stretched auction
Note Spot–Futures divergence
DIV-A → higher contextual importance
DIV-B → early warning or risk signal
Use Options Bias panel
As a guideline, not a trigger
Especially useful for options and volatility strategies
🚫 When to Ignore Divergence
Strong imbalanced trend with steep VWAP slope
News-driven or event-driven sessions
Very early session before structure forms
⚠️ Important Disclaimers
This indicator does not generate buy/sell signals.
No profitability or performance claims are made.
Past behavior does not guarantee future results.
Trading futures, options, and leveraged products involves significant risk.
Use this tool for analysis and education only.
📊 Best Use Cases
Index futures & options
Spot vs derivative structure analysis
Intraday auction and VWAP-based context
Risk awareness and trade selection support






















